1*a4963045SJacob Faibussowitsch #pragma once 2af0996ceSBarry Smith #include <petsc/private/taoimpl.h> 3aaa7dc30SBarry Smith #include <petscblaslapack.h> 4a7e14dcfSSatish Balay 5a7e14dcfSSatish Balay typedef struct { 6a7e14dcfSSatish Balay PetscInt npmax; /* Max number of interpolation points (>n+1) (def: 2n+1) */ 7a7e14dcfSSatish Balay PetscInt nmax; /* Max(n*(n+1)/2, 5*npmax) */ 8a7e14dcfSSatish Balay PetscInt m, n; 9a7e14dcfSSatish Balay Vec *Xhist; 10a7e14dcfSSatish Balay Vec *Fhist; 11a7e14dcfSSatish Balay PetscReal *Fres; /* (nfmax) */ 12a7e14dcfSSatish Balay PetscReal *RES; /* npxm */ 13a7e14dcfSSatish Balay PetscReal *work; /* (n) */ 14a7e14dcfSSatish Balay PetscReal *work2; /* (n) */ 15a7e14dcfSSatish Balay PetscReal *work3; /* (n) */ 16a7e14dcfSSatish Balay PetscReal *xmin; /* (n) */ 17a7e14dcfSSatish Balay PetscReal *mwork; /* (m) */ 18a7e14dcfSSatish Balay PetscReal *Disp; /* nxn */ 19a7e14dcfSSatish Balay PetscReal *Fdiff; /* nxm */ 20a7e14dcfSSatish Balay PetscReal *H; /* model hessians (mxnxn) */ 21a7e14dcfSSatish Balay PetscReal *Hres; /* nxn */ 22a7e14dcfSSatish Balay PetscReal *Gres; /* n */ 23a7e14dcfSSatish Balay PetscReal *Gdel; /* mxn */ 24a7e14dcfSSatish Balay PetscReal *Hdel; /* mxnxn */ 25a7e14dcfSSatish Balay PetscReal *Gpoints; /* nxn */ 26a7e14dcfSSatish Balay PetscReal *C; /* m */ 27a7e14dcfSSatish Balay PetscReal *Xsubproblem; /* n */ 28a7e14dcfSSatish Balay PetscInt *indices; /* 1,2,3...m */ 29a7e14dcfSSatish Balay PetscInt minindex; 30a7e14dcfSSatish Balay PetscInt nmodelpoints; 31a7e14dcfSSatish Balay PetscInt *model_indices; /* n */ 32ff2b74efSJason Sarich PetscInt last_nmodelpoints; 33ff2b74efSJason Sarich PetscInt *last_model_indices; /* n */ 34a7e14dcfSSatish Balay PetscInt *interp_indices; /* n */ 35a7e14dcfSSatish Balay PetscBLASInt *iwork; /* n */ 368b7a9b22SJason Sarich PetscReal *w; /* nxn */ 37a7e14dcfSSatish Balay PetscInt nHist; 38a7e14dcfSSatish Balay VecScatter scatterf, scatterx; 39a7e14dcfSSatish Balay Vec localf, localx, localfmin, localxmin; 408b7a9b22SJason Sarich Vec workxvec, workfvec; 41f40bd260SBarry Smith PetscMPIInt size; 42a7e14dcfSSatish Balay 43a7e14dcfSSatish Balay PetscReal delta; /* Trust region radius (>0) */ 44ff2b74efSJason Sarich PetscReal delta0; 45a7e14dcfSSatish Balay PetscBool usegqt; 46a7e14dcfSSatish Balay Mat Hs; 47a7e14dcfSSatish Balay Vec b; 48a7e14dcfSSatish Balay 49a7e14dcfSSatish Balay PetscReal deltamax; 50a7e14dcfSSatish Balay PetscReal deltamin; 51a7e14dcfSSatish Balay PetscReal c1; /* Factor for checking validity */ 52a7e14dcfSSatish Balay PetscReal c2; /* Factor for linear poisedness */ 53a7e14dcfSSatish Balay PetscReal theta1; /* Pivot threshold for validity */ 54a7e14dcfSSatish Balay PetscReal theta2; /* Pivot threshold for additional points */ 55a7e14dcfSSatish Balay PetscReal gamma0; /* parameter for shrinking trust region (<1) */ 56a7e14dcfSSatish Balay PetscReal gamma1; /* parameter for enlarging trust region (>2) */ 57a7e14dcfSSatish Balay PetscReal eta0; /* parameter 1 for accepting point (0 <= eta0 < eta1)*/ 58a7e14dcfSSatish Balay PetscReal eta1; /* parameter 2 for accepting point (eta0 < eta1 < 1)*/ 59a7e14dcfSSatish Balay PetscReal gqt_rtol; /* parameter used by gqt */ 60a7e14dcfSSatish Balay PetscInt gqt_maxits; /* parameter used by gqt */ 61691b26d3SBarry Smith 62a7e14dcfSSatish Balay /* QR factorization data */ 63a7e14dcfSSatish Balay PetscInt q_is_I; 64a7e14dcfSSatish Balay PetscReal *Q; /* npmax x npmax */ 65a7e14dcfSSatish Balay PetscReal *Q_tmp; /* npmax x npmax */ 66a7e14dcfSSatish Balay PetscReal *tau; /* scalar factors of H(i) */ 67a7e14dcfSSatish Balay PetscReal *tau_tmp; /* scalar factors of H(i) */ 68a7e14dcfSSatish Balay PetscReal *npmaxwork; /* work vector of length npmax */ 69a7e14dcfSSatish Balay PetscBLASInt *npmaxiwork; /* integer work vector of length npmax */ 70a7e14dcfSSatish Balay /* morepoints and getquadnlsmfq */ 71a7e14dcfSSatish Balay PetscReal *L; /* n*(n+1)/2 x npmax */ 72a7e14dcfSSatish Balay PetscReal *L_tmp; /* n*(n+1)/2 x npmax */ 73a7e14dcfSSatish Balay PetscReal *L_save; /* n*(n+1)/2 x npmax */ 74a7e14dcfSSatish Balay PetscReal *Z; /* npmax x npmax-(n+1) */ 75a7e14dcfSSatish Balay PetscReal *M; /* npmax x n+1 */ 76a7e14dcfSSatish Balay PetscReal *N; /* npmax x n*(n+1)/2 */ 77a7e14dcfSSatish Balay PetscReal *alpha; /* n+1 */ 78a7e14dcfSSatish Balay PetscReal *beta; /* r(n+1)/2 */ 79a7e14dcfSSatish Balay PetscReal *omega; /* npmax - np - 1 */ 80a7e14dcfSSatish Balay 81441846f8SBarry Smith Tao subtao; 82a7e14dcfSSatish Balay Vec subxl, subxu, subx, subpdel, subndel, subb; 83a7e14dcfSSatish Balay Mat subH; 84a7e14dcfSSatish Balay 85a7e14dcfSSatish Balay } TAO_POUNDERS; 86a7e14dcfSSatish Balay 87691b26d3SBarry Smith PetscErrorCode gqt(PetscInt, PetscReal *, PetscInt, PetscReal *, PetscReal, PetscReal, PetscReal, PetscInt, PetscReal *, PetscReal *, PetscReal *, PetscInt *, PetscInt *, PetscReal *, PetscReal *, PetscReal *); 88