1 #include <../src/tao/leastsquares/impls/pounders/pounders.h> 2 3 #undef __FUNCT__ 4 #define __FUNCT__ "pounders_h" 5 static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) 6 { 7 PetscFunctionBegin; 8 PetscFunctionReturn(0); 9 } 10 11 #undef __FUNCT__ 12 #define __FUNCT__ "pounders_fg" 13 static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) 14 { 15 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; 16 PetscReal d1,d2; 17 PetscErrorCode ierr; 18 19 PetscFunctionBegin; 20 /* g = A*x (add b later)*/ 21 ierr = MatMult(mfqP->subH,x,g);CHKERRQ(ierr); 22 23 /* f = 1/2 * x'*(Ax) + b'*x */ 24 ierr = VecDot(x,g,&d1);CHKERRQ(ierr); 25 ierr = VecDot(mfqP->subb,x,&d2);CHKERRQ(ierr); 26 *f = 0.5 *d1 + d2; 27 28 /* now g = g + b */ 29 ierr = VecAXPY(g, 1.0, mfqP->subb);CHKERRQ(ierr); 30 PetscFunctionReturn(0); 31 } 32 33 #undef __FUNCT__ 34 #define __FUNCT__ "pounders_feval" 35 static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum) 36 { 37 PetscErrorCode ierr; 38 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 39 PetscInt i,row,col; 40 PetscReal fr,fc; 41 PetscFunctionBegin; 42 ierr = TaoComputeSeparableObjective(tao,x,F);CHKERRQ(ierr); 43 if (tao->sep_weights_v) { 44 ierr = VecPointwiseMult(mfqP->workfvec,tao->sep_weights_v,F);CHKERRQ(ierr); 45 ierr = VecNorm(mfqP->workfvec,NORM_2,fsum);CHKERRQ(ierr); 46 *fsum*=(*fsum); 47 } else if (tao->sep_weights_w) { 48 *fsum=0; 49 for (i=0;i<tao->sep_weights_n;i++) { 50 row=tao->sep_weights_rows[i]; 51 col=tao->sep_weights_cols[i]; 52 ierr = VecGetValues(F,1,&row,&fr);CHKERRQ(ierr); 53 ierr = VecGetValues(F,1,&col,&fc);CHKERRQ(ierr); 54 *fsum += tao->sep_weights_w[i]*fc*fr; 55 } 56 } else { 57 ierr = VecNorm(F,NORM_2,fsum);CHKERRQ(ierr); 58 *fsum*=(*fsum); 59 } 60 if (PetscIsInfOrNanReal(*fsum)) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 61 PetscFunctionReturn(0); 62 } 63 64 #undef __FUNCT__ 65 #define __FUNCT__ "gqtwrap" 66 PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin) 67 { 68 PetscErrorCode ierr; 69 #if defined(PETSC_USE_REAL_SINGLE) 70 PetscReal atol=1.0e-5; 71 #else 72 PetscReal atol=1.0e-10; 73 #endif 74 PetscInt info,its; 75 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 76 77 PetscFunctionBegin; 78 if (!mfqP->usegqt) { 79 PetscReal maxval; 80 PetscInt i,j; 81 82 ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 83 ierr = VecAssemblyBegin(mfqP->subb);CHKERRQ(ierr); 84 ierr = VecAssemblyEnd(mfqP->subb);CHKERRQ(ierr); 85 86 ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr); 87 88 ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr); 89 ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr); 90 91 for (i=0;i<mfqP->n;i++) { 92 for (j=i;j<mfqP->n;j++) { 93 mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; 94 } 95 } 96 ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES);CHKERRQ(ierr); 97 ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 98 ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 99 100 ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr); 101 /* ierr = TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT);CHKERRQ(ierr); */ 102 /* enforce bound constraints -- experimental */ 103 if (tao->XU && tao->XL) { 104 ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr); 105 ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr); 106 ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr); 107 ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr); 108 ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr); 109 ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr); 110 111 ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr); 112 ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr); 113 } else { 114 ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr); 115 ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr); 116 } 117 /* Make sure xu > xl */ 118 ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 119 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 120 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 121 if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem"); 122 /* Make sure xu > tao->solution > xl */ 123 ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 124 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 125 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 126 if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem"); 127 128 ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 129 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 130 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 131 if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem"); 132 133 ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr); 134 ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr); 135 136 /* test bounds post-solution*/ 137 ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 138 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 139 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 140 if (maxval > 1e-5) { 141 ierr = PetscInfo(tao,"subproblem solution < lower bound\n");CHKERRQ(ierr); 142 tao->reason = TAO_DIVERGED_TR_REDUCTION; 143 } 144 145 ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 146 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 147 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 148 if (maxval > 1e-5) { 149 ierr = PetscInfo(tao,"subproblem solution > upper bound\n");CHKERRQ(ierr); 150 tao->reason = TAO_DIVERGED_TR_REDUCTION; 151 } 152 } else { 153 gqt(mfqP->n,mfqP->Hres,mfqP->n,mfqP->Gres,1.0,mfqP->gqt_rtol,atol,mfqP->gqt_maxits,gnorm,qmin,mfqP->Xsubproblem,&info,&its,mfqP->work,mfqP->work2, mfqP->work3); 154 } 155 *qmin *= -1; 156 PetscFunctionReturn(0); 157 } 158 159 #undef __FUNCT__ 160 #define __FUNCT__ "pounders_update_res" 161 static PetscErrorCode pounders_update_res(Tao tao) 162 { 163 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 164 PetscInt i,row,col; 165 PetscBLASInt blasn=mfqP->n,blasn2=blasn*blasn,blasm=mfqP->m,ione=1; 166 PetscReal zero=0.0,one=1.0,wii,factor; 167 PetscErrorCode ierr; 168 PetscFunctionBegin; 169 170 for (i=0;i<mfqP->n;i++) { 171 mfqP->Gres[i]=0; 172 } 173 for (i=0;i<mfqP->n*mfqP->n;i++) { 174 mfqP->Hres[i]=0; 175 } 176 177 /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */ 178 if (tao->sep_weights_v) { 179 /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */ 180 for (i=0;i<mfqP->m;i++) { 181 ierr = VecGetValues(tao->sep_weights_v,1,&i,&factor);CHKERRQ(ierr); 182 factor=factor*mfqP->C[i]; 183 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*i],&ione,mfqP->Gres,&ione)); 184 } 185 } else if (tao->sep_weights_n) { 186 /* general case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */ 187 for (i=0;i<tao->sep_weights_n;i++) { 188 row=tao->sep_weights_rows[i]; 189 col=tao->sep_weights_cols[i]; 190 191 factor = tao->sep_weights_w[i]*mfqP->C[col]/2.0; 192 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*row],&ione,mfqP->Gres,&ione)); 193 factor = tao->sep_weights_w[i]*mfqP->C[row]/2.0; 194 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*col],&ione,mfqP->Gres,&ione)); 195 } 196 } else { 197 /* default: Gres= sum_i[cigi] = G*c' */ 198 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); 199 } 200 201 /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 202 if (tao->sep_weights_v) { 203 /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi' )*/ 204 for (i=0;i<mfqP->m;i++) { 205 ierr = VecGetValues(tao->sep_weights_v,1,&i,&wii);CHKERRQ(ierr); 206 if (tao->niter>1) { 207 factor=wii*mfqP->C[i]; 208 /* add wii * ci * Hi */ 209 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasn2,mfqP->Hres,&ione)); 210 } 211 /* add wii * gi * gi' */ 212 PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&wii,&mfqP->Fdiff[blasn*i],&blasn,&mfqP->Fdiff[blasn*i],&blasn,&one,mfqP->Hres,&blasn)); 213 } 214 } else if (tao->sep_weights_w) { 215 /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 216 for (i=0;i<tao->sep_weights_n;i++) { 217 row=tao->sep_weights_rows[i]; 218 col=tao->sep_weights_cols[i]; 219 factor=tao->sep_weights_w[i]/2.0; 220 /* add wij * gi gj' + wij * gj gi' */ 221 PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*row],&blasn,&mfqP->Fdiff[blasn*col],&blasn,&one,mfqP->Hres,&blasn)); 222 PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*col],&blasn,&mfqP->Fdiff[blasn*row],&blasn,&one,mfqP->Hres,&blasn)); 223 } 224 if (tao->niter > 1) { 225 for (i=0;i<tao->sep_weights_n;i++) { 226 row=tao->sep_weights_rows[i]; 227 col=tao->sep_weights_cols[i]; 228 229 /* add wij*cj*Hi */ 230 factor = tao->sep_weights_w[i]*mfqP->C[col]/2.0; 231 PetscStackCallBLAS("BLASaxpy_",BLASaxpy_(&blasn2,&factor,&mfqP->H[row],&blasn2,mfqP->Hres,&ione)); 232 233 /* add wij*ci*Hj */ 234 factor = tao->sep_weights_w[i]*mfqP->C[row]/2.0; 235 PetscStackCallBLAS("BLASaxpy_",BLASaxpy_(&blasn2,&factor,&mfqP->H[col],&blasn2,mfqP->Hres,&ione)); 236 } 237 } 238 } else { 239 /* Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)} */ 240 PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff, &blasn,&zero,mfqP->Hres,&blasn)); 241 242 /* sum(F(xkin,i)*H(:,:,i)) */ 243 if (tao->niter>1) { 244 for (i=0;i<mfqP->m;i++) { 245 factor = mfqP->C[i]; 246 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasn2,mfqP->Hres,&ione)); 247 } 248 } 249 } 250 PetscFunctionReturn(0); 251 } 252 253 #undef __FUNCT__ 254 #define __FUNCT__ "phi2eval" 255 PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) 256 { 257 /* 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] */ 258 PetscInt i,j,k; 259 PetscReal sqrt2 = PetscSqrtReal(2.0); 260 261 PetscFunctionBegin; 262 j=0; 263 for (i=0;i<n;i++) { 264 phi[j] = 0.5 * x[i]*x[i]; 265 j++; 266 for (k=i+1;k<n;k++) { 267 phi[j] = x[i]*x[k]/sqrt2; 268 j++; 269 } 270 } 271 PetscFunctionReturn(0); 272 } 273 274 #undef __FUNCT__ 275 #define __FUNCT__ "getquadpounders" 276 PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) 277 { 278 /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' 279 that satisfies the interpolation conditions Q(X[:,j]) = f(j) 280 for j=1,...,m and with a Hessian matrix of least Frobenius norm */ 281 282 /* NB --we are ignoring c */ 283 PetscInt i,j,k,num,np = mfqP->nmodelpoints; 284 PetscReal one = 1.0,zero=0.0,negone=-1.0; 285 PetscBLASInt blasnpmax = mfqP->npmax; 286 PetscBLASInt blasnplus1 = mfqP->n+1; 287 PetscBLASInt blasnp = np; 288 PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; 289 PetscBLASInt blasint2 = np - mfqP->n-1; 290 PetscBLASInt info,ione=1; 291 PetscReal sqrt2 = PetscSqrtReal(2.0); 292 293 PetscFunctionBegin; 294 for (i=0;i<mfqP->n*mfqP->m;i++) { 295 mfqP->Gdel[i] = 0; 296 } 297 for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) { 298 mfqP->Hdel[i] = 0; 299 } 300 301 /* factor M */ 302 PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info)); 303 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %d\n",info); 304 305 if (np == mfqP->n+1) { 306 for (i=0;i<mfqP->npmax-mfqP->n-1;i++) { 307 mfqP->omega[i]=0.0; 308 } 309 for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) { 310 mfqP->beta[i]=0.0; 311 } 312 } else { 313 /* Let Ltmp = (L'*L) */ 314 PetscStackCallBLAS("BLASgemm",BLASgemm_("T","N",&blasint2,&blasint2,&blasint,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&mfqP->L[(mfqP->n+1)*blasint],&blasint,&zero,mfqP->L_tmp,&blasint)); 315 316 /* factor Ltmp */ 317 PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info)); 318 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %d\n",info); 319 } 320 321 for (k=0;k<mfqP->m;k++) { 322 if (np != mfqP->n+1) { 323 /* Solve L'*L*Omega = Z' * RESk*/ 324 PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione)); 325 PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info)); 326 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %d\n",info); 327 328 /* Beta = L*Omega */ 329 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione)); 330 } 331 332 /* solve M'*Alpha = RESk - N'*Beta */ 333 PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione)); 334 PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info)); 335 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %d\n",info); 336 337 /* Gdel(:,k) = Alpha(2:n+1) */ 338 for (i=0;i<mfqP->n;i++) { 339 mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; 340 } 341 342 /* Set Hdels */ 343 num=0; 344 for (i=0;i<mfqP->n;i++) { 345 /* H[i,i,k] = Beta(num) */ 346 mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; 