#include <../src/tao/leastsquares/impls/pounders/pounders.h> static PetscErrorCode pounders_h(Tao subtao, Vec v, Mat H, Mat Hpre, PetscCtx ctx) { PetscFunctionBegin; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode pounders_fg(Tao subtao, Vec x, PetscReal *f, Vec g, PetscCtx ctx) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)ctx; PetscReal d1, d2; PetscFunctionBegin; /* g = A*x (add b later)*/ PetscCall(MatMult(mfqP->subH, x, g)); /* f = 1/2 * x'*(Ax) + b'*x */ PetscCall(VecDot(x, g, &d1)); PetscCall(VecDot(mfqP->subb, x, &d2)); *f = 0.5 * d1 + d2; /* now g = g + b */ PetscCall(VecAXPY(g, 1.0, mfqP->subb)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode pounders_feval(Tao tao, Vec x, Vec F, PetscReal *fsum) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscInt i, row, col; PetscReal fr, fc; PetscFunctionBegin; PetscCall(TaoComputeResidual(tao, x, F)); if (tao->res_weights_v) { PetscCall(VecPointwiseMult(mfqP->workfvec, tao->res_weights_v, F)); PetscCall(VecDot(mfqP->workfvec, mfqP->workfvec, fsum)); } else if (tao->res_weights_w) { *fsum = 0; for (i = 0; i < tao->res_weights_n; i++) { row = tao->res_weights_rows[i]; col = tao->res_weights_cols[i]; PetscCall(VecGetValues(F, 1, &row, &fr)); PetscCall(VecGetValues(F, 1, &col, &fc)); *fsum += tao->res_weights_w[i] * fc * fr; } } else { PetscCall(VecDot(F, F, fsum)); } PetscCall(PetscInfo(tao, "Least-squares residual norm: %20.19e\n", (double)*fsum)); PetscCheck(!PetscIsInfOrNanReal(*fsum), PETSC_COMM_SELF, PETSC_ERR_USER, "User provided compute function generated infinity or NaN"); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode gqtwrap(Tao tao, PetscReal *gnorm, PetscReal *qmin) { #if defined(PETSC_USE_REAL_SINGLE) PetscReal atol = 1.0e-5; #else PetscReal atol = 1.0e-10; #endif PetscInt info, its; TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscFunctionBegin; if (!mfqP->usegqt) { PetscReal maxval; PetscInt i, j; PetscCall(VecSetValues(mfqP->subb, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES)); PetscCall(VecAssemblyBegin(mfqP->subb)); PetscCall(VecAssemblyEnd(mfqP->subb)); PetscCall(VecSet(mfqP->subx, 0.0)); PetscCall(VecSet(mfqP->subndel, -1.0)); PetscCall(VecSet(mfqP->subpdel, +1.0)); /* Complete the lower triangle of the Hessian matrix */ for (i = 0; i < mfqP->n; i++) { for (j = i + 1; j < mfqP->n; j++) mfqP->Hres[j + mfqP->n * i] = mfqP->Hres[mfqP->n * j + i]; } PetscCall(MatSetValues(mfqP->subH, mfqP->n, mfqP->indices, mfqP->n, mfqP->indices, mfqP->Hres, INSERT_VALUES)); PetscCall(MatAssemblyBegin(mfqP->subH, MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(mfqP->subH, MAT_FINAL_ASSEMBLY)); PetscCall(TaoResetStatistics(mfqP->subtao)); /* PetscCall(TaoSetTolerances(mfqP->subtao,*gnorm,*gnorm,PETSC_CURRENT)); */ /* enforce bound constraints -- experimental */ if (tao->XU && tao->XL) { PetscCall(VecCopy(tao->XU, mfqP->subxu)); PetscCall(VecAXPY(mfqP->subxu, -1.0, tao->solution)); PetscCall(VecScale(mfqP->subxu, 1.0 / mfqP->delta)); PetscCall(VecCopy(tao->XL, mfqP->subxl)); PetscCall(VecAXPY(mfqP->subxl, -1.0, tao->solution)); PetscCall(VecScale(mfqP->subxl, 1.0 / mfqP->delta)); PetscCall(VecPointwiseMin(mfqP->subxu, mfqP->subxu, mfqP->subpdel)); PetscCall(VecPointwiseMax(mfqP->subxl, mfqP->subxl, mfqP->subndel)); } else { PetscCall(VecCopy(mfqP->subpdel, mfqP->subxu)); PetscCall(VecCopy(mfqP->subndel, mfqP->subxl)); } /* Make sure xu > xl */ PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu)); PetscCall(VecMax(mfqP->subpdel, NULL, &maxval)); PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "upper bound < lower bound in subproblem"); /* Make sure xu > tao->solution > xl */ PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx)); PetscCall(VecMax(mfqP->subpdel, NULL, &maxval)); PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess < lower bound in subproblem"); PetscCall(VecCopy(mfqP->subx, mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu)); PetscCall(VecMax(mfqP->subpdel, NULL, &maxval)); PetscCheck(maxval <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "initial guess > upper bound in subproblem"); PetscCall(TaoSolve(mfqP->subtao)); PetscCall(TaoGetSolutionStatus(mfqP->subtao, NULL, qmin, NULL, NULL, NULL, NULL)); /* test bounds post-solution*/ PetscCall(VecCopy(mfqP->subxl, mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subx)); PetscCall(VecMax(mfqP->subpdel, NULL, &maxval)); if (maxval > 1e-5) { PetscCall(PetscInfo(tao, "subproblem solution < lower bound\n")); tao->reason = TAO_DIVERGED_TR_REDUCTION; } PetscCall(VecCopy(mfqP->subx, mfqP->subpdel)); PetscCall(VecAXPY(mfqP->subpdel, -1.0, mfqP->subxu)); PetscCall(VecMax(mfqP->subpdel, NULL, &maxval)); if (maxval > 1e-5) { PetscCall(PetscInfo(tao, "subproblem solution > upper bound\n")); tao->reason = TAO_DIVERGED_TR_REDUCTION; } } else { 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)); } *qmin *= -1; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode pounders_update_res(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscInt i, row, col; PetscBLASInt blasn, blasn2, blasm, ione = 1; PetscReal zero = 0.0, one = 1.0, wii, factor; PetscFunctionBegin; PetscCall(PetscBLASIntCast(mfqP->n, &blasn)); PetscCall(PetscBLASIntCast(mfqP->m, &blasm)); PetscCall(PetscBLASIntCast(mfqP->n * mfqP->n, &blasn2)); for (i = 0; i < mfqP->n; i++) mfqP->Gres[i] = 0; for (i = 0; i < mfqP->n * mfqP->n; i++) mfqP->Hres[i] = 0; /* Compute Gres= sum_ij[wij * (cjgi + cigj)] */ if (tao->res_weights_v) { /* Vector(diagonal) weights: gres = sum_i(wii*ci*gi) */ for (i = 0; i < mfqP->m; i++) { PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &factor)); factor = factor * mfqP->C[i]; PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * i], &ione, mfqP->Gres, &ione)); } /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ /* vector(diagonal weights) Hres = sum_i(wii*(ci*Hi + gi * gi')*/ for (i = 0; i < mfqP->m; i++) { PetscCall(VecGetValues(tao->res_weights_v, 1, &i, &wii)); if (tao->niter > 1) { factor = wii * mfqP->C[i]; /* add wii * ci * Hi */ PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione)); } /* add wii * gi * gi' */ PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &wii, &mfqP->Fdiff[blasn * i], &blasn, &mfqP->Fdiff[blasn * i], &blasn, &one, mfqP->Hres, &blasn)); } } else if (tao->res_weights_w) { /* General case: .5 * Gres= sum_ij[wij * (cjgi + cigj)] */ for (i = 0; i < tao->res_weights_n; i++) { row = tao->res_weights_rows[i]; col = tao->res_weights_cols[i]; factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0; PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * row], &ione, mfqP->Gres, &ione)); factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0; PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn, &factor, &mfqP->Fdiff[blasn * col], &ione, mfqP->Gres, &ione)); } /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ /* .5 * sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ for (i = 0; i < tao->res_weights_n; i++) { row = tao->res_weights_rows[i]; col = tao->res_weights_cols[i]; factor = tao->res_weights_w[i] / 2.0; /* add wij * gi gj' + wij * gj gi' */ PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * row], &blasn, &mfqP->Fdiff[blasn * col], &blasn, &one, mfqP->Hres, &blasn)); PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &ione, &factor, &mfqP->Fdiff[blasn * col], &blasn, &mfqP->Fdiff[blasn * row], &blasn, &one, mfqP->Hres, &blasn)); } if (tao->niter > 1) { for (i = 0; i < tao->res_weights_n; i++) { row = tao->res_weights_rows[i]; col = tao->res_weights_cols[i]; /* add wij*cj*Hi */ factor = tao->res_weights_w[i] * mfqP->C[col] / 2.0; PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[row], &blasm, mfqP->Hres, &ione)); /* add wij*ci*Hj */ factor = tao->res_weights_w[i] * mfqP->C[row] / 2.0; PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[col], &blasm, mfqP->Hres, &ione)); } } } else { /* Default: Gres= sum_i[cigi] = G*c' */ PetscCall(PetscInfo(tao, "Identity weights\n")); PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->C, &ione, &zero, mfqP->Gres, &ione)); /* compute Hres = sum_ij [wij * (*ci*Hj + cj*Hi + gi gj' + gj gi') ] */ /* Hres = G*G' + 0.5 sum {F(xkin,i)*H(:,:,i)} */ PetscCallBLAS("BLASgemm", BLASgemm_("N", "T", &blasn, &blasn, &blasm, &one, mfqP->Fdiff, &blasn, mfqP->Fdiff, &blasn, &zero, mfqP->Hres, &blasn)); /* sum(F(xkin,i)*H(:,:,i)) */ if (tao->niter > 1) { for (i = 0; i < mfqP->m; i++) { factor = mfqP->C[i]; PetscCallBLAS("BLASaxpy", BLASaxpy_(&blasn2, &factor, &mfqP->H[i], &blasm, mfqP->Hres, &ione)); } } } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi) { /* 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] */ PetscInt i, j, k; PetscReal sqrt2 = PetscSqrtReal(2.0); PetscFunctionBegin; j = 0; for (i = 0; i < n; i++) { phi[j] = 0.5 * x[i] * x[i]; j++; for (k = i + 1; k < n; k++) { phi[j] = x[i] * x[k] / sqrt2; j++; } } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP) { /* Computes the parameters of the quadratic Q(x) = c + g'*x + 0.5*x*G*x' that satisfies the interpolation conditions Q(X[:,j]) = f(j) for j=1,...,m and with a Hessian matrix of least Frobenius norm */ /* NB --we are ignoring c */ PetscInt i, j, k, num, np = mfqP->nmodelpoints; PetscReal one = 1.0, zero = 0.0, negone = -1.0; PetscBLASInt blasnpmax, blasnplus1, blasnp, blasint, blasint2; PetscBLASInt info, ione = 1; PetscReal sqrt2 = PetscSqrtReal(2.0); PetscFunctionBegin; PetscCall(PetscBLASIntCast(mfqP->npmax, &blasnpmax)); PetscCall(PetscBLASIntCast(mfqP->n + 1, &blasnplus1)); PetscCall(PetscBLASIntCast(np, &blasnp)); PetscCall(PetscBLASIntCast(mfqP->n * (mfqP->n + 1) / 2, &blasint)); PetscCall(PetscBLASIntCast(np - mfqP->n - 1, &blasint2)); for (i = 0; i < mfqP->n * mfqP->m; i++) mfqP->Gdel[i] = 0; for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; i++) mfqP->Hdel[i] = 0; /* factor M */ PetscCallBLAS("LAPACKgetrf", LAPACKgetrf_(&blasnplus1, &blasnp, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &info)); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrf returned with value %" PetscBLASInt_FMT, info); if (np == mfqP->n + 1) { for (i = 0; i < mfqP->npmax - mfqP->n - 1; i++) mfqP->omega[i] = 0.0; for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->beta[i] = 0.0; } else { /* Let Ltmp = (L'*L) */ 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)); /* factor Ltmp */ PetscCallBLAS("LAPACKpotrf", LAPACKpotrf_("L", &blasint2, mfqP->L_tmp, &blasint, &info)); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrf returned with value %" PetscBLASInt_FMT, info); } for (k = 0; k < mfqP->m; k++) { if (np != mfqP->n + 1) { /* Solve L'*L*Omega = Z' * RESk*/ PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasnp, &blasint2, &one, mfqP->Z, &blasnpmax, &mfqP->RES[mfqP->npmax * k], &ione, &zero, mfqP->omega, &ione)); PetscCallBLAS("LAPACKpotrs", LAPACKpotrs_("L", &blasint2, &ione, mfqP->L_tmp, &blasint, mfqP->omega, &blasint2, &info)); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine potrs returned with value %" PetscBLASInt_FMT, info); /* Beta = L*Omega */ PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasint, &blasint2, &one, &mfqP->L[(mfqP->n + 1) * blasint], &blasint, mfqP->omega, &ione, &zero, mfqP->beta, &ione)); } /* solve M'*Alpha = RESk - N'*Beta */ PetscCallBLAS("BLASgemv", BLASgemv_("T", &blasint, &blasnp, &negone, mfqP->N, &blasint, mfqP->beta, &ione, &one, &mfqP->RES[mfqP->npmax * k], &ione)); PetscCallBLAS("LAPACKgetrs", LAPACKgetrs_("T", &blasnplus1, &ione, mfqP->M, &blasnplus1, mfqP->npmaxiwork, &mfqP->RES[mfqP->npmax * k], &blasnplus1, &info)); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine getrs returned with value %" PetscBLASInt_FMT, info); /* Gdel(:,k) = Alpha(2:n+1) */ for (i = 0; i < mfqP->n; i++) mfqP->Gdel[i + mfqP->n * k] = mfqP->RES[mfqP->npmax * k + i + 1]; /* Set Hdels */ num = 0; for (i = 0; i < mfqP->n; i++) { /* H[i,i,k] = Beta(num) */ mfqP->Hdel[(i * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num]; num++; for (j = i + 1; j < mfqP->n; j++) { /* H[i,j,k] = H[j,i,k] = Beta(num)/sqrt(2) */ mfqP->Hdel[(j * mfqP->n + i) * mfqP->m + k] = mfqP->beta[num] / sqrt2; mfqP->Hdel[(i * mfqP->n + j) * mfqP->m + k] = mfqP->beta[num] / sqrt2; num++; } } } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode morepoints(TAO_POUNDERS *mfqP) { /* Assumes mfqP->model_indices[0] is minimum index Finishes adding points to mfqP->model_indices (up to npmax) Computes L,Z,M,N np is actual number of points in model (should equal npmax?) */ PetscInt point, i, j, offset; PetscInt reject; PetscBLASInt blasn, blasnpmax, blasnplus1, info, blasnmax, blasint, blasint2, blasnp, blasmaxmn; const PetscReal *x; PetscReal normd; PetscFunctionBegin; PetscCall(PetscBLASIntCast(mfqP->npmax, &blasnpmax)); PetscCall(PetscBLASIntCast(mfqP->n, &blasn)); PetscCall(PetscBLASIntCast(mfqP->nmax, &blasnmax)); PetscCall(PetscBLASIntCast(mfqP->n + 1, &blasnplus1)); PetscCall(PetscBLASIntCast(mfqP->n, &blasnp)); /* Initialize M,N */ for (i = 0; i < mfqP->n + 1; i++) { PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x)); mfqP->M[(mfqP->n + 1) * i] = 1.0; for (j = 0; j < mfqP->n; j++) mfqP->M[j + 1 + ((mfqP->n + 1) * i)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->model_indices[i]], &x)); PetscCall(phi2eval(&mfqP->M[1 + ((mfqP->n + 1) * i)], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * i])); } /* Now we add points until we have npmax starting with the most recent ones */ point = mfqP->nHist - 1; mfqP->nmodelpoints = mfqP->n + 1; while (mfqP->nmodelpoints < mfqP->npmax && point >= 0) { /* Reject any points already in the model */ reject = 0; for (j = 0; j < mfqP->n + 1; j++) { if (point == mfqP->model_indices[j]) { reject = 1; break; } } /* Reject if norm(d) >c2 */ if (!reject) { PetscCall(VecCopy(mfqP->Xhist[point], mfqP->workxvec)); PetscCall(VecAXPY(mfqP->workxvec, -1.0, mfqP->Xhist[mfqP->minindex])); PetscCall(VecNorm(mfqP->workxvec, NORM_2, &normd)); normd /= mfqP->delta; if (normd > mfqP->c2) reject = 1; } if (reject) { point--; continue; } PetscCall(VecGetArrayRead(mfqP->Xhist[point], &x)); mfqP->M[(mfqP->n + 1) * mfqP->nmodelpoints] = 1.0; for (j = 0; j < mfqP->n; j++) mfqP->M[j + 1 + ((mfqP->n + 1) * mfqP->nmodelpoints)] = (x[j] - mfqP->xmin[j]) / mfqP->delta; PetscCall(VecRestoreArrayRead(mfqP->Xhist[point], &x)); PetscCall(phi2eval(&mfqP->M[1 + (mfqP->n + 1) * mfqP->nmodelpoints], mfqP->n, &mfqP->N[mfqP->n * (mfqP->n + 1) / 2 * (mfqP->nmodelpoints)])); /* Update QR factorization */ /* Copy M' to Q_tmp */ for (i = 0; i < mfqP->n + 1; i++) { for (j = 0; j < mfqP->npmax; j++) mfqP->Q_tmp[j + mfqP->npmax * i] = mfqP->M[i + (mfqP->n + 1) * j]; } PetscCall(PetscBLASIntCast(mfqP->nmodelpoints + 1, &blasnp)); /* Q_tmp,R = qr(M') */ PetscCall(PetscBLASIntCast(PetscMax(mfqP->m, mfqP->n + 1), &blasmaxmn)); PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->mwork, &blasmaxmn, &info)); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine geqrf returned with value %" PetscBLASInt_FMT, info); /* Reject if min(svd(N*Q(:,n+2:np+1)) <= theta2 */ /* L = N*Qtmp */ PetscCall(PetscBLASIntCast(mfqP->n * (mfqP->n + 1) / 2, &blasint2)); /* Copy N to L_tmp */ for (i = 0; i < mfqP->n * (mfqP->n + 1) / 2 * mfqP->npmax; i++) mfqP->L_tmp[i] = mfqP->N[i]; /* Copy L_save to L_tmp */ /* L_tmp = N*Qtmp' */ PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasint2, &blasnp, &blasnplus1, mfqP->Q_tmp, &blasnpmax, mfqP->tau_tmp, mfqP->L_tmp, &blasint2, mfqP->npmaxwork, &blasnmax, &info)); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info); /* Copy L_tmp to L_save */ for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L_save[i] = mfqP->L_tmp[i]; /* Get svd for L_tmp(:,n+2:np+1) (L_tmp is modified in process) */ PetscCall(PetscBLASIntCast(mfqP->nmodelpoints - mfqP->n, &blasint)); PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF)); 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)); PetscCall(PetscFPTrapPop()); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine gesvd returned with value %" PetscBLASInt_FMT, info); if (mfqP->beta[PetscMin(blasint, blasint2) - 1] > mfqP->theta2) { /* accept point */ mfqP->model_indices[mfqP->nmodelpoints] = point; /* Copy Q_tmp to Q */ for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Q[i] = mfqP->Q_tmp[i]; for (i = 0; i < mfqP->npmax; i++) mfqP->tau[i] = mfqP->tau_tmp[i]; mfqP->nmodelpoints++; PetscCall(PetscBLASIntCast(mfqP->nmodelpoints, &blasnp)); /* Copy L_save to L */ for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L[i] = mfqP->L_save[i]; } point--; } PetscCall(PetscBLASIntCast(mfqP->nmodelpoints, &blasnp)); /* Copy Q(:,n+2:np) to Z */ /* First set Q_tmp to I */ for (i = 0; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Q_tmp[i] = 0.0; for (i = 0; i < mfqP->npmax; i++) mfqP->Q_tmp[i + mfqP->npmax * i] = 1.0; /* Q_tmp = I * Q */ PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasnp, &blasnp, &blasnplus1, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info)); PetscCheck(info == 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "LAPACK routine ormqr returned with value %" PetscBLASInt_FMT, info); /* Copy Q_tmp(:,n+2:np) to Z) */ offset = mfqP->npmax * (mfqP->n + 1); for (i = offset; i < mfqP->npmax * mfqP->npmax; i++) mfqP->Z[i - offset] = mfqP->Q_tmp[i]; if (mfqP->nmodelpoints == mfqP->n + 1) { /* Set L to I_{n+1} */ for (i = 0; i < mfqP->npmax * mfqP->n * (mfqP->n + 1) / 2; i++) mfqP->L[i] = 0.0; for (i = 0; i < mfqP->n; i++) mfqP->L[(mfqP->n * (mfqP->n + 1) / 2) * i + i] = 1.0; } PetscFunctionReturn(PETSC_SUCCESS); } /* Only call from modelimprove, addpoint() needs ->Q_tmp and ->work to be set */ static PetscErrorCode