mma_cpu.f90

 
 
submodule(mma) mma_cpu
  use lapack_interfaces, only: dgesv
  use mpi_f08, only: mpi_in_place, mpi_max, mpi_min
  use comm, only: neko_comm, pe_rank, mpi_real_precision
  use math, only: neko_eps
  use profiler, only: profiler_start_region, profiler_end_region
 
  implicit none
 
contains
 
  module subroutine mma_update_cpu(this, iter, x, df0dx, fval, dfdx)
    ! ----------------------------------------------------- !
    ! Update the design variable x by solving the convex    !
    ! approximation of the problem.                         !
    !                                                       !
    ! This subroutine is called in each iteration of the    !
    ! optimization loop                                     !
    ! ----------------------------------------------------- !
    class(mma_t), intent(inout) :: this
    integer, intent(in) :: iter
    real(kind=rp), dimension(this%n), intent(inout) :: x
    real(kind=rp), dimension(this%n), intent(in) :: df0dx
    real(kind=rp), dimension(this%m), intent(in) :: fval
    real(kind=rp), dimension(this%m, this%n), intent(in) :: dfdx
 
    if (.not. this%is_initialized) then
       call neko_error("The MMA object is not initialized.")
    end if
 
    call profiler_start_region("MMA update")
 
    ! generate a convex approximation of the problem
    call profiler_start_region("MMA gensub")
    call mma_gensub_cpu(this, iter, x, df0dx, fval, dfdx)
    call profiler_end_region("MMA gensub")
 
    !solve the approximation problem using interior point method
    call profiler_start_region("MMA subsolve")
    if (this%subsolver .eq. "dip") then
       call mma_subsolve_dip_cpu(this, x)
    else
       call mma_subsolve_dpip_cpu(this, x)
    end if
    call profiler_end_region("MMA subsolve")
 
    call profiler_end_region("MMA update")
 
    this%is_updated = .true.
  end subroutine mma_update_cpu
 
  module subroutine mma_kkt_cpu(this, x, df0dx, fval, dfdx)
    ! ----------------------------------------------------- !
    ! Compute the KKT condition right hand side for a given !
    ! designx x and set the max and norm values of the       !
    ! residue of KKT system to this%residumax and           !
    ! this%residunorm.                                      !
    !                                                       !
    ! The left hand sides of the KKT conditions are computed!
    ! for the following nonlinear programming problem:      !
    ! Minimize  f_0(x) + a_0*z +                            !
    !                       sum(c_i*y_i + 0.5*d_i*(y_i)^2)!
    !   subject to  f_i(x) - a_i*z - y_i <= 0,  i = 1,...,m !
    !         xmax_j <= x_j <= xmin_j,    j = 1,...,n       !
    !        z >= 0,   y_i >= 0,         i = 1,...,m        !
    !                                                       !
    !                                                       !
    ! Note that before calling this function, the function  !
    ! values (f0val, fval, dfdx, ...) should be updated     !
    ! using the new x values.                               !
    ! ----------------------------------------------------- !
    class(mma_t), intent(inout) :: this
    real(kind=rp), dimension(this%n), intent(in) :: x
    real(kind=rp), dimension(this%n), intent(in) :: df0dx
    real(kind=rp), dimension(this%m), intent(in) :: fval
    real(kind=rp), dimension(this%m, this%n), intent(in) :: dfdx
 
    call profiler_start_region("MMA KKT computation")
 
    if (this%subsolver .eq. "dip") then
       call mma_dip_kkt_cpu(this, x, df0dx, fval, dfdx)
    else
       call mma_dpip_kkt_cpu(this, x, df0dx, fval, dfdx)
    end if
 
    call profiler_end_region("MMA KKT computation")
  end subroutine mma_kkt_cpu
 
  ! point method (dpip) subsolve of MMA algorithm.
  module subroutine mma_dpip_kkt_cpu(this, x, df0dx, fval, dfdx)
    ! ----------------------------------------------------- !
    ! Compute the KKT condition right hand side for a given !
    ! designx x and set the max and norm values of the      !
    ! residue of KKT system to this%residumax and           !
    ! this%residunorm.                                      !
    !                                                       !
    ! The left hand sides of the KKT conditions are computed!
    ! for the following nonlinear programming problem:      !
    ! Minimize  f_0(x) + a_0*z +                            !
    !                       sum( c_i*y_i + 0.5*d_i*(y_i)^2 )!
    !   subject to  f_i(x) - a_i*z - y_i <= 0,  i = 1,...,m !
    !         xmax_j <= x_j <= xmin_j,    j = 1,...,n       !
    !        z >= 0,   y_i >= 0,         i = 1,...,m        !
    !                                                       !
    !                                                       !
    ! Note that before calling this function, the function  !
    ! values (f0val, fval, dfdx, ...) should be updated     !
    ! using the new x values.                               !
    ! ----------------------------------------------------- !
    class(mma_t), intent(inout) :: this
    real(kind=rp), dimension(this%n), intent(in) :: x
    real(kind=rp), dimension(this%n), intent(in) :: df0dx
    real(kind=rp), dimension(this%m), intent(in) :: fval
    real(kind=rp), dimension(this%m, this%n), intent(in) :: dfdx
 
    real(kind=rp) :: rez, rezeta
    real(kind=rp), dimension(this%m) :: rey, relambda, remu, res
    real(kind=rp), dimension(this%n) :: rex, rexsi, reeta
    real(kind=rp), dimension(3*this%n+4*this%m+2) :: residual
 
    real(kind=rp), dimension(4*this%m+2) :: residual_small
    integer :: ierr
    real(kind=rp) :: re_sq_norm
 
