1 #include <../src/tao/leastsquares/impls/pounders/pounders.h> 2 3 #undef __FUNCT__ 4 #define __FUNCT__ "pounders_h" 5 static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx) 6 { 7 PetscFunctionBegin; 8 PetscFunctionReturn(0); 9 } 10 11 #undef __FUNCT__ 12 #define __FUNCT__ "pounders_fg" 13 static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx) 14 { 15 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)ctx; 16 PetscReal d1,d2; 17 PetscErrorCode ierr; 18 19 PetscFunctionBegin; 20 /* g = A*x (add b later)*/ 21 ierr = MatMult(mfqP->subH,x,g);CHKERRQ(ierr); 22 23 /* f = 1/2 * x'*(Ax) + b'*x */ 24 ierr = VecDot(x,g,&d1);CHKERRQ(ierr); 25 ierr = VecDot(mfqP->subb,x,&d2);CHKERRQ(ierr); 26 *f = 0.5 *d1 + d2; 27 28 /* now g = g + b */ 29 ierr = VecAXPY(g, 1.0, mfqP->subb);CHKERRQ(ierr); 30 PetscFunctionReturn(0); 31 } 32 33 #undef __FUNCT__ 34 #define __FUNCT__ "pounders_feval" 35 static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum) 36 { 37 PetscErrorCode ierr; 38 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 39 PetscInt i,row,col; 40 PetscReal fr,fc; 41 PetscFunctionBegin; 42 ierr = TaoComputeSeparableObjective(tao,x,F);CHKERRQ(ierr); 43 if (tao->sep_weights_v) { 44 ierr = VecPointwiseMult(mfqP->workfvec,tao->sep_weights_v,F);CHKERRQ(ierr); 45 ierr = VecNorm(mfqP->workfvec,NORM_2,fsum);CHKERRQ(ierr); 46 *fsum*=(*fsum); 47 } else if (tao->sep_weights_w) { 48 *fsum=0; 49 for (i=0;i<tao->sep_weights_n;i++) { 50 row=tao->sep_weights_rows[i]; 51 col=tao->sep_weights_cols[i]; 52 ierr = VecGetValues(F,1,&row,&fr);CHKERRQ(ierr); 53 ierr = VecGetValues(F,1,&col,&fc);CHKERRQ(ierr); 54 *fsum += tao->sep_weights_w[i]*fc*fr; 55 } 56 } else { 57 ierr = VecNorm(F,NORM_2,fsum);CHKERRQ(ierr); 58 *fsum*=(*fsum); 59 } 60 if (PetscIsInfOrNanReal(*fsum)) SETERRQ(PETSC_COMM_SELF,1, "User provided compute function generated Inf or NaN"); 61 PetscFunctionReturn(0); 62 } 63 64 #undef __FUNCT__ 65 #define __FUNCT__ "gqtwrap" 66 PetscErrorCode gqtwrap(Tao tao,PetscReal *gnorm, PetscReal *qmin) 67 { 68 PetscErrorCode ierr; 69 #if defined(PETSC_USE_REAL_SINGLE) 70 PetscReal atol=1.0e-5; 71 #else 72 PetscReal atol=1.0e-10; 73 #endif 74 PetscInt info,its; 75 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 76 77 PetscFunctionBegin; 78 if (!mfqP->usegqt) { 79 PetscReal maxval; 80 PetscInt i,j; 81 82 ierr = VecSetValues(mfqP->subb,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 83 ierr = VecAssemblyBegin(mfqP->subb);CHKERRQ(ierr); 84 ierr = VecAssemblyEnd(mfqP->subb);CHKERRQ(ierr); 85 86 ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr); 87 88 ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr); 89 ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr); 90 91 for (i=0;i<mfqP->n;i++) { 92 for (j=i;j<mfqP->n;j++) { 93 mfqP->Hres[j+mfqP->n*i] = mfqP->Hres[mfqP->n*j+i]; 94 } 95 } 96 ierr = MatSetValues(mfqP->subH,mfqP->n,mfqP->indices,mfqP->n,mfqP->indices,mfqP->Hres,INSERT_VALUES);CHKERRQ(ierr); 97 ierr = MatAssemblyBegin(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 98 ierr = MatAssemblyEnd(mfqP->subH,MAT_FINAL_ASSEMBLY);CHKERRQ(ierr); 99 100 ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr); 101 ierr = TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT);CHKERRQ(ierr); 102 /* enforce bound constraints -- experimental */ 103 if (tao->XU && tao->XL) { 104 ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr); 105 ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr); 106 ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr); 107 ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr); 108 ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr); 109 ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr); 110 111 ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr); 112 ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr); 113 } else { 114 ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr); 115 ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr); 116 } 117 /* Make sure xu > xl */ 118 ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 119 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 120 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 121 if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem"); 122 /* Make sure xu > tao->solution > xl */ 123 ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 124 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 125 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 126 if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem"); 127 128 ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 129 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 130 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 131 if (maxval > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem"); 132 133 MatView(mfqP->subH, PETSC_VIEWER_STDOUT_WORLD); 134 VecView(mfqP->subb, PETSC_VIEWER_STDOUT_WORLD); 135 VecView(mfqP->subxl, PETSC_VIEWER_STDOUT_WORLD); 136 VecView(mfqP->subxu, PETSC_VIEWER_STDOUT_WORLD); 137 VecView(mfqP->subx, PETSC_VIEWER_STDOUT_WORLD); 138 139 ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr); 140 141 MatView(mfqP->subH, PETSC_VIEWER_STDOUT_WORLD); 142 VecView(mfqP->subb, PETSC_VIEWER_STDOUT_WORLD); 143 VecView(mfqP->subxl, PETSC_VIEWER_STDOUT_WORLD); 144 VecView(mfqP->subxu, PETSC_VIEWER_STDOUT_WORLD); 145 VecView(mfqP->subx, PETSC_VIEWER_STDOUT_WORLD); 146 147 ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr); 148 149 /* test bounds post-solution*/ 150 ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr); 151 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx);CHKERRQ(ierr); 152 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 153 if (maxval > 1e-5) { 154 ierr = PetscInfo(tao,"subproblem solution < lower bound\n");CHKERRQ(ierr); 155 tao->reason = TAO_DIVERGED_TR_REDUCTION; 156 } 157 158 ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr); 159 ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu);CHKERRQ(ierr); 160 ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr); 161 if (maxval > 1e-5) { 162 ierr = PetscInfo(tao,"subproblem solution > upper bound\n");CHKERRQ(ierr); 163 tao->reason = TAO_DIVERGED_TR_REDUCTION; 164 } 165 } else { 166 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); 167 } 168 *qmin *= -1; 169 PetscFunctionReturn(0); 170 } 171 172 #undef __FUNCT__ 173 #define __FUNCT__ "pounders_update_res" 174 static PetscErrorCode pounders_update_res(Tao tao) 175 { 176 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 177 PetscInt i,row,col; 178 PetscBLASInt blasn=mfqP->n,blasn2=blasn*blasn,blasm=mfqP->m,ione=1; 179 PetscReal zero=0.0,one=1.0,wii,factor; 180 PetscErrorCode ierr; 181 PetscFunctionBegin; 