xref: /petsc/src/tao/constrained/impls/ipm/ipm.c (revision a958fbfc1c07da5d8abfa22584ccb9c44e85e9ad)
1ba92ff59SBarry Smith #include <petsctaolinesearch.h>
2aaa7dc30SBarry Smith #include <../src/tao/constrained/impls/ipm/ipm.h> /*I "ipm.h" I*/
31522df2eSJason Sarich 
4a7e14dcfSSatish Balay /*
5a7e14dcfSSatish Balay    x,d in R^n
6a7e14dcfSSatish Balay    f in R
7a7e14dcfSSatish Balay    nb = mi + nlb+nub
8a7e14dcfSSatish Balay    s in R^nb is slack vector CI(x) / x-XL / -x+XU
9a7e14dcfSSatish Balay    bin in R^mi (tao->constraints_inequality)
10a7e14dcfSSatish Balay    beq in R^me (tao->constraints_equality)
11a7e14dcfSSatish Balay    lamdai in R^nb (ipmP->lamdai)
12a7e14dcfSSatish Balay    lamdae in R^me (ipmP->lamdae)
13a7e14dcfSSatish Balay    Jeq in R^(me x n) (tao->jacobian_equality)
14a7e14dcfSSatish Balay    Jin in R^(mi x n) (tao->jacobian_inequality)
15a7e14dcfSSatish Balay    Ai in  R^(nb x n) (ipmP->Ai)
16a7e14dcfSSatish Balay    H in R^(n x n) (tao->hessian)
17a7e14dcfSSatish Balay    min f=(1/2)*x'*H*x + d'*x
18a7e14dcfSSatish Balay    s.t.  CE(x) == 0
19a7e14dcfSSatish Balay          CI(x) >= 0
20a7e14dcfSSatish Balay          x >= tao->XL
21a7e14dcfSSatish Balay          -x >= -tao->XU
22a7e14dcfSSatish Balay */
23a7e14dcfSSatish Balay 
24441846f8SBarry Smith static PetscErrorCode IPMComputeKKT(Tao tao);
25441846f8SBarry Smith static PetscErrorCode IPMPushInitialPoint(Tao tao);
26441846f8SBarry Smith static PetscErrorCode IPMEvaluate(Tao tao);
27441846f8SBarry Smith static PetscErrorCode IPMUpdateK(Tao tao);
28441846f8SBarry Smith static PetscErrorCode IPMUpdateAi(Tao tao);
29441846f8SBarry Smith static PetscErrorCode IPMGatherRHS(Tao tao,Vec,Vec,Vec,Vec,Vec);
30441846f8SBarry Smith static PetscErrorCode IPMScatterStep(Tao tao,Vec,Vec,Vec,Vec,Vec);
31441846f8SBarry Smith static PetscErrorCode IPMInitializeBounds(Tao tao);
32a7e14dcfSSatish Balay 
33441846f8SBarry Smith static PetscErrorCode TaoSolve_IPM(Tao tao)
34a7e14dcfSSatish Balay {
35a7e14dcfSSatish Balay   TAO_IPM            *ipmP = (TAO_IPM*)tao->data;
368931d482SJason Sarich   PetscInt           its,i;
37a7e14dcfSSatish Balay   PetscScalar        stepsize=1.0;
38a7e14dcfSSatish Balay   PetscScalar        step_s,step_l,alpha,tau,sigma,phi_target;
39a7e14dcfSSatish Balay 
4047a47007SBarry Smith   PetscFunctionBegin;
41a7e14dcfSSatish Balay   /* Push initial point away from bounds */
429566063dSJacob Faibussowitsch   PetscCall(IPMInitializeBounds(tao));
439566063dSJacob Faibussowitsch   PetscCall(IPMPushInitialPoint(tao));
449566063dSJacob Faibussowitsch   PetscCall(VecCopy(tao->solution,ipmP->rhs_x));
459566063dSJacob Faibussowitsch   PetscCall(IPMEvaluate(tao));
469566063dSJacob Faibussowitsch   PetscCall(IPMComputeKKT(tao));
47a7e14dcfSSatish Balay 
48763847b4SAlp Dener   tao->reason = TAO_CONTINUE_ITERATING;
499566063dSJacob Faibussowitsch   PetscCall(TaoLogConvergenceHistory(tao,ipmP->kkt_f,ipmP->phi,0.0,tao->ksp_its));
509566063dSJacob Faibussowitsch   PetscCall(TaoMonitor(tao,tao->niter,ipmP->kkt_f,ipmP->phi,0.0,1.0));
519566063dSJacob Faibussowitsch   PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP));
52763847b4SAlp Dener 
53763847b4SAlp Dener   while (tao->reason == TAO_CONTINUE_ITERATING) {
54e1e80dc8SAlp Dener     /* Call general purpose update function */
55e1e80dc8SAlp Dener     if (tao->ops->update) {
