1a7e14dcfSSatish Balay #include "pounders.h" 2a7e14dcfSSatish Balay 3a7e14dcfSSatish Balay #undef __FUNCT__ 4a7e14dcfSSatish Balay #define __FUNCT__ "pounders_h" 5a7e14dcfSSatish Balay static PetscErrorCode pounders_h(TaoSolver subtao, Vec v, Mat *H, Mat *Hpre, MatStructure *flag, void *ctx) 6a7e14dcfSSatish Balay { 7a7e14dcfSSatish Balay PetscFunctionBegin; 8a7e14dcfSSatish Balay *flag = SAME_NONZERO_PATTERN; 9a7e14dcfSSatish Balay PetscFunctionReturn(0); 10a7e14dcfSSatish Balay } 11a7e14dcfSSatish Balay #undef __FUNCT__ 12a7e14dcfSSatish Balay #define __FUNCT__ "pounders_fg" 13a7e14dcfSSatish Balay static PetscErrorCode pounders_fg(TaoSolver subtao, Vec x, PetscReal *f, Vec g, void *ctx) 14a7e14dcfSSatish Balay { 15a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; 16a7e14dcfSSatish Balay PetscReal d1,d2; 17a7e14dcfSSatish Balay PetscErrorCode ierr; 18a7e14dcfSSatish Balay PetscFunctionBegin; 19a7e14dcfSSatish Balay /* g = A*x (add b later)*/ 20a7e14dcfSSatish Balay ierr = MatMult(mfqP->subH,x,g); CHKERRQ(ierr); 21a7e14dcfSSatish Balay 22a7e14dcfSSatish Balay 23a7e14dcfSSatish Balay /* f = 1/2 * x'*(Ax) + b'*x */ 24a7e14dcfSSatish Balay ierr = VecDot(x,g,&d1); CHKERRQ(ierr); 25a7e14dcfSSatish Balay ierr = VecDot(mfqP->subb,x,&d2); CHKERRQ(ierr); 26a7e14dcfSSatish Balay *f = 0.5 *d1 + d2; 27a7e14dcfSSatish Balay 28a7e14dcfSSatish Balay /* now g = g + b */ 29a7e14dcfSSatish Balay ierr = VecAXPY(g, 1.0, mfqP->subb); CHKERRQ(ierr); 30a7e14dcfSSatish Balay 31a7e14dcfSSatish Balay PetscFunctionReturn(0); 32a7e14dcfSSatish Balay } 33a7e14dcfSSatish Balay #undef __FUNCT__ 34a7e14dcfSSatish Balay #define __FUNCT__ "gqtwrap" 35a7e14dcfSSatish Balay PetscErrorCode gqtwrap(TaoSolver tao,PetscReal *gnorm, PetscReal *qmin) 36a7e14dcfSSatish Balay { 37a7e14dcfSSatish Balay PetscErrorCode ierr; 38a7e14dcfSSatish Balay PetscReal atol=1.0e-10; 39a7e14dcfSSatish Balay PetscInt info,its; 40a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 41a7e14dcfSSatish Balay 42a7e14dcfSSatish Balay PetscFunctionBegin; 43a7e14dcfSSatish Balay 44a7e14dcfSSatish Balay if (! mfqP->usegqt) { 45a7e14dcfSSatish Balay PetscReal maxval; 46a7e14dcfSSatish Balay PetscInt i,j; 47a7e14dcfSSatish Balay 48a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr); 49a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->subb); CHKERRQ(ierr); 50a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->subb); CHKERRQ(ierr); 51a7e14dcfSSatish Balay 52a7e14dcfSSatish Balay ierr = VecSet(mfqP->subx,0.0); CHKERRQ(ierr); 53a7e14dcfSSatish Balay 54a7e14dcfSSatish Balay ierr = VecSet(mfqP->subndel,-mfqP->delta); CHKERRQ(ierr); 55a7e14dcfSSatish Balay ierr = VecSet(mfqP->subpdel,mfqP->delta); CHKERRQ(ierr); 56a7e14dcfSSatish Balay 57a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 58a7e14dcfSSatish Balay for (j=i;j<mfqP->n;j++) { 59a7e14dcfSSatish Balay mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; 60a7e14dcfSSatish Balay } 61a7e14dcfSSatish Balay } 62a7e14dcfSSatish Balay ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES); 63a7e14dcfSSatish Balay ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 64a7e14dcfSSatish Balay ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY); CHKERRQ(ierr); 65a7e14dcfSSatish Balay 66a7e14dcfSSatish Balay ierr = TaoResetStatistics(mfqP->subtao); CHKERRQ(ierr); 67a7e14dcfSSatish Balay ierr = TaoSetTolerances(mfqP->subtao,PETSC_DEFAULT,PETSC_DEFAULT,*gnorm,*gnorm,PETSC_DEFAULT); CHKERRQ(ierr); 68a7e14dcfSSatish Balay /* enforce bound constraints -- experimental */ 69a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 70a7e14dcfSSatish Balay ierr = VecCopy(tao->XU,mfqP->subxu); CHKERRQ(ierr); 71a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution); CHKERRQ(ierr); 72a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxu,1.0/mfqP->delta); CHKERRQ(ierr); 73a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->subxl); CHKERRQ(ierr); 74a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution); CHKERRQ(ierr); 75a7e14dcfSSatish Balay ierr = VecScale(mfqP->subxl,1.0/mfqP->delta); CHKERRQ(ierr); 76a7e14dcfSSatish Balay 77a7e14dcfSSatish Balay ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel); CHKERRQ(ierr); 78a7e14dcfSSatish Balay ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel); CHKERRQ(ierr); 79a7e14dcfSSatish Balay } else { 80a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subpdel,mfqP->subxu); CHKERRQ(ierr); 81a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subndel,mfqP->subxl); CHKERRQ(ierr); 82a7e14dcfSSatish Balay } 83a7e14dcfSSatish Balay /* Make sure xu > xl */ 84a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr); 85a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr); 86a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 87a7e14dcfSSatish Balay if (maxval > 1e-10) { 88a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem"); 89a7e14dcfSSatish Balay } 90a7e14dcfSSatish Balay /* Make sure xu > tao->solution > xl */ 91a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr); 92a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr); 93a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 94a7e14dcfSSatish Balay if (maxval > 1e-10) { 95a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem"); 96a7e14dcfSSatish Balay } 97a7e14dcfSSatish Balay 98a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel); CHKERRQ(ierr); 99a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr); 100a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 101a7e14dcfSSatish Balay if (maxval > 1e-10) { 102a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem"); 103a7e14dcfSSatish Balay } 104a7e14dcfSSatish Balay 105a7e14dcfSSatish Balay 106a7e14dcfSSatish Balay ierr = TaoSolve(mfqP->subtao); CHKERRQ(ierr); 107a7e14dcfSSatish Balay ierr = TaoGetSolutionStatus(mfqP->subtao,PETSC_NULL,qmin,PETSC_NULL,PETSC_NULL,PETSC_NULL,PETSC_NULL); CHKERRQ(ierr); 108a7e14dcfSSatish Balay 109a7e14dcfSSatish Balay /* test bounds post-solution*/ 110a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subxl,mfqP->subpdel); CHKERRQ(ierr); 111a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr); 112a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 113a7e14dcfSSatish Balay if (maxval > 1e-5) { 114a7e14dcfSSatish Balay ierr = PetscInfo(tao,"subproblem solution < lower bound"); CHKERRQ(ierr); 115a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 116a7e14dcfSSatish Balay } 117a7e14dcfSSatish Balay 118a7e14dcfSSatish Balay ierr = VecCopy(mfqP->subx,mfqP->subpdel); CHKERRQ(ierr); 119a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr); 120a7e14dcfSSatish Balay ierr = VecMax(mfqP->subpdel,PETSC_NULL,&maxval); CHKERRQ(ierr); 121a7e14dcfSSatish Balay if (maxval > 1e-5) { 122a7e14dcfSSatish Balay ierr = PetscInfo(tao,"subproblem solution > upper bound"); 123a7e14dcfSSatish Balay tao->reason = TAO_DIVERGED_TR_REDUCTION; 124a7e14dcfSSatish Balay } 125a7e14dcfSSatish Balay 126a7e14dcfSSatish Balay 127a7e14dcfSSatish Balay } else { 128a7e14dcfSSatish Balay gqt(mfqP->n,mfqP->Hres,mfqP->n,mfqP->Gres,1.0,mfqP->gqt_rtol,atol, 129a7e14dcfSSatish Balay mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its, 130a7e14dcfSSatish Balay mfqP->work,mfqP->work2, mfqP->work3); 131a7e14dcfSSatish Balay /*dgqt_(&mfqP->n,mfqP->Hres,&mfqP->n,mfqP->Gres,&one,&mfqP->gqt_rtol,&atol, 132a7e14dcfSSatish Balay &mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its, 133a7e14dcfSSatish Balay mfqP->work,mfqP->work2, mfqP->work3);*/ 134a7e14dcfSSatish Balay } 135a7e14dcfSSatish Balay *qmin *= -1; 136a7e14dcfSSatish Balay PetscFunctionReturn(0); 137a7e14dcfSSatish Balay } 138a7e14dcfSSatish Balay 139a7e14dcfSSatish Balay 140a7e14dcfSSatish Balay #undef __FUNCT__ 141a7e14dcfSSatish Balay #define __FUNCT__ "phi2eval" 142a7e14dcfSSatish Balay PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) { 143a7e14dcfSSatish 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] */ 144a7e14dcfSSatish Balay PetscInt i,j,k; 145a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 146a7e14dcfSSatish Balay PetscFunctionBegin; 147a7e14dcfSSatish Balay j=0; 148a7e14dcfSSatish Balay 149a7e14dcfSSatish Balay for (i=0;i<n;i++) { 150a7e14dcfSSatish Balay phi[j] = 0.5 * x[i]*x[i]; 151a7e14dcfSSatish Balay j++; 152a7e14dcfSSatish Balay for (k=i+1;k<n;k++) { 153a7e14dcfSSatish Balay phi[j] = x[i]*x[k]/sqrt2; 154a7e14dcfSSatish Balay j++; 155a7e14dcfSSatish Balay } 156a7e14dcfSSatish Balay 157a7e14dcfSSatish Balay } 158a7e14dcfSSatish Balay 159a7e14dcfSSatish Balay PetscFunctionReturn(0); 160a7e14dcfSSatish Balay } 161a7e14dcfSSatish Balay 162a7e14dcfSSatish Balay #undef __FUNCT__ 163a7e14dcfSSatish Balay #define __FUNCT__ "getquadpounders" 164a7e14dcfSSatish Balay PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) { 165a7e14dcfSSatish Balay /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' 