182 183 TaoView(mfqP->subtao, PETSC_VIEWER_STDOUT_WORLD); 184 185 for (i=0;i<mfqP->n;i++) { 186 mfqP->Gres[i]=0; 187 } 188 for (i=0;i<mfqP->n*mfqP->n;i++) { 189 mfqP->Hres[i]=0; 190 } 191 192 /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */ 193 if (tao->sep_weights_v) { 194 /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */ 195 for (i=0;i<mfqP->m;i++) { 196 ierr = VecGetValues(tao->sep_weights_v,1,&i,&factor);CHKERRQ(ierr); 197 factor=factor*mfqP->C[i]; 198 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*i],&ione,mfqP->Gres,&ione)); 199 } 200 } else if (tao->sep_weights_n) { 201 /* general case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */ 202 for (i=0;i<tao->sep_weights_n;i++) { 203 row=tao->sep_weights_rows[i]; 204 col=tao->sep_weights_cols[i]; 205 206 factor = tao->sep_weights_w[i]*mfqP->C[col]/2.0; 207 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*row],&ione,mfqP->Gres,&ione)); 208 factor = tao->sep_weights_w[i]*mfqP->C[row]/2.0; 209 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn,&factor,&mfqP->Fdiff[blasn*col],&ione,mfqP->Gres,&ione)); 210 } 211 } else { 212 /* default: Gres= sum_i[cigi] = G*c' */ 213 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasm,&one,mfqP->Fdiff,&blasn,mfqP->C,&ione,&zero,mfqP->Gres,&ione)); 214 } 215 216 /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 217 if (tao->sep_weights_v) { 218 /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi' )*/ 219 for (i=0;i<mfqP->m;i++) { 220 ierr = VecGetValues(tao->sep_weights_v,1,&i,&wii);CHKERRQ(ierr); 221 if (tao->niter>1) { 222 factor=wii*mfqP->C[i]; 223 /* add wii * ci * Hi */ 224 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasn2,mfqP->Hres,&ione)); 225 } 226 /* add wii * gi * gi' */ 227 PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&wii,&mfqP->Fdiff[blasn*i],&blasn,&mfqP->Fdiff[blasn*i],&blasn,&one,mfqP->Hres,&blasn)); 228 } 229 } else if (tao->sep_weights_w) { 230 /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ 231 for (i=0;i<tao->sep_weights_n;i++) { 232 row=tao->sep_weights_rows[i]; 233 col=tao->sep_weights_cols[i]; 234 factor=tao->sep_weights_w[i]/2.0; 235 /* add wij * gi gj' + wij * gj gi' */ 236 PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*row],&blasn,&mfqP->Fdiff[blasn*col],&blasn,&one,mfqP->Hres,&blasn)); 237 PetscStackCallBLAS("BLASgemm_",BLASgemm_("N","T",&blasn,&blasn,&ione,&factor,&mfqP->Fdiff[blasn*col],&blasn,&mfqP->Fdiff[blasn*row],&blasn,&one,mfqP->Hres,&blasn)); 238 } 239 if (tao->niter > 1) { 240 for (i=0;i<tao->sep_weights_n;i++) { 241 row=tao->sep_weights_rows[i]; 242 col=tao->sep_weights_cols[i]; 243 244 /* add wij*cj*Hi */ 245 factor = tao->sep_weights_w[i]*mfqP->C[col]/2.0; 246 PetscStackCallBLAS("BLASaxpy_",BLASaxpy_(&blasn2,&factor,&mfqP->H[row],&blasn2,mfqP->Hres,&ione)); 247 248 /* add wij*ci*Hj */ 249 factor = tao->sep_weights_w[i]*mfqP->C[row]/2.0; 250 PetscStackCallBLAS("BLASaxpy_",BLASaxpy_(&blasn2,&factor,&mfqP->H[col],&blasn2,mfqP->Hres,&ione)); 251 } 252 } 253 } else { 254 /* Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)} */ 255 PetscStackCallBLAS("BLASgemm",BLASgemm_("N","T",&blasn,&blasn,&blasm,&one,mfqP->Fdiff, &blasn,mfqP->Fdiff, &blasn,&zero,mfqP->Hres,&blasn)); 256 257 /* sum(F(xkin,i)*H(:,:,i)) */ 258 if (tao->niter>1) { 259 for (i=0;i<mfqP->m;i++) { 260 factor = mfqP->C[i]; 261 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn2,&factor,&mfqP->H[i],&blasn2,mfqP->Hres,&ione)); 262 } 263 } 264 } 265 PetscFunctionReturn(0); 266 } 267 268 #undef __FUNCT__ 269 #define __FUNCT__ "phi2eval" 270 PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) 271 { 272 /* 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] */ 273 PetscInt i,j,k; 274 PetscReal sqrt2 = PetscSqrtReal(2.0); 275 276 PetscFunctionBegin; 277 j=0; 278 for (i=0;i<n;i++) { 279 phi[j] = 0.5 * x[i]*x[i]; 280 j++; 281 for (k=i+1;k<n;k++) { 282 phi[j] = x[i]*x[k]/sqrt2; 283 j++; 284 } 285 } 286 PetscFunctionReturn(0); 287 } 288 289 #undef __FUNCT__ 290 #define __FUNCT__ "getquadpounders" 291 PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) 292 { 293 /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' 294 that satisfies the interpolation conditions Q(X[:,j]) = f(j) 295 for j=1,...,m and with a Hessian matrix of least Frobenius norm */ 296 297 /* NB --we are ignoring c */ 298 PetscInt i,j,k,num,np = mfqP->nmodelpoints; 299 PetscReal one = 1.0,zero=0.0,negone=-1.0; 300 PetscBLASInt blasnpmax = mfqP->npmax; 301 PetscBLASInt blasnplus1 = mfqP->n+1; 302 PetscBLASInt blasnp = np; 303 PetscBLASInt blasint = mfqP->n*(mfqP->n+1) / 2; 304 PetscBLASInt blasint2 = np - mfqP->n-1; 305 PetscBLASInt info,ione=1; 306 PetscReal sqrt2 = PetscSqrtReal(2.0); 307 308 PetscFunctionBegin; 309 for (i=0;i<mfqP->n*mfqP->m;i++) { 310 mfqP->Gdel[i] = 0; 311 } 312 for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) { 313 mfqP->Hdel[i] = 0; 314 } 315 316 /* factor M */ 317 PetscStackCallBLAS("LAPACKgetrf",LAPACKgetrf_(&blasnplus1,&blasnp,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&info)); 318 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrf returned with value %d\n",info); 319 320 if (np == mfqP->n+1) { 321 for (i=0;i<mfqP->npmax-mfqP->n-1;i++) { 322 mfqP->omega[i]=0.0; 323 } 324 for (i=0;i<mfqP->n*(mfqP->n+1)/2;i++) { 325 mfqP->beta[i]=0.0; 326 } 327 } else { 328 /* Let Ltmp = (L'*L) */ 329 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)); 330 331 /* factor Ltmp */ 332 PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("L",&blasint2,mfqP->L_tmp,&blasint,&info)); 333 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrf returned with value %d\n",info); 334 } 335 336 for (k=0;k<mfqP->m;k++) { 337 if (np != mfqP->n+1) { 338 /* Solve L'*L*Omega = Z' * RESk*/ 339 PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasnp,&blasint2,&one,mfqP->Z,&blasnpmax,&mfqP->RES[mfqP->npmax*k],&ione,&zero,mfqP->omega,&ione)); 340 PetscStackCallBLAS("LAPACKpotrs",LAPACKpotrs_("L",&blasint2,&ione,mfqP->L_tmp,&blasint,mfqP->omega,&blasint2,&info)); 341 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine potrs returned with value %d\n",info); 342 343 /* Beta = L*Omega */ 344 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasint,&blasint2,&one,&mfqP->L[(mfqP->n+1)*blasint],&blasint,mfqP->omega,&ione,&zero,mfqP->beta,&ione)); 345 } 346 347 /* solve M'*Alpha = RESk - N'*Beta */ 348 PetscStackCallBLAS("BLASgemv",BLASgemv_("T",&blasint,&blasnp,&negone,mfqP->N,&blasint,mfqP->beta,&ione,&one,&mfqP->RES[mfqP->npmax*k],&ione)); 349 PetscStackCallBLAS("LAPACKgetrs",LAPACKgetrs_("T",&blasnplus1,&ione,mfqP->M,&blasnplus1,mfqP->npmaxiwork,&mfqP->RES[mfqP->npmax*k],&blasnplus1,&info)); 350 