xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision 606f75f6cc59668c96bea874c028626c3caf5cd3)
1aaa7dc30SBarry Smith #include <../src/tao/leastsquares/impls/pounders/pounders.h>
2a7e14dcfSSatish Balay 
3d71ae5a4SJacob Faibussowitsch static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx)
4d71ae5a4SJacob Faibussowitsch {
5a7e14dcfSSatish Balay   PetscFunctionBegin;
63ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
7a7e14dcfSSatish Balay }
8ca88a2e0STodd Munson 
9d71ae5a4SJacob Faibussowitsch static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx)
10d71ae5a4SJacob Faibussowitsch {
11a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)ctx;
12a7e14dcfSSatish Balay   PetscReal     d1, d2;
13f06e3bfaSBarry Smith 
14a7e14dcfSSatish Balay   PetscFunctionBegin;
15a7e14dcfSSatish Balay   /* g = A*x  (add b later)*/
169566063dSJacob Faibussowitsch   PetscCall(MatMult(mfqP->subH, x, g));
17a7e14dcfSSatish Balay 
18a7e14dcfSSatish Balay   /* f = 1/2 * x'*(Ax) + b'*x  */
199566063dSJacob Faibussowitsch   PetscCall(VecDot(x, g, &d1));
209566063dSJacob Faibussowitsch   PetscCall(VecDot(mfqP->subb, x, &d2));
21a7e14dcfSSatish Balay   *f = 0.5 * d1 + d2;
22a7e14dcfSSatish Balay 
23a7e14dcfSSatish Balay   /* now  g = g + b */
249566063dSJacob Faibussowitsch   PetscCall(VecAXPY(g, 1.0, mfqP->subb));
253ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
26a7e14dcfSSatish Balay }
27ca88a2e0STodd Munson 
28d71ae5a4SJacob Faibussowitsch static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum)
29d71ae5a4SJacob Faibussowitsch {
30125ddc8aSJason Sarich   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
31125ddc8aSJason Sarich   PetscInt      i, row, col;
32125ddc8aSJason Sarich   PetscReal     fr, fc;
33691b26d3SBarry Smith 
34125ddc8aSJason Sarich   PetscFunctionBegin;
359566063dSJacob Faibussowitsch   PetscCall(TaoComputeResidual(tao, x, F));
36737f463aSAlp Dener   if (tao->res_weights_v) {
379566063dSJacob Faibussowitsch     PetscCall(VecPointwiseMult(mfqP->workfvec, tao->res_weights_v, F));
389566063dSJacob Faibussowitsch     PetscCall(VecDot(mfqP->workfvec, mfqP->workfvec, fsum));
39737f463aSAlp Dener   } else if (tao->res_weights_w) {
40125ddc8aSJason Sarich     *fsum = 0;
41737f463aSAlp Dener     for (i = 0; i < tao->res_weights_n; i++) {
42737f463aSAlp Dener       row = tao->res_weights_rows[i];
43737f463aSAlp Dener       col = tao->res_weights_cols[i];
449566063dSJacob Faibussowitsch       PetscCall(VecGetValues(F, 1, &row, &fr));
459566063dSJacob Faibussowitsch       PetscCall(VecGetValues(F, 1, &col, &fc));
46737f463aSAlp Dener       *fsum += tao->res_weights_w[i] * fc * fr;
47125ddc8aSJason Sarich     }
48125ddc8aSJason Sarich   } else {
499566063dSJacob Faibussowitsch     PetscCall(VecDot(F, F, fsum));
50125ddc8aSJason Sarich   }
519566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Least-squares residual norm: %20.19e\n", (double)*fsum));
523c859ba3SBarry Smith   PetscCheck(!PetscIsInfOrNanReal(*fsum), PETSC_COMM_SELF, PETSC_ERR_USER, "User provided compute function generated Inf or NaN");
533ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
54125ddc8aSJason Sarich }
55f06e3bfaSBarry Smith 
56d71ae5a4SJacob Faibussowitsch static PetscErrorCode gqtwrap(Tao tao, PetscReal *gnorm, PetscReal *qmin)
57d71ae5a4SJacob Faibussowitsch {
586f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
596f4723b1SBarry Smith   PetscReal atol = 1.0e-5;
606f4723b1SBarry Smith #else
61a7e14dcfSSatish Balay   PetscReal atol = 1.0e-10;
626f4723b1SBarry Smith #endif
63a7e14dcfSSatish Balay   PetscInt      info, its;
64a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
65a7e14dcfSSatish Balay 
66a7e14dcfSSatish Balay   PetscFunctionBegin;
67a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
68a7e14dcfSSatish Balay     PetscReal maxval;
69a7e14dcfSSatish Balay     PetscInt  i, j;
70a7e14dcfSSatish Balay 
719566063dSJacob Faibussowitsch     PetscCall(VecSetValues(mfqP->subb, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
729566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(mfqP->subb));
739566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(mfqP->subb));
74a7e14dcfSSatish Balay 
759566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subx, 0.0));
76a7e14dcfSSatish Balay 
779566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subndel, -1.0));
789566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subpdel, +1.0));
79a7e14dcfSSatish Balay 
80ce902467SBarry Smith     /* Complete the lower triangle of the Hessian matrix */
81a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) {
82ad540459SPierre Jolivet       for (j = i + 1; j < mfqP->n; j++) mfqP->Hres[j + mfqP->n * i] = mfqP->Hres[mfqP->n * j + i];
83a7e14dcfSSatish Balay     }
849566063dSJacob Faibussowitsch     PetscCall(MatSetValues(mfqP->subH, mfqP->n, mfqP->indices, mfqP->n, mfqP->indices, mfqP->Hres, INSERT_VALUES));
859566063dSJacob Faibussowitsch     PetscCall(MatAssemblyBegin(mfqP->subH, MAT_FINAL_ASSEMBLY));
869566063dSJacob Faibussowitsch     PetscCall(MatAssemblyEnd(mfqP->subH, MAT_FINAL_ASSEMBLY));
87a7e14dcfSSatish Balay 
889566063dSJacob Faibussowitsch     PetscCall(TaoResetStatistics(mfqP->subtao));
899566063dSJacob Faibussowitsch     /* PetscCall(TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT)); */
90a7e14dcfSSatish Balay     /* enforce bound constraints -- experimental */
91a7e14dcfSSatish Balay     if (tao->XU && tao->XL) {
929566063dSJacob Faibussowitsch       PetscCall(VecCopy(tao->XU, mfqP->subxu));
939566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->subxu, -1.0, tao->solution));
949566063dSJacob Faibussowitsch       PetscCall(VecScale(mfqP->subxu, 1.0 / mfqP->delta));
959566063dSJacob Faibussowitsch       PetscCall(VecCopy(tao->XL, mfqP->subxl));
969566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->subxl, -1.0, tao->solution));
979566063dSJacob Faibussowitsch       PetscCall(VecScale(mfqP->subxl, 1.0 / mfqP->delta));
98a7e14dcfSSatish Balay 
999566063dSJacob Faibussowitsch       PetscCall(VecPointwiseMin(mfqP->subxu, mfqP->subxu, mfqP->subpdel));
1009566063dSJacob Faibussowitsch       PetscCall(VecPointwiseMax(mfqP->subxl, mfqP->subxl, mfqP->subndel));
101a7e14dcfSSatish Balay     } else {
1029566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->subpdel, mfqP->subxu));
1039566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->subndel, mfqP->subxl));
104a7e14dcfSSatish Balay     }
105a7e14dcfSSatish Balay     /* Make sure xu > xl */
1069566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
1079566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
1089566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
1093c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "upper bound < lower bound in subproblem");
110a7e14dcfSSatish Balay     /* Make sure xu > tao->solution > xl */
1119566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
1129566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx));
1139566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
1143c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess < lower bound in subproblem");
115a7e14dcfSSatish Balay 
1169566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subx, mfqP->subpdel));
1179566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
1189566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
1193c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess > upper bound in subproblem");
120a7e14dcfSSatish Balay 
1219566063dSJacob Faibussowitsch     PetscCall(TaoSolve(mfqP->subtao));
1229566063dSJacob Faibussowitsch     PetscCall(TaoGetSolutionStatus(mfqP->subtao, NULL, qmin, NULL, NULL, NULL, NULL));
123a7e14dcfSSatish Balay 
124a7e14dcfSSatish Balay     /* test bounds post-solution*/
1259566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
1269566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx));
1279566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
128a7e14dcfSSatish Balay     if (maxval > 1e-5) {
1299566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "subproblem solution < lower bound\n"));
130a7e14dcfSSatish Balay       tao->reason = TAO_DIVERGED_TR_REDUCTION;
131a7e14dcfSSatish Balay     }
132a7e14dcfSSatish Balay 
1339566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subx, mfqP->subpdel));
1349566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
1359566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
136a7e14dcfSSatish Balay     if (maxval > 1e-5) {
1379566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "subproblem solution > upper bound\n"));
138a7e14dcfSSatish Balay       tao->reason = TAO_DIVERGED_TR_REDUCTION;
139a7e14dcfSSatish Balay     }
140a7e14dcfSSatish Balay   } else {
1413ba16761SJacob Faibussowitsch     PetscCall(gqt(mfqP->n, mfqP->Hres, mfqP->n, mfqP->Gres, 1.0, mfqP->gqt_rtol, atol, mfqP->gqt_maxits, gnorm, qmin, mfqP->Xsubproblem, &info, &its, mfqP->work, mfqP->work2, mfqP->work3));
142a7e14dcfSSatish Balay   }
143a7e14dcfSSatish Balay   *qmin *= -1;
1443ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
145a7e14dcfSSatish Balay }
146a7e14dcfSSatish Balay 
147d71ae5a4SJacob Faibussowitsch static PetscErrorCode pounders_update_res(Tao tao)
148d71ae5a4SJacob Faibussowitsch {
149125ddc8aSJason Sarich   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
150125ddc8aSJason Sarich   PetscInt      i, row, col;
151125ddc8aSJason Sarich   PetscBLASInt  blasn = mfqP->n, blasn2 = blasn * blasn, blasm = mfqP->m, ione = 1;
1526c95174dSJason Sarich   PetscReal     zero = 0.0, one = 1.0, wii, factor;
153125ddc8aSJason Sarich 
154691b26d3SBarry Smith   PetscFunctionBegin;
155ad540459SPierre Jolivet   for (i = 0; i < mfqP->n; i++) mfqP->Gres[i] = 0;
156ad540459SPierre Jolivet   for (i = 0; i < mfqP->n * mfqP->n; i++) mfqP->Hres[i] = 0;
157125ddc8aSJason Sarich 
158125ddc8aSJason Sarich   /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */
159737f463aSAlp Dener   if (tao->res_weights_v) {
1606c95174dSJason Sarich     /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */
161125ddc8aSJason Sarich     for (i = 0; i < mfqP->m; i++) {
1629566063dSJacob Faibussowitsch       PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &factor));
1636c95174dSJason Sarich       factor = factor * mfqP->C[i];
164792fecdfSBarry Smith       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * i], &ione, mfqP->Gres, &ione));
165125ddc8aSJason Sarich     }
166125ddc8aSJason Sarich 
167125ddc8aSJason Sarich     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
1686c95174dSJason Sarich     /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi')*/
169125ddc8aSJason Sarich     for (i = 0; i < mfqP->m; i++) {
1709566063dSJacob Faibussowitsch       PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &wii));
171125ddc8aSJason Sarich       if (tao->niter > 1) {
172125ddc8aSJason Sarich         factor = wii * mfqP->C[i];
1736c95174dSJason Sarich         /* add wii * ci * Hi */
174792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione));
175125ddc8aSJason Sarich       }
1766c95174dSJason Sarich       /* add wii * gi * gi' */
177792fecdfSBarry Smith       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &wii, &mfqP->Fdiff[blasn * i], &blasn, &mfqP->Fdiff[blasn * i], &blasn, &one, mfqP->Hres, &blasn));
178125ddc8aSJason Sarich     }
179737f463aSAlp Dener   } else if (tao->res_weights_w) {
180ce902467SBarry Smith     /* General case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */
181737f463aSAlp Dener     for (i = 0; i < tao->res_weights_n; i++) {
182737f463aSAlp Dener       row = tao->res_weights_rows[i];
183737f463aSAlp Dener       col = tao->res_weights_cols[i];
184ce902467SBarry Smith 
185737f463aSAlp Dener       factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0;
186792fecdfSBarry Smith       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * row], &ione, mfqP->Gres, &ione));
187737f463aSAlp Dener       factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0;
188792fecdfSBarry Smith       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * col], &ione, mfqP->Gres, &ione));
189ce902467SBarry Smith     }
190ce902467SBarry Smith 
191ce902467SBarry Smith     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
1926c95174dSJason Sarich     /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
193737f463aSAlp Dener     for (i = 0; i < tao->res_weights_n; i++) {
194737f463aSAlp Dener       row    = tao->res_weights_rows[i];
195737f463aSAlp Dener       col    = tao->res_weights_cols[i];
196737f463aSAlp Dener       factor = tao->res_weights_w[i] / 2.0;
197125ddc8aSJason Sarich       /* add wij * gi gj' + wij * gj gi' */
198792fecdfSBarry Smith       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * row], &blasn, &mfqP->Fdiff[blasn * col], &blasn, &one, mfqP->Hres, &blasn));
199792fecdfSBarry Smith       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * col], &blasn, &mfqP->Fdiff[blasn * row], &blasn, &one, mfqP->Hres, &blasn));
200125ddc8aSJason Sarich     }
201125ddc8aSJason Sarich     if (tao->niter > 1) {
202737f463aSAlp Dener       for (i = 0; i < tao->res_weights_n; i++) {
203737f463aSAlp Dener         row = tao->res_weights_rows[i];
204737f463aSAlp Dener         col = tao->res_weights_cols[i];
205125ddc8aSJason Sarich 
206125ddc8aSJason Sarich         /* add  wij*cj*Hi */
207737f463aSAlp Dener         factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0;
208792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[row], &blasm, mfqP->Hres, &ione));
209125ddc8aSJason Sarich 
210125ddc8aSJason Sarich         /* add wij*ci*Hj */
211737f463aSAlp Dener         factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0;
212792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[col], &blasm, mfqP->Hres, &ione));
213125ddc8aSJason Sarich       }
214125ddc8aSJason Sarich     }
215125ddc8aSJason Sarich   } else {
216ce902467SBarry Smith     /* Default: Gres= sum_i[cigi] = G*c' */
2179566063dSJacob Faibussowitsch     PetscCall(PetscInfo(tao, "Identity weights\n"));
218792fecdfSBarry Smith     PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->C, &ione, &zero, mfqP->Gres, &ione));
219ce902467SBarry Smith 
220ce902467SBarry Smith     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
2216c95174dSJason Sarich     /*  Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)}  */
222792fecdfSBarry Smith     PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->Fdiff, &blasn, &zero, mfqP->Hres, &blasn));
223125ddc8aSJason Sarich 
224125ddc8aSJason Sarich     /* sum(F(xkin,i)*H(:,:,i)) */
225125ddc8aSJason Sarich     if (tao->niter > 1) {
226125ddc8aSJason Sarich       for (i = 0; i < mfqP->m; i++) {
2276c95174dSJason Sarich         factor = mfqP->C[i];
228792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione));
229125ddc8aSJason Sarich       }
230125ddc8aSJason Sarich     }
231125ddc8aSJason Sarich   }
2323ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
233125ddc8aSJason Sarich }
234ca88a2e0STodd Munson 
235d71ae5a4SJacob Faibussowitsch static PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi)
236d71ae5a4SJacob Faibussowitsch {
237a7e14dcfSSatish Balay   /* Phi = .5*[x(1)^2  sqrt(2)*x(1)*x(2) ... sqrt(2)*x(1)*x(n) ... x(2)^2 sqrt(2)*x(2)*x(3) .. x(n)^2] */
238a7e14dcfSSatish Balay   PetscInt  i, j, k;
239a7e14dcfSSatish Balay   PetscReal sqrt2 = PetscSqrtReal(2.0);
240f06e3bfaSBarry Smith 
241a7e14dcfSSatish Balay   PetscFunctionBegin;
242a7e14dcfSSatish Balay   j = 0;
243a7e14dcfSSatish Balay   for (i = 0; i < n; i++) {
244a7e14dcfSSatish Balay     phi[j] = 0.5 * x[i] * x[i];
245a7e14dcfSSatish Balay     j++;
246a7e14dcfSSatish Balay     for (k = i + 1; k < n; k++) {
247a7e14dcfSSatish Balay       phi[j] = x[i] * x[k] / sqrt2;
248a7e14dcfSSatish Balay       j++;
249a7e14dcfSSatish Balay     }
250a7e14dcfSSatish Balay   }
2513ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
252a7e14dcfSSatish Balay }
253a7e14dcfSSatish Balay 
254d71ae5a4SJacob Faibussowitsch static PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP)
255d71ae5a4SJacob Faibussowitsch {
256a7e14dcfSSatish Balay   /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x'
257a7e14dcfSSatish Balay    that satisfies the interpolation conditions Q(X[:,j]) = f(j)
258a7e14dcfSSatish Balay    for j=1,...,m and with a Hessian matrix of least Frobenius norm */
259a7e14dcfSSatish Balay 
260a7e14dcfSSatish Balay   /* NB --we are ignoring c */
261a7e14dcfSSatish Balay   PetscInt     i, j, k, num, np = mfqP->nmodelpoints;
262a7e14dcfSSatish Balay   PetscReal    one = 1.0, zero = 0.0, negone = -1.0;
263a7e14dcfSSatish Balay   PetscBLASInt blasnpmax  = mfqP->npmax;
264a7e14dcfSSatish Balay   PetscBLASInt blasnplus1 = mfqP->n + 1;
265a7e14dcfSSatish Balay   PetscBLASInt blasnp     = np;
266a7e14dcfSSatish Balay   PetscBLASInt blasint    = mfqP->n * (mfqP->n + 1) / 2;
267a7e14dcfSSatish Balay   PetscBLASInt blasint2   = np - mfqP->n - 1;
268f06e3bfaSBarry Smith   PetscBLASInt info, ione = 1;
269a7e14dcfSSatish Balay   PetscReal    sqrt2 = PetscSqrtReal(2.0);
270a7e14dcfSSatish Balay 
271a7e14dcfSSatish Balay   PetscFunctionBegin;
272ad540459SPierre Jolivet   for (i = 0; i < mfqP->n * mfqP->m; i++) mfqP->Gdel[i] = 0;
273ad540459SPierre Jolivet   for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; i++) mfqP->Hdel[i] = 0;
274a7e14dcfSSatish Balay 
275a7e14dcfSSatish Balay   /* factor M */
276792fecdfSBarry Smith   PetscCallBLAS("LAPACKgetrf", LAPACKgetrf_(&blasnplus1, &blasnp, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &info));
27763a3b9bcSJacob Faibussowitsch   PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrf returned with value %" PetscBLASInt_FMT, info);
278a7e14dcfSSatish Balay 
279a7e14dcfSSatish Balay   if (np == mfqP->n + 1) {
280ad540459SPierre Jolivet     for (i = 0; i < mfqP->npmax - mfqP->n - 1; i++) mfqP->omega[i] = 0.0;
281ad540459SPierre Jolivet     for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->beta[i] = 0.0;
282a7e14dcfSSatish Balay   } else {
283a7e14dcfSSatish Balay     /* Let Ltmp = (L'*L) */
284792fecdfSBarry Smith     PetscCallBLAS("BLASgemm", BLASgemm_("T", "N", &blasint2, &blasint2, &blasint, &one, &mfqP->L[(mfqP->n + 1) * blasint], &blasint, &mfqP->L[(mfqP->n + 1) * blasint], &blasint, &zero, mfqP->L_tmp, &blasint));
285a7e14dcfSSatish Balay 
286a7e14dcfSSatish Balay     /* factor Ltmp */
287792fecdfSBarry Smith     PetscCallBLAS("LAPACKpotrf", LAPACKpotrf_("L", &blasint2, mfqP->L_tmp, &blasint, &info));
28863a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrf returned with value %" PetscBLASInt_FMT, info);
289a7e14dcfSSatish Balay   }
290a7e14dcfSSatish Balay 
291a7e14dcfSSatish Balay   for (k = 0; k < mfqP->m; k++) {
292a7e14dcfSSatish Balay     if (np != mfqP->n + 1) {
293a7e14dcfSSatish Balay       /* Solve L'*L*Omega = Z' * RESk*/
294792fecdfSBarry Smith       PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasnp, &blasint2, &one, mfqP->Z, &blasnpmax, &mfqP->RES[mfqP->npmax * k], &ione, &zero, mfqP->omega, &ione));
295792fecdfSBarry Smith       PetscCallBLAS("LAPACKpotrs", LAPACKpotrs_("L", &blasint2, &ione, mfqP->L_tmp, &blasint, mfqP->omega, &blasint2, &info));
29663a3b9bcSJacob Faibussowitsch       PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrs returned with value %" PetscBLASInt_FMT, info);
297a7e14dcfSSatish Balay 
298a7e14dcfSSatish Balay       /* Beta = L*Omega */
299792fecdfSBarry Smith       PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasint, &blasint2, &one, &mfqP->L[(mfqP->n + 1) * blasint], &blasint, mfqP->omega, &ione, &zero, mfqP->beta, &ione));
300a7e14dcfSSatish Balay     }
301a7e14dcfSSatish Balay 
302a7e14dcfSSatish Balay     /* solve M'*Alpha = RESk - N'*Beta */
303792fecdfSBarry Smith     PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasint, &blasnp, &negone, mfqP->N, &blasint, mfqP->beta, &ione, &one, &mfqP->RES[mfqP->npmax * k], &ione));
