Actual source code: ipm.c
petsc-3.7.1 2016-05-15
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      1: #include <petsctaolinesearch.h>
      2: #include <../src/tao/constrained/impls/ipm/ipm.h> /*I "ipm.h" I*/

      4: /*
      5:    x,d in R^n
      6:    f in R
      7:    nb = mi + nlb+nub
      8:    s in R^nb is slack vector CI(x) / x-XL / -x+XU
      9:    bin in R^mi (tao->constraints_inequality)
     10:    beq in R^me (tao->constraints_equality)
     11:    lamdai in R^nb (ipmP->lamdai)
     12:    lamdae in R^me (ipmP->lamdae)
     13:    Jeq in R^(me x n) (tao->jacobian_equality)
     14:    Jin in R^(mi x n) (tao->jacobian_inequality)
     15:    Ai in  R^(nb x n) (ipmP->Ai)
     16:    H in R^(n x n) (tao->hessian)
     17:    min f=(1/2)*x'*H*x + d'*x
     18:    s.t.  CE(x) == 0
     19:          CI(x) >= 0
     20:          x >= tao->XL
     21:          -x >= -tao->XU
     22: */

     24: static PetscErrorCode IPMComputeKKT(Tao tao);
     25: static PetscErrorCode IPMPushInitialPoint(Tao tao);
     26: static PetscErrorCode IPMEvaluate(Tao tao);
     27: static PetscErrorCode IPMUpdateK(Tao tao);
     28: static PetscErrorCode IPMUpdateAi(Tao tao);
     29: static PetscErrorCode IPMGatherRHS(Tao tao,Vec,Vec,Vec,Vec,Vec);
     30: static PetscErrorCode IPMScatterStep(Tao tao,Vec,Vec,Vec,Vec,Vec);
     31: static PetscErrorCode IPMInitializeBounds(Tao tao);

     35: static PetscErrorCode TaoSolve_IPM(Tao tao)
     36: {
     37:   PetscErrorCode     ierr;
     38:   TAO_IPM            *ipmP = (TAO_IPM*)tao->data;
     39:   TaoConvergedReason reason = TAO_CONTINUE_ITERATING;
     40:   PetscInt           its,i;
     41:   PetscScalar        stepsize=1.0;
     42:   PetscScalar        step_s,step_l,alpha,tau,sigma,phi_target;

     45:   /* Push initial point away from bounds */
     46:   IPMInitializeBounds(tao);
     47:   IPMPushInitialPoint(tao);
     48:   VecCopy(tao->solution,ipmP->rhs_x);
     49:   IPMEvaluate(tao);
     50:   IPMComputeKKT(tao);
     51:   TaoMonitor(tao,tao->niter++,ipmP->kkt_f,ipmP->phi,0.0,1.0,&reason);

     53:   while (reason == TAO_CONTINUE_ITERATING) {
     54:     tao->ksp_its=0;
     55:     IPMUpdateK(tao);
     56:     /*
     57:        rhs.x    = -rd
     58:        rhs.lame = -rpe
     59:        rhs.lami = -rpi
     60:        rhs.com  = -com
     61:     */

     63:     VecCopy(ipmP->rd,ipmP->rhs_x);
     64:     if (ipmP->me > 0) {
     65:       VecCopy(ipmP->rpe,ipmP->rhs_lamdae);
     66:     }
     67:     if (ipmP->nb > 0) {
     68:       VecCopy(ipmP->rpi,ipmP->rhs_lamdai);
     69:       VecCopy(ipmP->complementarity,ipmP->rhs_s);
     70:     }
     71:     IPMGatherRHS(tao,ipmP->bigrhs,ipmP->rhs_x,ipmP->rhs_lamdae,ipmP->rhs_lamdai,ipmP->rhs_s);
     72:     VecScale(ipmP->bigrhs,-1.0);

     74:     /* solve K * step = rhs */
     75:     KSPSetOperators(tao->ksp,ipmP->K,ipmP->K);
     76:     KSPSolve(tao->ksp,ipmP->bigrhs,ipmP->bigstep);

     78:     IPMScatterStep(tao,ipmP->bigstep,tao->stepdirection,ipmP->ds,ipmP->dlamdae,ipmP->dlamdai);
     79:     KSPGetIterationNumber(tao->ksp,&its);
     80:     tao->ksp_its += its;
     81:     tao->ksp_tot_its+=its;
     82:      /* Find distance along step direction to closest bound */
     83:     if (ipmP->nb > 0) {
     84:       VecStepBoundInfo(ipmP->s,ipmP->ds,ipmP->Zero_nb,ipmP->Inf_nb,&step_s,NULL,NULL);
     85:       VecStepBoundInfo(ipmP->lamdai,ipmP->dlamdai,ipmP->Zero_nb,ipmP->Inf_nb,&step_l,NULL,NULL);
     86:       alpha = PetscMin(step_s,step_l);
     87:       alpha = PetscMin(alpha,1.0);
     88:       ipmP->alpha1 = alpha;
     89:     } else {
     90:       ipmP->alpha1 = alpha = 1.0;
     91:     }

     93:     /* x_aff = x + alpha*d */
     94:     VecCopy(tao->solution,ipmP->save_x);
     95:     if (ipmP->me > 0) {
     96:       VecCopy(ipmP->lamdae,ipmP->save_lamdae);
     97:     }
     98:     if (ipmP->nb > 0) {
     99:       VecCopy(ipmP->lamdai,ipmP->save_lamdai);
    100:       VecCopy(ipmP->s,ipmP->save_s);
    101:     }

    103:     VecAXPY(tao->solution,alpha,tao->stepdirection);
    104:     if (ipmP->me > 0) {
    105:       VecAXPY(ipmP->lamdae,alpha,ipmP->dlamdae);
    106:     }
    107:     if (ipmP->nb > 0) {
    108:       VecAXPY(ipmP->lamdai,alpha,ipmP->dlamdai);
    109:       VecAXPY(ipmP->s,alpha,ipmP->ds);
    110:     }

    112:     /* Recompute kkt to find centering parameter sigma = (new_mu/old_mu)^3 */
    113:     if (ipmP->mu == 0.0) {
    114:       sigma = 0.0;
    115:     } else {
    116:       sigma = 1.0/ipmP->mu;
    117:     }
    118:     IPMComputeKKT(tao);
    119:     sigma *= ipmP->mu;
    120:     sigma*=sigma*sigma;

    122:     /* revert kkt info */
    123:     VecCopy(ipmP->save_x,tao->solution);
    124:     if (ipmP->me > 0) {
    125:       VecCopy(ipmP->save_lamdae,ipmP->lamdae);
    126:     }
    127:     if (ipmP->nb > 0) {
    128:       VecCopy(ipmP->save_lamdai,ipmP->lamdai);
    129:       VecCopy(ipmP->save_s,ipmP->s);
    130:     }
    131:     IPMComputeKKT(tao);