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine getrs returned with value %d\n",info); 351 352 /* Gdel(:,k) = Alpha(2:n+1) */ 353 for (i=0;i<mfqP->n;i++) { 354 mfqP->Gdel[i + mfqP->n*k] = mfqP->RES[mfqP->npmax*k + i+1]; 355 } 356 357 /* Set Hdels */ 358 num=0; 359 for (i=0;i<mfqP->n;i++) { 360 /* H[i,i,k] = Beta(num) */ 361 mfqP->Hdel[(i*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]; 362 num++; 363 for (j=i+1;j<mfqP->n;j++) { 364 /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ 365 mfqP->Hdel[(j*mfqP->n + i)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 366 mfqP->Hdel[(i*mfqP->n + j)*mfqP->m + k] = mfqP->beta[num]/sqrt2; 367 num++; 368 } 369 } 370 } 371 PetscFunctionReturn(0); 372 } 373 374 #undef __FUNCT__ 375 #define __FUNCT__ "morepoints" 376 PetscErrorCode morepoints(TAO_POUNDERS *mfqP) 377 { 378 /* Assumes mfqP->model_indices[0] is minimum index 379 Finishes adding points to mfqP->model_indices (up to npmax) 380 Computes L,Z,M,N 381 np is actual number of points in model (should equal npmax?) */ 382 PetscInt point,i,j,offset; 383 PetscInt reject; 384 PetscBLASInt blasn=mfqP->n,blasnpmax=mfqP->npmax,blasnplus1=mfqP->n+1,info,blasnmax=mfqP->nmax,blasint,blasint2,blasnp,blasmaxmn; 385 const PetscReal *x; 386 PetscReal normd; 387 PetscErrorCode ierr; 388 389 PetscFunctionBegin; 390 /* Initialize M,N */ 391 for (i=0;i<mfqP->n+1;i++) { 392 ierr = VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 393 mfqP->M[(mfqP->n+1)*i] = 1.0; 394 for (j=0;j<mfqP->n;j++) { 395 mfqP->M[j+1+((mfqP->n+1)*i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 396 } 397 ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 398 ierr = phi2eval(&mfqP->M[1+((mfqP->n+1)*i)],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * i]);CHKERRQ(ierr); 399 } 400 401 /* Now we add points until we have npmax starting with the most recent ones */ 402 point = mfqP->nHist-1; 403 mfqP->nmodelpoints = mfqP->n+1; 404 while (mfqP->nmodelpoints < mfqP->npmax && point>=0) { 405 /* Reject any points already in the model */ 406 reject = 0; 407 for (j=0;j<mfqP->n+1;j++) { 408 if (point == mfqP->model_indices[j]) { 409 reject = 1; 410 break; 411 } 412 } 413 414 /* Reject if norm(d) >c2 */ 415 if (!reject) { 416 ierr = VecCopy(mfqP->Xhist[point],mfqP->workxvec);CHKERRQ(ierr); 417 ierr = VecAXPY(mfqP->workxvec,-1.0,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 418 ierr = VecNorm(mfqP->workxvec,NORM_2,&normd);CHKERRQ(ierr); 419 normd /= mfqP->delta; 420 if (normd > mfqP->c2) { 421 reject =1; 422 } 423 } 424 if (reject){ 425 point--; 426 continue; 427 } 428 429 ierr = VecGetArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 430 mfqP->M[(mfqP->n+1)*mfqP->nmodelpoints] = 1.0; 431 for (j=0;j<mfqP->n;j++) { 432 mfqP->M[j+1+((mfqP->n+1)*mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; 433 } 434 ierr = VecRestoreArrayRead(mfqP->Xhist[point],&x);CHKERRQ(ierr); 435 ierr = phi2eval(&mfqP->M[1+(mfqP->n+1)*mfqP->nmodelpoints],mfqP->n,&mfqP->N[mfqP->n*(mfqP->n+1)/2 * (mfqP->nmodelpoints)]);CHKERRQ(ierr); 436 437 /* Update QR factorization */ 438 /* Copy M' to Q_tmp */ 439 for (i=0;i<mfqP->n+1;i++) { 440 for (j=0;j<mfqP->npmax;j++) { 441 mfqP->Q_tmp[j+mfqP->npmax*i] = mfqP->M[i+(mfqP->n+1)*j]; 442 } 443 } 444 blasnp = mfqP->nmodelpoints+1; 445 /* Q_tmp,R = qr(M') */ 446 blasmaxmn=PetscMax(mfqP->m,mfqP->n+1); 447 PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->mwork,&blasmaxmn,&info)); 448 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine geqrf returned with value %d\n",info); 449 450 /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ 451 /* L = N*Qtmp */ 452 blasint2 = mfqP->n * (mfqP->n+1) / 2; 453 /* Copy N to L_tmp */ 454 for (i=0;i<mfqP->n*(mfqP->n+1)/2 * mfqP->npmax;i++) { 455 mfqP->L_tmp[i]= mfqP->N[i]; 456 } 457 /* Copy L_save to L_tmp */ 458 459 /* L_tmp = N*Qtmp' */ 460 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasint2,&blasnp,&blasnplus1,mfqP->Q_tmp,&blasnpmax,mfqP->tau_tmp,mfqP->L_tmp,&blasint2,mfqP->npmaxwork,&blasnmax,&info)); 461 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 462 463 /* Copy L_tmp to L_save */ 464 for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 465 mfqP->L_save[i] = mfqP->L_tmp[i]; 466 } 467 468 /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ 469 blasint = mfqP->nmodelpoints - mfqP->n; 470 ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr); 471 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)); 472 ierr = PetscFPTrapPop();CHKERRQ(ierr); 473 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine gesvd returned with value %d\n",info); 474 475 if (mfqP->beta[PetscMin(blasint,blasint2)-1] > mfqP->theta2) { 476 /* accept point */ 477 mfqP->model_indices[mfqP->nmodelpoints] = point; 478 /* Copy Q_tmp to Q */ 479 for (i=0;i<mfqP->npmax* mfqP->npmax;i++) { 480 mfqP->Q[i] = mfqP->Q_tmp[i]; 481 } 482 for (i=0;i<mfqP->npmax;i++){ 483 mfqP->tau[i] = mfqP->tau_tmp[i]; 484 } 485 mfqP->nmodelpoints++; 486 blasnp = mfqP->nmodelpoints; 487 488 /* Copy L_save to L */ 489 for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 490 mfqP->L[i] = mfqP->L_save[i]; 491 } 492 } 493 point--; 494 } 495 496 blasnp = mfqP->nmodelpoints; 497 /* Copy Q(:,n+2:np) to Z */ 498 /* First set Q_tmp to I */ 499 for (i=0;i<mfqP->npmax*mfqP->npmax;i++) { 500 mfqP->Q_tmp[i] = 0.0; 501 } 502 for (i=0;i<mfqP->npmax;i++) { 503 mfqP->Q_tmp[i + mfqP->npmax*i] = 1.0; 504 } 505 506 /* Q_tmp = I * Q */ 507 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasnp,&blasnp,&blasnplus1,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->Q_tmp,&blasnpmax,mfqP->npmaxwork,&blasnmax,&info)); 508 if (info != 0) SETERRQ1(PETSC_COMM_SELF,1,"LAPACK routine ormqr returned with value %d\n",info); 509 510 /* Copy Q_tmp(:,n+2:np) to Z) */ 511 offset = mfqP->npmax * (mfqP->n+1); 512 for (i=offset;i<mfqP->npmax*mfqP->npmax;i++) { 513 mfqP->Z[i-offset] = mfqP->Q_tmp[i]; 514 } 515 516 if (mfqP->nmodelpoints == mfqP->n + 1) { 517 /* Set L to I_{n+1} */ 518 for (i=0;i<mfqP->npmax * mfqP->n*(mfqP->n+1)/2;i++) { 519 mfqP->L[i] = 0.0; 520 } 521 for (i=0;i<mfqP->n;i++) { 522 mfqP->L[(mfqP->n*(mfqP->n+1)/2)*i + i] = 1.0; 523 } 524 } 525 PetscFunctionReturn(0); 526 } 527 528 #undef __FUNCT__ 529 #define __FUNCT__ "addpoint" 530 /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ 531 PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) 532 { 533 PetscErrorCode ierr; 534 535 PetscFunctionBegin; 536 /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ 537 ierr = VecDuplicate(mfqP->Xhist[0],&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 538 ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,&mfqP->Q_tmp[index*mfqP->npmax],INSERT_VALUES);CHKERRQ(ierr); 