347 num++; 348 for (j=i+1;j<mfqP->n;j++) { 349 /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ 350 mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 351 mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 352 num++; 353 } 354 } 355 } 356 PetscFunctionReturn(0); 357 } 358 359 #undef __FUNCT__ 360 #define __FUNCT__ "morepoints" 361 PetscErrorCode morepoints(TAO_POUNDERS *mfqP) 362 { 363 /* Assumes mfqP->model_indices[0] is minimum index 364 Finishes adding points to mfqP->model_indices (up to npmax) 365 Computes L,Z,M,N 366 np is actual number of points in model (should equal npmax?) */ 367 PetscInt point,i,j,offset; 368 PetscInt reject; 369 PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; 370 const PetscReal *x; 371 PetscReal normd; 372 PetscErrorCode ierr; 373 374 PetscFunctionBegin; 375 /* Initialize M,N */ 376 for (i=0;i<mfqP->n+1;i++) { 377 ierr = VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 378 mfqP->M[(mfqP->n+1)*i] = 1.0; 379 for (j=0;j<mfqP->n;j++) { 380 mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 381 } 382 ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 383 ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]);CHKERRQ(ierr); 384 } 385 386 /* Now we add points until we have npmax starting with the most recent ones */ 387 point = mfqP->nHist-1; 388 mfqP->nmodelpoints = mfqP->n+1; 389 while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { 390 /* Reject any points already in the model */ 391 reject = 0; 392 for (j=0;j<mfqP->n+1;j++) { 393 if (point == mfqP->model_indices[j]) { 394 reject = 1; 395 break; 396 } 397 } 398 399 /* Reject if norm(d) >c2 */ 400 if (!reject) { 401 ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec);CHKERRQ(ierr); 402 ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 403 ierr = VecNorm(mfqP->workxvec,NORM_2,&normd);CHKERRQ(ierr); 404 normd /= mfqP->delta; 405 if (normd > mfqP->c2) { 406 reject =1; 407 } 408 } 409 if (reject){ 410 point--; 411 continue; 412 } 413 414 ierr = VecGetArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 415 mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; 416 for (j=0;j<mfqP->n;j++) { 417 mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 418 } 419 ierr = VecRestoreArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 420 ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]);CHKERRQ(ierr); 421 422 /* Update QR factorization */ 423 /* Copy M' to Q_tmp */ 424 for (i=0;i<mfqP->n+1;i++) { 425 for (j=0;j<mfqP->npmax;j++) { 426 mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; 427 } 428 } 429 blasnp = mfqP->nmodelpoints+1; 430 /* Q_tmp,R = qr(M') */ 431 blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); 432 PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info)); 433 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %d\n",info); 434 435 /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ 436 /* L = N*Qtmp */ 437 blasint2 = mfqP->n * (mfqP->n+1) / 2; 438 /* Copy N to L_tmp */ 439 for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) { 440 mfqP->L_tmp[i]= mfqP->N[i]; 441 } 442 /* Copy L_save to L_tmp */ 443 444 /* L_tmp = N*Qtmp' */ 445 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info)); 446 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 447 448 /* Copy L_tmp to L_save */ 449 for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 450 mfqP->L_save[i] = mfqP->L_tmp[i]; 451 } 452 453 /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ 454 blasint = mfqP->nmodelpoints - mfqP->n; 455 ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr); 456 PetscStackCallBLAS("LAPACKgesvd",LAPACKgesvd_("N","N",&blasint2,&blasint,&mfqP->L_tmp[(mfqP->n+1)*blasint2],&blasint2,mfqP->beta,mfqP->work,&blasn,mfqP->work,&blasn,mfqP->npmaxwork,&blasnmax,&info)); 457 ierr = PetscFPTrapPop();CHKERRQ(ierr); 458 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %d\n",info); 459 460 if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { 461 /* accept point */ 462 mfqP->model_indices[mfqP->nmodelpoints] = point; 463 /* Copy Q_tmp to Q */ 464 for (i=0;i<mfqP->npmax* mfqP->npmax;i++) { 465 mfqP->Q[i] = mfqP->Q_tmp[i]; 466 } 467 for (i=0;i<mfqP->npmax;i++){ 468 mfqP->tau[i] = mfqP->tau_tmp[i]; 469 } 470 mfqP->nmodelpoints++; 471 blasnp = mfqP->nmodelpoints; 472 473 /* Copy L_save to L */ 474 for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 475 mfqP->L[i] = mfqP->L_save[i]; 476 } 477 } 478 point--; 479 } 480 481 blasnp = mfqP->nmodelpoints; 482 /* Copy Q(:,n+2:np) to Z */ 483 /* First set Q_tmp to I */ 484 for (i=0;i<mfqP->npmax*mfqP->npmax;i++) { 485 mfqP->Q_tmp[i] = 0.0; 486 } 487 for (i=0;i<mfqP->npmax;i++) { 488 mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; 489 } 490 491 /* Q_tmp = I * Q */ 492 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info)); 493 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 494 495 /* Copy Q_tmp(:,n+2:np) to Z) */ 496 offset = mfqP->npmax * (mfqP->n+1); 497 for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) { 498 mfqP->Z[i-offset] = mfqP->Q_tmp[i]; 499 } 500 501 if (mfqP->nmodelpoints == mfqP->n + 1) { 502 /* Set L to I_{n+1} */ 503 for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 504 mfqP->L[i] = 0.0; 505 } 506 for (i=0;i<mfqP->n;i++) { 507 mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; 508 } 509 } 510 PetscFunctionReturn(0); 511 } 512 513 #undef __FUNCT__ 514 #define __FUNCT__ "addpoint" 515 /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ 516 PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) 517 { 518 PetscErrorCode ierr; 519 520 PetscFunctionBegin; 521 /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ 522 ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 523 ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES);CHKERRQ(ierr); 524 ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 525 ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 526 ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 527 528 /* Project into feasible region */ 529 if (tao->XU && tao->XL) { 530 ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 531 } 532 533 /* Compute value of new vector */ 534 ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 