    133:     /* update rhs with new complementarity vector */
    134:     if (ipmP->nb > 0) {
    135:       VecCopy(ipmP->complementarity,ipmP->rhs_s);
    136:       VecScale(ipmP->rhs_s,-1.0);
    137:       VecShift(ipmP->rhs_s,sigma*ipmP->mu);
    138:     }
    139:     IPMGatherRHS(tao,ipmP->bigrhs,NULL,NULL,NULL,ipmP->rhs_s);

    141:     /* solve K * step = rhs */
    142:     KSPSetOperators(tao->ksp,ipmP->K,ipmP->K);
    143:     KSPSolve(tao->ksp,ipmP->bigrhs,ipmP->bigstep);

    145:     IPMScatterStep(tao,ipmP->bigstep,tao->stepdirection,ipmP->ds,ipmP->dlamdae,ipmP->dlamdai);
    146:     KSPGetIterationNumber(tao->ksp,&its);
    147:     tao->ksp_its += its;
    148:     tao->ksp_tot_its+=its;
    149:     if (ipmP->nb > 0) {
    150:       /* Get max step size and apply frac-to-boundary */
    151:       tau = PetscMax(ipmP->taumin,1.0-ipmP->mu);
    152:       tau = PetscMin(tau,1.0);
    153:       if (tau != 1.0) {
    154:         VecScale(ipmP->s,tau);
    155:         VecScale(ipmP->lamdai,tau);
    156:       }
    157:       VecStepBoundInfo(ipmP->s,ipmP->ds,ipmP->Zero_nb,ipmP->Inf_nb,&step_s,NULL,NULL);
    158:       VecStepBoundInfo(ipmP->lamdai,ipmP->dlamdai,ipmP->Zero_nb,ipmP->Inf_nb,&step_l,NULL,NULL);
    159:       if (tau != 1.0) {
    160:         VecCopy(ipmP->save_s,ipmP->s);
    161:         VecCopy(ipmP->save_lamdai,ipmP->lamdai);
    162:       }
    163:       alpha = PetscMin(step_s,step_l);
    164:       alpha = PetscMin(alpha,1.0);
    165:     } else {
    166:       alpha = 1.0;
    167:     }
    168:     ipmP->alpha2 = alpha;
    169:     /* TODO make phi_target meaningful */
    170:     phi_target = ipmP->dec * ipmP->phi;
    171:     for (i=0; i<11;i++) {
    172:       VecAXPY(tao->solution,alpha,tao->stepdirection);
    173:       if (ipmP->nb > 0) {
    174:         VecAXPY(ipmP->s,alpha,ipmP->ds);
    175:         VecAXPY(ipmP->lamdai,alpha,ipmP->dlamdai);
    176:       }
    177:       if (ipmP->me > 0) {
    178:         VecAXPY(ipmP->lamdae,alpha,ipmP->dlamdae);
    179:       }

    181:       /* update dual variables */
    182:       if (ipmP->me > 0) {
    183:         VecCopy(ipmP->lamdae,tao->DE);
    184:       }

    186:       IPMEvaluate(tao);
    187:       IPMComputeKKT(tao);
    188:       if (ipmP->phi <= phi_target) break;
    189:       alpha /= 2.0;
    190:     }

    192:     TaoMonitor(tao,tao->niter,ipmP->kkt_f,ipmP->phi,0.0,stepsize,&reason);
    193:     tao->niter++;
    194:   }
    195:   return(0);
    196: }

    200: static PetscErrorCode TaoSetup_IPM(Tao tao)
    201: {
    202:   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;

    206:   ipmP->nb = ipmP->mi = ipmP->me = 0;
    207:   ipmP->K=0;
    208:   VecGetSize(tao->solution,&ipmP->n);
    209:   if (!tao->gradient) {
    210:     VecDuplicate(tao->solution, &tao->gradient);
    211:     VecDuplicate(tao->solution, &tao->stepdirection);
    212:     VecDuplicate(tao->solution, &ipmP->rd);
    213:     VecDuplicate(tao->solution, &ipmP->rhs_x);
    214:     VecDuplicate(tao->solution, &ipmP->work);
    215:     VecDuplicate(tao->solution, &ipmP->save_x);
    216:   }
    217:   if (tao->constraints_equality) {
    218:     VecGetSize(tao->constraints_equality,&ipmP->me);
    219:     VecDuplicate(tao->constraints_equality,&ipmP->lamdae);
    220:     VecDuplicate(tao->constraints_equality,&ipmP->dlamdae);
    221:     VecDuplicate(tao->constraints_equality,&ipmP->rhs_lamdae);
    222:     VecDuplicate(tao->constraints_equality,&ipmP->save_lamdae);
    223:     VecDuplicate(tao->constraints_equality,&ipmP->rpe);
    224:     VecDuplicate(tao->constraints_equality,&tao->DE);
    225:   }
    226:   if (tao->constraints_inequality) {
    227:     VecDuplicate(tao->constraints_inequality,&tao->DI);
    228:   }
    229:   return(0);
    230: }

    234: static PetscErrorCode IPMInitializeBounds(Tao tao)
    235: {
    236:   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;
    237:   Vec            xtmp;
    238:   PetscInt       xstart,xend;
    239:   PetscInt       ucstart,ucend; /* user ci */
    240:   PetscInt       ucestart,uceend; /* user ce */
    241:   PetscInt       sstart,send;
    242:   PetscInt       bigsize;
    243:   PetscInt       i,counter,nloc;
    244:   PetscInt       *cind,*xind,*ucind,*uceind,*stepind;
    245:   VecType        vtype;
    246:   const PetscInt *xli,*xui;
    247:   PetscInt       xl_offset,xu_offset;
    248:   IS             bigxl,bigxu,isuc,isc,isx,sis,is1;
    250:   MPI_Comm       comm;

    253:   cind=xind=ucind=uceind=stepind=0;
    254:   ipmP->mi=0;
    255:   ipmP->nxlb=0;
    256:   ipmP->nxub=0;
    257:   ipmP->nb=0;
    258:   ipmP->nslack=0;