569566063dSJacob Faibussowitsch       PetscCall((*tao->ops->update)(tao, tao->niter, tao->user_update));
57e1e80dc8SAlp Dener     }
58e1e80dc8SAlp Dener 
59b0026674SJason Sarich     tao->ksp_its=0;
609566063dSJacob Faibussowitsch     PetscCall(IPMUpdateK(tao));
61a7e14dcfSSatish Balay     /*
62a7e14dcfSSatish Balay        rhs.x    = -rd
63a7e14dcfSSatish Balay        rhs.lame = -rpe
64a7e14dcfSSatish Balay        rhs.lami = -rpi
65a7e14dcfSSatish Balay        rhs.com  = -com
66a7e14dcfSSatish Balay     */
67a7e14dcfSSatish Balay 
689566063dSJacob Faibussowitsch     PetscCall(VecCopy(ipmP->rd,ipmP->rhs_x));
69a7e14dcfSSatish Balay     if (ipmP->me > 0) {
709566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->rpe,ipmP->rhs_lamdae));
71a7e14dcfSSatish Balay     }
72a7e14dcfSSatish Balay     if (ipmP->nb > 0) {
739566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->rpi,ipmP->rhs_lamdai));
749566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->complementarity,ipmP->rhs_s));
75a7e14dcfSSatish Balay     }
769566063dSJacob Faibussowitsch     PetscCall(IPMGatherRHS(tao,ipmP->bigrhs,ipmP->rhs_x,ipmP->rhs_lamdae,ipmP->rhs_lamdai,ipmP->rhs_s));
779566063dSJacob Faibussowitsch     PetscCall(VecScale(ipmP->bigrhs,-1.0));
78a7e14dcfSSatish Balay 
79a7e14dcfSSatish Balay     /* solve K * step = rhs */
809566063dSJacob Faibussowitsch     PetscCall(KSPSetOperators(tao->ksp,ipmP->K,ipmP->K));
819566063dSJacob Faibussowitsch     PetscCall(KSPSolve(tao->ksp,ipmP->bigrhs,ipmP->bigstep));
82a7e14dcfSSatish Balay 
839566063dSJacob Faibussowitsch     PetscCall(IPMScatterStep(tao,ipmP->bigstep,tao->stepdirection,ipmP->ds,ipmP->dlamdae,ipmP->dlamdai));
849566063dSJacob Faibussowitsch     PetscCall(KSPGetIterationNumber(tao->ksp,&its));
85a7e14dcfSSatish Balay     tao->ksp_its += its;
86b0026674SJason Sarich     tao->ksp_tot_its+=its;
87a7e14dcfSSatish Balay      /* Find distance along step direction to closest bound */
88a7e14dcfSSatish Balay     if (ipmP->nb > 0) {
899566063dSJacob Faibussowitsch       PetscCall(VecStepBoundInfo(ipmP->s,ipmP->ds,ipmP->Zero_nb,ipmP->Inf_nb,&step_s,NULL,NULL));
909566063dSJacob Faibussowitsch       PetscCall(VecStepBoundInfo(ipmP->lamdai,ipmP->dlamdai,ipmP->Zero_nb,ipmP->Inf_nb,&step_l,NULL,NULL));
91a7e14dcfSSatish Balay       alpha = PetscMin(step_s,step_l);
92a7e14dcfSSatish Balay       alpha = PetscMin(alpha,1.0);
93a7e14dcfSSatish Balay       ipmP->alpha1 = alpha;
94a7e14dcfSSatish Balay     } else {
95a7e14dcfSSatish Balay       ipmP->alpha1 = alpha = 1.0;
96a7e14dcfSSatish Balay     }
97a7e14dcfSSatish Balay 
98a7e14dcfSSatish Balay     /* x_aff = x + alpha*d */
999566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->solution,ipmP->save_x));
100a7e14dcfSSatish Balay     if (ipmP->me > 0) {
1019566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->lamdae,ipmP->save_lamdae));
102a7e14dcfSSatish Balay     }
103a7e14dcfSSatish Balay     if (ipmP->nb > 0) {
1049566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->lamdai,ipmP->save_lamdai));
1059566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->s,ipmP->save_s));
106a7e14dcfSSatish Balay     }
107a7e14dcfSSatish Balay 
1089566063dSJacob Faibussowitsch     PetscCall(VecAXPY(tao->solution,alpha,tao->stepdirection));
109a7e14dcfSSatish Balay     if (ipmP->me > 0) {