    rex = df0dx + matmul(transpose(dfdx), this%lambda%x) &
         - this%xsi%x + this%eta%x
    rey = this%c%x + this%d%x*this%y%x - this%lambda%x - this%mu%x
    rez = this%a0 - this%zeta - dot_product(this%lambda%x, this%a%x)
 
    relambda = fval - this%a%x * this%z - this%y%x + this%s%x
    rexsi = this%xsi%x * (x - this%xmin%x)
    reeta = this%eta%x * (this%xmax%x - x)
    remu = this%mu%x * this%y%x
    rezeta = this%zeta * this%z
    res = this%lambda%x * this%s%x
 
    residual = [rex, rey, rez, relambda, rexsi, reeta, remu, rezeta, res]
    residual_small = [rey, rez, relambda, remu, rezeta, res]
 
    this%residumax = maxval(abs(residual))
    re_sq_norm = norm2(rex)**2 + norm2(rexsi)**2 + norm2(reeta)**2
 
    call mpi_allreduce(mpi_in_place, this%residumax, 1, &
         mpi_real_precision, mpi_max, neko_comm, ierr)
 
    call mpi_allreduce(mpi_in_place, re_sq_norm, 1, &
         mpi_real_precision, mpi_sum, neko_comm, ierr)
 
    this%residunorm = sqrt(norm2(residual_small)**2 + re_sq_norm)
  end subroutine mma_dpip_kkt_cpu
 
  ! point method (dip) subsolve of MMA algorithm.
  module subroutine mma_dip_kkt_cpu(this, x, df0dx, fval, dfdx)
    ! ----------------------------------------------------- !
    ! Compute the KKT condition right hand side for a given !
    ! designx x and set the max and norm values of the      !
    ! residue of KKT system to this%residumax and           !
    ! this%residunorm.                                      !
    !                                                       !
    ! The left hand sides of the KKT conditions are computed!
    ! for the following nonlinear programming problem:      !
    ! Minimize  f_0(x) + a_0*z +                            !
    !                       sum( c_i*y_i + 0.5*d_i*(y_i)^2 )!
    !   subject to  f_i(x) - a_i*z - y_i <= 0,  i = 1,...,m !
    !         xmax_j <= x_j <= xmin_j,    j = 1,...,n       !
    !        z >= 0,   y_i >= 0,         i = 1,...,m        !
    !                                                       !
    !                                                       !
    ! Note that before calling this function, the function  !
    ! values (f0val, fval, dfdx, ...) should be updated     !
    ! using the new x values.                               !
    ! ----------------------------------------------------- !
    class(mma_t), intent(inout) :: this
    real(kind=rp), dimension(this%n), intent(in) :: x
    real(kind=rp), dimension(this%n), intent(in) :: df0dx
    real(kind=rp), dimension(this%m), intent(in) :: fval
    real(kind=rp), dimension(this%m, this%n), intent(in) :: dfdx
 
    real(kind=rp), dimension(this%m) :: relambda, remu
    real(kind=rp), dimension(2*this%m) :: residual
 
 
    relambda = fval - this%a%x * this%z - this%y%x + this%mu%x
    ! Compute residual for mu (eta in the paper)
    remu = this%lambda%x * this%mu%x
 
    residual = abs([relambda, remu])
    this%residumax = maxval(residual)
    this%residunorm = norm2(residual)
 
  end subroutine mma_dip_kkt_cpu
 
  !============================================================================!
  ! private internal subroutines
 
  subroutine mma_gensub_cpu(this, iter, x, df0dx, fval, dfdx)
    ! ----------------------------------------------------- !
    ! Generate the approximation sub problem by computing   !
    ! the lower and upper asymtotes and the other necessary !
    ! parameters (alpha, beta, p0j, q0j, pij, qij, ...).    !
    ! ----------------------------------------------------- !
    class(mma_t), intent(inout) :: this
    real(kind=rp), dimension(this%n), intent(in) :: x
    real(kind=rp), dimension(this%n), intent(in) :: df0dx
    real(kind=rp), dimension(this%m), intent(in) :: fval
    real(kind=rp), dimension(this%m, this%n), intent(in) :: dfdx
    integer, intent(in) :: iter
    integer :: i, j, ierr
    real(kind=rp), dimension(this%n) :: xmin_eff, xmax_eff
    real(kind=rp), dimension(this%n) :: x_diff
    real(kind=rp) :: asy_factor
 
    xmin_eff = this%xmin%x
    xmax_eff = this%xmax%x
    if (this%move_limit .gt. 0.0_rp) then
       xmin_eff = max(xmin_eff, x - this%move_limit)
       xmax_eff = min(xmax_eff, x + this%move_limit)
    end if
 
    x_diff = max(xmax_eff - xmin_eff, 1.0e-5_rp)
 
    ! ------------------------------------------------------------------------ !
    ! Setup the current asymptotes
    associate(low => this%low%x, upp => this%upp%x, &
         x_1 => this%xold1%x, x_2 => this%xold2%x)
 
      if (iter .lt. 3) then
         ! Initialize the lower and upper asymptotes
         low = x - this%asyinit * x_diff
         upp = x + this%asyinit * x_diff
      else
         do j = 1, this%n
            if ((x(j) - x_1(j)) * (x_1(j) - x_2(j)) .lt. 0.0_rp) then
               asy_factor = this%asydecr
            else if ((x(j) - x_1(j)) * (x_1(j) - x_2(j)) .gt. 0.0_rp) then
               asy_factor = this%asyincr
            else
               asy_factor = 1.0_rp
            end if
 
            low(j) = x(j) - asy_factor * (x_1(j) - low(j))
            upp(j) = x(j) + asy_factor * (upp(j) - x_1(j))
         end do
 
