xref: /petsc/src/tao/leastsquares/impls/pounders/pounders.c (revision f13dfd9ea68e0ddeee984e65c377a1819eab8a8a)
1 #include <../src/tao/leastsquares/impls/pounders/pounders.h>
2 
3 static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, void *ctx)
4 {
5   PetscFunctionBegin;
6   PetscFunctionReturn(PETSC_SUCCESS);
7 }
8 
9 static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, void *ctx)
10 {
11   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)ctx;
12   PetscReal     d1, d2;
13 
14   PetscFunctionBegin;
15   /* g = A*x  (add b later)*/
16   PetscCall(MatMult(mfqP->subH, x, g));
17 
18   /* f = 1/2 * x'*(Ax) + b'*x  */
19   PetscCall(VecDot(x, g, &d1));
20   PetscCall(VecDot(mfqP->subb, x, &d2));
21   *f = 0.5 * d1 + d2;
22 
23   /* now  g = g + b */
24   PetscCall(VecAXPY(g, 1.0, mfqP->subb));
25   PetscFunctionReturn(PETSC_SUCCESS);
26 }
27 
28 static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum)
29 {
30   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
31   PetscInt      i, row, col;
32   PetscReal     fr, fc;
33 
34   PetscFunctionBegin;
35   PetscCall(TaoComputeResidual(tao, x, F));
36   if (tao->res_weights_v) {
37     PetscCall(VecPointwiseMult(mfqP->workfvec, tao->res_weights_v, F));
38     PetscCall(VecDot(mfqP->workfvec, mfqP->workfvec, fsum));
39   } else if (tao->res_weights_w) {
40     *fsum = 0;
41     for (i = 0; i < tao->res_weights_n; i++) {
42       row = tao->res_weights_rows[i];
43       col = tao->res_weights_cols[i];
44       PetscCall(VecGetValues(F, 1, &row, &fr));
45       PetscCall(VecGetValues(F, 1, &col, &fc));
46       *fsum += tao->res_weights_w[i] * fc * fr;
47     }
48   } else {
49     PetscCall(VecDot(F, F, fsum));
50   }
51   PetscCall(PetscInfo(tao, "Least-squares residual norm: %20.19e\n", (double)*fsum));
52   PetscCheck(!PetscIsInfOrNanReal(*fsum), PETSC_COMM_SELF, PETSC_ERR_USER, "User provided compute function generated Inf or NaN");
53   PetscFunctionReturn(PETSC_SUCCESS);
54 }
55 
56 static PetscErrorCode gqtwrap(Tao tao, PetscReal *gnorm, PetscReal *qmin)
57 {
58 #if defined(PETSC_USE_REAL_SINGLE)
59   PetscReal atol = 1.0e-5;
60 #else
61   PetscReal atol = 1.0e-10;
62 #endif
63   PetscInt      info, its;
64   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
65 
66   PetscFunctionBegin;
67   if (!mfqP->usegqt) {
68     PetscReal maxval;
69     PetscInt  i, j;
70 
71     PetscCall(VecSetValues(mfqP->subb, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
72     PetscCall(VecAssemblyBegin(mfqP->subb));
73     PetscCall(VecAssemblyEnd(mfqP->subb));
74 
75     PetscCall(VecSet(mfqP->subx, 0.0));
76 
77     PetscCall(VecSet(mfqP->subndel, -1.0));
78     PetscCall(VecSet(mfqP->subpdel, +1.0));
79 
80     /* Complete the lower triangle of the Hessian matrix */
81     for (i = 0; i < mfqP->n; i++) {
82       for (j = i + 1; j < mfqP->n; j++) mfqP->Hres[j + mfqP->n * i] = mfqP->Hres[mfqP->n * j + i];
83     }
84     PetscCall(MatSetValues(mfqP->subH, mfqP->n, mfqP->indices, mfqP->n, mfqP->indices, mfqP->Hres, INSERT_VALUES));
85     PetscCall(MatAssemblyBegin(mfqP->subH, MAT_FINAL_ASSEMBLY));
86     PetscCall(MatAssemblyEnd(mfqP->subH, MAT_FINAL_ASSEMBLY));
87 
88     PetscCall(TaoResetStatistics(mfqP->subtao));
89     /* PetscCall(TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_DEFAULT)); */
90     /* enforce bound constraints -- experimental */
91     if (tao->XU && tao->XL) {
92       PetscCall(VecCopy(tao->XU, mfqP->subxu));
93       PetscCall(VecAXPY(mfqP->subxu, -1.0, tao->solution));
94       PetscCall(VecScale(mfqP->subxu, 1.0 / mfqP->delta));
95       PetscCall(VecCopy(tao->XL, mfqP->subxl));
96       PetscCall(VecAXPY(mfqP->subxl, -1.0, tao->solution));
97       PetscCall(VecScale(mfqP->subxl, 1.0 / mfqP->delta));
98 
99       PetscCall(VecPointwiseMin(mfqP->subxu, mfqP->subxu, mfqP->subpdel));
100       PetscCall(VecPointwiseMax(mfqP->subxl, mfqP->subxl, mfqP->subndel));
101     } else {
102       PetscCall(VecCopy(mfqP->subpdel, mfqP->subxu));
103       PetscCall(VecCopy(mfqP->subndel, mfqP->subxl));
104     }
105     /* Make sure xu > xl */
106     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
107     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
108     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
109     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "upper bound < lower bound in subproblem");
110     /* Make sure xu > tao->solution > xl */
111     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
112     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx));
113     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
114     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess < lower bound in subproblem");
115 
116     PetscCall(VecCopy(mfqP->subx, mfqP->subpdel));
117     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
118     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
119     PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess > upper bound in subproblem");
120 
121     PetscCall(TaoSolve(mfqP->subtao));
122     PetscCall(TaoGetSolutionStatus(mfqP->subtao, NULL, qmin, NULL, NULL, NULL, NULL));
123 
124     /* test bounds post-solution*/
125     PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel));
126     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx));
127     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
128     if (maxval > 1e-5) {
129       PetscCall(PetscInfo(tao, "subproblem solution < lower bound\n"));
130       tao->reason = TAO_DIVERGED_TR_REDUCTION;
131     }
132 
133     PetscCall(VecCopy(mfqP->subx, mfqP->subpdel));
134     PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu));
135     PetscCall(VecMax(mfqP->subpdel, NULL, &maxval));
136     if (maxval > 1e-5) {
137       PetscCall(PetscInfo(tao, "subproblem solution > upper bound\n"));
138       tao->reason = TAO_DIVERGED_TR_REDUCTION;
139     }
140   } else {
141     PetscCall(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));
142   }
143   *qmin *= -1;
144   PetscFunctionReturn(PETSC_SUCCESS);
145 }
146 
147 static PetscErrorCode pounders_update_res(Tao tao)
148 {
149   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
150   PetscInt      i, row, col;
151   PetscBLASInt  blasn = mfqP->n, blasn2 = blasn * blasn, blasm = mfqP->m, ione = 1;
152   PetscReal     zero = 0.0, one = 1.0, wii, factor;
153 
154   PetscFunctionBegin;
155   for (i = 0; i < mfqP->n; i++) mfqP->Gres[i] = 0;
156   for (i = 0; i < mfqP->n * mfqP->n; i++) mfqP->Hres[i] = 0;
157 
158   /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */
159   if (tao->res_weights_v) {
160     /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */
161     for (i = 0; i < mfqP->m; i++) {
162       PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &factor));
163       factor = factor * mfqP->C[i];
164       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * i], &ione, mfqP->Gres, &ione));