1109566063dSJacob Faibussowitsch       PetscCall(VecAXPY(ipmP->lamdae,alpha,ipmP->dlamdae));
111a7e14dcfSSatish Balay     }
112a7e14dcfSSatish Balay     if (ipmP->nb > 0) {
1139566063dSJacob Faibussowitsch       PetscCall(VecAXPY(ipmP->lamdai,alpha,ipmP->dlamdai));
1149566063dSJacob Faibussowitsch       PetscCall(VecAXPY(ipmP->s,alpha,ipmP->ds));
115a7e14dcfSSatish Balay     }
116a7e14dcfSSatish Balay 
117a7e14dcfSSatish Balay     /* Recompute kkt to find centering parameter sigma = (new_mu/old_mu)^3 */
118a7e14dcfSSatish Balay     if (ipmP->mu == 0.0) {
119a7e14dcfSSatish Balay       sigma = 0.0;
120a7e14dcfSSatish Balay     } else {
121a7e14dcfSSatish Balay       sigma = 1.0/ipmP->mu;
122a7e14dcfSSatish Balay     }
1239566063dSJacob Faibussowitsch     PetscCall(IPMComputeKKT(tao));
124a7e14dcfSSatish Balay     sigma *= ipmP->mu;
125a7e14dcfSSatish Balay     sigma*=sigma*sigma;
126a7e14dcfSSatish Balay 
127a7e14dcfSSatish Balay     /* revert kkt info */
1289566063dSJacob Faibussowitsch     PetscCall(VecCopy(ipmP->save_x,tao->solution));
129a7e14dcfSSatish Balay     if (ipmP->me > 0) {
1309566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->save_lamdae,ipmP->lamdae));
131a7e14dcfSSatish Balay     }
132a7e14dcfSSatish Balay     if (ipmP->nb > 0) {
1339566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->save_lamdai,ipmP->lamdai));
1349566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->save_s,ipmP->s));
135a7e14dcfSSatish Balay     }
1369566063dSJacob Faibussowitsch     PetscCall(IPMComputeKKT(tao));
137a7e14dcfSSatish Balay 
138a7e14dcfSSatish Balay     /* update rhs with new complementarity vector */
139a7e14dcfSSatish Balay     if (ipmP->nb > 0) {
1409566063dSJacob Faibussowitsch       PetscCall(VecCopy(ipmP->complementarity,ipmP->rhs_s));
1419566063dSJacob Faibussowitsch       PetscCall(VecScale(ipmP->rhs_s,-1.0));
1429566063dSJacob Faibussowitsch       PetscCall(VecShift(ipmP->rhs_s,sigma*ipmP->mu));
143a7e14dcfSSatish Balay     }
1449566063dSJacob Faibussowitsch     PetscCall(IPMGatherRHS(tao,ipmP->bigrhs,NULL,NULL,NULL,ipmP->rhs_s));
145a7e14dcfSSatish Balay 
146a7e14dcfSSatish Balay     /* solve K * step = rhs */
1479566063dSJacob Faibussowitsch     PetscCall(KSPSetOperators(tao->ksp,ipmP->K,ipmP->K));
1489566063dSJacob Faibussowitsch     PetscCall(KSPSolve(tao->ksp,ipmP->bigrhs,ipmP->bigstep));
149a7e14dcfSSatish Balay 
1509566063dSJacob Faibussowitsch     PetscCall(IPMScatterStep(tao,ipmP->bigstep,tao->stepdirection,ipmP->ds,ipmP->dlamdae,ipmP->dlamdai));
1519566063dSJacob Faibussowitsch     PetscCall(KSPGetIterationNumber(tao->ksp,&its));
152a7e14dcfSSatish Balay     tao->ksp_its += its;
153b0026674SJason Sarich     tao->ksp_tot_its+=its;
154a7e14dcfSSatish Balay     if (ipmP->nb > 0) {
155a7e14dcfSSatish Balay       /* Get max step size and apply frac-to-boundary */
156a7e14dcfSSatish Balay       tau = PetscMax(ipmP->taumin,1.0-ipmP->mu);
157a7e14dcfSSatish Balay       tau = PetscMin(tau,1.0);
158a7e14dcfSSatish Balay       if (tau != 1.0) {
1599566063dSJacob Faibussowitsch         PetscCall(VecScale(ipmP->s,tau));
1609566063dSJacob Faibussowitsch         PetscCall(VecScale(ipmP->lamdai,tau));
161a7e14dcfSSatish Balay       }
1629566063dSJacob Faibussowitsch       PetscCall(VecStepBoundInfo(ipmP->s,ipmP->ds,ipmP->Zero_nb,ipmP->Inf_nb,&step_s,NULL,NULL));
