xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision 8e8b4aa70990f4693450a665989cbd1ac3e14849)
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 #undef __FUNCT__
11 #define __FUNCT__ "pounders_fg"
12 static PetscErrorCode  pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx)
13 {
14   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)ctx;
15   PetscReal      d1,d2;
16   PetscErrorCode ierr;
17 
18   PetscFunctionBegin;
19   /* g = A*x  (add b later)*/
20   ierr = MatMult(mfqP->subH,x,g);CHKERRQ(ierr);
21 
22   /* f = 1/2 * x'*(Ax) + b'*x  */
23   ierr = VecDot(x,g,&d1);CHKERRQ(ierr);
24   ierr = VecDot(mfqP->subb,x,&d2);CHKERRQ(ierr);
25   *f = 0.5 *d1 + d2;
26 
27   /* now  g = g + b */
28   ierr = VecAXPY(g, 1.0, mfqP->subb);CHKERRQ(ierr);
29   PetscFunctionReturn(0);
30 }
31 #undef __FUNCT__
32 #define __FUNCT__ "pounders_feval"
33 static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum)
34 {
35   PetscErrorCode ierr;
36   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
37   PetscInt i,row,col;
38   PetscReal fr,fc;
39   PetscFunctionBegin;
40   ierr = TaoComputeSeparableObjective(tao,x,F);CHKERRQ(ierr);
41   if (tao->sep_weights_v) {
42     ierr = VecPointwiseMult(mfqP->workfvec,tao->sep_weights_v,F);CHKERRQ(ierr);
43     ierr = VecNorm(mfqP->workfvec,NORM_2,fsum);CHKERRQ(ierr);
44     *fsum*=(*fsum);
45   } else if (tao->sep_weights_w) {
46     *fsum=0;
47     for (i=0;i<tao->sep_weights_n;i++) {
48       row=tao->sep_weights_rows[i];
49       col=tao->sep_weights_cols[i];
50       ierr = VecGetValues(F,1,&row,&fr);CHKERRQ(ierr);
51       ierr = VecGetValues(F,1,&col,&fc);CHKERRQ(ierr);
52       *fsum += tao->sep_weights_w[i]*fc*fr;
53     }
54   } else {
55     ierr = VecNorm(F,NORM_2,fsum);CHKERRQ(ierr);
56     *fsum*=(*fsum);
57   }
58   if (PetscIsInfOrNanReal(*fsum)) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN");
59   PetscFunctionReturn(0);
60 }
61 
62 #undef __FUNCT__
63 #define __FUNCT__ "gqtwrap"
64 PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin)
65 {
66   PetscErrorCode ierr;
67 #if defined(PETSC_USE_REAL_SINGLE)
68   PetscReal      atol=1.0e-5;
69 #else
70   PetscReal      atol=1.0e-10;
71 #endif
72   PetscInt       info,its;
73   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
74 
75   PetscFunctionBegin;
76   if (! mfqP->usegqt) {
77     PetscReal maxval;
78     PetscInt  i,j;
79 
80     ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr);
81     ierr = VecAssemblyBegin(mfqP->subb);CHKERRQ(ierr);
82     ierr = VecAssemblyEnd(mfqP->subb);CHKERRQ(ierr);
83 
84     ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr);
85 
86     ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr);
87     ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr);
88 
89     for (i=0;i<mfqP->n;i++) {
90       for (j=i;j<mfqP->n;j++) {
91         mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i];
92       }
93     }
94     ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES);CHKERRQ(ierr);
95     ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
96     ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr);
97 
98     ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr);
99     ierr = TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT);CHKERRQ(ierr);
100     /* enforce bound constraints -- experimental */
101     if (tao->XU && tao->XL) {
102       ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr);
103       ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr);
104       ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr);
105       ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr);
106       ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr);
107       ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr);
108 
109       ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr);
110       ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr);
111     } else {
112       ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr);
113       ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr);
114     }
115     /* Make sure xu > xl */
116     ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
117     ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr);
118     ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
119     if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem");
120     /* Make sure xu > tao->solution > xl */
121     ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
122     ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr);
123     ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
124     if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem");
125 
126     ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr);
127     ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr);
128     ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
129     if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem");
130 
131     ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr);
132     ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr);
133 
134     /* test bounds post-solution*/
135     ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
136     ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr);
137     ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
138     if (maxval > 1e-5) {
139       ierr = PetscInfo(tao,"subproblem solution < lower bound\n");CHKERRQ(ierr);
140       tao->reason = TAO_DIVERGED_TR_REDUCTION;
141     }
142 
143     ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr);
144     ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr);
145     ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
146     if (maxval > 1e-5) {
147       ierr = PetscInfo(tao,"subproblem solution > upper bound\n");CHKERRQ(ierr);
148       tao->reason = TAO_DIVERGED_TR_REDUCTION;
149     }
150   } else {
151     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);
152   }
153   *qmin *= -1;
154   PetscFunctionReturn(0);
155 }
156 
157 #undef __FUNCT__
158 #define __FUNCT__ "pounders_update_res"
159 static PetscErrorCode pounders_update_res(Tao tao)
160 {
161   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
162   PetscInt i,row,col;
163   PetscBLASInt blasn=mfqP->n,blasn2=blasn*blasn,blasm=mfqP->m,ione=1;
164   PetscReal zero=0.0,one=1.0,two=2.0,wii,factor;
165   PetscErrorCode ierr;
166   PetscFunctionBegin;
167 
168   for (i=0;i<mfqP->n;i++) {
169     mfqP->Gres[i]=0;
170   }
171   for (i=0;i<mfqP->n*mfqP->n;i++) {
172     mfqP->Hres[i]=0;
173   }
174 
175   /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */
176   if (tao->sep_weights_v) {
177     /* Vector(diagonal) weights: gres = 2*sum_i(wii*ci*gi) */
178     for (i=0;i<mfqP->m;i++) {
179       ierr = VecGetValues(tao->sep_weights_v,1,&i,&factor);CHKERRQ(ierr);