535 CHKMEMQ; 536 ierr = pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 537 538 /* Add new vector to model */ 539 mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; 540 mfqP->nmodelpoints++; 541 mfqP->nHist++; 542 PetscFunctionReturn(0); 543 } 544 545 #undef __FUNCT__ 546 #define __FUNCT__ "modelimprove" 547 PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) 548 { 549 /* modeld = Q(:,np+1:n)' */ 550 PetscErrorCode ierr; 551 PetscInt i,j,minindex=0; 552 PetscReal dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY; 553 PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; 554 PetscBLASInt blas1=1,blasnmax = mfqP->nmax; 555 556 blask = mfqP->nmodelpoints; 557 /* Qtmp = I(n x n) */ 558 for (i=0;i<mfqP->n;i++) { 559 for (j=0;j<mfqP->n;j++) { 560 mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; 561 } 562 } 563 for (j=0;j<mfqP->n;j++) { 564 mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; 565 } 566 567 /* Qtmp = Q * I */ 568 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info)); 569 570 for (i=mfqP->nmodelpoints;i<mfqP->n;i++) { 571 dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1); 572 if (dp>0.0) { /* Model says use the other direction! */ 573 for (j=0;j<mfqP->n;j++) { 574 mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; 575 } 576 } 577 /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ 578 for (j=0;j<mfqP->n;j++) { 579 mfqP->work2[j] = mfqP->Gres[j]; 580 } 581 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1)); 582 mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1); 583 if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { 584 minindex=i; 585 minvalue = mfqP->work[i]; 586 } 587 if (addallpoints != 0) { 588 ierr = addpoint(tao,mfqP,i);CHKERRQ(ierr); 589 } 590 } 591 if (!addallpoints) { 592 ierr = addpoint(tao,mfqP,minindex);CHKERRQ(ierr); 593 } 594 PetscFunctionReturn(0); 595 } 596 597 598 #undef __FUNCT__ 599 #define __FUNCT__ "affpoints" 600 PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c) 601 { 602 PetscInt i,j; 603 PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; 604 PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; 605 PetscReal proj,normd; 606 const PetscReal *x; 607 PetscErrorCode ierr; 608 609 PetscFunctionBegin; 610 for (i=mfqP->nHist-1;i>=0;i--) { 611 ierr = VecGetArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 612 for (j=0;j<mfqP->n;j++) { 613 mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; 614 } 615 ierr = VecRestoreArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 616 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione)); 617 normd = BLASnrm2_(&blasn,mfqP->work,&ione); 618 if (normd <= c*c) { 619 blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0); 620 if (!mfqP->q_is_I) { 621 /* project D onto null */ 622 blask=(mfqP->nmodelpoints); 623 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info)); 624 if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %d\n",info); 625 } 626 proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione); 627 628 if (proj >= mfqP->theta1) { /* add this index to model */ 629 mfqP->model_indices[mfqP->nmodelpoints]=i; 630 mfqP->nmodelpoints++; 631 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione)); 632 blask=mfqP->npmax*(mfqP->nmodelpoints); 633 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione)); 634 blask = mfqP->nmodelpoints; 635 blasmaxmn = PetscMax(mfqP->m,mfqP->n); 636 PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info)); 637 if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %d\n",info); 638 mfqP->q_is_I = 0; 639 } 640 if (mfqP->nmodelpoints == mfqP->n) { 641 break; 642 } 643 } 644 } 645 646 PetscFunctionReturn(0); 647 } 648 649 #undef __FUNCT__ 650 #define __FUNCT__ "TaoSolve_POUNDERS" 651 static PetscErrorCode TaoSolve_POUNDERS(Tao tao) 652 { 653 TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 654 PetscInt i,ii,j,k,l; 655 PetscReal step=1.0; 656 TaoConvergedReason reason = TAO_CONTINUE_ITERATING; 657 PetscInt low,high; 658 PetscReal minnorm; 659 PetscReal *x,*f; 660 const PetscReal *xmint,*fmin; 661 PetscReal cres,deltaold; 662 PetscReal gnorm; 663 PetscBLASInt info,ione=1,iblas; 664 PetscBool valid,same; 665 PetscReal mdec, rho, normxsp; 666 PetscReal one=1.0,zero=0.0,ratio; 667 PetscBLASInt blasm,blasn,blasncopy,blasnpmax; 668 PetscErrorCode ierr; 669 static PetscBool set = PETSC_FALSE; 670 671 /* n = # of parameters 672 m = dimension (components) of function */ 673 PetscFunctionBegin; 674 ierr = PetscCitationsRegister("@article{UNEDF0,\n" 675 "title = {Nuclear energy density optimization},\n" 676 "author = {Kortelainen, M. and Lesinski, T. and Mor\'e, J. and Nazarewicz, W.\n" 677 " and Sarich, J. and Schunck, N. and Stoitsov, M. V. and Wild, S. },\n" 678 "journal = {Phys. Rev. C},\n" 679 "volume = {82},\n" 680 "number = {2},\n" 681 "pages = {024313},\n" 682 "numpages = {18},\n" 683 "year = {2010},\n" 684 "month = {Aug},\n" 685 "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set);CHKERRQ(ierr); 686 tao->niter=0; 687 if (tao->XL && tao->XU) { 688 /* Check x0 <= XU */ 689 PetscReal val; 690 ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 691 ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 692 ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 693 if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound"); 694 695 /* Check x0 >= xl */ 696 ierr = VecCopy(tao->XL,mfqP->Xhist[0]);CHKERRQ(ierr); 697 ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution);CHKERRQ(ierr); 698 ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 699 if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound"); 700 701 /* Check x0 + delta < XU -- should be able to get around this eventually */ 702 703 ierr = VecSet(mfqP->Xhist[0],mfqP->delta);CHKERRQ(ierr); 704 ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution);CHKERRQ(ierr); 705 ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 706 ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 707 if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound"); 708 } 709 710 CHKMEMQ; 711 blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; 712 for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0; 