 
         ! Setting a minimum and maximum for the low and upp
         ! asymptotes (eq3.9)
         low = max(low, x - 10.0_rp * x_diff)
         low = min(low, x - 0.01_rp * x_diff)
 
         upp = min(upp, x + 10.0_rp * x_diff)
         upp = max(upp, x + 0.01_rp * x_diff)
      end if
 
    end associate
 
 
    ! ------------------------------------------------------------------------ !
    ! Set the the bounds and coefficients for the approximation
    ! the move bounds (alpha and beta) are slightly more restrictive
    ! than low and upp. This is done based on eq(3.6)--eq(3.10).
    ! also check
    ! https://comsolyar.com/wp-content/uploads/2020/03/gcmma.pdf
    ! eq (2.8) and (2.9)
 
    associate(alpha => this%alpha%x, beta => this%beta%x, &
         xmin => xmin_eff, xmax => xmax_eff, &
         low => this%low%x, upp => this%upp%x, x => x)
 
      alpha = max(xmin, low + 0.1_rp*(x - low), x - 0.5_rp*x_diff)
      beta = min(xmax, upp - 0.1_rp*(upp - x), x + 0.5_rp*x_diff)
    end associate
 
    ! ------------------------------------------------------------------------ !
    ! Calculate p0j, q0j, pij, qij
    ! where j = 1,2,...,n and i = 1,2,...,m  (eq(2.3)-eq(2.5))
 
    associate(p0j => this%p0j%x, q0j => this%q0j%x, &
         pij => this%pij%x, qij => this%qij%x, &
         low => this%low%x, upp => this%upp%x)
 
      p0j = ( &
           1.001_rp * max(df0dx, 0.0_rp) &
           + 0.001_rp * max(-df0dx, 0.0_rp) &
           + 0.00001_rp / max(x_diff, 0.00001_rp) &
           ) * (upp - x)**2
 
      q0j = ( &
           0.001_rp * max(df0dx, 0.0_rp) &
           + 1.001_rp * max(-df0dx, 0.0_rp) &
           + 0.00001_rp / max(x_diff, 0.00001_rp)&
           ) * (x - low)**2
 
      do j = 1, this%n
         do i = 1, this%m
            pij(i, j) = ( &
                 1.001_rp * max(dfdx(i, j), 0.0_rp) &
                 + 0.001_rp * max(-dfdx(i, j), 0.0_rp) &
                 + 0.00001_rp / max(x_diff(j), 0.00001_rp) &
                 ) * (upp(j) - x(j))**2
 
            qij(i, j) = ( &
                 0.001_rp * max(dfdx(i, j), 0.0_rp) &
                 + 1.001_rp * max(-dfdx(i, j), 0.0_rp) &
                 + 0.00001_rp / max(x_diff(j), 0.00001_rp) &
                 ) * (x(j) - low(j))**2
         end do
      end do
 
    end associate
 
    ! ------------------------------------------------------------------------ !
    ! Computing bi as defined in page 5
 
    associate(bi => this%bi%x, &
         pij => this%pij%x, qij => this%qij%x, &
         low => this%low%x, upp => this%upp%x)
 
      bi = 0.0_rp
      do i = 1, this%m
         do j = 1, this%n
            bi(i) = bi(i) &
                 + pij(i, j) / (upp(j) - x(j)) &
                 + qij(i, j) / (x(j) - low(j))
         end do
      end do
 
      call mpi_allreduce(mpi_in_place, bi, this%m, &
           mpi_real_precision, mpi_sum, neko_comm, ierr)
      bi = bi - fval
 
    end associate
  end subroutine mma_gensub_cpu
 
  subroutine mma_subsolve_dpip_cpu(this, designx)
    ! ------------------------------------------------------- !
    ! Dual-primal interior point method using Newton's step   !
    ! to solve MMA sub problem.                               !
    ! A Backtracking Line Search approach is used to compute  !
    ! the step size; starting with the full Newton's step     !
    ! (delta = 1) and dividing by 2 until we have a step size !
    ! that leads to a feasible point while ensuring a         !
    ! decrease in the residue.                                !
    ! ------------------------------------------------------- !
 
    class(mma_t), intent(inout) :: this
    real(kind=rp), dimension(this%n), intent(inout) :: designx
    ! Note that there is a local dummy "x" in this subroutine, thus, we call
    ! the current design "designx" instead of just "x"
    integer :: i, j, k, iter, itto, ierr
    real(kind=rp) :: epsi, residual_max, residual_norm, &
         z, zeta, rez, rezeta, &
         delz, dz, dzeta, &
         steg, zold, zetaold, new_residual
    real(kind=rp), dimension(this%m) :: y, lambda, s, mu, &
         rey, relambda, remu, res, &
         dely, dellambda, &
         dy, dlambda, ds, dmu, &
         yold, lambdaold, sold, muold
    real(kind=rp), dimension(this%n) :: x, xsi, eta, &
         rex, rexsi, reeta, &
         delx, diagx, dx, dxsi, deta, &
         xold, xsiold, etaold
    real(kind=rp), dimension(4*this%m + 2) :: residual_small
    real(kind=rp), dimension(3*this%n + 4*this%m + 2) :: residual
    real(kind=rp), dimension(2*this%n + 4*this%m + 2) :: xx, dxx
 
    real(kind=rp), dimension(this%m, this%n) :: gg
    real(kind=rp), dimension(this%m+1) :: bb
    real(kind=rp), dimension(this%m+1, this%m+1) :: aa
    real(kind=rp), dimension(this%m * this%m) :: aa_buffer
 
    ! using DGESV in lapack to solve
    ! the linear system which needs the following parameters
    integer :: info
    integer, dimension(this%m+1) :: ipiv
 
    ! Parameters for global communication
    real(kind=rp) :: re_sq_norm
    real(kind=rp) :: minimal_epsilon
 
