1*a7e14dcfSSatish Balay #include "pounders.h" 2*a7e14dcfSSatish Balay 3*a7e14dcfSSatish Balay #undef __FUNCT__ 4*a7e14dcfSSatish Balay #define __FUNCT__ "pounders_h" 5*a7e14dcfSSatish Balay static PetscErrorCode pounders_h(TaoSolver subtao, Vec v, Mat *H, Mat *Hpre, MatStructure *flag, void *ctx) 6*a7e14dcfSSatish Balay { 7*a7e14dcfSSatish Balay PetscFunctionBegin; 8*a7e14dcfSSatish Balay *flag = SAME_NONZERO_PATTERN; 9*a7e14dcfSSatish Balay PetscFunctionReturn(0); 10*a7e14dcfSSatish Balay } 11*a7e14dcfSSatish Balay #undef __FUNCT__ 12*a7e14dcfSSatish Balay #define __FUNCT__ "pounders_fg" 13*a7e14dcfSSatish Balay static PetscErrorCode pounders_fg(TaoSolver subtao, Vec x, PetscReal *f, Vec g, void *ctx) 14*a7e14dcfSSatish Balay { 15*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; 16*a7e14dcfSSatish Balay PetscReal d1,d2; 17*a7e14dcfSSatish Balay PetscErrorCode ierr; 18*a7e14dcfSSatish Balay PetscFunctionBegin; 19*a7e14dcfSSatish Balay /* g = A*x (add b later)*/ 20*a7e14dcfSSatish Balay ierr = MatMult(mfqP->subH,x,g); CHKERRQ(ierr); 21*a7e14dcfSSatish Balay 22*a7e14dcfSSatish Balay 23*a7e14dcfSSatish Balay /* f = 1/2 * x'*(Ax) + b'*x */ 24*a7e14dcfSSatish Balay ierr = VecDot(x,g,&d1); CHKERRQ(ierr); 25*a7e14dcfSSatish Balay ierr = VecDot(mfqP->subb,x,&d2); CHKERRQ(ierr); 26*a7e14dcfSSatish Balay *f = 0.5 *d1 + d2; 27*a7e14dcfSSatish Balay 28*a7e14dcfSSatish Balay /* now g = g + b */ 29*a7e14dcfSSatish Balay ierr = VecAXPY(g, 1.0, mfqP->subb); CHKERRQ(ierr); 30*a7e14dcfSSatish Balay 31*a7e14dcfSSatish Balay PetscFunctionReturn(0); 32*a7e14dcfSSatish Balay } 33*a7e14dcfSSatish Balay #undef __FUNCT__ 34*a7e14dcfSSatish Balay #define __FUNCT__ "gqtwrap" 35*a7e14dcfSSatish Balay PetscErrorCode gqtwrap(TaoSolver tao,PetscReal *gnorm, PetscReal *qmin) 36*a7e14dcfSSatish Balay { 37*a7e14dcfSSatish Balay PetscErrorCode ierr; 38*a7e14dcfSSatish Balay PetscReal atol=1.0e-10; 39*a7e14dcfSSatish Balay PetscInt info,its; 40*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 41*a7e14dcfSSatish Balay 42*a7e14dcfSSatish Balay PetscFunctionBegin; 43*a7e14dcfSSatish Balay 44*a7e14dcfSSatish Balay if (! mfqP->usegqt) { 45*a7e14dcfSSatish Balay PetscReal maxval; 46*a7e14dcfSSatish Balay PetscInt i,j; 47*a7e14dcfSSatish Balay 48*a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr); 49*a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->subb); CHKERRQ(ierr); 50*a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->subb); CHKERRQ(ierr); 51*a7e14dcfSSatish Balay 52*a7e14dcfSSatish Balay ierr = VecSet(mfqP->subx,0.0); CHKERRQ(ierr); 53*a7e14dcfSSatish Balay 54*a7e14dcfSSatish Balay ierr = VecSet(mfqP->subndel,-mfqP->delta); CHKERRQ(ierr); 55*a7e14dcfSSatish Balay ierr = VecSet(mfqP->subpdel,mfqP->delta); CHKERRQ(ierr); 56*a7e14dcfSSatish Balay 57*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 58*a7e14dcfSSatish Balay for (j=i;j<mfqP->n;j++) { 59*a7e14dcfSSatish Balay mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; 60*a7e14dcfSSatish Balay } 61*a7e14dcfSSatish Balay } 62*a7e14dcfSSatish Balay ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES); 63*a7e14dcfSSatish Balay ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 64*a7e14dcfSSatish Balay ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 65*a7e14dcfSSatish Balay 66*a7e14dcfSSatish Balay ierr = TaoResetStatistics(mfqP->subtao); CHKERRQ(ierr); 67*a7e14dcfSSatish Balay ierr = TaoSetTolerances(mfqP->subtao,PETSC_DEFAULT,PETSC_DEFAULT,*gnorm,*gnorm,PETSC_DEFAULT); CHKERRQ(ierr); 68*a7e14dcfSSatish Balay /* enforce bound constraints -- experimental */ 69*a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 70*a7e14dcfSSatish Balay ierr = VecCopy(tao->XU,mfqP->subxu); CHKERRQ(ierr); 71*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution); CHKERRQ(ierr); 72*a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxu,1.0/mfqP->delta); CHKERRQ(ierr); 73*a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->subxl); CHKERRQ(ierr); 74*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution); CHKERRQ(ierr); 75*a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxl,1.0/mfqP->delta); CHKERRQ(ierr); 76*a7e14dcfSSatish Balay 77*a7e14dcfSSatish Balay ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel); CHKERRQ(ierr); 78*a7e14dcfSSatish Balay ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel); CHKERRQ(ierr); 79*a7e14dcfSSatish Balay } else { 80*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subpdel,mfqP->subxu); CHKERRQ(ierr); 81*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subndel,mfqP->subxl); CHKERRQ(ierr); 82*a7e14dcfSSatish Balay } 83*a7e14dcfSSatish Balay /* Make sure xu > xl */ 84*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr); 85*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr); 86*a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 87*a7e14dcfSSatish Balay if (maxval > 1e-10) { 88*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem"); 89*a7e14dcfSSatish Balay } 90*a7e14dcfSSatish Balay /* Make sure xu > tao->solution > xl */ 91*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr); 92*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr); 93*a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 94*a7e14dcfSSatish Balay if (maxval > 1e-10) { 95*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem"); 96*a7e14dcfSSatish Balay } 97*a7e14dcfSSatish Balay 98*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel); CHKERRQ(ierr); 99*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr); 100*a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 101*a7e14dcfSSatish Balay if (maxval > 1e-10) { 102*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem"); 103*a7e14dcfSSatish Balay } 104*a7e14dcfSSatish Balay 105*a7e14dcfSSatish Balay 106*a7e14dcfSSatish Balay ierr = TaoSolve(mfqP->subtao); CHKERRQ(ierr); 107*a7e14dcfSSatish Balay ierr = TaoGetSolutionStatus(mfqP->subtao,PETSC_NULL,qmin,PETSC_NULL,PETSC_NULL,PETSC_NULL,PETSC_NULL); CHKERRQ(ierr); 108*a7e14dcfSSatish Balay 109*a7e14dcfSSatish Balay /* test bounds post-solution*/ 110*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr); 111*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr); 112*a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 113*a7e14dcfSSatish Balay if (maxval > 1e-5) { 114*a7e14dcfSSatish Balay ierr = PetscInfo(tao,"subproblem solution < lower bound"); CHKERRQ(ierr); 115*a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 116*a7e14dcfSSatish Balay } 117*a7e14dcfSSatish Balay 118*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel); CHKERRQ(ierr); 119*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr); 120*a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 121*a7e14dcfSSatish Balay if (maxval > 1e-5) { 122*a7e14dcfSSatish Balay ierr = PetscInfo(tao,"subproblem solution > upper bound"); 123*a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 124*a7e14dcfSSatish Balay } 125*a7e14dcfSSatish Balay 126*a7e14dcfSSatish Balay 127*a7e14dcfSSatish Balay } else { 128*a7e14dcfSSatish Balay gqt(mfqP->n,mfqP->Hres,mfqP->n,mfqP->Gres,1.0,mfqP->gqt_rtol,atol, 129*a7e14dcfSSatish Balay mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its, 130*a7e14dcfSSatish Balay mfqP->work,mfqP->work2, mfqP->work3); 131*a7e14dcfSSatish Balay /*dgqt_(&mfqP->n,mfqP->Hres,&mfqP->n,mfqP->Gres,&one,&mfqP->gqt_rtol,&atol, 132*a7e14dcfSSatish Balay &mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its, 133*a7e14dcfSSatish Balay mfqP->work,mfqP->work2, mfqP->work3);*/ 134*a7e14dcfSSatish Balay } 135*a7e14dcfSSatish Balay *qmin *= -1; 136*a7e14dcfSSatish Balay PetscFunctionReturn(0); 137*a7e14dcfSSatish Balay } 138*a7e14dcfSSatish Balay 139*a7e14dcfSSatish Balay 140*a7e14dcfSSatish Balay #undef __FUNCT__ 141*a7e14dcfSSatish Balay #define __FUNCT__ "phi2eval" 142*a7e14dcfSSatish Balay PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) { 143*a7e14dcfSSatish 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] */ 144*a7e14dcfSSatish Balay PetscInt i,j,k; 145*a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 146*a7e14dcfSSatish Balay PetscFunctionBegin; 147*a7e14dcfSSatish Balay j=0; 148*a7e14dcfSSatish Balay 149*a7e14dcfSSatish Balay for (i=0;i<n;i++) { 150*a7e14dcfSSatish Balay phi[j] = 0.5 * x[i]*x[i]; 151*a7e14dcfSSatish Balay j++; 152*a7e14dcfSSatish Balay for (k=i+1;k<n;k++) { 153*a7e14dcfSSatish Balay phi[j] = x[i]*x[k]/sqrt2; 154*a7e14dcfSSatish Balay j++; 155*a7e14dcfSSatish Balay } 156*a7e14dcfSSatish Balay 157*a7e14dcfSSatish Balay } 158*a7e14dcfSSatish Balay 159*a7e14dcfSSatish Balay PetscFunctionReturn(0); 160*a7e14dcfSSatish Balay } 161*a7e14dcfSSatish Balay 162*a7e14dcfSSatish Balay #undef __FUNCT__ 163*a7e14dcfSSatish Balay #define __FUNCT__ "getquadpounders" 164*a7e14dcfSSatish Balay PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) { 165*a7e14dcfSSatish Balay /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' 166*a7e14dcfSSatish Balay that satisfies the interpolation conditions Q(X[:,j]) = f(j) 167*a7e14dcfSSatish Balay for j=1,...,m and with a Hessian matrix of least Frobenius norm */ 168*a7e14dcfSSatish Balay 169*a7e14dcfSSatish Balay /* NB --we are ignoring c */ 170*a7e14dcfSSatish Balay PetscInt i,j,k,num,np = mfqP->nmodelpoints; 171*a7e14dcfSSatish Balay PetscReal one = 1.0,zero=0.0,negone=-1.0; 172*a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax; 173*a7e14dcfSSatish Balay PetscBLASInt blasnplus1 = mfqP->n+1; 174*a7e14dcfSSatish Balay PetscBLASInt blasnp = np; 175*a7e14dcfSSatish Balay PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; 176*a7e14dcfSSatish Balay PetscBLASInt blasint2 = np - mfqP->n-1; 177*a7e14dcfSSatish Balay PetscBLASInt blasinfo,ione=1; 178*a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 179*a7e14dcfSSatish Balay 180*a7e14dcfSSatish Balay PetscFunctionBegin; 181*a7e14dcfSSatish Balay 182*a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->m;i++) { 183*a7e14dcfSSatish Balay mfqP->Gdel[i] = 0; 184*a7e14dcfSSatish Balay } 185*a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) { 186*a7e14dcfSSatish Balay mfqP->Hdel[i] = 0; 187*a7e14dcfSSatish Balay } 188*a7e14dcfSSatish Balay 189*a7e14dcfSSatish Balay /* factor M */ 190*a7e14dcfSSatish Balay LAPACKgetrf_(&blasnplus1,&blasnpmax,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&blasinfo); 191*a7e14dcfSSatish Balay if (blasinfo != 0) { 192*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %D\n",blasinfo); 193*a7e14dcfSSatish Balay } 194*a7e14dcfSSatish Balay 195*a7e14dcfSSatish Balay 196*a7e14dcfSSatish Balay if (np == mfqP->n+1) { 197*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax-mfqP->n-1;i++) { 198*a7e14dcfSSatish Balay mfqP->omega[i]=0.0; 199*a7e14dcfSSatish Balay } 200*a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) { 201*a7e14dcfSSatish Balay mfqP->beta[i]=0.0; 202*a7e14dcfSSatish Balay } 203*a7e14dcfSSatish Balay } else { 204*a7e14dcfSSatish Balay /* Let Ltmp = (L'*L) */ 205*a7e14dcfSSatish Balay 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); 206*a7e14dcfSSatish Balay 207*a7e14dcfSSatish Balay /* factor Ltmp */ 208*a7e14dcfSSatish Balay LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&blasinfo); 209*a7e14dcfSSatish Balay if (blasinfo != 0) { 210*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %D\n",blasinfo); 211*a7e14dcfSSatish Balay } 212*a7e14dcfSSatish Balay } 213*a7e14dcfSSatish Balay 214*a7e14dcfSSatish Balay for (k=0;k<mfqP->m;k++) { 215*a7e14dcfSSatish Balay 216*a7e14dcfSSatish Balay if (np != mfqP->n+1) { 217*a7e14dcfSSatish Balay /* Solve L'*L*Omega = Z' * RESk*/ 218*a7e14dcfSSatish Balay BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione); 219*a7e14dcfSSatish Balay 220*a7e14dcfSSatish Balay LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&blasinfo); 221*a7e14dcfSSatish Balay if (blasinfo != 0) { 222*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %D\n",blasinfo); 223*a7e14dcfSSatish Balay } 224*a7e14dcfSSatish Balay 225*a7e14dcfSSatish Balay /* Beta = L*Omega */ 226*a7e14dcfSSatish Balay BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione); 227*a7e14dcfSSatish Balay } 228*a7e14dcfSSatish Balay 229*a7e14dcfSSatish Balay 230*a7e14dcfSSatish Balay /* solve M'*Alpha = RESk - N'*Beta */ 231*a7e14dcfSSatish Balay BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione); 232*a7e14dcfSSatish Balay LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&blasinfo); 233*a7e14dcfSSatish Balay if (blasinfo != 0) { 234*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %D\n",blasinfo); 235*a7e14dcfSSatish Balay } 236*a7e14dcfSSatish Balay 237*a7e14dcfSSatish Balay /* Gdel(:,k) = Alpha(2:n+1) */ 238*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 239*a7e14dcfSSatish Balay mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; 240*a7e14dcfSSatish Balay } 241*a7e14dcfSSatish Balay 242*a7e14dcfSSatish Balay /* Set Hdels */ 243*a7e14dcfSSatish Balay num=0; 244*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 245*a7e14dcfSSatish Balay /* H[i,i,k] = Beta(num) */ 246*a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; 247*a7e14dcfSSatish Balay num++; 248*a7e14dcfSSatish Balay for (j=i+1;j<mfqP->n;j++) { 249*a7e14dcfSSatish Balay /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ 250*a7e14dcfSSatish Balay mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 251*a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 252*a7e14dcfSSatish Balay num++; 253*a7e14dcfSSatish Balay } 254*a7e14dcfSSatish Balay } 255*a7e14dcfSSatish Balay } 256*a7e14dcfSSatish Balay 257*a7e14dcfSSatish Balay PetscFunctionReturn(0); 258*a7e14dcfSSatish Balay } 259*a7e14dcfSSatish Balay 260*a7e14dcfSSatish Balay #undef __FUNCT__ 261*a7e14dcfSSatish Balay #define __FUNCT__ "morepoints" 262*a7e14dcfSSatish Balay PetscErrorCode morepoints(TAO_POUNDERS *mfqP) { 263*a7e14dcfSSatish Balay /* Assumes mfqP->model_indices[0] is minimum index 264*a7e14dcfSSatish Balay Finishes adding points to mfqP->model_indices (up to npmax) 265*a7e14dcfSSatish Balay Computes L,Z,M,N 266*a7e14dcfSSatish Balay np is actual number of points in model (should equal npmax?) */ 267*a7e14dcfSSatish Balay PetscInt point,i,j,offset; 268*a7e14dcfSSatish Balay PetscInt reject; 269*a7e14dcfSSatish Balay PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,blasinfo,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; 270*a7e14dcfSSatish Balay PetscReal *x,normd; 271*a7e14dcfSSatish Balay PetscErrorCode ierr; 272*a7e14dcfSSatish Balay PetscFunctionBegin; 273*a7e14dcfSSatish Balay 274*a7e14dcfSSatish Balay /* Initialize M,N */ 275*a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 276*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 277*a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*i] = 1.0; 278*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 279*a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 280*a7e14dcfSSatish Balay } 281*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 282*a7e14dcfSSatish Balay ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]); CHKERRQ(ierr); 283*a7e14dcfSSatish Balay 284*a7e14dcfSSatish Balay 285*a7e14dcfSSatish Balay 286*a7e14dcfSSatish Balay } 287*a7e14dcfSSatish Balay 288*a7e14dcfSSatish Balay /* Now we add points until we have npmax starting with the most recent ones */ 289*a7e14dcfSSatish Balay point = mfqP->nHist-1; 290*a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 291*a7e14dcfSSatish Balay 292*a7e14dcfSSatish Balay while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { 293*a7e14dcfSSatish Balay /* Reject any points already in the model */ 294*a7e14dcfSSatish Balay reject = 0; 295*a7e14dcfSSatish Balay for (j=0;j<mfqP->n+1;j++) { 296*a7e14dcfSSatish Balay if (point == mfqP->model_indices[j]) { 297*a7e14dcfSSatish Balay reject = 1; 298*a7e14dcfSSatish Balay break; 299*a7e14dcfSSatish Balay } 300*a7e14dcfSSatish Balay } 301*a7e14dcfSSatish Balay 302*a7e14dcfSSatish Balay /* Reject if norm(d) >c2 */ 303*a7e14dcfSSatish Balay if (!reject) { 304*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec); CHKERRQ(ierr); 305*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]); CHKERRQ(ierr); 306*a7e14dcfSSatish Balay ierr = VecNorm(mfqP->workxvec,NORM_2,&normd); CHKERRQ(ierr); 307*a7e14dcfSSatish Balay normd /= mfqP->delta; 308*a7e14dcfSSatish Balay if (normd > mfqP->c2) { 309*a7e14dcfSSatish Balay reject =1; 310*a7e14dcfSSatish Balay } 311*a7e14dcfSSatish Balay } 312*a7e14dcfSSatish Balay if (reject) 313*a7e14dcfSSatish Balay { 314*a7e14dcfSSatish Balay point--; 315*a7e14dcfSSatish Balay continue; 316*a7e14dcfSSatish Balay } 317*a7e14dcfSSatish Balay 318*a7e14dcfSSatish Balay 319*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[point],&x); CHKERRQ(ierr); 320*a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; 321*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 322*a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 323*a7e14dcfSSatish Balay } 324*a7e14dcfSSatish Balay 325*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[point],&x); CHKERRQ(ierr); 326*a7e14dcfSSatish Balay ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]); CHKERRQ(ierr); 327*a7e14dcfSSatish Balay 328*a7e14dcfSSatish Balay /* Update QR factorization */ 329*a7e14dcfSSatish Balay 330*a7e14dcfSSatish Balay /* Copy M' to Q_tmp */ 331*a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 332*a7e14dcfSSatish Balay for (j=0;j<mfqP->npmax;j++) { 333*a7e14dcfSSatish Balay mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; 334*a7e14dcfSSatish Balay } 335*a7e14dcfSSatish Balay } 336*a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints+1; 337*a7e14dcfSSatish Balay /* Q_tmp,R = qr(M') */ 338*a7e14dcfSSatish Balay blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); 339*a7e14dcfSSatish