713 714 ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 715 CHKMEMQ; 716 ierr = pounders_feval(tao,tao->solution,mfqP->Fhist[0],&mfqP->Fres[0]);CHKERRQ(ierr); 717 mfqP->minindex = 0; 718 minnorm = mfqP->Fres[0]; 719 ierr = TaoMonitor(tao, tao->niter, minnorm, PETSC_INFINITY, 0.0, step, &reason);CHKERRQ(ierr); 720 tao->niter++; 721 722 ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high);CHKERRQ(ierr); 723 for (i=1;i<mfqP->n+1;i++) { 724 ierr = VecCopy(tao->solution,mfqP->Xhist[i]);CHKERRQ(ierr); 725 if (i-1 >= low && i-1 < high) { 726 ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 727 x[i-1-low] += mfqP->delta; 728 ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 729 } 730 CHKMEMQ; 731 ierr = pounders_feval(tao,mfqP->Xhist[i],mfqP->Fhist[i],&mfqP->Fres[i]);CHKERRQ(ierr); 732 if (mfqP->Fres[i] < minnorm) { 733 mfqP->minindex = i; 734 minnorm = mfqP->Fres[i]; 735 } 736 } 737 ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 738 ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 739 /* Gather mpi vecs to one big local vec */ 740 741 /* Begin serial code */ 742 743 /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 744 /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 745 /* (Column oriented for blas calls) */ 746 ii=0; 747 748 if (mfqP->size == 1) { 749 ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 750 for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 751 ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 752 ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 753 for (i=0;i<mfqP->n+1;i++) { 754 if (i == mfqP->minindex) continue; 755 756 ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 757 for (j=0;j<mfqP->n;j++) { 758 mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 759 } 760 ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 761 762 ierr = VecGetArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 763 for (j=0;j<mfqP->m;j++) { 764 mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 765 } 766 ierr = VecRestoreArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 767 mfqP->model_indices[ii++] = i; 768 769 } 770 for (j=0;j<mfqP->m;j++) { 771 mfqP->C[j] = fmin[j]; 772 } 773 ierr = VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 774 } else { 775 ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 776 ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 777 ierr = VecGetArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 778 for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 779 ierr = VecRestoreArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 780 781 ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 782 ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 783 ierr = VecGetArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 784 for (i=0;i<mfqP->n+1;i++) { 785 if (i == mfqP->minindex) continue; 786 787 mfqP->model_indices[ii++] = i; 788 ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 789 ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 790 ierr = VecGetArray(mfqP->localx,&x);CHKERRQ(ierr); 791 for (j=0;j<mfqP->n;j++) { 792 mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 793 } 794 ierr = VecRestoreArray(mfqP->localx,&x);CHKERRQ(ierr); 795 796 ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 797 ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 798 ierr = VecGetArray(mfqP->localf,&f);CHKERRQ(ierr); 799 for (j=0;j<mfqP->m;j++) { 800 mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j]; 801 } 802 ierr = VecRestoreArray(mfqP->localf,&f);CHKERRQ(ierr); 803 } 804 for (j=0;j<mfqP->m;j++) { 805 mfqP->C[j] = fmin[j]; 806 } 807 ierr = VecRestoreArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 808 } 809 810 /* Determine the initial quadratic models */ 811 /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ 812 /* D (nxn) Fdiff (nxm) => G (nxm) */ 813 blasncopy = blasn; 814 PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasncopy,&info)); 815 ierr = PetscInfo1(tao,"gesv returned %d\n",info);CHKERRQ(ierr); 816 817 cres = minnorm; 818 ierr = pounders_update_res(tao);CHKERRQ(ierr); 819 820 valid = PETSC_TRUE; 821 822 ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 823 ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); 824 ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); 825 ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 826 gnorm *= mfqP->delta; 827 ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 828 ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 829 mfqP->nHist = mfqP->n+1; 830 mfqP->nmodelpoints = mfqP->n+1; 831 832 while (reason == TAO_CONTINUE_ITERATING) { 833 PetscReal gnm = 1e-4; 834 tao->niter++; 835 /* Solve the subproblem min{Q(s): ||s|| <= delta} */ 836 ierr = gqtwrap(tao,&gnm,&mdec);CHKERRQ(ierr); 837 /* Evaluate the function at the new point */ 838 839 for (i=0;i<mfqP->n;i++) { 840 mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; 841 } 842 ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 843 ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 844 ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES);CHKERRQ(ierr); 845 ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 846 ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 847 848 ierr = pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 849 850 rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; 851 mfqP->nHist++; 852 853 /* Update the center */ 854 if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { 855 /* Update model to reflect new base point */ 856 for (i=0;i<mfqP->n;i++) { 857 mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; 858 } 859 for (j=0;j<mfqP->m;j++) { 860 /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; 861 G(:,j) = G(:,j) + H(:,:,j)*work' */ 862 for (k=0;k<mfqP->n;k++) { 863 mfqP->work2[k]=0.0; 864 for (l=0;l<mfqP->n;l++) { 865 mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; 866 } 867 } 868 for (i=0;i<mfqP->n;i++) { 869 mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); 870 mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; 871 } 872 } 873 /* Cres += work*Gres + .5*work*Hres*work'; 874 Gres += Hres*work'; */ 875 876 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione)); 