xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision 9371c9d470a9602b6d10a8bf50c9b2280a79e45a)
1aaa7dc30SBarry Smith #include <../src/tao/leastsquares/impls/pounders/pounders.h>
2a7e14dcfSSatish Balay 
3*9371c9d4SSatish Balay static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) {
4a7e14dcfSSatish Balay   PetscFunctionBegin;
5a7e14dcfSSatish Balay   PetscFunctionReturn(0);
6a7e14dcfSSatish Balay }
7ca88a2e0STodd Munson 
8*9371c9d4SSatish Balay static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) {
9a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)ctx;
10a7e14dcfSSatish Balay   PetscReal     d1, d2;
11f06e3bfaSBarry Smith 
12a7e14dcfSSatish Balay   PetscFunctionBegin;
13a7e14dcfSSatish Balay   /* g = A*x  (add b later)*/
149566063dSJacob Faibussowitsch   PetscCall(MatMult(mfqP->subH, x, g));
15a7e14dcfSSatish Balay 
16a7e14dcfSSatish Balay   /* f = 1/2 * x'*(Ax) + b'*x  */
179566063dSJacob Faibussowitsch   PetscCall(VecDot(x, g, &d1));
189566063dSJacob Faibussowitsch   PetscCall(VecDot(mfqP->subb, x, &d2));
19a7e14dcfSSatish Balay   *f = 0.5 * d1 + d2;
20a7e14dcfSSatish Balay 
21a7e14dcfSSatish Balay   /* now  g = g + b */
229566063dSJacob Faibussowitsch   PetscCall(VecAXPY(g, 1.0, mfqP->subb));
23a7e14dcfSSatish Balay   PetscFunctionReturn(0);
24a7e14dcfSSatish Balay }
25ca88a2e0STodd Munson 
26*9371c9d4SSatish Balay static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum) {
27125ddc8aSJason Sarich   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
28125ddc8aSJason Sarich   PetscInt      i, row, col;
29125ddc8aSJason Sarich   PetscReal     fr, fc;
30691b26d3SBarry Smith 
31125ddc8aSJason Sarich   PetscFunctionBegin;
329566063dSJacob Faibussowitsch   PetscCall(TaoComputeResidual(tao, x, F));
33737f463aSAlp Dener   if (tao->res_weights_v) {
349566063dSJacob Faibussowitsch     PetscCall(VecPointwiseMult(mfqP->workfvec, tao->res_weights_v, F));
359566063dSJacob Faibussowitsch     PetscCall(VecDot(mfqP->workfvec, mfqP->workfvec, fsum));
36737f463aSAlp Dener   } else if (tao->res_weights_w) {
37125ddc8aSJason Sarich     *fsum = 0;
38737f463aSAlp Dener     for (i = 0; i < tao->res_weights_n; i++) {
39737f463aSAlp Dener       row = tao->res_weights_rows[i];
40737f463aSAlp Dener       col = tao->res_weights_cols[i];
419566063dSJacob Faibussowitsch       PetscCall(VecGetValues(F, 1, &row, &fr));
429566063dSJacob Faibussowitsch       PetscCall(VecGetValues(F, 1, &col, &fc));
43737f463aSAlp Dener       *fsum += tao->res_weights_w[i] * fc * fr;
44125ddc8aSJason Sarich     }
45125ddc8aSJason Sarich   } else {
469566063dSJacob Faibussowitsch     PetscCall(VecDot(F, F, fsum));
47125ddc8aSJason Sarich   }
489566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Least-squares residual norm: %20.19e\n", (double)*fsum));
493c859ba3SBarry Smith   PetscCheck(!PetscIsInfOrNanReal(*fsum), PETSC_COMM_SELF, PETSC_ERR_USER, "User provided compute function generated Inf or NaN");
50125ddc8aSJason Sarich   PetscFunctionReturn(0);
51125ddc8aSJason Sarich }
52f06e3bfaSBarry Smith 
53*9371c9d4SSatish Balay static PetscErrorCode gqtwrap(Tao tao, PetscReal *gnorm, PetscReal *qmin) {
546f4723b1SBarry Smith #if defined(PETSC_USE_REAL_SINGLE)
556f4723b1SBarry Smith   PetscReal atol = 1.0e-5;
566f4723b1SBarry Smith #else
57a7e14dcfSSatish Balay   PetscReal atol = 1.0e-10;
586f4723b1SBarry Smith #endif
59a7e14dcfSSatish Balay   PetscInt      info, its;
60a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
61a7e14dcfSSatish Balay 
62a7e14dcfSSatish Balay   PetscFunctionBegin;
63a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
64a7e14dcfSSatish Balay     PetscReal maxval;
65a7e14dcfSSatish Balay     PetscInt  i, j;
66a7e14dcfSSatish Balay 
679566063dSJacob Faibussowitsch     PetscCall(VecSetValues(mfqP->subb, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
689566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(mfqP->subb));
699566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(mfqP->subb));
70a7e14dcfSSatish Balay 
719566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subx, 0.0));
72a7e14dcfSSatish Balay 
739566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subndel, -1.0));
749566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->subpdel, +1.0));
75a7e14dcfSSatish Balay 
76ce902467SBarry Smith     /* Complete the lower triangle of the Hessian matrix */
77a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) {
78*9371c9d4SSatish Balay       for (j = i + 1; j < mfqP->n; j++) { mfqP->Hres[j + mfqP->n * i] = mfqP->Hres[mfqP->n * j + i]; }
79a7e14dcfSSatish Balay     }
809566063dSJacob Faibussowitsch     PetscCall(MatSetValues(mfqP->subH, mfqP->n, mfqP->indices, mfqP->n, mfqP->indices, mfqP->Hres, INSERT_VALUES));
819566063dSJacob Faibussowitsch     PetscCall(MatAssemblyBegin(mfqP->subH, MAT_FINAL_ASSEMBLY));
829566063dSJacob Faibussowitsch     PetscCall(MatAssemblyEnd(mfqP->subH, MAT_FINAL_ASSEMBLY));
83a7e14dcfSSatish Balay 
849566063dSJacob Faibussowitsch     PetscCall(TaoResetStatistics(mfqP->subtao));
859566063dSJacob Faibussowitsch     /* PetscCall(TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT)); */
86a7e14dcfSSatish Balay     /* enforce bound constraints -- experimental */
87a7e14dcfSSatish Balay     if (tao->XU && tao->XL) {
889566063dSJacob Faibussowitsch       PetscCall(VecCopy(tao->XU, mfqP->subxu));
899566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->subxu, -1.0, tao->solution));
909566063dSJacob Faibussowitsch       PetscCall(VecScale(mfqP->subxu, 1.0 / mfqP->delta));
919566063dSJacob Faibussowitsch       PetscCall(VecCopy(tao->XL, mfqP->subxl));
929566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->subxl, -1.0, tao->solution));
939566063dSJacob Faibussowitsch       PetscCall(VecScale(mfqP->subxl, 1.0 / mfqP->delta));
94a7e14dcfSSatish Balay 
959566063dSJacob Faibussowitsch       PetscCall(VecPointwiseMin(mfqP->subxu, mfqP->subxu, mfqP->subpdel));
969566063dSJacob Faibussowitsch       PetscCall(VecPointwiseMax(mfqP->subxl, mfqP->subxl, mfqP->subndel));
97a7e14dcfSSatish Balay     } else {
989566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->subpdel, mfqP->subxu));
999566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->subndel, mfqP->subxl));
100a7e14dcfSSatish Balay     }
101a7e14dcfSSatish Balay     /* Make sure xu > xl */
1029566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
1039566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
1049566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
1053c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "upper bound < lower bound in subproblem");
106a7e14dcfSSatish Balay     /* Make sure xu > tao->solution > xl */
1079566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
1089566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx));
1099566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
1103c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess < lower bound in subproblem");
111a7e14dcfSSatish Balay 
1129566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subx, mfqP->subpdel));
1139566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
1149566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
1153c859ba3SBarry Smith     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess > upper bound in subproblem");
116a7e14dcfSSatish Balay 
1179566063dSJacob Faibussowitsch     PetscCall(TaoSolve(mfqP->subtao));
1189566063dSJacob Faibussowitsch     PetscCall(TaoGetSolutionStatus(mfqP->subtao, NULL, qmin, NULL, NULL, NULL, NULL));
119a7e14dcfSSatish Balay 
120a7e14dcfSSatish Balay     /* test bounds post-solution*/
1219566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
1229566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx));
1239566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
124a7e14dcfSSatish Balay     if (maxval > 1e-5) {
1259566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "subproblem solution < lower bound\n"));
126a7e14dcfSSatish Balay       tao->reason = TAO_DIVERGED_TR_REDUCTION;
127a7e14dcfSSatish Balay     }
128a7e14dcfSSatish Balay 
1299566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->subx, mfqP->subpdel));
1309566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
1319566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
132a7e14dcfSSatish Balay     if (maxval > 1e-5) {
1339566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "subproblem solution > upper bound\n"));
134a7e14dcfSSatish Balay       tao->reason = TAO_DIVERGED_TR_REDUCTION;
135a7e14dcfSSatish Balay     }
136a7e14dcfSSatish Balay   } else {
137f06e3bfaSBarry Smith     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);
138a7e14dcfSSatish Balay   }
139a7e14dcfSSatish Balay   *qmin *= -1;
140a7e14dcfSSatish Balay   PetscFunctionReturn(0);
141a7e14dcfSSatish Balay }
142a7e14dcfSSatish Balay 
143*9371c9d4SSatish Balay static PetscErrorCode pounders_update_res(Tao tao) {
144125ddc8aSJason Sarich   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
145125ddc8aSJason Sarich   PetscInt      i, row, col;
146125ddc8aSJason Sarich   PetscBLASInt  blasn = mfqP->n, blasn2 = blasn * blasn, blasm = mfqP->m, ione = 1;
1476c95174dSJason Sarich   PetscReal     zero = 0.0, one = 1.0, wii, factor;
148125ddc8aSJason Sarich 
149691b26d3SBarry Smith   PetscFunctionBegin;
150*9371c9d4SSatish Balay   for (i = 0; i < mfqP->n; i++) { mfqP->Gres[i] = 0; }
151*9371c9d4SSatish Balay   for (i = 0; i < mfqP->n * mfqP->n; i++) { mfqP->Hres[i] = 0; }
152125ddc8aSJason Sarich 
153125ddc8aSJason Sarich   /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */
154737f463aSAlp Dener   if (tao->res_weights_v) {
1556c95174dSJason Sarich     /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */
156125ddc8aSJason Sarich     for (i = 0; i < mfqP->m; i++) {