304792fecdfSBarry Smith     PetscCallBLAS("LAPACKgetrs", LAPACKgetrs_("T", &blasnplus1, &ione, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &mfqP->RES[mfqP->npmax * k], &blasnplus1, &info));
30563a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrs returned with value %" PetscBLASInt_FMT, info);
306a7e14dcfSSatish Balay 
307a7e14dcfSSatish Balay     /* Gdel(:,k) = Alpha(2:n+1) */
308ad540459SPierre Jolivet     for (i = 0; i < mfqP->n; i++) mfqP->Gdel[i + mfqP->n * k] = mfqP->RES[mfqP->npmax * k + i + 1];
309a7e14dcfSSatish Balay 
310a7e14dcfSSatish Balay     /* Set Hdels */
311a7e14dcfSSatish Balay     num = 0;
312a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) {
313a7e14dcfSSatish Balay       /* H[i,i,k] = Beta(num) */
314a7e14dcfSSatish Balay       mfqP->Hdel[(i * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num];
315a7e14dcfSSatish Balay       num++;
316a7e14dcfSSatish Balay       for (j = i + 1; j < mfqP->n; j++) {
317a7e14dcfSSatish Balay         /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */
318a7e14dcfSSatish Balay         mfqP->Hdel[(j * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num] / sqrt2;
319a7e14dcfSSatish Balay         mfqP->Hdel[(i * mfqP->n + j) * mfqP->m + k] = mfqP->beta[num] / sqrt2;
320a7e14dcfSSatish Balay         num++;
321a7e14dcfSSatish Balay       }
322a7e14dcfSSatish Balay     }
323a7e14dcfSSatish Balay   }
3243ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
325a7e14dcfSSatish Balay }
326a7e14dcfSSatish Balay 
327d71ae5a4SJacob Faibussowitsch static PetscErrorCode morepoints(TAO_POUNDERS *mfqP)
328d71ae5a4SJacob Faibussowitsch {
329a7e14dcfSSatish Balay   /* Assumes mfqP->model_indices[0]  is minimum index
330a7e14dcfSSatish Balay    Finishes adding points to mfqP->model_indices (up to npmax)
331a7e14dcfSSatish Balay    Computes L,Z,M,N
332a7e14dcfSSatish Balay    np is actual number of points in model (should equal npmax?) */
333a7e14dcfSSatish Balay   PetscInt         point, i, j, offset;
334a7e14dcfSSatish Balay   PetscInt         reject;
335f06e3bfaSBarry Smith   PetscBLASInt     blasn = mfqP->n, blasnpmax = mfqP->npmax, blasnplus1 = mfqP->n + 1, info, blasnmax = mfqP->nmax, blasint, blasint2, blasnp, blasmaxmn;
3365e081366SBarry Smith   const PetscReal *x;
3375e081366SBarry Smith   PetscReal        normd;
338a7e14dcfSSatish Balay 
339f06e3bfaSBarry Smith   PetscFunctionBegin;
340a7e14dcfSSatish Balay   /* Initialize M,N */
341a7e14dcfSSatish Balay   for (i = 0; i < mfqP->n + 1; i++) {
3429566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x));
343a7e14dcfSSatish Balay     mfqP->M[(mfqP->n + 1) * i] = 1.0;
344ad540459SPierre Jolivet     for (j = 0; j < mfqP->n; j++) mfqP->M[j + 1 + ((mfqP->n + 1) * i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
3459566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x));
3469566063dSJacob Faibussowitsch     PetscCall(phi2eval(&mfqP->M[1 + ((mfqP->n + 1) * i)], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * i]));
347a7e14dcfSSatish Balay   }
348a7e14dcfSSatish Balay 
349a7e14dcfSSatish Balay   /* Now we add points until we have npmax starting with the most recent ones */
350a7e14dcfSSatish Balay   point              = mfqP->nHist - 1;
351a7e14dcfSSatish Balay   mfqP->nmodelpoints = mfqP->n + 1;
352a7e14dcfSSatish Balay   while (mfqP->nmodelpoints < mfqP->npmax && point >= 0) {
353a7e14dcfSSatish Balay     /* Reject any points already in the model */
354a7e14dcfSSatish Balay     reject = 0;
355a7e14dcfSSatish Balay     for (j = 0; j < mfqP->n + 1; j++) {
356a7e14dcfSSatish Balay       if (point == mfqP->model_indices[j]) {
357a7e14dcfSSatish Balay         reject = 1;
358a7e14dcfSSatish Balay         break;
359a7e14dcfSSatish Balay       }
360a7e14dcfSSatish Balay     }
361a7e14dcfSSatish Balay 
362a7e14dcfSSatish Balay     /* Reject if norm(d) >c2 */
363a7e14dcfSSatish Balay     if (!reject) {
3649566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->Xhist[point], mfqP->workxvec));
3659566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->workxvec, -1.0, mfqP->Xhist[mfqP->minindex]));
3669566063dSJacob Faibussowitsch       PetscCall(VecNorm(mfqP->workxvec, NORM_2, &normd));
367a7e14dcfSSatish Balay       normd /= mfqP->delta;
368ad540459SPierre Jolivet       if (normd > mfqP->c2) reject = 1;
369a7e14dcfSSatish Balay     }
370f06e3bfaSBarry Smith     if (reject) {
371a7e14dcfSSatish Balay       point--;
372a7e14dcfSSatish Balay       continue;
373a7e14dcfSSatish Balay     }
374a7e14dcfSSatish Balay 
3759566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[point], &x));
376a7e14dcfSSatish Balay     mfqP->M[(mfqP->n + 1) * mfqP->nmodelpoints] = 1.0;
377ad540459SPierre Jolivet     for (j = 0; j < mfqP->n; j++) mfqP->M[j + 1 + ((mfqP->n + 1) * mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
3789566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[point], &x));
3799566063dSJacob Faibussowitsch     PetscCall(phi2eval(&mfqP->M[1 + (mfqP->n + 1) * mfqP->nmodelpoints], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * (mfqP->nmodelpoints)]));
380a7e14dcfSSatish Balay 
381a7e14dcfSSatish Balay     /* Update QR factorization */
382a7e14dcfSSatish Balay     /* Copy M' to Q_tmp */
383a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n + 1; i++) {
384ad540459SPierre Jolivet       for (j = 0; j < mfqP->npmax; j++) mfqP->Q_tmp[j + mfqP->npmax * i] = mfqP->M[i + (mfqP->n + 1) * j];
385a7e14dcfSSatish Balay     }
386a7e14dcfSSatish Balay     blasnp = mfqP->nmodelpoints + 1;
387a7e14dcfSSatish Balay     /* Q_tmp,R = qr(M') */
388a7e14dcfSSatish Balay     blasmaxmn = PetscMax(mfqP->m, mfqP->n + 1);
389792fecdfSBarry Smith     PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->mwork, &blasmaxmn, &info));
39063a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine geqrf returned with value %" PetscBLASInt_FMT, info);
391a7e14dcfSSatish Balay 
392a7e14dcfSSatish Balay     /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */
393a7e14dcfSSatish Balay     /* L = N*Qtmp */
394a7e14dcfSSatish Balay     blasint2 = mfqP->n * (mfqP->n + 1) / 2;
395a7e14dcfSSatish Balay     /* Copy N to L_tmp */
396ad540459SPierre Jolivet     for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2 * mfqP->npmax; i++) mfqP->L_tmp[i] = mfqP->N[i];
397a7e14dcfSSatish Balay     /* Copy L_save to L_tmp */
398a7e14dcfSSatish Balay 
399a7e14dcfSSatish Balay     /* L_tmp = N*Qtmp' */
400792fecdfSBarry Smith     PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasint2, &blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->L_tmp, &blasint2, mfqP->npmaxwork, &blasnmax, &info));
40163a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info);
402a7e14dcfSSatish Balay 
403a7e14dcfSSatish Balay     /* Copy L_tmp to L_save */
404ad540459SPierre Jolivet     for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L_save[i] = mfqP->L_tmp[i];
405a7e14dcfSSatish Balay 
406a7e14dcfSSatish Balay     /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */
407a7e14dcfSSatish Balay     blasint = mfqP->nmodelpoints - mfqP->n;
4089566063dSJacob Faibussowitsch     PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF));
409792fecdfSBarry Smith     PetscCallBLAS("LAPACKgesvd", LAPACKgesvd_("N", "N", &blasint2, &blasint, &mfqP->L_tmp[(mfqP->n + 1) * blasint2], &blasint2, mfqP->beta, mfqP->work, &blasn, mfqP->work, &blasn, mfqP->npmaxwork, &blasnmax, &info));
4109566063dSJacob Faibussowitsch     PetscCall(PetscFPTrapPop());
41163a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine gesvd returned with value %" PetscBLASInt_FMT, info);
412a7e14dcfSSatish Balay 
413a7e14dcfSSatish Balay     if (mfqP->beta[PetscMin(blasint, blasint2) - 1] > mfqP->theta2) {
414a7e14dcfSSatish Balay       /* accept point */
415a7e14dcfSSatish Balay       mfqP->model_indices[mfqP->nmodelpoints] = point;
416a7e14dcfSSatish Balay       /* Copy Q_tmp to Q */
417ad540459SPierre Jolivet       for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Q[i] = mfqP->Q_tmp[i];
418ad540459SPierre Jolivet       for (i = 0; i < mfqP->npmax; i++) mfqP->tau[i] = mfqP->tau_tmp[i];
419a7e14dcfSSatish Balay       mfqP->nmodelpoints++;
4201f4a0ff5SJason Sarich       blasnp = mfqP->nmodelpoints;
421a7e14dcfSSatish Balay 
422a7e14dcfSSatish Balay       /* Copy L_save to L */
423ad540459SPierre Jolivet       for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L[i] = mfqP->L_save[i];
424a7e14dcfSSatish Balay     }
425a7e14dcfSSatish Balay     point--;
426a7e14dcfSSatish Balay   }
427a7e14dcfSSatish Balay 
428a7e14dcfSSatish Balay   blasnp = mfqP->nmodelpoints;
429a7e14dcfSSatish Balay   /* Copy Q(:,n+2:np) to Z */
430a7e14dcfSSatish Balay   /* First set Q_tmp to I */
431ad540459SPierre Jolivet   for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Q_tmp[i] = 0.0;
432ad540459SPierre Jolivet   for (i = 0; i < mfqP->npmax; i++) mfqP->Q_tmp[i + mfqP->npmax * i] = 1.0;
433a7e14dcfSSatish Balay 
434a7e14dcfSSatish Balay   /* Q_tmp = I * Q */
435792fecdfSBarry Smith   PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasnp, &blasnp, &blasnplus1, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info));
43663a3b9bcSJacob Faibussowitsch   PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info);
437a7e14dcfSSatish Balay 
438a7e14dcfSSatish Balay   /* Copy Q_tmp(:,n+2:np) to Z) */
439a7e14dcfSSatish Balay   offset = mfqP->npmax * (mfqP->n + 1);
440ad540459SPierre Jolivet   for (i = offset; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Z[i - offset] = mfqP->Q_tmp[i];
441a7e14dcfSSatish Balay 
442a7e14dcfSSatish Balay   if (mfqP->nmodelpoints == mfqP->n + 1) {
443a7e14dcfSSatish Balay     /* Set L to I_{n+1} */
444ad540459SPierre Jolivet     for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L[i] = 0.0;
445ad540459SPierre Jolivet     for (i = 0; i < mfqP->n; i++) mfqP->L[(mfqP->n * (mfqP->n + 1) / 2) * i + i] = 1.0;