    260:   VecDuplicate(tao->solution,&xtmp);
    261:   if (!tao->XL && !tao->XU && tao->ops->computebounds) {
    262:     TaoComputeVariableBounds(tao);
    263:   }
    264:   if (tao->XL) {
    265:     VecSet(xtmp,PETSC_NINFINITY);
    266:     VecWhichGreaterThan(tao->XL,xtmp,&ipmP->isxl);
    267:     ISGetSize(ipmP->isxl,&ipmP->nxlb);
    268:   } else {
    269:     ipmP->nxlb=0;
    270:   }
    271:   if (tao->XU) {
    272:     VecSet(xtmp,PETSC_INFINITY);
    273:     VecWhichLessThan(tao->XU,xtmp,&ipmP->isxu);
    274:     ISGetSize(ipmP->isxu,&ipmP->nxub);
    275:   } else {
    276:     ipmP->nxub=0;
    277:   }
    278:   VecDestroy(&xtmp);
    279:   if (tao->constraints_inequality) {
    280:     VecGetSize(tao->constraints_inequality,&ipmP->mi);
    281:   } else {
    282:     ipmP->mi = 0;
    283:   }
    284:   ipmP->nb = ipmP->nxlb + ipmP->nxub + ipmP->mi;

    286:   comm = ((PetscObject)(tao->solution))->comm;

    288:   bigsize = ipmP->n+2*ipmP->nb+ipmP->me;
    289:   PetscMalloc1(bigsize,&stepind);
    290:   PetscMalloc1(ipmP->n,&xind);
    291:   PetscMalloc1(ipmP->me,&uceind);
    292:   VecGetOwnershipRange(tao->solution,&xstart,&xend);

    294:   if (ipmP->nb > 0) {
    295:     VecCreate(comm,&ipmP->s);
    296:     VecSetSizes(ipmP->s,PETSC_DECIDE,ipmP->nb);
    297:     VecSetFromOptions(ipmP->s);
    298:     VecDuplicate(ipmP->s,&ipmP->ds);
    299:     VecDuplicate(ipmP->s,&ipmP->rhs_s);
    300:     VecDuplicate(ipmP->s,&ipmP->complementarity);
    301:     VecDuplicate(ipmP->s,&ipmP->ci);

    303:     VecDuplicate(ipmP->s,&ipmP->lamdai);
    304:     VecDuplicate(ipmP->s,&ipmP->dlamdai);
    305:     VecDuplicate(ipmP->s,&ipmP->rhs_lamdai);
    306:     VecDuplicate(ipmP->s,&ipmP->save_lamdai);

    308:     VecDuplicate(ipmP->s,&ipmP->save_s);
    309:     VecDuplicate(ipmP->s,&ipmP->rpi);
    310:     VecDuplicate(ipmP->s,&ipmP->Zero_nb);
    311:     VecSet(ipmP->Zero_nb,0.0);
    312:     VecDuplicate(ipmP->s,&ipmP->One_nb);
    313:     VecSet(ipmP->One_nb,1.0);
    314:     VecDuplicate(ipmP->s,&ipmP->Inf_nb);
    315:     VecSet(ipmP->Inf_nb,PETSC_INFINITY);

    317:     PetscMalloc1(ipmP->nb,&cind);
    318:     PetscMalloc1(ipmP->mi,&ucind);
    319:     VecGetOwnershipRange(ipmP->s,&sstart,&send);

    321:     if (ipmP->mi > 0) {
    322:       VecGetOwnershipRange(tao->constraints_inequality,&ucstart,&ucend);
    323:       counter=0;
    324:       for (i=ucstart;i<ucend;i++) {
    325:         cind[counter++] = i;
    326:       }
    327:       ISCreateGeneral(comm,counter,cind,PETSC_COPY_VALUES,&isuc);
    328:       ISCreateGeneral(comm,counter,cind,PETSC_COPY_VALUES,&isc);
    329:       VecScatterCreate(tao->constraints_inequality,isuc,ipmP->ci,isc,&ipmP->ci_scat);

    331:       ISDestroy(&isuc);
    332:       ISDestroy(&isc);
    333:     }
    334:     /* need to know how may xbound indices are on each process */
    335:     /* TODO better way */
    336:     if (ipmP->nxlb) {
    337:       ISAllGather(ipmP->isxl,&bigxl);
    338:       ISGetIndices(bigxl,&xli);
    339:       /* find offsets for this processor */
    340:       xl_offset = ipmP->mi;
    341:       for (i=0;i<ipmP->nxlb;i++) {
    342:         if (xli[i] < xstart) {
    343:           xl_offset++;
    344:         } else break;
    345:       }
    346:       ISRestoreIndices(bigxl,&xli);

    348:       ISGetIndices(ipmP->isxl,&xli);
    349:       ISGetLocalSize(ipmP->isxl,&nloc);
    350:       for (i=0;i<nloc;i++) {
    351:         xind[i] = xli[i];
    352:         cind[i] = xl_offset+i;
    353:       }

    355:       ISCreateGeneral(comm,nloc,xind,PETSC_COPY_VALUES,&isx);
    356:       ISCreateGeneral(comm,nloc,cind,PETSC_COPY_VALUES,&isc);
    357:       VecScatterCreate(tao->XL,isx,ipmP->ci,isc,&ipmP->xl_scat);
    358:       ISDestroy(&isx);
    359:       ISDestroy(&isc);
    360:       ISDestroy(&bigxl);
    361:     }

    363:     if (ipmP->nxub) {
    364:       ISAllGather(ipmP->isxu,&bigxu);
    365:       ISGetIndices(bigxu,&xui);
    366:       /* find offsets for this processor */
    367:       xu_offset = ipmP->mi + ipmP->nxlb;
    368:       for (i=0;i<ipmP->nxub;i++) {
    369:         if (xui[i] < xstart) {
    370:           xu_offset++;
    371:         } else break;
    372:       }
    373:       ISRestoreIndices(bigxu,&xui);

    375:       ISGetIndices(ipmP->isxu,&xui);
    376:       ISGetLocalSize(ipmP->isxu,&nloc);
    377:       for (i=0;i<nloc;i++) {
    378:         xind[i] = xui[i];
    379:         cind[i] = xu_offset+i;
    380:       }

    382:       ISCreateGeneral(comm,nloc,xind,PETSC_COPY_VALUES,&isx);
    383:       ISCreateGeneral(comm,nloc,cind,PETSC_COPY_VALUES,&isc);
    384:       VecScatterCreate(tao->XU,isx,ipmP->ci,isc,&ipmP->xu_scat);
    385:       ISDestroy(&isx);
    386:       ISDestroy(&isc);
    387:       ISDestroy(&bigxu);
    388:     }
    389:   }
    390:   VecCreate(comm,&ipmP->bigrhs);
    391:   VecGetType(tao->solution,&vtype);
    392:   VecSetType(ipmP->bigrhs,vtype);
    393:   VecSetSizes(ipmP->bigrhs,PETSC_DECIDE,bigsize);
    394:   VecSetFromOptions(ipmP->bigrhs);
    395:   VecDuplicate(ipmP->bigrhs,&ipmP->bigstep);