1579566063dSJacob Faibussowitsch       PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &factor));
1586c95174dSJason Sarich       factor = factor * mfqP->C[i];
159792fecdfSBarry Smith       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * i], &ione, mfqP->Gres, &ione));
160125ddc8aSJason Sarich     }
161125ddc8aSJason Sarich 
162125ddc8aSJason Sarich     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
1636c95174dSJason Sarich     /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi')*/
164125ddc8aSJason Sarich     for (i = 0; i < mfqP->m; i++) {
1659566063dSJacob Faibussowitsch       PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &wii));
166125ddc8aSJason Sarich       if (tao->niter > 1) {
167125ddc8aSJason Sarich         factor = wii * mfqP->C[i];
1686c95174dSJason Sarich         /* add wii * ci * Hi */
169792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione));
170125ddc8aSJason Sarich       }
1716c95174dSJason Sarich       /* add wii * gi * gi' */
172792fecdfSBarry Smith       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &wii, &mfqP->Fdiff[blasn * i], &blasn, &mfqP->Fdiff[blasn * i], &blasn, &one, mfqP->Hres, &blasn));
173125ddc8aSJason Sarich     }
174737f463aSAlp Dener   } else if (tao->res_weights_w) {
175ce902467SBarry Smith     /* General case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */
176737f463aSAlp Dener     for (i = 0; i < tao->res_weights_n; i++) {
177737f463aSAlp Dener       row = tao->res_weights_rows[i];
178737f463aSAlp Dener       col = tao->res_weights_cols[i];
179ce902467SBarry Smith 
180737f463aSAlp Dener       factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0;
181792fecdfSBarry Smith       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * row], &ione, mfqP->Gres, &ione));
182737f463aSAlp Dener       factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0;
183792fecdfSBarry Smith       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * col], &ione, mfqP->Gres, &ione));
184ce902467SBarry Smith     }
185ce902467SBarry Smith 
186ce902467SBarry Smith     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
1876c95174dSJason Sarich     /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
188737f463aSAlp Dener     for (i = 0; i < tao->res_weights_n; i++) {
189737f463aSAlp Dener       row    = tao->res_weights_rows[i];
190737f463aSAlp Dener       col    = tao->res_weights_cols[i];
191737f463aSAlp Dener       factor = tao->res_weights_w[i] / 2.0;
192125ddc8aSJason Sarich       /* add wij * gi gj' + wij * gj gi' */
193792fecdfSBarry Smith       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * row], &blasn, &mfqP->Fdiff[blasn * col], &blasn, &one, mfqP->Hres, &blasn));
194792fecdfSBarry Smith       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * col], &blasn, &mfqP->Fdiff[blasn * row], &blasn, &one, mfqP->Hres, &blasn));
195125ddc8aSJason Sarich     }
196125ddc8aSJason Sarich     if (tao->niter > 1) {
197737f463aSAlp Dener       for (i = 0; i < tao->res_weights_n; i++) {
198737f463aSAlp Dener         row = tao->res_weights_rows[i];
199737f463aSAlp Dener         col = tao->res_weights_cols[i];
200125ddc8aSJason Sarich 
201125ddc8aSJason Sarich         /* add  wij*cj*Hi */
202737f463aSAlp Dener         factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0;
203792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[row], &blasm, mfqP->Hres, &ione));
204125ddc8aSJason Sarich 
205125ddc8aSJason Sarich         /* add wij*ci*Hj */
206737f463aSAlp Dener         factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0;
207792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[col], &blasm, mfqP->Hres, &ione));
208125ddc8aSJason Sarich       }
209125ddc8aSJason Sarich     }
210125ddc8aSJason Sarich   } else {
211ce902467SBarry Smith     /* Default: Gres= sum_i[cigi] = G*c' */
2129566063dSJacob Faibussowitsch     PetscCall(PetscInfo(tao, "Identity weights\n"));
213792fecdfSBarry Smith     PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->C, &ione, &zero, mfqP->Gres, &ione));
214ce902467SBarry Smith 
215ce902467SBarry Smith     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
2166c95174dSJason Sarich     /*  Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)}  */
217792fecdfSBarry Smith     PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->Fdiff, &blasn, &zero, mfqP->Hres, &blasn));
218125ddc8aSJason Sarich 
219125ddc8aSJason Sarich     /* sum(F(xkin,i)*H(:,:,i)) */
220125ddc8aSJason Sarich     if (tao->niter > 1) {
221125ddc8aSJason Sarich       for (i = 0; i < mfqP->m; i++) {
2226c95174dSJason Sarich         factor = mfqP->C[i];
223792fecdfSBarry Smith         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione));
224125ddc8aSJason Sarich       }
225125ddc8aSJason Sarich     }
226125ddc8aSJason Sarich   }
227125ddc8aSJason Sarich   PetscFunctionReturn(0);
228125ddc8aSJason Sarich }
229ca88a2e0STodd Munson 
230*9371c9d4SSatish Balay static PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) {
231a7e14dcfSSatish 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] */
232a7e14dcfSSatish Balay   PetscInt  i, j, k;
233a7e14dcfSSatish Balay   PetscReal sqrt2 = PetscSqrtReal(2.0);
234f06e3bfaSBarry Smith 
235a7e14dcfSSatish Balay   PetscFunctionBegin;
236a7e14dcfSSatish Balay   j = 0;
237a7e14dcfSSatish Balay   for (i = 0; i < n; i++) {
238a7e14dcfSSatish Balay     phi[j] = 0.5 * x[i] * x[i];
239a7e14dcfSSatish Balay     j++;
240a7e14dcfSSatish Balay     for (k = i + 1; k < n; k++) {
241a7e14dcfSSatish Balay       phi[j] = x[i] * x[k] / sqrt2;
242a7e14dcfSSatish Balay       j++;
243a7e14dcfSSatish Balay     }
244a7e14dcfSSatish Balay   }
245a7e14dcfSSatish Balay   PetscFunctionReturn(0);
246a7e14dcfSSatish Balay }
247a7e14dcfSSatish Balay 
248*9371c9d4SSatish Balay static PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) {
249a7e14dcfSSatish Balay   /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x'
250a7e14dcfSSatish Balay    that satisfies the interpolation conditions Q(X[:,j]) = f(j)
251a7e14dcfSSatish Balay    for j=1,...,m and with a Hessian matrix of least Frobenius norm */
252a7e14dcfSSatish Balay 
253a7e14dcfSSatish Balay   /* NB --we are ignoring c */
254a7e14dcfSSatish Balay   PetscInt     i, j, k, num, np = mfqP->nmodelpoints;
255a7e14dcfSSatish Balay   PetscReal    one = 1.0, zero = 0.0, negone = -1.0;
256a7e14dcfSSatish Balay   PetscBLASInt blasnpmax  = mfqP->npmax;
257a7e14dcfSSatish Balay   PetscBLASInt blasnplus1 = mfqP->n + 1;
258a7e14dcfSSatish Balay   PetscBLASInt blasnp     = np;
259a7e14dcfSSatish Balay   PetscBLASInt blasint    = mfqP->n * (mfqP->n + 1) / 2;
260a7e14dcfSSatish Balay   PetscBLASInt blasint2   = np - mfqP->n - 1;
261f06e3bfaSBarry Smith   PetscBLASInt info, ione = 1;
262a7e14dcfSSatish Balay   PetscReal    sqrt2 = PetscSqrtReal(2.0);
263a7e14dcfSSatish Balay 
264a7e14dcfSSatish Balay   PetscFunctionBegin;
265*9371c9d4SSatish Balay   for (i = 0; i < mfqP->n * mfqP->m; i++) { mfqP->Gdel[i] = 0; }
266*9371c9d4SSatish Balay   for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; i++) { mfqP->Hdel[i] = 0; }
267a7e14dcfSSatish Balay 
268a7e14dcfSSatish Balay   /* factor M */
269792fecdfSBarry Smith   PetscCallBLAS("LAPACKgetrf", LAPACKgetrf_(&blasnplus1, &blasnp, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &info));
27063a3b9bcSJacob Faibussowitsch   PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrf returned with value %" PetscBLASInt_FMT, info);
271a7e14dcfSSatish Balay 
272a7e14dcfSSatish Balay   if (np == mfqP->n + 1) {
273*9371c9d4SSatish Balay     for (i = 0; i < mfqP->npmax - mfqP->n - 1; i++) { mfqP->omega[i] = 0.0; }
274*9371c9d4SSatish Balay     for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2; i++) { mfqP->beta[i] = 0.0; }
275a7e14dcfSSatish Balay   } else {
276a7e14dcfSSatish Balay     /* Let Ltmp = (L'*L) */
277792fecdfSBarry 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));
278a7e14dcfSSatish Balay 
279a7e14dcfSSatish Balay     /* factor Ltmp */
280792fecdfSBarry Smith     PetscCallBLAS("LAPACKpotrf", LAPACKpotrf_("L", &blasint2, mfqP->L_tmp, &blasint, &info));
28163a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrf returned with value %" PetscBLASInt_FMT, info);
282a7e14dcfSSatish Balay   }
283a7e14dcfSSatish Balay 
284a7e14dcfSSatish Balay   for (k = 0; k < mfqP->m; k++) {
285a7e14dcfSSatish Balay     if (np != mfqP->n + 1) {
286a7e14dcfSSatish Balay       /* Solve L'*L*Omega = Z' * RESk*/
287792fecdfSBarry Smith       PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasnp, &blasint2, &one, mfqP->Z, &blasnpmax, &mfqP->RES[mfqP->npmax * k], &ione, &zero, mfqP->omega, &ione));
288792fecdfSBarry Smith       PetscCallBLAS("LAPACKpotrs", LAPACKpotrs_("L", &blasint2, &ione, mfqP->L_tmp, &blasint, mfqP->omega, &blasint2, &info));
28963a3b9bcSJacob Faibussowitsch       PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrs returned with value %" PetscBLASInt_FMT, info);
290a7e14dcfSSatish Balay 
291a7e14dcfSSatish Balay       /* Beta = L*Omega */
292792fecdfSBarry Smith       PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasint, &blasint2, &one, &mfqP->L[(mfqP->n + 1) * blasint], &blasint, mfqP->omega, &ione, &zero, mfqP->beta, &ione));
293a7e14dcfSSatish Balay     }
294a7e14dcfSSatish Balay 
295a7e14dcfSSatish Balay     /* solve M'*Alpha = RESk - N'*Beta */
296792fecdfSBarry Smith     PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasint, &blasnp, &negone, mfqP->N, &blasint, mfqP->beta, &ione, &one, &mfqP->RES[mfqP->npmax * k], &ione));
297792fecdfSBarry Smith     PetscCallBLAS("LAPACKgetrs", LAPACKgetrs_("T", &blasnplus1, &ione, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &mfqP->RES[mfqP->npmax * k], &blasnplus1, &info));
29863a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrs returned with value %" PetscBLASInt_FMT, info);