165     }
166 
167     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
168     /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi')*/
169     for (i = 0; i < mfqP->m; i++) {
170       PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &wii));
171       if (tao->niter > 1) {
172         factor = wii * mfqP->C[i];
173         /* add wii * ci * Hi */
174         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione));
175       }
176       /* add wii * gi * gi' */
177       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &wii, &mfqP->Fdiff[blasn * i], &blasn, &mfqP->Fdiff[blasn * i], &blasn, &one, mfqP->Hres, &blasn));
178     }
179   } else if (tao->res_weights_w) {
180     /* General case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */
181     for (i = 0; i < tao->res_weights_n; i++) {
182       row = tao->res_weights_rows[i];
183       col = tao->res_weights_cols[i];
184 
185       factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0;
186       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * row], &ione, mfqP->Gres, &ione));
187       factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0;
188       PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * col], &ione, mfqP->Gres, &ione));
189     }
190 
191     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
192     /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
193     for (i = 0; i < tao->res_weights_n; i++) {
194       row    = tao->res_weights_rows[i];
195       col    = tao->res_weights_cols[i];
196       factor = tao->res_weights_w[i] / 2.0;
197       /* add wij * gi gj' + wij * gj gi' */
198       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * row], &blasn, &mfqP->Fdiff[blasn * col], &blasn, &one, mfqP->Hres, &blasn));
199       PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * col], &blasn, &mfqP->Fdiff[blasn * row], &blasn, &one, mfqP->Hres, &blasn));
200     }
201     if (tao->niter > 1) {
202       for (i = 0; i < tao->res_weights_n; i++) {
203         row = tao->res_weights_rows[i];
204         col = tao->res_weights_cols[i];
205 
206         /* add  wij*cj*Hi */
207         factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0;
208         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[row], &blasm, mfqP->Hres, &ione));
209 
210         /* add wij*ci*Hj */
211         factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0;
212         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[col], &blasm, mfqP->Hres, &ione));
213       }
214     }
215   } else {
216     /* Default: Gres= sum_i[cigi] = G*c' */
217     PetscCall(PetscInfo(tao, "Identity weights\n"));
218     PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->C, &ione, &zero, mfqP->Gres, &ione));
219 
220     /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */
221     /*  Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)}  */
222     PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->Fdiff, &blasn, &zero, mfqP->Hres, &blasn));
223 
224     /* sum(F(xkin,i)*H(:,:,i)) */
225     if (tao->niter > 1) {
226       for (i = 0; i < mfqP->m; i++) {
227         factor = mfqP->C[i];
228         PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione));
229       }
230     }
231   }
232   PetscFunctionReturn(PETSC_SUCCESS);
233 }
234 
235 static PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi)
236 {
237   /* 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] */
238   PetscInt  i, j, k;
239   PetscReal sqrt2 = PetscSqrtReal(2.0);
240 
241   PetscFunctionBegin;
242   j = 0;
243   for (i = 0; i < n; i++) {
244     phi[j] = 0.5 * x[i] * x[i];
245     j++;
246     for (k = i + 1; k < n; k++) {
247       phi[j] = x[i] * x[k] / sqrt2;
248       j++;
249     }
250   }
251   PetscFunctionReturn(PETSC_SUCCESS);
252 }
253 
254 static PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP)
255 {
256   /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x'
257    that satisfies the interpolation conditions Q(X[:,j]) = f(j)
258    for j=1,...,m and with a Hessian matrix of least Frobenius norm */
259 
260   /* NB --we are ignoring c */
261   PetscInt     i, j, k, num, np = mfqP->nmodelpoints;
262   PetscReal    one = 1.0, zero = 0.0, negone = -1.0;
263   PetscBLASInt blasnpmax  = mfqP->npmax;
264   PetscBLASInt blasnplus1 = mfqP->n + 1;
265   PetscBLASInt blasnp     = np;
266   PetscBLASInt blasint    = mfqP->n * (mfqP->n + 1) / 2;
267   PetscBLASInt blasint2   = np - mfqP->n - 1;
268   PetscBLASInt info, ione = 1;
269   PetscReal    sqrt2 = PetscSqrtReal(2.0);
270 
271   PetscFunctionBegin;
272   for (i = 0; i < mfqP->n * mfqP->m; i++) mfqP->Gdel[i] = 0;
273   for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; i++) mfqP->Hdel[i] = 0;
274 
275   /* factor M */
276   PetscCallBLAS("LAPACKgetrf", LAPACKgetrf_(&blasnplus1, &blasnp, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &info));
277   PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrf returned with value %" PetscBLASInt_FMT, info);
278 
279   if (np == mfqP->n + 1) {
280     for (i = 0; i < mfqP->npmax - mfqP->n - 1; i++) mfqP->omega[i] = 0.0;
281     for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->beta[i] = 0.0;
282   } else {
283     /* Let Ltmp = (L'*L) */
284     PetscCallBLAS("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));
285 
286     /* factor Ltmp */
287     PetscCallBLAS("LAPACKpotrf", LAPACKpotrf_("L", &blasint2, mfqP->L_tmp, &blasint, &info));
288     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrf returned with value %" PetscBLASInt_FMT, info);
289   }
290 
291   for (k = 0; k < mfqP->m; k++) {
292     if (np != mfqP->n + 1) {
293       /* Solve L'*L*Omega = Z' * RESk*/
294       PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasnp, &blasint2, &one, mfqP->Z, &blasnpmax, &mfqP->RES[mfqP->npmax * k], &ione, &zero, mfqP->omega, &ione));
295       PetscCallBLAS("LAPACKpotrs", LAPACKpotrs_("L", &blasint2, &ione, mfqP->L_tmp, &blasint, mfqP->omega, &blasint2, &info));
296       PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrs returned with value %" PetscBLASInt_FMT, info);
297 
298       /* Beta = L*Omega */
299       PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasint, &blasint2, &one, &mfqP->L[(mfqP->n + 1) * blasint], &blasint, mfqP->omega, &ione, &zero, mfqP->beta, &ione));
300     }
301 
302     /* solve M'*Alpha = RESk - N'*Beta */
303     PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasint, &blasnp, &negone, mfqP->N, &blasint, mfqP->beta, &ione, &one, &mfqP->RES[mfqP->npmax * k], &ione));
304     PetscCallBLAS("LAPACKgetrs", LAPACKgetrs_("T", &blasnplus1, &ione, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &mfqP->RES[mfqP->npmax * k], &blasnplus1, &info));
305     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrs returned with value %" PetscBLASInt_FMT, info);
