Actual source code: ipm.c

      1: #include <petsctaolinesearch.h>
      2: #include <../src/tao/constrained/impls/ipm/ipm.h>

      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);

     33: static PetscErrorCode TaoSolve_IPM(Tao tao)
     34: {
     35:   TAO_IPM            *ipmP = (TAO_IPM*)tao->data;
     36:   PetscInt           its,i;
     37:   PetscScalar        stepsize=1.0;
     38:   PetscScalar        step_s,step_l,alpha,tau,sigma,phi_target;

     40:   /* Push initial point away from bounds */
     41:   IPMInitializeBounds(tao);
     42:   IPMPushInitialPoint(tao);
     43:   VecCopy(tao->solution,ipmP->rhs_x);
     44:   IPMEvaluate(tao);
     45:   IPMComputeKKT(tao);

     47:   tao->reason = TAO_CONTINUE_ITERATING;
     48:   TaoLogConvergenceHistory(tao,ipmP->kkt_f,ipmP->phi,0.0,tao->ksp_its);
     49:   TaoMonitor(tao,tao->niter,ipmP->kkt_f,ipmP->phi,0.0,1.0);
     50:   (*tao->ops->convergencetest)(tao,tao->cnvP);

     52:   while (tao->reason == TAO_CONTINUE_ITERATING) {
     53:     /* Call general purpose update function */
     54:     if (tao->ops->update) {
     55:       (*tao->ops->update)(tao, tao->niter, tao->user_update);
     56:     }

     58:     tao->ksp_its=0;
     59:     IPMUpdateK(tao);
     60:     /*
     61:        rhs.x    = -rd
     62:        rhs.lame = -rpe
     63:        rhs.lami = -rpi
     64:        rhs.com  = -com
     65:     */

     67:     VecCopy(ipmP->rd,ipmP->rhs_x);
     68:     if (ipmP->me > 0) {
     69:       VecCopy(ipmP->rpe,ipmP->rhs_lamdae);
     70:     }
     71:     if (ipmP->nb > 0) {
     72:       VecCopy(ipmP->rpi,ipmP->rhs_lamdai);
     73:       VecCopy(ipmP->complementarity,ipmP->rhs_s);
     74:     }
     75:     IPMGatherRHS(tao,ipmP->bigrhs,ipmP->rhs_x,ipmP->rhs_lamdae,ipmP->rhs_lamdai,ipmP->rhs_s);
     76:     VecScale(ipmP->bigrhs,-1.0);

     78:     /* solve K * step = rhs */
     79:     KSPSetOperators(tao->ksp,ipmP->K,ipmP->K);
     80:     KSPSolve(tao->ksp,ipmP->bigrhs,ipmP->bigstep);

     82:     IPMScatterStep(tao,ipmP->bigstep,tao->stepdirection,ipmP->ds,ipmP->dlamdae,ipmP->dlamdai);
     83:     KSPGetIterationNumber(tao->ksp,&its);
     84:     tao->ksp_its += its;
     85:     tao->ksp_tot_its+=its;
     86:      /* Find distance along step direction to closest bound */
     87:     if (ipmP->nb > 0) {
     88:       VecStepBoundInfo(ipmP->s,ipmP->ds,ipmP->Zero_nb,ipmP->Inf_nb,&step_s,NULL,NULL);
     89:       VecStepBoundInfo(ipmP->lamdai,ipmP->dlamdai,ipmP->Zero_nb,ipmP->Inf_nb,&step_l,NULL,NULL);
     90:       alpha = PetscMin(step_s,step_l);
     91:       alpha = PetscMin(alpha,1.0);
     92:       ipmP->alpha1 = alpha;
     93:     } else {
     94:       ipmP->alpha1 = alpha = 1.0;
     95:     }

     97:     /* x_aff = x + alpha*d */
     98:     VecCopy(tao->solution,ipmP->save_x);
     99:     if (ipmP->me > 0) {
    100:       VecCopy(ipmP->lamdae,ipmP->save_lamdae);
    101:     }
    102:     if (ipmP->nb > 0) {
    103:       VecCopy(ipmP->lamdai,ipmP->save_lamdai);
    104:       VecCopy(ipmP->s,ipmP->save_s);
    105:     }

    107:     VecAXPY(tao->solution,alpha,tao->stepdirection);
    108:     if (ipmP->me > 0) {
    109:       VecAXPY(ipmP->lamdae,alpha,ipmP->dlamdae);
    110:     }
    111:     if (ipmP->nb > 0) {
    112:       VecAXPY(ipmP->lamdai,alpha,ipmP->dlamdai);
    113:       VecAXPY(ipmP->s,alpha,ipmP->ds);
    114:     }

    116:     /* Recompute kkt to find centering parameter sigma = (new_mu/old_mu)^3 */
    117:     if (ipmP->mu == 0.0) {
    118:       sigma = 0.0;
    119:     } else {
    120:       sigma = 1.0/ipmP->mu;
    121:     }
    122:     IPMComputeKKT(tao);
    123:     sigma *= ipmP->mu;
    124:     sigma*=sigma*sigma;