    397:   /* create scatters for step->x and x->rhs */
    398:   for (i=xstart;i<xend;i++) {
    399:     stepind[i-xstart] = i;
    400:     xind[i-xstart] = i;
    401:   }
    402:   ISCreateGeneral(comm,xend-xstart,stepind,PETSC_COPY_VALUES,&sis);
    403:   ISCreateGeneral(comm,xend-xstart,xind,PETSC_COPY_VALUES,&is1);
    404:   VecScatterCreate(ipmP->bigstep,sis,tao->solution,is1,&ipmP->step1);
    405:   VecScatterCreate(tao->solution,is1,ipmP->bigrhs,sis,&ipmP->rhs1);
    406:   ISDestroy(&sis);
    407:   ISDestroy(&is1);

    409:   if (ipmP->nb > 0) {
    410:     for (i=sstart;i<send;i++) {
    411:       stepind[i-sstart] = i+ipmP->n;
    412:       cind[i-sstart] = i;
    413:     }
    414:     ISCreateGeneral(comm,send-sstart,stepind,PETSC_COPY_VALUES,&sis);
    415:     ISCreateGeneral(comm,send-sstart,cind,PETSC_COPY_VALUES,&is1);
    416:     VecScatterCreate(ipmP->bigstep,sis,ipmP->s,is1,&ipmP->step2);
    417:     ISDestroy(&sis);

    419:     for (i=sstart;i<send;i++) {
    420:       stepind[i-sstart] = i+ipmP->n+ipmP->me;
    421:       cind[i-sstart] = i;
    422:     }
    423:     ISCreateGeneral(comm,send-sstart,stepind,PETSC_COPY_VALUES,&sis);
    424:     VecScatterCreate(ipmP->s,is1,ipmP->bigrhs,sis,&ipmP->rhs3);
    425:     ISDestroy(&sis);
    426:     ISDestroy(&is1);
    427:   }

    429:   if (ipmP->me > 0) {
    430:     VecGetOwnershipRange(tao->constraints_equality,&ucestart,&uceend);
    431:     for (i=ucestart;i<uceend;i++) {
    432:       stepind[i-ucestart] = i + ipmP->n+ipmP->nb;
    433:       uceind[i-ucestart] = i;
    434:     }

    436:     ISCreateGeneral(comm,uceend-ucestart,stepind,PETSC_COPY_VALUES,&sis);
    437:     ISCreateGeneral(comm,uceend-ucestart,uceind,PETSC_COPY_VALUES,&is1);
    438:     VecScatterCreate(ipmP->bigstep,sis,tao->constraints_equality,is1,&ipmP->step3);
    439:     ISDestroy(&sis);

    441:     for (i=ucestart;i<uceend;i++) {
    442:       stepind[i-ucestart] = i + ipmP->n;
    443:     }

    445:     ISCreateGeneral(comm,uceend-ucestart,stepind,PETSC_COPY_VALUES,&sis);
    446:     VecScatterCreate(tao->constraints_equality,is1,ipmP->bigrhs,sis,&ipmP->rhs2);
    447:     ISDestroy(&sis);
    448:     ISDestroy(&is1);
    449:   }

    451:   if (ipmP->nb > 0) {
    452:     for (i=sstart;i<send;i++) {
    453:       stepind[i-sstart] = i + ipmP->n + ipmP->nb + ipmP->me;
    454:       cind[i-sstart] = i;
    455:     }
    456:     ISCreateGeneral(comm,send-sstart,cind,PETSC_COPY_VALUES,&is1);
    457:     ISCreateGeneral(comm,send-sstart,stepind,PETSC_COPY_VALUES,&sis);
    458:     VecScatterCreate(ipmP->bigstep,sis,ipmP->s,is1,&ipmP->step4);
    459:     VecScatterCreate(ipmP->s,is1,ipmP->bigrhs,sis,&ipmP->rhs4);
    460:     ISDestroy(&sis);
    461:     ISDestroy(&is1);
    462:   }

    464:   PetscFree(stepind);
    465:   PetscFree(cind);
    466:   PetscFree(ucind);
    467:   PetscFree(uceind);
    468:   PetscFree(xind);
    469:   return(0);
    470: }

    474: static PetscErrorCode TaoDestroy_IPM(Tao tao)
    475: {
    476:   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;

    480:   VecDestroy(&ipmP->rd);
    481:   VecDestroy(&ipmP->rpe);
    482:   VecDestroy(&ipmP->rpi);
    483:   VecDestroy(&ipmP->work);
    484:   VecDestroy(&ipmP->lamdae);
    485:   VecDestroy(&ipmP->lamdai);
    486:   VecDestroy(&ipmP->s);
    487:   VecDestroy(&ipmP->ds);
    488:   VecDestroy(&ipmP->ci);

    490:   VecDestroy(&ipmP->rhs_x);
    491:   VecDestroy(&ipmP->rhs_lamdae);
    492:   VecDestroy(&ipmP->rhs_lamdai);
    493:   VecDestroy(&ipmP->rhs_s);

    495:   VecDestroy(&ipmP->save_x);
    496:   VecDestroy(&ipmP->save_lamdae);
    497:   VecDestroy(&ipmP->save_lamdai);
    498:   VecDestroy(&ipmP->save_s);

    500:   VecScatterDestroy(&ipmP->step1);
    501:   VecScatterDestroy(&ipmP->step2);
    502:   VecScatterDestroy(&ipmP->step3);
    503:   VecScatterDestroy(&ipmP->step4);

    505:   VecScatterDestroy(&ipmP->rhs1);
    506:   VecScatterDestroy(&ipmP->rhs2);
    507:   VecScatterDestroy(&ipmP->rhs3);
    508:   VecScatterDestroy(&ipmP->rhs4);

    510:   VecScatterDestroy(&ipmP->ci_scat);
    511:   VecScatterDestroy(&ipmP->xl_scat);
    512:   VecScatterDestroy(&ipmP->xu_scat);

    514:   VecDestroy(&ipmP->dlamdai);
    515:   VecDestroy(&ipmP->dlamdae);
    516:   VecDestroy(&ipmP->Zero_nb);
    517:   VecDestroy(&ipmP->One_nb);
    518:   VecDestroy(&ipmP->Inf_nb);
    519:   VecDestroy(&ipmP->complementarity);

    521:   VecDestroy(&ipmP->bigrhs);
    522:   VecDestroy(&ipmP->bigstep);
    523:   MatDestroy(&ipmP->Ai);
    524:   MatDestroy(&ipmP->K);
    525:   ISDestroy(&ipmP->isxu);
    526:   ISDestroy(&ipmP->isxl);
    527:   PetscFree(tao->data);
    528:   return(0);
    529: }