877 for (i=0;i<mfqP->n;i++) { 878 cres += mfqP->work[i]*(mfqP->Gres[i] + 0.5*mfqP->work2[i]); 879 mfqP->Gres[i] += mfqP->work2[i]; 880 } 881 mfqP->minindex = mfqP->nHist-1; 882 minnorm = mfqP->Fres[mfqP->minindex]; 883 ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 884 /* Change current center */ 885 ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 886 for (i=0;i<mfqP->n;i++) { 887 mfqP->xmin[i] = xmint[i]; 888 } 889 ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 890 } 891 892 /* Evaluate at a model-improving point if necessary */ 893 if (valid == PETSC_FALSE) { 894 mfqP->q_is_I = 1; 895 mfqP->nmodelpoints = 0; 896 ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 897 if (mfqP->nmodelpoints < mfqP->n) { 898 ierr = PetscInfo(tao,"Model not valid -- model-improving\n");CHKERRQ(ierr); 899 ierr = modelimprove(tao,mfqP,1);CHKERRQ(ierr); 900 } 901 } 902 903 /* Update the trust region radius */ 904 deltaold = mfqP->delta; 905 normxsp = 0; 906 for (i=0;i<mfqP->n;i++) { 907 normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; 908 } 909 normxsp = PetscSqrtReal(normxsp); 910 if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { 911 mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); 912 } else if (valid == PETSC_TRUE) { 913 mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); 914 } 915 916 /* Compute the next interpolation set */ 917 mfqP->q_is_I = 1; 918 mfqP->nmodelpoints=0; 919 ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 920 if (mfqP->nmodelpoints == mfqP->n) { 921 valid = PETSC_TRUE; 922 } else { 923 valid = PETSC_FALSE; 924 ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2);CHKERRQ(ierr); 925 if (mfqP->n > mfqP->nmodelpoints) { 926 ierr = PetscInfo(tao,"Model not valid -- adding geometry points\n");CHKERRQ(ierr); 927 ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints);CHKERRQ(ierr); 928 } 929 } 930 for (i=mfqP->nmodelpoints;i>0;i--) { 931 mfqP->model_indices[i] = mfqP->model_indices[i-1]; 932 } 933 mfqP->nmodelpoints++; 934 mfqP->model_indices[0] = mfqP->minindex; 935 ierr = morepoints(mfqP);CHKERRQ(ierr); 936 for (i=0;i<mfqP->nmodelpoints;i++) { 937 ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 938 for (j=0;j<mfqP->n;j++) { 939 mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; 940 } 941 ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 942 ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 943 for (j=0;j<mfqP->m;j++) { 944 for (k=0;k<mfqP->n;k++) { 945 mfqP->work[k]=0.0; 946 for (l=0;l<mfqP->n;l++) { 947 mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; 948 } 949 } 950 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]; 951 } 952 ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 953 } 954 955 /* Update the quadratic model */ 956 ierr = getquadpounders(mfqP);CHKERRQ(ierr); 957 ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 958 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione)); 959 /* G = G*(delta/deltaold) + Gdel */ 960 ratio = mfqP->delta/deltaold; 961 iblas = blasm*blasn; 962 PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione)); 963 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione)); 964 /* H = H*(delta/deltaold)^2 + Hdel */ 965 iblas = blasm*blasn*blasn; 966 ratio *= ratio; 967 PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione)); 968 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione)); 969 970 /* Get residuals */ 971 cres = mfqP->Fres[mfqP->minindex]; 972 ierr = pounders_update_res(tao);CHKERRQ(ierr); 973 974 /* Export solution and gradient residual to TAO */ 975 ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 976 ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 977 ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); 978 ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); 979 ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 980 gnorm *= mfqP->delta; 981 /* final criticality test */ 982 ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 983 /* test for repeated model */ 984 if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) { 985 same = PETSC_TRUE; 986 } else { 987 same = PETSC_FALSE; 988 } 989 for (i=0;i<mfqP->nmodelpoints;i++) { 990 if (same) { 991 if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) { 992 same = PETSC_TRUE; 993 } else { 994 same = PETSC_FALSE; 995 } 996 } 997 mfqP->last_model_indices[i] = mfqP->model_indices[i]; 998 } 999 mfqP->last_nmodelpoints = mfqP->nmodelpoints; 1000 if (same && mfqP->delta == deltaold) { 1001 ierr = PetscInfo(tao,"Identical model used in successive iterations\n");CHKERRQ(ierr); 1002 reason = TAO_CONVERGED_STEPTOL; 1003 tao->reason = TAO_CONVERGED_STEPTOL; 1004 } 1005 } 1006 PetscFunctionReturn(0); 1007 } 1008 1009 #undef __FUNCT__ 1010 #define __FUNCT__ "TaoSetUp_POUNDERS" 1011 static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) 1012 { 1013 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1014 PetscInt i,j; 1015 IS isfloc,isfglob,isxloc,isxglob; 1016 PetscErrorCode ierr; 1017 1018 PetscFunctionBegin; 1019 if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); } 1020 if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); } 1021 ierr = VecGetSize(tao->solution,&mfqP->n);CHKERRQ(ierr); 1022 ierr = VecGetSize(tao->sep_objective,&mfqP->m);CHKERRQ(ierr); 1023 mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); 1024 if (mfqP->npmax == PETSC_DEFAULT) { 1025 mfqP->npmax = 2*mfqP->n + 1; 1026 } 1027 mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); 1028 mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); 1029 1030 ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Xhist);CHKERRQ(ierr); 1031 ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fhist);CHKERRQ(ierr); 1032 for (i=0;i<mfqP->n +1;i++) { 1033 ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]);CHKERRQ(ierr); 1034 ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]);CHKERRQ(ierr); 1035 } 1036 ierr = VecDuplicate(tao->solution,&mfqP->workxvec);CHKERRQ(ierr); 1037 ierr = VecDuplicate(tao->sep_objective,&mfqP->workfvec);CHKERRQ(ierr); 1038 mfqP->nHist = 0; 1039 1040 ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fres);CHKERRQ(ierr); 1041 