1639566063dSJacob Faibussowitsch       PetscCall(VecStepBoundInfo(ipmP->lamdai,ipmP->dlamdai,ipmP->Zero_nb,ipmP->Inf_nb,&step_l,NULL,NULL));
164a7e14dcfSSatish Balay       if (tau != 1.0) {
1659566063dSJacob Faibussowitsch         PetscCall(VecCopy(ipmP->save_s,ipmP->s));
1669566063dSJacob Faibussowitsch         PetscCall(VecCopy(ipmP->save_lamdai,ipmP->lamdai));
167a7e14dcfSSatish Balay       }
168a7e14dcfSSatish Balay       alpha = PetscMin(step_s,step_l);
169a7e14dcfSSatish Balay       alpha = PetscMin(alpha,1.0);
170a7e14dcfSSatish Balay     } else {
171a7e14dcfSSatish Balay       alpha = 1.0;
172a7e14dcfSSatish Balay     }
173a7e14dcfSSatish Balay     ipmP->alpha2 = alpha;
174a7e14dcfSSatish Balay     /* TODO make phi_target meaningful */
175a7e14dcfSSatish Balay     phi_target = ipmP->dec * ipmP->phi;
176a7e14dcfSSatish Balay     for (i=0; i<11;i++) {
1779566063dSJacob Faibussowitsch       PetscCall(VecAXPY(tao->solution,alpha,tao->stepdirection));
178a7e14dcfSSatish Balay       if (ipmP->nb > 0) {
1799566063dSJacob Faibussowitsch         PetscCall(VecAXPY(ipmP->s,alpha,ipmP->ds));
1809566063dSJacob Faibussowitsch         PetscCall(VecAXPY(ipmP->lamdai,alpha,ipmP->dlamdai));
181a7e14dcfSSatish Balay       }
182a7e14dcfSSatish Balay       if (ipmP->me > 0) {
1839566063dSJacob Faibussowitsch         PetscCall(VecAXPY(ipmP->lamdae,alpha,ipmP->dlamdae));
184a7e14dcfSSatish Balay       }
185a7e14dcfSSatish Balay 
186a7e14dcfSSatish Balay       /* update dual variables */
187a7e14dcfSSatish Balay       if (ipmP->me > 0) {
1889566063dSJacob Faibussowitsch         PetscCall(VecCopy(ipmP->lamdae,tao->DE));
189a7e14dcfSSatish Balay       }
190a7e14dcfSSatish Balay 
1919566063dSJacob Faibussowitsch       PetscCall(IPMEvaluate(tao));
1929566063dSJacob Faibussowitsch       PetscCall(IPMComputeKKT(tao));
193a7e14dcfSSatish Balay       if (ipmP->phi <= phi_target) break;
194a7e14dcfSSatish Balay       alpha /= 2.0;
195a7e14dcfSSatish Balay     }
196a7e14dcfSSatish Balay 
1979566063dSJacob Faibussowitsch     PetscCall(TaoLogConvergenceHistory(tao,ipmP->kkt_f,ipmP->phi,0.0,tao->ksp_its));
1989566063dSJacob Faibussowitsch     PetscCall(TaoMonitor(tao,tao->niter,ipmP->kkt_f,ipmP->phi,0.0,stepsize));
1999566063dSJacob Faibussowitsch     PetscCall((*tao->ops->convergencetest)(tao,tao->cnvP));
2008931d482SJason Sarich     tao->niter++;
201a7e14dcfSSatish Balay   }
202a7e14dcfSSatish Balay   PetscFunctionReturn(0);
203a7e14dcfSSatish Balay }
204a7e14dcfSSatish Balay 
205441846f8SBarry Smith static PetscErrorCode TaoSetup_IPM(Tao tao)
206a7e14dcfSSatish Balay {
207a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;
208a7e14dcfSSatish Balay 
209a7e14dcfSSatish Balay   PetscFunctionBegin;
210a7e14dcfSSatish Balay   ipmP->nb = ipmP->mi = ipmP->me = 0;
21183c8fe1dSLisandro Dalcin   ipmP->K = NULL;
2129566063dSJacob Faibussowitsch   PetscCall(VecGetSize(tao->solution,&ipmP->n));
213a7e14dcfSSatish Balay   if (!tao->gradient) {
2149566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &tao->gradient));
2159566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &tao->stepdirection));
2169566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &ipmP->rd));
2179566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &ipmP->rhs_x));
2189566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &ipmP->work));