306 
307     /* Gdel(:,k) = Alpha(2:n+1) */
308     for (i = 0; i < mfqP->n; i++) mfqP->Gdel[i + mfqP->n * k] = mfqP->RES[mfqP->npmax * k + i + 1];
309 
310     /* Set Hdels */
311     num = 0;
312     for (i = 0; i < mfqP->n; i++) {
313       /* H[i,i,k] = Beta(num) */
314       mfqP->Hdel[(i * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num];
315       num++;
316       for (j = i + 1; j < mfqP->n; j++) {
317         /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */
318         mfqP->Hdel[(j * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num] / sqrt2;
319         mfqP->Hdel[(i * mfqP->n + j) * mfqP->m + k] = mfqP->beta[num] / sqrt2;
320         num++;
321       }
322     }
323   }
324   PetscFunctionReturn(PETSC_SUCCESS);
325 }
326 
327 static PetscErrorCode morepoints(TAO_POUNDERS *mfqP)
328 {
329   /* Assumes mfqP->model_indices[0]  is minimum index
330    Finishes adding points to mfqP->model_indices (up to npmax)
331    Computes L,Z,M,N
332    np is actual number of points in model (should equal npmax?) */
333   PetscInt         point, i, j, offset;
334   PetscInt         reject;
335   PetscBLASInt     blasn = mfqP->n, blasnpmax = mfqP->npmax, blasnplus1 = mfqP->n + 1, info, blasnmax = mfqP->nmax, blasint, blasint2, blasnp, blasmaxmn;
336   const PetscReal *x;
337   PetscReal        normd;
338 
339   PetscFunctionBegin;
340   /* Initialize M,N */
341   for (i = 0; i < mfqP->n + 1; i++) {
342     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x));
343     mfqP->M[(mfqP->n + 1) * i] = 1.0;
344     for (j = 0; j < mfqP->n; j++) mfqP->M[j + 1 + ((mfqP->n + 1) * i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
345     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x));
346     PetscCall(phi2eval(&mfqP->M[1 + ((mfqP->n + 1) * i)], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * i]));
347   }
348 
349   /* Now we add points until we have npmax starting with the most recent ones */
350   point              = mfqP->nHist - 1;
351   mfqP->nmodelpoints = mfqP->n + 1;
352   while (mfqP->nmodelpoints < mfqP->npmax && point >= 0) {
353     /* Reject any points already in the model */
354     reject = 0;
355     for (j = 0; j < mfqP->n + 1; j++) {
356       if (point == mfqP->model_indices[j]) {
357         reject = 1;
358         break;
359       }
360     }
361 
362     /* Reject if norm(d) >c2 */
363     if (!reject) {
364       PetscCall(VecCopy(mfqP->Xhist[point], mfqP->workxvec));
365       PetscCall(VecAXPY(mfqP->workxvec, -1.0, mfqP->Xhist[mfqP->minindex]));
366       PetscCall(VecNorm(mfqP->workxvec, NORM_2, &normd));
367       normd /= mfqP->delta;
368       if (normd > mfqP->c2) reject = 1;
369     }
370     if (reject) {
371       point--;
372       continue;
373     }
374 
375     PetscCall(VecGetArrayRead(mfqP->Xhist[point], &x));
376     mfqP->M[(mfqP->n + 1) * mfqP->nmodelpoints] = 1.0;
377     for (j = 0; j < mfqP->n; j++) mfqP->M[j + 1 + ((mfqP->n + 1) * mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
378     PetscCall(VecRestoreArrayRead(mfqP->Xhist[point], &x));
379     PetscCall(phi2eval(&mfqP->M[1 + (mfqP->n + 1) * mfqP->nmodelpoints], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * (mfqP->nmodelpoints)]));
380 
381     /* Update QR factorization */
382     /* Copy M' to Q_tmp */
383     for (i = 0; i < mfqP->n + 1; i++) {
384       for (j = 0; j < mfqP->npmax; j++) mfqP->Q_tmp[j + mfqP->npmax * i] = mfqP->M[i + (mfqP->n + 1) * j];
385     }
386     blasnp = mfqP->nmodelpoints + 1;
387     /* Q_tmp,R = qr(M') */
388     blasmaxmn = PetscMax(mfqP->m, mfqP->n + 1);
389     PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->mwork, &blasmaxmn, &info));
390     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine geqrf returned with value %" PetscBLASInt_FMT, info);
391 
392     /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */
393     /* L = N*Qtmp */
394     blasint2 = mfqP->n * (mfqP->n + 1) / 2;
395     /* Copy N to L_tmp */
396     for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2 * mfqP->npmax; i++) mfqP->L_tmp[i] = mfqP->N[i];
397     /* Copy L_save to L_tmp */
398 
399     /* L_tmp = N*Qtmp' */
400     PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasint2, &blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->L_tmp, &blasint2, mfqP->npmaxwork, &blasnmax, &info));
401     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info);
402 
403     /* Copy L_tmp to L_save */
404     for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L_save[i] = mfqP->L_tmp[i];
405 
406     /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */
407     blasint = mfqP->nmodelpoints - mfqP->n;
408     PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF));
409     PetscCallBLAS("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));
410     PetscCall(PetscFPTrapPop());
411     PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine gesvd returned with value %" PetscBLASInt_FMT, info);
412 
413     if (mfqP->beta[PetscMin(blasint, blasint2) - 1] > mfqP->theta2) {
414       /* accept point */
415       mfqP->model_indices[mfqP->nmodelpoints] = point;
416       /* Copy Q_tmp to Q */
417       for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Q[i] = mfqP->Q_tmp[i];
418       for (i = 0; i < mfqP->npmax; i++) mfqP->tau[i] = mfqP->tau_tmp[i];
419       mfqP->nmodelpoints++;
420       blasnp = mfqP->nmodelpoints;
421 
422       /* Copy L_save to L */
423       for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L[i] = mfqP->L_save[i];
424     }
425     point--;
426   }
427 
428   blasnp = mfqP->nmodelpoints;
429   /* Copy Q(:,n+2:np) to Z */
430   /* First set Q_tmp to I */
431   for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Q_tmp[i] = 0.0;
432   for (i = 0; i < mfqP->npmax; i++) mfqP->Q_tmp[i + mfqP->npmax * i] = 1.0;
433 
434   /* Q_tmp = I * Q */
435   PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasnp, &blasnp, &blasnplus1, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info));
436   PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info);
437 
438   /* Copy Q_tmp(:,n+2:np) to Z) */
439   offset = mfqP->npmax * (mfqP->n + 1);
440   for (i = offset; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Z[i - offset] = mfqP->Q_tmp[i];
441 
442   if (mfqP->nmodelpoints == mfqP->n + 1) {
443     /* Set L to I_{n+1} */
444     for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L[i] = 0.0;
445     for (i = 0; i < mfqP->n; i++) mfqP->L[(mfqP->n * (mfqP->n + 1) / 2) * i + i] = 1.0;
446   }
447   PetscFunctionReturn(PETSC_SUCCESS);
448 }
449 
450 /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */
451 static PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index)
452 {
453   PetscFunctionBegin;
454   /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/
455   PetscCall(VecDuplicate(mfqP->Xhist[0], &mfqP->Xhist[mfqP->nHist]));