Balay LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&blasinfo); 340*a7e14dcfSSatish Balay 341*a7e14dcfSSatish Balay if (blasinfo != 0) { 342*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %D\n",blasinfo); 343*a7e14dcfSSatish Balay } 344*a7e14dcfSSatish Balay 345*a7e14dcfSSatish Balay /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ 346*a7e14dcfSSatish Balay /* L = N*Qtmp */ 347*a7e14dcfSSatish Balay blasint2 = mfqP->n * (mfqP->n+1) / 2; 348*a7e14dcfSSatish Balay /* Copy N to L_tmp */ 349*a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) { 350*a7e14dcfSSatish Balay mfqP->L_tmp[i]= mfqP->N[i]; 351*a7e14dcfSSatish Balay } 352*a7e14dcfSSatish Balay 353*a7e14dcfSSatish Balay /* Copy L_save to L_tmp */ 354*a7e14dcfSSatish Balay 355*a7e14dcfSSatish Balay /* L_tmp = N*Qtmp' */ 356*a7e14dcfSSatish Balay LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp, 357*a7e14dcfSSatish Balay mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&blasinfo); 358*a7e14dcfSSatish Balay 359*a7e14dcfSSatish Balay if (blasinfo != 0) { 360*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %D\n",blasinfo); 361*a7e14dcfSSatish Balay } 362*a7e14dcfSSatish Balay 363*a7e14dcfSSatish Balay /* Copy L_tmp to L_save */ 364*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 365*a7e14dcfSSatish Balay mfqP->L_save[i] = mfqP->L_tmp[i]; 366*a7e14dcfSSatish Balay } 367*a7e14dcfSSatish Balay 368*a7e14dcfSSatish Balay /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ 369*a7e14dcfSSatish Balay blasint = mfqP->nmodelpoints - mfqP->n; 370*a7e14dcfSSatish Balay LAPACKgesvd_("N","N",&blasint2,&blasint,&mfqP->L_tmp[(mfqP->n+1)*blasint2],&blasint2, 371*a7e14dcfSSatish Balay mfqP->beta,mfqP->work,&blasn,mfqP->work,&blasn,mfqP->npmaxwork,&blasnmax, 372*a7e14dcfSSatish Balay &blasinfo); 373*a7e14dcfSSatish Balay if (blasinfo != 0) { 374*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %D\n",blasinfo); 375*a7e14dcfSSatish Balay } 376*a7e14dcfSSatish Balay 377*a7e14dcfSSatish Balay if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { 378*a7e14dcfSSatish Balay /* accept point */ 379*a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = point; 380*a7e14dcfSSatish Balay /* Copy Q_tmp to Q */ 381*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax* mfqP->npmax;i++) { 382*a7e14dcfSSatish Balay mfqP->Q[i] = mfqP->Q_tmp[i]; 383*a7e14dcfSSatish Balay } 384*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++){ 385*a7e14dcfSSatish Balay mfqP->tau[i] = mfqP->tau_tmp[i]; 386*a7e14dcfSSatish Balay } 387*a7e14dcfSSatish Balay mfqP->nmodelpoints++; 388*a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints+1; 389*a7e14dcfSSatish Balay 390*a7e14dcfSSatish Balay /* Copy L_save to L */ 391*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 392*a7e14dcfSSatish Balay mfqP->L[i] = mfqP->L_save[i]; 393*a7e14dcfSSatish Balay } 394*a7e14dcfSSatish Balay } 395*a7e14dcfSSatish Balay point--; 396*a7e14dcfSSatish Balay 397*a7e14dcfSSatish Balay } 398*a7e14dcfSSatish Balay 399*a7e14dcfSSatish Balay 400*a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints; 401*a7e14dcfSSatish Balay /* Copy Q(:,n+2:np) to Z */ 402*a7e14dcfSSatish Balay /* First set Q_tmp to I */ 403*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax*mfqP->npmax;i++) { 404*a7e14dcfSSatish Balay mfqP->Q_tmp[i] = 0.0; 405*a7e14dcfSSatish Balay } 406*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++) { 407*a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; 408*a7e14dcfSSatish Balay } 409*a7e14dcfSSatish Balay 410*a7e14dcfSSatish Balay /* Q_tmp = I * Q */ 411*a7e14dcfSSatish Balay LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&blasinfo); 412*a7e14dcfSSatish Balay 413*a7e14dcfSSatish Balay if (blasinfo != 0) { 414*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %D\n",blasinfo); 415*a7e14dcfSSatish Balay } 416*a7e14dcfSSatish Balay 417*a7e14dcfSSatish Balay /* Copy Q_tmp(:,n+2:np) to Z) */ 418*a7e14dcfSSatish Balay offset = mfqP->npmax * (mfqP->n+1); 419*a7e14dcfSSatish Balay for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) { 420*a7e14dcfSSatish Balay mfqP->Z[i-offset] = mfqP->Q_tmp[i]; 421*a7e14dcfSSatish Balay } 422*a7e14dcfSSatish Balay 423*a7e14dcfSSatish Balay 424*a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n + 1) { 425*a7e14dcfSSatish Balay /* Set L to I_{n+1} */ 426*a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 427*a7e14dcfSSatish Balay mfqP->L[i] = 0.0; 428*a7e14dcfSSatish Balay } 429*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 430*a7e14dcfSSatish Balay mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; 431*a7e14dcfSSatish Balay } 432*a7e14dcfSSatish Balay 433*a7e14dcfSSatish Balay } 434*a7e14dcfSSatish Balay 435*a7e14dcfSSatish Balay PetscFunctionReturn(0); 436*a7e14dcfSSatish Balay } 437*a7e14dcfSSatish Balay 438*a7e14dcfSSatish Balay #undef __FUNCT__ 439*a7e14dcfSSatish Balay #define __FUNCT__ "addpoint" 440*a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ 441*a7e14dcfSSatish Balay PetscErrorCode addpoint(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt index) 442*a7e14dcfSSatish Balay { 443*a7e14dcfSSatish Balay PetscErrorCode ierr; 444*a7e14dcfSSatish Balay PetscFunctionBegin; 445*a7e14dcfSSatish Balay /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ 446*a7e14dcfSSatish Balay 447*a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 448*a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES); CHKERRQ(ierr); 449*a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 450*a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 451*a7e14dcfSSatish Balay ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]); CHKERRQ(ierr); 452*a7e14dcfSSatish Balay 453*a7e14dcfSSatish Balay /* Project into feasible region */ 454*a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 455*a7e14dcfSSatish Balay ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, 456*a7e14dcfSSatish Balay mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 457*a7e14dcfSSatish Balay } 458*a7e14dcfSSatish Balay 459*a7e14dcfSSatish Balay /* Compute value of new vector */ 460*a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 461*a7e14dcfSSatish Balay CHKMEMQ; 462*a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 463*a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]); CHKERRQ(ierr); 464*a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) { 465*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 466*a7e14dcfSSatish Balay } 467*a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 468*a7e14dcfSSatish Balay 469*a7e14dcfSSatish Balay /* Add new vector to model */ 470*a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; 471*a7e14dcfSSatish Balay mfqP->nmodelpoints++; 472*a7e14dcfSSatish Balay mfqP->nHist++; 473*a7e14dcfSSatish Balay 474*a7e14dcfSSatish Balay 475*a7e14dcfSSatish Balay PetscFunctionReturn(0); 476*a7e14dcfSSatish Balay } 477*a7e14dcfSSatish Balay 478*a7e14dcfSSatish Balay #undef __FUNCT__ 479*a7e14dcfSSatish Balay #define __FUNCT__ "modelimprove" 480*a7e14dcfSSatish Balay PetscErrorCode modelimprove(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) { 481*a7e14dcfSSatish Balay /* modeld = Q(:,np+1:n)' */ 482*a7e14dcfSSatish Balay PetscErrorCode ierr; 483*a7e14dcfSSatish Balay PetscInt i,j,minindex=0; 484*a7e14dcfSSatish Balay PetscReal dp,half=0.5,one=1.0,minvalue=TAO_INFINITY; 485*a7e14dcfSSatish Balay PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; 486*a7e14dcfSSatish Balay PetscBLASInt blas1=1,blasnmax = mfqP->nmax; 487*a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 488*a7e14dcfSSatish Balay 489*a7e14dcfSSatish Balay 490*a7e14dcfSSatish Balay /* Qtmp = I(n x n) */ 491*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 492*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 493*a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; 494*a7e14dcfSSatish Balay } 495*a7e14dcfSSatish Balay } 496*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 497*a7e14dcfSSatish Balay mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; 498*a7e14dcfSSatish Balay } 499*a7e14dcfSSatish Balay 500*a7e14dcfSSatish Balay 501*a7e14dcfSSatish Balay /* Qtmp = Q * I */ 502*a7e14dcfSSatish Balay LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax, 503*a7e14dcfSSatish Balay mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info); 504*a7e14dcfSSatish Balay 505*a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i<mfqP->n;i++) { 506*a7e14dcfSSatish Balay dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1); 507*a7e14dcfSSatish Balay if (dp>0.0) { /* Model says use the other direction! */ 508*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 509*a7e14dcfSSatish Balay mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; 510*a7e14dcfSSatish Balay } 511*a7e14dcfSSatish Balay } 512*a7e14dcfSSatish Balay /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ 513*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 514*a7e14dcfSSatish Balay mfqP->work2[j] = mfqP->Gres[j]; 515*a7e14dcfSSatish Balay } 516*a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn, 517*a7e14dcfSSatish Balay &mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1); 518*a7e14dcfSSatish Balay mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1, 519*a7e14dcfSSatish Balay mfqP->work2,&blas1); 520*a7e14dcfSSatish Balay if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { 521*a7e14dcfSSatish Balay minindex=i; 522*a7e14dcfSSatish Balay minvalue = mfqP->work[i]; 523*a7e14dcfSSatish Balay } 524*a7e14dcfSSatish Balay 525*a7e14dcfSSatish Balay if (addallpoints != 0) { 526*a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,i); CHKERRQ(ierr); 527*a7e14dcfSSatish Balay } 528*a7e14dcfSSatish Balay 529*a7e14dcfSSatish Balay } 530*a7e14dcfSSatish Balay 531*a7e14dcfSSatish Balay if (!addallpoints) { 532*a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,minindex); CHKERRQ(ierr); 533*a7e14dcfSSatish Balay } 534*a7e14dcfSSatish Balay PetscFunctionReturn(0); 535*a7e14dcfSSatish Balay } 536*a7e14dcfSSatish Balay 537*a7e14dcfSSatish Balay 538*a7e14dcfSSatish Balay #undef __FUNCT__ 539*a7e14dcfSSatish Balay #define __FUNCT__ "affpoints" 540*a7e14dcfSSatish Balay PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, 541*a7e14dcfSSatish Balay PetscReal c) { 542*a7e14dcfSSatish Balay PetscInt i,j; 543*a7e14dcfSSatish Balay PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; 544*a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; 545*a7e14dcfSSatish Balay PetscReal proj,normd; 546*a7e14dcfSSatish Balay PetscReal *x; 547*a7e14dcfSSatish Balay PetscErrorCode ierr; 548*a7e14dcfSSatish Balay PetscFunctionBegin; 549*a7e14dcfSSatish Balay 550*a7e14dcfSSatish Balay for (i=mfqP->nHist-1;i>=0;i--) { 551*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 552*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 553*a7e14dcfSSatish Balay mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; 554*a7e14dcfSSatish Balay } 555*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 556*a7e14dcfSSatish Balay BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione); 557*a7e14dcfSSatish Balay normd = BLASnrm2_(&blasn,mfqP->work,&ione); 558*a7e14dcfSSatish Balay if (normd <= c*c) { 559*a7e14dcfSSatish Balay blasj=(mfqP->n - mfqP->nmodelpoints); 560*a7e14dcfSSatish Balay if (!mfqP->q_is_I) { 561*a7e14dcfSSatish Balay /* project D onto null */ 562*a7e14dcfSSatish Balay blask=(mfqP->nmodelpoints); 563*a7e14dcfSSatish Balay LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, 564*a7e14dcfSSatish Balay mfqP->work2,&ione,mfqP->mwork,&blasm,&info); 565*a7e14dcfSSatish Balay 566*a7e14dcfSSatish Balay if (info < 0) { 567*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %D\n",info); 568*a7e14dcfSSatish Balay } 569*a7e14dcfSSatish Balay } 570*a7e14dcfSSatish Balay proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione); 571*a7e14dcfSSatish Balay 572*a7e14dcfSSatish Balay if (proj >= mfqP->theta1) { /* add this index to model */ 573*a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints]=i; 574*a7e14dcfSSatish Balay mfqP->nmodelpoints++; 575*a7e14dcfSSatish Balay BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione); 576*a7e14dcfSSatish Balay blask=mfqP->npmax*(mfqP->nmodelpoints); 577*a7e14dcfSSatish Balay BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione); 578*a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 579*a7e14dcfSSatish Balay blasmaxmn = PetscMax(mfqP->m,mfqP->n); 580*a7e14dcfSSatish Balay LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork, 581*a7e14dcfSSatish Balay &blasmaxmn,&info); 582*a7e14dcfSSatish Balay mfqP->q_is_I = 0; 583*a7e14dcfSSatish Balay if (info < 0) { 584*a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %D\n",info); 585*a7e14dcfSSatish Balay } 586*a7e14dcfSSatish Balay 587*a7e14dcfSSatish Balay 588*a7e14dcfSSatish Balay } 589*a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 590*a7e14dcfSSatish Balay break; 591*a7e14dcfSSatish Balay } 592*a7e14dcfSSatish Balay } 593*a7e14dcfSSatish Balay } 594*a7e14dcfSSatish Balay 595*a7e14dcfSSatish Balay PetscFunctionReturn(0); 596*a7e14dcfSSatish Balay } 597*a7e14dcfSSatish Balay #undef __FUNCT__ 598*a7e14dcfSSatish Balay #define __FUNCT__ "TaoSolve_POUNDERS" 599*a7e14dcfSSatish Balay static PetscErrorCode TaoSolve_POUNDERS(TaoSolver tao) 600*a7e14dcfSSatish Balay { 601*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 602*a7e14dcfSSatish Balay 603*a7e14dcfSSatish Balay PetscInt i,ii,j,k,l,iter=0; 604*a7e14dcfSSatish Balay PetscReal step=1.0; 605*a7e14dcfSSatish Balay TaoSolverTerminationReason reason = TAO_CONTINUE_ITERATING; 606*a7e14dcfSSatish Balay 607*a7e14dcfSSatish Balay PetscInt low,high; 608*a7e14dcfSSatish Balay PetscReal minnorm; 609*a7e14dcfSSatish Balay PetscReal *x,*f,*fmin,*xmint; 610*a7e14dcfSSatish Balay PetscReal cres,deltaold; 611*a7e14dcfSSatish Balay PetscReal gnorm; 612*a7e14dcfSSatish Balay PetscBLASInt info,ione=1,iblas; 613*a7e14dcfSSatish Balay PetscBool valid; 614*a7e14dcfSSatish Balay PetscReal mdec, rho, normxsp; 615*a7e14dcfSSatish Balay PetscReal one=1.0,zero=0.0,ratio; 616*a7e14dcfSSatish Balay PetscBLASInt blasm,blasn,blasnpmax,blasn2; 617*a7e14dcfSSatish Balay PetscErrorCode ierr; 618*a7e14dcfSSatish Balay 619*a7e14dcfSSatish Balay 620*a7e14dcfSSatish Balay /* n = # of parameters 621*a7e14dcfSSatish Balay m = dimension (components) of function */ 622*a7e14dcfSSatish Balay 623*a7e14dcfSSatish Balay PetscFunctionBegin; 624*a7e14dcfSSatish Balay 625*a7e14dcfSSatish Balay if (tao->XL && tao->XU) { 626*a7e14dcfSSatish Balay /* Check x0 <= XU */ 627*a7e14dcfSSatish Balay PetscReal val; 628*a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]); CHKERRQ(ierr); 629*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU); CHKERRQ(ierr); 630*a7e14dcfSSatish Balay ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr); 631*a7e14dcfSSatish Balay if (val > 1e-10) { 632*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound"); 633*a7e14dcfSSatish Balay } 634*a7e14dcfSSatish Balay 635*a7e14dcfSSatish Balay /* Check x0 >= xl */ 636*a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->Xhist[0]); CHKERRQ(ierr); 637*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution); CHKERRQ(ierr); 638*a7e14dcfSSatish Balay ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr); 639*a7e14dcfSSatish Balay if (val > 1e-10) { 640*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound"); 641*a7e14dcfSSatish Balay } 642*a7e14dcfSSatish Balay /* Check x0 + delta < XU -- should be able to get around this eventually */ 643*a7e14dcfSSatish Balay 644*a7e14dcfSSatish Balay ierr = VecSet(mfqP->Xhist[0],mfqP->delta); CHKERRQ(ierr); 645*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution); CHKERRQ(ierr); 646*a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU); CHKERRQ(ierr); 647*a7e14dcfSSatish Balay ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr); 648*a7e14dcfSSatish Balay if (val > 1e-10) { 649*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound"); 650*a7e14dcfSSatish Balay } 651*a7e14dcfSSatish Balay 652*a7e14dcfSSatish Balay } 653*a7e14dcfSSatish Balay 654*a7e14dcfSSatish Balay CHKMEMQ; 655*a7e14dcfSSatish Balay blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; 656*a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0; 657*a7e14dcfSSatish Balay 658*a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]); CHKERRQ(ierr); 659*a7e14dcfSSatish Balay CHKMEMQ; 660*a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,tao->solution,mfqP->Fhist[0]); CHKERRQ(ierr); 661*a7e14dcfSSatish Balay 662*a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[0],NORM_2,&mfqP->Fres[0]); CHKERRQ(ierr); 663*a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[0])) { 664*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 665*a7e14dcfSSatish Balay } 666*a7e14dcfSSatish Balay mfqP->Fres[0]*=mfqP->Fres[0]; 667*a7e14dcfSSatish Balay mfqP->minindex = 0; 668*a7e14dcfSSatish Balay minnorm = mfqP->Fres[0]; 669*a7e14dcfSSatish Balay ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high); CHKERRQ(ierr); 670*a7e14dcfSSatish Balay for (i=1;i<mfqP->n+1;i++) { 671*a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[i]); CHKERRQ(ierr); 672*a7e14dcfSSatish Balay if (i-1 >= low && i-1 < high) { 673*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 674*a7e14dcfSSatish Balay x[i-1-low] += mfqP->delta; 675*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 676*a7e14dcfSSatish Balay } 677*a7e14dcfSSatish Balay CHKMEMQ; 678*a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[i],mfqP->Fhist[i]); CHKERRQ(ierr); 679*a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[i],NORM_2,&mfqP->Fres[i]); CHKERRQ(ierr); 680*a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[i])) { 