180       factor=2.0*factor*mfqP->C[i];
181       PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*i],&ione,mfqP->Gres,&ione));
182     }
183   } else if (tao->sep_weights_n) {
184     /* general case: Gres= sum_ij[wij * (cjgi + cigj)] */
185     for (i=0;i<tao->sep_weights_n;i++) {
186       row=tao->sep_weights_rows[i];
187       col=tao->sep_weights_cols[i];
188 
189       factor = tao->sep_weights_w[i]*mfqP->C[col];
190       PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*row],&ione,mfqP->Gres,&ione));
191       factor = tao->sep_weights_w[i]*mfqP->C[row];
192       PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*col],&ione,mfqP->Gres,&ione));
193     }
194   } else {
195     /* default: Gres= 2*sum_i[cigi] = 2*G*c' */
196     PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&two,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione));
197   }
198 
199   /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
200   if (tao->sep_weights_v) {
201     /* vector(diagonal weights) Hres = 2*sum_i(wii*(ci*Hi + gi * gi' )*/
202     for (i=0;i<mfqP->m;i++) {
203       ierr = VecGetValues(tao->sep_weights_v,1,&i,&wii);CHKERRQ(ierr);
204       wii*=2;
205       if (tao->niter>1) {
206         factor=wii*mfqP->C[i];
207         /* add 2 * wii * ci * Hi */
208         PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasn2,mfqP->Hres,&ione));
209       }
210       /* add 2 * wii * gi * gi' */
211       PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&wii,&mfqP->Fdiff[blasn*i],&blasn,&mfqP->Fdiff[blasn*i],&blasn,&one,mfqP->Hres,&blasn));
212     }
213   } else if (tao->sep_weights_w) {
214     /* sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
215     for (i=0;i<tao->sep_weights_n;i++) {
216       row=tao->sep_weights_rows[i];
217       col=tao->sep_weights_cols[i];
218       factor=tao->sep_weights_w[i];
219       /* add wij * gi gj' + wij * gj gi' */
220       PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*row],&blasn,&mfqP->Fdiff[blasn*col],&blasn,&one,mfqP->Hres,&blasn));
221       PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*col],&blasn,&mfqP->Fdiff[blasn*row],&blasn,&one,mfqP->Hres,&blasn));
222     }
223     if (tao->niter > 1) {
224       for (i=0;i<tao->sep_weights_n;i++) {
225         row=tao->sep_weights_rows[i];
226         col=tao->sep_weights_cols[i];
227 
228         /* add  wij*cj*Hi */
229         factor = tao->sep_weights_w[i]*mfqP->C[col];
230         PetscStackCallBLAS("BLASaxpy_",BLASaxpy_(&blasn2,&factor,&mfqP->H[row],&blasn2,mfqP->Hres,&ione));
231 
232         /* add wij*ci*Hj */
233         factor = tao->sep_weights_w[i]*mfqP->C[row];
234         PetscStackCallBLAS("BLASaxpy_",BLASaxpy_(&blasn2,&factor,&mfqP->H[col],&blasn2,mfqP->Hres,&ione));
235       }
236     }
237   } else {
238     /*  Hres = 2*G*G' + sum {F(xkin,i)*H(:,:,i)}  */
239     PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&two,mfqP->Fdiff, &blasn,mfqP->Fdiff, &blasn,&zero,mfqP->Hres,&blasn));
240 
241     /* sum(F(xkin,i)*H(:,:,i)) */
242     if (tao->niter>1) {
243       for (i=0;i<mfqP->m;i++) {
244         factor = 2*mfqP->C[i];
245         PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasn2,mfqP->Hres,&ione));
246       }
247     }
248   }
249 
250   PetscFunctionReturn(0);
251 }
252 #undef __FUNCT__
253 #define __FUNCT__ "phi2eval"
254 PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi)
255 {
256 /* 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] */
257   PetscInt  i,j,k;
258   PetscReal sqrt2 = PetscSqrtReal(2.0);
259 
260   PetscFunctionBegin;
261   j=0;
262   for (i=0;i<n;i++) {
263     phi[j] = 0.5 * x[i]*x[i];
264     j++;
265     for (k=i+1;k<n;k++) {
266       phi[j]  = x[i]*x[k]/sqrt2;
267       j++;
268     }
269   }
270   PetscFunctionReturn(0);
271 }
272 
273 #undef __FUNCT__
274 #define __FUNCT__ "getquadpounders"
275 PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP)
276 {
277 /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x'
278    that satisfies the interpolation conditions Q(X[:,j]) = f(j)
279    for j=1,...,m and with a Hessian matrix of least Frobenius norm */
280 
281     /* NB --we are ignoring c */
282   PetscInt     i,j,k,num,np = mfqP->nmodelpoints;
283   PetscReal    one = 1.0,zero=0.0,negone=-1.0;
284   PetscBLASInt blasnpmax = mfqP->npmax;
285   PetscBLASInt blasnplus1 = mfqP->n+1;
286   PetscBLASInt blasnp = np;
287   PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2;
288   PetscBLASInt blasint2 = np - mfqP->n-1;
289   PetscBLASInt info,ione=1;
290   PetscReal    sqrt2 = PetscSqrtReal(2.0);
291 
292   PetscFunctionBegin;
293   for (i=0;i<mfqP->n*mfqP->m;i++) {
294     mfqP->Gdel[i] = 0;
295   }
296   for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) {
297     mfqP->Hdel[i] = 0;
298   }
299 
300     /* factor M */
301   PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info));
302   if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %d\n",info);
303 
304   if (np == mfqP->n+1) {
305     for (i=0;i<mfqP->npmax-mfqP->n-1;i++) {
306       mfqP->omega[i]=0.0;
307     }
308     for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) {
309       mfqP->beta[i]=0.0;
310     }
311   } else {
312     /* Let Ltmp = (L'*L) */
313     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));
314 
315     /* factor Ltmp */
316     PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info));
317     if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %d\n",info);
318   }
319 
320   for (k=0;k<mfqP->m;k++) {
321     if (np != mfqP->n+1) {
322       /* Solve L'*L*Omega = Z' * RESk*/
323       PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione));
324       PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info));
325       if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %d\n",info);
326 
327       /* Beta = L*Omega */
328       PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione));
329     }
330 
331     /* solve M'*Alpha = RESk - N'*Beta */
332     PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione));
333     PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info));
334     if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %d\n",info);
335 
336     /* Gdel(:,k) = Alpha(2:n+1) */
337     for (i=0;i<mfqP->n;i++) {
338       mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1];
339     }
340 
341     /* Set Hdels */
342     num=0;
343     for (i=0;i<mfqP->n;i++) {
344       /* H[i,i,k] = Beta(num) */
345       mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num];
346       num++;
347       for (j=i+1;j<mfqP->n;j++) {
348         /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */
349         mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2;
350         mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2;