    533: static PetscErrorCode TaoSetFromOptions_IPM(PetscOptionItems *PetscOptionsObject,Tao tao)
    534: {
    535:   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;

    539:   PetscOptionsHead(PetscOptionsObject,"IPM method for constrained optimization");
    540:   PetscOptionsBool("-tao_ipm_monitorkkt","monitor kkt status",NULL,ipmP->monitorkkt,&ipmP->monitorkkt,NULL);
    541:   PetscOptionsReal("-tao_ipm_pushs","parameter to push initial slack variables away from bounds",NULL,ipmP->pushs,&ipmP->pushs,NULL);
    542:   PetscOptionsReal("-tao_ipm_pushnu","parameter to push initial (inequality) dual variables away from bounds",NULL,ipmP->pushnu,&ipmP->pushnu,NULL);
    543:   PetscOptionsTail();
    544:   KSPSetFromOptions(tao->ksp);
    545:   return(0);
    546: }

    550: static PetscErrorCode TaoView_IPM(Tao tao, PetscViewer viewer)
    551: {
    552:   return 0;
    553: }

    555: /* IPMObjectiveAndGradient()
    556:    f = d'x + 0.5 * x' * H * x
    557:    rd = H*x + d + Ae'*lame - Ai'*lami
    558:    rpe = Ae*x - be
    559:    rpi = Ai*x - yi - bi
    560:    mu = yi' * lami/mi;
    561:    com = yi.*lami

    563:    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
    564: */
    565: /*
    568: static PetscErrorCode IPMObjective(TaoLineSearch ls, Vec X, PetscReal *f, void *tptr)
    569: {
    570:   Tao tao = (Tao)tptr;
    571:   TAO_IPM *ipmP = (TAO_IPM*)tao->data;
    574:   IPMComputeKKT(tao);
    575:   *f = ipmP->phi;
    576:   return(0);
    577: }
    578: */

    580: /*
    581:    f = d'x + 0.5 * x' * H * x
    582:    rd = H*x + d + Ae'*lame - Ai'*lami
    583:        Ai =   jac_ineq
    584:                I (w/lb)
    585:               -I (w/ub)

    587:    rpe = ce
    588:    rpi = ci - s;
    589:    com = s.*lami
    590:    mu = yi' * lami/mi;

    592:    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
    593: */
    596: static PetscErrorCode IPMComputeKKT(Tao tao)
    597: {
    598:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
    599:   PetscScalar    norm;

    603:   VecCopy(tao->gradient,ipmP->rd);

    605:   if (ipmP->me > 0) {
    606:     /* rd = gradient + Ae'*lamdae */
    607:     MatMultTranspose(tao->jacobian_equality,ipmP->lamdae,ipmP->work);
    608:     VecAXPY(ipmP->rd, 1.0, ipmP->work);

    610:     /* rpe = ce(x) */
    611:     VecCopy(tao->constraints_equality,ipmP->rpe);
    612:   }
    613:   if (ipmP->nb > 0) {
    614:     /* rd = rd - Ai'*lamdai */
    615:     MatMultTranspose(ipmP->Ai,ipmP->lamdai,ipmP->work);
    616:     VecAXPY(ipmP->rd, -1.0, ipmP->work);

    618:     /* rpi = cin - s */
    619:     VecCopy(ipmP->ci,ipmP->rpi);
    620:     VecAXPY(ipmP->rpi, -1.0, ipmP->s);

    622:     /* com = s .* lami */
    623:     VecPointwiseMult(ipmP->complementarity, ipmP->s,ipmP->lamdai);
    624:   }
    625:   /* phi = ||rd; rpe; rpi; com|| */
    626:   VecDot(ipmP->rd,ipmP->rd,&norm);
    627:   ipmP->phi = norm;
    628:   if (ipmP->me > 0 ) {
    629:     VecDot(ipmP->rpe,ipmP->rpe,&norm);
    630:     ipmP->phi += norm;
    631:   }
    632:   if (ipmP->nb > 0) {
    633:     VecDot(ipmP->rpi,ipmP->rpi,&norm);
    634:     ipmP->phi += norm;
    635:     VecDot(ipmP->complementarity,ipmP->complementarity,&norm);
    636:     ipmP->phi += norm;
    637:     /* mu = s'*lami/nb */
    638:     VecDot(ipmP->s,ipmP->lamdai,&ipmP->mu);
    639:     ipmP->mu /= ipmP->nb;
    640:   } else {
    641:     ipmP->mu = 1.0;
    642:   }

    644:   ipmP->phi = PetscSqrtScalar(ipmP->phi);
    645:   return(0);
    646: }

    650: /* evaluate user info at current point */
    651: PetscErrorCode IPMEvaluate(Tao tao)
    652: {
    653:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    657:   TaoComputeObjectiveAndGradient(tao,tao->solution,&ipmP->kkt_f,tao->gradient);
    658:   TaoComputeHessian(tao,tao->solution,tao->hessian,tao->hessian_pre);
    659:   if (ipmP->me > 0) {
    660:     TaoComputeEqualityConstraints(tao,tao->solution,tao->constraints_equality);
    661:     TaoComputeJacobianEquality(tao,tao->solution,tao->jacobian_equality,tao->jacobian_equality_pre);
    662:   }
    663:   if (ipmP->mi > 0) {
    664:     TaoComputeInequalityConstraints(tao,tao->solution,tao->constraints_inequality);
    665:     TaoComputeJacobianInequality(tao,tao->solution,tao->jacobian_inequality,tao->jacobian_inequality_pre);
    666:   }
    667:   if (ipmP->nb > 0) {
    668:     /* Ai' =   jac_ineq | I (w/lb) | -I (w/ub)  */
    669:     IPMUpdateAi(tao);
    670:   }
    671:   return(0);
    672: }

    676: /* Push initial point away from bounds */
    677: PetscErrorCode IPMPushInitialPoint(Tao tao)
    678: {
    679:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    683:   TaoComputeVariableBounds(tao);
    684:   if (tao->XL && tao->XU) {
    685:     VecMedian(tao->XL, tao->solution, tao->XU, tao->solution);
    686:   }
    687:   if (ipmP->nb > 0) {
    688:     VecSet(ipmP->s,ipmP->pushs);
    689:     VecSet(ipmP->lamdai,ipmP->pushnu);
    690:     if (ipmP->mi > 0) {
    691:       VecSet(tao->DI,ipmP->pushnu);
    692:     }
    693:   }
    694:   if (ipmP->me > 0) {
    695:     VecSet(tao->DE,1.0);
    696:     VecSet(ipmP->lamdae,1.0);
    697:   }
    698:   return(0);
    699: }