681*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 682*a7e14dcfSSatish Balay } 683*a7e14dcfSSatish Balay mfqP->Fres[i]*=mfqP->Fres[i]; 684*a7e14dcfSSatish Balay if (mfqP->Fres[i] < minnorm) { 685*a7e14dcfSSatish Balay mfqP->minindex = i; 686*a7e14dcfSSatish Balay minnorm = mfqP->Fres[i]; 687*a7e14dcfSSatish Balay } 688*a7e14dcfSSatish Balay } 689*a7e14dcfSSatish Balay 690*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr); 691*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective); CHKERRQ(ierr); 692*a7e14dcfSSatish Balay /* Gather mpi vecs to one big local vec */ 693*a7e14dcfSSatish Balay 694*a7e14dcfSSatish Balay 695*a7e14dcfSSatish Balay 696*a7e14dcfSSatish Balay /* Begin serial code */ 697*a7e14dcfSSatish Balay 698*a7e14dcfSSatish Balay /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 699*a7e14dcfSSatish Balay /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 700*a7e14dcfSSatish Balay /* (Column oriented for blas calls) */ 701*a7e14dcfSSatish Balay ii=0; 702*a7e14dcfSSatish Balay 703*a7e14dcfSSatish Balay if (mfqP->mpisize == 1) { 704*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 705*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 706*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 707*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr); 708*a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 709*a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 710*a7e14dcfSSatish Balay 711*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 712*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 713*a7e14dcfSSatish Balay mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 714*a7e14dcfSSatish Balay } 715*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 716*a7e14dcfSSatish Balay 717*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[i],&f); CHKERRQ(ierr); 718*a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 719*a7e14dcfSSatish Balay mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 720*a7e14dcfSSatish Balay } 721*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[i],&f); CHKERRQ(ierr); 722*a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 723*a7e14dcfSSatish Balay 724*a7e14dcfSSatish Balay } 725*a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 726*a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 727*a7e14dcfSSatish Balay } 728*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr); 729*a7e14dcfSSatish Balay 730*a7e14dcfSSatish Balay } else { 731*a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 732*a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 733*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localxmin,&xmint); CHKERRQ(ierr); 734*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 735*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localxmin,&mfqP->xmin); CHKERRQ(ierr); 736*a7e14dcfSSatish Balay 737*a7e14dcfSSatish Balay 738*a7e14dcfSSatish Balay 739*a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 740*a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 741*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localfmin,&fmin); CHKERRQ(ierr); 742*a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 743*a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 744*a7e14dcfSSatish Balay 745*a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 746*a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx, 747*a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 748*a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx, 749*a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 750*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localx,&x); CHKERRQ(ierr); 751*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 752*a7e14dcfSSatish Balay mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 753*a7e14dcfSSatish Balay } 754*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localx,&x); CHKERRQ(ierr); 755*a7e14dcfSSatish Balay 756*a7e14dcfSSatish Balay 757*a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf, 758*a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 759*a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf, 760*a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 761*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localf,&f); CHKERRQ(ierr); 762*a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 763*a7e14dcfSSatish Balay mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j]; 764*a7e14dcfSSatish Balay 765*a7e14dcfSSatish Balay } 766*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localf,&f); CHKERRQ(ierr); 767*a7e14dcfSSatish Balay } 768*a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 769*a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 770*a7e14dcfSSatish Balay } 771*a7e14dcfSSatish Balay 772*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localfmin,&fmin); CHKERRQ(ierr); 773*a7e14dcfSSatish Balay 774*a7e14dcfSSatish Balay } 775*a7e14dcfSSatish Balay 776*a7e14dcfSSatish Balay 777*a7e14dcfSSatish Balay /* Determine the initial quadratic models */ 778*a7e14dcfSSatish Balay 779*a7e14dcfSSatish Balay /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ 780*a7e14dcfSSatish Balay /* D (nxn) Fdiff (nxm) => G (nxm) */ 781*a7e14dcfSSatish Balay blasn2 = blasn; 782*a7e14dcfSSatish Balay LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasn2,&info); 783*a7e14dcfSSatish Balay ierr = PetscInfo1(tao,"gesv returned %D\n",info); CHKERRQ(ierr); 784*a7e14dcfSSatish Balay 785*a7e14dcfSSatish Balay cres = minnorm; 786*a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' G (nxm) Fk (m) */ 787*a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione); 788*a7e14dcfSSatish Balay 789*a7e14dcfSSatish Balay /* Hres = G*G' */ 790*a7e14dcfSSatish Balay BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn); 791*a7e14dcfSSatish Balay 792*a7e14dcfSSatish Balay valid = PETSC_TRUE; 793*a7e14dcfSSatish Balay 794*a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr); 795*a7e14dcfSSatish Balay ierr = VecAssemblyBegin(tao->gradient); 796*a7e14dcfSSatish Balay ierr = VecAssemblyEnd(tao->gradient); 797*a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm); CHKERRQ(ierr); 798*a7e14dcfSSatish Balay gnorm *= mfqP->delta; 799*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr); 800*a7e14dcfSSatish Balay ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason); CHKERRQ(ierr); 801*a7e14dcfSSatish Balay mfqP->nHist = mfqP->n+1; 802*a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 803*a7e14dcfSSatish Balay 804*a7e14dcfSSatish Balay while (reason == TAO_CONTINUE_ITERATING) { 805*a7e14dcfSSatish Balay 806*a7e14dcfSSatish Balay PetscReal gnm = 1e-4; 807*a7e14dcfSSatish Balay iter++; 808*a7e14dcfSSatish Balay /* Solve the subproblem min{Q(s): ||s|| <= delta} */ 809*a7e14dcfSSatish Balay ierr = gqtwrap(tao,&gnm,&mdec); CHKERRQ(ierr); 810*a7e14dcfSSatish Balay /* Evaluate the function at the new point */ 811*a7e14dcfSSatish Balay 812*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 813*a7e14dcfSSatish Balay mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; 814*a7e14dcfSSatish Balay } 815*a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 816*a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 817*a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES); CHKERRQ(ierr); 818*a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 819*a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 820*a7e14dcfSSatish Balay 821*a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 822*a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]); CHKERRQ(ierr); 823*a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) { 824*a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 825*a7e14dcfSSatish Balay } 826*a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 827*a7e14dcfSSatish Balay rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; 828*a7e14dcfSSatish Balay mfqP->nHist++; 829*a7e14dcfSSatish Balay 830*a7e14dcfSSatish Balay /* Update the center */ 831*a7e14dcfSSatish Balay if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { 832*a7e14dcfSSatish Balay /* Update model to reflect new base point */ 833*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 834*a7e14dcfSSatish Balay mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; 835*a7e14dcfSSatish Balay } 836*a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 837*a7e14dcfSSatish Balay /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; 838*a7e14dcfSSatish Balay G(:,j) = G(:,j) + H(:,:,j)*work' */ 839*a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 840*a7e14dcfSSatish Balay mfqP->work2[k]=0.0; 841*a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 842*a7e14dcfSSatish Balay mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; 843*a7e14dcfSSatish Balay } 844*a7e14dcfSSatish Balay } 845*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 