    ! ------------------------------------------------------------------------ !
    ! initial value for the parameters in the subsolve based on
    ! page 15 of "https://people.kth.se/~krille/mmagcmma.pdf"
 
    epsi = 1.0_rp !100
    x = 0.5_rp * (this%alpha%x + this%beta%x)
    y = 1.0_rp
    z = 1.0_rp
    zeta = 1.0_rp
    lambda = 1.0_rp
    s = 1.0_rp
    xsi = max(1.0_rp, 1.0_rp / (x - this%alpha%x))
    eta = max(1.0_rp, 1.0_rp / (this%beta%x - x))
    mu = max(1.0_rp, 0.5_rp * this%c%x)
 
    ! ------------------------------------------------------------------------ !
    ! Computing the minimal epsilon and choose the most conservative one
 
    minimal_epsilon = max(0.9_rp * this%epsimin, 1.0e-12_rp)
    call mpi_allreduce(mpi_in_place, minimal_epsilon, 1, &
         mpi_real_precision, mpi_min, neko_comm, ierr)
 
    ! ------------------------------------------------------------------------ !
    ! The main loop of the dual-primal interior point method.
 
    do while (epsi .gt. minimal_epsilon)
 
       ! --------------------------------------------------------------------- !
       ! Calculating residuals based on
       ! "https://people.kth.se/~krille/mmagcmma.pdf" for the variables
       ! x, y, z, lambda residuals based on eq(5.9a)-(5.9d), respectively.
 
       associate(p0j => this%p0j%x, q0j => this%q0j%x, &
            pij => this%pij%x, qij => this%qij%x, &
            low => this%low%x, upp => this%upp%x, &
            alpha => this%alpha%x, beta => this%beta%x, &
            c => this%c%x, d => this%d%x, &
            a0 => this%a0, a => this%a%x)
 
         rex = (p0j + matmul(transpose(pij), lambda)) / (upp - x)**2 &
              - (q0j + matmul(transpose(qij), lambda)) / (x - low)**2 &
              - xsi + eta
 
         rey = c + d * y - lambda - mu
         rez = a0 - zeta - dot_product(lambda, a)
 
         relambda = 0.0_rp
         do i = 1, this%m
            do j = 1, this%n
               ! Accumulate sums for relambda (the term gi(x))
               relambda(i) = relambda(i) &
                    + pij(i, j) / (upp(j) - x(j)) &
                    + qij(i, j) / (x(j) - low(j))
            end do
         end do
 
       end associate
 
       ! --------------------------------------------------------------------- !
       ! Computing the norm of the residuals
 
       ! Complete the computations of lambda residuals
       call mpi_allreduce(mpi_in_place, relambda, this%m, &
            mpi_real_precision, mpi_sum, neko_comm, ierr)
       relambda = relambda - this%a%x*z - y + s - this%bi%x
 
       rexsi = xsi * (x - this%alpha%x) - epsi
       reeta = eta * (this%beta%x - x) - epsi
       remu = mu * y - epsi
       rezeta = zeta * z - epsi
       res = lambda * s - epsi
 
       ! Setup vectors of residuals and their norms
       residual = [rex, rey, rez, relambda, rexsi, reeta, remu, rezeta, res]
       residual_small = [rey, rez, relambda, remu, rezeta, res]
 
       residual_max = maxval(abs(residual))
       re_sq_norm = norm2(rex)**2 + norm2(rexsi)**2 + norm2(reeta)**2
 
       call mpi_allreduce(mpi_in_place, residual_max, 1, &
            mpi_real_precision, mpi_max, neko_comm, ierr)
 
       call mpi_allreduce(mpi_in_place, re_sq_norm, &
            1, mpi_real_precision, mpi_sum, neko_comm, ierr)
 
       residual_norm = sqrt(norm2(residual_small)**2 + re_sq_norm)
 
       ! --------------------------------------------------------------------- !
       ! Internal loop
 
       do iter = 1, this%max_iter
 
          !Check the condition
          if (residual_max .lt. epsi) exit
 
          delx = 0.0_rp
          do j = 1, this%n
             do i = 1, this%m
                delx(j) = delx(j) &
                     + this%pij%x(i,j) * lambda(i) / (this%upp%x(j) - x(j))**2 &
                     - this%qij%x(i,j) * lambda(i) / (x(j) - this%low%x(j))**2
             end do
          end do
 
          delx = delx &
               + this%p0j%x / (this%upp%x - x)**2 &
               - this%q0j%x / (x - this%low%x)**2 &
               - epsi / (x - this%alpha%x) &
               + epsi / (this%beta%x - x)
 
          dely = this%c%x + this%d%x * y - lambda - epsi / y
          delz = this%a0 - dot_product(lambda, this%a%x) - epsi / z
 
          ! Accumulate sums for dellambda (the term gi(x))
          dellambda = 0.0_rp
          do i = 1, this%m
             do j = 1, this%n
                dellambda(i) = dellambda(i) &
                     + this%pij%x(i, j) / (this%upp%x(j) - x(j)) &
                     + this%qij%x(i, j) / (x(j) - this%low%x(j))
             end do
          end do
 
          call mpi_allreduce(mpi_in_place, dellambda, this%m, &
               mpi_real_precision, mpi_sum, neko_comm, ierr)
 
          dellambda = dellambda - this%a%x*z - y - this%bi%x + epsi / lambda
 
          do i = 1, this%m
             gg(i,:) = this%pij%x(i,:) / (this%upp%x - x)**2 &
                  - this%qij%x(i,:) / (x - this%low%x)**2
          end do
 
          diagx = &
               (this%p0j%x + matmul(transpose(this%pij%x), lambda)) &
               / (this%upp%x - x)**3 &
               + (this%q0j%x + matmul(transpose(this%qij%x), lambda)) &
               / (x - this%low%x)**3
 
          diagx = 2.0_rp * diagx &
               + xsi / (x - this%alpha%x) &
               + eta / (this%beta%x - x)
 