    703: PetscErrorCode IPMUpdateAi(Tao tao)
    704: {
    705:   /* Ai =     Ji
    706:               I (w/lb)
    707:              -I (w/ub) */

    709:   /* Ci =    user->ci
    710:              Xi - lb (w/lb)
    711:              -Xi + ub (w/ub)  */

    713:   TAO_IPM           *ipmP = (TAO_IPM *)tao->data;
    714:   MPI_Comm          comm;
    715:   PetscInt          i;
    716:   PetscScalar       newval;
    717:   PetscInt          newrow,newcol,ncols;
    718:   const PetscScalar *vals;
    719:   const PetscInt    *cols;
    720:   PetscInt          astart,aend,jstart,jend;
    721:   PetscInt          *nonzeros;
    722:   PetscInt          r2,r3,r4;
    723:   PetscMPIInt       size;
    724:   PetscErrorCode    ierr;

    727:   r2 = ipmP->mi;
    728:   r3 = r2 + ipmP->nxlb;
    729:   r4 = r3 + ipmP->nxub;

    731:   if (!ipmP->nb) return(0);

    733:   /* Create Ai matrix if it doesn't exist yet */
    734:   if (!ipmP->Ai) {
    735:     comm = ((PetscObject)(tao->solution))->comm;
    736:     PetscMalloc1(ipmP->nb,&nonzeros);
    737:     MPI_Comm_size(comm,&size);
    738:     if (size == 1) {
    739:       for (i=0;i<ipmP->mi;i++) {
    740:         MatGetRow(tao->jacobian_inequality,i,&ncols,NULL,NULL);
    741:         nonzeros[i] = ncols;
    742:         MatRestoreRow(tao->jacobian_inequality,i,&ncols,NULL,NULL);
    743:       }
    744:       for (i=r2;i<r4;i++) {
    745:         nonzeros[i] = 1;
    746:       }
    747:     }
    748:     MatCreate(comm,&ipmP->Ai);
    749:     MatSetType(ipmP->Ai,MATAIJ);
    750:     MatSetSizes(ipmP->Ai,PETSC_DECIDE,PETSC_DECIDE,ipmP->nb,ipmP->n);
    751:     MatSetFromOptions(ipmP->Ai);
    752:     MatMPIAIJSetPreallocation(ipmP->Ai,ipmP->nb,NULL,ipmP->nb,NULL);
    753:     MatSeqAIJSetPreallocation(ipmP->Ai,PETSC_DEFAULT,nonzeros);
    754:     if (size ==1) {
    755:       PetscFree(nonzeros);
    756:     }
    757:   }

    759:   /* Copy values from user jacobian to Ai */
    760:   MatGetOwnershipRange(ipmP->Ai,&astart,&aend);

    762:   /* Ai w/lb */
    763:   if (ipmP->mi) {
    764:     MatZeroEntries(ipmP->Ai);
    765:     MatGetOwnershipRange(tao->jacobian_inequality,&jstart,&jend);
    766:     for (i=jstart;i<jend;i++) {
    767:       MatGetRow(tao->jacobian_inequality,i,&ncols,&cols,&vals);
    768:       newrow = i;
    769:       MatSetValues(ipmP->Ai,1,&newrow,ncols,cols,vals,INSERT_VALUES);
    770:       MatRestoreRow(tao->jacobian_inequality,i,&ncols,&cols,&vals);
    771:     }
    772:   }

    774:   /* I w/ xlb */
    775:   if (ipmP->nxlb) {
    776:     for (i=0;i<ipmP->nxlb;i++) {
    777:       if (i>=astart && i<aend) {
    778:         newrow = i+r2;
    779:         newcol = i;
    780:         newval = 1.0;
    781:         MatSetValues(ipmP->Ai,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    782:       }
    783:     }
    784:   }
    785:   if (ipmP->nxub) {
    786:     /* I w/ xub */
    787:     for (i=0;i<ipmP->nxub;i++) {
    788:       if (i>=astart && i<aend) {
    789:       newrow = i+r3;
    790:       newcol = i;
    791:       newval = -1.0;
    792:       MatSetValues(ipmP->Ai,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    793:       }
    794:     }
    795:   }

    797:   MatAssemblyBegin(ipmP->Ai,MAT_FINAL_ASSEMBLY);
    798:   MatAssemblyEnd(ipmP->Ai,MAT_FINAL_ASSEMBLY);
    799:   CHKMEMQ;

    801:   VecSet(ipmP->ci,0.0);

    803:   /* user ci */
    804:   if (ipmP->mi > 0) {
    805:     VecScatterBegin(ipmP->ci_scat,tao->constraints_inequality,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    806:     VecScatterEnd(ipmP->ci_scat,tao->constraints_inequality,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    807:   }
    808:   if (!ipmP->work){
    809:     VecDuplicate(tao->solution,&ipmP->work);
    810:   }
    811:   VecCopy(tao->solution,ipmP->work);
    812:   if (tao->XL) {
    813:     VecAXPY(ipmP->work,-1.0,tao->XL);

    815:     /* lower bounds on variables */
    816:     if (ipmP->nxlb > 0) {
    817:       VecScatterBegin(ipmP->xl_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    818:       VecScatterEnd(ipmP->xl_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    819:     }
    820:   }
    821:   if (tao->XU) {
    822:     /* upper bounds on variables */
    823:     VecCopy(tao->solution,ipmP->work);
    824:     VecScale(ipmP->work,-1.0);
    825:     VecAXPY(ipmP->work,1.0,tao->XU);
    826:     if (ipmP->nxub > 0) {
    827:       VecScatterBegin(ipmP->xu_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    828:       VecScatterEnd(ipmP->xu_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    829:     }
    830:   }
    831:   return(0);
    832: }

    836: /* create K = [ Hlag , 0 , Ae', -Ai'];
    837:               [Ae , 0,   0  , 0];
    838:               [Ai ,-I,   0 ,  0];
    839:               [ 0 , S ,  0,   Y ];  */
    840: PetscErrorCode IPMUpdateK(Tao tao)
    841: {
    842:   TAO_IPM         *ipmP = (TAO_IPM *)tao->data;
    843:   MPI_Comm        comm;
    844:   PetscMPIInt     size;
    845:   PetscErrorCode  ierr;
    846:   PetscInt        i,j,row;
    847:   PetscInt        ncols,newcol,newcols[2],newrow;
    848:   const PetscInt  *cols;
    849:   const PetscReal *vals;
    850:   const PetscReal *l,*y;
    851:   PetscReal       *newvals;
    852:   PetscReal       newval;
    853:   PetscInt        subsize;
    854:   const PetscInt  *indices;
    855:   PetscInt        *nonzeros,*d_nonzeros,*o_nonzeros;
    856:   PetscInt        bigsize;
    857:   PetscInt        r1,r2,r3;
    858:   PetscInt        c1,c2,c3;
    859:   PetscInt        klocalsize;
    860:   PetscInt        hstart,hend,kstart,kend;
    861:   PetscInt        aistart,aiend,aestart,aeend;
    862:   PetscInt        sstart,send;