846*a7e14dcfSSatish Balay mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); 847*a7e14dcfSSatish Balay mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; 848*a7e14dcfSSatish Balay } 849*a7e14dcfSSatish Balay } 850*a7e14dcfSSatish Balay /* Cres += work*Gres + .5*work*Hres*work'; 851*a7e14dcfSSatish Balay Gres += Hres*work'; */ 852*a7e14dcfSSatish Balay 853*a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione, 854*a7e14dcfSSatish Balay &zero,mfqP->work2,&ione); 855*a7e14dcfSSatish Balay for (i=0;j<mfqP->n;j++) { 856*a7e14dcfSSatish Balay cres += mfqP->work[i]*(mfqP->Gres[i] + 0.5*mfqP->work2[i]); 857*a7e14dcfSSatish Balay mfqP->Gres[i] += mfqP->work2[i]; 858*a7e14dcfSSatish Balay } 859*a7e14dcfSSatish Balay mfqP->minindex = mfqP->nHist-1; 860*a7e14dcfSSatish Balay minnorm = mfqP->Fres[mfqP->minindex]; 861*a7e14dcfSSatish Balay /* Change current center */ 862*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 863*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 864*a7e14dcfSSatish Balay mfqP->xmin[i] = xmint[i]; 865*a7e14dcfSSatish Balay } 866*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 867*a7e14dcfSSatish Balay 868*a7e14dcfSSatish Balay 869*a7e14dcfSSatish Balay } 870*a7e14dcfSSatish Balay 871*a7e14dcfSSatish Balay /* Evaluate at a model-improving point if necessary */ 872*a7e14dcfSSatish Balay if (valid == PETSC_FALSE) { 873*a7e14dcfSSatish Balay mfqP->q_is_I = 1; 874*a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1); CHKERRQ(ierr); 875*a7e14dcfSSatish Balay if (mfqP->nmodelpoints < mfqP->n) { 876*a7e14dcfSSatish Balay ierr = PetscInfo(tao,"Model not valid -- model-improving"); 877*a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,1); CHKERRQ(ierr); 878*a7e14dcfSSatish Balay } 879*a7e14dcfSSatish Balay } 880*a7e14dcfSSatish Balay 881*a7e14dcfSSatish Balay 882*a7e14dcfSSatish Balay /* Update the trust region radius */ 883*a7e14dcfSSatish Balay deltaold = mfqP->delta; 884*a7e14dcfSSatish Balay normxsp = 0; 885*a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 886*a7e14dcfSSatish Balay normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; 887*a7e14dcfSSatish Balay } 888*a7e14dcfSSatish Balay normxsp = PetscSqrtReal(normxsp); 889*a7e14dcfSSatish Balay if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { 890*a7e14dcfSSatish Balay mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); 891*a7e14dcfSSatish Balay } else if (valid == PETSC_TRUE) { 892*a7e14dcfSSatish Balay mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); 893*a7e14dcfSSatish Balay } 894*a7e14dcfSSatish Balay 895*a7e14dcfSSatish Balay /* Compute the next interpolation set */ 896*a7e14dcfSSatish Balay mfqP->q_is_I = 1; 897*a7e14dcfSSatish Balay mfqP->nmodelpoints=0; 898*a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1); CHKERRQ(ierr); 899*a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 900*a7e14dcfSSatish Balay valid = PETSC_TRUE; 901*a7e14dcfSSatish Balay } else { 902*a7e14dcfSSatish Balay valid = PETSC_FALSE; 903*a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2); CHKERRQ(ierr); 904*a7e14dcfSSatish Balay if (mfqP->n > mfqP->nmodelpoints) { 905*a7e14dcfSSatish Balay ierr = PetscInfo(tao,"Model not valid -- adding geometry points"); 906*a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints); CHKERRQ(ierr); 907*a7e14dcfSSatish Balay } 908*a7e14dcfSSatish Balay } 909*a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i>0;i--) { 910*a7e14dcfSSatish Balay mfqP->model_indices[i] = mfqP->model_indices[i-1]; 911*a7e14dcfSSatish Balay } 912*a7e14dcfSSatish Balay mfqP->nmodelpoints++; 913*a7e14dcfSSatish Balay mfqP->model_indices[0] = mfqP->minindex; 914*a7e14dcfSSatish Balay ierr = morepoints(mfqP); CHKERRQ(ierr); 915*a7e14dcfSSatish Balay for (i=0;i<mfqP->nmodelpoints;i++) { 916*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 917*a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 918*a7e14dcfSSatish Balay mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; 919*a7e14dcfSSatish Balay } 920*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 921*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f); CHKERRQ(ierr); 922*a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 923*a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 924*a7e14dcfSSatish Balay mfqP->work[k]=0.0; 925*a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 926*a7e14dcfSSatish Balay mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; 927*a7e14dcfSSatish Balay } 928*a7e14dcfSSatish Balay } 929*a7e14dcfSSatish Balay 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]; 930*a7e14dcfSSatish Balay } 931*a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f); CHKERRQ(ierr); 932*a7e14dcfSSatish Balay } 933*a7e14dcfSSatish Balay 934*a7e14dcfSSatish Balay 935*a7e14dcfSSatish Balay /* Update the quadratic model */ 936*a7e14dcfSSatish Balay ierr = getquadpounders(mfqP); CHKERRQ(ierr); 937*a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr); 938*a7e14dcfSSatish Balay BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione); 939*a7e14dcfSSatish Balay /* G = G*(delta/deltaold) + Gdel */ 940*a7e14dcfSSatish Balay ratio = mfqP->delta/deltaold; 941*a7e14dcfSSatish Balay iblas = blasm*blasn; 942*a7e14dcfSSatish Balay BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione); 943*a7e14dcfSSatish Balay BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione); 944*a7e14dcfSSatish Balay /* H = H*(delta/deltaold) + Hdel */ 945*a7e14dcfSSatish Balay iblas = blasm*blasn*blasn; 946*a7e14dcfSSatish Balay ratio *= ratio; 947*a7e14dcfSSatish Balay BLASscal_(&iblas,&ratio,mfqP->H,&ione); 948*a7e14dcfSSatish Balay BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione); 949*a7e14dcfSSatish Balay 950*a7e14dcfSSatish Balay 951*a7e14dcfSSatish Balay /* Get residuals */ 952*a7e14dcfSSatish Balay cres = mfqP->Fres[mfqP->minindex]; 953*a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' */ 954*a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione); 955*a7e14dcfSSatish Balay /* Hres = sum i=1..m {F(xkin,i)*H(:,:,i)} + G*G' */ 956*a7e14dcfSSatish Balay BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->Fdiff,&blasn, 957*a7e14dcfSSatish Balay &zero,mfqP->Hres,&blasn); 958*a7e14dcfSSatish Balay 959*a7e14dcfSSatish Balay iblas = mfqP->n*mfqP->n; 960*a7e14dcfSSatish Balay 961*a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 962*a7e14dcfSSatish Balay BLASaxpy_(&iblas,&fmin[j],&mfqP->H[j],&blasm,mfqP->Hres,&ione); 963*a7e14dcfSSatish Balay } 964*a7e14dcfSSatish Balay 965*a7e14dcfSSatish Balay /* Export solution and gradient residual to TAO */ 966*a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr); 967*a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr); 968*a7e14dcfSSatish Balay ierr = VecAssemblyBegin(tao->gradient); 969*a7e14dcfSSatish Balay ierr = VecAssemblyEnd(tao->gradient); 970*a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm); CHKERRQ(ierr); 971*a7e14dcfSSatish Balay gnorm *= mfqP->delta; 972*a7e14dcfSSatish Balay /* final criticality test */ 973*a7e14dcfSSatish Balay ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason); CHKERRQ(ierr); 974*a7e14dcfSSatish Balay } 975*a7e14dcfSSatish Balay PetscFunctionReturn(0); 976*a7e14dcfSSatish Balay } 977*a7e14dcfSSatish Balay 978*a7e14dcfSSatish Balay #undef __FUNCT__ 979*a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetUp_POUNDERS" 980*a7e14dcfSSatish Balay static PetscErrorCode TaoSetUp_POUNDERS(TaoSolver tao) 981*a7e14dcfSSatish Balay { 982*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 983*a7e14dcfSSatish Balay PetscInt i; 984*a7e14dcfSSatish Balay IS isfloc,isfglob,isxloc,isxglob; 985*a7e14dcfSSatish Balay PetscErrorCode ierr; 986*a7e14dcfSSatish Balay 987*a7e14dcfSSatish Balay PetscFunctionBegin; 988*a7e14dcfSSatish Balay 989*a7e14dcfSSatish Balay if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient); CHKERRQ(ierr); } 990*a7e14dcfSSatish Balay if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection); CHKERRQ(ierr); } 991*a7e14dcfSSatish Balay ierr = VecGetSize(tao->solution,&mfqP->n); CHKERRQ(ierr); 992*a7e14dcfSSatish Balay ierr = VecGetSize(tao->sep_objective,&mfqP->m); CHKERRQ(ierr); 993*a7e14dcfSSatish Balay mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); 994*a7e14dcfSSatish Balay if (mfqP->npmax == PETSC_DEFAULT) { 995*a7e14dcfSSatish Balay mfqP->npmax = 2*mfqP->n + 1; 996*a7e14dcfSSatish Balay } 997*a7e14dcfSSatish Balay mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); 998*a7e14dcfSSatish Balay mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); 999*a7e14dcfSSatish Balay 1000*a7e14dcfSSatish Balay ierr = PetscMalloc((tao->max_funcs+10)*sizeof(Vec),&mfqP->Xhist); CHKERRQ(ierr); 1001*a7e14dcfSSatish Balay ierr = PetscMalloc((tao->max_funcs+10)*sizeof(Vec),&mfqP->Fhist); CHKERRQ(ierr); 1002*a7e14dcfSSatish Balay for (i=0;i<mfqP->n +1;i++) { 1003*a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]); CHKERRQ(ierr); 1004*a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]); CHKERRQ(ierr); 1005*a7e14dcfSSatish Balay } 1006*a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->workxvec); CHKERRQ(ierr); 1007*a7e14dcfSSatish Balay mfqP->nHist = 0; 1008*a7e14dcfSSatish Balay 1009*a7e14dcfSSatish Balay ierr = PetscMalloc((tao->max_funcs+10)*sizeof(PetscReal),&mfqP->Fres); CHKERRQ(ierr); 1010*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->m*sizeof(PetscReal),&mfqP->RES); CHKERRQ(ierr); 1011*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work); CHKERRQ(ierr); 1012*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work2); CHKERRQ(ierr); 1013*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work3); CHKERRQ(ierr); 1014*a7e14dcfSSatish Balay ierr = PetscMalloc(PetscMax(mfqP->m,mfqP->n+1)*sizeof(PetscReal),&mfqP->mwork); CHKERRQ(ierr); 1015*a7e14dcfSSatish Balay ierr = PetscMalloc((mfqP->npmax - mfqP->n - 1)*sizeof(PetscReal),&mfqP->omega); CHKERRQ(ierr); 1016*a7e14dcfSSatish Balay ierr = PetscMalloc((mfqP->n * (mfqP->n+1) / 2)*sizeof(PetscReal),&mfqP->beta); CHKERRQ(ierr); 1017*a7e14dcfSSatish Balay ierr = PetscMalloc((mfqP->n + 1) *sizeof(PetscReal),&mfqP->alpha); CHKERRQ(ierr); 1018*a7e14dcfSSatish Balay 1019*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*mfqP->m*sizeof(PetscReal),&mfqP->H); CHKERRQ(ierr); 1020*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->npmax*sizeof(PetscReal),&mfqP->Q); CHKERRQ(ierr); 1021*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->npmax*sizeof(PetscReal),&mfqP->Q_tmp); CHKERRQ(ierr); 1022*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L); CHKERRQ(ierr); 1023*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L_tmp); CHKERRQ(ierr); 1024*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L_save); CHKERRQ(ierr); 1025*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->N); CHKERRQ(ierr); 1026*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax * (mfqP->n+1) * sizeof(PetscReal),&mfqP->M); CHKERRQ(ierr); 1027*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) * sizeof(PetscReal), &mfqP->Z); CHKERRQ(ierr); 1028*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*sizeof(PetscReal),&mfqP->tau); CHKERRQ(ierr); 1029*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*sizeof(PetscReal),&mfqP->tau_tmp); CHKERRQ(ierr); 1030*a7e14dcfSSatish Balay mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); 1031*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->nmax*sizeof(PetscReal),&mfqP->npmaxwork); CHKERRQ(ierr); 1032*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->nmax*sizeof(PetscBLASInt),&mfqP->npmaxiwork); CHKERRQ(ierr); 1033*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->xmin); CHKERRQ(ierr); 1034*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->m*sizeof(PetscReal),&mfqP->C); CHKERRQ(ierr); 1035*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->m*mfqP->n*sizeof(PetscReal),&mfqP->Fdiff); CHKERRQ(ierr); 1036*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->n*sizeof(PetscReal),&mfqP->Disp); CHKERRQ(ierr); 1037*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->Gres); CHKERRQ(ierr); 1038*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*sizeof(PetscReal),&mfqP->Hres); CHKERRQ(ierr); 1039*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*sizeof(PetscReal),&mfqP->Gpoints); CHKERRQ(ierr); 1040*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*sizeof(PetscInt),&mfqP->model_indices); CHKERRQ(ierr); 1041*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->Xsubproblem); CHKERRQ(ierr); 1042*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->m*mfqP->n*sizeof(PetscReal),&mfqP->Gdel); CHKERRQ(ierr); 1043*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*mfqP->m*sizeof(PetscReal), &mfqP->Hdel); CHKERRQ(ierr); 1044*a7e14dcfSSatish Balay ierr = PetscMalloc(PetscMax(mfqP->m,mfqP->n)*sizeof(PetscInt),&mfqP->indices); CHKERRQ(ierr); 1045*a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscBLASInt),&mfqP->iwork); CHKERRQ(ierr); 1046*a7e14dcfSSatish Balay for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) { 1047*a7e14dcfSSatish Balay mfqP->indices[i] = i; 1048*a7e14dcfSSatish Balay } 1049*a7e14dcfSSatish Balay ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->mpisize); CHKERRQ(ierr); 1050*a7e14dcfSSatish Balay if (mfqP->mpisize > 1) { 1051*a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx); CHKERRQ(ierr); 1052*a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin); CHKERRQ(ierr); 1053*a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf); CHKERRQ(ierr); 1054*a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin); CHKERRQ(ierr); 1055*a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc); CHKERRQ(ierr); 1056*a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob); CHKERRQ(ierr); 1057*a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc); CHKERRQ(ierr); 1058*a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob); CHKERRQ(ierr); 1059*a7e14dcfSSatish Balay 1060*a7e14dcfSSatish Balay 1061*a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx); CHKERRQ(ierr); 1062*a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf); CHKERRQ(ierr); 1063*a7e14dcfSSatish Balay 1064*a7e14dcfSSatish Balay ierr = ISDestroy(&isxloc); CHKERRQ(ierr); 1065*a7e14dcfSSatish Balay ierr = ISDestroy(&isxglob); CHKERRQ(ierr); 1066*a7e14dcfSSatish Balay ierr = ISDestroy(&isfloc); CHKERRQ(ierr); 1067*a7e14dcfSSatish Balay ierr = ISDestroy(&isfglob); CHKERRQ(ierr); 1068*a7e14dcfSSatish Balay 1069*a7e14dcfSSatish Balay } 1070*a7e14dcfSSatish Balay 1071*a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1072*a7e14dcfSSatish Balay KSP ksp; 1073*a7e14dcfSSatish Balay PC pc; 1074*a7e14dcfSSatish Balay ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx); CHKERRQ(ierr); 1075*a7e14dcfSSatish Balay ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl); CHKERRQ(ierr); 1076*a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subb); CHKERRQ(ierr); 1077*a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu); CHKERRQ(ierr); 1078*a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel); CHKERRQ(ierr); 1079*a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel); CHKERRQ(ierr); 1080*a7e14dcfSSatish Balay ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao); CHKERRQ(ierr); 1081*a7e14dcfSSatish Balay //ierr = TaoSetType(mfqP->subtao,"tao_bqpip"); CHKERRQ(ierr); 1082*a7e14dcfSSatish Balay ierr = TaoSetType(mfqP->subtao,"tao_tron"); CHKERRQ(ierr); 1083*a7e14dcfSSatish Balay ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_"); CHKERRQ(ierr); 1084*a7e14dcfSSatish Balay ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx); CHKERRQ(ierr); 1085*a7e14dcfSSatish Balay ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP); CHKERRQ(ierr); 1086*a7e14dcfSSatish Balay ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits); CHKERRQ(ierr); 1087*a7e14dcfSSatish Balay ierr = TaoGetKSP(mfqP->subtao,&ksp); CHKERRQ(ierr); 1088*a7e14dcfSSatish Balay if (ksp) { 1089*a7e14dcfSSatish Balay ierr = KSPGetPC(ksp,&pc); CHKERRQ(ierr); 1090*a7e14dcfSSatish Balay ierr = PCSetType(pc,PCNONE); CHKERRQ(ierr); 1091*a7e14dcfSSatish Balay } 1092*a7e14dcfSSatish Balay ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu); CHKERRQ(ierr); 1093*a7e14dcfSSatish Balay ierr = TaoSetFromOptions(mfqP->subtao); CHKERRQ(ierr); 1094*a7e14dcfSSatish Balay ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH); CHKERRQ(ierr); 1095*a7e14dcfSSatish Balay ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP); CHKERRQ(ierr); 1096*a7e14dcfSSatish Balay 1097*a7e14dcfSSatish Balay } 1098*a7e14dcfSSatish Balay PetscFunctionReturn(0); 1099*a7e14dcfSSatish Balay } 1100*a7e14dcfSSatish Balay 1101*a7e14dcfSSatish Balay #undef __FUNCT__ 1102*a7e14dcfSSatish Balay #define __FUNCT__ "TaoDestroy_POUNDERS" 1103*a7e14dcfSSatish Balay static PetscErrorCode TaoDestroy_POUNDERS(TaoSolver tao) 1104*a7e14dcfSSatish Balay { 1105*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1106*a7e14dcfSSatish Balay PetscInt i; 1107*a7e14dcfSSatish Balay PetscErrorCode ierr; 1108*a7e14dcfSSatish Balay 1109*a7e14dcfSSatish Balay 1110*a7e14dcfSSatish Balay PetscFunctionBegin; 1111*a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1112*a7e14dcfSSatish Balay ierr = TaoDestroy(&mfqP->subtao); CHKERRQ(ierr); 1113*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subx); CHKERRQ(ierr); 1114*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxl); CHKERRQ(ierr); 1115*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxu); CHKERRQ(ierr); 1116*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subb); CHKERRQ(ierr); 1117*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subpdel); CHKERRQ(ierr); 1118*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subndel); CHKERRQ(ierr); 