446a7e14dcfSSatish Balay   }
4473ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
448a7e14dcfSSatish Balay }
449a7e14dcfSSatish Balay 
450a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */
451d71ae5a4SJacob Faibussowitsch static PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index)
452d71ae5a4SJacob Faibussowitsch {
453a7e14dcfSSatish Balay   PetscFunctionBegin;
454a7e14dcfSSatish Balay   /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/
4559566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(mfqP->Xhist[0], &mfqP->Xhist[mfqP->nHist]));
4569566063dSJacob Faibussowitsch   PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, &mfqP->Q_tmp[index * mfqP->npmax], INSERT_VALUES));
4579566063dSJacob Faibussowitsch   PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
4589566063dSJacob Faibussowitsch   PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
4599566063dSJacob Faibussowitsch   PetscCall(VecAYPX(mfqP->Xhist[mfqP->nHist], mfqP->delta, mfqP->Xhist[mfqP->minindex]));
460a7e14dcfSSatish Balay 
461a7e14dcfSSatish Balay   /* Project into feasible region */
46248a46eb9SPierre Jolivet   if (tao->XU && tao->XL) PetscCall(VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]));
463a7e14dcfSSatish Balay 
464a7e14dcfSSatish Balay   /* Compute value of new vector */
4659566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(mfqP->Fhist[0], &mfqP->Fhist[mfqP->nHist]));
466a7e14dcfSSatish Balay   CHKMEMQ;
4679566063dSJacob Faibussowitsch   PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist]));
468a7e14dcfSSatish Balay 
469a7e14dcfSSatish Balay   /* Add new vector to model */
470a7e14dcfSSatish Balay   mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist;
471a7e14dcfSSatish Balay   mfqP->nmodelpoints++;
472a7e14dcfSSatish Balay   mfqP->nHist++;
4733ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
474a7e14dcfSSatish Balay }
475a7e14dcfSSatish Balay 
476d71ae5a4SJacob Faibussowitsch static PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints)
477d71ae5a4SJacob Faibussowitsch {
478a7e14dcfSSatish Balay   /* modeld = Q(:,np+1:n)' */
479a7e14dcfSSatish Balay   PetscInt     i, j, minindex = 0;
480e270355aSBarry Smith   PetscReal    dp, half = 0.5, one = 1.0, minvalue = PETSC_INFINITY;
481a7e14dcfSSatish Balay   PetscBLASInt blasn = mfqP->n, blasnpmax = mfqP->npmax, blask, info;
482a7e14dcfSSatish Balay   PetscBLASInt blas1 = 1, blasnmax = mfqP->nmax;
483f06e3bfaSBarry Smith 
484362febeeSStefano Zampini   PetscFunctionBegin;
485a7e14dcfSSatish Balay   blask = mfqP->nmodelpoints;
486a7e14dcfSSatish Balay   /* Qtmp = I(n x n) */
487a7e14dcfSSatish Balay   for (i = 0; i < mfqP->n; i++) {
488ad540459SPierre Jolivet     for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[i + mfqP->npmax * j] = 0.0;
489a7e14dcfSSatish Balay   }
490ad540459SPierre Jolivet   for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[j + mfqP->npmax * j] = 1.0;
491a7e14dcfSSatish Balay 
492a7e14dcfSSatish Balay   /* Qtmp = Q * I */
493792fecdfSBarry Smith   PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasn, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info));
494a7e14dcfSSatish Balay 
495a7e14dcfSSatish Balay   for (i = mfqP->nmodelpoints; i < mfqP->n; i++) {
496792fecdfSBarry Smith     PetscCallBLAS("BLASdot", dp = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->Gres, &blas1));
497a7e14dcfSSatish Balay     if (dp > 0.0) { /* Model says use the other direction! */
498ad540459SPierre Jolivet       for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[i * mfqP->npmax + j] *= -1;
499a7e14dcfSSatish Balay     }
500a7e14dcfSSatish Balay     /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */
501ad540459SPierre Jolivet     for (j = 0; j < mfqP->n; j++) mfqP->work2[j] = mfqP->Gres[j];
502792fecdfSBarry Smith     PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &half, mfqP->Hres, &blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, &one, mfqP->work2, &blas1));
503792fecdfSBarry Smith     PetscCallBLAS("BLASdot", mfqP->work[i] = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->work2, &blas1));
504a7e14dcfSSatish Balay     if (i == mfqP->nmodelpoints || mfqP->work[i] < minvalue) {
505a7e14dcfSSatish Balay       minindex = i;
506a7e14dcfSSatish Balay       minvalue = mfqP->work[i];
507a7e14dcfSSatish Balay     }
50848a46eb9SPierre Jolivet     if (addallpoints != 0) PetscCall(addpoint(tao, mfqP, i));
509a7e14dcfSSatish Balay   }
51048a46eb9SPierre Jolivet   if (!addallpoints) PetscCall(addpoint(tao, mfqP, minindex));
5113ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
512a7e14dcfSSatish Balay }
513a7e14dcfSSatish Balay 
514d71ae5a4SJacob Faibussowitsch static PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, PetscReal c)
515d71ae5a4SJacob Faibussowitsch {
516a7e14dcfSSatish Balay   PetscInt         i, j;
517a7e14dcfSSatish Balay   PetscBLASInt     blasm = mfqP->m, blasj, blask, blasn = mfqP->n, ione = 1, info;
518a7e14dcfSSatish Balay   PetscBLASInt     blasnpmax = mfqP->npmax, blasmaxmn;
519a7e14dcfSSatish Balay   PetscReal        proj, normd;
5205e081366SBarry Smith   const PetscReal *x;
521a7e14dcfSSatish Balay 
522f06e3bfaSBarry Smith   PetscFunctionBegin;
523a7e14dcfSSatish Balay   for (i = mfqP->nHist - 1; i >= 0; i--) {
5249566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[i], &x));
525ad540459SPierre Jolivet     for (j = 0; j < mfqP->n; j++) mfqP->work[j] = (x[j] - xmin[j]) / mfqP->delta;
5269566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[i], &x));
527792fecdfSBarry Smith     PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, mfqP->work2, &ione));
528792fecdfSBarry Smith     PetscCallBLAS("BLASnrm2", normd = BLASnrm2_(&blasn, mfqP->work, &ione));
529a8bd9cb3STodd Munson     if (normd <= c) {
53029c6e7daSBarry Smith       blasj = PetscMax((mfqP->n - mfqP->nmodelpoints), 0);
531a7e14dcfSSatish Balay       if (!mfqP->q_is_I) {
532a7e14dcfSSatish Balay         /* project D onto null */
533a7e14dcfSSatish Balay         blask = (mfqP->nmodelpoints);
534792fecdfSBarry Smith         PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &ione, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->work2, &ione, mfqP->mwork, &blasm, &info));
53563a3b9bcSJacob Faibussowitsch         PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "ormqr returned value %" PetscBLASInt_FMT, info);
536a7e14dcfSSatish Balay       }
537792fecdfSBarry Smith       PetscCallBLAS("BLASnrm2", proj = BLASnrm2_(&blasj, &mfqP->work2[mfqP->nmodelpoints], &ione));
538a7e14dcfSSatish Balay 
539a7e14dcfSSatish Balay       if (proj >= mfqP->theta1) { /* add this index to model */
540a7e14dcfSSatish Balay         mfqP->model_indices[mfqP->nmodelpoints] = i;
541a7e14dcfSSatish Balay         mfqP->nmodelpoints++;
542792fecdfSBarry Smith         PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, &mfqP->Q_tmp[mfqP->npmax * (mfqP->nmodelpoints - 1)], &ione));
543a7e14dcfSSatish Balay         blask = mfqP->npmax * (mfqP->nmodelpoints);
544792fecdfSBarry Smith         PetscCallBLAS("BLAScopy", BLAScopy_(&blask, mfqP->Q_tmp, &ione, mfqP->Q, &ione));
545a7e14dcfSSatish Balay         blask     = mfqP->nmodelpoints;
546a7e14dcfSSatish Balay         blasmaxmn = PetscMax(mfqP->m, mfqP->n);
547792fecdfSBarry Smith         PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->mwork, &blasmaxmn, &info));
54863a3b9bcSJacob Faibussowitsch         PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "geqrf returned value %" PetscBLASInt_FMT, info);
549a7e14dcfSSatish Balay         mfqP->q_is_I = 0;
550a7e14dcfSSatish Balay       }
551ad540459SPierre Jolivet       if (mfqP->nmodelpoints == mfqP->n) break;
552a7e14dcfSSatish Balay     }
553a7e14dcfSSatish Balay   }
5543ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
555a7e14dcfSSatish Balay }
556f06e3bfaSBarry Smith 
557d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoSolve_POUNDERS(Tao tao)
558d71ae5a4SJacob Faibussowitsch {
559a7e14dcfSSatish Balay   TAO_POUNDERS    *mfqP = (TAO_POUNDERS *)tao->data;
5608931d482SJason Sarich   PetscInt         i, ii, j, k, l;
561a7e14dcfSSatish Balay   PetscReal        step = 1.0;
562a7e14dcfSSatish Balay   PetscInt         low, high;
563a7e14dcfSSatish Balay   PetscReal        minnorm;
5645e081366SBarry Smith   PetscReal       *x, *f;
5655e081366SBarry Smith   const PetscReal *xmint, *fmin;
566bd026e97SJed Brown   PetscReal        deltaold;
567a7e14dcfSSatish Balay   PetscReal        gnorm;
568a7e14dcfSSatish Balay   PetscBLASInt     info, ione = 1, iblas;
569ff2b74efSJason Sarich   PetscBool        valid, same;
570a7e14dcfSSatish Balay   PetscReal        mdec, rho, normxsp;
571a7e14dcfSSatish Balay   PetscReal        one = 1.0, zero = 0.0, ratio;
572125ddc8aSJason Sarich   PetscBLASInt     blasm, blasn, blasncopy, blasnpmax;
573a7bbbda8SBarry Smith   static PetscBool set = PETSC_FALSE;
574a7e14dcfSSatish Balay 
575a7e14dcfSSatish Balay   /* n = # of parameters
576a7e14dcfSSatish Balay      m = dimension (components) of function  */
577a7e14dcfSSatish Balay   PetscFunctionBegin;
5789566063dSJacob Faibussowitsch   PetscCall(PetscCitationsRegister("@article{UNEDF0,\n"
579a7bbbda8SBarry Smith                                    "title = {Nuclear energy density optimization},\n"
580a7bbbda8SBarry Smith                                    "author = {Kortelainen, M.  and Lesinski, T.  and Mor\'e, J.  and Nazarewicz, W.\n"
581a7bbbda8SBarry Smith                                    "          and Sarich, J.  and Schunck, N.  and Stoitsov, M. V. and Wild, S. },\n"
582a7bbbda8SBarry Smith                                    "journal = {Phys. Rev. C},\n"
583a7bbbda8SBarry Smith                                    "volume = {82},\n"
584a7bbbda8SBarry Smith                                    "number = {2},\n"
585a7bbbda8SBarry Smith                                    "pages = {024313},\n"
586a7bbbda8SBarry Smith                                    "numpages = {18},\n"