299a7e14dcfSSatish Balay 
300a7e14dcfSSatish Balay     /* Gdel(:,k) = Alpha(2:n+1) */
301*9371c9d4SSatish Balay     for (i = 0; i < mfqP->n; i++) { mfqP->Gdel[i + mfqP->n * k] = mfqP->RES[mfqP->npmax * k + i + 1]; }
302a7e14dcfSSatish Balay 
303a7e14dcfSSatish Balay     /* Set Hdels */
304a7e14dcfSSatish Balay     num = 0;
305a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) {
306a7e14dcfSSatish Balay       /* H[i,i,k] = Beta(num) */
307a7e14dcfSSatish Balay       mfqP->Hdel[(i * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num];
308a7e14dcfSSatish Balay       num++;
309a7e14dcfSSatish Balay       for (j = i + 1; j < mfqP->n; j++) {
310a7e14dcfSSatish Balay         /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */
311a7e14dcfSSatish Balay         mfqP->Hdel[(j * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num] / sqrt2;
312a7e14dcfSSatish Balay         mfqP->Hdel[(i * mfqP->n + j) * mfqP->m + k] = mfqP->beta[num] / sqrt2;
313a7e14dcfSSatish Balay         num++;
314a7e14dcfSSatish Balay       }
315a7e14dcfSSatish Balay     }
316a7e14dcfSSatish Balay   }
317a7e14dcfSSatish Balay   PetscFunctionReturn(0);
318a7e14dcfSSatish Balay }
319a7e14dcfSSatish Balay 
320*9371c9d4SSatish Balay static PetscErrorCode morepoints(TAO_POUNDERS *mfqP) {
321a7e14dcfSSatish Balay   /* Assumes mfqP->model_indices[0]  is minimum index
322a7e14dcfSSatish Balay    Finishes adding points to mfqP->model_indices (up to npmax)
323a7e14dcfSSatish Balay    Computes L,Z,M,N
324a7e14dcfSSatish Balay    np is actual number of points in model (should equal npmax?) */
325a7e14dcfSSatish Balay   PetscInt         point, i, j, offset;
326a7e14dcfSSatish Balay   PetscInt         reject;
327f06e3bfaSBarry Smith   PetscBLASInt     blasn = mfqP->n, blasnpmax = mfqP->npmax, blasnplus1 = mfqP->n + 1, info, blasnmax = mfqP->nmax, blasint, blasint2, blasnp, blasmaxmn;
3285e081366SBarry Smith   const PetscReal *x;
3295e081366SBarry Smith   PetscReal        normd;
330a7e14dcfSSatish Balay 
331f06e3bfaSBarry Smith   PetscFunctionBegin;
332a7e14dcfSSatish Balay   /* Initialize M,N */
333a7e14dcfSSatish Balay   for (i = 0; i < mfqP->n + 1; i++) {
3349566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x));
335a7e14dcfSSatish Balay     mfqP->M[(mfqP->n + 1) * i] = 1.0;
336*9371c9d4SSatish Balay     for (j = 0; j < mfqP->n; j++) { mfqP->M[j + 1 + ((mfqP->n + 1) * i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; }
3379566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x));
3389566063dSJacob Faibussowitsch     PetscCall(phi2eval(&mfqP->M[1 + ((mfqP->n + 1) * i)], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * i]));
339a7e14dcfSSatish Balay   }
340a7e14dcfSSatish Balay 
341a7e14dcfSSatish Balay   /* Now we add points until we have npmax starting with the most recent ones */
342a7e14dcfSSatish Balay   point              = mfqP->nHist - 1;
343a7e14dcfSSatish Balay   mfqP->nmodelpoints = mfqP->n + 1;
344a7e14dcfSSatish Balay   while (mfqP->nmodelpoints < mfqP->npmax && point >= 0) {
345a7e14dcfSSatish Balay     /* Reject any points already in the model */
346a7e14dcfSSatish Balay     reject = 0;
347a7e14dcfSSatish Balay     for (j = 0; j < mfqP->n + 1; j++) {
348a7e14dcfSSatish Balay       if (point == mfqP->model_indices[j]) {
349a7e14dcfSSatish Balay         reject = 1;
350a7e14dcfSSatish Balay         break;
351a7e14dcfSSatish Balay       }
352a7e14dcfSSatish Balay     }
353a7e14dcfSSatish Balay 
354a7e14dcfSSatish Balay     /* Reject if norm(d) >c2 */
355a7e14dcfSSatish Balay     if (!reject) {
3569566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->Xhist[point], mfqP->workxvec));
3579566063dSJacob Faibussowitsch       PetscCall(VecAXPY(mfqP->workxvec, -1.0, mfqP->Xhist[mfqP->minindex]));
3589566063dSJacob Faibussowitsch       PetscCall(VecNorm(mfqP->workxvec, NORM_2, &normd));
359a7e14dcfSSatish Balay       normd /= mfqP->delta;
360*9371c9d4SSatish Balay       if (normd > mfqP->c2) { reject = 1; }
361a7e14dcfSSatish Balay     }
362f06e3bfaSBarry Smith     if (reject) {
363a7e14dcfSSatish Balay       point--;
364a7e14dcfSSatish Balay       continue;
365a7e14dcfSSatish Balay     }
366a7e14dcfSSatish Balay 
3679566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[point], &x));
368a7e14dcfSSatish Balay     mfqP->M[(mfqP->n + 1) * mfqP->nmodelpoints] = 1.0;
369*9371c9d4SSatish Balay     for (j = 0; j < mfqP->n; j++) { mfqP->M[j + 1 + ((mfqP->n + 1) * mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; }
3709566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[point], &x));
3719566063dSJacob Faibussowitsch     PetscCall(phi2eval(&mfqP->M[1 + (mfqP->n + 1) * mfqP->nmodelpoints], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * (mfqP->nmodelpoints)]));
372a7e14dcfSSatish Balay 
373a7e14dcfSSatish Balay     /* Update QR factorization */
374a7e14dcfSSatish Balay     /* Copy M' to Q_tmp */
375a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n + 1; i++) {
376*9371c9d4SSatish Balay       for (j = 0; j < mfqP->npmax; j++) { mfqP->Q_tmp[j + mfqP->npmax * i] = mfqP->M[i + (mfqP->n + 1) * j]; }
377a7e14dcfSSatish Balay     }
378a7e14dcfSSatish Balay     blasnp    = mfqP->nmodelpoints + 1;
379a7e14dcfSSatish Balay     /* Q_tmp,R = qr(M') */
380a7e14dcfSSatish Balay     blasmaxmn = PetscMax(mfqP->m, mfqP->n + 1);
381792fecdfSBarry Smith     PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->mwork, &blasmaxmn, &info));
38263a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine geqrf returned with value %" PetscBLASInt_FMT, info);
383a7e14dcfSSatish Balay 
384a7e14dcfSSatish Balay     /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */
385a7e14dcfSSatish Balay     /* L = N*Qtmp */
386a7e14dcfSSatish Balay     blasint2 = mfqP->n * (mfqP->n + 1) / 2;
387a7e14dcfSSatish Balay     /* Copy N to L_tmp */
388*9371c9d4SSatish Balay     for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2 * mfqP->npmax; i++) { mfqP->L_tmp[i] = mfqP->N[i]; }
389a7e14dcfSSatish Balay     /* Copy L_save to L_tmp */
390a7e14dcfSSatish Balay 
391a7e14dcfSSatish Balay     /* L_tmp = N*Qtmp' */
392792fecdfSBarry Smith     PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasint2, &blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->L_tmp, &blasint2, mfqP->npmaxwork, &blasnmax, &info));
39363a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info);
394a7e14dcfSSatish Balay 
395a7e14dcfSSatish Balay     /* Copy L_tmp to L_save */
396*9371c9d4SSatish Balay     for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) { mfqP->L_save[i] = mfqP->L_tmp[i]; }
397a7e14dcfSSatish Balay 
398a7e14dcfSSatish Balay     /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */
399a7e14dcfSSatish Balay     blasint = mfqP->nmodelpoints - mfqP->n;
4009566063dSJacob Faibussowitsch     PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF));
401792fecdfSBarry 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));
4029566063dSJacob Faibussowitsch     PetscCall(PetscFPTrapPop());
40363a3b9bcSJacob Faibussowitsch     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine gesvd returned with value %" PetscBLASInt_FMT, info);
404a7e14dcfSSatish Balay 
405a7e14dcfSSatish Balay     if (mfqP->beta[PetscMin(blasint, blasint2) - 1] > mfqP->theta2) {
406a7e14dcfSSatish Balay       /* accept point */
407a7e14dcfSSatish Balay       mfqP->model_indices[mfqP->nmodelpoints] = point;
408a7e14dcfSSatish Balay       /* Copy Q_tmp to Q */
409*9371c9d4SSatish Balay       for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) { mfqP->Q[i] = mfqP->Q_tmp[i]; }
410*9371c9d4SSatish Balay       for (i = 0; i < mfqP->npmax; i++) { mfqP->tau[i] = mfqP->tau_tmp[i]; }
411a7e14dcfSSatish Balay       mfqP->nmodelpoints++;
4121f4a0ff5SJason Sarich       blasnp = mfqP->nmodelpoints;
413a7e14dcfSSatish Balay 
414a7e14dcfSSatish Balay       /* Copy L_save to L */
415*9371c9d4SSatish Balay       for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) { mfqP->L[i] = mfqP->L_save[i]; }
416a7e14dcfSSatish Balay     }
417a7e14dcfSSatish Balay     point--;
418a7e14dcfSSatish Balay   }
419a7e14dcfSSatish Balay 
420a7e14dcfSSatish Balay   blasnp = mfqP->nmodelpoints;
421a7e14dcfSSatish Balay   /* Copy Q(:,n+2:np) to Z */
422a7e14dcfSSatish Balay   /* First set Q_tmp to I */
423*9371c9d4SSatish Balay   for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) { mfqP->Q_tmp[i] = 0.0; }
424*9371c9d4SSatish Balay   for (i = 0; i < mfqP->npmax; i++) { mfqP->Q_tmp[i + mfqP->npmax * i] = 1.0; }
425a7e14dcfSSatish Balay 
426a7e14dcfSSatish Balay   /* Q_tmp = I * Q */
427792fecdfSBarry Smith   PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasnp, &blasnp, &blasnplus1, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info));
42863a3b9bcSJacob Faibussowitsch   PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info);
429a7e14dcfSSatish Balay 
430a7e14dcfSSatish Balay   /* Copy Q_tmp(:,n+2:np) to Z) */
431a7e14dcfSSatish Balay   offset = mfqP->npmax * (mfqP->n + 1);
432*9371c9d4SSatish Balay   for (i = offset; i < mfqP->npmax * mfqP->npmax; i++) { mfqP->Z[i - offset] = mfqP->Q_tmp[i]; }
433a7e14dcfSSatish Balay 
434a7e14dcfSSatish Balay   if (mfqP->nmodelpoints == mfqP->n + 1) {
435a7e14dcfSSatish Balay     /* Set L to I_{n+1} */
436*9371c9d4SSatish Balay     for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) { mfqP->L[i] = 0.0; }
437*9371c9d4SSatish Balay     for (i = 0; i < mfqP->n; i++) { mfqP->L[(mfqP->n * (mfqP->n + 1) / 2) * i + i] = 1.0; }
438a7e14dcfSSatish Balay   }
439a7e14dcfSSatish Balay   PetscFunctionReturn(0);
440a7e14dcfSSatish Balay }
441a7e14dcfSSatish Balay 
442a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */
443*9371c9d4SSatish Balay static PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) {
444a7e14dcfSSatish Balay   PetscFunctionBegin;