 
          !Here we only consider the case m<n in the matlab code
          !assembling the right hand side matrix based on eq(5.20)
          ! bb = [dellambda + dely/(this%d%x + &
          !         (mu/y)) - matmul(GG,delx/diagx), delz ]
 
          !--------------------------------------------------------------------!
          ! for MPI computation of bb
 
          bb = 0.0_rp
          do i = 1, this%m
             do j = 1, this%n
                bb(i) = bb(i) + gg(i, j) * (delx(j) / diagx(j))
             end do
          end do
 
          call mpi_allreduce(mpi_in_place, bb, this%m, &
               mpi_real_precision, mpi_sum, neko_comm, ierr)
 
          bb(1:this%m) = dellambda + dely / (this%d%x + mu / y) - bb(1:this%m)
          bb(this%m + 1) = delz
 
          !--------------------------------------------------------------------!
          ! assembling the coefficients matrix AA based on eq(5.20)
          ! AA(1:this%m,1:this%m) =  &
          ! matmul(matmul(GG,mma_diag(1/diagx)), transpose(GG))
          ! !update diag(AA)
          ! AA(1:this%m,1:this%m) = AA(1:this%m,1:this%m) + &
          !     mma_diag(s/lambda + 1.0/(this%d%x + (mu/y)))
 
          aa = 0.0_rp
          ! Direct computation of the matrix multiplication
          ! (for better performance)
          do i = 1, this%m
             do j = 1, this%m
                ! Compute the (i, j) element of AA
                do k = 1, this%n !this n is global
                   aa(i, j) = aa(i, j) &
                        + gg(i, k) * (1.0_rp / diagx(k)) * gg(j, k)
                end do
             end do
          end do
 
          aa_buffer = reshape(aa(1:this%m, 1:this%m), [this%m * this%m])
 
          call mpi_allreduce(mpi_in_place, aa_buffer, &
               this%m*this%m, mpi_real_precision, mpi_sum, neko_comm, ierr)
 
          aa(1:this%m, 1:this%m) = reshape(aa_buffer, [this%m, this%m])
 
          do i = 1, this%m
             ! update the diag AA
             aa(i, i) = aa(i, i) &
                  + s(i) / lambda(i) &
                  + 1.0_rp / (this%d%x(i) + mu(i) / y(i))
          end do
 
          aa(1:this%m, this%m+1) = this%a%x
          aa(this%m+1, 1:this%m) = this%a%x
          aa(this%m+1, this%m+1) = - zeta/z
 
          call dgesv(this%m + 1, 1, aa, this%m + 1, ipiv, bb, this%m + 1, info)
 
          if (info .ne. 0) then
             call neko_error("DGESV failed to solve the linear system in " // &
                  "mma_subsolve_dpip.")
          end if
 
 
          dlambda = bb(1:this%m)
          dz = bb(this%m + 1)
 
          ! based on eq(5.19)
          dx = - delx / diagx - matmul(transpose(gg), dlambda) / diagx
          dy = (-dely + dlambda) / (this%d%x + mu / y)
 
          dxsi = -xsi + (epsi - dx * xsi) / (x - this%alpha%x)
          deta = -eta + (epsi + dx * eta) / (this%beta%x - x)
          dmu = -mu + (epsi - mu * dy) / y
          dzeta = -zeta + (epsi - zeta * dz) / z
          ds = -s + (epsi - dlambda * s) / lambda
 
          dxx = [dy, dz, dlambda, dxsi, deta, dmu, dzeta, ds]
          xx = [y, z, lambda, xsi, eta, mu, zeta, s]
 
          steg = 1.0_rp / maxval([ &
               1.0_rp, &
               -1.01_rp * dxx / xx, &
               -1.01_rp * dx / (x - this%alpha%x), &
               1.01_rp * dx / (this%beta%x - x) &
               ])
 
          ! Save the old values
          xold = x
          yold = y
          zold = z
          lambdaold = lambda
          xsiold = xsi
          etaold = eta
          muold = mu
          zetaold = zeta
          sold = s
 
          new_residual = 2.0_rp * residual_norm
 
          ! Share the new_residual and steg values
          call mpi_allreduce(mpi_in_place, steg, 1, &
               mpi_real_precision, mpi_min, neko_comm, ierr)
          call mpi_allreduce(mpi_in_place, new_residual, 1, &
               mpi_real_precision, mpi_min, neko_comm, ierr)
 
          ! The innermost loop to determine the suitable step length
          ! using the Backtracking Line Search approach
          itto = 0
          do while ((new_residual .gt. residual_norm) .and. (itto .lt. 50))
             itto = itto + 1
 
             ! update the variables
             x = xold + steg*dx
             y = yold + steg*dy
             z = zold + steg*dz
 
             lambda = lambdaold + steg*dlambda
             xsi = xsiold + steg*dxsi
             eta = etaold + steg*deta
             mu = muold + steg*dmu
             zeta = zetaold + steg*dzeta
             s = sold + steg*ds
 
             ! Recompute the new_residual to see if this stepsize improves
             ! the residue
             rex = (this%p0j%x + matmul(transpose(this%pij%x), lambda)) &
                  / (this%upp%x - x)**2 &
                  - (this%q0j%x + matmul(transpose(this%qij%x), lambda)) &
                  / (x - this%low%x)**2 &
                  - xsi + eta
 
             rey = this%c%x + this%d%x*y - lambda - mu
             rez = this%a0 - zeta - dot_product(lambda, this%a%x)
 