351         num++;
352       }
353     }
354   }
355   PetscFunctionReturn(0);
356 }
357 
358 #undef __FUNCT__
359 #define __FUNCT__ "morepoints"
360 PetscErrorCode morepoints(TAO_POUNDERS *mfqP)
361 {
362   /* Assumes mfqP->model_indices[0]  is minimum index
363    Finishes adding points to mfqP->model_indices (up to npmax)
364    Computes L,Z,M,N
365    np is actual number of points in model (should equal npmax?) */
366   PetscInt        point,i,j,offset;
367   PetscInt        reject;
368   PetscBLASInt    blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn;
369   const PetscReal *x;
370   PetscReal       normd;
371   PetscErrorCode  ierr;
372 
373   PetscFunctionBegin;
374   /* Initialize M,N */
375   for (i=0;i<mfqP->n+1;i++) {
376     ierr = VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr);
377     mfqP->M[(mfqP->n+1)*i] = 1.0;
378     for (j=0;j<mfqP->n;j++) {
379       mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j]  - mfqP->xmin[j]) / mfqP->delta;
380     }
381     ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr);
382     ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]);CHKERRQ(ierr);
383   }
384 
385   /* Now we add points until we have npmax starting with the most recent ones */
386   point = mfqP->nHist-1;
387   mfqP->nmodelpoints = mfqP->n+1;
388   while (mfqP->nmodelpoints < mfqP->npmax && point>=0) {
389     /* Reject any points already in the model */
390     reject = 0;
391     for (j=0;j<mfqP->n+1;j++) {
392       if (point == mfqP->model_indices[j]) {
393         reject = 1;
394         break;
395       }
396     }
397 
398     /* Reject if norm(d) >c2 */
399     if (!reject) {
400       ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec);CHKERRQ(ierr);
401       ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr);
402       ierr = VecNorm(mfqP->workxvec,NORM_2,&normd);CHKERRQ(ierr);
403       normd /= mfqP->delta;
404       if (normd > mfqP->c2) {
405         reject =1;
406       }
407     }
408     if (reject){
409       point--;
410       continue;
411     }
412 
413     ierr = VecGetArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr);
414     mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0;
415     for (j=0;j<mfqP->n;j++) {
416       mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j]  - mfqP->xmin[j]) / mfqP->delta;
417     }
418     ierr = VecRestoreArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr);
419     ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]);CHKERRQ(ierr);
420 
421     /* Update QR factorization */
422     /* Copy M' to Q_tmp */
423     for (i=0;i<mfqP->n+1;i++) {
424       for (j=0;j<mfqP->npmax;j++) {
425         mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j];
426       }
427     }
428     blasnp = mfqP->nmodelpoints+1;
429     /* Q_tmp,R = qr(M') */
430     blasmaxmn=PetscMax(mfqP->m,mfqP->n+1);
431     PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info));
432     if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %d\n",info);
433 
434     /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */
435     /* L = N*Qtmp */
436     blasint2 = mfqP->n * (mfqP->n+1) / 2;
437     /* Copy N to L_tmp */
438     for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) {
439       mfqP->L_tmp[i]= mfqP->N[i];
440     }
441     /* Copy L_save to L_tmp */
442 
443     /* L_tmp = N*Qtmp' */
444     PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info));
445     if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info);
446 
447     /* Copy L_tmp to L_save */
448     for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
449       mfqP->L_save[i] = mfqP->L_tmp[i];
450     }
451 
452     /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */
453     blasint = mfqP->nmodelpoints - mfqP->n;
454     ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr);
455     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));
456     ierr = PetscFPTrapPop();CHKERRQ(ierr);
457     if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %d\n",info);
458 
459     if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) {
460       /* accept point */
461       mfqP->model_indices[mfqP->nmodelpoints] = point;
462       /* Copy Q_tmp to Q */
463       for (i=0;i<mfqP->npmax* mfqP->npmax;i++) {
464         mfqP->Q[i] = mfqP->Q_tmp[i];
465       }
466       for (i=0;i<mfqP->npmax;i++){
467         mfqP->tau[i] = mfqP->tau_tmp[i];
468       }
469       mfqP->nmodelpoints++;
470       blasnp = mfqP->nmodelpoints;
471 
472       /* Copy L_save to L */
473       for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
474         mfqP->L[i] = mfqP->L_save[i];
475       }
476     }
477     point--;
478   }
479 
480   blasnp = mfqP->nmodelpoints;
481   /* Copy Q(:,n+2:np) to Z */
482   /* First set Q_tmp to I */
483   for (i=0;i<mfqP->npmax*mfqP->npmax;i++) {
484     mfqP->Q_tmp[i] = 0.0;
485   }
486   for (i=0;i<mfqP->npmax;i++) {
487     mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0;
488   }
489 
490   /* Q_tmp = I * Q */
491   PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info));
492   if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info);
493 
494   /* Copy Q_tmp(:,n+2:np) to Z) */
495   offset = mfqP->npmax * (mfqP->n+1);
496   for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) {
497     mfqP->Z[i-offset] = mfqP->Q_tmp[i];
498   }
499 
500   if (mfqP->nmodelpoints == mfqP->n + 1) {
501     /* Set L to I_{n+1} */
502     for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) {
503       mfqP->L[i] = 0.0;
504     }
505     for (i=0;i<mfqP->n;i++) {
506       mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0;
507     }
508   }
509   PetscFunctionReturn(0);
510 }
511 
512 #undef __FUNCT__
513 #define __FUNCT__ "addpoint"
514 /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */
515 PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index)
516 {
517   PetscErrorCode ierr;
518 
519   PetscFunctionBegin;
520   /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/
521   ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr);
522   ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES);CHKERRQ(ierr);
523   ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr);
524   ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr);
525   ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr);
526 
527   /* Project into feasible region */
528   if (tao->XU && tao->XL) {
529     ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr);
530   }
531 
532   /* Compute value of new vector */
533   ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr);
534   CHKMEMQ;
535   ierr = pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr);
536 
537   /* Add new vector to model */
538   mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist;