166a7e14dcfSSatish Balay that satisfies the interpolation conditions Q(X[:,j]) = f(j) 167a7e14dcfSSatish Balay for j=1,...,m and with a Hessian matrix of least Frobenius norm */ 168a7e14dcfSSatish Balay 169a7e14dcfSSatish Balay /* NB --we are ignoring c */ 170a7e14dcfSSatish Balay PetscInt i,j,k,num,np = mfqP->nmodelpoints; 171a7e14dcfSSatish Balay PetscReal one = 1.0,zero=0.0,negone=-1.0; 172a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax; 173a7e14dcfSSatish Balay PetscBLASInt blasnplus1 = mfqP->n+1; 174a7e14dcfSSatish Balay PetscBLASInt blasnp = np; 175a7e14dcfSSatish Balay PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; 176a7e14dcfSSatish Balay PetscBLASInt blasint2 = np - mfqP->n-1; 177a7e14dcfSSatish Balay PetscBLASInt blasinfo,ione=1; 178a7e14dcfSSatish Balay PetscReal sqrt2 = PetscSqrtReal(2.0); 179a7e14dcfSSatish Balay 180a7e14dcfSSatish Balay PetscFunctionBegin; 181a7e14dcfSSatish Balay 182a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->m;i++) { 183a7e14dcfSSatish Balay mfqP->Gdel[i] = 0; 184a7e14dcfSSatish Balay } 185a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) { 186a7e14dcfSSatish Balay mfqP->Hdel[i] = 0; 187a7e14dcfSSatish Balay } 188a7e14dcfSSatish Balay 189a7e14dcfSSatish Balay /* factor M */ 190a7e14dcfSSatish Balay LAPACKgetrf_(&blasnplus1,&blasnpmax,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&blasinfo); 191a7e14dcfSSatish Balay if (blasinfo != 0) { 192a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %D\n",blasinfo); 193a7e14dcfSSatish Balay } 194a7e14dcfSSatish Balay 195a7e14dcfSSatish Balay 196a7e14dcfSSatish Balay if (np == mfqP->n+1) { 197a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax-mfqP->n-1;i++) { 198a7e14dcfSSatish Balay mfqP->omega[i]=0.0; 199a7e14dcfSSatish Balay } 200a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) { 201a7e14dcfSSatish Balay mfqP->beta[i]=0.0; 202a7e14dcfSSatish Balay } 203a7e14dcfSSatish Balay } else { 204a7e14dcfSSatish Balay /* Let Ltmp = (L'*L) */ 205a7e14dcfSSatish 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); 206a7e14dcfSSatish Balay 207a7e14dcfSSatish Balay /* factor Ltmp */ 208a7e14dcfSSatish Balay LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&blasinfo); 209a7e14dcfSSatish Balay if (blasinfo != 0) { 210a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %D\n",blasinfo); 211a7e14dcfSSatish Balay } 212a7e14dcfSSatish Balay } 213a7e14dcfSSatish Balay 214a7e14dcfSSatish Balay for (k=0;k<mfqP->m;k++) { 215a7e14dcfSSatish Balay 216a7e14dcfSSatish Balay if (np != mfqP->n+1) { 217a7e14dcfSSatish Balay /* Solve L'*L*Omega = Z' * RESk*/ 218a7e14dcfSSatish Balay BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione); 219a7e14dcfSSatish Balay 220a7e14dcfSSatish Balay LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&blasinfo); 221a7e14dcfSSatish Balay if (blasinfo != 0) { 222a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %D\n",blasinfo); 223a7e14dcfSSatish Balay } 224a7e14dcfSSatish Balay 225a7e14dcfSSatish Balay /* Beta = L*Omega */ 226a7e14dcfSSatish Balay BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione); 227a7e14dcfSSatish Balay } 228a7e14dcfSSatish Balay 229a7e14dcfSSatish Balay 230a7e14dcfSSatish Balay /* solve M'*Alpha = RESk - N'*Beta */ 231a7e14dcfSSatish Balay BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione); 232a7e14dcfSSatish Balay LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&blasinfo); 233a7e14dcfSSatish Balay if (blasinfo != 0) { 234a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %D\n",blasinfo); 235a7e14dcfSSatish Balay } 236a7e14dcfSSatish Balay 237a7e14dcfSSatish Balay /* Gdel(:,k) = Alpha(2:n+1) */ 238a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 239a7e14dcfSSatish Balay mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; 240a7e14dcfSSatish Balay } 241a7e14dcfSSatish Balay 242a7e14dcfSSatish Balay /* Set Hdels */ 243a7e14dcfSSatish Balay num=0; 244a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 245a7e14dcfSSatish Balay /* H[i,i,k] = Beta(num) */ 246a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; 247a7e14dcfSSatish Balay num++; 248a7e14dcfSSatish Balay for (j=i+1;j<mfqP->n;j++) { 249a7e14dcfSSatish Balay /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ 250a7e14dcfSSatish Balay mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 251a7e14dcfSSatish Balay mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 252a7e14dcfSSatish Balay num++; 253a7e14dcfSSatish Balay } 254a7e14dcfSSatish Balay } 255a7e14dcfSSatish Balay } 256a7e14dcfSSatish Balay 257a7e14dcfSSatish Balay PetscFunctionReturn(0); 258a7e14dcfSSatish Balay } 259a7e14dcfSSatish Balay 260a7e14dcfSSatish Balay #undef __FUNCT__ 261a7e14dcfSSatish Balay #define __FUNCT__ "morepoints" 262a7e14dcfSSatish Balay PetscErrorCode morepoints(TAO_POUNDERS *mfqP) { 263a7e14dcfSSatish Balay /* Assumes mfqP->model_indices[0] is minimum index 264a7e14dcfSSatish Balay Finishes adding points to mfqP->model_indices (up to npmax) 265a7e14dcfSSatish Balay Computes L,Z,M,N 266a7e14dcfSSatish Balay np is actual number of points in model (should equal npmax?) */ 267a7e14dcfSSatish Balay PetscInt point,i,j,offset; 268a7e14dcfSSatish Balay PetscInt reject; 269a7e14dcfSSatish Balay PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,blasinfo,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; 270a7e14dcfSSatish Balay PetscReal *x,normd; 271a7e14dcfSSatish Balay PetscErrorCode ierr; 272a7e14dcfSSatish Balay PetscFunctionBegin; 273a7e14dcfSSatish Balay 274a7e14dcfSSatish Balay /* Initialize M,N */ 275a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 276a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 277a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*i] = 1.0; 278a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 279a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 280a7e14dcfSSatish Balay } 281a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 282a7e14dcfSSatish Balay ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]); CHKERRQ(ierr); 283a7e14dcfSSatish Balay 284a7e14dcfSSatish Balay 285a7e14dcfSSatish Balay 286a7e14dcfSSatish Balay } 287a7e14dcfSSatish Balay 288a7e14dcfSSatish Balay /* Now we add points until we have npmax starting with the most recent ones */ 289a7e14dcfSSatish Balay point = mfqP->nHist-1; 290a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 291a7e14dcfSSatish Balay 292a7e14dcfSSatish Balay while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { 293a7e14dcfSSatish Balay /* Reject any points already in the model */ 294a7e14dcfSSatish Balay reject = 0; 295a7e14dcfSSatish Balay for (j=0;j<mfqP->n+1;j++) { 296a7e14dcfSSatish Balay if (point == mfqP->model_indices[j]) { 297a7e14dcfSSatish Balay reject = 1; 298a7e14dcfSSatish Balay break; 299a7e14dcfSSatish Balay } 300a7e14dcfSSatish Balay } 301a7e14dcfSSatish Balay 302a7e14dcfSSatish Balay /* Reject if norm(d) >c2 */ 303a7e14dcfSSatish Balay if (!reject) { 304a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec); CHKERRQ(ierr); 305a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]); CHKERRQ(ierr); 306a7e14dcfSSatish Balay ierr = VecNorm(mfqP->workxvec,NORM_2,&normd); CHKERRQ(ierr); 307a7e14dcfSSatish Balay normd /= mfqP->delta; 308a7e14dcfSSatish Balay if (normd > mfqP->c2) { 309a7e14dcfSSatish Balay reject =1; 310a7e14dcfSSatish Balay } 311a7e14dcfSSatish Balay } 312a7e14dcfSSatish Balay if (reject) 313a7e14dcfSSatish Balay { 314a7e14dcfSSatish Balay point--; 315a7e14dcfSSatish Balay continue; 316a7e14dcfSSatish Balay } 317a7e14dcfSSatish Balay 318a7e14dcfSSatish Balay 319a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[point],&x); CHKERRQ(ierr); 320a7e14dcfSSatish Balay mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; 321a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 322a7e14dcfSSatish Balay mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 323a7e14dcfSSatish Balay } 324a7e14dcfSSatish Balay 325a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[point],&x); CHKERRQ(ierr); 326a7e14dcfSSatish 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); 327a7e14dcfSSatish Balay 328a7e14dcfSSatish Balay /* Update QR factorization */ 329a7e14dcfSSatish Balay 330a7e14dcfSSatish Balay /* Copy M' to Q_tmp */ 331a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 332a7e14dcfSSatish Balay for (j=0;j<mfqP->npmax;j++) { 333a7e14dcfSSatish Balay mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; 334a7e14dcfSSatish Balay } 335a7e14dcfSSatish Balay } 336a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints+1; 337a7e14dcfSSatish Balay /* Q_tmp,R = qr(M') */ 338a7e14dcfSSatish Balay blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); 339a7e14dcfSSatish Balay LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&blasinfo); 340a7e14dcfSSatish Balay 341a7e14dcfSSatish