456   PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, &mfqP->Q_tmp[index * mfqP->npmax], INSERT_VALUES));
457   PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
458   PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
459   PetscCall(VecAYPX(mfqP->Xhist[mfqP->nHist], mfqP->delta, mfqP->Xhist[mfqP->minindex]));
460 
461   /* Project into feasible region */
462   if (tao->XU && tao->XL) PetscCall(VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist]));
463 
464   /* Compute value of new vector */
465   PetscCall(VecDuplicate(mfqP->Fhist[0], &mfqP->Fhist[mfqP->nHist]));
466   CHKMEMQ;
467   PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist]));
468 
469   /* Add new vector to model */
470   mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist;
471   mfqP->nmodelpoints++;
472   mfqP->nHist++;
473   PetscFunctionReturn(PETSC_SUCCESS);
474 }
475 
476 static PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints)
477 {
478   /* modeld = Q(:,np+1:n)' */
479   PetscInt     i, j, minindex = 0;
480   PetscReal    dp, half = 0.5, one = 1.0, minvalue = PETSC_INFINITY;
481   PetscBLASInt blasn = mfqP->n, blasnpmax = mfqP->npmax, blask, info;
482   PetscBLASInt blas1 = 1, blasnmax = mfqP->nmax;
483 
484   PetscFunctionBegin;
485   blask = mfqP->nmodelpoints;
486   /* Qtmp = I(n x n) */
487   for (i = 0; i < mfqP->n; i++) {
488     for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[i + mfqP->npmax * j] = 0.0;
489   }
490   for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[j + mfqP->npmax * j] = 1.0;
491 
492   /* Qtmp = Q * I */
493   PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasn, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info));
494 
495   for (i = mfqP->nmodelpoints; i < mfqP->n; i++) {
496     PetscCallBLAS("BLASdot", dp = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->Gres, &blas1));
497     if (dp > 0.0) { /* Model says use the other direction! */
498       for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[i * mfqP->npmax + j] *= -1;
499     }
500     /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */
501     for (j = 0; j < mfqP->n; j++) mfqP->work2[j] = mfqP->Gres[j];
502     PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &half, mfqP->Hres, &blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, &one, mfqP->work2, &blas1));
503     PetscCallBLAS("BLASdot", mfqP->work[i] = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->work2, &blas1));
504     if (i == mfqP->nmodelpoints || mfqP->work[i] < minvalue) {
505       minindex = i;
506       minvalue = mfqP->work[i];
507     }
508     if (addallpoints != 0) PetscCall(addpoint(tao, mfqP, i));
509   }
510   if (!addallpoints) PetscCall(addpoint(tao, mfqP, minindex));
511   PetscFunctionReturn(PETSC_SUCCESS);
512 }
513 
514 static PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, PetscReal c)
515 {
516   PetscInt         i, j;
517   PetscBLASInt     blasm = mfqP->m, blasj, blask, blasn = mfqP->n, ione = 1, info;
518   PetscBLASInt     blasnpmax = mfqP->npmax, blasmaxmn;
519   PetscReal        proj, normd;
520   const PetscReal *x;
521 
522   PetscFunctionBegin;
523   for (i = mfqP->nHist - 1; i >= 0; i--) {
524     PetscCall(VecGetArrayRead(mfqP->Xhist[i], &x));
525     for (j = 0; j < mfqP->n; j++) mfqP->work[j] = (x[j] - xmin[j]) / mfqP->delta;
526     PetscCall(VecRestoreArrayRead(mfqP->Xhist[i], &x));
527     PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, mfqP->work2, &ione));
528     PetscCallBLAS("BLASnrm2", normd = BLASnrm2_(&blasn, mfqP->work, &ione));
529     if (normd <= c) {
530       blasj = PetscMax((mfqP->n - mfqP->nmodelpoints), 0);
531       if (!mfqP->q_is_I) {
532         /* project D onto null */
533         blask = (mfqP->nmodelpoints);
534         PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &ione, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->work2, &ione, mfqP->mwork, &blasm, &info));
535         PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "ormqr returned value %" PetscBLASInt_FMT, info);
536       }
537       PetscCallBLAS("BLASnrm2", proj = BLASnrm2_(&blasj, &mfqP->work2[mfqP->nmodelpoints], &ione));
538 
539       if (proj >= mfqP->theta1) { /* add this index to model */
540         mfqP->model_indices[mfqP->nmodelpoints] = i;
541         mfqP->nmodelpoints++;
542         PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, &mfqP->Q_tmp[mfqP->npmax * (mfqP->nmodelpoints - 1)], &ione));
543         blask = mfqP->npmax * (mfqP->nmodelpoints);
544         PetscCallBLAS("BLAScopy", BLAScopy_(&blask, mfqP->Q_tmp, &ione, mfqP->Q, &ione));
545         blask     = mfqP->nmodelpoints;
546         blasmaxmn = PetscMax(mfqP->m, mfqP->n);
547         PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->mwork, &blasmaxmn, &info));
548         PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "geqrf returned value %" PetscBLASInt_FMT, info);
549         mfqP->q_is_I = 0;
550       }
551       if (mfqP->nmodelpoints == mfqP->n) break;
552     }
553   }
554   PetscFunctionReturn(PETSC_SUCCESS);
555 }
556 
557 static PetscErrorCode TaoSolve_POUNDERS(Tao tao)
558 {
559   TAO_POUNDERS    *mfqP = (TAO_POUNDERS *)tao->data;
560   PetscInt         i, ii, j, k, l;
561   PetscReal        step = 1.0;
562   PetscInt         low, high;
563   PetscReal        minnorm;
564   PetscReal       *x, *f;
565   const PetscReal *xmint, *fmin;
566   PetscReal        deltaold;
567   PetscReal        gnorm;
568   PetscBLASInt     info, ione = 1, iblas;
569   PetscBool        valid, same;
570   PetscReal        mdec, rho, normxsp;
571   PetscReal        one = 1.0, zero = 0.0, ratio;
572   PetscBLASInt     blasm, blasn, blasncopy, blasnpmax;
573   static PetscBool set = PETSC_FALSE;
574 
575   /* n = # of parameters
576      m = dimension (components) of function  */
577   PetscFunctionBegin;
578   PetscCall(PetscCitationsRegister("@article{UNEDF0,\n"
579                                    "title = {Nuclear energy density optimization},\n"
580                                    "author = {Kortelainen, M.  and Lesinski, T.  and Mor\'e, J.  and Nazarewicz, W.\n"
581                                    "          and Sarich, J.  and Schunck, N.  and Stoitsov, M. V. and Wild, S. },\n"
582                                    "journal = {Phys. Rev. C},\n"
583                                    "volume = {82},\n"
584                                    "number = {2},\n"
585                                    "pages = {024313},\n"
586                                    "numpages = {18},\n"
587                                    "year = {2010},\n"
588                                    "month = {Aug},\n"
589                                    "doi = {10.1103/PhysRevC.82.024313}\n}\n",
590                                    &set));
591   tao->niter = 0;
592   if (tao->XL && tao->XU) {
593     /* Check x0 <= XU */