    865:   comm = ((PetscObject)(tao->solution))->comm;
    866:   MPI_Comm_size(comm,&size);
    867:   IPMUpdateAi(tao);

    869:   /* allocate workspace */
    870:   subsize = PetscMax(ipmP->n,ipmP->nb);
    871:   subsize = PetscMax(ipmP->me,subsize);
    872:   subsize = PetscMax(2,subsize);
    873:   PetscMalloc1(subsize,&indices);
    874:   PetscMalloc1(subsize,&newvals);

    876:   r1 = c1 = ipmP->n;
    877:   r2 = r1 + ipmP->me;  c2 = c1 + ipmP->nb;
    878:   r3 = c3 = r2 + ipmP->nb;

    880:   bigsize = ipmP->n+2*ipmP->nb+ipmP->me;
    881:   VecGetOwnershipRange(ipmP->bigrhs,&kstart,&kend);
    882:   MatGetOwnershipRange(tao->hessian,&hstart,&hend);
    883:   klocalsize = kend-kstart;
    884:   if (!ipmP->K) {
    885:     if (size == 1) {
    886:       PetscMalloc1(kend-kstart,&nonzeros);
    887:       for (i=0;i<bigsize;i++) {
    888:         if (i<r1) {
    889:           MatGetRow(tao->hessian,i,&ncols,NULL,NULL);
    890:           nonzeros[i] = ncols;
    891:           MatRestoreRow(tao->hessian,i,&ncols,NULL,NULL);
    892:           nonzeros[i] += ipmP->me+ipmP->nb;
    893:         } else if (i<r2) {
    894:           nonzeros[i-kstart] = ipmP->n;
    895:         } else if (i<r3) {
    896:           nonzeros[i-kstart] = ipmP->n+1;
    897:         } else if (i<bigsize) {
    898:           nonzeros[i-kstart] = 2;
    899:         }
    900:       }
    901:       MatCreate(comm,&ipmP->K);
    902:       MatSetType(ipmP->K,MATSEQAIJ);
    903:       MatSetSizes(ipmP->K,klocalsize,klocalsize,PETSC_DETERMINE,PETSC_DETERMINE);
    904:       MatSeqAIJSetPreallocation(ipmP->K,0,nonzeros);
    905:       MatSetFromOptions(ipmP->K);
    906:       PetscFree(nonzeros);
    907:     } else {
    908:       PetscMalloc1(kend-kstart,&d_nonzeros);
    909:       PetscMalloc1(kend-kstart,&o_nonzeros);
    910:       for (i=kstart;i<kend;i++) {
    911:         if (i<r1) {
    912:           /* TODO fix preallocation for mpi mats */
    913:           d_nonzeros[i-kstart] = PetscMin(ipmP->n+ipmP->me+ipmP->nb,kend-kstart);
    914:           o_nonzeros[i-kstart] = PetscMin(ipmP->n+ipmP->me+ipmP->nb,bigsize-(kend-kstart));
    915:         } else if (i<r2) {
    916:           d_nonzeros[i-kstart] = PetscMin(ipmP->n,kend-kstart);
    917:           o_nonzeros[i-kstart] = PetscMin(ipmP->n,bigsize-(kend-kstart));
    918:         } else if (i<r3) {
    919:           d_nonzeros[i-kstart] = PetscMin(ipmP->n+2,kend-kstart);
    920:           o_nonzeros[i-kstart] = PetscMin(ipmP->n+2,bigsize-(kend-kstart));
    921:         } else {
    922:           d_nonzeros[i-kstart] = PetscMin(2,kend-kstart);
    923:           o_nonzeros[i-kstart] = PetscMin(2,bigsize-(kend-kstart));
    924:         }
    925:       }
    926:       MatCreate(comm,&ipmP->K);
    927:       MatSetType(ipmP->K,MATMPIAIJ);
    928:       MatSetSizes(ipmP->K,klocalsize,klocalsize,PETSC_DETERMINE,PETSC_DETERMINE);
    929:       MatMPIAIJSetPreallocation(ipmP->K,0,d_nonzeros,0,o_nonzeros);
    930:       PetscFree(d_nonzeros);
    931:       PetscFree(o_nonzeros);
    932:       MatSetFromOptions(ipmP->K);
    933:     }
    934:   }

    936:   MatZeroEntries(ipmP->K);
    937:   /* Copy H */
    938:   for (i=hstart;i<hend;i++) {
    939:     MatGetRow(tao->hessian,i,&ncols,&cols,&vals);
    940:     if (ncols > 0) {
    941:       MatSetValues(ipmP->K,1,&i,ncols,cols,vals,INSERT_VALUES);
    942:     }
    943:     MatRestoreRow(tao->hessian,i,&ncols,&cols,&vals);
    944:   }

    946:   /* Copy Ae and Ae' */
    947:   if (ipmP->me > 0) {
    948:     MatGetOwnershipRange(tao->jacobian_equality,&aestart,&aeend);
    949:     for (i=aestart;i<aeend;i++) {
    950:       MatGetRow(tao->jacobian_equality,i,&ncols,&cols,&vals);
    951:       if (ncols > 0) {
    952:         /*Ae*/
    953:         row = i+r1;
    954:         MatSetValues(ipmP->K,1,&row,ncols,cols,vals,INSERT_VALUES);
    955:         /*Ae'*/
    956:         for (j=0;j<ncols;j++) {
    957:           newcol = i + c2;
    958:           newrow = cols[j];
    959:           newval = vals[j];
    960:           MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    961:         }
    962:       }
    963:       MatRestoreRow(tao->jacobian_equality,i,&ncols,&cols,&vals);
    964:     }
    965:   }

    967:   if (ipmP->nb > 0) {
    968:     MatGetOwnershipRange(ipmP->Ai,&aistart,&aiend);
    969:     /* Copy Ai,and Ai' */
    970:     for (i=aistart;i<aiend;i++) {
    971:       row = i+r2;
    972:       MatGetRow(ipmP->Ai,i,&ncols,&cols,&vals);
    973:       if (ncols > 0) {
    974:         /*Ai*/
    975:         MatSetValues(ipmP->K,1,&row,ncols,cols,vals,INSERT_VALUES);
    976:         /*-Ai'*/
    977:         for (j=0;j<ncols;j++) {
    978:           newcol = i + c3;
    979:           newrow = cols[j];
    980:           newval = -vals[j];
    981:           MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    982:         }
    983:       }
    984:       MatRestoreRow(ipmP->Ai,i,&ncols,&cols,&vals);
    985:     }