    126:     /* revert kkt info */
    127:     VecCopy(ipmP->save_x,tao->solution);
    128:     if (ipmP->me > 0) {
    129:       VecCopy(ipmP->save_lamdae,ipmP->lamdae);
    130:     }
    131:     if (ipmP->nb > 0) {
    132:       VecCopy(ipmP->save_lamdai,ipmP->lamdai);
    133:       VecCopy(ipmP->save_s,ipmP->s);
    134:     }
    135:     IPMComputeKKT(tao);

    137:     /* update rhs with new complementarity vector */
    138:     if (ipmP->nb > 0) {
    139:       VecCopy(ipmP->complementarity,ipmP->rhs_s);
    140:       VecScale(ipmP->rhs_s,-1.0);
    141:       VecShift(ipmP->rhs_s,sigma*ipmP->mu);
    142:     }
    143:     IPMGatherRHS(tao,ipmP->bigrhs,NULL,NULL,NULL,ipmP->rhs_s);

    145:     /* solve K * step = rhs */
    146:     KSPSetOperators(tao->ksp,ipmP->K,ipmP->K);
    147:     KSPSolve(tao->ksp,ipmP->bigrhs,ipmP->bigstep);

    149:     IPMScatterStep(tao,ipmP->bigstep,tao->stepdirection,ipmP->ds,ipmP->dlamdae,ipmP->dlamdai);
    150:     KSPGetIterationNumber(tao->ksp,&its);
    151:     tao->ksp_its += its;
    152:     tao->ksp_tot_its+=its;
    153:     if (ipmP->nb > 0) {
    154:       /* Get max step size and apply frac-to-boundary */
    155:       tau = PetscMax(ipmP->taumin,1.0-ipmP->mu);
    156:       tau = PetscMin(tau,1.0);
    157:       if (tau != 1.0) {
    158:         VecScale(ipmP->s,tau);
    159:         VecScale(ipmP->lamdai,tau);
    160:       }
    161:       VecStepBoundInfo(ipmP->s,ipmP->ds,ipmP->Zero_nb,ipmP->Inf_nb,&step_s,NULL,NULL);
    162:       VecStepBoundInfo(ipmP->lamdai,ipmP->dlamdai,ipmP->Zero_nb,ipmP->Inf_nb,&step_l,NULL,NULL);
    163:       if (tau != 1.0) {
    164:         VecCopy(ipmP->save_s,ipmP->s);
    165:         VecCopy(ipmP->save_lamdai,ipmP->lamdai);
    166:       }
    167:       alpha = PetscMin(step_s,step_l);
    168:       alpha = PetscMin(alpha,1.0);
    169:     } else {
    170:       alpha = 1.0;
    171:     }
    172:     ipmP->alpha2 = alpha;
    173:     /* TODO make phi_target meaningful */
    174:     phi_target = ipmP->dec * ipmP->phi;
    175:     for (i=0; i<11;i++) {
    176:       VecAXPY(tao->solution,alpha,tao->stepdirection);
    177:       if (ipmP->nb > 0) {
    178:         VecAXPY(ipmP->s,alpha,ipmP->ds);
    179:         VecAXPY(ipmP->lamdai,alpha,ipmP->dlamdai);
    180:       }
    181:       if (ipmP->me > 0) {
    182:         VecAXPY(ipmP->lamdae,alpha,ipmP->dlamdae);
    183:       }

    185:       /* update dual variables */
    186:       if (ipmP->me > 0) {
    187:         VecCopy(ipmP->lamdae,tao->DE);
    188:       }

    190:       IPMEvaluate(tao);
    191:       IPMComputeKKT(tao);
    192:       if (ipmP->phi <= phi_target) break;
    193:       alpha /= 2.0;
    194:     }

    196:     TaoLogConvergenceHistory(tao,ipmP->kkt_f,ipmP->phi,0.0,tao->ksp_its);
    197:     TaoMonitor(tao,tao->niter,ipmP->kkt_f,ipmP->phi,0.0,stepsize);
    198:     (*tao->ops->convergencetest)(tao,tao->cnvP);
    199:     tao->niter++;
    200:   }
    201:   return 0;
    202: }

    204: static PetscErrorCode TaoSetup_IPM(Tao tao)
    205: {
    206:   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;