             ! Accumulate sums for relambda (the term gi(x))
             relambda = 0.0_rp
             do i = 1, this%m
                do j = 1, this%n
                   relambda(i) = relambda(i) &
                        + this%pij%x(i, j) / (this%upp%x(j) - x(j)) &
                        + this%qij%x(i, j) / (x(j) - this%low%x(j))
                end do
             end do
 
             call mpi_allreduce(mpi_in_place, relambda, this%m, &
                  mpi_real_precision, mpi_sum, neko_comm, ierr)
 
             relambda = relambda - this%a%x*z - y + s - this%bi%x
 
             rexsi = xsi * (x - this%alpha%x) - epsi
             reeta = eta * (this%beta%x - x) - epsi
             remu = mu * y - epsi
             rezeta = zeta * z - epsi
             res = lambda * s - epsi
 
             ! Compute squared norms for the residuals
             re_sq_norm = norm2(rex)**2 + norm2(rexsi)**2 + norm2(reeta)**2
             call mpi_allreduce(mpi_in_place, re_sq_norm, &
                  1, mpi_real_precision, mpi_sum, neko_comm, ierr)
 
             residual_small = [rey, rez, relambda, remu, rezeta, res]
             new_residual = sqrt(norm2(residual_small)**2 + re_sq_norm)
             call mpi_allreduce(mpi_in_place, new_residual, 1, &
                  mpi_real_precision, mpi_min, neko_comm, ierr)
 
             steg = steg / 2.0_rp
          end do
          steg = 2.0_rp * steg ! Correction for the final division by 2
 
          residual = [rex, rey, rez, relambda, rexsi, reeta, remu, rezeta, res]
 
          ! Update the maximum and norm of the residuals
          residual_norm = new_residual
          residual_max = maxval(abs(residual))
          call mpi_allreduce(mpi_in_place, residual_max, 1, &
               mpi_real_precision, mpi_max, neko_comm, ierr)
       end do
 
       epsi = 0.1_rp * epsi
    end do
 
    ! Save the new designx
    this%xold2%x = this%xold1%x
    this%xold1%x = designx
    designx = x
 
    !update the parameters of the MMA object nesessary to compute KKT residual
    this%y%x = y
    this%z = z
    this%lambda%x = lambda
    this%zeta = zeta
    this%xsi%x = xsi
    this%eta%x = eta
    this%mu%x = mu
    this%s%x = s
 
  end subroutine mma_subsolve_dpip_cpu
 
  subroutine mma_subsolve_dip_cpu(this, designx)
    ! ------------------------------------------------------------------------ !
    ! -------------------------------Dual Solver------------------------------ !
    ! ------------------------------------------------------------------------ !
    ! This implementation is based on:                                         !
    ! https://doi.org/10.1007/s00158-012-0869-2                                !
    ! Definition of the Lagrangian function:                                   !
    ! (Note that the equation is slightly different with d(i)=1 and a quadratic!
    ! term for z. This is done to ensure that we have quadratic terms for both !
    ! y and z.)                                                                !
    !                                                                          !
    !     L(x, y, z, λ) =                                                      !
    !       sum_{j=1}^{n} [ (p_{0j} + sum_{i=1}^{m} λ_i * p_{ij}) / (u_j - x_j)!
    !                   + (q_{0j} + sum_{i=1}^{m} λ_i * q_{ij}) / (x_j - l_j) ]!
    !       - sum_{i=1}^{m} λ_i * b_i                                          !
    !       + sum_{i=1}^{m} [ (c_i - λ_i) * y_i + 0.5 * y_i^2 ]                !
    !       + (a_0 - sum_{i=1}^{m} λ_i * a_i) * z + 0.5 * z^2                  !
    !                                                                          !
    ! Breakdown of terms:                                                      !
    !   - Terms related to x:  L_x (the first three lines of L(x, y, z, λ))    !
    !   - Terms related to y:  L_y (the fourth line of L(x, y, z, λ))          !
    !   - Terms related to z:  L_z (the last line of L(x, y, z, λ))            !
    !                                                                          !
    ! Optimization problem if λ is given:                                      !
    !                                                                          !
    !     Minimize L(x, y, z, λ)                                               !
    !     subject to: α_j ≤ x_j ≤ β_j, z ≥ 0, and y_i ≥ 0 for all i, j.        !
    !                                                                          !
    ! Since the problem is separable:                                          !
    !     Ψ(λ) =                                                               !
    !       sum_{j=1}^{n} min_xj {L_x(x_j, λ) | α_j ≤ x_j ≤ β_j}               !
    !       + min_z {L_z(z, λ) | z ≥ 0}                                        !
    !       + sum_{i=1}^{m} min_yi {L_y(y_i, λ) | y_i ≥ 0}                     !
    !                                                                          !
    ! Maximize Ψ(λ) subject to λ_i ≥ 0 for i = 1, ..., m.                      !
    !                                                                          !
    ! ------------------------------------------------------------------------ !
 
    class(mma_t), intent(inout) :: this
    real(kind=rp), dimension(this%n), intent(inout) :: designx
    ! Note that there is a local dummy "x" in this subroutine, thus, we call
    ! the current design "designx" instead of just "x"
    integer :: i, j, k, iter, ierr
    real(kind=rp) :: epsi, residual_max, z, steg
    real(kind=rp), dimension(this%m) :: y, lambda, mu, &
         relambda, remu, dlambda, dmu, gradlambda
    real(kind=rp), dimension(this%n) :: x, pjlambda, qjlambda
 
    ! To compute the Hessian based on eq(13)
    ! https://doi.org/10.1007/s00158-012-0869-2
 
    ! inverse of a diag matrix:
    real(kind=rp), dimension(this%n) :: ljjxinv ! [∇_x^2 Ljj]−1
    real(kind=rp), dimension(this%m,this%n) :: hijx ! ∇_x hij
    real(kind=rp), dimension(this%m,this%m) :: hess
    real(kind=rp) :: hesstrace
 