587a7bbbda8SBarry Smith                                    "year = {2010},\n"
588a7bbbda8SBarry Smith                                    "month = {Aug},\n"
5899371c9d4SSatish Balay                                    "doi = {10.1103/PhysRevC.82.024313}\n}\n",
5909371c9d4SSatish Balay                                    &set));
591e6d4cb7fSJason Sarich   tao->niter = 0;
592a7e14dcfSSatish Balay   if (tao->XL && tao->XU) {
593a7e14dcfSSatish Balay     /* Check x0 <= XU */
594a7e14dcfSSatish Balay     PetscReal val;
595ce902467SBarry Smith 
5969566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->solution, mfqP->Xhist[0]));
5979566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU));
5989566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
5993c859ba3SBarry Smith     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 > upper bound");
600a7e14dcfSSatish Balay 
601a7e14dcfSSatish Balay     /* Check x0 >= xl */
6029566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->XL, mfqP->Xhist[0]));
6039566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->solution));
6049566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
6053c859ba3SBarry Smith     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 < lower bound");
606f06e3bfaSBarry Smith 
607a7e14dcfSSatish Balay     /* Check x0 + delta < XU  -- should be able to get around this eventually */
608a7e14dcfSSatish Balay 
6099566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->Xhist[0], mfqP->delta));
6109566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], 1.0, tao->solution));
6119566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU));
6129566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
6133c859ba3SBarry Smith     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 + delta > upper bound");
614a7e14dcfSSatish Balay   }
615a7e14dcfSSatish Balay 
6169371c9d4SSatish Balay   blasm     = mfqP->m;
6179371c9d4SSatish Balay   blasn     = mfqP->n;
6189371c9d4SSatish Balay   blasnpmax = mfqP->npmax;
619ce902467SBarry Smith   for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; ++i) mfqP->H[i] = 0;
620a7e14dcfSSatish Balay 
6219566063dSJacob Faibussowitsch   PetscCall(VecCopy(tao->solution, mfqP->Xhist[0]));
622ce902467SBarry Smith 
623ce902467SBarry Smith   /* This provides enough information to approximate the gradient of the objective */
624ce902467SBarry Smith   /* using a forward difference scheme. */
625ce902467SBarry Smith 
6269566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Initialize simplex; delta = %10.9e\n", (double)mfqP->delta));
6279566063dSJacob Faibussowitsch   PetscCall(pounders_feval(tao, mfqP->Xhist[0], mfqP->Fhist[0], &mfqP->Fres[0]));
628a7e14dcfSSatish Balay   mfqP->minindex = 0;
629a7e14dcfSSatish Balay   minnorm        = mfqP->Fres[0];
630ff2b74efSJason Sarich 
6319566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(mfqP->Xhist[0], &low, &high));
632805332fbSTodd Munson   for (i = 1; i < mfqP->n + 1; ++i) {
6339566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->Xhist[0], mfqP->Xhist[i]));
634ce902467SBarry Smith 
635a7e14dcfSSatish Balay     if (i - 1 >= low && i - 1 < high) {
6369566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[i], &x));
637a7e14dcfSSatish Balay       x[i - 1 - low] += mfqP->delta;
6389566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[i], &x));
639a7e14dcfSSatish Balay     }
640a7e14dcfSSatish Balay     CHKMEMQ;
6419566063dSJacob Faibussowitsch     PetscCall(pounders_feval(tao, mfqP->Xhist[i], mfqP->Fhist[i], &mfqP->Fres[i]));
642a7e14dcfSSatish Balay     if (mfqP->Fres[i] < minnorm) {
643a7e14dcfSSatish Balay       mfqP->minindex = i;
644a7e14dcfSSatish Balay       minnorm        = mfqP->Fres[i];
645a7e14dcfSSatish Balay     }
646a7e14dcfSSatish Balay   }
6479566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
6489566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res));
6499566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Finalize simplex; minnorm = %10.9e\n", (double)minnorm));
650ce902467SBarry Smith 
651a7e14dcfSSatish Balay   /* Gather mpi vecs to one big local vec */
652a7e14dcfSSatish Balay 
653a7e14dcfSSatish Balay   /* Begin serial code */
654a7e14dcfSSatish Balay 
655a7e14dcfSSatish Balay   /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
656a7e14dcfSSatish Balay   /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
657a7e14dcfSSatish Balay   /* (Column oriented for blas calls) */
658a7e14dcfSSatish Balay   ii = 0;
659a7e14dcfSSatish Balay 
66063a3b9bcSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Build matrix: %" PetscInt_FMT "\n", (PetscInt)mfqP->size));
661805332fbSTodd Munson   if (1 == mfqP->size) {
6629566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
663a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
6649566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
6659566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
666a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n + 1; i++) {
667a7e14dcfSSatish Balay       if (i == mfqP->minindex) continue;
668a7e14dcfSSatish Balay 
6699566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[i], &x));
670ad540459SPierre Jolivet       for (j = 0; j < mfqP->n; j++) mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
6719566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[i], &x));
672a7e14dcfSSatish Balay 
6739566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Fhist[i], &f));
674ad540459SPierre Jolivet       for (j = 0; j < mfqP->m; j++) mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j];
6759566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Fhist[i], &f));
67694e8dccaSTodd Munson 
677a7e14dcfSSatish Balay       mfqP->model_indices[ii++] = i;
678a7e14dcfSSatish Balay     }
679ad540459SPierre Jolivet     for (j = 0; j < mfqP->m; j++) mfqP->C[j] = fmin[j];
6809566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
681a7e14dcfSSatish Balay   } else {
6829566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->localxmin, 0));
6839566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD));
6849566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD));
685ce902467SBarry Smith 
6869566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->localxmin, &xmint));
687a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
6889566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->localxmin, &xmint));
689a7e14dcfSSatish Balay 
6909566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD));
6919566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD));
6929566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->localfmin, &fmin));
693a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n + 1; i++) {
694a7e14dcfSSatish Balay       if (i == mfqP->minindex) continue;
695a7e14dcfSSatish Balay 
6969566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD));
6979566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD));
6989566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->localx, &x));
699ad540459SPierre Jolivet       for (j = 0; j < mfqP->n; j++) mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
7009566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->localx, &x));
701a7e14dcfSSatish Balay 
7029566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD));
7039566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD));
7049566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->localf, &f));
705ad540459SPierre Jolivet       for (j = 0; j < mfqP->m; j++) mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j];
7069566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->localf, &f));
70794e8dccaSTodd Munson 
70894e8dccaSTodd Munson       mfqP->model_indices[ii++] = i;
709a7e14dcfSSatish Balay     }
710ad540459SPierre Jolivet     for (j = 0; j < mfqP->m; j++) mfqP->C[j] = fmin[j];
7119566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->localfmin, &fmin));
712a7e14dcfSSatish Balay   }
713a7e14dcfSSatish Balay 
714a7e14dcfSSatish Balay   /* Determine the initial quadratic models */
715a7e14dcfSSatish Balay   /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */
716a7e14dcfSSatish Balay   /* D (nxn) Fdiff (nxm)  => G (nxm) */
717125ddc8aSJason Sarich   blasncopy = blasn;
718792fecdfSBarry Smith   PetscCallBLAS("LAPACKgesv", LAPACKgesv_(&blasn, &blasm, mfqP->Disp, &blasnpmax, mfqP->iwork, mfqP->Fdiff, &blasncopy, &info));
71963a3b9bcSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Linear solve return: %" PetscInt_FMT "\n", (PetscInt)info));
720a7e14dcfSSatish Balay 
7219566063dSJacob Faibussowitsch   PetscCall(pounders_update_res(tao));
722a7e14dcfSSatish Balay 
723a7e14dcfSSatish Balay   valid = PETSC_TRUE;
724a7e14dcfSSatish Balay 
7259566063dSJacob Faibussowitsch   PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
7269566063dSJacob Faibussowitsch   PetscCall(VecAssemblyBegin(tao->gradient));
7279566063dSJacob Faibussowitsch   PetscCall(VecAssemblyEnd(tao->gradient));
7289566063dSJacob Faibussowitsch   PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm));
729a7e14dcfSSatish Balay   gnorm *= mfqP->delta;
7309566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
731763847b4SAlp Dener 
732763847b4SAlp Dener   tao->reason = TAO_CONTINUE_ITERATING;
7339566063dSJacob Faibussowitsch   PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its));
7349566063dSJacob Faibussowitsch   PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step));
735dbbe0bcdSBarry Smith   PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
736763847b4SAlp Dener 
737a7e14dcfSSatish Balay   mfqP->nHist        = mfqP->n + 1;
738a7e14dcfSSatish Balay   mfqP->nmodelpoints = mfqP->n + 1;
7399566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Initial gradient: %20.19e\n", (double)gnorm));
740a7e14dcfSSatish Balay 
741763847b4SAlp Dener   while (tao->reason == TAO_CONTINUE_ITERATING) {
742a7e14dcfSSatish Balay     PetscReal gnm = 1e-4;
