PetscErrorCode Monitor(Tao tao, void *ctx)
{
PetscErrorCode ierr;
PetscInt its;
PetscReal f,gnorm,cnorm,xdiff;
TaoConvergedReason reason;
PetscFunctionBegin;
ierr = TaoGetSolutionStatus(tao, &its, &f, &gnorm, &cnorm, &xdiff, &reason);CHKERRQ(ierr);
if (!(its%5)) {
ierr = PetscPrintf(PETSC_COMM_WORLD,"iteration=%D\tf=%g\n",its,(double)f);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
PetscErrorCode ConvergenceTest(Tao tao, void *ctx)
{
PetscErrorCode ierr;
PetscInt its;
PetscReal f,gnorm,cnorm,xdiff;
TaoConvergedReason reason;
PetscFunctionBegin;
ierr = TaoGetSolutionStatus(tao, &its, &f, &gnorm, &cnorm, &xdiff, &reason);CHKERRQ(ierr);
if (its == 100) {
TaoSetConvergedReason(tao,TAO_DIVERGED_MAXITS);
}
PetscFunctionReturn(0);
}
int TaoDefaultMonitor_GPCG(TAO_SOLVER tao,void *dummy)
{
TAO_GPCG *gpcg;
double fct,gnorm;
int info;
TaoInt its,nfree;
TaoFunctionBegin;
info = TaoGetSolutionStatus(tao,&its,&fct,&gnorm,0,0,0);CHKERRQ(info);
info = TaoGetSolverContext(tao,gpcgtypename,(void**)&gpcg); CHKERRQ(info);
if (gpcg==0){TaoFunctionReturn(0);}
nfree=gpcg->n_free;
info = TaoPrintInt(tao,"iter: %d,",its);CHKERRQ(info);
info = TaoPrintDouble(tao," Fcn value: %g,",fct);CHKERRQ(info);
info = TaoPrintDouble(tao," PGrad. norm: %g, ",gnorm);CHKERRQ(info);
info = TaoPrintInt(tao,"free vars:%d \n",nfree);CHKERRQ(info);
TaoFunctionReturn(0);
}
PetscErrorCode TaoPounders_solvequadratic(Tao tao,PetscReal *gnorm, PetscReal *qmin)
{
PetscErrorCode ierr;
#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;
PetscReal maxval;
PetscInt i,j;
PetscFunctionBegin;
ierr = VecCopy(mfqP->Gres, mfqP->subb);CHKERRQ(ierr);
ierr = VecSet(mfqP->subx,0.0);CHKERRQ(ierr);
ierr = VecSet(mfqP->subndel,-mfqP->delta);CHKERRQ(ierr);
ierr = VecSet(mfqP->subpdel,mfqP->delta);CHKERRQ(ierr);
ierr = MatCopy(mfqP->Hres,mfqP->subH,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
ierr = TaoResetStatistics(mfqP->subtao);CHKERRQ(ierr);
ierr = TaoSetTolerances(mfqP->subtao,NULL,NULL,*gnorm,*gnorm,NULL);CHKERRQ(ierr);
/* enforce bound constraints -- experimental */
if (tao->XU && tao->XL) {
ierr = VecCopy(tao->XU,mfqP->subxu);CHKERRQ(ierr);
ierr = VecAXPY(mfqP->subxu,-1.0,tao->solution);CHKERRQ(ierr);
ierr = VecScale(mfqP->subxu,1.0/mfqP->delta);CHKERRQ(ierr);
ierr = VecCopy(tao->XL,mfqP->subxl);CHKERRQ(ierr);
ierr = VecAXPY(mfqP->subxl,-1.0,tao->solution);CHKERRQ(ierr);
ierr = VecScale(mfqP->subxl,1.0/mfqP->delta);CHKERRQ(ierr);
ierr = VecPointwiseMin(mfqP->subxu,mfqP->subxu,mfqP->subpdel);CHKERRQ(ierr);
ierr = VecPointwiseMax(mfqP->subxl,mfqP->subxl,mfqP->subndel);CHKERRQ(ierr);
} else {
ierr = VecCopy(mfqP->subpdel,mfqP->subxu);CHKERRQ(ierr);
ierr = VecCopy(mfqP->subndel,mfqP->subxl);CHKERRQ(ierr);
}
/* Make sure xu > xl */
ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr);
ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
if (maxval > 1e-10) {
SETERRQ(PETSC_COMM_WORLD,1,"upper bound < lower bound in subproblem");
}
/* Make sure xu > tao->solution > xl */
ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr);
ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
if (maxval > 1e-10) {
SETERRQ(PETSC_COMM_WORLD,1,"initial guess < lower bound in subproblem");
}
ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr);
ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr);
ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
if (maxval > 1e-10) {
SETERRQ(PETSC_COMM_WORLD,1,"initial guess > upper bound in subproblem");
}
ierr = TaoSolve(mfqP->subtao);CHKERRQ(ierr);
ierr = TaoGetSolutionStatus(mfqP->subtao,NULL,qmin,NULL,NULL,NULL,NULL);CHKERRQ(ierr);
/* test bounds post-solution*/
ierr = VecCopy(mfqP->subxl,mfqP->subpdel);CHKERRQ(ierr);
ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subx); CHKERRQ(ierr);
ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
if (maxval > 1e-5) {
ierr = PetscInfo(tao,"subproblem solution < lower bound");CHKERRQ(ierr);
tao->reason = TAO_DIVERGED_TR_REDUCTION;
}
ierr = VecCopy(mfqP->subx,mfqP->subpdel);CHKERRQ(ierr);
ierr = VecAXPY(mfqP->subpdel,-1.0,mfqP->subxu); CHKERRQ(ierr);
ierr = VecMax(mfqP->subpdel,NULL,&maxval);CHKERRQ(ierr);
if (maxval > 1e-5) {
ierr = PetscInfo(tao,"subproblem solution > upper bound");
tao->reason = TAO_DIVERGED_TR_REDUCTION;
}
*qmin *= -1;
PetscFunctionReturn(0);
}