 
    ! using DGESV in lapack to solve
    ! the linear system which needs the following parameters
    integer :: info
    integer, dimension(this%m+1) :: ipiv
 
    ! Parameters for global communication
    real(kind=rp) :: minimal_epsilon
 
    ! ------------------------------------------------------------------------ !
    ! initial value for the parameters in the subsolve based on
    ! page 15 of "https://people.kth.se/~krille/mmagcmma.pdf"
 
    epsi = 1.0_rp !100
    ! x = 0.5_rp * (this%alpha%x + this%beta%x)
    y = 1.0_rp
    z = 0.0_rp
    lambda = max(1.0_rp, 0.5_rp * this%c%x)
    mu = 1.0_rp !this parameter is eta in Niel's paper
    ! note that mu in the paper translates to epsi in the code following the
    ! same style as the Cpp code by Neils
 
    ! ------------------------------------------------------------------------ !
    ! Computing the minimal epsilon and choose the most conservative one
 
    minimal_epsilon = max(0.9_rp * this%epsimin, 1.0e-12_rp)
    call mpi_allreduce(mpi_in_place, minimal_epsilon, 1, &
         mpi_real_precision, mpi_min, neko_comm, ierr)
 
    ! ------------------------------------------------------------------------ !
    ! The main loop of the dual-primal interior point method.
 
    do while (epsi .gt. minimal_epsilon)
 
       ! --------------------------------------------------------------------- !
       ! Calculating residuals based on
       ! "https://people.kth.se/~krille/mmagcmma.pdf" for the variables
       ! x, y, z, lambda residuals based on eq(5.9a)-(5.9d), respectively.
 
       associate(p0j => this%p0j%x, q0j => this%q0j%x, &
            pij => this%pij%x, qij => this%qij%x, &
            low => this%low%x, upp => this%upp%x, &
            alpha => this%alpha%x, beta => this%beta%x, &
            c => this%c%x, d => this%d%x, &
            a0 => this%a0, a => this%a%x, &
            bi => this%bi%x)
         ! minimize(L_x, L_y, L_z) and compute x(λ), y(λ), z(λ) for
         ! the initial value of λ
 
         ! Comput the value of y that minimizes L_y for the current λ
         ! minimize (sum_{i=1}^{m} [ (c_i - λ_i) * y_i + 0.5 * y_i^2 ])
         ! dL_y/dy =0   => y= (λ_i - c_i), ensure y>=0
         y = max(0.0_rp, lambda - c)
 
         ! Comput the value of z that minimizes L_z for the current λ
         ! minimize ((a_0 - sum_{i=1}^{m} λ_i * a_i) * z + 0.5 * z^2)
         ! ensure z>=0
         z = max(0.0_rp,dot_product(lambda, a) - a0)
 
         ! Comput the value of x that minimizes L_x for the current λ
         ! minimize( sum_{j=1}^{n} [ (p_{0j} + sum_{i=1}^{m} ��_i *
         ! p_{ij}) / (u_j - x_j) + (q_{0j} + sum_{i=1}^{m} λ_i * q_{ij}) /
         ! (x_j - l_j) ] - sum_{i=1}^{m} λ_i * b_i)
         pjlambda = (p0j + matmul(transpose(pij), lambda))
         qjlambda = (q0j + matmul(transpose(qij), lambda))
         x = (sqrt(pjlambda) * low + sqrt(qjlambda) * upp) / &
              (sqrt(pjlambda) + sqrt(qjlambda))
 
         ! Ensure that x is feasible (alpha<=x<=beta)
         x = merge(alpha, x, x .lt. alpha)
         x = merge(beta, x, x .gt. beta)
 
         ! Compute the residual for the lambda and mu using eq(9) and eq(15)
         relambda = matmul(pij, 1.0_rp / (upp - x)) + &
              matmul(qij, 1.0_rp / (x - low))
 
         ! Global comminucation for relambda values
         call mpi_allreduce(mpi_in_place, relambda, this%m, &
              mpi_real_precision, mpi_sum, neko_comm, ierr)
         relambda = relambda - bi - y - a * z + mu
 
         ! Compute residual for mu (eta in the paper)
         remu = mu * lambda - epsi
 
         residual_max = maxval(abs([relambda, remu]))
         call mpi_allreduce(mpi_in_place, residual_max, 1, &
              mpi_real_precision, mpi_max, neko_comm, ierr)
 
         ! ------------------------------------------------------------------- !
         ! Internal loop
         do iter = 1, this%max_iter
 
            !Check the condition
            if (residual_max .lt. epsi) exit
 
            ! Compute dL(x, y, z, λ)/dλ for the updated x(λ), y(λ), z(λ)
 
            gradlambda = matmul(pij, 1.0_rp / (upp - x)) + &
                 matmul(qij, 1.0_rp/(x - low))
 
            ! Global comminucation for gradlambda values
            call mpi_allreduce(mpi_in_place, gradlambda, this%m, &
                 mpi_real_precision, mpi_sum, neko_comm, ierr)
            gradlambda = gradlambda - bi - y - a * z
 
            ! Update gradlambda as the right hand side for Newton's method(eq10)
            gradlambda = - gradlambda - epsi / lambda
 
            ! Computing the Hessian as in equation (13) in
            !! https://doi.org/10.1007/s00158-012-0869-2
 
            !--------------contributions of x terms to Hess--------------------!
            ljjxinv= - 1.0_rp / ( (2.0_rp * pjlambda/(upp - x)**3) + &
                 (2.0_rp * qjlambda/(x - low)**3))
 