    208:   ipmP->nb = ipmP->mi = ipmP->me = 0;
    209:   ipmP->K = NULL;
    210:   VecGetSize(tao->solution,&ipmP->n);
    211:   if (!tao->gradient) {
    212:     VecDuplicate(tao->solution, &tao->gradient);
    213:     VecDuplicate(tao->solution, &tao->stepdirection);
    214:     VecDuplicate(tao->solution, &ipmP->rd);
    215:     VecDuplicate(tao->solution, &ipmP->rhs_x);
    216:     VecDuplicate(tao->solution, &ipmP->work);
    217:     VecDuplicate(tao->solution, &ipmP->save_x);
    218:   }
    219:   if (tao->constraints_equality) {
    220:     VecGetSize(tao->constraints_equality,&ipmP->me);
    221:     VecDuplicate(tao->constraints_equality,&ipmP->lamdae);
    222:     VecDuplicate(tao->constraints_equality,&ipmP->dlamdae);
    223:     VecDuplicate(tao->constraints_equality,&ipmP->rhs_lamdae);
    224:     VecDuplicate(tao->constraints_equality,&ipmP->save_lamdae);
    225:     VecDuplicate(tao->constraints_equality,&ipmP->rpe);
    226:     VecDuplicate(tao->constraints_equality,&tao->DE);
    227:   }
    228:   if (tao->constraints_inequality) {
    229:     VecDuplicate(tao->constraints_inequality,&tao->DI);
    230:   }
    231:   return 0;
    232: }

    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 = 0 ,send = 0;
    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;
    249:   MPI_Comm       comm;

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

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

    284:   PetscObjectGetComm((PetscObject)tao->solution,&comm);

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

    470: static PetscErrorCode TaoDestroy_IPM(Tao tao)
    471: {
    472:   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;

    474:   VecDestroy(&ipmP->rd);
    475:   VecDestroy(&ipmP->rpe);
    476:   VecDestroy(&ipmP->rpi);
    477:   VecDestroy(&ipmP->work);
    478:   VecDestroy(&ipmP->lamdae);
    479:   VecDestroy(&ipmP->lamdai);
    480:   VecDestroy(&ipmP->s);
    481:   VecDestroy(&ipmP->ds);
    482:   VecDestroy(&ipmP->ci);

    484:   VecDestroy(&ipmP->rhs_x);
    485:   VecDestroy(&ipmP->rhs_lamdae);
    486:   VecDestroy(&ipmP->rhs_lamdai);
    487:   VecDestroy(&ipmP->rhs_s);

    489:   VecDestroy(&ipmP->save_x);
    490:   VecDestroy(&ipmP->save_lamdae);
    491:   VecDestroy(&ipmP->save_lamdai);
    492:   VecDestroy(&ipmP->save_s);

    494:   VecScatterDestroy(&ipmP->step1);
    495:   VecScatterDestroy(&ipmP->step2);
    496:   VecScatterDestroy(&ipmP->step3);
    497:   VecScatterDestroy(&ipmP->step4);

    499:   VecScatterDestroy(&ipmP->rhs1);
    500:   VecScatterDestroy(&ipmP->rhs2);
    501:   VecScatterDestroy(&ipmP->rhs3);
    502:   VecScatterDestroy(&ipmP->rhs4);

    504:   VecScatterDestroy(&ipmP->ci_scat);
    505:   VecScatterDestroy(&ipmP->xl_scat);
    506:   VecScatterDestroy(&ipmP->xu_scat);

    508:   VecDestroy(&ipmP->dlamdai);
    509:   VecDestroy(&ipmP->dlamdae);
    510:   VecDestroy(&ipmP->Zero_nb);
    511:   VecDestroy(&ipmP->One_nb);
    512:   VecDestroy(&ipmP->Inf_nb);
    513:   VecDestroy(&ipmP->complementarity);

    515:   VecDestroy(&ipmP->bigrhs);
    516:   VecDestroy(&ipmP->bigstep);
    517:   MatDestroy(&ipmP->Ai);
    518:   MatDestroy(&ipmP->K);
    519:   ISDestroy(&ipmP->isxu);
    520:   ISDestroy(&ipmP->isxl);
    521:   PetscFree(tao->data);
    522:   return 0;
    523: }

    525: static PetscErrorCode TaoSetFromOptions_IPM(PetscOptionItems *PetscOptionsObject,Tao tao)
    526: {
    527:   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;

    529:   PetscOptionsHead(PetscOptionsObject,"IPM method for constrained optimization");
    530:   PetscOptionsBool("-tao_ipm_monitorkkt","monitor kkt status",NULL,ipmP->monitorkkt,&ipmP->monitorkkt,NULL);
    531:   PetscOptionsReal("-tao_ipm_pushs","parameter to push initial slack variables away from bounds",NULL,ipmP->pushs,&ipmP->pushs,NULL);
    532:   PetscOptionsReal("-tao_ipm_pushnu","parameter to push initial (inequality) dual variables away from bounds",NULL,ipmP->pushnu,&ipmP->pushnu,NULL);
    533:   PetscOptionsTail();
    534:   KSPSetFromOptions(tao->ksp);
    535:   return 0;
    536: }

    538: static PetscErrorCode TaoView_IPM(Tao tao, PetscViewer viewer)
    539: {
    540:   return 0;
    541: }

    543: /* IPMObjectiveAndGradient()
    544:    f = d'x + 0.5 * x' * H * x
    545:    rd = H*x + d + Ae'*lame - Ai'*lami
    546:    rpe = Ae*x - be
    547:    rpi = Ai*x - yi - bi
    548:    mu = yi' * lami/mi;
    549:    com = yi.*lami