Balay if (blasinfo != 0) { 342a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %D\n",blasinfo); 343a7e14dcfSSatish Balay } 344a7e14dcfSSatish Balay 345a7e14dcfSSatish Balay /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ 346a7e14dcfSSatish Balay /* L = N*Qtmp */ 347a7e14dcfSSatish Balay blasint2 = mfqP->n * (mfqP->n+1) / 2; 348a7e14dcfSSatish Balay /* Copy N to L_tmp */ 349a7e14dcfSSatish Balay for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) { 350a7e14dcfSSatish Balay mfqP->L_tmp[i]= mfqP->N[i]; 351a7e14dcfSSatish Balay } 352a7e14dcfSSatish Balay 353a7e14dcfSSatish Balay /* Copy L_save to L_tmp */ 354a7e14dcfSSatish Balay 355a7e14dcfSSatish Balay /* L_tmp = N*Qtmp' */ 356a7e14dcfSSatish Balay LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp, 357a7e14dcfSSatish Balay mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&blasinfo); 358a7e14dcfSSatish Balay 359a7e14dcfSSatish Balay if (blasinfo != 0) { 360a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %D\n",blasinfo); 361a7e14dcfSSatish Balay } 362a7e14dcfSSatish Balay 363a7e14dcfSSatish Balay /* Copy L_tmp to L_save */ 364a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 365a7e14dcfSSatish Balay mfqP->L_save[i] = mfqP->L_tmp[i]; 366a7e14dcfSSatish Balay } 367a7e14dcfSSatish Balay 368a7e14dcfSSatish Balay /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ 369a7e14dcfSSatish Balay blasint = mfqP->nmodelpoints - mfqP->n; 370a7e14dcfSSatish Balay LAPACKgesvd_("N","N",&blasint2,&blasint,&mfqP->L_tmp[(mfqP->n+1)*blasint2],&blasint2, 371a7e14dcfSSatish Balay mfqP->beta,mfqP->work,&blasn,mfqP->work,&blasn,mfqP->npmaxwork,&blasnmax, 372a7e14dcfSSatish Balay &blasinfo); 373a7e14dcfSSatish Balay if (blasinfo != 0) { 374a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %D\n",blasinfo); 375a7e14dcfSSatish Balay } 376a7e14dcfSSatish Balay 377a7e14dcfSSatish Balay if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { 378a7e14dcfSSatish Balay /* accept point */ 379a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = point; 380a7e14dcfSSatish Balay /* Copy Q_tmp to Q */ 381a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax* mfqP->npmax;i++) { 382a7e14dcfSSatish Balay mfqP->Q[i] = mfqP->Q_tmp[i]; 383a7e14dcfSSatish Balay } 384a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++){ 385a7e14dcfSSatish Balay mfqP->tau[i] = mfqP->tau_tmp[i]; 386a7e14dcfSSatish Balay } 387a7e14dcfSSatish Balay mfqP->nmodelpoints++; 388a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints+1; 389a7e14dcfSSatish Balay 390a7e14dcfSSatish Balay /* Copy L_save to L */ 391a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 392a7e14dcfSSatish Balay mfqP->L[i] = mfqP->L_save[i]; 393a7e14dcfSSatish Balay } 394a7e14dcfSSatish Balay } 395a7e14dcfSSatish Balay point--; 396a7e14dcfSSatish Balay 397a7e14dcfSSatish Balay } 398a7e14dcfSSatish Balay 399a7e14dcfSSatish Balay 400a7e14dcfSSatish Balay blasnp = mfqP->nmodelpoints; 401a7e14dcfSSatish Balay /* Copy Q(:,n+2:np) to Z */ 402a7e14dcfSSatish Balay /* First set Q_tmp to I */ 403a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax*mfqP->npmax;i++) { 404a7e14dcfSSatish Balay mfqP->Q_tmp[i] = 0.0; 405a7e14dcfSSatish Balay } 406a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax;i++) { 407a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; 408a7e14dcfSSatish Balay } 409a7e14dcfSSatish Balay 410a7e14dcfSSatish Balay /* Q_tmp = I * Q */ 411a7e14dcfSSatish Balay LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&blasinfo); 412a7e14dcfSSatish Balay 413a7e14dcfSSatish Balay if (blasinfo != 0) { 414a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %D\n",blasinfo); 415a7e14dcfSSatish Balay } 416a7e14dcfSSatish Balay 417a7e14dcfSSatish Balay /* Copy Q_tmp(:,n+2:np) to Z) */ 418a7e14dcfSSatish Balay offset = mfqP->npmax * (mfqP->n+1); 419a7e14dcfSSatish Balay for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) { 420a7e14dcfSSatish Balay mfqP->Z[i-offset] = mfqP->Q_tmp[i]; 421a7e14dcfSSatish Balay } 422a7e14dcfSSatish Balay 423a7e14dcfSSatish Balay 424a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n + 1) { 425a7e14dcfSSatish Balay /* Set L to I_{n+1} */ 426a7e14dcfSSatish Balay for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 427a7e14dcfSSatish Balay mfqP->L[i] = 0.0; 428a7e14dcfSSatish Balay } 429a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 430a7e14dcfSSatish Balay mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; 431a7e14dcfSSatish Balay } 432a7e14dcfSSatish Balay 433a7e14dcfSSatish Balay } 434a7e14dcfSSatish Balay 435a7e14dcfSSatish Balay PetscFunctionReturn(0); 436a7e14dcfSSatish Balay } 437a7e14dcfSSatish Balay 438a7e14dcfSSatish Balay #undef __FUNCT__ 439a7e14dcfSSatish Balay #define __FUNCT__ "addpoint" 440a7e14dcfSSatish Balay /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ 441a7e14dcfSSatish Balay PetscErrorCode addpoint(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt index) 442a7e14dcfSSatish Balay { 443a7e14dcfSSatish Balay PetscErrorCode ierr; 444a7e14dcfSSatish Balay PetscFunctionBegin; 445a7e14dcfSSatish Balay /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ 446a7e14dcfSSatish Balay 447a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 448a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES); CHKERRQ(ierr); 449a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 450a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 451a7e14dcfSSatish Balay ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]); CHKERRQ(ierr); 452a7e14dcfSSatish Balay 453a7e14dcfSSatish Balay /* Project into feasible region */ 454a7e14dcfSSatish Balay if (tao->XU && tao->XL) { 455a7e14dcfSSatish Balay ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, 456a7e14dcfSSatish Balay mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 457a7e14dcfSSatish Balay } 458a7e14dcfSSatish Balay 459a7e14dcfSSatish Balay /* Compute value of new vector */ 460a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 461a7e14dcfSSatish Balay CHKMEMQ; 462a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 463a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]); CHKERRQ(ierr); 464a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) { 465a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 466a7e14dcfSSatish Balay } 467a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 468a7e14dcfSSatish Balay 469a7e14dcfSSatish Balay /* Add new vector to model */ 470a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; 471a7e14dcfSSatish Balay mfqP->nmodelpoints++; 472a7e14dcfSSatish Balay mfqP->nHist++; 473a7e14dcfSSatish Balay 474a7e14dcfSSatish Balay 475a7e14dcfSSatish Balay PetscFunctionReturn(0); 476a7e14dcfSSatish Balay } 477a7e14dcfSSatish Balay 478a7e14dcfSSatish Balay #undef __FUNCT__ 479a7e14dcfSSatish Balay #define __FUNCT__ "modelimprove" 480a7e14dcfSSatish Balay PetscErrorCode modelimprove(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) { 481a7e14dcfSSatish Balay /* modeld = Q(:,np+1:n)' */ 482a7e14dcfSSatish Balay PetscErrorCode ierr; 483a7e14dcfSSatish Balay PetscInt i,j,minindex=0; 484a7e14dcfSSatish Balay PetscReal dp,half=0.5,one=1.0,minvalue=TAO_INFINITY; 485a7e14dcfSSatish Balay PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; 486a7e14dcfSSatish Balay PetscBLASInt blas1=1,blasnmax = mfqP->nmax; 487a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 488a7e14dcfSSatish Balay 489a7e14dcfSSatish Balay 490a7e14dcfSSatish Balay /* Qtmp = I(n x n) */ 491a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 492a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 493a7e14dcfSSatish Balay mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; 494a7e14dcfSSatish Balay } 495a7e14dcfSSatish Balay } 496a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 497a7e14dcfSSatish Balay mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; 498a7e14dcfSSatish Balay } 499a7e14dcfSSatish Balay 500a7e14dcfSSatish Balay 501a7e14dcfSSatish Balay /* Qtmp = Q * I */ 502a7e14dcfSSatish Balay LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax, 503a7e14dcfSSatish Balay mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info); 504a7e14dcfSSatish Balay 505a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i<mfqP->n;i++) { 506a7e14dcfSSatish Balay dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1); 507a7e14dcfSSatish Balay if (dp>0.0) { /* Model says use the other direction! */ 508a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 509a7e14dcfSSatish Balay mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; 510a7e14dcfSSatish Balay } 511a7e14dcfSSatish Balay } 512a7e14dcfSSatish Balay /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ 513a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 514a7e14dcfSSatish Balay mfqP->work2[j] = mfqP->Gres[j]; 515a7e14dcfSSatish Balay } 