 
            ! Remove the sensitivity for the active primal constraints
            ljjxinv = merge(0.0_rp, ljjxinv, x - alpha < neko_eps)
            ljjxinv = merge(0.0_rp, ljjxinv, beta - x < neko_eps)
 
            do i = 1, this%m
               hijx(i,:) = pij(i,:) / (upp - x)**2 &
                    - qij(i,:) / (x - low)**2
            end do
 
            hess = 0.0_rp
            ! Direct computation of the matrix multiplication
            ! (for better performance)
            do i = 1, this%m
               do j = 1, this%m
                  ! Compute the (i, j) element of AA
                  do k = 1, this%n !this n is global
                     hess(i, j) = hess(i, j) &
                          + hijx(i, k) * (ljjxinv(k)) * hijx(j, k)
                  end do
               end do
            end do
 
            call mpi_allreduce(mpi_in_place, hess, &
                 this%m * this%m, mpi_real_precision, mpi_sum, neko_comm, ierr)
 
            !---------------contributions of z terms to Hess-------------------!
            ! Only for inactive constraint, we consider contributions to Hess
            ! based on the cpp code by Niels.
            if (dot_product(lambda, a) .gt. 0.0_rp) then
               do i = 1, this%m
                  do j = 1, this%m
                     hess(i, j) = hess(i, j) - a(i) * a(j)
                  end do
               end do
            end if
 
            !---------------contributions of y terms to Hess-------------------!
            ! Only for inactive constraint, we consider contributions to Hess.
            do i = 1, this%m
               if (y(i) .gt. 0.0_rp) then
                  hess(i, i) = hess(i, i) - 1.0_rp
               end if
               ! Based on eq(10), note the term (-\Omega \Lambda)
               hess(i, i) = hess(i, i) - mu(i) / lambda(i)
            end do
 
            ! Improve the robustness by stablizing the Hess using
            ! Levenberg-Marquardt algorithm (heuristically)
            hesstrace = 0.0_rp
            do i=1, this%m
               hesstrace = hesstrace + hess(i, i)
            end do
            do i=1, this%m
               hess(i,i) = hess(i, i) - &
                    max(-1.0e-4_rp*hesstrace/this%m, 1.0e-7_rp)
            end do
 
            call dgesv(this%m , 1, hess, this%m , ipiv, &
                 gradlambda, this%m, info)
 
            if (info .ne. 0) then
               call neko_error("DGESV failed to solve the linear system in " // &
                    "mma_subsolve_dip.")
            end if
            dlambda = gradlambda
 
            ! based on eq(11) for delta eta
            dmu = -mu + epsi / lambda - dlambda * mu / lambda
 
            ! Compute the stepsize and update lambda and mu (eta in the paper)
 
            steg = 1.005_rp
            do i = 1, this%m
               steg = merge(-1.01_rp * dlambda(i) / lambda(i), steg, &
                    steg < -1.01_rp * dlambda(i) / lambda(i))
               steg = merge(-1.01_rp * dmu(i) / mu(i), &
                    steg, steg < -1.01_rp * dmu(i) / mu(i))
            end do
 
            steg = 1.0_rp / steg
 
            lambda = lambda + steg*dlambda
            mu = mu + steg*dmu
 
            ! minimize(L_x, L_y, L_z) and compute x(λ), y(λ), z(λ) for
            ! the updated values of λ
 
            ! Comput the value of y that minimizes L_y for the current λ
            ! minimize (sum_{i=1}^{m} [ (c_i - λ_i) * y_i + 0.5 * y_i^2 ])
            ! dL_y/dy =0   => y= (λ_i - c_i), ensure y>=0
            y = max(0.0_rp, lambda - c)
 
 
            ! Comput the value of z that minimizes L_z for the current λ
            ! minimize ((a_0 - sum_{i=1}^{m} λ_i * a_i) * z + 0.5 * z^2)
            ! ensure z>=0
            z = max(0.0_rp,dot_product(lambda, a) - a0)
 
            ! Comput the value of x that minimizes L_x for the current λ
            ! minimize( sum_{j=1}^{n} [ (p_{0j} + sum_{i=1}^{m} λ_i *
            ! p_{ij}) / (u_j - x_j) + (q_{0j} + sum_{i=1}^{m} λ_i * q_{ij}) /
            ! (x_j - l_j) ] - sum_{i=1}^{m} λ_i * b_i)
            pjlambda = (p0j + matmul(transpose(pij), lambda))
            qjlambda = (q0j + matmul(transpose(qij), lambda))
            x = (sqrt(pjlambda) * low + sqrt(qjlambda) * upp) / &
                 (sqrt(pjlambda) + sqrt(qjlambda))
 
            ! Ensure that x is feasible (alpha<=x<=beta)
            x = merge(alpha, x, x .lt. alpha)
            x = merge(beta, x, x .gt. beta)
 
            ! Compute the residual for the lambda and mu using eq(9) and eq(15)
            relambda = matmul(pij, 1.0_rp / (upp - x)) + &
                 matmul(qij, 1.0_rp / (x - low))
            ! Global comminucation for relambda values
            call mpi_allreduce(mpi_in_place, relambda, this%m, &
                 mpi_real_precision, mpi_sum, neko_comm, ierr)
            relambda = relambda - bi - y - a * z + mu
 
            ! Compute residual for mu (eta in the paper)
            remu = mu * lambda - epsi
 
            residual_max = maxval(abs([relambda, remu]))
            call mpi_allreduce(mpi_in_place, residual_max, 1, &
                 mpi_real_precision, mpi_max, neko_comm, ierr)
         end do
       end associate
 
       epsi = 0.1_rp * epsi
    end do
 
    ! Save the new designx
    this%xold2%x = this%xold1%x
    this%xold1%x = designx
    designx = x
 
    !update the parameters of the MMA object nesessary to compute KKT residual
 
    this%y%x = y
    this%z = z
    this%lambda%x = lambda
    this%mu%x = mu
  end subroutine mma_subsolve_dip_cpu
 
end submodule mma_cpu