539   mfqP->nmodelpoints++;
540   mfqP->nHist++;
541   PetscFunctionReturn(0);
542 }
543 
544 #undef __FUNCT__
545 #define __FUNCT__ "modelimprove"
546 PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints)
547 {
548   /* modeld = Q(:,np+1:n)' */
549   PetscErrorCode ierr;
550   PetscInt       i,j,minindex=0;
551   PetscReal      dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY;
552   PetscBLASInt   blasn=mfqP->n,  blasnpmax = mfqP->npmax, blask,info;
553   PetscBLASInt   blas1=1,blasnmax = mfqP->nmax;
554 
555   blask = mfqP->nmodelpoints;
556   /* Qtmp = I(n x n) */
557   for (i=0;i<mfqP->n;i++) {
558     for (j=0;j<mfqP->n;j++) {
559       mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0;
560     }
561   }
562   for (j=0;j<mfqP->n;j++) {
563     mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0;
564   }
565 
566   /* Qtmp = Q * I */
567   PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info));
568 
569   for (i=mfqP->nmodelpoints;i<mfqP->n;i++) {
570     dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1);
571     if (dp>0.0) { /* Model says use the other direction! */
572       for (j=0;j<mfqP->n;j++) {
573         mfqP->Q_tmp[i*mfqP->npmax+j] *= -1;
574       }
575     }
576     /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */
577     for (j=0;j<mfqP->n;j++) {
578       mfqP->work2[j] = mfqP->Gres[j];
579     }
580     PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1));
581     mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1);
582     if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) {
583       minindex=i;
584       minvalue = mfqP->work[i];
585     }
586     if (addallpoints != 0) {
587       ierr = addpoint(tao,mfqP,i);CHKERRQ(ierr);
588     }
589   }
590   if (!addallpoints) {
591     ierr = addpoint(tao,mfqP,minindex);CHKERRQ(ierr);
592   }
593   PetscFunctionReturn(0);
594 }
595 
596 
597 #undef __FUNCT__
598 #define __FUNCT__ "affpoints"
599 PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c)
600 {
601   PetscInt        i,j;
602   PetscBLASInt    blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info;
603   PetscBLASInt    blasnpmax = mfqP->npmax,blasmaxmn;
604   PetscReal       proj,normd;
605   const PetscReal *x;
606   PetscErrorCode  ierr;
607 
608   PetscFunctionBegin;
609   for (i=mfqP->nHist-1;i>=0;i--) {
610     ierr = VecGetArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr);
611     for (j=0;j<mfqP->n;j++) {
612       mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta;
613     }
614     ierr = VecRestoreArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr);
615     PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione));
616     normd = BLASnrm2_(&blasn,mfqP->work,&ione);
617     if (normd <= c*c) {
618       blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0);
619       if (!mfqP->q_is_I) {
620         /* project D onto null */
621         blask=(mfqP->nmodelpoints);
622         PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info));
623         if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %d\n",info);
624       }
625       proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione);
626 
627       if (proj >= mfqP->theta1) { /* add this index to model */
628         mfqP->model_indices[mfqP->nmodelpoints]=i;
629         mfqP->nmodelpoints++;
630         PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione));
631         blask=mfqP->npmax*(mfqP->nmodelpoints);
632         PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione));
633         blask = mfqP->nmodelpoints;
634         blasmaxmn = PetscMax(mfqP->m,mfqP->n);
635         PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info));
636         if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %d\n",info);
637         mfqP->q_is_I = 0;
638       }
639       if (mfqP->nmodelpoints == mfqP->n)  {
640         break;
641       }
642     }
643   }
644 
645   PetscFunctionReturn(0);
646 }
647 
648 #undef __FUNCT__
649 #define __FUNCT__ "TaoSolve_POUNDERS"
650 static PetscErrorCode TaoSolve_POUNDERS(Tao tao)
651 {
652   TAO_POUNDERS       *mfqP = (TAO_POUNDERS *)tao->data;
653   PetscInt           i,ii,j,k,l;
654   PetscReal          step=1.0;
655   TaoConvergedReason reason = TAO_CONTINUE_ITERATING;
656   PetscInt           low,high;
657   PetscReal          minnorm;
658   PetscReal          *x,*f;
659   const PetscReal    *xmint,*fmin;
660   PetscReal          cres,deltaold;
661   PetscReal          gnorm;
662   PetscBLASInt       info,ione=1,iblas;
663   PetscBool          valid,same;
664   PetscReal          mdec, rho, normxsp;
665   PetscReal          one=1.0,zero=0.0,ratio;
666   PetscBLASInt       blasm,blasn,blasncopy,blasnpmax;
667   PetscErrorCode     ierr;
668   static PetscBool   set = PETSC_FALSE;
669 
670   /* n = # of parameters
671      m = dimension (components) of function  */
672   PetscFunctionBegin;
673   ierr = PetscCitationsRegister("@article{UNEDF0,\n"
674                                 "title = {Nuclear energy density optimization},\n"
675                                 "author = {Kortelainen, M.  and Lesinski, T.  and Mor\'e, J.  and Nazarewicz, W.\n"
676                                 "          and Sarich, J.  and Schunck, N.  and Stoitsov, M. V. and Wild, S. },\n"
677                                 "journal = {Phys. Rev. C},\n"
678                                 "volume = {82},\n"
679                                 "number = {2},\n"
680                                 "pages = {024313},\n"
681                                 "numpages = {18},\n"
682                                 "year = {2010},\n"
683                                 "month = {Aug},\n"
684                                 "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set);CHKERRQ(ierr);
685   tao->niter=0;
686   if (tao->XL && tao->XU) {
687     /* Check x0 <= XU */
688     PetscReal val;
689     ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr);
690     ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr);
691     ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr);
692     if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound");
693 
694     /* Check x0 >= xl */
695     ierr = VecCopy(tao->XL,mfqP->Xhist[0]);CHKERRQ(ierr);
696     ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution);CHKERRQ(ierr);
697     ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr);
698     if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound");
699 
700     /* Check x0 + delta < XU  -- should be able to get around this eventually */
701 
702     ierr = VecSet(mfqP->Xhist[0],mfqP->delta);CHKERRQ(ierr);
703     ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution);CHKERRQ(ierr);
704     ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr);