    551:    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
    552: */
    553: /*
    554: static PetscErrorCode IPMObjective(TaoLineSearch ls, Vec X, PetscReal *f, void *tptr)
    555: {
    556:   Tao tao = (Tao)tptr;
    557:   TAO_IPM *ipmP = (TAO_IPM*)tao->data;
    558:   IPMComputeKKT(tao);
    559:   *f = ipmP->phi;
    560:   return 0;
    561: }
    562: */

    564: /*
    565:    f = d'x + 0.5 * x' * H * x
    566:    rd = H*x + d + Ae'*lame - Ai'*lami
    567:        Ai =   jac_ineq
    568:                I (w/lb)
    569:               -I (w/ub)

    571:    rpe = ce
    572:    rpi = ci - s;
    573:    com = s.*lami
    574:    mu = yi' * lami/mi;

    576:    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
    577: */
    578: static PetscErrorCode IPMComputeKKT(Tao tao)
    579: {
    580:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
    581:   PetscScalar    norm;

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

    585:   if (ipmP->me > 0) {
    586:     /* rd = gradient + Ae'*lamdae */
    587:     MatMultTranspose(tao->jacobian_equality,ipmP->lamdae,ipmP->work);
    588:     VecAXPY(ipmP->rd, 1.0, ipmP->work);

    590:     /* rpe = ce(x) */
    591:     VecCopy(tao->constraints_equality,ipmP->rpe);
    592:   }
    593:   if (ipmP->nb > 0) {
    594:     /* rd = rd - Ai'*lamdai */
    595:     MatMultTranspose(ipmP->Ai,ipmP->lamdai,ipmP->work);
    596:     VecAXPY(ipmP->rd, -1.0, ipmP->work);

    598:     /* rpi = cin - s */
    599:     VecCopy(ipmP->ci,ipmP->rpi);
    600:     VecAXPY(ipmP->rpi, -1.0, ipmP->s);

    602:     /* com = s .* lami */
    603:     VecPointwiseMult(ipmP->complementarity, ipmP->s,ipmP->lamdai);
    604:   }
    605:   /* phi = ||rd; rpe; rpi; com|| */
    606:   VecDot(ipmP->rd,ipmP->rd,&norm);
    607:   ipmP->phi = norm;
    608:   if (ipmP->me > 0) {
    609:     VecDot(ipmP->rpe,ipmP->rpe,&norm);
    610:     ipmP->phi += norm;
    611:   }
    612:   if (ipmP->nb > 0) {
    613:     VecDot(ipmP->rpi,ipmP->rpi,&norm);
    614:     ipmP->phi += norm;
    615:     VecDot(ipmP->complementarity,ipmP->complementarity,&norm);
    616:     ipmP->phi += norm;
    617:     /* mu = s'*lami/nb */
    618:     VecDot(ipmP->s,ipmP->lamdai,&ipmP->mu);
    619:     ipmP->mu /= ipmP->nb;
    620:   } else {
    621:     ipmP->mu = 1.0;
    622:   }

    624:   ipmP->phi = PetscSqrtScalar(ipmP->phi);
    625:   return 0;
    626: }

    628: /* evaluate user info at current point */
    629: PetscErrorCode IPMEvaluate(Tao tao)
    630: {
    631:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    633:   TaoComputeObjectiveAndGradient(tao,tao->solution,&ipmP->kkt_f,tao->gradient);
    634:   TaoComputeHessian(tao,tao->solution,tao->hessian,tao->hessian_pre);
    635:   if (ipmP->me > 0) {
    636:     TaoComputeEqualityConstraints(tao,tao->solution,tao->constraints_equality);
    637:     TaoComputeJacobianEquality(tao,tao->solution,tao->jacobian_equality,tao->jacobian_equality_pre);
    638:   }
    639:   if (ipmP->mi > 0) {
    640:     TaoComputeInequalityConstraints(tao,tao->solution,tao->constraints_inequality);
    641:     TaoComputeJacobianInequality(tao,tao->solution,tao->jacobian_inequality,tao->jacobian_inequality_pre);
    642:   }
    643:   if (ipmP->nb > 0) {
    644:     /* Ai' =   jac_ineq | I (w/lb) | -I (w/ub)  */
    645:     IPMUpdateAi(tao);
    646:   }
    647:   return 0;
    648: }

    650: /* Push initial point away from bounds */
    651: PetscErrorCode IPMPushInitialPoint(Tao tao)
    652: {
    653:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    655:   TaoComputeVariableBounds(tao);
    656:   if (tao->XL && tao->XU) {
    657:     VecMedian(tao->XL, tao->solution, tao->XU, tao->solution);
    658:   }
    659:   if (ipmP->nb > 0) {
    660:     VecSet(ipmP->s,ipmP->pushs);
    661:     VecSet(ipmP->lamdai,ipmP->pushnu);
    662:     if (ipmP->mi > 0) {
    663:       VecSet(tao->DI,ipmP->pushnu);
    664:     }
    665:   }
    666:   if (ipmP->me > 0) {
    667:     VecSet(tao->DE,1.0);
    668:     VecSet(ipmP->lamdae,1.0);
    669:   }
    670:   return 0;
    671: }