594     PetscReal val;
595 
596     PetscCall(VecCopy(tao->solution, mfqP->Xhist[0]));
597     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU));
598     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
599     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 > upper bound");
600 
601     /* Check x0 >= xl */
602     PetscCall(VecCopy(tao->XL, mfqP->Xhist[0]));
603     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->solution));
604     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
605     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 < lower bound");
606 
607     /* Check x0 + delta < XU  -- should be able to get around this eventually */
608 
609     PetscCall(VecSet(mfqP->Xhist[0], mfqP->delta));
610     PetscCall(VecAXPY(mfqP->Xhist[0], 1.0, tao->solution));
611     PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU));
612     PetscCall(VecMax(mfqP->Xhist[0], NULL, &val));
613     PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 + delta > upper bound");
614   }
615 
616   blasm     = mfqP->m;
617   blasn     = mfqP->n;
618   blasnpmax = mfqP->npmax;
619   for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; ++i) mfqP->H[i] = 0;
620 
621   PetscCall(VecCopy(tao->solution, mfqP->Xhist[0]));
622 
623   /* This provides enough information to approximate the gradient of the objective */
624   /* using a forward difference scheme. */
625 
626   PetscCall(PetscInfo(tao, "Initialize simplex; delta = %10.9e\n", (double)mfqP->delta));
627   PetscCall(pounders_feval(tao, mfqP->Xhist[0], mfqP->Fhist[0], &mfqP->Fres[0]));
628   mfqP->minindex = 0;
629   minnorm        = mfqP->Fres[0];
630 
631   PetscCall(VecGetOwnershipRange(mfqP->Xhist[0], &low, &high));
632   for (i = 1; i < mfqP->n + 1; ++i) {
633     PetscCall(VecCopy(mfqP->Xhist[0], mfqP->Xhist[i]));
634 
635     if (i - 1 >= low && i - 1 < high) {
636       PetscCall(VecGetArray(mfqP->Xhist[i], &x));
637       x[i - 1 - low] += mfqP->delta;
638       PetscCall(VecRestoreArray(mfqP->Xhist[i], &x));
639     }
640     CHKMEMQ;
641     PetscCall(pounders_feval(tao, mfqP->Xhist[i], mfqP->Fhist[i], &mfqP->Fres[i]));
642     if (mfqP->Fres[i] < minnorm) {
643       mfqP->minindex = i;
644       minnorm        = mfqP->Fres[i];
645     }
646   }
647   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
648   PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res));
649   PetscCall(PetscInfo(tao, "Finalize simplex; minnorm = %10.9e\n", (double)minnorm));
650 
651   /* Gather mpi vecs to one big local vec */
652 
653   /* Begin serial code */
654 
655   /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
656   /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */
657   /* (Column oriented for blas calls) */
658   ii = 0;
659 
660   PetscCall(PetscInfo(tao, "Build matrix: %" PetscInt_FMT "\n", (PetscInt)mfqP->size));
661   if (1 == mfqP->size) {
662     PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
663     for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
664     PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
665     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
666     for (i = 0; i < mfqP->n + 1; i++) {
667       if (i == mfqP->minindex) continue;
668 
669       PetscCall(VecGetArray(mfqP->Xhist[i], &x));
670       for (j = 0; j < mfqP->n; j++) mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
671       PetscCall(VecRestoreArray(mfqP->Xhist[i], &x));
672 
673       PetscCall(VecGetArray(mfqP->Fhist[i], &f));
674       for (j = 0; j < mfqP->m; j++) mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j];
675       PetscCall(VecRestoreArray(mfqP->Fhist[i], &f));
676 
677       mfqP->model_indices[ii++] = i;
678     }
679     for (j = 0; j < mfqP->m; j++) mfqP->C[j] = fmin[j];
680     PetscCall(VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
681   } else {
682     PetscCall(VecSet(mfqP->localxmin, 0));
683     PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD));
684     PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD));
685 
686     PetscCall(VecGetArrayRead(mfqP->localxmin, &xmint));
687     for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
688     PetscCall(VecRestoreArrayRead(mfqP->localxmin, &xmint));
689 
690     PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD));
691     PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD));
692     PetscCall(VecGetArrayRead(mfqP->localfmin, &fmin));
693     for (i = 0; i < mfqP->n + 1; i++) {
694       if (i == mfqP->minindex) continue;
695 
696       PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD));
697       PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD));
698       PetscCall(VecGetArray(mfqP->localx, &x));
699       for (j = 0; j < mfqP->n; j++) mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta;
700       PetscCall(VecRestoreArray(mfqP->localx, &x));
701 
702       PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD));
703       PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD));
704       PetscCall(VecGetArray(mfqP->localf, &f));
705       for (j = 0; j < mfqP->m; j++) mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j];
706       PetscCall(VecRestoreArray(mfqP->localf, &f));
707 
708       mfqP->model_indices[ii++] = i;
709     }
710     for (j = 0; j < mfqP->m; j++) mfqP->C[j] = fmin[j];
711     PetscCall(VecRestoreArrayRead(mfqP->localfmin, &fmin));
712   }
713 
714   /* Determine the initial quadratic models */
715   /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */
716   /* D (nxn) Fdiff (nxm)  => G (nxm) */
717   blasncopy = blasn;
718   PetscCallBLAS("LAPACKgesv", LAPACKgesv_(&blasn, &blasm, mfqP->Disp, &blasnpmax, mfqP->iwork, mfqP->Fdiff, &blasncopy, &info));
719   PetscCall(PetscInfo(tao, "Linear solve return: %" PetscInt_FMT "\n", (PetscInt)info));
720 
721   PetscCall(pounders_update_res(tao));
722 
723   valid = PETSC_TRUE;
724 
725   PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
726   PetscCall(VecAssemblyBegin(tao->gradient));
727   PetscCall(VecAssemblyEnd(tao->gradient));
728   PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm));
729   gnorm *= mfqP->delta;
730   PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
731 
732   tao->reason = TAO_CONTINUE_ITERATING;
733   PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its));
734   PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step));
735   PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
736 
737   mfqP->nHist        = mfqP->n + 1;
738   mfqP->nmodelpoints = mfqP->n + 1;
739   PetscCall(PetscInfo(tao, "Initial gradient: %20.19e\n", (double)gnorm));
740 
741   while (tao->reason == TAO_CONTINUE_ITERATING) {
742     PetscReal gnm = 1e-4;
743     /* Call general purpose update function */
744     PetscTryTypeMethod(tao, update, tao->niter, tao->user_update);
745     tao->niter++;
746     /* Solve the subproblem min{Q(s): ||s|| <= 1.0} */