2199566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->solution, &ipmP->save_x));
220a7e14dcfSSatish Balay   }
221a7e14dcfSSatish Balay   if (tao->constraints_equality) {
2229566063dSJacob Faibussowitsch     PetscCall(VecGetSize(tao->constraints_equality,&ipmP->me));
2239566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->constraints_equality,&ipmP->lamdae));
2249566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->constraints_equality,&ipmP->dlamdae));
2259566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->constraints_equality,&ipmP->rhs_lamdae));
2269566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->constraints_equality,&ipmP->save_lamdae));
2279566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->constraints_equality,&ipmP->rpe));
2289566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->constraints_equality,&tao->DE));
229a7e14dcfSSatish Balay   }
230a7e14dcfSSatish Balay   if (tao->constraints_inequality) {
2319566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(tao->constraints_inequality,&tao->DI));
232a7e14dcfSSatish Balay   }
233a7e14dcfSSatish Balay   PetscFunctionReturn(0);
234a7e14dcfSSatish Balay }
235a7e14dcfSSatish Balay 
236441846f8SBarry Smith static PetscErrorCode IPMInitializeBounds(Tao tao)
237a7e14dcfSSatish Balay {
238a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;
239a7e14dcfSSatish Balay   Vec            xtmp;
240a7e14dcfSSatish Balay   PetscInt       xstart,xend;
241a7e14dcfSSatish Balay   PetscInt       ucstart,ucend; /* user ci */
242a7e14dcfSSatish Balay   PetscInt       ucestart,uceend; /* user ce */
243b99af1fdSBarry Smith   PetscInt       sstart = 0 ,send = 0;
244a7e14dcfSSatish Balay   PetscInt       bigsize;
245a7e14dcfSSatish Balay   PetscInt       i,counter,nloc;
246a7e14dcfSSatish Balay   PetscInt       *cind,*xind,*ucind,*uceind,*stepind;
247a7e14dcfSSatish Balay   VecType        vtype;
248a7e14dcfSSatish Balay   const PetscInt *xli,*xui;
249a7e14dcfSSatish Balay   PetscInt       xl_offset,xu_offset;
250a7e14dcfSSatish Balay   IS             bigxl,bigxu,isuc,isc,isx,sis,is1;
251a7e14dcfSSatish Balay   MPI_Comm       comm;
25247a47007SBarry Smith 
253a7e14dcfSSatish Balay   PetscFunctionBegin;
25483c8fe1dSLisandro Dalcin   cind=xind=ucind=uceind=stepind=NULL;
255a7e14dcfSSatish Balay   ipmP->mi=0;
256a7e14dcfSSatish Balay   ipmP->nxlb=0;
257a7e14dcfSSatish Balay   ipmP->nxub=0;
258a7e14dcfSSatish Balay   ipmP->nb=0;
259a7e14dcfSSatish Balay   ipmP->nslack=0;
260a7e14dcfSSatish Balay 
2619566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(tao->solution,&xtmp));
2629566063dSJacob Faibussowitsch   PetscCall(TaoComputeVariableBounds(tao));
263a7e14dcfSSatish Balay   if (tao->XL) {
2649566063dSJacob Faibussowitsch     PetscCall(VecSet(xtmp,PETSC_NINFINITY));
2659566063dSJacob Faibussowitsch     PetscCall(VecWhichGreaterThan(tao->XL,xtmp,&ipmP->isxl));
2669566063dSJacob Faibussowitsch     PetscCall(ISGetSize(ipmP->isxl,&ipmP->nxlb));
267a7e14dcfSSatish Balay   } else {
268a7e14dcfSSatish Balay     ipmP->nxlb=0;
269a7e14dcfSSatish Balay   }
270a7e14dcfSSatish Balay   if (tao->XU) {
2719566063dSJacob Faibussowitsch     PetscCall(VecSet(xtmp,PETSC_INFINITY));
2729566063dSJacob Faibussowitsch     PetscCall(VecWhichLessThan(tao->XU,xtmp,&ipmP->isxu));
2739566063dSJacob Faibussowitsch     PetscCall(ISGetSize(ipmP->isxu,&ipmP->nxub));