    673: PetscErrorCode IPMUpdateAi(Tao tao)
    674: {
    675:   /* Ai =     Ji
    676:               I (w/lb)
    677:              -I (w/ub) */

    679:   /* Ci =    user->ci
    680:              Xi - lb (w/lb)
    681:              -Xi + ub (w/ub)  */

    683:   TAO_IPM           *ipmP = (TAO_IPM *)tao->data;
    684:   MPI_Comm          comm;
    685:   PetscInt          i;
    686:   PetscScalar       newval;
    687:   PetscInt          newrow,newcol,ncols;
    688:   const PetscScalar *vals;
    689:   const PetscInt    *cols;
    690:   PetscInt          astart,aend,jstart,jend;
    691:   PetscInt          *nonzeros;
    692:   PetscInt          r2,r3,r4;
    693:   PetscMPIInt       size;
    694:   Vec               solu;
    695:   PetscInt          nloc;

    697:   r2 = ipmP->mi;
    698:   r3 = r2 + ipmP->nxlb;
    699:   r4 = r3 + ipmP->nxub;

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

    703:   /* Create Ai matrix if it doesn't exist yet */
    704:   if (!ipmP->Ai) {
    705:     comm = ((PetscObject)(tao->solution))->comm;
    706:     MPI_Comm_size(comm,&size);
    707:     if (size == 1) {
    708:       PetscMalloc1(ipmP->nb,&nonzeros);
    709:       for (i=0;i<ipmP->mi;i++) {
    710:         MatGetRow(tao->jacobian_inequality,i,&ncols,NULL,NULL);
    711:         nonzeros[i] = ncols;
    712:         MatRestoreRow(tao->jacobian_inequality,i,&ncols,NULL,NULL);
    713:       }
    714:       for (i=r2;i<r4;i++) {
    715:         nonzeros[i] = 1;
    716:       }
    717:     }
    718:     MatCreate(comm,&ipmP->Ai);
    719:     MatSetType(ipmP->Ai,MATAIJ);

    721:     TaoGetSolution(tao,&solu);
    722:     VecGetLocalSize(solu,&nloc);
    723:     MatSetSizes(ipmP->Ai,PETSC_DECIDE,nloc,ipmP->nb,PETSC_DECIDE);
    724:     MatSetFromOptions(ipmP->Ai);
    725:     MatMPIAIJSetPreallocation(ipmP->Ai,ipmP->nb,NULL,ipmP->nb,NULL);
    726:     MatSeqAIJSetPreallocation(ipmP->Ai,PETSC_DEFAULT,nonzeros);
    727:     if (size ==1) {
    728:       PetscFree(nonzeros);
    729:     }
    730:   }

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

    735:   /* Ai w/lb */
    736:   if (ipmP->mi) {
    737:     MatZeroEntries(ipmP->Ai);
    738:     MatGetOwnershipRange(tao->jacobian_inequality,&jstart,&jend);
    739:     for (i=jstart;i<jend;i++) {
    740:       MatGetRow(tao->jacobian_inequality,i,&ncols,&cols,&vals);
    741:       newrow = i;
    742:       MatSetValues(ipmP->Ai,1,&newrow,ncols,cols,vals,INSERT_VALUES);
    743:       MatRestoreRow(tao->jacobian_inequality,i,&ncols,&cols,&vals);
    744:     }
    745:   }

    747:   /* I w/ xlb */
    748:   if (ipmP->nxlb) {
    749:     for (i=0;i<ipmP->nxlb;i++) {
    750:       if (i>=astart && i<aend) {
    751:         newrow = i+r2;
    752:         newcol = i;
    753:         newval = 1.0;
    754:         MatSetValues(ipmP->Ai,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    755:       }
    756:     }
    757:   }
    758:   if (ipmP->nxub) {
    759:     /* I w/ xub */
    760:     for (i=0;i<ipmP->nxub;i++) {
    761:       if (i>=astart && i<aend) {
    762:       newrow = i+r3;
    763:       newcol = i;
    764:       newval = -1.0;
    765:       MatSetValues(ipmP->Ai,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    766:       }
    767:     }
    768:   }

    770:   MatAssemblyBegin(ipmP->Ai,MAT_FINAL_ASSEMBLY);
    771:   MatAssemblyEnd(ipmP->Ai,MAT_FINAL_ASSEMBLY);
    772:   CHKMEMQ;

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

    776:   /* user ci */
    777:   if (ipmP->mi > 0) {
    778:     VecScatterBegin(ipmP->ci_scat,tao->constraints_inequality,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    779:     VecScatterEnd(ipmP->ci_scat,tao->constraints_inequality,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    780:   }
    781:   if (!ipmP->work) {
    782:     VecDuplicate(tao->solution,&ipmP->work);
    783:   }
    784:   VecCopy(tao->solution,ipmP->work);
    785:   if (tao->XL) {
    786:     VecAXPY(ipmP->work,-1.0,tao->XL);