ierr = PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES);CHKERRQ(ierr); 1042 ierr = PetscMalloc1(mfqP->n,&mfqP->work);CHKERRQ(ierr); 1043 ierr = PetscMalloc1(mfqP->n,&mfqP->work2);CHKERRQ(ierr); 1044 ierr = PetscMalloc1(mfqP->n,&mfqP->work3);CHKERRQ(ierr); 1045 ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork);CHKERRQ(ierr); 1046 ierr = PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega);CHKERRQ(ierr); 1047 ierr = PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta);CHKERRQ(ierr); 1048 ierr = PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha);CHKERRQ(ierr); 1049 1050 ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H);CHKERRQ(ierr); 1051 ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q);CHKERRQ(ierr); 1052 ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp);CHKERRQ(ierr); 1053 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L);CHKERRQ(ierr); 1054 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp);CHKERRQ(ierr); 1055 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save);CHKERRQ(ierr); 1056 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N);CHKERRQ(ierr); 1057 ierr = PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M);CHKERRQ(ierr); 1058 ierr = PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z);CHKERRQ(ierr); 1059 ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau);CHKERRQ(ierr); 1060 ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp);CHKERRQ(ierr); 1061 mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); 1062 ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork);CHKERRQ(ierr); 1063 ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork);CHKERRQ(ierr); 1064 ierr = PetscMalloc1(mfqP->n,&mfqP->xmin);CHKERRQ(ierr); 1065 ierr = PetscMalloc1(mfqP->m,&mfqP->C);CHKERRQ(ierr); 1066 ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff);CHKERRQ(ierr); 1067 ierr = PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp);CHKERRQ(ierr); 1068 ierr = PetscMalloc1(mfqP->n,&mfqP->Gres);CHKERRQ(ierr); 1069 ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres);CHKERRQ(ierr); 1070 ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints);CHKERRQ(ierr); 1071 ierr = PetscMalloc1(mfqP->npmax,&mfqP->model_indices);CHKERRQ(ierr); 1072 ierr = PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices);CHKERRQ(ierr); 1073 ierr = PetscMalloc1(mfqP->n,&mfqP->Xsubproblem);CHKERRQ(ierr); 1074 ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel);CHKERRQ(ierr); 1075 ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel);CHKERRQ(ierr); 1076 ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices);CHKERRQ(ierr); 1077 ierr = PetscMalloc1(mfqP->n,&mfqP->iwork);CHKERRQ(ierr); 1078 ierr = PetscMalloc1(mfqP->m*mfqP->m,&mfqP->w);CHKERRQ(ierr); 1079 for (i=0;i<mfqP->m;i++) { 1080 for (j=0;j<mfqP->m;j++) { 1081 if (i==j) { 1082 mfqP->w[i+mfqP->m*j]=1.0; 1083 } else { 1084 mfqP->w[i+mfqP->m*j]=0.0; 1085 } 1086 } 1087 } 1088 for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) { 1089 mfqP->indices[i] = i; 1090 } 1091 ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size);CHKERRQ(ierr); 1092 if (mfqP->size > 1) { 1093 VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx);CHKERRQ(ierr); 1094 VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin);CHKERRQ(ierr); 1095 VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf);CHKERRQ(ierr); 1096 VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin);CHKERRQ(ierr); 1097 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc);CHKERRQ(ierr); 1098 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob);CHKERRQ(ierr); 1099 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc);CHKERRQ(ierr); 1100 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob);CHKERRQ(ierr); 1101 1102 1103 ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx);CHKERRQ(ierr); 1104 ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf);CHKERRQ(ierr); 1105 1106 ierr = ISDestroy(&isxloc);CHKERRQ(ierr); 1107 ierr = ISDestroy(&isxglob);CHKERRQ(ierr); 1108 ierr = ISDestroy(&isfloc);CHKERRQ(ierr); 1109 ierr = ISDestroy(&isfglob);CHKERRQ(ierr); 1110 } 1111 1112 if (!mfqP->usegqt) { 1113 KSP ksp; 1114 PC pc; 1115 ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx);CHKERRQ(ierr); 1116 ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl);CHKERRQ(ierr); 1117 ierr = VecDuplicate(mfqP->subxl,&mfqP->subb);CHKERRQ(ierr); 1118 ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu);CHKERRQ(ierr); 1119 ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel);CHKERRQ(ierr); 1120 ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel);CHKERRQ(ierr); 1121 ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao);CHKERRQ(ierr); 1122 ierr = TaoSetType(mfqP->subtao,TAOTRON);CHKERRQ(ierr); 1123 ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_");CHKERRQ(ierr); 1124 ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx);CHKERRQ(ierr); 1125 ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP);CHKERRQ(ierr); 1126 ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits);CHKERRQ(ierr); 1127 ierr = TaoSetFromOptions(mfqP->subtao);CHKERRQ(ierr); 1128 ierr = TaoGetKSP(mfqP->subtao,&ksp);CHKERRQ(ierr); 1129 if (ksp) { 1130 ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr); 1131 ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr); 1132 } 1133 ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu);CHKERRQ(ierr); 1134 ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH);CHKERRQ(ierr); 1135 ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP);CHKERRQ(ierr); 1136 } 1137 PetscFunctionReturn(0); 1138 } 1139 1140 #undef __FUNCT__ 1141 #define __FUNCT__ "TaoDestroy_POUNDERS" 1142 static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) 1143 { 1144 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1145 PetscInt i; 1146 PetscErrorCode ierr; 1147 1148 PetscFunctionBegin; 1149 if (!mfqP->usegqt) { 1150 ierr = TaoDestroy(&mfqP->subtao);CHKERRQ(ierr); 1151 ierr = VecDestroy(&mfqP->subx);CHKERRQ(ierr); 1152 ierr = VecDestroy(&mfqP->subxl);CHKERRQ(ierr); 1153 ierr = VecDestroy(&mfqP->subxu);CHKERRQ(ierr); 1154 ierr = VecDestroy(&mfqP->subb);CHKERRQ(ierr); 1155 ierr = VecDestroy(&mfqP->subpdel);CHKERRQ(ierr); 