705     ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr);
706     if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound");
707   }
708 
709   CHKMEMQ;
710   blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax;
711   for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0;
712 
713   ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr);
714   CHKMEMQ;
715   ierr = pounders_feval(tao,tao->solution,mfqP->Fhist[0],&mfqP->Fres[0]);CHKERRQ(ierr);
716   mfqP->minindex = 0;
717   minnorm = mfqP->Fres[0];
718   ierr = TaoMonitor(tao, tao->niter, minnorm, PETSC_INFINITY, 0.0, step, &reason);CHKERRQ(ierr);
719   tao->niter++;
720 
721   ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high);CHKERRQ(ierr);
722   for (i=1;i<mfqP->n+1;i++) {
723     ierr = VecCopy(tao->solution,mfqP->Xhist[i]);CHKERRQ(ierr);
724     if (i-1 >= low && i-1 < high) {
725       ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr);
726       x[i-1-low] += mfqP->delta;
727       ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr);
728     }
729     CHKMEMQ;
730     ierr = pounders_feval(tao,mfqP->Xhist[i],mfqP->Fhist[i],&mfqP->Fres[i]);CHKERRQ(ierr);
731     if (mfqP->Fres[i] < minnorm) {
732       mfqP->minindex = i;
733       minnorm = mfqP->Fres[i];
734     }
735   }
736   ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr);
737   ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr);
738   /* Gather mpi vecs to one big local vec */
739 
740   /* Begin serial code */
741 
742   /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
743   /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
744   /* (Column oriented for blas calls) */
745   ii=0;
746 
747   if (mfqP->size == 1) {
748     ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr);
749     for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i];
750     ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr);
751     ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr);
752     for (i=0;i<mfqP->n+1;i++) {
753       if (i == mfqP->minindex) continue;
754 
755       ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr);
756       for (j=0;j<mfqP->n;j++) {
757         mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta;
758       }
759       ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr);
760 
761       ierr = VecGetArray(mfqP->Fhist[i],&f);CHKERRQ(ierr);
762       for (j=0;j<mfqP->m;j++) {
763         mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j];
764       }
765       ierr = VecRestoreArray(mfqP->Fhist[i],&f);CHKERRQ(ierr);
766       mfqP->model_indices[ii++] = i;
767 
768     }
769     for (j=0;j<mfqP->m;j++) {
770       mfqP->C[j] = fmin[j];
771     }
772     ierr = VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr);
773   } else {
774     ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
775     ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
776     ierr = VecGetArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr);
777     for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i];
778     ierr = VecRestoreArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr);
779 
780     ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
781     ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
782     ierr = VecGetArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr);
783     for (i=0;i<mfqP->n+1;i++) {
784       if (i == mfqP->minindex) continue;
785 
786       mfqP->model_indices[ii++] = i;
787       ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
788       ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
789       ierr = VecGetArray(mfqP->localx,&x);CHKERRQ(ierr);
790       for (j=0;j<mfqP->n;j++) {
791         mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta;
792       }
793       ierr = VecRestoreArray(mfqP->localx,&x);CHKERRQ(ierr);
794 
795       ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
796       ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr);
797       ierr = VecGetArray(mfqP->localf,&f);CHKERRQ(ierr);
798       for (j=0;j<mfqP->m;j++) {
799         mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j];
800       }
801       ierr = VecRestoreArray(mfqP->localf,&f);CHKERRQ(ierr);
802     }
803     for (j=0;j<mfqP->m;j++) {
804       mfqP->C[j] = fmin[j];
805     }
806     ierr = VecRestoreArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr);
807   }
808 
809   /* Determine the initial quadratic models */
810   /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */
811   /* D (nxn) Fdiff (nxm)  => G (nxm) */
812   blasncopy = blasn;
813   PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasncopy,&info));
814   ierr = PetscInfo1(tao,"gesv returned %d\n",info);CHKERRQ(ierr);
815 
816   cres = minnorm;
817   ierr = pounders_update_res(tao);CHKERRQ(ierr);
818 
819   valid = PETSC_TRUE;
820 
821   ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr);
822   ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr);
823   ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr);
824   ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr);
825   gnorm *= mfqP->delta;
826   ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr);
827   ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr);
828   mfqP->nHist = mfqP->n+1;
829   mfqP->nmodelpoints = mfqP->n+1;
830 
831   while (reason == TAO_CONTINUE_ITERATING) {
832     PetscReal gnm = 1e-4;
833     tao->niter++;
834     /* Solve the subproblem min{Q(s): ||s|| <= delta} */
835     ierr = gqtwrap(tao,&gnm,&mdec);CHKERRQ(ierr);
836     /* Evaluate the function at the new point */
837 
838     for (i=0;i<mfqP->n;i++) {
839         mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i];
840     }
841     ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr);
842     ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr);
843     ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES);CHKERRQ(ierr);
844     ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr);
845     ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr);
846 
847     ierr = pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr);
848 
849     rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec;
850     mfqP->nHist++;
851 
852     /* Update the center */
853     if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) {
854       /* Update model to reflect new base point */
855       for (i=0;i<mfqP->n;i++) {
856         mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta;
857       }
858       for (j=0;j<mfqP->m;j++) {
859         /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work';
860          G(:,j) = G(:,j) + H(:,:,j)*work' */
861         for (k=0;k<mfqP->n;k++) {
862           mfqP->work2[k]=0.0;
863           for (l=0;l<mfqP->n;l++) {
864             mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l];