    788:     /* lower bounds on variables */
    789:     if (ipmP->nxlb > 0) {
    790:       VecScatterBegin(ipmP->xl_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    791:       VecScatterEnd(ipmP->xl_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    792:     }
    793:   }
    794:   if (tao->XU) {
    795:     /* upper bounds on variables */
    796:     VecCopy(tao->solution,ipmP->work);
    797:     VecScale(ipmP->work,-1.0);
    798:     VecAXPY(ipmP->work,1.0,tao->XU);
    799:     if (ipmP->nxub > 0) {
    800:       VecScatterBegin(ipmP->xu_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    801:       VecScatterEnd(ipmP->xu_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD);
    802:     }
    803:   }
    804:   return 0;
    805: }

    807: /* create K = [ Hlag , 0 , Ae', -Ai'];
    808:               [Ae , 0,   0  , 0];
    809:               [Ai ,-I,   0 ,  0];
    810:               [ 0 , S ,  0,   Y ];  */
    811: PetscErrorCode IPMUpdateK(Tao tao)
    812: {
    813:   TAO_IPM         *ipmP = (TAO_IPM *)tao->data;
    814:   MPI_Comm        comm;
    815:   PetscMPIInt     size;
    816:   PetscInt        i,j,row;
    817:   PetscInt        ncols,newcol,newcols[2],newrow;
    818:   const PetscInt  *cols;
    819:   const PetscReal *vals;
    820:   const PetscReal *l,*y;
    821:   PetscReal       *newvals;
    822:   PetscReal       newval;
    823:   PetscInt        subsize;
    824:   const PetscInt  *indices;
    825:   PetscInt        *nonzeros,*d_nonzeros,*o_nonzeros;
    826:   PetscInt        bigsize;
    827:   PetscInt        r1,r2,r3;
    828:   PetscInt        c1,c2,c3;
    829:   PetscInt        klocalsize;
    830:   PetscInt        hstart,hend,kstart,kend;
    831:   PetscInt        aistart,aiend,aestart,aeend;
    832:   PetscInt        sstart,send;

    834:   comm = ((PetscObject)(tao->solution))->comm;
    835:   MPI_Comm_size(comm,&size);
    836:   IPMUpdateAi(tao);

    838:   /* allocate workspace */
    839:   subsize = PetscMax(ipmP->n,ipmP->nb);
    840:   subsize = PetscMax(ipmP->me,subsize);
    841:   subsize = PetscMax(2,subsize);
    842:   PetscMalloc1(subsize,(PetscInt**)&indices);
    843:   PetscMalloc1(subsize,&newvals);

    845:   r1 = c1 = ipmP->n;
    846:   r2 = r1 + ipmP->me;  c2 = c1 + ipmP->nb;
    847:   r3 = c3 = r2 + ipmP->nb;

    849:   bigsize = ipmP->n+2*ipmP->nb+ipmP->me;
    850:   VecGetOwnershipRange(ipmP->bigrhs,&kstart,&kend);
    851:   MatGetOwnershipRange(tao->hessian,&hstart,&hend);
    852:   klocalsize = kend-kstart;
    853:   if (!ipmP->K) {
    854:     if (size == 1) {
    855:       PetscMalloc1(kend-kstart,&nonzeros);
    856:       for (i=0;i<bigsize;i++) {
    857:         if (i<r1) {
    858:           MatGetRow(tao->hessian,i,&ncols,NULL,NULL);
    859:           nonzeros[i] = ncols;
    860:           MatRestoreRow(tao->hessian,i,&ncols,NULL,NULL);
    861:           nonzeros[i] += ipmP->me+ipmP->nb;
    862:         } else if (i<r2) {
    863:           nonzeros[i-kstart] = ipmP->n;
    864:         } else if (i<r3) {
    865:           nonzeros[i-kstart] = ipmP->n+1;
    866:         } else if (i<bigsize) {
    867:           nonzeros[i-kstart] = 2;
    868:         }
    869:       }
    870:       MatCreate(comm,&ipmP->K);
    871:       MatSetType(ipmP->K,MATSEQAIJ);
    872:       MatSetSizes(ipmP->K,klocalsize,klocalsize,PETSC_DETERMINE,PETSC_DETERMINE);
    873:       MatSeqAIJSetPreallocation(ipmP->K,0,nonzeros);
    874:       MatSetFromOptions(ipmP->K);
    875:       PetscFree(nonzeros);
    876:     } else {
    877:       PetscMalloc1(kend-kstart,&d_nonzeros);
    878:       PetscMalloc1(kend-kstart,&o_nonzeros);
    879:       for (i=kstart;i<kend;i++) {
    880:         if (i<r1) {
    881:           /* TODO fix preallocation for mpi mats */
    882:           d_nonzeros[i-kstart] = PetscMin(ipmP->n+ipmP->me+ipmP->nb,kend-kstart);
    883:           o_nonzeros[i-kstart] = PetscMin(ipmP->n+ipmP->me+ipmP->nb,bigsize-(kend-kstart));
    884:         } else if (i<r2) {
    885:           d_nonzeros[i-kstart] = PetscMin(ipmP->n,kend-kstart);
    886:           o_nonzeros[i-kstart] = PetscMin(ipmP->n,bigsize-(kend-kstart));
    887:         } else if (i<r3) {
    888:           d_nonzeros[i-kstart] = PetscMin(ipmP->n+2,kend-kstart);
    889:           o_nonzeros[i-kstart] = PetscMin(ipmP->n+2,bigsize-(kend-kstart));
    890:         } else {
    891:           d_nonzeros[i-kstart] = PetscMin(2,kend-kstart);
    892:           o_nonzeros[i-kstart] = PetscMin(2,bigsize-(kend-kstart));
    893:         }
    894:       }
    895:       MatCreate(comm,&ipmP->K);
    896:       MatSetType(ipmP->K,MATMPIAIJ);
    897:       MatSetSizes(ipmP->K,klocalsize,klocalsize,PETSC_DETERMINE,PETSC_DETERMINE);
    898:       MatMPIAIJSetPreallocation(ipmP->K,0,d_nonzeros,0,o_nonzeros);
    899:       PetscFree(d_nonzeros);
    900:       PetscFree(o_nonzeros);
    901:       MatSetFromOptions(ipmP->K);
    902:     }
    903:   }