274a7e14dcfSSatish Balay   } else {
275a7e14dcfSSatish Balay     ipmP->nxub=0;
276a7e14dcfSSatish Balay   }
2779566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&xtmp));
278a7e14dcfSSatish Balay   if (tao->constraints_inequality) {
2799566063dSJacob Faibussowitsch     PetscCall(VecGetSize(tao->constraints_inequality,&ipmP->mi));
280a7e14dcfSSatish Balay   } else {
281a7e14dcfSSatish Balay     ipmP->mi = 0;
282a7e14dcfSSatish Balay   }
283a7e14dcfSSatish Balay   ipmP->nb = ipmP->nxlb + ipmP->nxub + ipmP->mi;
284a7e14dcfSSatish Balay 
2859566063dSJacob Faibussowitsch   PetscCall(PetscObjectGetComm((PetscObject)tao->solution,&comm));
286a7e14dcfSSatish Balay 
287a7e14dcfSSatish Balay   bigsize = ipmP->n+2*ipmP->nb+ipmP->me;
2889566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(bigsize,&stepind));
2899566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(ipmP->n,&xind));
2909566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(ipmP->me,&uceind));
2919566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(tao->solution,&xstart,&xend));
292a7e14dcfSSatish Balay 
293a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
2949566063dSJacob Faibussowitsch     PetscCall(VecCreate(comm,&ipmP->s));
2959566063dSJacob Faibussowitsch     PetscCall(VecSetSizes(ipmP->s,PETSC_DECIDE,ipmP->nb));
2969566063dSJacob Faibussowitsch     PetscCall(VecSetFromOptions(ipmP->s));
2979566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->ds));
2989566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->rhs_s));
2999566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->complementarity));
3009566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->ci));
301a7e14dcfSSatish Balay 
3029566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->lamdai));
3039566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->dlamdai));
3049566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->rhs_lamdai));
3059566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->save_lamdai));
306a7e14dcfSSatish Balay 
3079566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->save_s));
3089566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->rpi));
3099566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->Zero_nb));
3109566063dSJacob Faibussowitsch     PetscCall(VecSet(ipmP->Zero_nb,0.0));
3119566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->One_nb));
3129566063dSJacob Faibussowitsch     PetscCall(VecSet(ipmP->One_nb,1.0));
3139566063dSJacob Faibussowitsch     PetscCall(VecDuplicate(ipmP->s,&ipmP->Inf_nb));
3149566063dSJacob Faibussowitsch     PetscCall(VecSet(ipmP->Inf_nb,PETSC_INFINITY));
315a7e14dcfSSatish Balay 
3169566063dSJacob Faibussowitsch     PetscCall(PetscMalloc1(ipmP->nb,&cind));
3179566063dSJacob Faibussowitsch     PetscCall(PetscMalloc1(ipmP->mi,&ucind));
3189566063dSJacob Faibussowitsch     PetscCall(VecGetOwnershipRange(ipmP->s,&sstart,&send));
319a7e14dcfSSatish Balay 
320a7e14dcfSSatish Balay     if (ipmP->mi > 0) {
3219566063dSJacob Faibussowitsch       PetscCall(VecGetOwnershipRange(tao->constraints_inequality,&ucstart,&ucend));
322a7e14dcfSSatish Balay       counter=0;
323a7e14dcfSSatish Balay       for (i=ucstart;i<ucend;i++) {
324a7e14dcfSSatish Balay         cind[counter++] = i;
325a7e14dcfSSatish Balay       }