    987:     /* -I */
    988:     for (i=kstart;i<kend;i++) {
    989:       if (i>=r2 && i<r3) {
    990:         newrow = i;
    991:         newcol = i-r2+c1;
    992:         newval = -1.0;
    993:         MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    994:       }
    995:     }

    997:     /* Copy L,Y */
    998:     VecGetOwnershipRange(ipmP->s,&sstart,&send);
    999:     VecGetArrayRead(ipmP->lamdai,&l);
    1000:     VecGetArrayRead(ipmP->s,&y);

    1002:     for (i=sstart;i<send;i++) {
    1003:       newcols[0] = c1+i;
    1004:       newcols[1] = c3+i;
    1005:       newvals[0] = l[i-sstart];
    1006:       newvals[1] = y[i-sstart];
    1007:       newrow = r3+i;
    1008:       MatSetValues(ipmP->K,1,&newrow,2,newcols,newvals,INSERT_VALUES);
    1009:     }

    1011:     VecRestoreArrayRead(ipmP->lamdai,&l);
    1012:     VecRestoreArrayRead(ipmP->s,&y);
    1013:   }

    1015:   PetscFree(indices);
    1016:   PetscFree(newvals);
    1017:   MatAssemblyBegin(ipmP->K,MAT_FINAL_ASSEMBLY);
    1018:   MatAssemblyEnd(ipmP->K,MAT_FINAL_ASSEMBLY);
    1019:   return(0);
    1020: }

    1024: PetscErrorCode IPMGatherRHS(Tao tao,Vec RHS,Vec X1,Vec X2,Vec X3,Vec X4)
    1025: {
    1026:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    1030:   /* rhs = [x1      (n)
    1031:             x2     (me)
    1032:             x3     (nb)
    1033:             x4     (nb)] */
    1034:   if (X1) {
    1035:     VecScatterBegin(ipmP->rhs1,X1,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1036:     VecScatterEnd(ipmP->rhs1,X1,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1037:   }
    1038:   if (ipmP->me > 0 && X2) {
    1039:     VecScatterBegin(ipmP->rhs2,X2,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1040:     VecScatterEnd(ipmP->rhs2,X2,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1041:   }
    1042:   if (ipmP->nb > 0) {
    1043:     if (X3) {
    1044:       VecScatterBegin(ipmP->rhs3,X3,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1045:       VecScatterEnd(ipmP->rhs3,X3,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1046:     }
    1047:     if (X4) {
    1048:       VecScatterBegin(ipmP->rhs4,X4,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1049:       VecScatterEnd(ipmP->rhs4,X4,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1050:     }
    1051:   }
    1052:   return(0);
    1053: }

    1057: PetscErrorCode IPMScatterStep(Tao tao, Vec STEP, Vec X1, Vec X2, Vec X3, Vec X4)
    1058: {
    1059:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    1063:   CHKMEMQ;
    1064:   /*        [x1    (n)
    1065:              x2    (nb) may be 0
    1066:              x3    (me) may be 0
    1067:              x4    (nb) may be 0 */
    1068:   if (X1) {
    1069:     VecScatterBegin(ipmP->step1,STEP,X1,INSERT_VALUES,SCATTER_FORWARD);
    1070:     VecScatterEnd(ipmP->step1,STEP,X1,INSERT_VALUES,SCATTER_FORWARD);
    1071:   }
    1072:   if (X2 && ipmP->nb > 0) {
    1073:     VecScatterBegin(ipmP->step2,STEP,X2,INSERT_VALUES,SCATTER_FORWARD);
    1074:     VecScatterEnd(ipmP->step2,STEP,X2,INSERT_VALUES,SCATTER_FORWARD);
    1075:   }
    1076:   if (X3 && ipmP->me > 0) {
    1077:     VecScatterBegin(ipmP->step3,STEP,X3,INSERT_VALUES,SCATTER_FORWARD);
    1078:     VecScatterEnd(ipmP->step3,STEP,X3,INSERT_VALUES,SCATTER_FORWARD);
    1079:   }
    1080:   if (X4 && ipmP->nb > 0) {
    1081:     VecScatterBegin(ipmP->step4,STEP,X4,INSERT_VALUES,SCATTER_FORWARD);
    1082:     VecScatterEnd(ipmP->step4,STEP,X4,INSERT_VALUES,SCATTER_FORWARD);
    1083:   }
    1084:   CHKMEMQ;
    1085:   return(0);
    1086: }

    1088: /*MC
    1089:   TAOIPM - Interior point algorithm for generally constrained optimization.

    1091:   Option Database Keys:
    1092: +   -tao_ipm_pushnu - parameter to push initial dual variables away from bounds
    1093: .   -tao_ipm_pushs - parameter to push initial slack variables away from bounds

    1095:   Notes: This algorithm is more of a place-holder for future constrained optimization algorithms and should not yet be used for large problems or production code.
    1096:   Level: beginner

    1098: M*/

    1102: PETSC_EXTERN PetscErrorCode TaoCreate_IPM(Tao tao)
    1103: {
    1104:   TAO_IPM        *ipmP;

    1108:   tao->ops->setup = TaoSetup_IPM;
    1109:   tao->ops->solve = TaoSolve_IPM;
    1110:   tao->ops->view = TaoView_IPM;
    1111:   tao->ops->setfromoptions = TaoSetFromOptions_IPM;
    1112:   tao->ops->destroy = TaoDestroy_IPM;
    1113:   /* tao->ops->computedual = TaoComputeDual_IPM; */

    1115:   PetscNewLog(tao,&ipmP);
    1116:   tao->data = (void*)ipmP;

    1118:   /* Override default settings (unless already changed) */
    1119:   if (!tao->max_it_changed) tao->max_it = 200;
    1120:   if (!tao->max_funcs_changed) tao->max_funcs = 500;

    1122:   ipmP->dec = 10000; /* line search critera */
    1123:   ipmP->taumin = 0.995;
    1124:   ipmP->monitorkkt = PETSC_FALSE;
    1125:   ipmP->pushs = 100;
    1126:   ipmP->pushnu = 100;
    1127:   KSPCreate(((PetscObject)tao)->comm, &tao->ksp);
    1128:   KSPSetOptionsPrefix(tao->ksp, tao->hdr.prefix);
    1129:   return(0);
    1130: }