865           }
866         }
867         for (i=0;i<mfqP->n;i++) {
868           mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]);
869           mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i];
870         }
871       }
872       /* Cres += work*Gres + .5*work*Hres*work';
873        Gres += Hres*work'; */
874 
875       PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione));
876       for (i=0;i<mfqP->n;i++) {
877         cres += mfqP->work[i]*(mfqP->Gres[i]  + 0.5*mfqP->work2[i]);
878         mfqP->Gres[i] += mfqP->work2[i];
879       }
880       mfqP->minindex = mfqP->nHist-1;
881       minnorm = mfqP->Fres[mfqP->minindex];
882       ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr);
883       /* Change current center */
884       ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr);
885       for (i=0;i<mfqP->n;i++) {
886         mfqP->xmin[i] = xmint[i];
887       }
888       ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr);
889     }
890 
891     /* Evaluate at a model-improving point if necessary */
892     if (valid == PETSC_FALSE) {
893       mfqP->q_is_I = 1;
894       mfqP->nmodelpoints = 0;
895       ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr);
896       if (mfqP->nmodelpoints < mfqP->n) {
897         ierr = PetscInfo(tao,"Model not valid -- model-improving\n");CHKERRQ(ierr);
898         ierr = modelimprove(tao,mfqP,1);CHKERRQ(ierr);
899       }
900     }
901 
902     /* Update the trust region radius */
903     deltaold = mfqP->delta;
904     normxsp = 0;
905     for (i=0;i<mfqP->n;i++) {
906       normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i];
907     }
908     normxsp = PetscSqrtReal(normxsp);
909     if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) {
910       mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax);
911     } else if (valid == PETSC_TRUE) {
912       mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin);
913     }
914 
915     /* Compute the next interpolation set */
916     mfqP->q_is_I = 1;
917     mfqP->nmodelpoints=0;
918     ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr);
919     if (mfqP->nmodelpoints == mfqP->n) {
920       valid = PETSC_TRUE;
921     } else {
922       valid = PETSC_FALSE;
923       ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2);CHKERRQ(ierr);
924       if (mfqP->n > mfqP->nmodelpoints) {
925         ierr = PetscInfo(tao,"Model not valid -- adding geometry points\n");CHKERRQ(ierr);
926         ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints);CHKERRQ(ierr);
927       }
928     }
929     for (i=mfqP->nmodelpoints;i>0;i--) {
930       mfqP->model_indices[i] = mfqP->model_indices[i-1];
931     }
932     mfqP->nmodelpoints++;
933     mfqP->model_indices[0] = mfqP->minindex;
934     ierr = morepoints(mfqP);CHKERRQ(ierr);
935     for (i=0;i<mfqP->nmodelpoints;i++) {
936       ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr);
937       for (j=0;j<mfqP->n;j++) {
938         mfqP->Disp[i + mfqP->npmax*j] = (x[j]  - mfqP->xmin[j]) / deltaold;
939       }
940       ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr);
941       ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr);
942       for (j=0;j<mfqP->m;j++) {
943         for (k=0;k<mfqP->n;k++)  {
944           mfqP->work[k]=0.0;
945           for (l=0;l<mfqP->n;l++) {
946             mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l];
947           }
948         }
949         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];
950       }
951       ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr);
952     }
953 
954     /* Update the quadratic model */
955     ierr = getquadpounders(mfqP);CHKERRQ(ierr);
956     ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr);
957     PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione));
958     /* G = G*(delta/deltaold) + Gdel */
959     ratio = mfqP->delta/deltaold;
960     iblas = blasm*blasn;
961     PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione));
962     PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione));
963     /* H = H*(delta/deltaold)^2 + Hdel */
964     iblas = blasm*blasn*blasn;
965     ratio *= ratio;
966     PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione));
967     PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione));
968 
969     /* Get residuals */
970     cres = mfqP->Fres[mfqP->minindex];
971     ierr = pounders_update_res(tao);CHKERRQ(ierr);
972 
973     /* Export solution and gradient residual to TAO */
974     ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr);
975     ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr);
976     ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr);
977     ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr);
978     ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr);
979     gnorm *= mfqP->delta;
980     /*  final criticality test */
981     ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr);
982     /* test for repeated model */
983     if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) {
984       same = PETSC_TRUE;
985     } else {
986       same = PETSC_FALSE;
987     }
988     for (i=0;i<mfqP->nmodelpoints;i++) {
989       if (same) {
990         if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) {
991           same = PETSC_TRUE;
992         } else {
993           same = PETSC_FALSE;
994         }
995       }
996       mfqP->last_model_indices[i] = mfqP->model_indices[i];
997     }
998     mfqP->last_nmodelpoints = mfqP->nmodelpoints;
999     if (same && mfqP->delta == deltaold) {
1000       ierr = PetscInfo(tao,"Identical model used in successive iterations\n");CHKERRQ(ierr);
1001       reason = TAO_CONVERGED_STEPTOL;
1002       tao->reason = TAO_CONVERGED_STEPTOL;
1003     }
1004   }
1005   PetscFunctionReturn(0);
1006 }
1007 
1008 #undef __FUNCT__
1009 #define __FUNCT__ "TaoSetUp_POUNDERS"
1010 static PetscErrorCode TaoSetUp_POUNDERS(Tao tao)
1011 {
1012   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
1013   PetscInt       i,j;
1014   IS             isfloc,isfglob,isxloc,isxglob;
1015   PetscErrorCode ierr;
1016 
1017   PetscFunctionBegin;
1018   if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr);  }
1019   if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr);  }
1020   ierr = VecGetSize(tao->solution,&mfqP->n);CHKERRQ(ierr);
1021   ierr = VecGetSize(tao->sep_objective,&mfqP->m);CHKERRQ(ierr);
1022   mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n);
1023   if (mfqP->npmax == PETSC_DEFAULT) {
1024     mfqP->npmax = 2*mfqP->n + 1;
1025   }
1026   mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax);
1027   mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2);
1028 
1029   ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Xhist);CHKERRQ(ierr);