1119*a7e14dcfSSatish Balay ierr = MatDestroy(&mfqP->subH); CHKERRQ(ierr); 1120*a7e14dcfSSatish Balay } 1121*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fres); CHKERRQ(ierr); 1122*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->RES); CHKERRQ(ierr); 1123*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work); CHKERRQ(ierr); 1124*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work2); CHKERRQ(ierr); 1125*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work3); CHKERRQ(ierr); 1126*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->mwork); CHKERRQ(ierr); 1127*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->omega); CHKERRQ(ierr); 1128*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->beta); CHKERRQ(ierr); 1129*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->alpha); CHKERRQ(ierr); 1130*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->H); CHKERRQ(ierr); 1131*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q); CHKERRQ(ierr); 1132*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q_tmp); CHKERRQ(ierr); 1133*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L); CHKERRQ(ierr); 1134*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_tmp); CHKERRQ(ierr); 1135*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_save); CHKERRQ(ierr); 1136*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->N); CHKERRQ(ierr); 1137*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->M); CHKERRQ(ierr); 1138*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Z); CHKERRQ(ierr); 1139*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau); CHKERRQ(ierr); 1140*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau_tmp); CHKERRQ(ierr); 1141*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxwork); CHKERRQ(ierr); 1142*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxiwork); CHKERRQ(ierr); 1143*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->xmin); CHKERRQ(ierr); 1144*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->C); CHKERRQ(ierr); 1145*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fdiff); CHKERRQ(ierr); 1146*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Disp); CHKERRQ(ierr); 1147*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gres); CHKERRQ(ierr); 1148*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hres); CHKERRQ(ierr); 1149*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gpoints); CHKERRQ(ierr); 1150*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->model_indices); CHKERRQ(ierr); 1151*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xsubproblem); CHKERRQ(ierr); 1152*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gdel); CHKERRQ(ierr); 1153*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hdel); CHKERRQ(ierr); 1154*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->indices); CHKERRQ(ierr); 1155*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->iwork); CHKERRQ(ierr); 1156*a7e14dcfSSatish Balay 1157*a7e14dcfSSatish Balay for (i=0;i<mfqP->nHist;i++) { 1158*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Xhist[i]); CHKERRQ(ierr); 1159*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Fhist[i]); CHKERRQ(ierr); 1160*a7e14dcfSSatish Balay } 1161*a7e14dcfSSatish Balay if (mfqP->workxvec) { 1162*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->workxvec); CHKERRQ(ierr); 1163*a7e14dcfSSatish Balay } 1164*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xhist); CHKERRQ(ierr); 1165*a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fhist); CHKERRQ(ierr); 1166*a7e14dcfSSatish Balay 1167*a7e14dcfSSatish Balay if (mfqP->mpisize > 1) { 1168*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localx); CHKERRQ(ierr); 1169*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localxmin); CHKERRQ(ierr); 1170*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localf); CHKERRQ(ierr); 1171*a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localfmin); CHKERRQ(ierr); 1172*a7e14dcfSSatish Balay } 1173*a7e14dcfSSatish Balay 1174*a7e14dcfSSatish Balay 1175*a7e14dcfSSatish Balay 1176*a7e14dcfSSatish Balay if (tao->data) { 1177*a7e14dcfSSatish Balay ierr = PetscFree(tao->data); CHKERRQ(ierr); 1178*a7e14dcfSSatish Balay } 1179*a7e14dcfSSatish Balay tao->data = PETSC_NULL; 1180*a7e14dcfSSatish Balay PetscFunctionReturn(0); 1181*a7e14dcfSSatish Balay } 1182*a7e14dcfSSatish Balay 1183*a7e14dcfSSatish Balay #undef __FUNCT__ 1184*a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetFromOptions_POUNDERS" 1185*a7e14dcfSSatish Balay static PetscErrorCode TaoSetFromOptions_POUNDERS(TaoSolver tao) 1186*a7e14dcfSSatish Balay { 1187*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1188*a7e14dcfSSatish Balay PetscErrorCode ierr; 1189*a7e14dcfSSatish Balay 1190*a7e14dcfSSatish Balay PetscFunctionBegin; 1191*a7e14dcfSSatish Balay ierr = PetscOptionsHead("POUNDERS method for least-squares optimization"); CHKERRQ(ierr); 1192*a7e14dcfSSatish Balay ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta,0); CHKERRQ(ierr); 1193*a7e14dcfSSatish Balay mfqP->npmax = PETSC_DEFAULT; 1194*a7e14dcfSSatish Balay ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,0); CHKERRQ(ierr); 1195*a7e14dcfSSatish Balay mfqP->usegqt = PETSC_FALSE; 1196*a7e14dcfSSatish Balay ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,0); CHKERRQ(ierr); 1197*a7e14dcfSSatish Balay ierr = PetscOptionsTail(); CHKERRQ(ierr); 1198*a7e14dcfSSatish Balay PetscFunctionReturn(0); 1199*a7e14dcfSSatish Balay } 1200*a7e14dcfSSatish Balay 1201*a7e14dcfSSatish Balay #undef __FUNCT__ 1202*a7e14dcfSSatish Balay #define __FUNCT__ "TaoView_POUNDERS" 1203*a7e14dcfSSatish Balay static PetscErrorCode TaoView_POUNDERS(TaoSolver tao, PetscViewer viewer) 1204*a7e14dcfSSatish Balay { 1205*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 1206*a7e14dcfSSatish Balay PetscBool isascii; 1207*a7e14dcfSSatish Balay PetscErrorCode ierr; 1208*a7e14dcfSSatish Balay 1209*a7e14dcfSSatish Balay PetscFunctionBegin; 1210*a7e14dcfSSatish Balay 1211*a7e14dcfSSatish Balay ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 1212*a7e14dcfSSatish Balay if (isascii) { 1213*a7e14dcfSSatish Balay ierr = PetscViewerASCIIPushTab(viewer); CHKERRQ(ierr); 1214*a7e14dcfSSatish Balay if (mfqP->usegqt) { 1215*a7e14dcfSSatish Balay ierr = PetscViewerASCIIPrintf(viewer, "Subproblem solver: gqt\n"); 1216*a7e14dcfSSatish Balay } else { 1217*a7e14dcfSSatish Balay ierr = PetscViewerASCIIPrintf(viewer, "Subproblem solver: tron\n"); 1218*a7e14dcfSSatish Balay } 1219*a7e14dcfSSatish Balay ierr = PetscViewerASCIIPopTab(viewer); CHKERRQ(ierr); 1220*a7e14dcfSSatish Balay } else { 1221*a7e14dcfSSatish Balay SETERRQ1(((PetscObject)tao)->comm,PETSC_ERR_SUP,"Viewer type %s not supported for TAO NLS",((PetscObject)viewer)->type_name); 1222*a7e14dcfSSatish Balay } 1223*a7e14dcfSSatish Balay PetscFunctionReturn(0); 1224*a7e14dcfSSatish Balay } 1225*a7e14dcfSSatish Balay 1226*a7e14dcfSSatish Balay EXTERN_C_BEGIN 1227*a7e14dcfSSatish Balay #undef __FUNCT__ 1228*a7e14dcfSSatish Balay #define __FUNCT__ "TaoCreate_POUNDERS" 1229*a7e14dcfSSatish Balay PetscErrorCode TaoCreate_POUNDERS(TaoSolver tao) 1230*a7e14dcfSSatish Balay { 1231*a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1232*a7e14dcfSSatish Balay PetscErrorCode ierr; 1233*a7e14dcfSSatish Balay 1234*a7e14dcfSSatish Balay PetscFunctionBegin; 1235*a7e14dcfSSatish Balay 1236*a7e14dcfSSatish Balay tao->ops->setup = TaoSetUp_POUNDERS; 1237*a7e14dcfSSatish Balay tao->ops->solve = TaoSolve_POUNDERS; 1238*a7e14dcfSSatish Balay tao->ops->view = TaoView_POUNDERS; 1239*a7e14dcfSSatish Balay tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; 1240*a7e14dcfSSatish Balay tao->ops->destroy = TaoDestroy_POUNDERS; 1241*a7e14dcfSSatish Balay 1242*a7e14dcfSSatish Balay 1243*a7e14dcfSSatish Balay ierr = PetscNewLog(tao, TAO_POUNDERS, &mfqP); CHKERRQ(ierr); 1244*a7e14dcfSSatish Balay tao->data = (void*)mfqP; 1245*a7e14dcfSSatish Balay tao->max_it = 2000; 1246*a7e14dcfSSatish Balay tao->max_funcs = 4000; 1247*a7e14dcfSSatish Balay tao->fatol = 1e-8; 1248*a7e14dcfSSatish Balay tao->frtol = 1e-8; 1249*a7e14dcfSSatish Balay mfqP->delta = 0.1; 1250*a7e14dcfSSatish Balay mfqP->deltamax=1e3; 1251*a7e14dcfSSatish Balay mfqP->deltamin=1e-6; 1252*a7e14dcfSSatish Balay mfqP->c2 = 100.0; 1253*a7e14dcfSSatish Balay mfqP->theta1=1e-5; 1254*a7e14dcfSSatish Balay mfqP->theta2=1e-4; 1255*a7e14dcfSSatish Balay mfqP->gamma0=0.5; 1256*a7e14dcfSSatish Balay mfqP->gamma1=2.0; 1257*a7e14dcfSSatish Balay mfqP->eta0 = 0.0; 1258*a7e14dcfSSatish Balay mfqP->eta1 = 0.1; 1259*a7e14dcfSSatish Balay mfqP->gqt_rtol = 0.001; 1260*a7e14dcfSSatish Balay mfqP->gqt_maxits = 50; 1261*a7e14dcfSSatish Balay mfqP->workxvec = 0; 1262*a7e14dcfSSatish Balay PetscFunctionReturn(0); 1263*a7e14dcfSSatish Balay } 1264*a7e14dcfSSatish Balay EXTERN_C_END 1265*a7e14dcfSSatish Balay 1266