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