445a7e14dcfSSatish Balay   /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/
4469566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(mfqP->Xhist[0], &mfqP->Xhist[mfqP->nHist]));
4479566063dSJacob Faibussowitsch   PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, &mfqP->Q_tmp[index * mfqP->npmax], INSERT_VALUES));
4489566063dSJacob Faibussowitsch   PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
4499566063dSJacob Faibussowitsch   PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
4509566063dSJacob Faibussowitsch   PetscCall(VecAYPX(mfqP->Xhist[mfqP->nHist], mfqP->delta, mfqP->Xhist[mfqP->minindex]));
451a7e14dcfSSatish Balay 
452a7e14dcfSSatish Balay   /* Project into feasible region */
453*9371c9d4SSatish Balay   if (tao->XU && tao->XL) { PetscCall(VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist])); }
454a7e14dcfSSatish Balay 
455a7e14dcfSSatish Balay   /* Compute value of new vector */
4569566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(mfqP->Fhist[0], &mfqP->Fhist[mfqP->nHist]));
457a7e14dcfSSatish Balay   CHKMEMQ;
4589566063dSJacob Faibussowitsch   PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist]));
459a7e14dcfSSatish Balay 
460a7e14dcfSSatish Balay   /* Add new vector to model */
461a7e14dcfSSatish Balay   mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist;
462a7e14dcfSSatish Balay   mfqP->nmodelpoints++;
463a7e14dcfSSatish Balay   mfqP->nHist++;
464a7e14dcfSSatish Balay   PetscFunctionReturn(0);
465a7e14dcfSSatish Balay }
466a7e14dcfSSatish Balay 
467*9371c9d4SSatish Balay static PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) {
468a7e14dcfSSatish Balay   /* modeld = Q(:,np+1:n)' */
469a7e14dcfSSatish Balay   PetscInt     i, j, minindex = 0;
470e270355aSBarry Smith   PetscReal    dp, half = 0.5, one = 1.0, minvalue = PETSC_INFINITY;
471a7e14dcfSSatish Balay   PetscBLASInt blasn = mfqP->n, blasnpmax = mfqP->npmax, blask, info;
472a7e14dcfSSatish Balay   PetscBLASInt blas1 = 1, blasnmax = mfqP->nmax;
473f06e3bfaSBarry Smith 
474362febeeSStefano Zampini   PetscFunctionBegin;
475a7e14dcfSSatish Balay   blask = mfqP->nmodelpoints;
476a7e14dcfSSatish Balay   /* Qtmp = I(n x n) */
477a7e14dcfSSatish Balay   for (i = 0; i < mfqP->n; i++) {
478*9371c9d4SSatish Balay     for (j = 0; j < mfqP->n; j++) { mfqP->Q_tmp[i + mfqP->npmax * j] = 0.0; }
479a7e14dcfSSatish Balay   }
480*9371c9d4SSatish Balay   for (j = 0; j < mfqP->n; j++) { mfqP->Q_tmp[j + mfqP->npmax * j] = 1.0; }
481a7e14dcfSSatish Balay 
482a7e14dcfSSatish Balay   /* Qtmp = Q * I */
483792fecdfSBarry Smith   PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasn, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info));
484a7e14dcfSSatish Balay 
485a7e14dcfSSatish Balay   for (i = mfqP->nmodelpoints; i < mfqP->n; i++) {
486792fecdfSBarry Smith     PetscCallBLAS("BLASdot", dp = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->Gres, &blas1));
487a7e14dcfSSatish Balay     if (dp > 0.0) { /* Model says use the other direction! */
488*9371c9d4SSatish Balay       for (j = 0; j < mfqP->n; j++) { mfqP->Q_tmp[i * mfqP->npmax + j] *= -1; }
489a7e14dcfSSatish Balay     }
490a7e14dcfSSatish Balay     /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */
491*9371c9d4SSatish Balay     for (j = 0; j < mfqP->n; j++) { mfqP->work2[j] = mfqP->Gres[j]; }
492792fecdfSBarry Smith     PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &half, mfqP->Hres, &blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, &one, mfqP->work2, &blas1));
493792fecdfSBarry Smith     PetscCallBLAS("BLASdot", mfqP->work[i] = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->work2, &blas1));
494a7e14dcfSSatish Balay     if (i == mfqP->nmodelpoints || mfqP->work[i] < minvalue) {
495a7e14dcfSSatish Balay       minindex = i;
496a7e14dcfSSatish Balay       minvalue = mfqP->work[i];
497a7e14dcfSSatish Balay     }
498*9371c9d4SSatish Balay     if (addallpoints != 0) { PetscCall(addpoint(tao, mfqP, i)); }
499a7e14dcfSSatish Balay   }
500*9371c9d4SSatish Balay   if (!addallpoints) { PetscCall(addpoint(tao, mfqP, minindex)); }
501a7e14dcfSSatish Balay   PetscFunctionReturn(0);
502a7e14dcfSSatish Balay }
503a7e14dcfSSatish Balay 
504*9371c9d4SSatish Balay static PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, PetscReal c) {
505a7e14dcfSSatish Balay   PetscInt         i, j;
506a7e14dcfSSatish Balay   PetscBLASInt     blasm = mfqP->m, blasj, blask, blasn = mfqP->n, ione = 1, info;
507a7e14dcfSSatish Balay   PetscBLASInt     blasnpmax = mfqP->npmax, blasmaxmn;
508a7e14dcfSSatish Balay   PetscReal        proj, normd;
5095e081366SBarry Smith   const PetscReal *x;
510a7e14dcfSSatish Balay 
511f06e3bfaSBarry Smith   PetscFunctionBegin;
512a7e14dcfSSatish Balay   for (i = mfqP->nHist - 1; i >= 0; i--) {
5139566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[i], &x));
514*9371c9d4SSatish Balay     for (j = 0; j < mfqP->n; j++) { mfqP->work[j] = (x[j] - xmin[j]) / mfqP->delta; }
5159566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[i], &x));
516792fecdfSBarry Smith     PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, mfqP->work2, &ione));
517792fecdfSBarry Smith     PetscCallBLAS("BLASnrm2", normd = BLASnrm2_(&blasn, mfqP->work, &ione));
518a8bd9cb3STodd Munson     if (normd <= c) {
51929c6e7daSBarry Smith       blasj = PetscMax((mfqP->n - mfqP->nmodelpoints), 0);
520a7e14dcfSSatish Balay       if (!mfqP->q_is_I) {
521a7e14dcfSSatish Balay         /* project D onto null */
522a7e14dcfSSatish Balay         blask = (mfqP->nmodelpoints);
523792fecdfSBarry Smith         PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &ione, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->work2, &ione, mfqP->mwork, &blasm, &info));
52463a3b9bcSJacob Faibussowitsch         PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "ormqr returned value %" PetscBLASInt_FMT, info);
525a7e14dcfSSatish Balay       }
526792fecdfSBarry Smith       PetscCallBLAS("BLASnrm2", proj = BLASnrm2_(&blasj, &mfqP->work2[mfqP->nmodelpoints], &ione));
527a7e14dcfSSatish Balay 
528a7e14dcfSSatish Balay       if (proj >= mfqP->theta1) { /* add this index to model */
529a7e14dcfSSatish Balay         mfqP->model_indices[mfqP->nmodelpoints] = i;
530a7e14dcfSSatish Balay         mfqP->nmodelpoints++;
531792fecdfSBarry Smith         PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, &mfqP->Q_tmp[mfqP->npmax * (mfqP->nmodelpoints - 1)], &ione));
532a7e14dcfSSatish Balay         blask = mfqP->npmax * (mfqP->nmodelpoints);
533792fecdfSBarry Smith         PetscCallBLAS("BLAScopy", BLAScopy_(&blask, mfqP->Q_tmp, &ione, mfqP->Q, &ione));
534a7e14dcfSSatish Balay         blask     = mfqP->nmodelpoints;
535a7e14dcfSSatish Balay         blasmaxmn = PetscMax(mfqP->m, mfqP->n);
536792fecdfSBarry Smith         PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->mwork, &blasmaxmn, &info));
53763a3b9bcSJacob Faibussowitsch         PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "geqrf returned value %" PetscBLASInt_FMT, info);
538a7e14dcfSSatish Balay         mfqP->q_is_I = 0;
539a7e14dcfSSatish Balay       }
540*9371c9d4SSatish Balay       if (mfqP->nmodelpoints == mfqP->n) { break; }
541a7e14dcfSSatish Balay     }
542a7e14dcfSSatish Balay   }
543babe810cSJason Sarich 
544a7e14dcfSSatish Balay   PetscFunctionReturn(0);
545a7e14dcfSSatish Balay }
546f06e3bfaSBarry Smith 
547*9371c9d4SSatish Balay static PetscErrorCode TaoSolve_POUNDERS(Tao tao) {
548a7e14dcfSSatish Balay   TAO_POUNDERS    *mfqP = (TAO_POUNDERS *)tao->data;
5498931d482SJason Sarich   PetscInt         i, ii, j, k, l;
550a7e14dcfSSatish Balay   PetscReal        step = 1.0;
551a7e14dcfSSatish Balay   PetscInt         low, high;
552a7e14dcfSSatish Balay   PetscReal        minnorm;
5535e081366SBarry Smith   PetscReal       *x, *f;
5545e081366SBarry Smith   const PetscReal *xmint, *fmin;
555bd026e97SJed Brown   PetscReal        deltaold;
556a7e14dcfSSatish Balay   PetscReal        gnorm;
557a7e14dcfSSatish Balay   PetscBLASInt     info, ione = 1, iblas;
558ff2b74efSJason Sarich   PetscBool        valid, same;
559a7e14dcfSSatish Balay   PetscReal        mdec, rho, normxsp;
560a7e14dcfSSatish Balay   PetscReal        one = 1.0, zero = 0.0, ratio;
561125ddc8aSJason Sarich   PetscBLASInt     blasm, blasn, blasncopy, blasnpmax;
562a7bbbda8SBarry Smith   static PetscBool set = PETSC_FALSE;
563a7e14dcfSSatish Balay 
564a7e14dcfSSatish Balay   /* n = # of parameters
565a7e14dcfSSatish Balay      m = dimension (components) of function  */
566a7e14dcfSSatish Balay   PetscFunctionBegin;
5679566063dSJacob Faibussowitsch   PetscCall(PetscCitationsRegister("@article{UNEDF0,\n"
568a7bbbda8SBarry Smith                                    "title = {Nuclear energy density optimization},\n"
569a7bbbda8SBarry Smith                                    "author = {Kortelainen, M.  and Lesinski, T.  and Mor\'e, J.  and Nazarewicz, W.\n"
570a7bbbda8SBarry Smith                                    "          and Sarich, J.  and Schunck, N.  and Stoitsov, M. V. and Wild, S. },\n"
571a7bbbda8SBarry Smith                                    "journal = {Phys. Rev. C},\n"
572a7bbbda8SBarry Smith                                    "volume = {82},\n"
573a7bbbda8SBarry Smith                                    "number = {2},\n"
574a7bbbda8SBarry Smith                                    "pages = {024313},\n"
575a7bbbda8SBarry Smith                                    "numpages = {18},\n"
576a7bbbda8SBarry Smith                                    "year = {2010},\n"
577a7bbbda8SBarry Smith                                    "month = {Aug},\n"
578*9371c9d4SSatish Balay                                    "doi = {10.1103/PhysRevC.82.024313}\n}\n",
579*9371c9d4SSatish Balay                                    &set));
