xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision a7e14dcfba0d07adf6226a919460249440ec94c7)
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