747     PetscCall(gqtwrap(tao, &gnm, &mdec));
748     /* Evaluate the function at the new point */
749 
750     for (i = 0; i < mfqP->n; i++) mfqP->work[i] = mfqP->Xsubproblem[i] * mfqP->delta + mfqP->xmin[i];
751     PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[mfqP->nHist]));
752     PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[mfqP->nHist]));
753     PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, mfqP->work, INSERT_VALUES));
754     PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist]));
755     PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist]));
756 
757     PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist]));
758 
759     rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec;
760     mfqP->nHist++;
761 
762     /* Update the center */
763     if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid == PETSC_TRUE)) {
764       /* Update model to reflect new base point */
765       for (i = 0; i < mfqP->n; i++) mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i]) / mfqP->delta;
766       for (j = 0; j < mfqP->m; j++) {
767         /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work';
768          G(:,j) = G(:,j) + H(:,:,j)*work' */
769         for (k = 0; k < mfqP->n; k++) {
770           mfqP->work2[k] = 0.0;
771           for (l = 0; l < mfqP->n; l++) mfqP->work2[k] += mfqP->H[j + mfqP->m * (k + l * mfqP->n)] * mfqP->work[l];
772         }
773         for (i = 0; i < mfqP->n; i++) {
774           mfqP->C[j] += mfqP->work[i] * (mfqP->Fdiff[i + mfqP->n * j] + 0.5 * mfqP->work2[i]);
775           mfqP->Fdiff[i + mfqP->n * j] += mfqP->work2[i];
776         }
777       }
778       /* Cres += work*Gres + .5*work*Hres*work';
779        Gres += Hres*work'; */
780 
781       PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &one, mfqP->Hres, &blasn, mfqP->work, &ione, &zero, mfqP->work2, &ione));
782       for (i = 0; i < mfqP->n; i++) mfqP->Gres[i] += mfqP->work2[i];
783       mfqP->minindex = mfqP->nHist - 1;
784       minnorm        = mfqP->Fres[mfqP->minindex];
785       PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res));
786       /* Change current center */
787       PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
788       for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i];
789       PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint));
790     }
791 
792     /* Evaluate at a model-improving point if necessary */
793     if (valid == PETSC_FALSE) {
794       mfqP->q_is_I       = 1;
795       mfqP->nmodelpoints = 0;
796       PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1));
797       if (mfqP->nmodelpoints < mfqP->n) {
798         PetscCall(PetscInfo(tao, "Model not valid -- model-improving\n"));
799         PetscCall(modelimprove(tao, mfqP, 1));
800       }
801     }
802 
803     /* Update the trust region radius */
804     deltaold = mfqP->delta;
805     normxsp  = 0;
806     for (i = 0; i < mfqP->n; i++) normxsp += mfqP->Xsubproblem[i] * mfqP->Xsubproblem[i];
807     normxsp = PetscSqrtReal(normxsp);
808     if (rho >= mfqP->eta1 && normxsp > 0.5 * mfqP->delta) {
809       mfqP->delta = PetscMin(mfqP->delta * mfqP->gamma1, mfqP->deltamax);
810     } else if (valid == PETSC_TRUE) {
811       mfqP->delta = PetscMax(mfqP->delta * mfqP->gamma0, mfqP->deltamin);
812     }
813 
814     /* Compute the next interpolation set */
815     mfqP->q_is_I       = 1;
816     mfqP->nmodelpoints = 0;
817     PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c1 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c1));
818     PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1));
819     if (mfqP->nmodelpoints == mfqP->n) {
820       valid = PETSC_TRUE;
821     } else {
822       valid = PETSC_FALSE;
823       PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c2 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c2));
824       PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c2));
825       if (mfqP->n > mfqP->nmodelpoints) {
826         PetscCall(PetscInfo(tao, "Model not valid -- adding geometry points\n"));
827         PetscCall(modelimprove(tao, mfqP, mfqP->n - mfqP->nmodelpoints));
828       }
829     }
830     for (i = mfqP->nmodelpoints; i > 0; i--) mfqP->model_indices[i] = mfqP->model_indices[i - 1];
831     mfqP->nmodelpoints++;
832     mfqP->model_indices[0] = mfqP->minindex;
833     PetscCall(morepoints(mfqP));
834     for (i = 0; i < mfqP->nmodelpoints; i++) {
835       PetscCall(VecGetArray(mfqP->Xhist[mfqP->model_indices[i]], &x));
836       for (j = 0; j < mfqP->n; j++) mfqP->Disp[i + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / deltaold;
837       PetscCall(VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]], &x));
838       PetscCall(VecGetArray(mfqP->Fhist[mfqP->model_indices[i]], &f));
839       for (j = 0; j < mfqP->m; j++) {
840         for (k = 0; k < mfqP->n; k++) {
841           mfqP->work[k] = 0.0;
842           for (l = 0; l < mfqP->n; l++) mfqP->work[k] += mfqP->H[j + mfqP->m * (k + mfqP->n * l)] * mfqP->Disp[i + mfqP->npmax * l];
843         }
844         PetscCallBLAS("BLASdot", 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]);
845       }
846       PetscCall(VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]], &f));
847     }
848 
849     /* Update the quadratic model */
850     PetscCall(PetscInfo(tao, "Get Quad, size: %" PetscInt_FMT ", points: %" PetscInt_FMT "\n", mfqP->n, mfqP->nmodelpoints));
851     PetscCall(getquadpounders(mfqP));
852     PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin));
853     PetscCallBLAS("BLAScopy", BLAScopy_(&blasm, fmin, &ione, mfqP->C, &ione));
854     /* G = G*(delta/deltaold) + Gdel */
855     ratio = mfqP->delta / deltaold;
856     iblas = blasm * blasn;
857     PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->Fdiff, &ione));
858     PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Gdel, &ione, mfqP->Fdiff, &ione));
859     /* H = H*(delta/deltaold)^2 + Hdel */
860     iblas = blasm * blasn * blasn;
861     ratio *= ratio;
862     PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->H, &ione));
863     PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Hdel, &ione, mfqP->H, &ione));
864 
865     /* Get residuals */
866     PetscCall(pounders_update_res(tao));
867 
868     /* Export solution and gradient residual to TAO */
869     PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution));
870     PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES));
871     PetscCall(VecAssemblyBegin(tao->gradient));
872     PetscCall(VecAssemblyEnd(tao->gradient));
873     PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm));
874     gnorm *= mfqP->delta;
875     /*  final criticality test */
876     PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its));
877     PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step));