743e1e80dc8SAlp Dener     /* Call general purpose update function */
744dbbe0bcdSBarry Smith     PetscTryTypeMethod(tao, update, tao->niter, tao->user_update);
7458931d482SJason Sarich     tao->niter++;
746ce902467SBarry Smith     /* Solve the subproblem min{Q(s): ||s|| <= 1.0} */
7479566063dSJacob Faibussowitsch     PetscCall(gqtwrap(tao, &gnm, &mdec));
748a7e14dcfSSatish Balay     /* Evaluate the function at the new point */
749a7e14dcfSSatish Balay 
750ad540459SPierre Jolivet     for (i = 0; i < mfqP->n; i++) mfqP->work[i] = mfqP->Xsubproblem[i] * mfqP->delta + mfqP->xmin[i];
7519566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[mfqP->nHist]));
7529566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[mfqP->nHist]));
7539566063dSJacob Faibussowitsch     PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, mfqP->work, INSERT_VALUES));
7549566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
7559566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
756a7e14dcfSSatish Balay 
7579566063dSJacob Faibussowitsch     PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist]));
758125ddc8aSJason Sarich 
759a7e14dcfSSatish Balay     rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec;
760a7e14dcfSSatish Balay     mfqP->nHist++;
761a7e14dcfSSatish Balay 
762a7e14dcfSSatish Balay     /* Update the center */
763a7e14dcfSSatish Balay     if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid == PETSC_TRUE)) {
764a7e14dcfSSatish Balay       /* Update model to reflect new base point */
765ad540459SPierre Jolivet       for (i = 0; i < mfqP->n; i++) mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i]) / mfqP->delta;
766a7e14dcfSSatish Balay       for (j = 0; j < mfqP->m; j++) {
767a7e14dcfSSatish Balay         /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work';
768a7e14dcfSSatish Balay          G(:,j) = G(:,j) + H(:,:,j)*work' */
769a7e14dcfSSatish Balay         for (k = 0; k < mfqP->n; k++) {
770a7e14dcfSSatish Balay           mfqP->work2[k] = 0.0;
771ad540459SPierre Jolivet           for (l = 0; l < mfqP->n; l++) mfqP->work2[k] += mfqP->H[j + mfqP->m * (k + l * mfqP->n)] * mfqP->work[l];
772a7e14dcfSSatish Balay         }
773a7e14dcfSSatish Balay         for (i = 0; i < mfqP->n; i++) {
774a7e14dcfSSatish Balay           mfqP->C[j] += mfqP->work[i] * (mfqP->Fdiff[i + mfqP->n * j] + 0.5 * mfqP->work2[i]);
775a7e14dcfSSatish Balay           mfqP->Fdiff[i + mfqP->n * j] += mfqP->work2[i];
776a7e14dcfSSatish Balay         }
777a7e14dcfSSatish Balay       }
778a7e14dcfSSatish Balay       /* Cres += work*Gres + .5*work*Hres*work';
779a7e14dcfSSatish Balay        Gres += Hres*work'; */
780a7e14dcfSSatish Balay 
781792fecdfSBarry Smith       PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &one, mfqP->Hres, &blasn, mfqP->work, &ione, &zero, mfqP->work2, &ione));
782ad540459SPierre Jolivet       for (i = 0; i < mfqP->n; i++) mfqP->Gres[i] += mfqP->work2[i];
783a7e14dcfSSatish Balay       mfqP->minindex = mfqP->nHist - 1;
784a7e14dcfSSatish Balay       minnorm        = mfqP->Fres[mfqP->minindex];
7859566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res));
786a7e14dcfSSatish Balay       /* Change current center */
7879566063dSJacob Faibussowitsch       PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
788ad540459SPierre Jolivet       for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
7899566063dSJacob Faibussowitsch       PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
790a7e14dcfSSatish Balay     }
791a7e14dcfSSatish Balay 
792a7e14dcfSSatish Balay     /* Evaluate at a model-improving point if necessary */
793a7e14dcfSSatish Balay     if (valid == PETSC_FALSE) {
794a7e14dcfSSatish Balay       mfqP->q_is_I       = 1;
7958a35fac9SJason Sarich       mfqP->nmodelpoints = 0;
7969566063dSJacob Faibussowitsch       PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1));
797a7e14dcfSSatish Balay       if (mfqP->nmodelpoints < mfqP->n) {
7989566063dSJacob Faibussowitsch         PetscCall(PetscInfo(tao, "Model not valid -- model-improving\n"));
7999566063dSJacob Faibussowitsch         PetscCall(modelimprove(tao, mfqP, 1));
800a7e14dcfSSatish Balay       }
801a7e14dcfSSatish Balay     }
802a7e14dcfSSatish Balay 
803a7e14dcfSSatish Balay     /* Update the trust region radius */
804a7e14dcfSSatish Balay     deltaold = mfqP->delta;
805a7e14dcfSSatish Balay     normxsp  = 0;
806ad540459SPierre Jolivet     for (i = 0; i < mfqP->n; i++) normxsp += mfqP->Xsubproblem[i] * mfqP->Xsubproblem[i];
807a7e14dcfSSatish Balay     normxsp = PetscSqrtReal(normxsp);
808a7e14dcfSSatish Balay     if (rho >= mfqP->eta1 && normxsp > 0.5 * mfqP->delta) {
809a7e14dcfSSatish Balay       mfqP->delta = PetscMin(mfqP->delta * mfqP->gamma1, mfqP->deltamax);
810a7e14dcfSSatish Balay     } else if (valid == PETSC_TRUE) {
811a7e14dcfSSatish Balay       mfqP->delta = PetscMax(mfqP->delta * mfqP->gamma0, mfqP->deltamin);
812a7e14dcfSSatish Balay     }
813a7e14dcfSSatish Balay 
814a7e14dcfSSatish Balay     /* Compute the next interpolation set */
815a7e14dcfSSatish Balay     mfqP->q_is_I       = 1;
816a7e14dcfSSatish Balay     mfqP->nmodelpoints = 0;
8179566063dSJacob Faibussowitsch     PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c1 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c1));
8189566063dSJacob Faibussowitsch     PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1));
819a7e14dcfSSatish Balay     if (mfqP->nmodelpoints == mfqP->n) {
820a7e14dcfSSatish Balay       valid = PETSC_TRUE;
821a7e14dcfSSatish Balay     } else {
822a7e14dcfSSatish Balay       valid = PETSC_FALSE;
8239566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c2 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c2));
8249566063dSJacob Faibussowitsch       PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c2));
825a7e14dcfSSatish Balay       if (mfqP->n > mfqP->nmodelpoints) {
8269566063dSJacob Faibussowitsch         PetscCall(PetscInfo(tao, "Model not valid -- adding geometry points\n"));
8279566063dSJacob Faibussowitsch         PetscCall(modelimprove(tao, mfqP, mfqP->n - mfqP->nmodelpoints));
828a7e14dcfSSatish Balay       }
829a7e14dcfSSatish Balay     }
830ad540459SPierre Jolivet     for (i = mfqP->nmodelpoints; i > 0; i--) mfqP->model_indices[i] = mfqP->model_indices[i - 1];
831a7e14dcfSSatish Balay     mfqP->nmodelpoints++;
832a7e14dcfSSatish Balay     mfqP->model_indices[0] = mfqP->minindex;
8339566063dSJacob Faibussowitsch     PetscCall(morepoints(mfqP));
834a7e14dcfSSatish Balay     for (i = 0; i < mfqP->nmodelpoints; i++) {
8359566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[mfqP->model_indices[i]], &x));
836ad540459SPierre Jolivet       for (j = 0; j < mfqP->n; j++) mfqP->Disp[i + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / deltaold;
8379566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]], &x));
8389566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Fhist[mfqP->model_indices[i]], &f));
839a7e14dcfSSatish Balay       for (j = 0; j < mfqP->m; j++) {
840a7e14dcfSSatish Balay         for (k = 0; k < mfqP->n; k++) {
841a7e14dcfSSatish Balay           mfqP->work[k] = 0.0;
842ad540459SPierre Jolivet           for (l = 0; l < mfqP->n; l++) mfqP->work[k] += mfqP->H[j + mfqP->m * (k + mfqP->n * l)] * mfqP->Disp[i + mfqP->npmax * l];
843a7e14dcfSSatish Balay         }
844792fecdfSBarry Smith         PetscCallBLAS("BLASdot", mfqP->RES[j * mfqP->npmax + i] = -mfqP->C[j] - BLASdot_(&blasn, &mfqP->Fdiff[j * mfqP->n], &ione, &mfqP->Disp[i], &blasnpmax) - 0.5 * BLASdot_(&blasn, mfqP->work, &ione, &mfqP->Disp[i], &blasnpmax) + f[j]);
845a7e14dcfSSatish Balay       }
8469566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]], &f));
847a7e14dcfSSatish Balay     }
848a7e14dcfSSatish Balay 
849a7e14dcfSSatish Balay     /* Update the quadratic model */
85063a3b9bcSJacob Faibussowitsch     PetscCall(PetscInfo(tao, "Get Quad, size: %" PetscInt_FMT ", points: %" PetscInt_FMT "\n", mfqP->n, mfqP->nmodelpoints));
8519566063dSJacob Faibussowitsch     PetscCall(getquadpounders(mfqP));
8529566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
853792fecdfSBarry Smith     PetscCallBLAS("BLAScopy", BLAScopy_(&blasm, fmin, &ione, mfqP->C, &ione));
854a7e14dcfSSatish Balay     /* G = G*(delta/deltaold) + Gdel */
855a7e14dcfSSatish Balay     ratio = mfqP->delta / deltaold;
856a7e14dcfSSatish Balay     iblas = blasm * blasn;
857792fecdfSBarry Smith     PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->Fdiff, &ione));
858792fecdfSBarry Smith     PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Gdel, &ione, mfqP->Fdiff, &ione));
859125ddc8aSJason Sarich     /* H = H*(delta/deltaold)^2 + Hdel */
860a7e14dcfSSatish Balay     iblas = blasm * blasn * blasn;
861a7e14dcfSSatish Balay     ratio *= ratio;
862792fecdfSBarry Smith     PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->H, &ione));
863792fecdfSBarry Smith     PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Hdel, &ione, mfqP->H, &ione));
864a7e14dcfSSatish Balay 
865a7e14dcfSSatish Balay     /* Get residuals */
8669566063dSJacob Faibussowitsch     PetscCall(pounders_update_res(tao));
867a7e14dcfSSatish Balay 
868a7e14dcfSSatish Balay     /* Export solution and gradient residual to TAO */
8699566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
8709566063dSJacob Faibussowitsch     PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
8719566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(tao->gradient));
8729566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(tao->gradient));
8739566063dSJacob Faibussowitsch     PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm));
874a7e14dcfSSatish Balay     gnorm *= mfqP->delta;
875a7e14dcfSSatish Balay     /*  final criticality test */
8769566063dSJacob Faibussowitsch     PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its));