1156 ierr = VecDestroy(&mfqP->subndel);CHKERRQ(ierr); 1157 ierr = MatDestroy(&mfqP->subH);CHKERRQ(ierr); 1158 } 1159 ierr = PetscFree(mfqP->Fres);CHKERRQ(ierr); 1160 ierr = PetscFree(mfqP->RES);CHKERRQ(ierr); 1161 ierr = PetscFree(mfqP->work);CHKERRQ(ierr); 1162 ierr = PetscFree(mfqP->work2);CHKERRQ(ierr); 1163 ierr = PetscFree(mfqP->work3);CHKERRQ(ierr); 1164 ierr = PetscFree(mfqP->mwork);CHKERRQ(ierr); 1165 ierr = PetscFree(mfqP->omega);CHKERRQ(ierr); 1166 ierr = PetscFree(mfqP->beta);CHKERRQ(ierr); 1167 ierr = PetscFree(mfqP->alpha);CHKERRQ(ierr); 1168 ierr = PetscFree(mfqP->H);CHKERRQ(ierr); 1169 ierr = PetscFree(mfqP->Q);CHKERRQ(ierr); 1170 ierr = PetscFree(mfqP->Q_tmp);CHKERRQ(ierr); 1171 ierr = PetscFree(mfqP->L);CHKERRQ(ierr); 1172 ierr = PetscFree(mfqP->L_tmp);CHKERRQ(ierr); 1173 ierr = PetscFree(mfqP->L_save);CHKERRQ(ierr); 1174 ierr = PetscFree(mfqP->N);CHKERRQ(ierr); 1175 ierr = PetscFree(mfqP->M);CHKERRQ(ierr); 1176 ierr = PetscFree(mfqP->Z);CHKERRQ(ierr); 1177 ierr = PetscFree(mfqP->tau);CHKERRQ(ierr); 1178 ierr = PetscFree(mfqP->tau_tmp);CHKERRQ(ierr); 1179 ierr = PetscFree(mfqP->npmaxwork);CHKERRQ(ierr); 1180 ierr = PetscFree(mfqP->npmaxiwork);CHKERRQ(ierr); 1181 ierr = PetscFree(mfqP->xmin);CHKERRQ(ierr); 1182 ierr = PetscFree(mfqP->C);CHKERRQ(ierr); 1183 ierr = PetscFree(mfqP->Fdiff);CHKERRQ(ierr); 1184 ierr = PetscFree(mfqP->Disp);CHKERRQ(ierr); 1185 ierr = PetscFree(mfqP->Gres);CHKERRQ(ierr); 1186 ierr = PetscFree(mfqP->Hres);CHKERRQ(ierr); 1187 ierr = PetscFree(mfqP->Gpoints);CHKERRQ(ierr); 1188 ierr = PetscFree(mfqP->model_indices);CHKERRQ(ierr); 1189 ierr = PetscFree(mfqP->last_model_indices);CHKERRQ(ierr); 1190 ierr = PetscFree(mfqP->Xsubproblem);CHKERRQ(ierr); 1191 ierr = PetscFree(mfqP->Gdel);CHKERRQ(ierr); 1192 ierr = PetscFree(mfqP->Hdel);CHKERRQ(ierr); 1193 ierr = PetscFree(mfqP->indices);CHKERRQ(ierr); 1194 ierr = PetscFree(mfqP->iwork);CHKERRQ(ierr); 1195 ierr = PetscFree(mfqP->w);CHKERRQ(ierr); 1196 for (i=0;i<mfqP->nHist;i++) { 1197 ierr = VecDestroy(&mfqP->Xhist[i]);CHKERRQ(ierr); 1198 ierr = VecDestroy(&mfqP->Fhist[i]);CHKERRQ(ierr); 1199 } 1200 ierr = VecDestroy(&mfqP->workxvec);CHKERRQ(ierr); 1201 ierr = VecDestroy(&mfqP->workfvec);CHKERRQ(ierr); 1202 ierr = PetscFree(mfqP->Xhist);CHKERRQ(ierr); 1203 ierr = PetscFree(mfqP->Fhist);CHKERRQ(ierr); 1204 1205 if (mfqP->size > 1) { 1206 ierr = VecDestroy(&mfqP->localx);CHKERRQ(ierr); 1207 ierr = VecDestroy(&mfqP->localxmin);CHKERRQ(ierr); 1208 ierr = VecDestroy(&mfqP->localf);CHKERRQ(ierr); 1209 ierr = VecDestroy(&mfqP->localfmin);CHKERRQ(ierr); 1210 } 1211 ierr = PetscFree(tao->data);CHKERRQ(ierr); 1212 PetscFunctionReturn(0); 1213 } 1214 1215 #undef __FUNCT__ 1216 #define __FUNCT__ "TaoSetFromOptions_POUNDERS" 1217 static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionItems *PetscOptionsObject,Tao tao) 1218 { 1219 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1220 PetscErrorCode ierr; 1221 1222 PetscFunctionBegin; 1223 ierr = PetscOptionsHead(PetscOptionsObject,"POUNDERS method for least-squares optimization");CHKERRQ(ierr); 1224 ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL);CHKERRQ(ierr); 1225 mfqP->delta = mfqP->delta0; 1226 mfqP->npmax = PETSC_DEFAULT; 1227 ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL);CHKERRQ(ierr); 1228 mfqP->usegqt = PETSC_FALSE; 1229 ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL);CHKERRQ(ierr); 1230 ierr = PetscOptionsTail();CHKERRQ(ierr); 1231 PetscFunctionReturn(0); 1232 } 1233 1234 #undef __FUNCT__ 1235 #define __FUNCT__ "TaoView_POUNDERS" 1236 static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) 1237 { 1238 TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 1239 PetscBool isascii; 1240 PetscInt nits; 1241 PetscErrorCode ierr; 1242 1243 PetscFunctionBegin; 1244 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 1245 if (isascii) { 1246 ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); 1247 ierr = PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0);CHKERRQ(ierr); 1248 ierr = PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta);CHKERRQ(ierr); 1249 ierr = PetscViewerASCIIPrintf(viewer, "model points: %D\n",mfqP->nmodelpoints);CHKERRQ(ierr); 1250 if (mfqP->usegqt) { 1251 ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n");CHKERRQ(ierr); 1252 } else { 1253 ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: %s\n",((PetscObject)mfqP->subtao)->type_name);CHKERRQ(ierr); 1254 ierr = TaoGetTotalIterationNumber(mfqP->subtao,&nits);CHKERRQ(ierr); 1255 ierr = PetscViewerASCIIPrintf(viewer, "total subproblem iterations: %D\n",nits);CHKERRQ(ierr); 1256 } 1257 ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); 1258 } 1259 PetscFunctionReturn(0); 1260 } 1261 /*MC 1262 TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares 1263 1264 Options Database Keys: 1265 + -tao_pounders_delta - initial step length 1266 . -tao_pounders_npmax - maximum number of points in model 1267 - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON 1268 1269 Level: beginner 1270 1271 M*/ 1272 1273 #undef __FUNCT__ 1274 #define __FUNCT__ "TaoCreate_POUNDERS" 1275 PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) 1276 { 1277 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1278 PetscErrorCode ierr; 1279 1280 PetscFunctionBegin; 1281 tao->ops->setup = TaoSetUp_POUNDERS; 1282 tao->ops->solve = TaoSolve_POUNDERS; 1283 tao->ops->view = TaoView_POUNDERS; 1284 tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; 1285 tao->ops->destroy = TaoDestroy_POUNDERS; 1286 1287 ierr = PetscNewLog(tao,&mfqP);CHKERRQ(ierr); 1288 tao->data = (void*)mfqP; 1289 /* Override default settings (unless already changed) */ 1290 if (!tao->max_it_changed) tao->max_it = 2000; 1291 if (!tao->max_funcs_changed) tao->max_funcs = 4000; 1292 mfqP->delta0 = 0.1; 1293 mfqP->delta = 0.1; 1294 mfqP->deltamax=1e3; 1295 mfqP->deltamin=1e-6; 1296 mfqP->c2 = 100.0; 1297 mfqP->theta1=1e-5; 1298 mfqP->theta2=1e-4; 1299 mfqP->gamma0=0.5; 1300 mfqP->gamma1=2.0; 1301 mfqP->eta0 = 0.0; 1302 mfqP->eta1 = 0.1; 1303 mfqP->gqt_rtol = 0.001; 1304 mfqP->gqt_maxits = 50; 1305 mfqP->workxvec = 0; 1306 PetscFunctionReturn(0); 1307 } 1308 1309 1310