878     PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
879     /* test for repeated model */
880     if (mfqP->nmodelpoints == mfqP->last_nmodelpoints) {
881       same = PETSC_TRUE;
882     } else {
883       same = PETSC_FALSE;
884     }
885     for (i = 0; i < mfqP->nmodelpoints; i++) {
886       if (same) {
887         if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) {
888           same = PETSC_TRUE;
889         } else {
890           same = PETSC_FALSE;
891         }
892       }
893       mfqP->last_model_indices[i] = mfqP->model_indices[i];
894     }
895     mfqP->last_nmodelpoints = mfqP->nmodelpoints;
896     if (same && mfqP->delta == deltaold) {
897       PetscCall(PetscInfo(tao, "Identical model used in successive iterations\n"));
898       tao->reason = TAO_CONVERGED_STEPTOL;
899     }
900   }
901   PetscFunctionReturn(PETSC_SUCCESS);
902 }
903 
904 static PetscErrorCode TaoSetUp_POUNDERS(Tao tao)
905 {
906   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
907   PetscInt      i, j;
908   IS            isfloc, isfglob, isxloc, isxglob;
909 
910   PetscFunctionBegin;
911   if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient));
912   if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution, &tao->stepdirection));
913   PetscCall(VecGetSize(tao->solution, &mfqP->n));
914   PetscCall(VecGetSize(tao->ls_res, &mfqP->m));
915   mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n);
916   if (mfqP->npmax == PETSC_DEFAULT) mfqP->npmax = 2 * mfqP->n + 1;
917   mfqP->npmax = PetscMin((mfqP->n + 1) * (mfqP->n + 2) / 2, mfqP->npmax);
918   mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n + 2);
919 
920   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Xhist));
921   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fhist));
922   for (i = 0; i < mfqP->n + 1; i++) {
923     PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[i]));
924     PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[i]));
925   }
926   PetscCall(VecDuplicate(tao->solution, &mfqP->workxvec));
927   PetscCall(VecDuplicate(tao->ls_res, &mfqP->workfvec));
928   mfqP->nHist = 0;
929 
930   PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fres));
931   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->m, &mfqP->RES));
932   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work));
933   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work2));
934   PetscCall(PetscMalloc1(mfqP->n, &mfqP->work3));
935   PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n + 1), &mfqP->mwork));
936   PetscCall(PetscMalloc1(mfqP->npmax - mfqP->n - 1, &mfqP->omega));
937   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2, &mfqP->beta));
938   PetscCall(PetscMalloc1(mfqP->n + 1, &mfqP->alpha));
939 
940   PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->H));
941   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q));
942   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q_tmp));
943   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L));
944   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_tmp));
945   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_save));
946   PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->N));
947   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->n + 1), &mfqP->M));
948   PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1), &mfqP->Z));
949   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau));
950   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau_tmp));
951   mfqP->nmax = PetscMax(5 * mfqP->npmax, mfqP->n * (mfqP->n + 1) / 2);
952   PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxwork));
953   PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxiwork));
954   PetscCall(PetscMalloc1(mfqP->n, &mfqP->xmin));
955   PetscCall(PetscMalloc1(mfqP->m, &mfqP->C));
956   PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Fdiff));
957   PetscCall(PetscMalloc1(mfqP->npmax * mfqP->n, &mfqP->Disp));
958   PetscCall(PetscMalloc1(mfqP->n, &mfqP->Gres));
959   PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Hres));
960   PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Gpoints));
961   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->model_indices));
962   PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->last_model_indices));
963   PetscCall(PetscMalloc1(mfqP->n, &mfqP->Xsubproblem));
964   PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Gdel));
965   PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->Hdel));
966   PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n), &mfqP->indices));
967   PetscCall(PetscMalloc1(mfqP->n, &mfqP->iwork));
968   PetscCall(PetscMalloc1(mfqP->m * mfqP->m, &mfqP->w));
969   for (i = 0; i < mfqP->m; i++) {
970     for (j = 0; j < mfqP->m; j++) {
971       if (i == j) {
972         mfqP->w[i + mfqP->m * j] = 1.0;
973       } else {
974         mfqP->w[i + mfqP->m * j] = 0.0;
975       }
976     }
977   }
978   for (i = 0; i < PetscMax(mfqP->m, mfqP->n); i++) mfqP->indices[i] = i;
979   PetscCallMPI(MPI_Comm_size(((PetscObject)tao)->comm, &mfqP->size));
980   if (mfqP->size > 1) {
981     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localx));
982     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localxmin));
983     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localf));
984     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localfmin));
985     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxloc));
986     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxglob));
987     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfloc));
988     PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfglob));
989 
990     PetscCall(VecScatterCreate(tao->solution, isxglob, mfqP->localx, isxloc, &mfqP->scatterx));
991     PetscCall(VecScatterCreate(tao->ls_res, isfglob, mfqP->localf, isfloc, &mfqP->scatterf));
992 
993     PetscCall(ISDestroy(&isxloc));
994     PetscCall(ISDestroy(&isxglob));
995     PetscCall(ISDestroy(&isfloc));
996     PetscCall(ISDestroy(&isfglob));
997   }
998 
999   if (!mfqP->usegqt) {
1000     KSP ksp;
1001     PC  pc;
1002     PetscCall(VecCreateSeqWithArray(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Xsubproblem, &mfqP->subx));
1003     PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->subxl));
1004     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subb));
1005     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subxu));
1006     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subpdel));
1007     PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subndel));
1008     PetscCall(TaoCreate(PETSC_COMM_SELF, &mfqP->subtao));
1009     PetscCall(PetscObjectIncrementTabLevel((PetscObject)mfqP->subtao, (PetscObject)tao, 1));
1010     PetscCall(TaoSetType(mfqP->subtao, TAOBNTR));