580e6d4cb7fSJason Sarich   tao->niter = 0;
581a7e14dcfSSatish Balay   if (tao->XL && tao->XU) {
582a7e14dcfSSatish Balay     /* Check x0 <= XU */
583a7e14dcfSSatish Balay     PetscReal val;
584ce902467SBarry Smith 
5859566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->solution, mfqP->Xhist[0]));
5869566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU));
5879566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
5883c859ba3SBarry Smith     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 > upper bound");
589a7e14dcfSSatish Balay 
590a7e14dcfSSatish Balay     /* Check x0 >= xl */
5919566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->XL, mfqP->Xhist[0]));
5929566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->solution));
5939566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
5943c859ba3SBarry Smith     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 < lower bound");
595f06e3bfaSBarry Smith 
596a7e14dcfSSatish Balay     /* Check x0 + delta < XU  -- should be able to get around this eventually */
597a7e14dcfSSatish Balay 
5989566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->Xhist[0], mfqP->delta));
5999566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], 1.0, tao->solution));
6009566063dSJacob Faibussowitsch     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU));
6019566063dSJacob Faibussowitsch     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
6023c859ba3SBarry Smith     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 + delta > upper bound");
603a7e14dcfSSatish Balay   }
604a7e14dcfSSatish Balay 
605*9371c9d4SSatish Balay   blasm     = mfqP->m;
606*9371c9d4SSatish Balay   blasn     = mfqP->n;
607*9371c9d4SSatish Balay   blasnpmax = mfqP->npmax;
608ce902467SBarry Smith   for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; ++i) mfqP->H[i] = 0;
609a7e14dcfSSatish Balay 
6109566063dSJacob Faibussowitsch   PetscCall(VecCopy(tao->solution, mfqP->Xhist[0]));
611ce902467SBarry Smith 
612ce902467SBarry Smith   /* This provides enough information to approximate the gradient of the objective */
613ce902467SBarry Smith   /* using a forward difference scheme. */
614ce902467SBarry Smith 
6159566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Initialize simplex; delta = %10.9e\n", (double)mfqP->delta));
6169566063dSJacob Faibussowitsch   PetscCall(pounders_feval(tao, mfqP->Xhist[0], mfqP->Fhist[0], &mfqP->Fres[0]));
617a7e14dcfSSatish Balay   mfqP->minindex = 0;
618a7e14dcfSSatish Balay   minnorm        = mfqP->Fres[0];
619ff2b74efSJason Sarich 
6209566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(mfqP->Xhist[0], &low, &high));
621805332fbSTodd Munson   for (i = 1; i < mfqP->n + 1; ++i) {
6229566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->Xhist[0], mfqP->Xhist[i]));
623ce902467SBarry Smith 
624a7e14dcfSSatish Balay     if (i - 1 >= low && i - 1 < high) {
6259566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[i], &x));
626a7e14dcfSSatish Balay       x[i - 1 - low] += mfqP->delta;
6279566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[i], &x));
628a7e14dcfSSatish Balay     }
629a7e14dcfSSatish Balay     CHKMEMQ;
6309566063dSJacob Faibussowitsch     PetscCall(pounders_feval(tao, mfqP->Xhist[i], mfqP->Fhist[i], &mfqP->Fres[i]));
631a7e14dcfSSatish Balay     if (mfqP->Fres[i] < minnorm) {
632a7e14dcfSSatish Balay       mfqP->minindex = i;
633a7e14dcfSSatish Balay       minnorm        = mfqP->Fres[i];
634a7e14dcfSSatish Balay     }
635a7e14dcfSSatish Balay   }
6369566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
6379566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res));
6389566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Finalize simplex; minnorm = %10.9e\n", (double)minnorm));
639ce902467SBarry Smith 
640a7e14dcfSSatish Balay   /* Gather mpi vecs to one big local vec */
641a7e14dcfSSatish Balay 
642a7e14dcfSSatish Balay   /* Begin serial code */
643a7e14dcfSSatish Balay 
644a7e14dcfSSatish Balay   /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
645a7e14dcfSSatish Balay   /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
646a7e14dcfSSatish Balay   /* (Column oriented for blas calls) */
647a7e14dcfSSatish Balay   ii = 0;
648a7e14dcfSSatish Balay 
64963a3b9bcSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Build matrix: %" PetscInt_FMT "\n", (PetscInt)mfqP->size));
650805332fbSTodd Munson   if (1 == mfqP->size) {
6519566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
652a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
6539566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
6549566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
655a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n + 1; i++) {
656a7e14dcfSSatish Balay       if (i == mfqP->minindex) continue;
657a7e14dcfSSatish Balay 
6589566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[i], &x));
659*9371c9d4SSatish Balay       for (j = 0; j < mfqP->n; j++) { mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta; }
6609566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[i], &x));
661a7e14dcfSSatish Balay 
6629566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Fhist[i], &f));
663*9371c9d4SSatish Balay       for (j = 0; j < mfqP->m; j++) { mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j]; }
6649566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Fhist[i], &f));
66594e8dccaSTodd Munson 
666a7e14dcfSSatish Balay       mfqP->model_indices[ii++] = i;
667a7e14dcfSSatish Balay     }
668*9371c9d4SSatish Balay     for (j = 0; j < mfqP->m; j++) { mfqP->C[j] = fmin[j]; }
6699566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
670a7e14dcfSSatish Balay   } else {
6719566063dSJacob Faibussowitsch     PetscCall(VecSet(mfqP->localxmin, 0));
6729566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD));
6739566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD));
674ce902467SBarry Smith 
6759566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->localxmin, &xmint));
676a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
6779566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->localxmin, &xmint));
678a7e14dcfSSatish Balay 
6799566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD));
6809566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD));
6819566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->localfmin, &fmin));
682a7e14dcfSSatish Balay     for (i = 0; i < mfqP->n + 1; i++) {
683a7e14dcfSSatish Balay       if (i == mfqP->minindex) continue;
684a7e14dcfSSatish Balay 
6859566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD));
6869566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD));
6879566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->localx, &x));
688*9371c9d4SSatish Balay       for (j = 0; j < mfqP->n; j++) { mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta; }
6899566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->localx, &x));
690a7e14dcfSSatish Balay 
6919566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD));
6929566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD));
6939566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->localf, &f));
694*9371c9d4SSatish Balay       for (j = 0; j < mfqP->m; j++) { mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j]; }
6959566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->localf, &f));
69694e8dccaSTodd Munson 
69794e8dccaSTodd Munson       mfqP->model_indices[ii++] = i;
698a7e14dcfSSatish Balay     }
699*9371c9d4SSatish Balay     for (j = 0; j < mfqP->m; j++) { mfqP->C[j] = fmin[j]; }
7009566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(mfqP->localfmin, &fmin));
701a7e14dcfSSatish Balay   }
702a7e14dcfSSatish Balay 
703a7e14dcfSSatish Balay   /* Determine the initial quadratic models */
704a7e14dcfSSatish Balay   /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */
705a7e14dcfSSatish Balay   /* D (nxn) Fdiff (nxm)  => G (nxm) */
706125ddc8aSJason Sarich   blasncopy = blasn;
707792fecdfSBarry Smith   PetscCallBLAS("LAPACKgesv", LAPACKgesv_(&blasn, &blasm, mfqP->Disp, &blasnpmax, mfqP->iwork, mfqP->Fdiff, &blasncopy, &info));
70863a3b9bcSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Linear solve return: %" PetscInt_FMT "\n", (PetscInt)info));
709a7e14dcfSSatish Balay 
7109566063dSJacob Faibussowitsch   PetscCall(pounders_update_res(tao));
711a7e14dcfSSatish Balay 
712a7e14dcfSSatish Balay   valid = PETSC_TRUE;
713a7e14dcfSSatish Balay 
7149566063dSJacob Faibussowitsch   PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
7159566063dSJacob Faibussowitsch   PetscCall(VecAssemblyBegin(tao->gradient));
7169566063dSJacob Faibussowitsch   PetscCall(VecAssemblyEnd(tao->gradient));
7179566063dSJacob Faibussowitsch   PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm));
718a7e14dcfSSatish Balay   gnorm *= mfqP->delta;
7199566063dSJacob Faibussowitsch   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
720763847b4SAlp Dener 
721763847b4SAlp Dener   tao->reason = TAO_CONTINUE_ITERATING;
7229566063dSJacob Faibussowitsch   PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its));
7239566063dSJacob Faibussowitsch   PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step));
724dbbe0bcdSBarry Smith   PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
725763847b4SAlp Dener 
726a7e14dcfSSatish Balay   mfqP->nHist        = mfqP->n + 1;
727a7e14dcfSSatish Balay   mfqP->nmodelpoints = mfqP->n + 1;
7289566063dSJacob Faibussowitsch   PetscCall(PetscInfo(tao, "Initial gradient: %20.19e\n", (double)gnorm));
729a7e14dcfSSatish Balay 
730763847b4SAlp Dener   while (tao->reason == TAO_CONTINUE_ITERATING) {
731a7e14dcfSSatish Balay     PetscReal gnm = 1e-4;
732e1e80dc8SAlp Dener     /* Call general purpose update function */