539 ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 540 ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 541 ierr = VecAYPX(mfqP->Xhist[mfqP->nHist],mfqP->delta,mfqP->Xhist[mfqP->minindex]);CHKERRQ(ierr); 542 543 /* Project into feasible region */ 544 if (tao->XU && tao->XL) { 545 ierr = VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 546 } 547 548 /* Compute value of new vector */ 549 ierr = VecDuplicate(mfqP->Fhist[0],&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 550 CHKMEMQ; 551 ierr = pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 552 553 /* Add new vector to model */ 554 mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; 555 mfqP->nmodelpoints++; 556 mfqP->nHist++; 557 PetscFunctionReturn(0); 558 } 559 560 #undef __FUNCT__ 561 #define __FUNCT__ "modelimprove" 562 PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) 563 { 564 /* modeld = Q(:,np+1:n)' */ 565 PetscErrorCode ierr; 566 PetscInt i,j,minindex=0; 567 PetscReal dp,half=0.5,one=1.0,minvalue=PETSC_INFINITY; 568 PetscBLASInt blasn=mfqP->n, blasnpmax = mfqP->npmax, blask,info; 569 PetscBLASInt blas1=1,blasnmax = mfqP->nmax; 570 571 blask = mfqP->nmodelpoints; 572 /* Qtmp = I(n x n) */ 573 for (i=0;i<mfqP->n;i++) { 574 for (j=0;j<mfqP->n;j++) { 575 mfqP->Q_tmp[i + mfqP->npmax*j] = 0.0; 576 } 577 } 578 for (j=0;j<mfqP->n;j++) { 579 mfqP->Q_tmp[j + mfqP->npmax*j] = 1.0; 580 } 581 582 /* Qtmp = Q * I */ 583 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&blasn,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork,&blasnmax, &info)); 584 585 for (i=mfqP->nmodelpoints;i<mfqP->n;i++) { 586 dp = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->Gres,&blas1); 587 if (dp>0.0) { /* Model says use the other direction! */ 588 for (j=0;j<mfqP->n;j++) { 589 mfqP->Q_tmp[i*mfqP->npmax+j] *= -1; 590 } 591 } 592 /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ 593 for (j=0;j<mfqP->n;j++) { 594 mfqP->work2[j] = mfqP->Gres[j]; 595 } 596 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&half,mfqP->Hres,&blasn,&mfqP->Q_tmp[i*mfqP->npmax], &blas1, &one, mfqP->work2,&blas1)); 597 mfqP->work[i] = BLASdot_(&blasn,&mfqP->Q_tmp[i*mfqP->npmax],&blas1,mfqP->work2,&blas1); 598 if (i==mfqP->nmodelpoints || mfqP->work[i] < minvalue) { 599 minindex=i; 600 minvalue = mfqP->work[i]; 601 } 602 if (addallpoints != 0) { 603 ierr = addpoint(tao,mfqP,i);CHKERRQ(ierr); 604 } 605 } 606 if (!addallpoints) { 607 ierr = addpoint(tao,mfqP,minindex);CHKERRQ(ierr); 608 } 609 PetscFunctionReturn(0); 610 } 611 612 613 #undef __FUNCT__ 614 #define __FUNCT__ "affpoints" 615 PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin,PetscReal c) 616 { 617 PetscInt i,j; 618 PetscBLASInt blasm=mfqP->m,blasj,blask,blasn=mfqP->n,ione=1,info; 619 PetscBLASInt blasnpmax = mfqP->npmax,blasmaxmn; 620 PetscReal proj,normd; 621 const PetscReal *x; 622 PetscErrorCode ierr; 623 624 PetscFunctionBegin; 625 for (i=mfqP->nHist-1;i>=0;i--) { 626 ierr = VecGetArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 627 for (j=0;j<mfqP->n;j++) { 628 mfqP->work[j] = (x[j] - xmin[j])/mfqP->delta; 629 } 630 ierr = VecRestoreArrayRead(mfqP->Xhist[i],&x);CHKERRQ(ierr); 631 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,mfqP->work2,&ione)); 632 normd = BLASnrm2_(&blasn,mfqP->work,&ione); 633 if (normd <= c*c) { 634 blasj=PetscMax((mfqP->n - mfqP->nmodelpoints),0); 635 if (!mfqP->q_is_I) { 636 /* project D onto null */ 637 blask=(mfqP->nmodelpoints); 638 PetscStackCallBLAS("LAPACKormqr",LAPACKormqr_("R","N",&ione,&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->work2,&ione,mfqP->mwork,&blasm,&info)); 639 if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"ormqr returned value %d\n",info); 640 } 641 proj = BLASnrm2_(&blasj,&mfqP->work2[mfqP->nmodelpoints],&ione); 642 643 if (proj >= mfqP->theta1) { /* add this index to model */ 644 mfqP->model_indices[mfqP->nmodelpoints]=i; 645 mfqP->nmodelpoints++; 646 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,mfqP->work,&ione,&mfqP->Q_tmp[mfqP->npmax*(mfqP->nmodelpoints-1)],&ione)); 647 blask=mfqP->npmax*(mfqP->nmodelpoints); 648 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blask,mfqP->Q_tmp,&ione,mfqP->Q,&ione)); 649 blask = mfqP->nmodelpoints; 650 blasmaxmn = PetscMax(mfqP->m,mfqP->n); 651 PetscStackCallBLAS("LAPACKgeqrf",LAPACKgeqrf_(&blasn,&blask,mfqP->Q,&blasnpmax,mfqP->tau,mfqP->mwork,&blasmaxmn,&info)); 652 if (info < 0) SETERRQ1(PETSC_COMM_SELF,1,"geqrf returned value %d\n",info); 653 mfqP->q_is_I = 0; 654 } 655 if (mfqP->nmodelpoints == mfqP->n) { 656 break; 657 } 658 } 659 } 660 661 PetscFunctionReturn(0); 662 } 663 664 #undef __FUNCT__ 665 #define __FUNCT__ "TaoSolve_POUNDERS" 666 static PetscErrorCode TaoSolve_POUNDERS(Tao tao) 667 { 668 TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 669 PetscInt i,ii,j,k,l; 670 PetscReal step=1.0; 671 TaoConvergedReason reason = TAO_CONTINUE_ITERATING; 672 PetscInt low,high; 673 PetscReal minnorm; 674 PetscReal *x,*f; 675 const PetscReal *xmint,*fmin; 676 PetscReal cres,deltaold; 677 PetscReal gnorm; 678 PetscBLASInt info,ione=1,iblas; 679 PetscBool valid,same; 680 PetscReal mdec, rho, normxsp; 681 PetscReal one=1.0,zero=0.0,ratio; 682 PetscBLASInt blasm,blasn,blasncopy,blasnpmax; 683 PetscErrorCode ierr; 684 static PetscBool set = PETSC_FALSE; 685 686 /* n = # of parameters 687 m = dimension (components) of function */ 688 PetscFunctionBegin; 689 ierr = PetscCitationsRegister("@article{UNEDF0,\n" 690 "title = {Nuclear energy density optimization},\n" 691 "author = {Kortelainen, M. and Lesinski, T. and Mor\'e, J. and Nazarewicz, W.\n" 692 " and Sarich, J. and Schunck, N. and Stoitsov, M. V. and Wild, S. },\n" 693 "journal = {Phys. Rev. C},\n" 694 "volume = {82},\n" 695 "number = {2},\n" 696 "pages = {024313},\n" 697 "numpages = {18},\n" 698 "year = {2010},\n" 699 "month = {Aug},\n" 700 "doi = {10.1103/PhysRevC.82.024313}\n}\n",&set);CHKERRQ(ierr); 701 tao->niter=0; 702 if (tao->XL && tao->XU) { 703 /* Check x0 <= XU */ 704 PetscReal val; 705 ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 706 ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 707 ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 708 if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 > upper bound"); 709 710 /* Check x0 >= xl */ 711 ierr = VecCopy(tao->XL,mfqP->Xhist[0]);CHKERRQ(ierr); 712 ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->solution);CHKERRQ(ierr); 713 ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 714 if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 < lower bound"); 715 716 /* Check x0 + delta < XU -- should be able to get around this eventually */ 717 718 ierr = VecSet(mfqP->Xhist[0],mfqP->delta);CHKERRQ(ierr); 719 ierr = VecAXPY(mfqP->Xhist[0],1.0,tao->solution);CHKERRQ(ierr); 720 ierr = VecAXPY(mfqP->Xhist[0],-1.0,tao->XU);CHKERRQ(ierr); 721 ierr = VecMax(mfqP->Xhist[0],NULL,&val);CHKERRQ(ierr); 722 if (val > 1e-10) SETERRQ(PETSC_COMM_WORLD,1,"X0 + delta > upper bound"); 723 } 724 725 CHKMEMQ; 726 blasm = mfqP->m; blasn=mfqP->n; blasnpmax = mfqP->npmax; 727 for (i=0;i<mfqP->n*mfqP->n*mfqP->m;i++) mfqP->H[i]=0; 728 729 ierr = VecCopy(tao->solution,mfqP->Xhist[0]);CHKERRQ(ierr); 730 CHKMEMQ; 731 ierr = pounders_feval(tao,tao->solution,mfqP->Fhist[0],&mfqP->Fres[0]);CHKERRQ(ierr); 732 mfqP->minindex = 0; 733 minnorm = mfqP->Fres[0]; 734 ierr = TaoMonitor(tao, tao->niter, minnorm, PETSC_INFINITY, 0.0, step, &reason);CHKERRQ(ierr); 735 tao->niter++; 736 737 ierr = VecGetOwnershipRange(mfqP->Xhist[0],&low,&high);CHKERRQ(ierr); 738 for (i=1;i<mfqP->n+1;i++) { 739 ierr = VecCopy(tao->solution,mfqP->Xhist[i]);CHKERRQ(ierr); 740 if (i-1 >= low && i-1 < high) { 741 ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 742 x[i-1-low] += mfqP->delta; 743 ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 744 } 745 CHKMEMQ; 746 ierr = pounders_feval(tao,mfqP->Xhist[i],mfqP->Fhist[i],&mfqP->Fres[i]);CHKERRQ(ierr); 747 if (mfqP->Fres[i] < minnorm) { 748 mfqP->minindex = i; 749 minnorm = mfqP->Fres[i]; 750 } 751 } 752 ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 753 ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 754 /* Gather mpi vecs to one big local vec */ 755 756 /* Begin serial code */ 757 758 /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 759 /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ 760 /* (Column oriented for blas calls) */ 761 ii=0; 762 763 if (mfqP->size == 1) { 764 ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 765 for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 766 ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 767 ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 768 for (i=0;i<mfqP->n+1;i++) { 769 if (i == mfqP->minindex) continue; 770 771 ierr = VecGetArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 772 for (j=0;j<mfqP->n;j++) { 773 mfqP->Disp[ii+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 774 } 775 ierr = VecRestoreArray(mfqP->Xhist[i],&x);CHKERRQ(ierr); 776 777 ierr = VecGetArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 778 for (j=0;j<mfqP->m;j++) { 779 mfqP->Fdiff[ii+mfqP->n*j] = f[j] - fmin[j]; 780 } 781 ierr = VecRestoreArray(mfqP->Fhist[i],&f);CHKERRQ(ierr); 782 mfqP->model_indices[ii++] = i; 783 784 } 785 for (j=0;j<mfqP->m;j++) { 786 mfqP->C[j] = fmin[j]; 787 } 788 ierr = VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 789 } else { 790 ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 791 ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[mfqP->minindex],mfqP->localxmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 792 ierr = VecGetArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 793 for (i=0;i<mfqP->n;i++) mfqP->xmin[i] = xmint[i]; 794 ierr = VecRestoreArrayRead(mfqP->localxmin,&xmint);CHKERRQ(ierr); 795 796 ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 797 ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[mfqP->minindex],mfqP->localfmin,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr); 798 ierr = VecGetArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 799 for (i=0;i<mfqP->n+1;i++) { 800 if (i == mfqP->minindex) continue; 801 802 mfqP->model_indices[ii++] = i; 803 ierr = VecScatterBegin(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 804 ierr = VecScatterEnd(mfqP->scatterx,mfqP->Xhist[ii],mfqP->localx,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 805 ierr = VecGetArray(mfqP->localx,&x);CHKERRQ(ierr); 806 for (j=0;j<mfqP->n;j++) { 807 mfqP->Disp[i+mfqP->npmax*j] = (x[j] - mfqP->xmin[j])/mfqP->delta; 808 } 809 ierr = VecRestoreArray(mfqP->localx,&x);CHKERRQ(ierr); 810 811 ierr = VecScatterBegin(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 812 ierr = VecScatterEnd(mfqP->scatterf,mfqP->Fhist[ii],mfqP->localf,INSERT_VALUES, SCATTER_FORWARD);CHKERRQ(ierr); 813 ierr = VecGetArray(mfqP->localf,&f);CHKERRQ(ierr); 814 for (j=0;j<mfqP->m;j++) { 815 mfqP->Fdiff[i*mfqP->n+j] = f[j] - fmin[j]; 816 } 817 ierr = VecRestoreArray(mfqP->localf,&f);CHKERRQ(ierr); 818 } 819 for (j=0;j<mfqP->m;j++) { 820 mfqP->C[j] = fmin[j]; 821 } 822 ierr = VecRestoreArrayRead(mfqP->localfmin,&fmin);CHKERRQ(ierr); 823 } 824 825 /* Determine the initial quadratic models */ 826 /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ 827 /* D (nxn) Fdiff (nxm) => G (nxm) */ 828 blasncopy = blasn; 829 PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&blasn,&blasm,mfqP->Disp,&blasnpmax,mfqP->iwork,mfqP->Fdiff,&blasncopy,&info)); 830 ierr = PetscInfo1(tao,"gesv returned %d\n",info);CHKERRQ(ierr); 831 832 cres = minnorm; 833 ierr = pounders_update_res(tao);CHKERRQ(ierr); 834 835 valid = PETSC_TRUE; 836 837 ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 838 ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); 839 ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); 840 ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 841 gnorm *= mfqP->delta; 842 ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 843 ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 844 mfqP->nHist = mfqP->n+1; 845 mfqP->nmodelpoints = mfqP->n+1; 846 847 while (reason == TAO_CONTINUE_ITERATING) { 848 PetscReal gnm = 1e-4; 849 tao->niter++; 850 /* Solve the subproblem min{Q(s): ||s|| <= delta} */ 851 ierr = gqtwrap(tao,&gnm,&mdec);CHKERRQ(ierr); 852 /* Evaluate the function at the new point */ 853 854 for (i=0;i<mfqP->n;i++) { 855 mfqP->work[i] = mfqP->Xsubproblem[i]*mfqP->delta + mfqP->xmin[i]; 856 } 857 ierr = VecDuplicate(tao->solution,&mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 858 ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[mfqP->nHist]);CHKERRQ(ierr); 859 ierr = VecSetValues(mfqP->Xhist[mfqP->nHist],mfqP->n,mfqP->indices,mfqP->work,INSERT_VALUES);CHKERRQ(ierr); 860 ierr = VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 861 ierr = VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]);CHKERRQ(ierr); 862 863 ierr = pounders_feval(tao,mfqP->Xhist[mfqP->nHist],mfqP->Fhist[mfqP->nHist],&mfqP->Fres[mfqP->nHist]);CHKERRQ(ierr); 864 865 rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; 866 mfqP->nHist++; 867 868 /* Update the center */ 869 if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid==PETSC_TRUE)) { 870 /* Update model to reflect new base point */ 871 for (i=0;i<mfqP->n;i++) { 872 mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i])/mfqP->delta; 