8779566063dSJacob Faibussowitsch     PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step));
878dbbe0bcdSBarry Smith     PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
879ff2b74efSJason Sarich     /* test for repeated model */
880c9376581SJason Sarich     if (mfqP->nmodelpoints == mfqP->last_nmodelpoints) {
881c9376581SJason Sarich       same = PETSC_TRUE;
882c9376581SJason Sarich     } else {
883c9376581SJason Sarich       same = PETSC_FALSE;
884c9376581SJason Sarich     }
885ff2b74efSJason Sarich     for (i = 0; i < mfqP->nmodelpoints; i++) {
886c9376581SJason Sarich       if (same) {
887c9376581SJason Sarich         if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) {
888c9376581SJason Sarich           same = PETSC_TRUE;
889c9376581SJason Sarich         } else {
890c9376581SJason Sarich           same = PETSC_FALSE;
891c9376581SJason Sarich         }
892c9376581SJason Sarich       }
893ff2b74efSJason Sarich       mfqP->last_model_indices[i] = mfqP->model_indices[i];
894ff2b74efSJason Sarich     }
895ff2b74efSJason Sarich     mfqP->last_nmodelpoints = mfqP->nmodelpoints;
896ff2b74efSJason Sarich     if (same && mfqP->delta == deltaold) {
8979566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "Identical model used in successive iterations\n"));
8985d72676cSJason Sarich       tao->reason = TAO_CONVERGED_STEPTOL;
899ff2b74efSJason Sarich     }
900a7e14dcfSSatish Balay   }
9013ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
902a7e14dcfSSatish Balay }
903a7e14dcfSSatish Balay 
904d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoSetUp_POUNDERS(Tao tao)
905d71ae5a4SJacob Faibussowitsch {
906a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
907125ddc8aSJason Sarich   PetscInt      i, j;
908a7e14dcfSSatish Balay   IS            isfloc, isfglob, isxloc, isxglob;
909a7e14dcfSSatish Balay 
910a7e14dcfSSatish Balay   PetscFunctionBegin;
9119566063dSJacob Faibussowitsch   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient));
9129566063dSJacob Faibussowitsch   if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution, &tao->stepdirection));
9139566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->solution, &mfqP->n));
9149566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->ls_res, &mfqP->m));
915a7e14dcfSSatish Balay   mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n);
916*606f75f6SBarry Smith   if (mfqP->npmax == PETSC_CURRENT) mfqP->npmax = 2 * mfqP->n + 1;
917a7e14dcfSSatish Balay   mfqP->npmax = PetscMin((mfqP->n + 1) * (mfqP->n + 2) / 2, mfqP->npmax);
918a7e14dcfSSatish Balay   mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n + 2);
919a7e14dcfSSatish Balay 
9209566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Xhist));
9219566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fhist));
922a7e14dcfSSatish Balay   for (i = 0; i < mfqP->n + 1; i++) {
9239566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[i]));
9249566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[i]));
925a7e14dcfSSatish Balay   }
9269566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(tao->solution, &mfqP->workxvec));
9279566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(tao->ls_res, &mfqP->workfvec));
928a7e14dcfSSatish Balay   mfqP->nHist = 0;
929a7e14dcfSSatish Balay 
9309566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fres));
9319566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->m, &mfqP->RES));
9329566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work));
9339566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work2));
9349566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work3));
9359566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n + 1), &mfqP->mwork));
9369566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax - mfqP->n - 1, &mfqP->omega));
9379566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2, &mfqP->beta));
9389566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n + 1, &mfqP->alpha));
939a7e14dcfSSatish Balay 
9409566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->H));
9419566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q));
9429566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q_tmp));
9439566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L));
9449566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_tmp));
9459566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_save));
9469566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->N));
9479566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->n + 1), &mfqP->M));
9489566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1), &mfqP->Z));
9499566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau));
9509566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau_tmp));
951a7e14dcfSSatish Balay   mfqP->nmax = PetscMax(5 * mfqP->npmax, mfqP->n * (mfqP->n + 1) / 2);
9529566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxwork));
9539566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxiwork));
9549566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->xmin));
9559566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m, &mfqP->C));
9569566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Fdiff));
9579566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->n, &mfqP->Disp));
9589566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->Gres));
9599566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Hres));
9609566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Gpoints));
9619566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->model_indices));
9629566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->last_model_indices));
9639566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->Xsubproblem));
9649566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Gdel));
9659566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->Hdel));
9669566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n), &mfqP->indices));
9679566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->iwork));
9689566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m * mfqP->m, &mfqP->w));
969125ddc8aSJason Sarich   for (i = 0; i < mfqP->m; i++) {
970125ddc8aSJason Sarich     for (j = 0; j < mfqP->m; j++) {
971125ddc8aSJason Sarich       if (i == j) {
972125ddc8aSJason Sarich         mfqP->w[i + mfqP->m * j] = 1.0;
973125ddc8aSJason Sarich       } else {
974125ddc8aSJason Sarich         mfqP->w[i + mfqP->m * j] = 0.0;
975125ddc8aSJason Sarich       }
976125ddc8aSJason Sarich     }
977125ddc8aSJason Sarich   }
978ad540459SPierre Jolivet   for (i = 0; i < PetscMax(mfqP->m, mfqP->n); i++) mfqP->indices[i] = i;
9799566063dSJacob Faibussowitsch   PetscCallMPI(MPI_Comm_size(((PetscObject)tao)->comm, &mfqP->size));
980f40bd260SBarry Smith   if (mfqP->size > 1) {
9819566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localx));
9829566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localxmin));
9839566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localf));
9849566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localfmin));
9859566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxloc));
9869566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxglob));
9879566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfloc));
9889566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfglob));
989a7e14dcfSSatish Balay 
9909566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(tao->solution, isxglob, mfqP->localx, isxloc, &mfqP->scatterx));
9919566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(tao->ls_res, isfglob, mfqP->localf, isfloc, &mfqP->scatterf));
992a7e14dcfSSatish Balay 
9939566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isxloc));
9949566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isxglob));
9959566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isfloc));
9969566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isfglob));
997a7e14dcfSSatish Balay   }
998a7e14dcfSSatish Balay 
999a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
1000a7e14dcfSSatish Balay     KSP ksp;
1001a7e14dcfSSatish Balay     PC  pc;
10029566063dSJacob Faibussowitsch     PetscCall(VecCreateSeqWithArray(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Xsubproblem, &mfqP->subx));
10039566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->subxl));
10049566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subb));
10059566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subxu));
10069566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subpdel));
10079566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subndel));
10089566063dSJacob Faibussowitsch     PetscCall(TaoCreate(PETSC_COMM_SELF, &mfqP->subtao));
10099566063dSJacob Faibussowitsch     PetscCall(PetscObjectIncrementTabLevel((PetscObject)mfqP->subtao, (PetscObject)tao, 1));
10109566063dSJacob Faibussowitsch     PetscCall(TaoSetType(mfqP->subtao, TAOBNTR));
10119566063dSJacob Faibussowitsch     PetscCall(TaoSetOptionsPrefix(mfqP->subtao, "pounders_subsolver_"));
10129566063dSJacob Faibussowitsch     PetscCall(TaoSetSolution(mfqP->subtao, mfqP->subx));
10139566063dSJacob Faibussowitsch     PetscCall(TaoSetObjectiveAndGradient(mfqP->subtao, NULL, pounders_fg, (void *)mfqP));
10149566063dSJacob Faibussowitsch     PetscCall(TaoSetMaximumIterations(mfqP->subtao, mfqP->gqt_maxits));
10159566063dSJacob Faibussowitsch     PetscCall(TaoSetFromOptions(mfqP->subtao));
10169566063dSJacob Faibussowitsch     PetscCall(TaoGetKSP(mfqP->subtao, &ksp));
1017a7e14dcfSSatish Balay     if (ksp) {
10189566063dSJacob Faibussowitsch       PetscCall(KSPGetPC(ksp, &pc));
10199566063dSJacob Faibussowitsch       PetscCall(PCSetType(pc, PCNONE));
1020a7e14dcfSSatish Balay     }
10219566063dSJacob Faibussowitsch     PetscCall(TaoSetVariableBounds(mfqP->subtao, mfqP->subxl, mfqP->subxu));
10229566063dSJacob Faibussowitsch     PetscCall(MatCreateSeqDense(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Hres, &mfqP->subH));