1030   ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fhist);CHKERRQ(ierr);
1031   for (i=0;i<mfqP->n +1;i++) {
1032     ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]);CHKERRQ(ierr);
1033     ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]);CHKERRQ(ierr);
1034   }
1035   ierr = VecDuplicate(tao->solution,&mfqP->workxvec);CHKERRQ(ierr);
1036   ierr = VecDuplicate(tao->sep_objective,&mfqP->workfvec);CHKERRQ(ierr);
1037   mfqP->nHist = 0;
1038 
1039   ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fres);CHKERRQ(ierr);
1040   ierr = PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES);CHKERRQ(ierr);
1041   ierr = PetscMalloc1(mfqP->n,&mfqP->work);CHKERRQ(ierr);
1042   ierr = PetscMalloc1(mfqP->n,&mfqP->work2);CHKERRQ(ierr);
1043   ierr = PetscMalloc1(mfqP->n,&mfqP->work3);CHKERRQ(ierr);
1044   ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork);CHKERRQ(ierr);
1045   ierr = PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega);CHKERRQ(ierr);
1046   ierr = PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta);CHKERRQ(ierr);
1047   ierr = PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha);CHKERRQ(ierr);
1048 
1049   ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H);CHKERRQ(ierr);
1050   ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q);CHKERRQ(ierr);
1051   ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp);CHKERRQ(ierr);
1052   ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L);CHKERRQ(ierr);
1053   ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp);CHKERRQ(ierr);
1054   ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save);CHKERRQ(ierr);
1055   ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N);CHKERRQ(ierr);
1056   ierr = PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M);CHKERRQ(ierr);
1057   ierr = PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z);CHKERRQ(ierr);
1058   ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau);CHKERRQ(ierr);
1059   ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp);CHKERRQ(ierr);
1060   mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2);
1061   ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork);CHKERRQ(ierr);
1062   ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork);CHKERRQ(ierr);
1063   ierr = PetscMalloc1(mfqP->n,&mfqP->xmin);CHKERRQ(ierr);
1064   ierr = PetscMalloc1(mfqP->m,&mfqP->C);CHKERRQ(ierr);
1065   ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff);CHKERRQ(ierr);
1066   ierr = PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp);CHKERRQ(ierr);
1067   ierr = PetscMalloc1(mfqP->n,&mfqP->Gres);CHKERRQ(ierr);
1068   ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres);CHKERRQ(ierr);
1069   ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints);CHKERRQ(ierr);
1070   ierr = PetscMalloc1(mfqP->npmax,&mfqP->model_indices);CHKERRQ(ierr);
1071   ierr = PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices);CHKERRQ(ierr);
1072   ierr = PetscMalloc1(mfqP->n,&mfqP->Xsubproblem);CHKERRQ(ierr);
1073   ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel);CHKERRQ(ierr);
1074   ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel);CHKERRQ(ierr);
1075   ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices);CHKERRQ(ierr);
1076   ierr = PetscMalloc1(mfqP->n,&mfqP->iwork);CHKERRQ(ierr);
1077   ierr = PetscMalloc1(mfqP->m*mfqP->m,&mfqP->w);CHKERRQ(ierr);
1078   for (i=0;i<mfqP->m;i++) {
1079     for (j=0;j<mfqP->m;j++) {
1080       if (i==j) {
1081         mfqP->w[i+mfqP->m*j]=1.0;
1082       } else {
1083         mfqP->w[i+mfqP->m*j]=0.0;
1084       }
1085     }
1086   }
1087   for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) {
1088     mfqP->indices[i] = i;
1089   }
1090   ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size);CHKERRQ(ierr);
1091   if (mfqP->size > 1) {
1092     VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx);CHKERRQ(ierr);
1093     VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin);CHKERRQ(ierr);
1094     VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf);CHKERRQ(ierr);
1095     VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin);CHKERRQ(ierr);
1096     ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc);CHKERRQ(ierr);
1097     ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob);CHKERRQ(ierr);
1098     ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc);CHKERRQ(ierr);
1099     ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob);CHKERRQ(ierr);
1100 
1101 
1102     ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx);CHKERRQ(ierr);
1103     ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf);CHKERRQ(ierr);
1104 
1105     ierr = ISDestroy(&isxloc);CHKERRQ(ierr);
1106     ierr = ISDestroy(&isxglob);CHKERRQ(ierr);
1107     ierr = ISDestroy(&isfloc);CHKERRQ(ierr);
1108     ierr = ISDestroy(&isfglob);CHKERRQ(ierr);
1109   }
1110 
1111   if (!mfqP->usegqt) {
1112     KSP       ksp;
1113     PC        pc;
1114     ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx);CHKERRQ(ierr);
1115     ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl);CHKERRQ(ierr);
1116     ierr = VecDuplicate(mfqP->subxl,&mfqP->subb);CHKERRQ(ierr);
1117     ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu);CHKERRQ(ierr);
1118     ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel);CHKERRQ(ierr);
1119     ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel);CHKERRQ(ierr);
1120     ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao);CHKERRQ(ierr);
1121     ierr = TaoSetType(mfqP->subtao,TAOTRON);CHKERRQ(ierr);
1122     ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_");CHKERRQ(ierr);
1123     ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx);CHKERRQ(ierr);
1124     ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP);CHKERRQ(ierr);
1125     ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits);CHKERRQ(ierr);
1126     ierr = TaoSetFromOptions(mfqP->subtao);CHKERRQ(ierr);
1127     ierr = TaoGetKSP(mfqP->subtao,&ksp);CHKERRQ(ierr);
1128     if (ksp) {
1129       ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr);
1130       ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr);
1131     }
1132     ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu);CHKERRQ(ierr);
1133     ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH);CHKERRQ(ierr);
1134     ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP);CHKERRQ(ierr);
1135   }
1136   PetscFunctionReturn(0);
1137 }
1138 
1139 #undef __FUNCT__
1140 #define __FUNCT__ "TaoDestroy_POUNDERS"
1141 static PetscErrorCode TaoDestroy_POUNDERS(Tao tao)
1142 {
1143   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
1144   PetscInt       i;
1145   PetscErrorCode ierr;
1146 
1147   PetscFunctionBegin;
1148   if (!mfqP->usegqt) {
