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heimbach |
1.1 |
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subroutine lsupdxx( |
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& nn, ifail, lphprint |
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& , jmin, jmax, nupdate |
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& , ff, fmin, fold, gnorm0, dotdg |
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& , gg, dd, xx, xdiff |
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& , tmin, tmax, tact, epsx |
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& ) |
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c ================================================================== |
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c SUBROUTINE lsupdxx |
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c ================================================================== |
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c |
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c o conceived for variable online/offline version |
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c computes - new descent direction dd based on latest |
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c available gradient |
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c - new tact based on new dd |
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c - new control vector xx needed for offline run |
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c |
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c o started: Patrick Heimbach, MIT/EAPS |
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c 29-Feb-2000: |
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c |
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c o Version 2.1.0, 02-Mar-2000: Patrick Heimbach, MIT/EAPS |
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c |
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c ================================================================== |
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c SUBROUTINE lsupdxx |
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c ================================================================== |
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c |
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#include "blas1.h" |
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implicit none |
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include 'mpif.h' |
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c----------------------------------------- |
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c declare arguments |
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c----------------------------------------- |
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integer nmax |
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parameter( nmax = MAX_INDEPEND ) |
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integer nn, jmin, jmax, nupdate, ifail |
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double precision ff, fmin, fold, gnorm0, dotdg,dnorm |
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double precision gg(nn), dd(nn), xx(nn), xdiff(nn) |
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double precision tmin, tmax, tact, epsx,temp |
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logical lphprint |
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integer pidlen,myindx(2) |
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integer status(MPI_STATUS_SIZE),ierr |
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integer myid, nprocs,mystart,myend |
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common /mpi_parm/ myid,nprocs,mystart,myend |
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c----------------------------------------- |
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C declare local variables |
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c----------------------------------------- |
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integer i |
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double precision fdiff, preco |
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real*8,allocatable:: vv(:) |
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integer, allocatable:: displs(:) |
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integer, allocatable:: counts(:) |
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double precision DDOT,DNRM2 |
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external DDOT,DNRM2 |
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c ================================================================== |
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c----------------------------------------- |
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c use Fletchers scaling |
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c and initialize diagional to 1. |
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c----------------------------------------- |
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c |
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if ( ( jmax .eq. 0 ) .or. (nupdate .eq. 0 ) ) then |
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if (jmax .eq. 0) then |
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fold = fmin |
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! if (lphprint .and. myid .eq. 0) |
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! & print *, 'pathei-lsopt: using fold = fmin = ', fmin |
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end if |
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! fdiff = fold - ff |
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fdiff = .01D0*ff |
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if (jmax .eq. 0) fdiff = ABS(fdiff) |
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preco = 2. * fdiff / (gnorm0*gnorm0) |
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do i = 1, nn |
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dd(i) = -gg(i)*preco |
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end do |
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if (lphprint .and. myid .eq. 0) |
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& print *, 'pathei-lsopt: first estimate of dd via ', |
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& '.01*ff' |
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c----------------------------------------- |
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c use the matrix stored in [diag] |
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c and the (y,s) pairs |
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c----------------------------------------- |
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else |
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do i = 1, nn |
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dd(i) = -gg(i) |
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end do |
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if (jmax .gt. 0) then |
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call hessupd( nn, nupdate, dd, jmin, jmax, xdiff, |
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& lphprint ) |
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else |
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if (lphprint .and. myid .eq. 0) |
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& print *, 'pathei-lsopt: no hessupd for first optim.' |
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end if |
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endif |
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c----------------------------------------- |
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c check whether new direction is a descent one |
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c----------------------------------------- |
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temp = DDOT( nn, dd, 1, gg, 1 ) |
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call MPI_ALLREDUCE(temp,dotdg,1,MPI_DOUBLE_PRECISION,MPI_SUM,MPI_COMM_WORLD,ierr) |
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if (dotdg .ge. 0.0) then |
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ifail = 4 |
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if(myid .eq. 0) print *,'bnc: ifail = 4, dotdg > 0.' |
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goto 999 |
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end if |
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c---------------------------------- |
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c declare arguments |
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c---------------------------------- |
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tmin = 0. |
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do i = 1, nn |
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tmin = max( tmin, abs(dd(i)) ) |
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end do |
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temp = tmin |
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call MPI_ALLREDUCE(temp,tmin,1,MPI_DOUBLE_PRECISION,MPI_MAX,MPI_COMM_WORLD,ierr) |
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tmin = epsx/tmin |
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c---------------------------------- |
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c make sure that t is between |
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c tmin and tmax |
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c---------------------------------- |
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tact = 1.0 |
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tmax = 1.0e+10 |
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if (tact.le.tmin) then |
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tact = tmin |
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if (tact.gt.tmax) then |
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tmin = tmax |
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endif |
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endif |
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if (tact .gt. tmax) then |
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tact = tmax |
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ifail = 7 |
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endif |
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c---------------------------------- |
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c compute new x |
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c---------------------------------- |
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temp = DNRM2(nn,dd,1) |
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call MPI_ALLREDUCE(temp*temp,dnorm,1,MPI_DOUBLE_PRECISION,MPI_SUM,MPI_COMM_WORLD,ierr) |
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dnorm = dsqrt(dnorm) |
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if (myid .eq. 0) then |
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print *,'bnc: initial stepsize tact = ',tact |
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print *,'bnc: norm of dd = ',dnorm |
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endif |
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do i = 1, nn |
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xdiff(i) = xx(i) + tact*dd(i) |
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end do |
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c---------------------------------- |
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c save new x to file for offline version |
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c---------------------------------- |
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999 continue |
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return |
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end |
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