3269566063dSJacob Faibussowitsch       PetscCall(ISCreateGeneral(comm,counter,cind,PETSC_COPY_VALUES,&isuc));
3279566063dSJacob Faibussowitsch       PetscCall(ISCreateGeneral(comm,counter,cind,PETSC_COPY_VALUES,&isc));
3289566063dSJacob Faibussowitsch       PetscCall(VecScatterCreate(tao->constraints_inequality,isuc,ipmP->ci,isc,&ipmP->ci_scat));
329a7e14dcfSSatish Balay 
3309566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&isuc));
3319566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&isc));
332a7e14dcfSSatish Balay     }
333a7e14dcfSSatish Balay     /* need to know how may xbound indices are on each process */
334a7e14dcfSSatish Balay     /* TODO better way */
335a7e14dcfSSatish Balay     if (ipmP->nxlb) {
3369566063dSJacob Faibussowitsch       PetscCall(ISAllGather(ipmP->isxl,&bigxl));
3379566063dSJacob Faibussowitsch       PetscCall(ISGetIndices(bigxl,&xli));
338a7e14dcfSSatish Balay       /* find offsets for this processor */
339a7e14dcfSSatish Balay       xl_offset = ipmP->mi;
340a7e14dcfSSatish Balay       for (i=0;i<ipmP->nxlb;i++) {
341a7e14dcfSSatish Balay         if (xli[i] < xstart) {
342a7e14dcfSSatish Balay           xl_offset++;
343a7e14dcfSSatish Balay         } else break;
344a7e14dcfSSatish Balay       }
3459566063dSJacob Faibussowitsch       PetscCall(ISRestoreIndices(bigxl,&xli));
346a7e14dcfSSatish Balay 
3479566063dSJacob Faibussowitsch       PetscCall(ISGetIndices(ipmP->isxl,&xli));
3489566063dSJacob Faibussowitsch       PetscCall(ISGetLocalSize(ipmP->isxl,&nloc));
349a7e14dcfSSatish Balay       for (i=0;i<nloc;i++) {
350a7e14dcfSSatish Balay         xind[i] = xli[i];
351a7e14dcfSSatish Balay         cind[i] = xl_offset+i;
352a7e14dcfSSatish Balay       }
353a7e14dcfSSatish Balay 
3549566063dSJacob Faibussowitsch       PetscCall(ISCreateGeneral(comm,nloc,xind,PETSC_COPY_VALUES,&isx));
3559566063dSJacob Faibussowitsch       PetscCall(ISCreateGeneral(comm,nloc,cind,PETSC_COPY_VALUES,&isc));
3569566063dSJacob Faibussowitsch       PetscCall(VecScatterCreate(tao->XL,isx,ipmP->ci,isc,&ipmP->xl_scat));
3579566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&isx));
3589566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&isc));
3599566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&bigxl));
360a7e14dcfSSatish Balay     }
361a7e14dcfSSatish Balay 
362a7e14dcfSSatish Balay     if (ipmP->nxub) {
3639566063dSJacob Faibussowitsch       PetscCall(ISAllGather(ipmP->isxu,&bigxu));
3649566063dSJacob Faibussowitsch       PetscCall(ISGetIndices(bigxu,&xui));
365a7e14dcfSSatish Balay       /* find offsets for this processor */
366a7e14dcfSSatish Balay       xu_offset = ipmP->mi + ipmP->nxlb;
367a7e14dcfSSatish Balay       for (i=0;i<ipmP->nxub;i++) {
368a7e14dcfSSatish Balay         if (xui[i] < xstart) {
369a7e14dcfSSatish Balay           xu_offset++;
370a7e14dcfSSatish Balay         } else break;
371a7e14dcfSSatish Balay       }
3729566063dSJacob Faibussowitsch       PetscCall(ISRestoreIndices(bigxu,&xui));
373a7e14dcfSSatish Balay 
3749566063dSJacob Faibussowitsch       PetscCall(ISGetIndices(ipmP->isxu,&xui));
3759566063dSJacob Faibussowitsch       PetscCall(ISGetLocalSize(ipmP->isxu,&nloc));
376a7e14dcfSSatish Balay       for (i=0;i<nloc;i++) {
377a7e14dcfSSatish Balay         xind[i] = xui[i];
378a7e14dcfSSatish Balay         cind[i] = xu_offset+i;
379a7e14dcfSSatish Balay       }