addpoint(Tao tao, TAO_POUNDERS *mfqP, PetscInt index) { PetscFunctionBegin; /* Create new vector in history: X[newidx] = X[mfqP->index] + delta*X[index]*/ PetscCall(VecDuplicate(mfqP->Xhist[0], &mfqP->Xhist[mfqP->nHist])); PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, &mfqP->Q_tmp[index * mfqP->npmax], INSERT_VALUES)); PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist])); PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist])); PetscCall(VecAYPX(mfqP->Xhist[mfqP->nHist], mfqP->delta, mfqP->Xhist[mfqP->minindex])); /* Project into feasible region */ if (tao->XU && tao->XL) PetscCall(VecMedian(mfqP->Xhist[mfqP->nHist], tao->XL, tao->XU, mfqP->Xhist[mfqP->nHist])); /* Compute value of new vector */ PetscCall(VecDuplicate(mfqP->Fhist[0], &mfqP->Fhist[mfqP->nHist])); CHKMEMQ; PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist])); /* Add new vector to model */ mfqP->model_indices[mfqP->nmodelpoints] = mfqP->nHist; mfqP->nmodelpoints++; mfqP->nHist++; PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode modelimprove(Tao tao, TAO_POUNDERS *mfqP, PetscInt addallpoints) { /* modeld = Q(:,np+1:n)' */ PetscInt i, j, minindex = 0; PetscReal dp, half = 0.5, one = 1.0, minvalue = PETSC_INFINITY; PetscBLASInt blasn, blasnpmax, blask, info; PetscBLASInt blas1 = 1, blasnmax; PetscFunctionBegin; PetscCall(PetscBLASIntCast(mfqP->n, &blasn)); PetscCall(PetscBLASIntCast(mfqP->npmax, &blasnpmax)); PetscCall(PetscBLASIntCast(mfqP->nmodelpoints, &blask)); PetscCall(PetscBLASIntCast(mfqP->nmax, &blasnmax)); /* Qtmp = I(n x n) */ for (i = 0; i < mfqP->n; i++) { for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[i + mfqP->npmax * j] = 0.0; } for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[j + mfqP->npmax * j] = 1.0; /* Qtmp = Q * I */ PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &blasn, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->Q_tmp, &blasnpmax, mfqP->npmaxwork, &blasnmax, &info)); for (i = mfqP->nmodelpoints; i < mfqP->n; i++) { PetscCallBLAS("BLASdot", dp = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->Gres, &blas1)); if (dp > 0.0) { /* Model says use the other direction! */ for (j = 0; j < mfqP->n; j++) mfqP->Q_tmp[i * mfqP->npmax + j] *= -1; } /* mfqP->work[i] = Cres+Modeld(i,:)*(Gres+.5*Hres*Modeld(i,:)') */ for (j = 0; j < mfqP->n; j++) mfqP->work2[j] = mfqP->Gres[j]; PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &half, mfqP->Hres, &blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, &one, mfqP->work2, &blas1)); PetscCallBLAS("BLASdot", mfqP->work[i] = BLASdot_(&blasn, &mfqP->Q_tmp[i * mfqP->npmax], &blas1, mfqP->work2, &blas1)); if (i == mfqP->nmodelpoints || mfqP->work[i] < minvalue) { minindex = i; minvalue = mfqP->work[i]; } if (addallpoints != 0) PetscCall(addpoint(tao, mfqP, i)); } if (!addallpoints) PetscCall(addpoint(tao, mfqP, minindex)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, PetscReal c) { PetscInt i, j; PetscBLASInt blasm, blasj, blask, blasn, ione = 1, info; PetscBLASInt blasnpmax, blasmaxmn; PetscReal proj, normd; const PetscReal *x; PetscFunctionBegin; PetscCall(PetscBLASIntCast(mfqP->npmax, &blasnpmax)); PetscCall(PetscBLASIntCast(mfqP->m, &blasm)); PetscCall(PetscBLASIntCast(mfqP->n, &blasn)); for (i = mfqP->nHist - 1; i >= 0; i--) { PetscCall(VecGetArrayRead(mfqP->Xhist[i], &x)); for (j = 0; j < mfqP->n; j++) mfqP->work[j] = (x[j] - xmin[j]) / mfqP->delta; PetscCall(VecRestoreArrayRead(mfqP->Xhist[i], &x)); PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, mfqP->work2, &ione)); PetscCallBLAS("BLASnrm2", normd = BLASnrm2_(&blasn, mfqP->work, &ione)); if (normd <= c) { PetscCall(PetscBLASIntCast(PetscMax(mfqP->n - mfqP->nmodelpoints, 0), &blasj)); if (!mfqP->q_is_I) { /* project D onto null */ PetscCall(PetscBLASIntCast(mfqP->nmodelpoints, &blask)); PetscCallBLAS("LAPACKormqr", LAPACKormqr_("R", "N", &ione, &blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->work2, &ione, mfqP->mwork, &blasm, &info)); PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "ormqr returned value %" PetscBLASInt_FMT, info); } PetscCallBLAS("BLASnrm2", proj = BLASnrm2_(&blasj, &mfqP->work2[mfqP->nmodelpoints], &ione)); if (proj >= mfqP->theta1) { /* add this index to model */ mfqP->model_indices[mfqP->nmodelpoints] = i; mfqP->nmodelpoints++; PetscCallBLAS("BLAScopy", BLAScopy_(&blasn, mfqP->work, &ione, &mfqP->Q_tmp[mfqP->npmax * (mfqP->nmodelpoints - 1)], &ione)); PetscCall(PetscBLASIntCast(mfqP->npmax * (mfqP->nmodelpoints), &blask)); PetscCallBLAS("BLAScopy", BLAScopy_(&blask, mfqP->Q_tmp, &ione, mfqP->Q, &ione)); PetscCall(PetscBLASIntCast(mfqP->nmodelpoints, &blask)); PetscCall(PetscBLASIntCast(PetscMax(mfqP->m, mfqP->n), &blasmaxmn)); PetscCallBLAS("LAPACKgeqrf", LAPACKgeqrf_(&blasn, &blask, mfqP->Q, &blasnpmax, mfqP->tau, mfqP->mwork, &blasmaxmn, &info)); PetscCheck(info >= 0, PETSC_COMM_SELF, PETSC_ERR_LIB, "geqrf returned value %" PetscBLASInt_FMT, info); mfqP->q_is_I = 0; } if (mfqP->nmodelpoints == mfqP->n) break; } } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoSolve_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscInt i, ii, j, k, l; PetscReal step = 1.0; PetscInt low, high; PetscReal minnorm; PetscReal *x, *f; const PetscReal *xmint, *fmin; PetscReal deltaold; PetscReal gnorm; PetscBLASInt info, ione = 1, iblas; PetscBool valid, same; PetscReal mdec, rho, normxsp; PetscReal one = 1.0, zero = 0.0, ratio; PetscBLASInt blasm, blasn, blasncopy, blasnpmax; static PetscBool set = PETSC_FALSE; /* n = # of parameters m = dimension (components) of function */ PetscFunctionBegin; PetscCall(PetscCitationsRegister("@article{UNEDF0,\n" "title = {Nuclear energy density optimization},\n" "author = {Kortelainen, M. and Lesinski, T. and Mor\'e, J. and Nazarewicz, W.