516a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn, 517a7e14dcfSSatish Balay &mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1); 518a7e14dcfSSatish Balay mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1, 519a7e14dcfSSatish Balay mfqP->work2,&blas1); 520a7e14dcfSSatish Balay if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { 521a7e14dcfSSatish Balay minindex=i; 522a7e14dcfSSatish Balay minvalue = mfqP->work[i]; 523a7e14dcfSSatish Balay } 524a7e14dcfSSatish Balay 525a7e14dcfSSatish Balay if (addallpoints != 0) { 526a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,i); CHKERRQ(ierr); 527a7e14dcfSSatish Balay } 528a7e14dcfSSatish Balay 529a7e14dcfSSatish Balay } 530a7e14dcfSSatish Balay 531a7e14dcfSSatish Balay if (!addallpoints) { 532a7e14dcfSSatish Balay ierr = addpoint(tao,mfqP,minindex); CHKERRQ(ierr); 533a7e14dcfSSatish Balay } 534a7e14dcfSSatish Balay PetscFunctionReturn(0); 535a7e14dcfSSatish Balay } 536a7e14dcfSSatish Balay 537a7e14dcfSSatish Balay 538a7e14dcfSSatish Balay #undef __FUNCT__ 539a7e14dcfSSatish Balay #define __FUNCT__ "affpoints" 540a7e14dcfSSatish Balay PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, 541a7e14dcfSSatish Balay PetscReal c) { 542a7e14dcfSSatish Balay PetscInt i,j; 543a7e14dcfSSatish Balay PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; 544a7e14dcfSSatish Balay PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; 545a7e14dcfSSatish Balay PetscReal proj,normd; 546a7e14dcfSSatish Balay PetscReal *x; 547a7e14dcfSSatish Balay PetscErrorCode ierr; 548a7e14dcfSSatish Balay PetscFunctionBegin; 549a7e14dcfSSatish Balay 550a7e14dcfSSatish Balay for (i=mfqP->nHist-1;i>=0;i--) { 551a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 552a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 553a7e14dcfSSatish Balay mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; 554a7e14dcfSSatish Balay } 555a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 556a7e14dcfSSatish Balay BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione); 557a7e14dcfSSatish Balay normd = BLASnrm2_(&blasn,mfqP->work,&ione); 558a7e14dcfSSatish Balay if (normd <= c*c) { 559a7e14dcfSSatish Balay blasj=(mfqP->n - mfqP->nmodelpoints); 560a7e14dcfSSatish Balay if (!mfqP->q_is_I) { 561a7e14dcfSSatish Balay /* project D onto null */ 562a7e14dcfSSatish Balay blask=(mfqP->nmodelpoints); 563a7e14dcfSSatish Balay LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, 564a7e14dcfSSatish Balay mfqP->work2,&ione,mfqP->mwork,&blasm,&info); 565a7e14dcfSSatish Balay 566a7e14dcfSSatish Balay if (info < 0) { 567a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %D\n",info); 568a7e14dcfSSatish Balay } 569a7e14dcfSSatish Balay } 570a7e14dcfSSatish Balay proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione); 571a7e14dcfSSatish Balay 572a7e14dcfSSatish Balay if (proj >= mfqP->theta1) { /* add this index to model */ 573a7e14dcfSSatish Balay mfqP->model_indices[mfqP->nmodelpoints]=i; 574a7e14dcfSSatish Balay mfqP->nmodelpoints++; 575a7e14dcfSSatish Balay BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione); 576a7e14dcfSSatish Balay blask=mfqP->npmax*(mfqP->nmodelpoints); 577a7e14dcfSSatish Balay BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione); 578a7e14dcfSSatish Balay blask = mfqP->nmodelpoints; 579a7e14dcfSSatish Balay blasmaxmn = PetscMax(mfqP->m,mfqP->n); 580a7e14dcfSSatish Balay LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork, 581a7e14dcfSSatish Balay &blasmaxmn,&info); 582a7e14dcfSSatish Balay mfqP->q_is_I = 0; 583a7e14dcfSSatish Balay if (info < 0) { 584a7e14dcfSSatish Balay SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %D\n",info); 585a7e14dcfSSatish Balay } 586a7e14dcfSSatish Balay 587a7e14dcfSSatish Balay 588a7e14dcfSSatish Balay } 589a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 590a7e14dcfSSatish Balay break; 591a7e14dcfSSatish Balay } 592a7e14dcfSSatish Balay } 593a7e14dcfSSatish Balay } 594a7e14dcfSSatish Balay 595a7e14dcfSSatish Balay PetscFunctionReturn(0); 596a7e14dcfSSatish Balay } 597a7e14dcfSSatish Balay #undef __FUNCT__ 598a7e14dcfSSatish Balay #define __FUNCT__ "TaoSolve_POUNDERS" 599a7e14dcfSSatish Balay static PetscErrorCode TaoSolve_POUNDERS(TaoSolver tao) 600a7e14dcfSSatish Balay { 601a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 602a7e14dcfSSatish Balay 603a7e14dcfSSatish Balay PetscInt i,ii,j,k,l,iter=0; 604a7e14dcfSSatish Balay PetscReal step=1.0; 605a7e14dcfSSatish Balay TaoSolverTerminationReason reason = TAO_CONTINUE_ITERATING; 606a7e14dcfSSatish Balay 607a7e14dcfSSatish Balay PetscInt low,high; 608a7e14dcfSSatish Balay PetscReal minnorm; 609a7e14dcfSSatish Balay PetscReal *x,*f,*fmin,*xmint; 610a7e14dcfSSatish Balay PetscReal cres,deltaold; 611a7e14dcfSSatish Balay PetscReal gnorm; 612a7e14dcfSSatish Balay PetscBLASInt info,ione=1,iblas; 613a7e14dcfSSatish Balay PetscBool valid; 614a7e14dcfSSatish Balay PetscReal mdec, rho, normxsp; 615a7e14dcfSSatish Balay PetscReal one=1.0,zero=0.0,ratio; 616a7e14dcfSSatish Balay PetscBLASInt blasm,blasn,blasnpmax,blasn2; 617a7e14dcfSSatish Balay PetscErrorCode ierr; 618a7e14dcfSSatish Balay 619a7e14dcfSSatish Balay 620a7e14dcfSSatish Balay /* n = # of parameters 621a7e14dcfSSatish Balay m = dimension (components) of function */ 622a7e14dcfSSatish Balay 623a7e14dcfSSatish Balay PetscFunctionBegin; 624a7e14dcfSSatish Balay 625a7e14dcfSSatish Balay if (tao->XL && tao->XU) { 626a7e14dcfSSatish Balay /* Check x0 <= XU */ 627a7e14dcfSSatish Balay PetscReal val; 628a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]); CHKERRQ(ierr); 629a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU); CHKERRQ(ierr); 630a7e14dcfSSatish Balay ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr); 631a7e14dcfSSatish Balay if (val > 1e-10) { 632a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound"); 633a7e14dcfSSatish Balay } 634a7e14dcfSSatish Balay 635a7e14dcfSSatish Balay /* Check x0 >= xl */ 636a7e14dcfSSatish Balay ierr = VecCopy(tao->XL,mfqP->Xhist[0]); CHKERRQ(ierr); 637a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution); CHKERRQ(ierr); 638a7e14dcfSSatish Balay ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr); 639a7e14dcfSSatish Balay if (val > 1e-10) { 640a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound"); 641a7e14dcfSSatish Balay } 642a7e14dcfSSatish Balay /* Check x0 + delta < XU -- should be able to get around this eventually */ 643a7e14dcfSSatish Balay 644a7e14dcfSSatish Balay ierr = VecSet(mfqP->Xhist[0],mfqP->delta); CHKERRQ(ierr); 645a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution); CHKERRQ(ierr); 646a7e14dcfSSatish Balay ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU); CHKERRQ(ierr); 647a7e14dcfSSatish Balay ierr = VecMax(mfqP->Xhist[0],PETSC_NULL,&val); CHKERRQ(ierr); 648a7e14dcfSSatish Balay if (val > 1e-10) { 649a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound"); 650a7e14dcfSSatish Balay } 651a7e14dcfSSatish Balay 652a7e14dcfSSatish Balay } 653a7e14dcfSSatish Balay 654a7e14dcfSSatish Balay CHKMEMQ; 655a7e14dcfSSatish Balay blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; 656a7e14dcfSSatish Balay for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0; 657a7e14dcfSSatish Balay 658a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[0]); CHKERRQ(ierr); 659a7e14dcfSSatish Balay CHKMEMQ; 660a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,tao->solution,mfqP->Fhist[0]); CHKERRQ(ierr); 661a7e14dcfSSatish Balay 662a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[0],NORM_2,&mfqP->Fres[0]); CHKERRQ(ierr); 663a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[0])) { 664a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 665a7e14dcfSSatish Balay } 666a7e14dcfSSatish Balay mfqP->Fres[0]*=mfqP->Fres[0]; 667a7e14dcfSSatish Balay mfqP->minindex = 0; 668a7e14dcfSSatish Balay minnorm = mfqP->Fres[0]; 669a7e14dcfSSatish Balay ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high); CHKERRQ(ierr); 670a7e14dcfSSatish Balay for (i=1;i<mfqP->n+1;i++) { 671a7e14dcfSSatish Balay ierr = VecCopy(tao->solution,mfqP->Xhist[i]); CHKERRQ(ierr); 672a7e14dcfSSatish Balay if (i-1 >= low && i-1 < high) { 673a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 674a7e14dcfSSatish Balay x[i-1-low] += mfqP->delta; 675a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 676a7e14dcfSSatish Balay } 677a7e14dcfSSatish Balay CHKMEMQ; 678a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[i],mfqP->Fhist[i]); CHKERRQ(ierr); 679a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[i],NORM_2,&mfqP->Fres[i]); CHKERRQ(ierr); 680a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[i])) { 681a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 682a7e14dcfSSatish Balay } 683a7e14dcfSSatish Balay mfqP->Fres[i]*=mfqP->Fres[i]; 684a7e14dcfSSatish Balay if (mfqP->Fres[i] < minnorm) { 685a7e14dcfSSatish Balay mfqP->minindex = i; 686a7e14dcfSSatish Balay minnorm = mfqP->Fres[i]; 687a7e14dcfSSatish Balay } 688a7e14dcfSSatish Balay } 689a7e14dcfSSatish Balay 690a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr); 691a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective); CHKERRQ(ierr); 692a7e14dcfSSatish Balay /* Gather mpi vecs to one big local vec */ 693a7e14dcfSSatish Balay 694a7e14dcfSSatish Balay 695a7e14dcfSSatish Balay 696a7e14dcfSSatish Balay /* Begin serial code */ 697a7e14dcfSSatish Balay 698a7e14dcfSSatish Balay /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 699a7e14dcfSSatish Balay /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 700a7e14dcfSSatish Balay /* (Column oriented for blas calls) */ 701a7e14dcfSSatish Balay ii=0; 702a7e14dcfSSatish Balay 703a7e14dcfSSatish Balay if (mfqP->mpisize == 1) { 704a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 705a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 706a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 707a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr); 708a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 709a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 710a7e14dcfSSatish Balay 711a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 712a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 713a7e14dcfSSatish Balay mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 714a7e14dcfSSatish Balay } 715a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[i],&x); CHKERRQ(ierr); 716a7e14dcfSSatish Balay 717a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[i],&f); CHKERRQ(ierr); 718a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 719a7e14dcfSSatish Balay mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 720a7e14dcfSSatish Balay } 721a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[i],&f); CHKERRQ(ierr); 722a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 723a7e14dcfSSatish Balay 724a7e14dcfSSatish Balay } 725a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 726a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 727a7e14dcfSSatish Balay } 728a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr); 729a7e14dcfSSatish Balay 730a7e14dcfSSatish Balay } else { 731a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 732a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 733a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localxmin,&xmint); CHKERRQ(ierr); 734a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 735a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localxmin,&mfqP->xmin); CHKERRQ(ierr); 736a7e14dcfSSatish Balay 737a7e14dcfSSatish Balay 738a7e14dcfSSatish Balay 739a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 740a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD); CHKERRQ(ierr); 741a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localfmin,&fmin); CHKERRQ(ierr); 742a7e14dcfSSatish Balay for (i=0;i<mfqP->n+1;i++) { 743a7e14dcfSSatish Balay if (i == mfqP->minindex) continue; 744a7e14dcfSSatish Balay 745a7e14dcfSSatish Balay mfqP->model_indices[ii++] = i; 746a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx, 747a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 748a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx, 749a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 750a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localx,&x); CHKERRQ(ierr); 751a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 752a7e14dcfSSatish Balay mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 753a7e14dcfSSatish Balay } 754a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localx,&x); CHKERRQ(ierr); 755a7e14dcfSSatish Balay 756a7e14dcfSSatish Balay 757a7e14dcfSSatish Balay ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf, 758a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 759a7e14dcfSSatish Balay ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf, 760a7e14dcfSSatish Balay INSERT_VALUES, SCATTER_FORWARD); CHKERRQ(ierr); 761a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->localf,&f); CHKERRQ(ierr); 762a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 763a7e14dcfSSatish Balay mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j]; 764a7e14dcfSSatish Balay 765a7e14dcfSSatish Balay } 766a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localf,&f); CHKERRQ(ierr); 767a7e14dcfSSatish Balay } 768a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 769a7e14dcfSSatish Balay mfqP->C[j] = fmin[j]; 770a7e14dcfSSatish Balay } 771a7e14dcfSSatish Balay 772a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->localfmin,&fmin); CHKERRQ(ierr); 773a7e14dcfSSatish Balay 774a7e14dcfSSatish Balay } 775a7e14dcfSSatish Balay 776a7e14dcfSSatish Balay 777a7e14dcfSSatish Balay /* Determine the initial quadratic models */ 778a7e14dcfSSatish Balay 779a7e14dcfSSatish Balay /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ 780a7e14dcfSSatish Balay /* D (nxn) Fdiff (nxm) => G (nxm) */ 781a7e14dcfSSatish Balay blasn2 = blasn; 782a7e14dcfSSatish Balay LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasn2,&info); 783a7e14dcfSSatish Balay ierr = PetscInfo1(tao,"gesv returned %D\n",info); CHKERRQ(ierr); 784a7e14dcfSSatish Balay 785a7e14dcfSSatish Balay cres = minnorm; 786a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' G (nxm) Fk (m) */ 787a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione); 788a7e14dcfSSatish Balay 789a7e14dcfSSatish Balay /* Hres = G*G' */ 790a7e14dcfSSatish Balay BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff,&blasn,&zero,mfqP->Hres,&blasn); 791a7e14dcfSSatish Balay 792a7e14dcfSSatish Balay valid = PETSC_TRUE; 793a7e14dcfSSatish Balay 794a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr); 795a7e14dcfSSatish Balay ierr = VecAssemblyBegin(tao->gradient); 796a7e14dcfSSatish Balay ierr = VecAssemblyEnd(tao->gradient); 797a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm); CHKERRQ(ierr); 798a7e14dcfSSatish Balay gnorm *= mfqP->delta; 799a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr); 800a7e14dcfSSatish Balay ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason); CHKERRQ(ierr); 801a7e14dcfSSatish Balay mfqP->nHist = mfqP->n+1; 802a7e14dcfSSatish Balay mfqP->nmodelpoints = mfqP->n+1; 803a7e14dcfSSatish Balay 804a7e14dcfSSatish Balay while (reason == TAO_CONTINUE_ITERATING) { 805a7e14dcfSSatish Balay 806a7e14dcfSSatish Balay PetscReal gnm = 1e-4; 807a7e14dcfSSatish Balay iter++; 808a7e14dcfSSatish Balay /* Solve the subproblem min{Q(s): ||s|| <= delta} */ 809a7e14dcfSSatish Balay ierr = gqtwrap(tao,&gnm,&mdec); CHKERRQ(ierr); 810a7e14dcfSSatish Balay /* Evaluate the function at the new point */ 811a7e14dcfSSatish Balay 812a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 813a7e14dcfSSatish Balay mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; 814a7e14dcfSSatish Balay } 815a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 816a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 817a7e14dcfSSatish Balay ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES); CHKERRQ(ierr); 818a7e14dcfSSatish Balay ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 819a7e14dcfSSatish Balay ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]); CHKERRQ(ierr); 820a7e14dcfSSatish Balay 821a7e14dcfSSatish Balay ierr = TaoComputeSeparableObjective(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist]); CHKERRQ(ierr); 822a7e14dcfSSatish Balay ierr = VecNorm(mfqP->Fhist[mfqP->nHist],NORM_2,&mfqP->Fres[mfqP->nHist]); CHKERRQ(ierr); 823a7e14dcfSSatish Balay if (PetscIsInfOrNanReal(mfqP->Fres[mfqP->nHist])) { 824a7e14dcfSSatish Balay SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 825a7e14dcfSSatish Balay } 826a7e14dcfSSatish Balay mfqP->Fres[mfqP->nHist]*=mfqP->Fres[mfqP->nHist]; 827a7e14dcfSSatish Balay rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; 828a7e14dcfSSatish Balay mfqP->nHist++; 829a7e14dcfSSatish Balay 830a7e14dcfSSatish Balay /* Update the center */ 831a7e14dcfSSatish Balay if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { 832a7e14dcfSSatish Balay /* Update model to reflect new base point */ 833a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 834a7e14dcfSSatish Balay mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; 835a7e14dcfSSatish Balay } 836a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 837a7e14dcfSSatish Balay /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; 838a7e14dcfSSatish Balay G(:,j) = G(:,j) + H(:,:,j)*work' */ 839a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 840a7e14dcfSSatish Balay mfqP->work2[k]=0.0; 841a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 842a7e14dcfSSatish Balay mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; 843a7e14dcfSSatish Balay } 844a7e14dcfSSatish