733dbbe0bcdSBarry Smith     PetscTryTypeMethod(tao, update, tao->niter, tao->user_update);
7348931d482SJason Sarich     tao->niter++;
735ce902467SBarry Smith     /* Solve the subproblem min{Q(s): ||s|| <= 1.0} */
7369566063dSJacob Faibussowitsch     PetscCall(gqtwrap(tao, &gnm, &mdec));
737a7e14dcfSSatish Balay     /* Evaluate the function at the new point */
738a7e14dcfSSatish Balay 
739*9371c9d4SSatish Balay     for (i = 0; i < mfqP->n; i++) { mfqP->work[i] = mfqP->Xsubproblem[i] * mfqP->delta + mfqP->xmin[i]; }
7409566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[mfqP->nHist]));
7419566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[mfqP->nHist]));
7429566063dSJacob Faibussowitsch     PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, mfqP->work, INSERT_VALUES));
7439566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
7449566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
745a7e14dcfSSatish Balay 
7469566063dSJacob Faibussowitsch     PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist]));
747125ddc8aSJason Sarich 
748a7e14dcfSSatish Balay     rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec;
749a7e14dcfSSatish Balay     mfqP->nHist++;
750a7e14dcfSSatish Balay 
751a7e14dcfSSatish Balay     /* Update the center */
752a7e14dcfSSatish Balay     if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid == PETSC_TRUE)) {
753a7e14dcfSSatish Balay       /* Update model to reflect new base point */
754*9371c9d4SSatish Balay       for (i = 0; i < mfqP->n; i++) { mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i]) / mfqP->delta; }
755a7e14dcfSSatish Balay       for (j = 0; j < mfqP->m; j++) {
756a7e14dcfSSatish Balay         /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work';
757a7e14dcfSSatish Balay          G(:,j) = G(:,j) + H(:,:,j)*work' */
758a7e14dcfSSatish Balay         for (k = 0; k < mfqP->n; k++) {
759a7e14dcfSSatish Balay           mfqP->work2[k] = 0.0;
760*9371c9d4SSatish Balay           for (l = 0; l < mfqP->n; l++) { mfqP->work2[k] += mfqP->H[j + mfqP->m * (k + l * mfqP->n)] * mfqP->work[l]; }
761a7e14dcfSSatish Balay         }
762a7e14dcfSSatish Balay         for (i = 0; i < mfqP->n; i++) {
763a7e14dcfSSatish Balay           mfqP->C[j] += mfqP->work[i] * (mfqP->Fdiff[i + mfqP->n * j] + 0.5 * mfqP->work2[i]);
764a7e14dcfSSatish Balay           mfqP->Fdiff[i + mfqP->n * j] += mfqP->work2[i];
765a7e14dcfSSatish Balay         }
766a7e14dcfSSatish Balay       }
767a7e14dcfSSatish Balay       /* Cres += work*Gres + .5*work*Hres*work';
768a7e14dcfSSatish Balay        Gres += Hres*work'; */
769a7e14dcfSSatish Balay 
770792fecdfSBarry Smith       PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &one, mfqP->Hres, &blasn, mfqP->work, &ione, &zero, mfqP->work2, &ione));
771*9371c9d4SSatish Balay       for (i = 0; i < mfqP->n; i++) { mfqP->Gres[i] += mfqP->work2[i]; }
772a7e14dcfSSatish Balay       mfqP->minindex = mfqP->nHist - 1;
773a7e14dcfSSatish Balay       minnorm        = mfqP->Fres[mfqP->minindex];
7749566063dSJacob Faibussowitsch       PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res));
775a7e14dcfSSatish Balay       /* Change current center */
7769566063dSJacob Faibussowitsch       PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
777*9371c9d4SSatish Balay       for (i = 0; i < mfqP->n; i++) { mfqP->xmin[i] = xmint[i]; }
7789566063dSJacob Faibussowitsch       PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
779a7e14dcfSSatish Balay     }
780a7e14dcfSSatish Balay 
781a7e14dcfSSatish Balay     /* Evaluate at a model-improving point if necessary */
782a7e14dcfSSatish Balay     if (valid == PETSC_FALSE) {
783a7e14dcfSSatish Balay       mfqP->q_is_I       = 1;
7848a35fac9SJason Sarich       mfqP->nmodelpoints = 0;
7859566063dSJacob Faibussowitsch       PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1));
786a7e14dcfSSatish Balay       if (mfqP->nmodelpoints < mfqP->n) {
7879566063dSJacob Faibussowitsch         PetscCall(PetscInfo(tao, "Model not valid -- model-improving\n"));
7889566063dSJacob Faibussowitsch         PetscCall(modelimprove(tao, mfqP, 1));
789a7e14dcfSSatish Balay       }
790a7e14dcfSSatish Balay     }
791a7e14dcfSSatish Balay 
792a7e14dcfSSatish Balay     /* Update the trust region radius */
793a7e14dcfSSatish Balay     deltaold = mfqP->delta;
794a7e14dcfSSatish Balay     normxsp  = 0;
795*9371c9d4SSatish Balay     for (i = 0; i < mfqP->n; i++) { normxsp += mfqP->Xsubproblem[i] * mfqP->Xsubproblem[i]; }
796a7e14dcfSSatish Balay     normxsp = PetscSqrtReal(normxsp);
797a7e14dcfSSatish Balay     if (rho >= mfqP->eta1 && normxsp > 0.5 * mfqP->delta) {
798a7e14dcfSSatish Balay       mfqP->delta = PetscMin(mfqP->delta * mfqP->gamma1, mfqP->deltamax);
799a7e14dcfSSatish Balay     } else if (valid == PETSC_TRUE) {
800a7e14dcfSSatish Balay       mfqP->delta = PetscMax(mfqP->delta * mfqP->gamma0, mfqP->deltamin);
801a7e14dcfSSatish Balay     }
802a7e14dcfSSatish Balay 
803a7e14dcfSSatish Balay     /* Compute the next interpolation set */
804a7e14dcfSSatish Balay     mfqP->q_is_I       = 1;
805a7e14dcfSSatish Balay     mfqP->nmodelpoints = 0;
8069566063dSJacob Faibussowitsch     PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c1 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c1));
8079566063dSJacob Faibussowitsch     PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1));
808a7e14dcfSSatish Balay     if (mfqP->nmodelpoints == mfqP->n) {
809a7e14dcfSSatish Balay       valid = PETSC_TRUE;
810a7e14dcfSSatish Balay     } else {
811a7e14dcfSSatish Balay       valid = PETSC_FALSE;
8129566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c2 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c2));
8139566063dSJacob Faibussowitsch       PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c2));
814a7e14dcfSSatish Balay       if (mfqP->n > mfqP->nmodelpoints) {
8159566063dSJacob Faibussowitsch         PetscCall(PetscInfo(tao, "Model not valid -- adding geometry points\n"));
8169566063dSJacob Faibussowitsch         PetscCall(modelimprove(tao, mfqP, mfqP->n - mfqP->nmodelpoints));
817a7e14dcfSSatish Balay       }
818a7e14dcfSSatish Balay     }
819*9371c9d4SSatish Balay     for (i = mfqP->nmodelpoints; i > 0; i--) { mfqP->model_indices[i] = mfqP->model_indices[i - 1]; }
820a7e14dcfSSatish Balay     mfqP->nmodelpoints++;
821a7e14dcfSSatish Balay     mfqP->model_indices[0] = mfqP->minindex;
8229566063dSJacob Faibussowitsch     PetscCall(morepoints(mfqP));
823a7e14dcfSSatish Balay     for (i = 0; i < mfqP->nmodelpoints; i++) {
8249566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Xhist[mfqP->model_indices[i]], &x));
825*9371c9d4SSatish Balay       for (j = 0; j < mfqP->n; j++) { mfqP->Disp[i + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / deltaold; }
8269566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]], &x));
8279566063dSJacob Faibussowitsch       PetscCall(VecGetArray(mfqP->Fhist[mfqP->model_indices[i]], &f));
828a7e14dcfSSatish Balay       for (j = 0; j < mfqP->m; j++) {
829a7e14dcfSSatish Balay         for (k = 0; k < mfqP->n; k++) {
830a7e14dcfSSatish Balay           mfqP->work[k] = 0.0;
831*9371c9d4SSatish Balay           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]; }
832a7e14dcfSSatish Balay         }
833792fecdfSBarry 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]);
834a7e14dcfSSatish Balay       }
8359566063dSJacob Faibussowitsch       PetscCall(VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]], &f));
836a7e14dcfSSatish Balay     }
837a7e14dcfSSatish Balay 
838a7e14dcfSSatish Balay     /* Update the quadratic model */
83963a3b9bcSJacob Faibussowitsch     PetscCall(PetscInfo(tao, "Get Quad, size: %" PetscInt_FMT ", points: %" PetscInt_FMT "\n", mfqP->n, mfqP->nmodelpoints));
8409566063dSJacob Faibussowitsch     PetscCall(getquadpounders(mfqP));
8419566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
842792fecdfSBarry Smith     PetscCallBLAS("BLAScopy", BLAScopy_(&blasm, fmin, &ione, mfqP->C, &ione));
843a7e14dcfSSatish Balay     /* G = G*(delta/deltaold) + Gdel */
844a7e14dcfSSatish Balay     ratio = mfqP->delta / deltaold;
845a7e14dcfSSatish Balay     iblas = blasm * blasn;
846792fecdfSBarry Smith     PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->Fdiff, &ione));
847792fecdfSBarry Smith     PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Gdel, &ione, mfqP->Fdiff, &ione));
848125ddc8aSJason Sarich     /* H = H*(delta/deltaold)^2 + Hdel */
849a7e14dcfSSatish Balay     iblas = blasm * blasn * blasn;
850a7e14dcfSSatish Balay     ratio *= ratio;
851792fecdfSBarry Smith     PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->H, &ione));
852792fecdfSBarry Smith     PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Hdel, &ione, mfqP->H, &ione));
853a7e14dcfSSatish Balay 
854a7e14dcfSSatish Balay     /* Get residuals */
8559566063dSJacob Faibussowitsch     PetscCall(pounders_update_res(tao));
856a7e14dcfSSatish Balay 
857a7e14dcfSSatish Balay     /* Export solution and gradient residual to TAO */
8589566063dSJacob Faibussowitsch     PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
8599566063dSJacob Faibussowitsch     PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
8609566063dSJacob Faibussowitsch     PetscCall(VecAssemblyBegin(tao->gradient));
8619566063dSJacob Faibussowitsch     PetscCall(VecAssemblyEnd(tao->gradient));
8629566063dSJacob Faibussowitsch     PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm));
863a7e14dcfSSatish Balay     gnorm *= mfqP->delta;
864a7e14dcfSSatish Balay     /*  final criticality test */
8659566063dSJacob Faibussowitsch     PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its));
8669566063dSJacob Faibussowitsch     PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step));
867dbbe0bcdSBarry Smith     PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