    905:   MatZeroEntries(ipmP->K);
    906:   /* Copy H */
    907:   for (i=hstart;i<hend;i++) {
    908:     MatGetRow(tao->hessian,i,&ncols,&cols,&vals);
    909:     if (ncols > 0) {
    910:       MatSetValues(ipmP->K,1,&i,ncols,cols,vals,INSERT_VALUES);
    911:     }
    912:     MatRestoreRow(tao->hessian,i,&ncols,&cols,&vals);
    913:   }

    915:   /* Copy Ae and Ae' */
    916:   if (ipmP->me > 0) {
    917:     MatGetOwnershipRange(tao->jacobian_equality,&aestart,&aeend);
    918:     for (i=aestart;i<aeend;i++) {
    919:       MatGetRow(tao->jacobian_equality,i,&ncols,&cols,&vals);
    920:       if (ncols > 0) {
    921:         /*Ae*/
    922:         row = i+r1;
    923:         MatSetValues(ipmP->K,1,&row,ncols,cols,vals,INSERT_VALUES);
    924:         /*Ae'*/
    925:         for (j=0;j<ncols;j++) {
    926:           newcol = i + c2;
    927:           newrow = cols[j];
    928:           newval = vals[j];
    929:           MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    930:         }
    931:       }
    932:       MatRestoreRow(tao->jacobian_equality,i,&ncols,&cols,&vals);
    933:     }
    934:   }

    936:   if (ipmP->nb > 0) {
    937:     MatGetOwnershipRange(ipmP->Ai,&aistart,&aiend);
    938:     /* Copy Ai,and Ai' */
    939:     for (i=aistart;i<aiend;i++) {
    940:       row = i+r2;
    941:       MatGetRow(ipmP->Ai,i,&ncols,&cols,&vals);
    942:       if (ncols > 0) {
    943:         /*Ai*/
    944:         MatSetValues(ipmP->K,1,&row,ncols,cols,vals,INSERT_VALUES);
    945:         /*-Ai'*/
    946:         for (j=0;j<ncols;j++) {
    947:           newcol = i + c3;
    948:           newrow = cols[j];
    949:           newval = -vals[j];
    950:           MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    951:         }
    952:       }
    953:       MatRestoreRow(ipmP->Ai,i,&ncols,&cols,&vals);
    954:     }

    956:     /* -I */
    957:     for (i=kstart;i<kend;i++) {
    958:       if (i>=r2 && i<r3) {
    959:         newrow = i;
    960:         newcol = i-r2+c1;
    961:         newval = -1.0;
    962:         MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES);
    963:       }
    964:     }

    966:     /* Copy L,Y */
    967:     VecGetOwnershipRange(ipmP->s,&sstart,&send);
    968:     VecGetArrayRead(ipmP->lamdai,&l);
    969:     VecGetArrayRead(ipmP->s,&y);

    971:     for (i=sstart;i<send;i++) {
    972:       newcols[0] = c1+i;
    973:       newcols[1] = c3+i;
    974:       newvals[0] = l[i-sstart];
    975:       newvals[1] = y[i-sstart];
    976:       newrow = r3+i;
    977:       MatSetValues(ipmP->K,1,&newrow,2,newcols,newvals,INSERT_VALUES);
    978:     }

    980:     VecRestoreArrayRead(ipmP->lamdai,&l);
    981:     VecRestoreArrayRead(ipmP->s,&y);
    982:   }

    984:   PetscFree(indices);
    985:   PetscFree(newvals);
    986:   MatAssemblyBegin(ipmP->K,MAT_FINAL_ASSEMBLY);
    987:   MatAssemblyEnd(ipmP->K,MAT_FINAL_ASSEMBLY);
    988:   return 0;
    989: }