1149     ierr = TaoDestroy(&mfqP->subtao);CHKERRQ(ierr);
1150     ierr = VecDestroy(&mfqP->subx);CHKERRQ(ierr);
1151     ierr = VecDestroy(&mfqP->subxl);CHKERRQ(ierr);
1152     ierr = VecDestroy(&mfqP->subxu);CHKERRQ(ierr);
1153     ierr = VecDestroy(&mfqP->subb);CHKERRQ(ierr);
1154     ierr = VecDestroy(&mfqP->subpdel);CHKERRQ(ierr);
1155     ierr = VecDestroy(&mfqP->subndel);CHKERRQ(ierr);
1156     ierr = MatDestroy(&mfqP->subH);CHKERRQ(ierr);
1157   }
1158   ierr = PetscFree(mfqP->Fres);CHKERRQ(ierr);
1159   ierr = PetscFree(mfqP->RES);CHKERRQ(ierr);
1160   ierr = PetscFree(mfqP->work);CHKERRQ(ierr);
1161   ierr = PetscFree(mfqP->work2);CHKERRQ(ierr);
1162   ierr = PetscFree(mfqP->work3);CHKERRQ(ierr);
1163   ierr = PetscFree(mfqP->mwork);CHKERRQ(ierr);
1164   ierr = PetscFree(mfqP->omega);CHKERRQ(ierr);
1165   ierr = PetscFree(mfqP->beta);CHKERRQ(ierr);
1166   ierr = PetscFree(mfqP->alpha);CHKERRQ(ierr);
1167   ierr = PetscFree(mfqP->H);CHKERRQ(ierr);
1168   ierr = PetscFree(mfqP->Q);CHKERRQ(ierr);
1169   ierr = PetscFree(mfqP->Q_tmp);CHKERRQ(ierr);
1170   ierr = PetscFree(mfqP->L);CHKERRQ(ierr);
1171   ierr = PetscFree(mfqP->L_tmp);CHKERRQ(ierr);
1172   ierr = PetscFree(mfqP->L_save);CHKERRQ(ierr);
1173   ierr = PetscFree(mfqP->N);CHKERRQ(ierr);
1174   ierr = PetscFree(mfqP->M);CHKERRQ(ierr);
1175   ierr = PetscFree(mfqP->Z);CHKERRQ(ierr);
1176   ierr = PetscFree(mfqP->tau);CHKERRQ(ierr);
1177   ierr = PetscFree(mfqP->tau_tmp);CHKERRQ(ierr);
1178   ierr = PetscFree(mfqP->npmaxwork);CHKERRQ(ierr);
1179   ierr = PetscFree(mfqP->npmaxiwork);CHKERRQ(ierr);
1180   ierr = PetscFree(mfqP->xmin);CHKERRQ(ierr);
1181   ierr = PetscFree(mfqP->C);CHKERRQ(ierr);
1182   ierr = PetscFree(mfqP->Fdiff);CHKERRQ(ierr);
1183   ierr = PetscFree(mfqP->Disp);CHKERRQ(ierr);
1184   ierr = PetscFree(mfqP->Gres);CHKERRQ(ierr);
1185   ierr = PetscFree(mfqP->Hres);CHKERRQ(ierr);
1186   ierr = PetscFree(mfqP->Gpoints);CHKERRQ(ierr);
1187   ierr = PetscFree(mfqP->model_indices);CHKERRQ(ierr);
1188   ierr = PetscFree(mfqP->last_model_indices);CHKERRQ(ierr);
1189   ierr = PetscFree(mfqP->Xsubproblem);CHKERRQ(ierr);
1190   ierr = PetscFree(mfqP->Gdel);CHKERRQ(ierr);
1191   ierr = PetscFree(mfqP->Hdel);CHKERRQ(ierr);
1192   ierr = PetscFree(mfqP->indices);CHKERRQ(ierr);
1193   ierr = PetscFree(mfqP->iwork);CHKERRQ(ierr);
1194   ierr = PetscFree(mfqP->w);CHKERRQ(ierr);
1195   for (i=0;i<mfqP->nHist;i++) {
1196     ierr = VecDestroy(&mfqP->Xhist[i]);CHKERRQ(ierr);
1197     ierr = VecDestroy(&mfqP->Fhist[i]);CHKERRQ(ierr);
1198   }
1199   ierr = VecDestroy(&mfqP->workxvec);CHKERRQ(ierr);
1200   ierr = VecDestroy(&mfqP->workfvec);CHKERRQ(ierr);
1201   ierr = PetscFree(mfqP->Xhist);CHKERRQ(ierr);
1202   ierr = PetscFree(mfqP->Fhist);CHKERRQ(ierr);
1203 
1204   if (mfqP->size > 1) {
1205     ierr = VecDestroy(&mfqP->localx);CHKERRQ(ierr);
1206     ierr = VecDestroy(&mfqP->localxmin);CHKERRQ(ierr);
1207     ierr = VecDestroy(&mfqP->localf);CHKERRQ(ierr);
1208     ierr = VecDestroy(&mfqP->localfmin);CHKERRQ(ierr);
1209   }
1210   ierr = PetscFree(tao->data);CHKERRQ(ierr);
1211   PetscFunctionReturn(0);
1212 }
1213 
1214 #undef __FUNCT__
1215 #define __FUNCT__ "TaoSetFromOptions_POUNDERS"
1216 static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionItems *PetscOptionsObject,Tao tao)
1217 {
1218   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
1219   PetscErrorCode ierr;
1220 
1221   PetscFunctionBegin;
1222   ierr = PetscOptionsHead(PetscOptionsObject,"POUNDERS method for least-squares optimization");CHKERRQ(ierr);
1223   ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL);CHKERRQ(ierr);
1224   mfqP->delta = mfqP->delta0;
1225   mfqP->npmax = PETSC_DEFAULT;
1226   ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL);CHKERRQ(ierr);
1227   mfqP->usegqt = PETSC_FALSE;
1228   ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL);CHKERRQ(ierr);
1229   ierr = PetscOptionsTail();CHKERRQ(ierr);
1230   PetscFunctionReturn(0);
1231 }
1232 
1233 #undef __FUNCT__
1234 #define __FUNCT__ "TaoView_POUNDERS"
1235 static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer)
1236 {
1237   TAO_POUNDERS   *mfqP = (TAO_POUNDERS *)tao->data;
1238   PetscBool      isascii;
1239   PetscInt       nits;
1240   PetscErrorCode ierr;
1241 
1242   PetscFunctionBegin;
1243   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr);
1244   if (isascii) {
1245     ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr);
1246     ierr = PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0);CHKERRQ(ierr);
1247     ierr = PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta);CHKERRQ(ierr);
1248     ierr = PetscViewerASCIIPrintf(viewer, "model points: %D\n",mfqP->nmodelpoints);CHKERRQ(ierr);
1249     if (mfqP->usegqt) {
1250       ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n");CHKERRQ(ierr);
1251     } else {
1252       ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: %s\n",((PetscObject)mfqP->subtao)->type_name);CHKERRQ(ierr);
1253       ierr = TaoGetTotalIterationNumber(mfqP->subtao,&nits);CHKERRQ(ierr);
1254       ierr = PetscViewerASCIIPrintf(viewer, "total subproblem iterations: %D\n",nits);CHKERRQ(ierr);
1255     }
1256     ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr);
1257   }
1258   PetscFunctionReturn(0);
1259 }
1260 /*MC
1261   TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares
1262 
1263   Options Database Keys:
1264 + -tao_pounders_delta - initial step length
1265 . -tao_pounders_npmax - maximum number of points in model
1266 - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON
1267 
1268   Level: beginner
1269 
1270 M*/
1271 
1272 #undef __FUNCT__
1273 #define __FUNCT__ "TaoCreate_POUNDERS"
1274 PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao)
1275 {
1276   TAO_POUNDERS   *mfqP = (TAO_POUNDERS*)tao->data;
1277   PetscErrorCode ierr;
1278 
1279   PetscFunctionBegin;
1280   tao->ops->setup = TaoSetUp_POUNDERS;
1281   tao->ops->solve = TaoSolve_POUNDERS;
1282   tao->ops->view = TaoView_POUNDERS;
1283   tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS;
1284   tao->ops->destroy = TaoDestroy_POUNDERS;
1285 
1286   ierr = PetscNewLog(tao,&mfqP);CHKERRQ(ierr);
1287   tao->data = (void*)mfqP;
1288   /* Override default settings (unless already changed) */
1289   if (!tao->max_it_changed) tao->max_it = 2000;
1290   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
1291   mfqP->delta0 = 0.1;
1292   mfqP->delta = 0.1;
1293   mfqP->deltamax=1e3;
1294   mfqP->deltamin=1e-6;
1295   mfqP->c2 = 100.0;
1296   mfqP->theta1=1e-5;
1297   mfqP->theta2=1e-4;
1298   mfqP->gamma0=0.5;
1299   mfqP->gamma1=2.0;
1300   mfqP->eta0 = 0.0;
1301   mfqP->eta1 = 0.1;
1302   mfqP->gqt_rtol = 0.001;
1303   mfqP->gqt_maxits = 50;
1304   mfqP->workxvec = 0;
1305   PetscFunctionReturn(0);
1306 }
1307 
1308 
1309