868ff2b74efSJason Sarich     /* test for repeated model */
869c9376581SJason Sarich     if (mfqP->nmodelpoints == mfqP->last_nmodelpoints) {
870c9376581SJason Sarich       same = PETSC_TRUE;
871c9376581SJason Sarich     } else {
872c9376581SJason Sarich       same = PETSC_FALSE;
873c9376581SJason Sarich     }
874ff2b74efSJason Sarich     for (i = 0; i < mfqP->nmodelpoints; i++) {
875c9376581SJason Sarich       if (same) {
876c9376581SJason Sarich         if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) {
877c9376581SJason Sarich           same = PETSC_TRUE;
878c9376581SJason Sarich         } else {
879c9376581SJason Sarich           same = PETSC_FALSE;
880c9376581SJason Sarich         }
881c9376581SJason Sarich       }
882ff2b74efSJason Sarich       mfqP->last_model_indices[i] = mfqP->model_indices[i];
883ff2b74efSJason Sarich     }
884ff2b74efSJason Sarich     mfqP->last_nmodelpoints = mfqP->nmodelpoints;
885ff2b74efSJason Sarich     if (same && mfqP->delta == deltaold) {
8869566063dSJacob Faibussowitsch       PetscCall(PetscInfo(tao, "Identical model used in successive iterations\n"));
8875d72676cSJason Sarich       tao->reason = TAO_CONVERGED_STEPTOL;
888ff2b74efSJason Sarich     }
889a7e14dcfSSatish Balay   }
890a7e14dcfSSatish Balay   PetscFunctionReturn(0);
891a7e14dcfSSatish Balay }
892a7e14dcfSSatish Balay 
893*9371c9d4SSatish Balay static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) {
894a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
895125ddc8aSJason Sarich   PetscInt      i, j;
896a7e14dcfSSatish Balay   IS            isfloc, isfglob, isxloc, isxglob;
897a7e14dcfSSatish Balay 
898a7e14dcfSSatish Balay   PetscFunctionBegin;
8999566063dSJacob Faibussowitsch   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient));
9009566063dSJacob Faibussowitsch   if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution, &tao->stepdirection));
9019566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->solution, &mfqP->n));
9029566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->ls_res, &mfqP->m));
903a7e14dcfSSatish Balay   mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n);
904*9371c9d4SSatish Balay   if (mfqP->npmax == PETSC_DEFAULT) { mfqP->npmax = 2 * mfqP->n + 1; }
905a7e14dcfSSatish Balay   mfqP->npmax = PetscMin((mfqP->n + 1) * (mfqP->n + 2) / 2, mfqP->npmax);
906a7e14dcfSSatish Balay   mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n + 2);
907a7e14dcfSSatish Balay 
9089566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Xhist));
9099566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fhist));
910a7e14dcfSSatish Balay   for (i = 0; i < mfqP->n + 1; i++) {
9119566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[i]));
9129566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[i]));
913a7e14dcfSSatish Balay   }
9149566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(tao->solution, &mfqP->workxvec));
9159566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(tao->ls_res, &mfqP->workfvec));
916a7e14dcfSSatish Balay   mfqP->nHist = 0;
917a7e14dcfSSatish Balay 
9189566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fres));
9199566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->m, &mfqP->RES));
9209566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work));
9219566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work2));
9229566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work3));
9239566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n + 1), &mfqP->mwork));
9249566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax - mfqP->n - 1, &mfqP->omega));
9259566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2, &mfqP->beta));
9269566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n + 1, &mfqP->alpha));
927a7e14dcfSSatish Balay 
9289566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->H));
9299566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q));
9309566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q_tmp));
9319566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L));
9329566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_tmp));
9339566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_save));
9349566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->N));
9359566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->n + 1), &mfqP->M));
9369566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1), &mfqP->Z));
9379566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau));
9389566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau_tmp));
939a7e14dcfSSatish Balay   mfqP->nmax = PetscMax(5 * mfqP->npmax, mfqP->n * (mfqP->n + 1) / 2);
9409566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxwork));
9419566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxiwork));
9429566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->xmin));
9439566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m, &mfqP->C));
9449566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Fdiff));
9459566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->n, &mfqP->Disp));
9469566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->Gres));
9479566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Hres));
9489566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Gpoints));
9499566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->model_indices));
9509566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->last_model_indices));
9519566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->Xsubproblem));
9529566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Gdel));
9539566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->Hdel));
9549566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n), &mfqP->indices));
9559566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->n, &mfqP->iwork));
9569566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(mfqP->m * mfqP->m, &mfqP->w));
957125ddc8aSJason Sarich   for (i = 0; i < mfqP->m; i++) {
958125ddc8aSJason Sarich     for (j = 0; j < mfqP->m; j++) {
959125ddc8aSJason Sarich       if (i == j) {
960125ddc8aSJason Sarich         mfqP->w[i + mfqP->m * j] = 1.0;
961125ddc8aSJason Sarich       } else {
962125ddc8aSJason Sarich         mfqP->w[i + mfqP->m * j] = 0.0;
963125ddc8aSJason Sarich       }
964125ddc8aSJason Sarich     }
965125ddc8aSJason Sarich   }
966*9371c9d4SSatish Balay   for (i = 0; i < PetscMax(mfqP->m, mfqP->n); i++) { mfqP->indices[i] = i; }
9679566063dSJacob Faibussowitsch   PetscCallMPI(MPI_Comm_size(((PetscObject)tao)->comm, &mfqP->size));
968f40bd260SBarry Smith   if (mfqP->size > 1) {
9699566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localx));
9709566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localxmin));
9719566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localf));
9729566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localfmin));
9739566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxloc));
9749566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxglob));
9759566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfloc));
9769566063dSJacob Faibussowitsch     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfglob));
977a7e14dcfSSatish Balay 
9789566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(tao->solution, isxglob, mfqP->localx, isxloc, &mfqP->scatterx));
9799566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(tao->ls_res, isfglob, mfqP->localf, isfloc, &mfqP->scatterf));
980a7e14dcfSSatish Balay 
9819566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isxloc));
9829566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isxglob));
9839566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isfloc));
9849566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&isfglob));
985a7e14dcfSSatish Balay   }
986a7e14dcfSSatish Balay 
987a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
988a7e14dcfSSatish Balay     KSP ksp;
989a7e14dcfSSatish Balay     PC  pc;
9909566063dSJacob Faibussowitsch     PetscCall(VecCreateSeqWithArray(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Xsubproblem, &mfqP->subx));
9919566063dSJacob Faibussowitsch     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->subxl));
9929566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subb));
9939566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subxu));
9949566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subpdel));
9959566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subndel));
9969566063dSJacob Faibussowitsch     PetscCall(TaoCreate(PETSC_COMM_SELF, &mfqP->subtao));
9979566063dSJacob Faibussowitsch     PetscCall(PetscObjectIncrementTabLevel((PetscObject)mfqP->subtao, (PetscObject)tao, 1));
9989566063dSJacob Faibussowitsch     PetscCall(TaoSetType(mfqP->subtao, TAOBNTR));
9999566063dSJacob Faibussowitsch     PetscCall(TaoSetOptionsPrefix(mfqP->subtao, "pounders_subsolver_"));
10009566063dSJacob Faibussowitsch     PetscCall(TaoSetSolution(mfqP->subtao, mfqP->subx));
10019566063dSJacob Faibussowitsch     PetscCall(TaoSetObjectiveAndGradient(mfqP->subtao, NULL, pounders_fg, (void *)mfqP));
10029566063dSJacob Faibussowitsch     PetscCall(TaoSetMaximumIterations(mfqP->subtao, mfqP->gqt_maxits));
10039566063dSJacob Faibussowitsch     PetscCall(TaoSetFromOptions(mfqP->subtao));
10049566063dSJacob Faibussowitsch     PetscCall(TaoGetKSP(mfqP->subtao, &ksp));
1005a7e14dcfSSatish Balay     if (ksp) {
10069566063dSJacob Faibussowitsch       PetscCall(KSPGetPC(ksp, &pc));
10079566063dSJacob Faibussowitsch       PetscCall(PCSetType(pc, PCNONE));
1008a7e14dcfSSatish Balay     }
10099566063dSJacob Faibussowitsch     PetscCall(TaoSetVariableBounds(mfqP->subtao, mfqP->subxl, mfqP->subxu));