    991: PetscErrorCode IPMGatherRHS(Tao tao,Vec RHS,Vec X1,Vec X2,Vec X3,Vec X4)
    992: {
    993:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    995:   /* rhs = [x1      (n)
    996:             x2     (me)
    997:             x3     (nb)
    998:             x4     (nb)] */
    999:   if (X1) {
    1000:     VecScatterBegin(ipmP->rhs1,X1,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1001:     VecScatterEnd(ipmP->rhs1,X1,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1002:   }
    1003:   if (ipmP->me > 0 && X2) {
    1004:     VecScatterBegin(ipmP->rhs2,X2,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1005:     VecScatterEnd(ipmP->rhs2,X2,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1006:   }
    1007:   if (ipmP->nb > 0) {
    1008:     if (X3) {
    1009:       VecScatterBegin(ipmP->rhs3,X3,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1010:       VecScatterEnd(ipmP->rhs3,X3,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1011:     }
    1012:     if (X4) {
    1013:       VecScatterBegin(ipmP->rhs4,X4,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1014:       VecScatterEnd(ipmP->rhs4,X4,RHS,INSERT_VALUES,SCATTER_FORWARD);
    1015:     }
    1016:   }
    1017:   return 0;
    1018: }

    1020: PetscErrorCode IPMScatterStep(Tao tao, Vec STEP, Vec X1, Vec X2, Vec X3, Vec X4)
    1021: {
    1022:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;

    1024:   CHKMEMQ;
    1025:   /*        [x1    (n)
    1026:              x2    (nb) may be 0
    1027:              x3    (me) may be 0
    1028:              x4    (nb) may be 0 */
    1029:   if (X1) {
    1030:     VecScatterBegin(ipmP->step1,STEP,X1,INSERT_VALUES,SCATTER_FORWARD);
    1031:     VecScatterEnd(ipmP->step1,STEP,X1,INSERT_VALUES,SCATTER_FORWARD);
    1032:   }
    1033:   if (X2 && ipmP->nb > 0) {
    1034:     VecScatterBegin(ipmP->step2,STEP,X2,INSERT_VALUES,SCATTER_FORWARD);
    1035:     VecScatterEnd(ipmP->step2,STEP,X2,INSERT_VALUES,SCATTER_FORWARD);
    1036:   }
    1037:   if (X3 && ipmP->me > 0) {
    1038:     VecScatterBegin(ipmP->step3,STEP,X3,INSERT_VALUES,SCATTER_FORWARD);
    1039:     VecScatterEnd(ipmP->step3,STEP,X3,INSERT_VALUES,SCATTER_FORWARD);
    1040:   }
    1041:   if (X4 && ipmP->nb > 0) {
    1042:     VecScatterBegin(ipmP->step4,STEP,X4,INSERT_VALUES,SCATTER_FORWARD);
    1043:     VecScatterEnd(ipmP->step4,STEP,X4,INSERT_VALUES,SCATTER_FORWARD);
    1044:   }
    1045:   CHKMEMQ;
    1046:   return 0;
    1047: }

    1049: /*MC
    1050:   TAOIPM - Interior point algorithm for generally constrained optimization.

    1052:   Option Database Keys:
    1053: +   -tao_ipm_pushnu - parameter to push initial dual variables away from bounds
    1054: -   -tao_ipm_pushs - parameter to push initial slack variables away from bounds

    1056:   Notes:
    1057:     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.
    1058:   Level: beginner

    1060: M*/

    1062: PETSC_EXTERN PetscErrorCode TaoCreate_IPM(Tao tao)
    1063: {
    1064:   TAO_IPM        *ipmP;

    1066:   tao->ops->setup = TaoSetup_IPM;
    1067:   tao->ops->solve = TaoSolve_IPM;
    1068:   tao->ops->view = TaoView_IPM;
    1069:   tao->ops->setfromoptions = TaoSetFromOptions_IPM;
    1070:   tao->ops->destroy = TaoDestroy_IPM;
    1071:   /* tao->ops->computedual = TaoComputeDual_IPM; */

    1073:   PetscNewLog(tao,&ipmP);
    1074:   tao->data = (void*)ipmP;

    1076:   /* Override default settings (unless already changed) */
    1077:   if (!tao->max_it_changed) tao->max_it = 200;
    1078:   if (!tao->max_funcs_changed) tao->max_funcs = 500;

    1080:   ipmP->dec = 10000; /* line search critera */
    1081:   ipmP->taumin = 0.995;
    1082:   ipmP->monitorkkt = PETSC_FALSE;
    1083:   ipmP->pushs = 100;
    1084:   ipmP->pushnu = 100;
    1085:   KSPCreate(((PetscObject)tao)->comm, &tao->ksp);
    1086:   PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1);
    1087:   KSPSetOptionsPrefix(tao->ksp, tao->hdr.prefix);
    1088:   return 0;
    1089: }