10239566063dSJacob Faibussowitsch     PetscCall(TaoSetHessian(mfqP->subtao, mfqP->subH, mfqP->subH, pounders_h, (void *)mfqP));
1024a7e14dcfSSatish Balay   }
10253ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1026a7e14dcfSSatish Balay }
1027a7e14dcfSSatish Balay 
1028d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoDestroy_POUNDERS(Tao tao)
1029d71ae5a4SJacob Faibussowitsch {
1030a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1031a7e14dcfSSatish Balay   PetscInt      i;
1032a7e14dcfSSatish Balay 
1033a7e14dcfSSatish Balay   PetscFunctionBegin;
1034a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
10359566063dSJacob Faibussowitsch     PetscCall(TaoDestroy(&mfqP->subtao));
10369566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subx));
10379566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subxl));
10389566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subxu));
10399566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subb));
10409566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subpdel));
10419566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subndel));
10429566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&mfqP->subH));
1043a7e14dcfSSatish Balay   }
10449566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fres));
10459566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->RES));
10469566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work));
10479566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work2));
10489566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work3));
10499566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->mwork));
10509566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->omega));
10519566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->beta));
10529566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->alpha));
10539566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->H));
10549566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Q));
10559566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Q_tmp));
10569566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L));
10579566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L_tmp));
10589566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L_save));
10599566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->N));
10609566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->M));
10619566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Z));
10629566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->tau));
10639566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->tau_tmp));
10649566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->npmaxwork));
10659566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->npmaxiwork));
10669566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->xmin));
10679566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->C));
10689566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fdiff));
10699566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Disp));
10709566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gres));
10719566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Hres));
10729566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gpoints));
10739566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->model_indices));
10749566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->last_model_indices));
10759566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Xsubproblem));
10769566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gdel));
10779566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Hdel));
10789566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->indices));
10799566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->iwork));
10809566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->w));
1081a7e14dcfSSatish Balay   for (i = 0; i < mfqP->nHist; i++) {
10829566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->Xhist[i]));
10839566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->Fhist[i]));
1084a7e14dcfSSatish Balay   }
10859566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&mfqP->workxvec));
10869566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&mfqP->workfvec));
10879566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Xhist));
10889566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fhist));
1089a7e14dcfSSatish Balay 
1090f40bd260SBarry Smith   if (mfqP->size > 1) {
10919566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localx));
10929566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localxmin));
10939566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localf));
10949566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localfmin));
1095a7e14dcfSSatish Balay   }
10969566063dSJacob Faibussowitsch   PetscCall(PetscFree(tao->data));
10973ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1098a7e14dcfSSatish Balay }
1099a7e14dcfSSatish Balay 
1100d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoSetFromOptions_POUNDERS(Tao tao, PetscOptionItems *PetscOptionsObject)
1101d71ae5a4SJacob Faibussowitsch {
1102a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1103a7e14dcfSSatish Balay 
1104a7e14dcfSSatish Balay   PetscFunctionBegin;
1105d0609cedSBarry Smith   PetscOptionsHeadBegin(PetscOptionsObject, "POUNDERS method for least-squares optimization");
11069566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_pounders_delta", "initial delta", "", mfqP->delta, &mfqP->delta0, NULL));
1107ff2b74efSJason Sarich   mfqP->delta = mfqP->delta0;
11089566063dSJacob Faibussowitsch   PetscCall(PetscOptionsInt("-tao_pounders_npmax", "max number of points in model", "", mfqP->npmax, &mfqP->npmax, NULL));
11099566063dSJacob Faibussowitsch   PetscCall(PetscOptionsBool("-tao_pounders_gqt", "use gqt algorithm for subproblem", "", mfqP->usegqt, &mfqP->usegqt, NULL));
1110d0609cedSBarry Smith   PetscOptionsHeadEnd();
11113ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1112a7e14dcfSSatish Balay }
1113a7e14dcfSSatish Balay 
1114d71ae5a4SJacob Faibussowitsch static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer)
1115d71ae5a4SJacob Faibussowitsch {
1116a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1117a7e14dcfSSatish Balay   PetscBool     isascii;
1118a7e14dcfSSatish Balay 
1119a7e14dcfSSatish Balay   PetscFunctionBegin;
11209566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
1121a7e14dcfSSatish Balay   if (isascii) {
11229566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "initial delta: %g\n", (double)mfqP->delta0));
11239566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "final delta: %g\n", (double)mfqP->delta));
112463a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "model points: %" PetscInt_FMT "\n", mfqP->nmodelpoints));
1125a7e14dcfSSatish Balay     if (mfqP->usegqt) {
11269566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n"));
1127a7e14dcfSSatish Balay     } else {
11289566063dSJacob Faibussowitsch       PetscCall(TaoView(mfqP->subtao, viewer));
1129a7e14dcfSSatish Balay     }
1130a7e14dcfSSatish Balay   }
11313ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1132a7e14dcfSSatish Balay }
11331eb8069cSJason Sarich /*MC
11341eb8069cSJason Sarich   TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares
11351eb8069cSJason Sarich 
11361eb8069cSJason Sarich   Options Database Keys:
11371eb8069cSJason Sarich + -tao_pounders_delta - initial step length
11381eb8069cSJason Sarich . -tao_pounders_npmax - maximum number of points in model
11391eb8069cSJason Sarich - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON
11401eb8069cSJason Sarich 
11411eb8069cSJason Sarich   Level: beginner
11421eb8069cSJason Sarich 
11431eb8069cSJason Sarich M*/
1144a7e14dcfSSatish Balay 
1145d71ae5a4SJacob Faibussowitsch PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao)
1146d71ae5a4SJacob Faibussowitsch {
1147a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1148a7e14dcfSSatish Balay 
1149a7e14dcfSSatish Balay   PetscFunctionBegin;
1150a7e14dcfSSatish Balay   tao->ops->setup          = TaoSetUp_POUNDERS;
1151a7e14dcfSSatish Balay   tao->ops->solve          = TaoSolve_POUNDERS;
1152a7e14dcfSSatish Balay   tao->ops->view           = TaoView_POUNDERS;
1153a7e14dcfSSatish Balay   tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS;
1154a7e14dcfSSatish Balay   tao->ops->destroy        = TaoDestroy_POUNDERS;
1155a7e14dcfSSatish Balay 
11564dfa11a4SJacob Faibussowitsch   PetscCall(PetscNew(&mfqP));
1157a7e14dcfSSatish Balay   tao->data = (void *)mfqP;
1158*606f75f6SBarry Smith 
11596552cf8aSJason Sarich   /* Override default settings (unless already changed) */
1160*606f75f6SBarry Smith   PetscCall(TaoParametersInitialize(tao));
1161*606f75f6SBarry Smith   PetscObjectParameterSetDefault(tao, max_it, 2000);
1162*606f75f6SBarry Smith   PetscObjectParameterSetDefault(tao, max_funcs, 4000);
1163*606f75f6SBarry Smith 
1164*606f75f6SBarry Smith   mfqP->npmax      = PETSC_CURRENT;
1165ff2b74efSJason Sarich   mfqP->delta0     = 0.1;
1166a7e14dcfSSatish Balay   mfqP->delta      = 0.1;
1167a7e14dcfSSatish Balay   mfqP->deltamax   = 1e3;
1168125ddc8aSJason Sarich   mfqP->deltamin   = 1e-6;
1169a8bd9cb3STodd Munson   mfqP->c2         = 10.0;
1170a7e14dcfSSatish Balay   mfqP->theta1     = 1e-5;
1171a7e14dcfSSatish Balay   mfqP->theta2     = 1e-4;
1172a7e14dcfSSatish Balay   mfqP->gamma0     = 0.5;
1173a7e14dcfSSatish Balay   mfqP->gamma1     = 2.0;
1174a7e14dcfSSatish Balay   mfqP->eta0       = 0.0;
1175a7e14dcfSSatish Balay   mfqP->eta1       = 0.1;
1176f553c655STodd Munson   mfqP->usegqt     = PETSC_FALSE;
1177a7e14dcfSSatish Balay   mfqP->gqt_rtol   = 0.001;
1178a7e14dcfSSatish Balay   mfqP->gqt_maxits = 50;
117983c8fe1dSLisandro Dalcin   mfqP->workxvec   = NULL;
11803ba16761SJacob Faibussowitsch   PetscFunctionReturn(PETSC_SUCCESS);
1181a7e14dcfSSatish Balay }
1182