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