Balay } 845a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 846a7e14dcfSSatish Balay mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); 847a7e14dcfSSatish Balay mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; 848a7e14dcfSSatish Balay } 849a7e14dcfSSatish Balay } 850a7e14dcfSSatish Balay /* Cres += work*Gres + .5*work*Hres*work'; 851a7e14dcfSSatish Balay Gres += Hres*work'; */ 852a7e14dcfSSatish Balay 853a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione, 854a7e14dcfSSatish Balay &zero,mfqP->work2,&ione); 855a7e14dcfSSatish Balay for (i=0;j<mfqP->n;j++) { 856a7e14dcfSSatish Balay cres += mfqP->work[i]*(mfqP->Gres[i] + 0.5*mfqP->work2[i]); 857a7e14dcfSSatish Balay mfqP->Gres[i] += mfqP->work2[i]; 858a7e14dcfSSatish Balay } 859a7e14dcfSSatish Balay mfqP->minindex = mfqP->nHist-1; 860a7e14dcfSSatish Balay minnorm = mfqP->Fres[mfqP->minindex]; 861a7e14dcfSSatish Balay /* Change current center */ 862a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 863a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 864a7e14dcfSSatish Balay mfqP->xmin[i] = xmint[i]; 865a7e14dcfSSatish Balay } 866a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->minindex],&xmint); CHKERRQ(ierr); 867a7e14dcfSSatish Balay 868a7e14dcfSSatish Balay 869a7e14dcfSSatish Balay } 870a7e14dcfSSatish Balay 871a7e14dcfSSatish Balay /* Evaluate at a model-improving point if necessary */ 872a7e14dcfSSatish Balay if (valid == PETSC_FALSE) { 873a7e14dcfSSatish Balay mfqP->q_is_I = 1; 874a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1); CHKERRQ(ierr); 875a7e14dcfSSatish Balay if (mfqP->nmodelpoints < mfqP->n) { 876a7e14dcfSSatish Balay ierr = PetscInfo(tao,"Model not valid -- model-improving"); 877a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,1); CHKERRQ(ierr); 878a7e14dcfSSatish Balay } 879a7e14dcfSSatish Balay } 880a7e14dcfSSatish Balay 881a7e14dcfSSatish Balay 882a7e14dcfSSatish Balay /* Update the trust region radius */ 883a7e14dcfSSatish Balay deltaold = mfqP->delta; 884a7e14dcfSSatish Balay normxsp = 0; 885a7e14dcfSSatish Balay for (i=0;i<mfqP->n;i++) { 886a7e14dcfSSatish Balay normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; 887a7e14dcfSSatish Balay } 888a7e14dcfSSatish Balay normxsp = PetscSqrtReal(normxsp); 889a7e14dcfSSatish Balay if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { 890a7e14dcfSSatish Balay mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); 891a7e14dcfSSatish Balay } else if (valid == PETSC_TRUE) { 892a7e14dcfSSatish Balay mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); 893a7e14dcfSSatish Balay } 894a7e14dcfSSatish Balay 895a7e14dcfSSatish Balay /* Compute the next interpolation set */ 896a7e14dcfSSatish Balay mfqP->q_is_I = 1; 897a7e14dcfSSatish Balay mfqP->nmodelpoints=0; 898a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1); CHKERRQ(ierr); 899a7e14dcfSSatish Balay if (mfqP->nmodelpoints == mfqP->n) { 900a7e14dcfSSatish Balay valid = PETSC_TRUE; 901a7e14dcfSSatish Balay } else { 902a7e14dcfSSatish Balay valid = PETSC_FALSE; 903a7e14dcfSSatish Balay ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2); CHKERRQ(ierr); 904a7e14dcfSSatish Balay if (mfqP->n > mfqP->nmodelpoints) { 905a7e14dcfSSatish Balay ierr = PetscInfo(tao,"Model not valid -- adding geometry points"); 906a7e14dcfSSatish Balay ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints); CHKERRQ(ierr); 907a7e14dcfSSatish Balay } 908a7e14dcfSSatish Balay } 909a7e14dcfSSatish Balay for (i=mfqP->nmodelpoints;i>0;i--) { 910a7e14dcfSSatish Balay mfqP->model_indices[i] = mfqP->model_indices[i-1]; 911a7e14dcfSSatish Balay } 912a7e14dcfSSatish Balay mfqP->nmodelpoints++; 913a7e14dcfSSatish Balay mfqP->model_indices[0] = mfqP->minindex; 914a7e14dcfSSatish Balay ierr = morepoints(mfqP); CHKERRQ(ierr); 915a7e14dcfSSatish Balay for (i=0;i<mfqP->nmodelpoints;i++) { 916a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 917a7e14dcfSSatish Balay for (j=0;j<mfqP->n;j++) { 918a7e14dcfSSatish Balay mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; 919a7e14dcfSSatish Balay } 920a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x); CHKERRQ(ierr); 921a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f); CHKERRQ(ierr); 922a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 923a7e14dcfSSatish Balay for (k=0;k<mfqP->n;k++) { 924a7e14dcfSSatish Balay mfqP->work[k]=0.0; 925a7e14dcfSSatish Balay for (l=0;l<mfqP->n;l++) { 926a7e14dcfSSatish Balay mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; 927a7e14dcfSSatish Balay } 928a7e14dcfSSatish Balay } 929a7e14dcfSSatish 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]; 930a7e14dcfSSatish Balay } 931a7e14dcfSSatish Balay ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f); CHKERRQ(ierr); 932a7e14dcfSSatish Balay } 933a7e14dcfSSatish Balay 934a7e14dcfSSatish Balay 935a7e14dcfSSatish Balay /* Update the quadratic model */ 936a7e14dcfSSatish Balay ierr = getquadpounders(mfqP); CHKERRQ(ierr); 937a7e14dcfSSatish Balay ierr = VecGetArray(mfqP->Fhist[mfqP->minindex],&fmin); CHKERRQ(ierr); 938a7e14dcfSSatish Balay BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione); 939a7e14dcfSSatish Balay /* G = G*(delta/deltaold) + Gdel */ 940a7e14dcfSSatish Balay ratio = mfqP->delta/deltaold; 941a7e14dcfSSatish Balay iblas = blasm*blasn; 942a7e14dcfSSatish Balay BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione); 943a7e14dcfSSatish Balay BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione); 944a7e14dcfSSatish Balay /* H = H*(delta/deltaold) + Hdel */ 945a7e14dcfSSatish Balay iblas = blasm*blasn*blasn; 946a7e14dcfSSatish Balay ratio *= ratio; 947a7e14dcfSSatish Balay BLASscal_(&iblas,&ratio,mfqP->H,&ione); 948a7e14dcfSSatish Balay BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione); 949a7e14dcfSSatish Balay 950a7e14dcfSSatish Balay 951a7e14dcfSSatish Balay /* Get residuals */ 952a7e14dcfSSatish Balay cres = mfqP->Fres[mfqP->minindex]; 953a7e14dcfSSatish Balay /* Gres = G*F(xkin,1:m)' */ 954a7e14dcfSSatish Balay BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione); 955a7e14dcfSSatish Balay /* Hres = sum i=1..m {F(xkin,i)*H(:,:,i)} + G*G' */ 956a7e14dcfSSatish Balay BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->Fdiff,&blasn, 957a7e14dcfSSatish Balay &zero,mfqP->Hres,&blasn); 958a7e14dcfSSatish Balay 959a7e14dcfSSatish Balay iblas = mfqP->n*mfqP->n; 960a7e14dcfSSatish Balay 961a7e14dcfSSatish Balay for (j=0;j<mfqP->m;j++) { 962a7e14dcfSSatish Balay BLASaxpy_(&iblas,&fmin[j],&mfqP->H[j],&blasm,mfqP->Hres,&ione); 963a7e14dcfSSatish Balay } 964a7e14dcfSSatish Balay 965a7e14dcfSSatish Balay /* Export solution and gradient residual to TAO */ 966a7e14dcfSSatish Balay ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution); CHKERRQ(ierr); 967a7e14dcfSSatish Balay ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES); CHKERRQ(ierr); 968a7e14dcfSSatish Balay ierr = VecAssemblyBegin(tao->gradient); 969a7e14dcfSSatish Balay ierr = VecAssemblyEnd(tao->gradient); 970a7e14dcfSSatish Balay ierr = VecNorm(tao->gradient,NORM_2,&gnorm); CHKERRQ(ierr); 971a7e14dcfSSatish Balay gnorm *= mfqP->delta; 972a7e14dcfSSatish Balay /* final criticality test */ 973a7e14dcfSSatish Balay ierr = TaoMonitor(tao, iter, minnorm, gnorm, 0.0, step, &reason); CHKERRQ(ierr); 974a7e14dcfSSatish Balay } 975a7e14dcfSSatish Balay PetscFunctionReturn(0); 976a7e14dcfSSatish Balay } 977a7e14dcfSSatish Balay 978a7e14dcfSSatish Balay #undef __FUNCT__ 979a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetUp_POUNDERS" 980a7e14dcfSSatish Balay static PetscErrorCode TaoSetUp_POUNDERS(TaoSolver tao) 981a7e14dcfSSatish Balay { 982a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 983a7e14dcfSSatish Balay PetscInt i; 984a7e14dcfSSatish Balay IS isfloc,isfglob,isxloc,isxglob; 985a7e14dcfSSatish Balay PetscErrorCode ierr; 986a7e14dcfSSatish Balay 987a7e14dcfSSatish Balay PetscFunctionBegin; 988a7e14dcfSSatish Balay 989a7e14dcfSSatish Balay if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient); CHKERRQ(ierr); } 990a7e14dcfSSatish Balay if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection); CHKERRQ(ierr); } 991a7e14dcfSSatish Balay ierr = VecGetSize(tao->solution,&mfqP->n); CHKERRQ(ierr); 992a7e14dcfSSatish Balay ierr = VecGetSize(tao->sep_objective,&mfqP->m); CHKERRQ(ierr); 993a7e14dcfSSatish Balay mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); 994a7e14dcfSSatish Balay if (mfqP->npmax == PETSC_DEFAULT) { 995a7e14dcfSSatish Balay mfqP->npmax = 2*mfqP->n + 1; 996a7e14dcfSSatish Balay } 997a7e14dcfSSatish Balay mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); 998a7e14dcfSSatish Balay mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); 999a7e14dcfSSatish Balay 1000a7e14dcfSSatish Balay ierr = PetscMalloc((tao->max_funcs+10)*sizeof(Vec),&mfqP->Xhist); CHKERRQ(ierr); 1001a7e14dcfSSatish