1011     PetscCall(TaoSetOptionsPrefix(mfqP->subtao, "pounders_subsolver_"));
1012     PetscCall(TaoSetSolution(mfqP->subtao, mfqP->subx));
1013     PetscCall(TaoSetObjectiveAndGradient(mfqP->subtao, NULL, pounders_fg, (void *)mfqP));
1014     PetscCall(TaoSetMaximumIterations(mfqP->subtao, mfqP->gqt_maxits));
1015     PetscCall(TaoSetFromOptions(mfqP->subtao));
1016     PetscCall(TaoGetKSP(mfqP->subtao, &ksp));
1017     if (ksp) {
1018       PetscCall(KSPGetPC(ksp, &pc));
1019       PetscCall(PCSetType(pc, PCNONE));
1020     }
1021     PetscCall(TaoSetVariableBounds(mfqP->subtao, mfqP->subxl, mfqP->subxu));
1022     PetscCall(MatCreateSeqDense(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Hres, &mfqP->subH));
1023     PetscCall(TaoSetHessian(mfqP->subtao, mfqP->subH, mfqP->subH, pounders_h, (void *)mfqP));
1024   }
1025   PetscFunctionReturn(PETSC_SUCCESS);
1026 }
1027 
1028 static PetscErrorCode TaoDestroy_POUNDERS(Tao tao)
1029 {
1030   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1031   PetscInt      i;
1032 
1033   PetscFunctionBegin;
1034   if (!mfqP->usegqt) {
1035     PetscCall(TaoDestroy(&mfqP->subtao));
1036     PetscCall(VecDestroy(&mfqP->subx));
1037     PetscCall(VecDestroy(&mfqP->subxl));
1038     PetscCall(VecDestroy(&mfqP->subxu));
1039     PetscCall(VecDestroy(&mfqP->subb));
1040     PetscCall(VecDestroy(&mfqP->subpdel));
1041     PetscCall(VecDestroy(&mfqP->subndel));
1042     PetscCall(MatDestroy(&mfqP->subH));
1043   }
1044   PetscCall(PetscFree(mfqP->Fres));
1045   PetscCall(PetscFree(mfqP->RES));
1046   PetscCall(PetscFree(mfqP->work));
1047   PetscCall(PetscFree(mfqP->work2));
1048   PetscCall(PetscFree(mfqP->work3));
1049   PetscCall(PetscFree(mfqP->mwork));
1050   PetscCall(PetscFree(mfqP->omega));
1051   PetscCall(PetscFree(mfqP->beta));
1052   PetscCall(PetscFree(mfqP->alpha));
1053   PetscCall(PetscFree(mfqP->H));
1054   PetscCall(PetscFree(mfqP->Q));
1055   PetscCall(PetscFree(mfqP->Q_tmp));
1056   PetscCall(PetscFree(mfqP->L));
1057   PetscCall(PetscFree(mfqP->L_tmp));
1058   PetscCall(PetscFree(mfqP->L_save));
1059   PetscCall(PetscFree(mfqP->N));
1060   PetscCall(PetscFree(mfqP->M));
1061   PetscCall(PetscFree(mfqP->Z));
1062   PetscCall(PetscFree(mfqP->tau));
1063   PetscCall(PetscFree(mfqP->tau_tmp));
1064   PetscCall(PetscFree(mfqP->npmaxwork));
1065   PetscCall(PetscFree(mfqP->npmaxiwork));
1066   PetscCall(PetscFree(mfqP->xmin));
1067   PetscCall(PetscFree(mfqP->C));
1068   PetscCall(PetscFree(mfqP->Fdiff));
1069   PetscCall(PetscFree(mfqP->Disp));
1070   PetscCall(PetscFree(mfqP->Gres));
1071   PetscCall(PetscFree(mfqP->Hres));
1072   PetscCall(PetscFree(mfqP->Gpoints));
1073   PetscCall(PetscFree(mfqP->model_indices));
1074   PetscCall(PetscFree(mfqP->last_model_indices));
1075   PetscCall(PetscFree(mfqP->Xsubproblem));
1076   PetscCall(PetscFree(mfqP->Gdel));
1077   PetscCall(PetscFree(mfqP->Hdel));
1078   PetscCall(PetscFree(mfqP->indices));
1079   PetscCall(PetscFree(mfqP->iwork));
1080   PetscCall(PetscFree(mfqP->w));
1081   for (i = 0; i < mfqP->nHist; i++) {
1082     PetscCall(VecDestroy(&mfqP->Xhist[i]));
1083     PetscCall(VecDestroy(&mfqP->Fhist[i]));
1084   }
1085   PetscCall(VecDestroy(&mfqP->workxvec));
1086   PetscCall(VecDestroy(&mfqP->workfvec));
1087   PetscCall(PetscFree(mfqP->Xhist));
1088   PetscCall(PetscFree(mfqP->Fhist));
1089 
1090   if (mfqP->size > 1) {
1091     PetscCall(VecDestroy(&mfqP->localx));
1092     PetscCall(VecDestroy(&mfqP->localxmin));
1093     PetscCall(VecDestroy(&mfqP->localf));
1094     PetscCall(VecDestroy(&mfqP->localfmin));
1095   }
1096   PetscCall(PetscFree(tao->data));
1097   PetscFunctionReturn(PETSC_SUCCESS);
1098 }
1099 
1100 static PetscErrorCode TaoSetFromOptions_POUNDERS(Tao tao, PetscOptionItems *PetscOptionsObject)
1101 {
1102   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1103 
1104   PetscFunctionBegin;
1105   PetscOptionsHeadBegin(PetscOptionsObject, "POUNDERS method for least-squares optimization");
1106   PetscCall(PetscOptionsReal("-tao_pounders_delta", "initial delta", "", mfqP->delta, &mfqP->delta0, NULL));
1107   mfqP->delta = mfqP->delta0;
1108   PetscCall(PetscOptionsInt("-tao_pounders_npmax", "max number of points in model", "", mfqP->npmax, &mfqP->npmax, NULL));
1109   PetscCall(PetscOptionsBool("-tao_pounders_gqt", "use gqt algorithm for subproblem", "", mfqP->usegqt, &mfqP->usegqt, NULL));
1110   PetscOptionsHeadEnd();
1111   PetscFunctionReturn(PETSC_SUCCESS);
1112 }
1113 
1114 static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer)
1115 {
1116   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1117   PetscBool     isascii;
1118 
1119   PetscFunctionBegin;
1120   PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii));
1121   if (isascii) {
1122     PetscCall(PetscViewerASCIIPrintf(viewer, "initial delta: %g\n", (double)mfqP->delta0));
1123     PetscCall(PetscViewerASCIIPrintf(viewer, "final delta: %g\n", (double)mfqP->delta));
1124     PetscCall(PetscViewerASCIIPrintf(viewer, "model points: %" PetscInt_FMT "\n", mfqP->nmodelpoints));
1125     if (mfqP->usegqt) {
1126       PetscCall(PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n"));
1127     } else {
1128       PetscCall(TaoView(mfqP->subtao, viewer));
1129     }
1130   }
1131   PetscFunctionReturn(PETSC_SUCCESS);
1132 }
1133 /*MC
1134   TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares
1135 
1136   Options Database Keys:
1137 + -tao_pounders_delta - initial step length
1138 . -tao_pounders_npmax - maximum number of points in model
1139 - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON
1140 
1141   Level: beginner
1142 
1143 M*/
1144 
1145 PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao)
1146 {
1147   TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data;
1148 
1149   PetscFunctionBegin;
1150   tao->ops->setup          = TaoSetUp_POUNDERS;
1151   tao->ops->solve          = TaoSolve_POUNDERS;
1152   tao->ops->view           = TaoView_POUNDERS;
1153   tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS;
1154   tao->ops->destroy        = TaoDestroy_POUNDERS;
1155 
1156   PetscCall(PetscNew(&mfqP));
1157   tao->data = (void *)mfqP;
1158   /* Override default settings (unless already changed) */
1159   if (!tao->max_it_changed) tao->max_it = 2000;
1160   if (!tao->max_funcs_changed) tao->max_funcs = 4000;
1161   mfqP->npmax      = PETSC_DEFAULT;
1162   mfqP->delta0     = 0.1;
1163   mfqP->delta      = 0.1;
1164   mfqP->deltamax   = 1e3;
1165   mfqP->deltamin   = 1e-6;
1166   mfqP->c2         = 10.0;
1167   mfqP->theta1     = 1e-5;
1168   mfqP->theta2     = 1e-4;
1169   mfqP->gamma0     = 0.5;
1170   mfqP->gamma1     = 2.0;
1171   mfqP->eta0       = 0.0;
1172   mfqP->eta1       = 0.1;
1173   mfqP->usegqt     = PETSC_FALSE;
1174   mfqP->gqt_rtol   = 0.001;
1175   mfqP->gqt_maxits = 50;
1176   mfqP->workxvec   = NULL;
1177   PetscFunctionReturn(PETSC_SUCCESS);
1178 }
1179