\n" " and Sarich, J. and Schunck, N. and Stoitsov, M. V. and Wild, S. },\n" "journal = {Phys. Rev. C},\n" "volume = {82},\n" "number = {2},\n" "pages = {024313},\n" "numpages = {18},\n" "year = {2010},\n" "month = {Aug},\n" "doi = {10.1103/PhysRevC.82.024313}\n}\n", &set)); tao->niter = 0; if (tao->XL && tao->XU) { /* Check x0 <= XU */ PetscReal val; PetscCall(VecCopy(tao->solution, mfqP->Xhist[0])); PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU)); PetscCall(VecMax(mfqP->Xhist[0], NULL, &val)); PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 > upper bound"); /* Check x0 >= xl */ PetscCall(VecCopy(tao->XL, mfqP->Xhist[0])); PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->solution)); PetscCall(VecMax(mfqP->Xhist[0], NULL, &val)); PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 < lower bound"); /* Check x0 + delta < XU -- should be able to get around this eventually */ PetscCall(VecSet(mfqP->Xhist[0], mfqP->delta)); PetscCall(VecAXPY(mfqP->Xhist[0], 1.0, tao->solution)); PetscCall(VecAXPY(mfqP->Xhist[0], -1.0, tao->XU)); PetscCall(VecMax(mfqP->Xhist[0], NULL, &val)); PetscCheck(val <= 1e-10, PetscObjectComm((PetscObject)tao), PETSC_ERR_ARG_OUTOFRANGE, "X0 + delta > upper bound"); } PetscCall(PetscBLASIntCast(mfqP->m, &blasm)); PetscCall(PetscBLASIntCast(mfqP->n, &blasn)); PetscCall(PetscBLASIntCast(mfqP->npmax, &blasnpmax)); for (i = 0; i < mfqP->n * mfqP->n * mfqP->m; ++i) mfqP->H[i] = 0; PetscCall(VecCopy(tao->solution, mfqP->Xhist[0])); /* This provides enough information to approximate the gradient of the objective */ /* using a forward difference scheme. */ PetscCall(PetscInfo(tao, "Initialize simplex; delta = %10.9e\n", (double)mfqP->delta)); PetscCall(pounders_feval(tao, mfqP->Xhist[0], mfqP->Fhist[0], &mfqP->Fres[0])); mfqP->minindex = 0; minnorm = mfqP->Fres[0]; PetscCall(VecGetOwnershipRange(mfqP->Xhist[0], &low, &high)); for (i = 1; i < mfqP->n + 1; ++i) { PetscCall(VecCopy(mfqP->Xhist[0], mfqP->Xhist[i])); if (i - 1 >= low && i - 1 < high) { PetscCall(VecGetArray(mfqP->Xhist[i], &x)); x[i - 1 - low] += mfqP->delta; PetscCall(VecRestoreArray(mfqP->Xhist[i], &x)); } CHKMEMQ; PetscCall(pounders_feval(tao, mfqP->Xhist[i], mfqP->Fhist[i], &mfqP->Fres[i])); if (mfqP->Fres[i] < minnorm) { mfqP->minindex = i; minnorm = mfqP->Fres[i]; } } PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution)); PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res)); PetscCall(PetscInfo(tao, "Finalize simplex; minnorm = %10.9e\n", (double)minnorm)); /* Gather mpi vecs to one big local vec */ /* Begin serial code */ /* Disp[i] = Xi-xmin, i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ /* Fdiff[i] = (Fi-Fmin)', i=1,..,mfqP->minindex-1,mfqP->minindex+1,..,n */ /* (Column oriented for blas calls) */ ii = 0; PetscCall(PetscInfo(tao, "Build matrix: %d\n", mfqP->size)); if (1 == mfqP->size) { PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint)); for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i]; PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint)); PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin)); for (i = 0; i < mfqP->n + 1; i++) { if (i == mfqP->minindex) continue; PetscCall(VecGetArray(mfqP->Xhist[i], &x)); for (j = 0; j < mfqP->n; j++) mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta; PetscCall(VecRestoreArray(mfqP->Xhist[i], &x)); PetscCall(VecGetArray(mfqP->Fhist[i], &f)); for (j = 0; j < mfqP->m; j++) mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j]; PetscCall(VecRestoreArray(mfqP->Fhist[i], &f)); mfqP->model_indices[ii++] = i; } for (j = 0; j < mfqP->m; j++) mfqP->C[j] = fmin[j]; PetscCall(VecRestoreArrayRead(mfqP->Fhist[mfqP->minindex], &fmin)); } else { PetscCall(VecSet(mfqP->localxmin, 0)); PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[mfqP->minindex], mfqP->localxmin, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecGetArrayRead(mfqP->localxmin, &xmint)); for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i]; PetscCall(VecRestoreArrayRead(mfqP->localxmin, &xmint)); PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[mfqP->minindex], mfqP->localfmin, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecGetArrayRead(mfqP->localfmin, &fmin)); for (i = 0; i < mfqP->n + 1; i++) { if (i == mfqP->minindex) continue; PetscCall(VecScatterBegin(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterx, mfqP->Xhist[ii], mfqP->localx, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecGetArray(mfqP->localx, &x)); for (j = 0; j < mfqP->n; j++) mfqP->Disp[ii + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / mfqP->delta; PetscCall(VecRestoreArray(mfqP->localx, &x)); PetscCall(VecScatterBegin(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecScatterEnd(mfqP->scatterf, mfqP->Fhist[ii], mfqP->localf, INSERT_VALUES, SCATTER_FORWARD)); PetscCall(VecGetArray(mfqP->localf, &f)); for (j = 0; j < mfqP->m; j++) mfqP->Fdiff[ii + mfqP->n * j] = f[j] - fmin[j]; PetscCall(VecRestoreArray(mfqP->localf, &f)); mfqP->model_indices[ii++] = i; } for (j = 0; j < mfqP->m; j++) mfqP->C[j] = fmin[j]; PetscCall(VecRestoreArrayRead(mfqP->localfmin, &fmin)); } /* Determine the initial quadratic models */ /* G = D(ModelIn,:) \ (F(ModelIn,1:m)-repmat(F(xkin,1:m),n,1)); */ /* D (nxn) Fdiff (nxm) => G (nxm) */ blasncopy = blasn; PetscCallBLAS("LAPACKgesv", LAPACKgesv_(&blasn, &blasm, mfqP->Disp, &blasnpmax, mfqP->iwork, mfqP->Fdiff, &blasncopy, &info)); PetscCall(PetscInfo(tao, "Linear solve return: %" PetscBLASInt_FMT "\n", info)); PetscCall(pounders_update_res(tao)); valid = PETSC_TRUE; PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES)); PetscCall(VecAssemblyBegin(tao->gradient)); PetscCall(VecAssemblyEnd(tao->gradient)); PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm)); gnorm *= mfqP->delta; PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution)); tao->reason = TAO_CONTINUE_ITERATING; PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its)); PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step)); PetscUseTypeMethod(tao, convergencetest, tao->cnvP); mfqP->nHist = mfqP->n + 1; mfqP->nmodelpoints = mfqP->n + 1; PetscCall(PetscInfo(tao, "Initial gradient: %20.19e\n", (double)gnorm)); while (tao->reason == TAO_CONTINUE_ITERATING) { PetscReal gnm = 1e-4; /* Call general purpose update function */ PetscTryTypeMethod(tao, update, tao->niter, tao->user_update); tao->niter++; /* Solve the subproblem min{Q(s): ||s|| <= 1.0} */ PetscCall(gqtwrap(tao, &gnm, &mdec)); /* Evaluate the function at the new point */ for (i = 0; i < mfqP->n; i++) mfqP->work[i] = mfqP->Xsubproblem[i] * mfqP->delta + mfqP->xmin[i]; PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[mfqP->nHist])); PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[mfqP->nHist])); PetscCall(VecSetValues(mfqP->Xhist[mfqP->nHist], mfqP->n, mfqP->indices, mfqP->work, INSERT_VALUES)); PetscCall(VecAssemblyBegin(mfqP->Xhist[mfqP->nHist])); PetscCall(VecAssemblyEnd(mfqP->Xhist[mfqP->nHist])); PetscCall(pounders_feval(tao, mfqP->Xhist[mfqP->nHist], mfqP->Fhist[mfqP->nHist], &mfqP->Fres[mfqP->nHist])); rho = (mfqP->Fres[mfqP->minindex] - mfqP->Fres[mfqP->nHist]) / mdec; mfqP->nHist++; /* Update the center */ if ((rho >= mfqP->eta1) || (rho > mfqP->eta0 && valid == PETSC_TRUE)) { /* Update model to reflect new base point */ for (i = 0; i < mfqP->n; i++) mfqP->work[i] = (mfqP->work[i] - mfqP->xmin[i]) / mfqP->delta; for (j = 0; j < mfqP->m; j++) { /* C(j) = C(j) + work*G(:,j) + .5*work*H(:,:,j)*work'; G(:,j) = G(:,j) + H(:,:,j)*work' */ for (k = 0; k < mfqP->n; k++) { mfqP->work2[k] = 0.0; for (l = 0; l < mfqP->n; l++) mfqP->work2[k] += mfqP->H[j + mfqP->m * (k + l * mfqP->n)] * mfqP->work[l]; } for (i = 0; i < mfqP->n; i++) { mfqP->C[j] += mfqP->work[i] * (mfqP->Fdiff[i + mfqP->n * j] + 0.5 * mfqP->work2[i]); mfqP->Fdiff[i + mfqP->n * j] += mfqP->work2[i]; } } /* Cres += work*Gres + .5*work*Hres*work'; Gres += Hres*work'; */ PetscCallBLAS("BLASgemv", BLASgemv_("N", &blasn, &blasn, &one, mfqP->Hres, &blasn, mfqP->work, &ione, &zero, mfqP->work2, &ione)); for (i = 0; i < mfqP->n; i++) mfqP->Gres[i] += mfqP->work2[i]; mfqP->minindex = mfqP->nHist - 1; minnorm = mfqP->Fres[mfqP->minindex]; PetscCall(VecCopy(mfqP->Fhist[mfqP->minindex], tao->ls_res)); /* Change current center */ PetscCall(VecGetArrayRead(mfqP->Xhist[mfqP->minindex], &xmint)); for (i = 0; i < mfqP->n; i++) mfqP->xmin[i] = xmint[i]; PetscCall(VecRestoreArrayRead(mfqP->Xhist[mfqP->minindex], &xmint)); } /* Evaluate at a model-improving point if necessary */ if (valid == PETSC_FALSE) { mfqP->q_is_I = 1; mfqP->nmodelpoints = 0; PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1)); if (mfqP->nmodelpoints < mfqP->n) { PetscCall(PetscInfo(tao, "Model not valid -- model-improving\n")); PetscCall(modelimprove(tao, mfqP, 1)); } } /* Update the trust region radius */ deltaold = mfqP->delta; normxsp = 0; for (i = 0; i < mfqP->n; i++) normxsp += mfqP->Xsubproblem[i] * mfqP->Xsubproblem[i]; normxsp = PetscSqrtReal(normxsp); if (rho >= mfqP->eta1 && normxsp > 0.5 * mfqP->delta) { mfqP->delta = PetscMin(mfqP->delta * mfqP->gamma1, mfqP->deltamax); } else if (valid == PETSC_TRUE) { mfqP->delta = PetscMax(mfqP->delta * mfqP->gamma0, mfqP->deltamin); } /* Compute the next interpolation set */ mfqP->q_is_I = 1; mfqP->nmodelpoints = 0; PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c1 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c1)); PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c1)); if (mfqP->nmodelpoints == mfqP->n) { valid = PETSC_TRUE; } else { valid = PETSC_FALSE; PetscCall(PetscInfo(tao, "Affine Points: xmin = %20.19e, c2 = %20.19e\n", (double)*mfqP->xmin, (double)mfqP->c2)); PetscCall(affpoints(mfqP, mfqP->xmin, mfqP->c2)); if (mfqP->n > mfqP->nmodelpoints) { PetscCall(PetscInfo(tao, "Model not valid -- adding geometry points\n")); PetscCall(modelimprove(tao, mfqP, mfqP->n - mfqP->nmodelpoints)); } } for (i = mfqP->nmodelpoints; i > 0; i--) mfqP->model_indices[i] = mfqP->model_indices[i - 1]; mfqP->nmodelpoints++; mfqP->model_indices[0] = mfqP->minindex; PetscCall(morepoints(mfqP)); for (i = 0; i < mfqP->nmodelpoints; i++) { PetscCall(VecGetArray(mfqP->Xhist[mfqP->model_indices[i]], &x)); for (j = 0; j < mfqP->n; j++) mfqP->Disp[i + mfqP->npmax * j] = (x[j] - mfqP->xmin[j]) / deltaold; PetscCall(VecRestoreArray(mfqP->Xhist[mfqP->model_indices[i]], &x)); PetscCall(VecGetArray(mfqP->Fhist[mfqP->model_indices[i]], &f)); for (j = 0; j < mfqP->m; j++) { for (k = 0; k < mfqP->n; k++) { mfqP->work[k] = 0.0; 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]; } 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]); } PetscCall(VecRestoreArray(mfqP->Fhist[mfqP->model_indices[i]], &f)); } /* Update the quadratic model */ PetscCall(PetscInfo(tao, "Get Quad, size: %" PetscInt_FMT ", points: %" PetscInt_FMT "\n", mfqP->n, mfqP->nmodelpoints)); PetscCall(getquadpounders(mfqP)); PetscCall(VecGetArrayRead(mfqP->Fhist[mfqP->minindex], &fmin)); PetscCallBLAS("BLAScopy", BLAScopy_(&blasm, fmin, &ione, mfqP->C, &ione)); /* G = G*(delta/deltaold) + Gdel */ ratio = mfqP->delta / deltaold; iblas = blasm * blasn; PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->Fdiff, &ione)); PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Gdel, &ione, mfqP->Fdiff, &ione)); /* H = H*(delta/deltaold)^2 + Hdel */ iblas = blasm * blasn * blasn; ratio *= ratio; PetscCallBLAS("BLASscal", BLASscal_(&iblas, &ratio, mfqP->H, &ione)); PetscCallBLAS("BLASaxpy", BLASaxpy_(&iblas, &one, mfqP->Hdel, &ione, mfqP->H, &ione)); /* Get residuals */ PetscCall(pounders_update_res(tao)); /* Export solution and gradient residual to TAO */ PetscCall(VecCopy(mfqP->Xhist[mfqP->minindex], tao->solution)); PetscCall(VecSetValues(tao->gradient, mfqP->n, mfqP->indices, mfqP->Gres, INSERT_VALUES)); PetscCall(VecAssemblyBegin(tao->gradient)); PetscCall(VecAssemblyEnd(tao->gradient)); PetscCall(VecNorm(tao->gradient, NORM_2, &gnorm)); gnorm *= mfqP->delta; /* final criticality test */ PetscCall(TaoLogConvergenceHistory(tao, minnorm, gnorm, 0.0, tao->ksp_its)); PetscCall(TaoMonitor(tao, tao->niter, minnorm, gnorm, 0.0, step)); PetscUseTypeMethod(tao, convergencetest, tao->cnvP); /* test for repeated model */ if (mfqP->nmodelpoints == mfqP->last_nmodelpoints) { same = PETSC_TRUE; } else { same = PETSC_FALSE; } for (i = 0; i < mfqP->nmodelpoints; i++) { if (same) { if (mfqP->model_indices[i] == mfqP->last_model_indices[i]) { same = PETSC_TRUE; } else { same = PETSC_FALSE; } } mfqP->last_model_indices[i] = mfqP->model_indices[i]; } mfqP->last_nmodelpoints = mfqP->nmodelpoints; if (same && mfqP->delta == deltaold) { PetscCall(PetscInfo(tao, "Identical model used in successive iterations\n")); tao->reason = TAO_CONVERGED_STEPTOL; } } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoSetUp_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscInt i, j; IS isfloc, isfglob, isxloc, isxglob; PetscFunctionBegin; if (!tao->gradient) PetscCall(VecDuplicate(tao->solution, &tao->gradient)); if (!tao->stepdirection) PetscCall(VecDuplicate(tao->solution, &tao->stepdirection)); PetscCall(VecGetSize(tao->solution, &mfqP->n)); PetscCall(VecGetSize(tao->ls_res, &mfqP->m)); mfqP->c1 = PetscSqrtReal((PetscReal)mfqP->n); if (mfqP->npmax == PETSC_CURRENT) mfqP->npmax = 2 * mfqP->n + 1; mfqP->npmax = PetscMin((mfqP->n + 1) * (mfqP->n + 2) / 2, mfqP->npmax); mfqP->npmax = PetscMax(mfqP->npmax, mfqP->n + 2); PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Xhist)); PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fhist)); for (i = 0; i < mfqP->n + 1; i++) { PetscCall(VecDuplicate(tao->solution, &mfqP->Xhist[i])); PetscCall(VecDuplicate(tao->ls_res, &mfqP->Fhist[i])); } PetscCall(VecDuplicate(tao->solution, &mfqP->workxvec)); PetscCall(VecDuplicate(tao->ls_res, &mfqP->workfvec)); mfqP->nHist = 0; PetscCall(PetscMalloc1(tao->max_funcs + 100, &mfqP->Fres)); PetscCall(PetscMalloc1(mfqP->npmax * mfqP->m, &mfqP->RES)); PetscCall(PetscMalloc1(mfqP->n, &mfqP->work)); PetscCall(PetscMalloc1(mfqP->n, &mfqP->work2)); PetscCall(PetscMalloc1(mfqP->n, &mfqP->work3)); PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n + 1), &mfqP->mwork)); PetscCall(PetscMalloc1(mfqP->npmax - mfqP->n - 1, &mfqP->omega)); PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2, &mfqP->beta)); PetscCall(PetscMalloc1(mfqP->n + 1, &mfqP->alpha)); PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->H)); PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q)); PetscCall(PetscMalloc1(mfqP->npmax * mfqP->npmax, &mfqP->Q_tmp)); PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L)); PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_tmp)); PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->L_save)); PetscCall(PetscMalloc1(mfqP->n * (mfqP->n + 1) / 2 * (mfqP->npmax), &mfqP->N)); PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->n + 1), &mfqP->M)); PetscCall(PetscMalloc1(mfqP->npmax * (mfqP->npmax - mfqP->n - 1), &mfqP->Z)); PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau)); PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->tau_tmp)); mfqP->nmax = PetscMax(5 * mfqP->npmax, mfqP->n * (mfqP->n + 1) / 2); PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxwork)); PetscCall(PetscMalloc1(mfqP->nmax, &mfqP->npmaxiwork)); PetscCall(PetscMalloc1(mfqP->n, &mfqP->xmin)); PetscCall(PetscMalloc1(mfqP->m, &mfqP->C)); PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Fdiff)); PetscCall(PetscMalloc1(mfqP->npmax * mfqP->n, &mfqP->Disp)); PetscCall(PetscMalloc1(mfqP->n, &mfqP->Gres)); PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Hres)); PetscCall(PetscMalloc1(mfqP->n * mfqP->n, &mfqP->Gpoints)); PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->model_indices)); PetscCall(PetscMalloc1(mfqP->npmax, &mfqP->last_model_indices)); PetscCall(PetscMalloc1(mfqP->n, &mfqP->Xsubproblem)); PetscCall(PetscMalloc1(mfqP->m * mfqP->n, &mfqP->Gdel)); PetscCall(PetscMalloc1(mfqP->n * mfqP->n * mfqP->m, &mfqP->Hdel)); PetscCall(PetscMalloc1(PetscMax(mfqP->m, mfqP->n), &mfqP->indices)); PetscCall(PetscMalloc1(mfqP->n, &mfqP->iwork)); PetscCall(PetscMalloc1(mfqP->m * mfqP->m, &mfqP->w)); for (i = 0; i < mfqP->m; i++) { for (j = 0; j < mfqP->m; j++) { if (i == j) { mfqP->w[i + mfqP->m * j] = 1.0; } else { mfqP->w[i + mfqP->m * j] = 0.0; } } } for (i = 0; i < PetscMax(mfqP->m, mfqP->n); i++) mfqP->indices[i] = i; PetscCallMPI(MPI_Comm_size(((PetscObject)tao)->comm, &mfqP->size)); if (mfqP->size > 1) { PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localx)); PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->localxmin)); PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localf)); PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->m, &mfqP->localfmin)); PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxloc)); PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->n, 0, 1, &isxglob)); PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfloc)); PetscCall(ISCreateStride(MPI_COMM_SELF, mfqP->m, 0, 1, &isfglob)); PetscCall(VecScatterCreate(tao->solution, isxglob, mfqP->localx, isxloc, &mfqP->scatterx)); PetscCall(VecScatterCreate(tao->ls_res, isfglob, mfqP->localf, isfloc, &mfqP->scatterf)); PetscCall(ISDestroy(&isxloc)); PetscCall(ISDestroy(&isxglob)); PetscCall(ISDestroy(&isfloc)); PetscCall(ISDestroy(&isfglob)); } if (!mfqP->usegqt) { KSP ksp; PC pc; PetscCall(VecCreateSeqWithArray(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Xsubproblem, &mfqP->subx)); PetscCall(VecCreateSeq(PETSC_COMM_SELF, mfqP->n, &mfqP->subxl)); PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subb)); PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subxu)); PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subpdel)); PetscCall(VecDuplicate(mfqP->subxl, &mfqP->subndel)); PetscCall(TaoCreate(PETSC_COMM_SELF, &mfqP->subtao)); PetscCall(PetscObjectIncrementTabLevel((PetscObject)mfqP->subtao, (PetscObject)tao, 