Balay ierr = PetscMalloc((tao->max_funcs+10)*sizeof(Vec),&mfqP->Fhist); CHKERRQ(ierr); 1002a7e14dcfSSatish Balay for (i=0;i<mfqP->n +1;i++) { 1003a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]); CHKERRQ(ierr); 1004a7e14dcfSSatish Balay ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]); CHKERRQ(ierr); 1005a7e14dcfSSatish Balay } 1006a7e14dcfSSatish Balay ierr = VecDuplicate(tao->solution,&mfqP->workxvec); CHKERRQ(ierr); 1007a7e14dcfSSatish Balay mfqP->nHist = 0; 1008a7e14dcfSSatish Balay 1009a7e14dcfSSatish Balay ierr = PetscMalloc((tao->max_funcs+10)*sizeof(PetscReal),&mfqP->Fres); CHKERRQ(ierr); 1010a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->m*sizeof(PetscReal),&mfqP->RES); CHKERRQ(ierr); 1011a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work); CHKERRQ(ierr); 1012a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work2); CHKERRQ(ierr); 1013a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->work3); CHKERRQ(ierr); 1014a7e14dcfSSatish Balay ierr = PetscMalloc(PetscMax(mfqP->m,mfqP->n+1)*sizeof(PetscReal),&mfqP->mwork); CHKERRQ(ierr); 1015a7e14dcfSSatish Balay ierr = PetscMalloc((mfqP->npmax - mfqP->n - 1)*sizeof(PetscReal),&mfqP->omega); CHKERRQ(ierr); 1016a7e14dcfSSatish Balay ierr = PetscMalloc((mfqP->n * (mfqP->n+1) / 2)*sizeof(PetscReal),&mfqP->beta); CHKERRQ(ierr); 1017a7e14dcfSSatish Balay ierr = PetscMalloc((mfqP->n + 1) *sizeof(PetscReal),&mfqP->alpha); CHKERRQ(ierr); 1018a7e14dcfSSatish Balay 1019a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*mfqP->m*sizeof(PetscReal),&mfqP->H); CHKERRQ(ierr); 1020a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->npmax*sizeof(PetscReal),&mfqP->Q); CHKERRQ(ierr); 1021a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->npmax*sizeof(PetscReal),&mfqP->Q_tmp); CHKERRQ(ierr); 1022a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L); CHKERRQ(ierr); 1023a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L_tmp); CHKERRQ(ierr); 1024a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->L_save); CHKERRQ(ierr); 1025a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax)*sizeof(PetscReal),&mfqP->N); CHKERRQ(ierr); 1026a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax * (mfqP->n+1) * sizeof(PetscReal),&mfqP->M); CHKERRQ(ierr); 1027a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) * sizeof(PetscReal), &mfqP->Z); CHKERRQ(ierr); 1028a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*sizeof(PetscReal),&mfqP->tau); CHKERRQ(ierr); 1029a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*sizeof(PetscReal),&mfqP->tau_tmp); CHKERRQ(ierr); 1030a7e14dcfSSatish Balay mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); 1031a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->nmax*sizeof(PetscReal),&mfqP->npmaxwork); CHKERRQ(ierr); 1032a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->nmax*sizeof(PetscBLASInt),&mfqP->npmaxiwork); CHKERRQ(ierr); 1033a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->xmin); CHKERRQ(ierr); 1034a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->m*sizeof(PetscReal),&mfqP->C); CHKERRQ(ierr); 1035a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->m*mfqP->n*sizeof(PetscReal),&mfqP->Fdiff); CHKERRQ(ierr); 1036a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*mfqP->n*sizeof(PetscReal),&mfqP->Disp); CHKERRQ(ierr); 1037a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->Gres); CHKERRQ(ierr); 1038a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*sizeof(PetscReal),&mfqP->Hres); CHKERRQ(ierr); 1039a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*sizeof(PetscReal),&mfqP->Gpoints); CHKERRQ(ierr); 1040a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->npmax*sizeof(PetscInt),&mfqP->model_indices); CHKERRQ(ierr); 1041a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscReal),&mfqP->Xsubproblem); CHKERRQ(ierr); 1042a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->m*mfqP->n*sizeof(PetscReal),&mfqP->Gdel); CHKERRQ(ierr); 1043a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*mfqP->n*mfqP->m*sizeof(PetscReal), &mfqP->Hdel); CHKERRQ(ierr); 1044a7e14dcfSSatish Balay ierr = PetscMalloc(PetscMax(mfqP->m,mfqP->n)*sizeof(PetscInt),&mfqP->indices); CHKERRQ(ierr); 1045a7e14dcfSSatish Balay ierr = PetscMalloc(mfqP->n*sizeof(PetscBLASInt),&mfqP->iwork); CHKERRQ(ierr); 1046a7e14dcfSSatish Balay for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) { 1047a7e14dcfSSatish Balay mfqP->indices[i] = i; 1048a7e14dcfSSatish Balay } 1049a7e14dcfSSatish Balay ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->mpisize); CHKERRQ(ierr); 1050a7e14dcfSSatish Balay if (mfqP->mpisize > 1) { 1051a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx); CHKERRQ(ierr); 1052a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin); CHKERRQ(ierr); 1053a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf); CHKERRQ(ierr); 1054a7e14dcfSSatish Balay VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin); CHKERRQ(ierr); 1055a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc); CHKERRQ(ierr); 1056a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob); CHKERRQ(ierr); 1057a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc); CHKERRQ(ierr); 1058a7e14dcfSSatish Balay ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob); CHKERRQ(ierr); 1059a7e14dcfSSatish Balay 1060a7e14dcfSSatish Balay 1061a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx); CHKERRQ(ierr); 1062a7e14dcfSSatish Balay ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf); CHKERRQ(ierr); 1063a7e14dcfSSatish Balay 1064a7e14dcfSSatish Balay ierr = ISDestroy(&isxloc); CHKERRQ(ierr); 1065a7e14dcfSSatish Balay ierr = ISDestroy(&isxglob); CHKERRQ(ierr); 1066a7e14dcfSSatish Balay ierr = ISDestroy(&isfloc); CHKERRQ(ierr); 1067a7e14dcfSSatish Balay ierr = ISDestroy(&isfglob); CHKERRQ(ierr); 1068a7e14dcfSSatish Balay 1069a7e14dcfSSatish Balay } 1070a7e14dcfSSatish Balay 1071a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1072a7e14dcfSSatish Balay KSP ksp; 1073a7e14dcfSSatish Balay PC pc; 1074a7e14dcfSSatish Balay ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx); CHKERRQ(ierr); 1075a7e14dcfSSatish Balay ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl); CHKERRQ(ierr); 1076a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subb); CHKERRQ(ierr); 1077a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu); CHKERRQ(ierr); 1078a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel); CHKERRQ(ierr); 1079a7e14dcfSSatish Balay ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel); CHKERRQ(ierr); 1080a7e14dcfSSatish Balay ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao); CHKERRQ(ierr); 1081*e9f9aeaeSSatish Balay /* ierr = TaoSetType(mfqP->subtao,"tao_bqpip"); CHKERRQ(ierr); */ 1082a7e14dcfSSatish Balay ierr = TaoSetType(mfqP->subtao,"tao_tron"); CHKERRQ(ierr); 1083a7e14dcfSSatish Balay ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_"); CHKERRQ(ierr); 1084a7e14dcfSSatish Balay ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx); CHKERRQ(ierr); 1085a7e14dcfSSatish Balay ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP); CHKERRQ(ierr); 1086a7e14dcfSSatish Balay ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits); CHKERRQ(ierr); 1087a7e14dcfSSatish Balay ierr = TaoGetKSP(mfqP->subtao,&ksp); CHKERRQ(ierr); 1088a7e14dcfSSatish Balay if (ksp) { 1089a7e14dcfSSatish Balay ierr = KSPGetPC(ksp,&pc); CHKERRQ(ierr); 1090a7e14dcfSSatish Balay ierr = PCSetType(pc,PCNONE); CHKERRQ(ierr); 1091a7e14dcfSSatish Balay } 1092a7e14dcfSSatish Balay ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu); CHKERRQ(ierr); 1093a7e14dcfSSatish Balay ierr = TaoSetFromOptions(mfqP->subtao); CHKERRQ(ierr); 1094a7e14dcfSSatish Balay ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH); CHKERRQ(ierr); 1095a7e14dcfSSatish Balay ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP); CHKERRQ(ierr); 1096a7e14dcfSSatish Balay 1097a7e14dcfSSatish Balay } 1098a7e14dcfSSatish Balay PetscFunctionReturn(0); 1099a7e14dcfSSatish Balay } 1100a7e14dcfSSatish Balay 1101a7e14dcfSSatish Balay #undef __FUNCT__ 1102a7e14dcfSSatish Balay #define __FUNCT__ "TaoDestroy_POUNDERS" 1103a7e14dcfSSatish Balay static PetscErrorCode TaoDestroy_POUNDERS(TaoSolver tao) 1104a7e14dcfSSatish Balay { 1105a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1106a7e14dcfSSatish Balay PetscInt i; 1107a7e14dcfSSatish Balay PetscErrorCode ierr; 1108a7e14dcfSSatish Balay 1109a7e14dcfSSatish Balay 1110a7e14dcfSSatish Balay PetscFunctionBegin; 1111a7e14dcfSSatish Balay if (!mfqP->usegqt) { 1112a7e14dcfSSatish Balay ierr = TaoDestroy(&mfqP->subtao); CHKERRQ(ierr); 1113a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subx); CHKERRQ(ierr); 1114a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxl); CHKERRQ(ierr); 1115a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subxu); CHKERRQ(ierr); 