10109566063dSJacob Faibussowitsch     PetscCall(MatCreateSeqDense(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Hres, &mfqP->subH));
10119566063dSJacob Faibussowitsch     PetscCall(TaoSetHessian(mfqP->subtao, mfqP->subH, mfqP->subH, pounders_h, (void *)mfqP));
1012a7e14dcfSSatish Balay   }
1013a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1014a7e14dcfSSatish Balay }
1015a7e14dcfSSatish Balay 
1016*9371c9d4SSatish Balay static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) {
1017a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1018a7e14dcfSSatish Balay   PetscInt      i;
1019a7e14dcfSSatish Balay 
1020a7e14dcfSSatish Balay   PetscFunctionBegin;
1021a7e14dcfSSatish Balay   if (!mfqP->usegqt) {
10229566063dSJacob Faibussowitsch     PetscCall(TaoDestroy(&mfqP->subtao));
10239566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subx));
10249566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subxl));
10259566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subxu));
10269566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subb));
10279566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subpdel));
10289566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->subndel));
10299566063dSJacob Faibussowitsch     PetscCall(MatDestroy(&mfqP->subH));
1030a7e14dcfSSatish Balay   }
10319566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fres));
10329566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->RES));
10339566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work));
10349566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work2));
10359566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->work3));
10369566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->mwork));
10379566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->omega));
10389566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->beta));
10399566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->alpha));
10409566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->H));
10419566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Q));
10429566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Q_tmp));
10439566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L));
10449566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L_tmp));
10459566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->L_save));
10469566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->N));
10479566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->M));
10489566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Z));
10499566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->tau));
10509566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->tau_tmp));
10519566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->npmaxwork));
10529566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->npmaxiwork));
10539566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->xmin));
10549566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->C));
10559566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fdiff));
10569566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Disp));
10579566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gres));
10589566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Hres));
10599566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gpoints));
10609566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->model_indices));
10619566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->last_model_indices));
10629566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Xsubproblem));
10639566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Gdel));
10649566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Hdel));
10659566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->indices));
10669566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->iwork));
10679566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->w));
1068a7e14dcfSSatish Balay   for (i = 0; i < mfqP->nHist; i++) {
10699566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->Xhist[i]));
10709566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->Fhist[i]));
1071a7e14dcfSSatish Balay   }
10729566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&mfqP->workxvec));
10739566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&mfqP->workfvec));
10749566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Xhist));
10759566063dSJacob Faibussowitsch   PetscCall(PetscFree(mfqP->Fhist));
1076a7e14dcfSSatish Balay 
1077f40bd260SBarry Smith   if (mfqP->size > 1) {
10789566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localx));
10799566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localxmin));
10809566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localf));
10819566063dSJacob Faibussowitsch     PetscCall(VecDestroy(&mfqP->localfmin));
1082a7e14dcfSSatish Balay   }
10839566063dSJacob Faibussowitsch   PetscCall(PetscFree(tao->data));
1084a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1085a7e14dcfSSatish Balay }
1086a7e14dcfSSatish Balay 
1087*9371c9d4SSatish Balay static PetscErrorCode TaoSetFromOptions_POUNDERS(Tao tao, PetscOptionItems *PetscOptionsObject) {
1088a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1089a7e14dcfSSatish Balay 
1090a7e14dcfSSatish Balay   PetscFunctionBegin;
1091d0609cedSBarry Smith   PetscOptionsHeadBegin(PetscOptionsObject, "POUNDERS method for least-squares optimization");
10929566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_pounders_delta", "initial delta", "", mfqP->delta, &mfqP->delta0, NULL));
1093ff2b74efSJason Sarich   mfqP->delta = mfqP->delta0;
10949566063dSJacob Faibussowitsch   PetscCall(PetscOptionsInt("-tao_pounders_npmax", "max number of points in model", "", mfqP->npmax, &mfqP->npmax, NULL));
10959566063dSJacob Faibussowitsch   PetscCall(PetscOptionsBool("-tao_pounders_gqt", "use gqt algorithm for subproblem", "", mfqP->usegqt, &mfqP->usegqt, NULL));
1096d0609cedSBarry Smith   PetscOptionsHeadEnd();
1097a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1098a7e14dcfSSatish Balay }
1099a7e14dcfSSatish Balay 
1100*9371c9d4SSatish Balay static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) {
1101a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1102a7e14dcfSSatish Balay   PetscBool     isascii;
1103a7e14dcfSSatish Balay 
1104a7e14dcfSSatish Balay   PetscFunctionBegin;
11059566063dSJacob Faibussowitsch   PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
1106a7e14dcfSSatish Balay   if (isascii) {
11079566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "initial delta: %g\n", (double)mfqP->delta0));
11089566063dSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "final delta: %g\n", (double)mfqP->delta));
110963a3b9bcSJacob Faibussowitsch     PetscCall(PetscViewerASCIIPrintf(viewer, "model points: %" PetscInt_FMT "\n", mfqP->nmodelpoints));
1110a7e14dcfSSatish Balay     if (mfqP->usegqt) {
11119566063dSJacob Faibussowitsch       PetscCall(PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n"));
1112a7e14dcfSSatish Balay     } else {
11139566063dSJacob Faibussowitsch       PetscCall(TaoView(mfqP->subtao, viewer));
1114a7e14dcfSSatish Balay     }
1115a7e14dcfSSatish Balay   }
1116a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1117a7e14dcfSSatish Balay }
11181eb8069cSJason Sarich /*MC
11191eb8069cSJason Sarich   TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares
11201eb8069cSJason Sarich 
11211eb8069cSJason Sarich   Options Database Keys:
11221eb8069cSJason Sarich + -tao_pounders_delta - initial step length
11231eb8069cSJason Sarich . -tao_pounders_npmax - maximum number of points in model
11241eb8069cSJason Sarich - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON
11251eb8069cSJason Sarich 
11261eb8069cSJason Sarich   Level: beginner
11271eb8069cSJason Sarich 
11281eb8069cSJason Sarich M*/
1129a7e14dcfSSatish Balay 
1130*9371c9d4SSatish Balay PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) {
1131a7e14dcfSSatish Balay   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1132a7e14dcfSSatish Balay 
1133a7e14dcfSSatish Balay   PetscFunctionBegin;
1134a7e14dcfSSatish Balay   tao->ops->setup          = TaoSetUp_POUNDERS;
1135a7e14dcfSSatish Balay   tao->ops->solve          = TaoSolve_POUNDERS;
1136a7e14dcfSSatish Balay   tao->ops->view           = TaoView_POUNDERS;
1137a7e14dcfSSatish Balay   tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS;
1138a7e14dcfSSatish Balay   tao->ops->destroy        = TaoDestroy_POUNDERS;
1139a7e14dcfSSatish Balay 
11409566063dSJacob Faibussowitsch   PetscCall(PetscNewLog(tao, &mfqP));
1141a7e14dcfSSatish Balay   tao->data = (void *)mfqP;
11426552cf8aSJason Sarich   /* Override default settings (unless already changed) */
11436552cf8aSJason Sarich   if (!tao->max_it_changed) tao->max_it = 2000;
11446552cf8aSJason Sarich   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
1145f553c655STodd Munson   mfqP->npmax      = PETSC_DEFAULT;
1146ff2b74efSJason Sarich   mfqP->delta0     = 0.1;
1147a7e14dcfSSatish Balay   mfqP->delta      = 0.1;
1148a7e14dcfSSatish Balay   mfqP->deltamax   = 1e3;
1149125ddc8aSJason Sarich   mfqP->deltamin   = 1e-6;
1150a8bd9cb3STodd Munson   mfqP->c2         = 10.0;
1151a7e14dcfSSatish Balay   mfqP->theta1     = 1e-5;
1152a7e14dcfSSatish Balay   mfqP->theta2     = 1e-4;
1153a7e14dcfSSatish Balay   mfqP->gamma0     = 0.5;
1154a7e14dcfSSatish Balay   mfqP->gamma1     = 2.0;
1155a7e14dcfSSatish Balay   mfqP->eta0       = 0.0;
1156a7e14dcfSSatish Balay   mfqP->eta1       = 0.1;
1157f553c655STodd Munson   mfqP->usegqt     = PETSC_FALSE;
1158a7e14dcfSSatish Balay   mfqP->gqt_rtol   = 0.001;
1159a7e14dcfSSatish Balay   mfqP->gqt_maxits = 50;
116083c8fe1dSLisandro Dalcin   mfqP->workxvec   = NULL;
1161a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1162a7e14dcfSSatish Balay }
1163