873 } 874 for (j=0;j<mfqP->m;j++) { 875 /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; 876 G(:,j) = G(:,j) + H(:,:,j)*work' */ 877 for (k=0;k<mfqP->n;k++) { 878 mfqP->work2[k]=0.0; 879 for (l=0;l<mfqP->n;l++) { 880 mfqP->work2[k]+=mfqP->H[j + mfqP->m*(k + l*mfqP->n)]*mfqP->work[l]; 881 } 882 } 883 for (i=0;i<mfqP->n;i++) { 884 mfqP->C[j]+=mfqP->work[i]*(mfqP->Fdiff[i + mfqP->n* j] + 0.5*mfqP->work2[i]); 885 mfqP->Fdiff[i+mfqP->n*j] +=mfqP-> work2[i]; 886 } 887 } 888 /* Cres += work*Gres + .5*work*Hres*work'; 889 Gres += Hres*work'; */ 890 891 PetscStackCallBLAS("BLASgemv",BLASgemv_("N",&blasn,&blasn,&one,mfqP->Hres,&blasn,mfqP->work,&ione,&zero,mfqP->work2,&ione)); 892 for (i=0;i<mfqP->n;i++) { 893 cres += mfqP->work[i]*(mfqP->Gres[i] + 0.5*mfqP->work2[i]); 894 mfqP->Gres[i] += mfqP->work2[i]; 895 } 896 mfqP->minindex = mfqP->nHist-1; 897 minnorm = mfqP->Fres[mfqP->minindex]; 898 ierr = VecCopy(mfqP->Fhist[mfqP->minindex],tao->sep_objective);CHKERRQ(ierr); 899 /* Change current center */ 900 ierr = VecGetArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 901 for (i=0;i<mfqP->n;i++) { 902 mfqP->xmin[i] = xmint[i]; 903 } 904 ierr = VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex],&xmint);CHKERRQ(ierr); 905 } 906 907 /* Evaluate at a model-improving point if necessary */ 908 if (valid == PETSC_FALSE) { 909 mfqP->q_is_I = 1; 910 mfqP->nmodelpoints = 0; 911 ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 912 if (mfqP->nmodelpoints < mfqP->n) { 913 ierr = PetscInfo(tao,"Model not valid -- model-improving\n");CHKERRQ(ierr); 914 ierr = modelimprove(tao,mfqP,1);CHKERRQ(ierr); 915 } 916 } 917 918 /* Update the trust region radius */ 919 deltaold = mfqP->delta; 920 normxsp = 0; 921 for (i=0;i<mfqP->n;i++) { 922 normxsp += mfqP->Xsubproblem[i]*mfqP->Xsubproblem[i]; 923 } 924 normxsp = PetscSqrtReal(normxsp); 925 if (rho >= mfqP->eta1 && normxsp > 0.5*mfqP->delta) { 926 mfqP->delta = PetscMin(mfqP->delta*mfqP->gamma1,mfqP->deltamax); 927 } else if (valid == PETSC_TRUE) { 928 mfqP->delta = PetscMax(mfqP->delta*mfqP->gamma0,mfqP->deltamin); 929 } 930 931 /* Compute the next interpolation set */ 932 mfqP->q_is_I = 1; 933 mfqP->nmodelpoints=0; 934 ierr = affpoints(mfqP,mfqP->xmin,mfqP->c1);CHKERRQ(ierr); 935 if (mfqP->nmodelpoints == mfqP->n) { 936 valid = PETSC_TRUE; 937 } else { 938 valid = PETSC_FALSE; 939 ierr = affpoints(mfqP,mfqP->xmin,mfqP->c2);CHKERRQ(ierr); 940 if (mfqP->n > mfqP->nmodelpoints) { 941 ierr = PetscInfo(tao,"Model not valid -- adding geometry points\n");CHKERRQ(ierr); 942 ierr = modelimprove(tao,mfqP,mfqP->n - mfqP->nmodelpoints);CHKERRQ(ierr); 943 } 944 } 945 for (i=mfqP->nmodelpoints;i>0;i--) { 946 mfqP->model_indices[i] = mfqP->model_indices[i-1]; 947 } 948 mfqP->nmodelpoints++; 949 mfqP->model_indices[0] = mfqP->minindex; 950 ierr = morepoints(mfqP);CHKERRQ(ierr); 951 for (i=0;i<mfqP->nmodelpoints;i++) { 952 ierr = VecGetArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 953 for (j=0;j<mfqP->n;j++) { 954 mfqP->Disp[i + mfqP->npmax*j] = (x[j] - mfqP->xmin[j]) / deltaold; 955 } 956 ierr = VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]],&x);CHKERRQ(ierr); 957 ierr = VecGetArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 958 for (j=0;j<mfqP->m;j++) { 959 for (k=0;k<mfqP->n;k++) { 960 mfqP->work[k]=0.0; 961 for (l=0;l<mfqP->n;l++) { 962 mfqP->work[k] += mfqP->H[j + mfqP->m*(k + mfqP->n*l)] * mfqP->Disp[i + mfqP->npmax*l]; 963 } 964 } 965 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]; 966 } 967 ierr = VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]],&f);CHKERRQ(ierr); 968 } 969 970 /* Update the quadratic model */ 971 ierr = getquadpounders(mfqP);CHKERRQ(ierr); 972 ierr = VecGetArrayRead(mfqP->Fhist[mfqP->minindex],&fmin);CHKERRQ(ierr); 973 PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasm,fmin,&ione,mfqP->C,&ione)); 974 /* G = G*(delta/deltaold) + Gdel */ 975 ratio = mfqP->delta/deltaold; 976 iblas = blasm*blasn; 977 PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->Fdiff,&ione)); 978 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Gdel,&ione,mfqP->Fdiff,&ione)); 979 /* H = H*(delta/deltaold)^2 + Hdel */ 980 iblas = blasm*blasn*blasn; 981 ratio *= ratio; 982 PetscStackCallBLAS("BLASscal",BLASscal_(&iblas,&ratio,mfqP->H,&ione)); 983 PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&iblas,&one,mfqP->Hdel,&ione,mfqP->H,&ione)); 984 985 /* Get residuals */ 986 cres = mfqP->Fres[mfqP->minindex]; 987 ierr = pounders_update_res(tao);CHKERRQ(ierr); 988 989 /* Export solution and gradient residual to TAO */ 990 ierr = VecCopy(mfqP->Xhist[mfqP->minindex],tao->solution);CHKERRQ(ierr); 991 ierr = VecSetValues(tao->gradient,mfqP->n,mfqP->indices,mfqP->Gres,INSERT_VALUES);CHKERRQ(ierr); 992 ierr = VecAssemblyBegin(tao->gradient);CHKERRQ(ierr); 993 ierr = VecAssemblyEnd(tao->gradient);CHKERRQ(ierr); 994 ierr = VecNorm(tao->gradient,NORM_2,&gnorm);CHKERRQ(ierr); 995 gnorm *= mfqP->delta; 996 /* final criticality test */ 997 ierr = TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step, &reason);CHKERRQ(ierr); 998 /* test for repeated model */ 999 if (mfqP->nmodelpoints==mfqP->last_nmodelpoints) { 1000 same = PETSC_TRUE; 1001 } else { 1002 same = PETSC_FALSE; 1003 } 1004 for (i=0;i<mfqP->nmodelpoints;i++) { 1005 if (same) { 1006 if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) { 1007 same = PETSC_TRUE; 1008 } else { 1009 same = PETSC_FALSE; 1010 } 1011 } 1012 mfqP->last_model_indices[i] = mfqP->model_indices[i]; 1013 } 1014 mfqP->last_nmodelpoints = mfqP->nmodelpoints; 1015 if (same && mfqP->delta == deltaold) { 1016 ierr = PetscInfo(tao,"Identical model used in successive iterations\n");CHKERRQ(ierr); 1017 reason = TAO_CONVERGED_STEPTOL; 1018 tao->reason = TAO_CONVERGED_STEPTOL; 1019 } 1020 } 1021 PetscFunctionReturn(0); 1022 } 1023 1024 #undef __FUNCT__ 1025 #define __FUNCT__ "TaoSetUp_POUNDERS" 1026 static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) 1027 { 1028 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1029 PetscInt i,j; 1030 IS isfloc,isfglob,isxloc,isxglob; 1031 PetscErrorCode ierr; 1032 1033 PetscFunctionBegin; 1034 if (!tao->gradient) {ierr = VecDuplicate(tao->solution,&tao->gradient);CHKERRQ(ierr); } 1035 if (!tao->stepdirection) {ierr = VecDuplicate(tao->solution,&tao->stepdirection);CHKERRQ(ierr); } 1036 ierr = VecGetSize(tao->solution,&mfqP->n);CHKERRQ(ierr); 1037 ierr = VecGetSize(tao->sep_objective,&mfqP->m);CHKERRQ(ierr); 1038 mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); 1039 if (mfqP->npmax == PETSC_DEFAULT) { 1040 mfqP->npmax = 2*mfqP->n + 1; 1041 } 1042 mfqP->npmax = PetscMin((mfqP->n+1)*(mfqP->n+2)/2,mfqP->npmax); 1043 mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n+2); 1044 1045 ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Xhist);CHKERRQ(ierr); 1046 ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fhist);CHKERRQ(ierr); 1047 for (i=0;i<mfqP->n +1;i++) { 1048 ierr = VecDuplicate(tao->solution,&mfqP->Xhist[i]);CHKERRQ(ierr); 1049 ierr = VecDuplicate(tao->sep_objective,&mfqP->Fhist[i]);CHKERRQ(ierr); 1050 } 1051 ierr = VecDuplicate(tao->solution,&mfqP->workxvec);CHKERRQ(ierr); 1052 ierr = VecDuplicate(tao->sep_objective,&mfqP->workfvec);CHKERRQ(ierr); 1053 mfqP->nHist = 0; 1054 1055 ierr = PetscMalloc1(tao->max_funcs+10,&mfqP->Fres);CHKERRQ(ierr); 1056 ierr = PetscMalloc1(mfqP->npmax*mfqP->m,&mfqP->RES);CHKERRQ(ierr); 1057 ierr = PetscMalloc1(mfqP->n,&mfqP->work);CHKERRQ(ierr); 1058 ierr = PetscMalloc1(mfqP->n,&mfqP->work2);CHKERRQ(ierr); 1059 ierr = PetscMalloc1(mfqP->n,&mfqP->work3);CHKERRQ(ierr); 1060 ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n+1),&mfqP->mwork);CHKERRQ(ierr); 1061 ierr = PetscMalloc1(mfqP->npmax - mfqP->n - 1,&mfqP->omega);CHKERRQ(ierr); 1062 ierr = PetscMalloc1(mfqP->n * (mfqP->n+1) / 2,&mfqP->beta);CHKERRQ(ierr); 1063 ierr = PetscMalloc1(mfqP->n + 1 ,&mfqP->alpha);CHKERRQ(ierr); 1064 1065 ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m,&mfqP->H);CHKERRQ(ierr); 1066 ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q);CHKERRQ(ierr); 1067 ierr = PetscMalloc1(mfqP->npmax*mfqP->npmax,&mfqP->Q_tmp);CHKERRQ(ierr); 1068 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L);CHKERRQ(ierr); 1069 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_tmp);CHKERRQ(ierr); 1070 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->L_save);CHKERRQ(ierr); 1071 ierr = PetscMalloc1(mfqP->n*(mfqP->n+1)/2*(mfqP->npmax),&mfqP->N);CHKERRQ(ierr); 1072 ierr = PetscMalloc1(mfqP->npmax * (mfqP->n+1) ,&mfqP->M);CHKERRQ(ierr); 1073 ierr = PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1) , &mfqP->Z);CHKERRQ(ierr); 1074 ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau);CHKERRQ(ierr); 1075 ierr = PetscMalloc1(mfqP->npmax,&mfqP->tau_tmp);CHKERRQ(ierr); 1076 mfqP->nmax = PetscMax(5*mfqP->npmax,mfqP->n*(mfqP->n+1)/2); 1077 ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxwork);CHKERRQ(ierr); 1078 ierr = PetscMalloc1(mfqP->nmax,&mfqP->npmaxiwork);CHKERRQ(ierr); 1079 ierr = PetscMalloc1(mfqP->n,&mfqP->xmin);CHKERRQ(ierr); 1080 ierr = PetscMalloc1(mfqP->m,&mfqP->C);CHKERRQ(ierr); 1081 ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Fdiff);CHKERRQ(ierr); 1082 ierr = PetscMalloc1(mfqP->npmax*mfqP->n,&mfqP->Disp);CHKERRQ(ierr); 1083 ierr = PetscMalloc1(mfqP->n,&mfqP->Gres);CHKERRQ(ierr); 1084 ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Hres);CHKERRQ(ierr); 1085 ierr = PetscMalloc1(mfqP->n*mfqP->n,&mfqP->Gpoints);CHKERRQ(ierr); 1086 ierr = PetscMalloc1(mfqP->npmax,&mfqP->model_indices);CHKERRQ(ierr); 1087 ierr = PetscMalloc1(mfqP->npmax,&mfqP->last_model_indices);CHKERRQ(ierr); 1088 ierr = PetscMalloc1(mfqP->n,&mfqP->Xsubproblem);CHKERRQ(ierr); 1089 ierr = PetscMalloc1(mfqP->m*mfqP->n,&mfqP->Gdel);CHKERRQ(ierr); 1090 ierr = PetscMalloc1(mfqP->n*mfqP->n*mfqP->m, &mfqP->Hdel);CHKERRQ(ierr); 1091 ierr = PetscMalloc1(PetscMax(mfqP->m,mfqP->n),&mfqP->indices);CHKERRQ(ierr); 1092 ierr = PetscMalloc1(mfqP->n,&mfqP->iwork);CHKERRQ(ierr); 1093 ierr = PetscMalloc1(mfqP->m*mfqP->m,&mfqP->w);CHKERRQ(ierr); 1094 for (i=0;i<mfqP->m;i++) { 1095 for (j=0;j<mfqP->m;j++) { 1096 if (i==j) { 1097 mfqP->w[i+mfqP->m*j]=1.0; 1098 } else { 1099 mfqP->w[i+mfqP->m*j]=0.0; 1100 } 1101 } 1102 } 1103 for (i=0;i<PetscMax(mfqP->m,mfqP->n);i++) { 1104 mfqP->indices[i] = i; 1105 } 1106 ierr = MPI_Comm_size(((PetscObject)tao)->comm,&mfqP->size);CHKERRQ(ierr); 1107 if (mfqP->size > 1) { 1108 VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localx);CHKERRQ(ierr); 1109 VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->localxmin);CHKERRQ(ierr); 1110 VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localf);CHKERRQ(ierr); 1111 VecCreateSeq(PETSC_COMM_SELF,mfqP->m,&mfqP->localfmin);CHKERRQ(ierr); 1112 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxloc);CHKERRQ(ierr); 1113 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->n,0,1,&isxglob);CHKERRQ(ierr); 1114 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfloc);CHKERRQ(ierr); 1115 ierr = ISCreateStride(MPI_COMM_SELF,mfqP->m,0,1,&isfglob);CHKERRQ(ierr); 1116 1117 1118 ierr = VecScatterCreate(tao->solution,isxglob,mfqP->localx,isxloc,&mfqP->scatterx);CHKERRQ(ierr); 1119 ierr = VecScatterCreate(tao->sep_objective,isfglob,mfqP->localf,isfloc,&mfqP->scatterf);CHKERRQ(ierr); 1120 1121 ierr = ISDestroy(&isxloc);CHKERRQ(ierr); 1122 ierr = ISDestroy(&isxglob);CHKERRQ(ierr); 1123 ierr = ISDestroy(&isfloc);CHKERRQ(ierr); 1124 ierr = ISDestroy(&isfglob);CHKERRQ(ierr); 1125 } 1126 1127 if (!mfqP->usegqt) { 1128 KSP ksp; 1129 PC pc; 1130 ierr = VecCreateSeqWithArray(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Xsubproblem,&mfqP->subx);CHKERRQ(ierr); 1131 ierr = VecCreateSeq(PETSC_COMM_SELF,mfqP->n,&mfqP->subxl);CHKERRQ(ierr); 1132 ierr = VecDuplicate(mfqP->subxl,&mfqP->subb);CHKERRQ(ierr); 1133 ierr = VecDuplicate(mfqP->subxl,&mfqP->subxu);CHKERRQ(ierr); 1134 ierr = VecDuplicate(mfqP->subxl,&mfqP->subpdel);CHKERRQ(ierr); 1135 ierr = VecDuplicate(mfqP->subxl,&mfqP->subndel);CHKERRQ(ierr); 1136 ierr = TaoCreate(PETSC_COMM_SELF,&mfqP->subtao);CHKERRQ(ierr); 1137 ierr = TaoSetType(mfqP->subtao,TAOBLMVM);CHKERRQ(ierr); 1138 ierr = TaoSetOptionsPrefix(mfqP->subtao,"pounders_subsolver_");CHKERRQ(ierr); 1139 ierr = TaoSetInitialVector(mfqP->subtao,mfqP->subx);CHKERRQ(ierr); 1140 ierr = TaoSetObjectiveAndGradientRoutine(mfqP->subtao,pounders_fg,(void*)mfqP);CHKERRQ(ierr); 1141 ierr = TaoSetMaximumIterations(mfqP->subtao,mfqP->gqt_maxits);CHKERRQ(ierr); 1142 ierr = TaoSetFromOptions(mfqP->subtao);CHKERRQ(ierr); 1143 ierr = TaoGetKSP(mfqP->subtao,&ksp);CHKERRQ(ierr); 1144 if (ksp) { 1145 ierr = KSPGetPC(ksp,&pc);CHKERRQ(ierr); 1146 ierr = PCSetType(pc,PCNONE);CHKERRQ(ierr); 1147 } 1148 ierr = TaoSetVariableBounds(mfqP->subtao,mfqP->subxl,mfqP->subxu);CHKERRQ(ierr); 1149 ierr = MatCreateSeqDense(PETSC_COMM_SELF,mfqP->n,mfqP->n,mfqP->Hres,&mfqP->subH);CHKERRQ(ierr); 1150 ierr = TaoSetHessianRoutine(mfqP->subtao,mfqP->subH,mfqP->subH,pounders_h,(void*)mfqP);CHKERRQ(ierr); 1151 } 1152 PetscFunctionReturn(0); 1153 } 1154 1155 #undef __FUNCT__ 1156 #define __FUNCT__ "TaoDestroy_POUNDERS" 1157 static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) 1158 { 1159 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1160 PetscInt i; 1161 PetscErrorCode ierr; 1162 1163 PetscFunctionBegin; 1164 if (!mfqP->usegqt) { 1165 ierr = TaoDestroy(&mfqP->subtao);CHKERRQ(ierr); 1166 ierr = VecDestroy(&mfqP->subx);CHKERRQ(ierr); 1167 ierr = VecDestroy(&mfqP->subxl);CHKERRQ(ierr); 1168 ierr = VecDestroy(&mfqP->subxu);CHKERRQ(ierr); 1169 ierr = VecDestroy(&mfqP->subb);CHKERRQ(ierr); 1170 ierr = VecDestroy(&mfqP->subpdel);CHKERRQ(ierr); 1171 ierr = VecDestroy(&mfqP->subndel);CHKERRQ(ierr); 1172 ierr = MatDestroy(&mfqP->subH);CHKERRQ(ierr); 1173 } 1174 ierr = PetscFree(mfqP->Fres);CHKERRQ(ierr); 1175 ierr = PetscFree(mfqP->RES);CHKERRQ(ierr); 1176 ierr = PetscFree(mfqP->work);CHKERRQ(ierr); 1177 ierr = PetscFree(mfqP->work2);CHKERRQ(ierr); 1178 ierr = PetscFree(mfqP->work3);CHKERRQ(ierr); 1179 ierr = PetscFree(mfqP->mwork);CHKERRQ(ierr); 1180 ierr = PetscFree(mfqP->omega);CHKERRQ(ierr); 1181 ierr = PetscFree(mfqP->beta);CHKERRQ(ierr); 1182 ierr = PetscFree(mfqP->alpha);CHKERRQ(ierr); 1183 ierr = PetscFree(mfqP->H);CHKERRQ(ierr); 1184 ierr = PetscFree(mfqP->Q);CHKERRQ(ierr); 1185 ierr = PetscFree(mfqP->Q_tmp);CHKERRQ(ierr); 1186 ierr = PetscFree(mfqP->L);CHKERRQ(ierr); 1187 ierr = PetscFree(mfqP->L_tmp);CHKERRQ(ierr); 1188 ierr = PetscFree(mfqP->L_save);CHKERRQ(ierr); 1189 ierr = PetscFree(mfqP->N);CHKERRQ(ierr); 1190 ierr = PetscFree(mfqP->M);CHKERRQ(ierr); 1191 ierr = PetscFree(mfqP->Z);CHKERRQ(ierr); 1192 ierr = PetscFree(mfqP->tau);CHKERRQ(ierr); 1193 ierr = PetscFree(mfqP->tau_tmp);CHKERRQ(ierr); 1194 ierr = PetscFree(mfqP->npmaxwork);CHKERRQ(ierr); 1195 ierr = PetscFree(mfqP->npmaxiwork);CHKERRQ(ierr); 1196 ierr = PetscFree(mfqP->xmin);CHKERRQ(ierr); 1197 ierr = PetscFree(mfqP->C);CHKERRQ(ierr); 1198 ierr = PetscFree(mfqP->Fdiff);CHKERRQ(ierr); 1199 ierr = PetscFree(mfqP->Disp);CHKERRQ(ierr); 1200 ierr = PetscFree(mfqP->Gres);CHKERRQ(ierr); 1201 ierr = PetscFree(mfqP->Hres);CHKERRQ(ierr); 1202 ierr = PetscFree(mfqP->Gpoints);CHKERRQ(ierr); 1203 ierr = PetscFree(mfqP->model_indices);CHKERRQ(ierr); 1204 ierr = PetscFree(mfqP->last_model_indices);CHKERRQ(ierr); 1205 ierr = PetscFree(mfqP->Xsubproblem);CHKERRQ(ierr); 1206 ierr = PetscFree(mfqP->Gdel);CHKERRQ(ierr); 1207 ierr = PetscFree(mfqP->Hdel);CHKERRQ(ierr); 1208 ierr = PetscFree(mfqP->indices);CHKERRQ(ierr); 1209 ierr = PetscFree(mfqP->iwork);CHKERRQ(ierr); 1210 ierr = PetscFree(mfqP->w);CHKERRQ(ierr); 1211 for (i=0;i<mfqP->nHist;i++) { 1212 ierr = VecDestroy(&mfqP->Xhist[i]);CHKERRQ(ierr); 1213 ierr = VecDestroy(&mfqP->Fhist[i]);CHKERRQ(ierr); 1214 } 1215 ierr = VecDestroy(&mfqP->workxvec);CHKERRQ(ierr); 1216 ierr = VecDestroy(&mfqP->workfvec);CHKERRQ(ierr); 1217 ierr = PetscFree(mfqP->Xhist);CHKERRQ(ierr); 1218 ierr = PetscFree(mfqP->Fhist);CHKERRQ(ierr); 1219 1220 if (mfqP->size > 1) { 1221 ierr = VecDestroy(&mfqP->localx);CHKERRQ(ierr); 1222 ierr = VecDestroy(&mfqP->localxmin);CHKERRQ(ierr); 1223 ierr = VecDestroy(&mfqP->localf);CHKERRQ(ierr); 1224 ierr = VecDestroy(&mfqP->localfmin);CHKERRQ(ierr); 1225 } 1226 ierr = PetscFree(tao->data);CHKERRQ(ierr); 1227 PetscFunctionReturn(0); 1228 } 1229 1230 #undef __FUNCT__ 1231 #define __FUNCT__ "TaoSetFromOptions_POUNDERS" 1232 static PetscErrorCode TaoSetFromOptions_POUNDERS(PetscOptionItems *PetscOptionsObject,Tao tao) 1233 { 1234 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1235 PetscErrorCode ierr; 1236 1237 PetscFunctionBegin; 1238 ierr = PetscOptionsHead(PetscOptionsObject,"POUNDERS method for least-squares optimization");CHKERRQ(ierr); 1239 ierr = PetscOptionsReal("-tao_pounders_delta","initial delta","",mfqP->delta,&mfqP->delta0,NULL);CHKERRQ(ierr); 1240 mfqP->delta = mfqP->delta0; 1241 mfqP->npmax = PETSC_DEFAULT; 1242 ierr = PetscOptionsInt("-tao_pounders_npmax","max number of points in model","",mfqP->npmax,&mfqP->npmax,NULL);CHKERRQ(ierr); 1243 mfqP->usegqt = PETSC_FALSE; 1244 ierr = PetscOptionsBool("-tao_pounders_gqt","use gqt algorithm for subproblem","",mfqP->usegqt,&mfqP->usegqt,NULL);CHKERRQ(ierr); 1245 ierr = PetscOptionsTail();CHKERRQ(ierr); 1246 PetscFunctionReturn(0); 1247 } 1248 1249 #undef __FUNCT__ 1250 #define __FUNCT__ "TaoView_POUNDERS" 1251 static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) 1252 { 1253 TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; 1254 PetscBool isascii; 1255 PetscInt nits; 1256 PetscErrorCode ierr; 1257 1258 PetscFunctionBegin; 1259 ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr); 1260 if (isascii) { 1261 ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr); 1262 ierr = PetscViewerASCIIPrintf(viewer, "initial delta: %g\n",(double)mfqP->delta0);CHKERRQ(ierr); 1263 ierr = PetscViewerASCIIPrintf(viewer, "final delta: %g\n",(double)mfqP->delta);CHKERRQ(ierr); 1264 ierr = PetscViewerASCIIPrintf(viewer, "model points: %D\n",mfqP->nmodelpoints);CHKERRQ(ierr); 1265 if (mfqP->usegqt) { 1266 ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n");CHKERRQ(ierr); 1267 } else { 1268 ierr = PetscViewerASCIIPrintf(viewer, "subproblem solver: %s\n",((PetscObject)mfqP->subtao)->type_name);CHKERRQ(ierr); 1269 ierr = TaoGetTotalIterationNumber(mfqP->subtao,&nits);CHKERRQ(ierr); 1270 ierr = PetscViewerASCIIPrintf(viewer, "total subproblem iterations: %D\n",nits);CHKERRQ(ierr); 1271 } 1272 ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr); 1273 } 1274 PetscFunctionReturn(0); 1275 } 1276 /*MC 1277 TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares 1278 1279 Options Database Keys: 1280 + -tao_pounders_delta - initial step length 1281 . -tao_pounders_npmax - maximum number of points in model 1282 - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON 1283 1284 Level: beginner 1285 1286 M*/ 1287 1288 #undef __FUNCT__ 1289 #define __FUNCT__ "TaoCreate_POUNDERS" 1290 PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) 1291 { 1292 TAO_POUNDERS *mfqP = (TAO_POUNDERS*)tao->data; 1293 PetscErrorCode ierr; 1294 1295 PetscFunctionBegin; 1296 tao->ops->setup = TaoSetUp_POUNDERS; 1297 tao->ops->solve = TaoSolve_POUNDERS; 1298 tao->ops->view = TaoView_POUNDERS; 1299 tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; 1300 tao->ops->destroy = TaoDestroy_POUNDERS; 1301 1302 ierr = PetscNewLog(tao,&mfqP);CHKERRQ(ierr); 1303 tao->data = (void*)mfqP; 1304 /* Override default settings (unless already changed) */ 1305 if (!tao->max_it_changed) tao->max_it = 2000; 1306 if (!tao->max_funcs_changed) tao->max_funcs = 4000; 1307 mfqP->delta0 = 0.1; 1308 mfqP->delta = 0.1; 1309 mfqP->deltamax=1e3; 1310 mfqP->deltamin=1e-6; 1311 mfqP->c2 = 100.0; 1312 mfqP->theta1=1e-5; 1313 mfqP->theta2=1e-4; 1314 mfqP->gamma0=0.5; 1315 mfqP->gamma1=2.0; 1316 mfqP->eta0 = 0.0; 1317 mfqP->eta1 = 0.1; 1318 mfqP->gqt_rtol = 0.001; 1319 mfqP->gqt_maxits = 50; 1320 mfqP->workxvec = 0; 1321 PetscFunctionReturn(0); 1322 } 1323 1324 1325