1116a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subb); CHKERRQ(ierr); 1117a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subpdel); CHKERRQ(ierr); 1118a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->subndel); CHKERRQ(ierr); 1119a7e14dcfSSatish Balay ierr = MatDestroy(&mfqP->subH); CHKERRQ(ierr); 1120a7e14dcfSSatish Balay } 1121a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fres); CHKERRQ(ierr); 1122a7e14dcfSSatish Balay ierr = PetscFree(mfqP->RES); CHKERRQ(ierr); 1123a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work); CHKERRQ(ierr); 1124a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work2); CHKERRQ(ierr); 1125a7e14dcfSSatish Balay ierr = PetscFree(mfqP->work3); CHKERRQ(ierr); 1126a7e14dcfSSatish Balay ierr = PetscFree(mfqP->mwork); CHKERRQ(ierr); 1127a7e14dcfSSatish Balay ierr = PetscFree(mfqP->omega); CHKERRQ(ierr); 1128a7e14dcfSSatish Balay ierr = PetscFree(mfqP->beta); CHKERRQ(ierr); 1129a7e14dcfSSatish Balay ierr = PetscFree(mfqP->alpha); CHKERRQ(ierr); 1130a7e14dcfSSatish Balay ierr = PetscFree(mfqP->H); CHKERRQ(ierr); 1131a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q); CHKERRQ(ierr); 1132a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Q_tmp); CHKERRQ(ierr); 1133a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L); CHKERRQ(ierr); 1134a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_tmp); CHKERRQ(ierr); 1135a7e14dcfSSatish Balay ierr = PetscFree(mfqP->L_save); CHKERRQ(ierr); 1136a7e14dcfSSatish Balay ierr = PetscFree(mfqP->N); CHKERRQ(ierr); 1137a7e14dcfSSatish Balay ierr = PetscFree(mfqP->M); CHKERRQ(ierr); 1138a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Z); CHKERRQ(ierr); 1139a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau); CHKERRQ(ierr); 1140a7e14dcfSSatish Balay ierr = PetscFree(mfqP->tau_tmp); CHKERRQ(ierr); 1141a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxwork); CHKERRQ(ierr); 1142a7e14dcfSSatish Balay ierr = PetscFree(mfqP->npmaxiwork); CHKERRQ(ierr); 1143a7e14dcfSSatish Balay ierr = PetscFree(mfqP->xmin); CHKERRQ(ierr); 1144a7e14dcfSSatish Balay ierr = PetscFree(mfqP->C); CHKERRQ(ierr); 1145a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fdiff); CHKERRQ(ierr); 1146a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Disp); CHKERRQ(ierr); 1147a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gres); CHKERRQ(ierr); 1148a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hres); CHKERRQ(ierr); 1149a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gpoints); CHKERRQ(ierr); 1150a7e14dcfSSatish Balay ierr = PetscFree(mfqP->model_indices); CHKERRQ(ierr); 1151a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xsubproblem); CHKERRQ(ierr); 1152a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Gdel); CHKERRQ(ierr); 1153a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Hdel); CHKERRQ(ierr); 1154a7e14dcfSSatish Balay ierr = PetscFree(mfqP->indices); CHKERRQ(ierr); 1155a7e14dcfSSatish Balay ierr = PetscFree(mfqP->iwork); CHKERRQ(ierr); 1156a7e14dcfSSatish Balay 1157a7e14dcfSSatish Balay for (i=0;i<mfqP->nHist;i++) { 1158a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Xhist[i]); CHKERRQ(ierr); 1159a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->Fhist[i]); CHKERRQ(ierr); 1160a7e14dcfSSatish Balay } 1161a7e14dcfSSatish Balay if (mfqP->workxvec) { 1162a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->workxvec); CHKERRQ(ierr); 1163a7e14dcfSSatish Balay } 1164a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Xhist); CHKERRQ(ierr); 1165a7e14dcfSSatish Balay ierr = PetscFree(mfqP->Fhist); CHKERRQ(ierr); 1166a7e14dcfSSatish Balay 1167a7e14dcfSSatish Balay if (mfqP->mpisize > 1) { 1168a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localx); CHKERRQ(ierr); 1169a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localxmin); CHKERRQ(ierr); 1170a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localf); CHKERRQ(ierr); 1171a7e14dcfSSatish Balay ierr = VecDestroy(&mfqP->localfmin); CHKERRQ(ierr); 1172a7e14dcfSSatish Balay } 1173a7e14dcfSSatish Balay 1174a7e14dcfSSatish Balay 1175a7e14dcfSSatish Balay 1176a7e14dcfSSatish Balay if (tao->data) { 1177a7e14dcfSSatish Balay ierr = PetscFree(tao->data); CHKERRQ(ierr); 1178a7e14dcfSSatish Balay } 1179a7e14dcfSSatish Balay tao->data = PETSC_NULL; 1180a7e14dcfSSatish Balay PetscFunctionReturn(0); 1181a7e14dcfSSatish Balay } 1182a7e14dcfSSatish Balay 1183a7e14dcfSSatish Balay #undef __FUNCT__ 1184a7e14dcfSSatish Balay #define __FUNCT__ "TaoSetFromOptions_POUNDERS" 1185a7e14dcfSSatish Balay static PetscErrorCode TaoSetFromOptions_POUNDERS(TaoSolver tao) 1186a7e14dcfSSatish Balay { 1187a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1188a7e14dcfSSatish Balay PetscErrorCode ierr; 1189a7e14dcfSSatish Balay 1190a7e14dcfSSatish Balay PetscFunctionBegin; 1191a7e14dcfSSatish Balay ierr = PetscOptionsHead("POUNDERS method for least-squares optimization"); CHKERRQ(ierr); 1192a7e14dcfSSatish Balay ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta,0); CHKERRQ(ierr); 1193a7e14dcfSSatish Balay mfqP->npmax = PETSC_DEFAULT; 1194a7e14dcfSSatish Balay ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,0); CHKERRQ(ierr); 1195a7e14dcfSSatish Balay mfqP->usegqt = PETSC_FALSE; 1196a7e14dcfSSatish Balay ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,0); CHKERRQ(ierr); 1197a7e14dcfSSatish Balay ierr = PetscOptionsTail(); CHKERRQ(ierr); 1198a7e14dcfSSatish Balay PetscFunctionReturn(0); 1199a7e14dcfSSatish Balay } 1200a7e14dcfSSatish Balay 1201a7e14dcfSSatish Balay #undef __FUNCT__ 1202a7e14dcfSSatish Balay #define __FUNCT__ "TaoView_POUNDERS" 1203a7e14dcfSSatish Balay static PetscErrorCode TaoView_POUNDERS(TaoSolver tao, PetscViewer viewer) 1204a7e14dcfSSatish Balay { 1205a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 1206a7e14dcfSSatish Balay PetscBool isascii; 1207a7e14dcfSSatish Balay PetscErrorCode ierr; 1208a7e14dcfSSatish Balay 1209a7e14dcfSSatish Balay PetscFunctionBegin; 1210a7e14dcfSSatish Balay 1211a7e14dcfSSatish Balay ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 1212a7e14dcfSSatish Balay if (isascii) { 1213a7e14dcfSSatish Balay ierr = PetscViewerASCIIPushTab(viewer); CHKERRQ(ierr); 1214a7e14dcfSSatish Balay if (mfqP->usegqt) { 1215a7e14dcfSSatish Balay ierr = PetscViewerASCIIPrintf(viewer, "Subproblem solver: gqt\n"); 1216a7e14dcfSSatish Balay } else { 1217a7e14dcfSSatish Balay ierr = PetscViewerASCIIPrintf(viewer, "Subproblem solver: tron\n"); 1218a7e14dcfSSatish Balay } 1219a7e14dcfSSatish Balay ierr = PetscViewerASCIIPopTab(viewer); CHKERRQ(ierr); 1220a7e14dcfSSatish Balay } else { 1221a7e14dcfSSatish Balay SETERRQ1(((PetscObject)tao)->comm,PETSC_ERR_SUP,"Viewer type %s not supported for TAO NLS",((PetscObject)viewer)->type_name); 1222a7e14dcfSSatish Balay } 1223a7e14dcfSSatish Balay PetscFunctionReturn(0); 1224a7e14dcfSSatish Balay } 1225a7e14dcfSSatish Balay 1226a7e14dcfSSatish Balay EXTERN_C_BEGIN 1227a7e14dcfSSatish Balay #undef __FUNCT__ 1228a7e14dcfSSatish Balay #define __FUNCT__ "TaoCreate_POUNDERS" 1229a7e14dcfSSatish Balay PetscErrorCode TaoCreate_POUNDERS(TaoSolver tao) 1230a7e14dcfSSatish Balay { 1231a7e14dcfSSatish Balay TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1232a7e14dcfSSatish Balay PetscErrorCode ierr; 1233a7e14dcfSSatish Balay 1234a7e14dcfSSatish Balay PetscFunctionBegin; 1235a7e14dcfSSatish Balay 1236a7e14dcfSSatish Balay tao->ops->setup = TaoSetUp_POUNDERS; 1237a7e14dcfSSatish Balay tao->ops->solve = TaoSolve_POUNDERS; 1238a7e14dcfSSatish Balay tao->ops->view = TaoView_POUNDERS; 1239a7e14dcfSSatish Balay tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; 1240a7e14dcfSSatish Balay tao->ops->destroy = TaoDestroy_POUNDERS; 1241a7e14dcfSSatish Balay 1242a7e14dcfSSatish Balay 12433c9e27cfSGeoffrey Irving ierr = PetscNewLog(tao,&mfqP); CHKERRQ(ierr); 1244a7e14dcfSSatish Balay tao->data = (void*)mfqP; 1245a7e14dcfSSatish Balay tao->max_it = 2000; 1246a7e14dcfSSatish Balay tao->max_funcs = 4000; 1247a7e14dcfSSatish Balay tao->fatol = 1e-8; 1248a7e14dcfSSatish Balay tao->frtol = 1e-8; 1249a7e14dcfSSatish Balay mfqP->delta = 0.1; 1250a7e14dcfSSatish Balay mfqP->deltamax=1e3; 1251a7e14dcfSSatish Balay mfqP->deltamin=1e-6; 1252a7e14dcfSSatish Balay mfqP->c2 = 100.0; 1253a7e14dcfSSatish Balay mfqP->theta1=1e-5; 1254a7e14dcfSSatish Balay mfqP->theta2=1e-4; 1255a7e14dcfSSatish Balay mfqP->gamma0=0.5; 1256a7e14dcfSSatish Balay mfqP->gamma1=2.0; 1257a7e14dcfSSatish Balay mfqP->eta0 = 0.0; 1258a7e14dcfSSatish Balay mfqP->eta1 = 0.1; 1259a7e14dcfSSatish Balay mfqP->gqt_rtol = 0.001; 1260a7e14dcfSSatish Balay mfqP->gqt_maxits = 50; 1261a7e14dcfSSatish Balay mfqP->workxvec = 0; 1262a7e14dcfSSatish Balay PetscFunctionReturn(0); 1263a7e14dcfSSatish Balay } 1264a7e14dcfSSatish Balay EXTERN_C_END 1265a7e14dcfSSatish Balay 1266