1)); PetscCall(TaoSetType(mfqP->subtao, TAOBNTR)); PetscCall(TaoSetOptionsPrefix(mfqP->subtao, "pounders_subsolver_")); PetscCall(TaoSetSolution(mfqP->subtao, mfqP->subx)); PetscCall(TaoSetObjectiveAndGradient(mfqP->subtao, NULL, pounders_fg, (void *)mfqP)); PetscCall(TaoSetMaximumIterations(mfqP->subtao, mfqP->gqt_maxits)); PetscCall(TaoSetFromOptions(mfqP->subtao)); PetscCall(TaoGetKSP(mfqP->subtao, &ksp)); if (ksp) { PetscCall(KSPGetPC(ksp, &pc)); PetscCall(PCSetType(pc, PCNONE)); } PetscCall(TaoSetVariableBounds(mfqP->subtao, mfqP->subxl, mfqP->subxu)); PetscCall(MatCreateSeqDense(PETSC_COMM_SELF, mfqP->n, mfqP->n, mfqP->Hres, &mfqP->subH)); PetscCall(TaoSetHessian(mfqP->subtao, mfqP->subH, mfqP->subH, pounders_h, (void *)mfqP)); } PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoDestroy_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscInt i; PetscFunctionBegin; if (!mfqP->usegqt) { PetscCall(TaoDestroy(&mfqP->subtao)); PetscCall(VecDestroy(&mfqP->subx)); PetscCall(VecDestroy(&mfqP->subxl)); PetscCall(VecDestroy(&mfqP->subxu)); PetscCall(VecDestroy(&mfqP->subb)); PetscCall(VecDestroy(&mfqP->subpdel)); PetscCall(VecDestroy(&mfqP->subndel)); PetscCall(MatDestroy(&mfqP->subH)); } PetscCall(PetscFree(mfqP->Fres)); PetscCall(PetscFree(mfqP->RES)); PetscCall(PetscFree(mfqP->work)); PetscCall(PetscFree(mfqP->work2)); PetscCall(PetscFree(mfqP->work3)); PetscCall(PetscFree(mfqP->mwork)); PetscCall(PetscFree(mfqP->omega)); PetscCall(PetscFree(mfqP->beta)); PetscCall(PetscFree(mfqP->alpha)); PetscCall(PetscFree(mfqP->H)); PetscCall(PetscFree(mfqP->Q)); PetscCall(PetscFree(mfqP->Q_tmp)); PetscCall(PetscFree(mfqP->L)); PetscCall(PetscFree(mfqP->L_tmp)); PetscCall(PetscFree(mfqP->L_save)); PetscCall(PetscFree(mfqP->N)); PetscCall(PetscFree(mfqP->M)); PetscCall(PetscFree(mfqP->Z)); PetscCall(PetscFree(mfqP->tau)); PetscCall(PetscFree(mfqP->tau_tmp)); PetscCall(PetscFree(mfqP->npmaxwork)); PetscCall(PetscFree(mfqP->npmaxiwork)); PetscCall(PetscFree(mfqP->xmin)); PetscCall(PetscFree(mfqP->C)); PetscCall(PetscFree(mfqP->Fdiff)); PetscCall(PetscFree(mfqP->Disp)); PetscCall(PetscFree(mfqP->Gres)); PetscCall(PetscFree(mfqP->Hres)); PetscCall(PetscFree(mfqP->Gpoints)); PetscCall(PetscFree(mfqP->model_indices)); PetscCall(PetscFree(mfqP->last_model_indices)); PetscCall(PetscFree(mfqP->Xsubproblem)); PetscCall(PetscFree(mfqP->Gdel)); PetscCall(PetscFree(mfqP->Hdel)); PetscCall(PetscFree(mfqP->indices)); PetscCall(PetscFree(mfqP->iwork)); PetscCall(PetscFree(mfqP->w)); for (i = 0; i < mfqP->nHist; i++) { PetscCall(VecDestroy(&mfqP->Xhist[i])); PetscCall(VecDestroy(&mfqP->Fhist[i])); } PetscCall(VecDestroy(&mfqP->workxvec)); PetscCall(VecDestroy(&mfqP->workfvec)); PetscCall(PetscFree(mfqP->Xhist)); PetscCall(PetscFree(mfqP->Fhist)); if (mfqP->size > 1) { PetscCall(VecDestroy(&mfqP->localx)); PetscCall(VecDestroy(&mfqP->localxmin)); PetscCall(VecDestroy(&mfqP->localf)); PetscCall(VecDestroy(&mfqP->localfmin)); } PetscCall(PetscFree(tao->data)); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoSetFromOptions_POUNDERS(Tao tao, PetscOptionItems PetscOptionsObject) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscFunctionBegin; PetscOptionsHeadBegin(PetscOptionsObject, "POUNDERS method for least-squares optimization"); PetscCall(PetscOptionsReal("-tao_pounders_delta", "initial delta", "", mfqP->delta, &mfqP->delta0, NULL)); mfqP->delta = mfqP->delta0; PetscCall(PetscOptionsInt("-tao_pounders_npmax", "max number of points in model", "", mfqP->npmax, &mfqP->npmax, NULL)); PetscCall(PetscOptionsBool("-tao_pounders_gqt", "use gqt algorithm for subproblem", "", mfqP->usegqt, &mfqP->usegqt, NULL)); PetscOptionsHeadEnd(); PetscFunctionReturn(PETSC_SUCCESS); } static PetscErrorCode TaoView_POUNDERS(Tao tao, PetscViewer viewer) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscBool isascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)viewer, PETSCVIEWERASCII, &isascii)); if (isascii) { PetscCall(PetscViewerASCIIPrintf(viewer, "initial delta: %g\n", (double)mfqP->delta0)); PetscCall(PetscViewerASCIIPrintf(viewer, "final delta: %g\n", (double)mfqP->delta)); PetscCall(PetscViewerASCIIPrintf(viewer, "model points: %" PetscInt_FMT "\n", mfqP->nmodelpoints)); if (mfqP->usegqt) { PetscCall(PetscViewerASCIIPrintf(viewer, "subproblem solver: gqt\n")); } else { PetscCall(TaoView(mfqP->subtao, viewer)); } } PetscFunctionReturn(PETSC_SUCCESS); } /*MC TAOPOUNDERS - POUNDERS derivate-free model-based algorithm for nonlinear least squares Options Database Keys: + -tao_pounders_delta - initial step length . -tao_pounders_npmax - maximum number of points in model - -tao_pounders_gqt - use gqt algorithm for subproblem instead of TRON Level: beginner M*/ PETSC_EXTERN PetscErrorCode TaoCreate_POUNDERS(Tao tao) { TAO_POUNDERS *mfqP = (TAO_POUNDERS *)tao->data; PetscFunctionBegin; tao->ops->setup = TaoSetUp_POUNDERS; tao->ops->solve = TaoSolve_POUNDERS; tao->ops->view = TaoView_POUNDERS; tao->ops->setfromoptions = TaoSetFromOptions_POUNDERS; tao->ops->destroy = TaoDestroy_POUNDERS; PetscCall(PetscNew(&mfqP)); tao->data = (void *)mfqP; /* Override default settings (unless already changed) */ PetscCall(TaoParametersInitialize(tao)); PetscObjectParameterSetDefault(tao, max_it, 2000); PetscObjectParameterSetDefault(tao, max_funcs, 4000); mfqP->npmax = PETSC_CURRENT; mfqP->delta0 = 0.1; mfqP->delta = 0.1; mfqP->deltamax = 1e3; mfqP->deltamin = 1e-6; mfqP->c2 = 10.0; mfqP->theta1 = 1e-5; mfqP->theta2 = 1e-4; mfqP->gamma0 = 0.5; mfqP->gamma1 = 2.0; mfqP->eta0 = 0.0; mfqP->eta1 = 0.1; mfqP->usegqt = PETSC_FALSE; mfqP->gqt_rtol = 0.001; mfqP->gqt_maxits = 50; mfqP->workxvec = NULL; PetscFunctionReturn(PETSC_SUCCESS); }