Actual source code: pounders.h
1: #ifndef __TAO_MFQNLS_H
3: #include "include/private/taosolver_impl.h"
4: #include "petsc.h"
5: #include "petscblaslapack.h"
6: #include "taolapack.h"
9: typedef struct {
10: PetscInt npmax; /* Max number of interpolation points (>n+1) (def: 2n+1) */
11: PetscInt m,n;
12: Vec *Xhist;
13: Vec *Fhist;
14: PetscReal *Fres; /* (nfmax) */
15: PetscReal *RES; /* npxm */
16: PetscReal *work; /* (n) */
17: PetscReal *work2; /* (n) */
18: PetscReal *work3; /* (n) */
19: PetscReal *xmin; /* (n) */
20: PetscReal *mwork; /* (m) */
21: PetscReal *Disp; /* nxn */
22: PetscReal *Fdiff;/* nxm */
23: PetscReal *H; /* model hessians (mxnxn) */
24: PetscReal *Hres; /* nxn */
25: PetscReal *Gres; /* n */
26: PetscReal *Gdel; /* mxn */
27: PetscReal *Hdel; /* mxnxn */
28: PetscReal *Gpoints; /* nxn */
29: PetscReal *C; /* m */
30: PetscReal *Xsubproblem; /* n */
31: PetscInt *indices; /* 1,2,3...m */
32: PetscInt minindex;
33: PetscInt nmodelpoints;
34: PetscInt *model_indices; /* n */
35: PetscInt *interp_indices; /* n */
36: PetscBLASInt *iwork; /* n */
37: PetscInt nHist;
38: VecScatter scatterf,scatterx;
39: Vec localf, localx, localfmin, localxmin;
40: Vec workxvec;
41: PetscMPIInt mpisize;
44: PetscReal delta; /* Trust region radius (>0) */
45: PetscBool usegqt;
46: Mat Hs;
47: Vec b;
49: PetscReal deltamax;
50: PetscReal deltamin;
51: PetscReal c1; /* Factor for checking validity */
52: PetscReal c2; /* Factor for linear poisedness */
53: PetscReal theta1; /* Pivot threshold for validity */
54: PetscReal theta2; /* Pivot threshold for additional points */
55: PetscReal gamma0; /* parameter for shrinking trust region (<1) */
56: PetscReal gamma1; /* parameter for enlarging trust region (>2) */
57: PetscReal eta0; /* parameter 1 for accepting point (0 <= eta0 < eta1)*/
58: PetscReal eta1; /* parameter 2 for accepting point (eta0 < eta1 < 1)*/
59: PetscReal gqt_rtol; /* parameter used by gqt */
60: PetscInt gqt_maxits; /* parameter used by gqt */
61: /* QR factorization data */
62: PetscInt q_is_I;
63: PetscReal *Q; /* npmax x npmax */
64: PetscReal *Q_tmp; /* npmax x npmax */
65: PetscReal *tau; /* scalar factors of H(i) */
66: PetscReal *tau_tmp; /* scalar factors of H(i) */
67: PetscReal *npmaxwork; /* work vector of length npmax */
68: PetscBLASInt *npmaxiwork; /* integer work vector of length npmax */
69: /* morepoints and getquadnlsmfq */
70: PetscReal *L; /* n*(n+1)/2 x npmax */
71: PetscReal *L_tmp; /* n*(n+1)/2 x npmax */
72: PetscReal *L_save; /* n*(n+1)/2 x npmax */
73: PetscReal *Z; /* npmax x npmax-(n+1) */
74: PetscReal *M; /* npmax x n+1 */
75: PetscReal *N; /* npmax x n*(n+1)/2 */
76: PetscReal *alpha; /* n+1 */
77: PetscReal *beta; /* r(n+1)/2 */
78: PetscReal *omega; /* npmax - np - 1 */
80: TaoSolver subtao;
82:
83:
84: } TAO_POUNDERS;
87: PetscErrorCode gqt(PetscInt n, PetscReal *a, PetscInt lda, PetscReal *b, PetscReal delta, PetscReal rtol, PetscReal atol, PetscInt itmax, PetscReal *par, PetscReal *f, PetscReal *x, PetscInt *info, PetscInt *its, PetscReal *z, PetscReal *wa1, PetscReal *wa2);
89: PetscErrorCode gqtwrap(TaoSolver tao,PetscReal *gnorm, PetscReal *qmin);
90: PetscErrorCode phi2eval(PetscReal *x, PetscInt n, PetscReal *phi);
91: PetscErrorCode getquadpounders(TAO_POUNDERS *mfqP);
92: PetscErrorCode morepoints(TAO_POUNDERS *mfqP);
93: PetscErrorCode addpoint(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt index);
94: PetscErrorCode modelimprove(TaoSolver tao, TAO_POUNDERS *mfqP, PetscInt addallpoints);
95: PetscErrorCode affpoints(TAO_POUNDERS *mfqP, PetscReal *xmin, PetscReal c);
98: void dgqt_(PetscInt *n, PetscReal *a, PetscInt *lda, PetscReal *b, PetscReal *delta, PetscReal *rtol, PetscReal *atol, PetscInt *itmax, PetscReal *par, PetscReal *f, PetscReal *x, PetscInt *info, int *its, PetscReal *z, PetscReal *wa1, PetscReal *wa2);
100: #endif /* ifndef __TAO_MFQNLS */