380a7e14dcfSSatish Balay 
3819566063dSJacob Faibussowitsch       PetscCall(ISCreateGeneral(comm,nloc,xind,PETSC_COPY_VALUES,&isx));
3829566063dSJacob Faibussowitsch       PetscCall(ISCreateGeneral(comm,nloc,cind,PETSC_COPY_VALUES,&isc));
3839566063dSJacob Faibussowitsch       PetscCall(VecScatterCreate(tao->XU,isx,ipmP->ci,isc,&ipmP->xu_scat));
3849566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&isx));
3859566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&isc));
3869566063dSJacob Faibussowitsch       PetscCall(ISDestroy(&bigxu));
387a7e14dcfSSatish Balay     }
388a7e14dcfSSatish Balay   }
3899566063dSJacob Faibussowitsch   PetscCall(VecCreate(comm,&ipmP->bigrhs));
3909566063dSJacob Faibussowitsch   PetscCall(VecGetType(tao->solution,&vtype));
3919566063dSJacob Faibussowitsch   PetscCall(VecSetType(ipmP->bigrhs,vtype));
3929566063dSJacob Faibussowitsch   PetscCall(VecSetSizes(ipmP->bigrhs,PETSC_DECIDE,bigsize));
3939566063dSJacob Faibussowitsch   PetscCall(VecSetFromOptions(ipmP->bigrhs));
3949566063dSJacob Faibussowitsch   PetscCall(VecDuplicate(ipmP->bigrhs,&ipmP->bigstep));
395a7e14dcfSSatish Balay 
396a7e14dcfSSatish Balay   /* create scatters for step->x and x->rhs */
397a7e14dcfSSatish Balay   for (i=xstart;i<xend;i++) {
398a7e14dcfSSatish Balay     stepind[i-xstart] = i;
399a7e14dcfSSatish Balay     xind[i-xstart] = i;
400a7e14dcfSSatish Balay   }
4019566063dSJacob Faibussowitsch   PetscCall(ISCreateGeneral(comm,xend-xstart,stepind,PETSC_COPY_VALUES,&sis));
4029566063dSJacob Faibussowitsch   PetscCall(ISCreateGeneral(comm,xend-xstart,xind,PETSC_COPY_VALUES,&is1));
4039566063dSJacob Faibussowitsch   PetscCall(VecScatterCreate(ipmP->bigstep,sis,tao->solution,is1,&ipmP->step1));
4049566063dSJacob Faibussowitsch   PetscCall(VecScatterCreate(tao->solution,is1,ipmP->bigrhs,sis,&ipmP->rhs1));
4059566063dSJacob Faibussowitsch   PetscCall(ISDestroy(&sis));
4069566063dSJacob Faibussowitsch   PetscCall(ISDestroy(&is1));
407a7e14dcfSSatish Balay 
408a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
409a7e14dcfSSatish Balay     for (i=sstart;i<send;i++) {
410a7e14dcfSSatish Balay       stepind[i-sstart] = i+ipmP->n;
411a7e14dcfSSatish Balay       cind[i-sstart] = i;
412a7e14dcfSSatish Balay     }
4139566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,send-sstart,stepind,PETSC_COPY_VALUES,&sis));
4149566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,send-sstart,cind,PETSC_COPY_VALUES,&is1));
4159566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(ipmP->bigstep,sis,ipmP->s,is1,&ipmP->step2));
4169566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&sis));
417a7e14dcfSSatish Balay 
418a7e14dcfSSatish Balay     for (i=sstart;i<send;i++) {
419a7e14dcfSSatish Balay       stepind[i-sstart] = i+ipmP->n+ipmP->me;
420a7e14dcfSSatish Balay       cind[i-sstart] = i;
421a7e14dcfSSatish Balay     }
4229566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,send-sstart,stepind,PETSC_COPY_VALUES,&sis));
4239566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(ipmP->s,is1,ipmP->bigrhs,sis,&ipmP->rhs3));
4249566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&sis));
4259566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&is1));
426a7e14dcfSSatish Balay   }
427a7e14dcfSSatish Balay 
428a7e14dcfSSatish Balay   if (ipmP->me > 0) {
4299566063dSJacob Faibussowitsch     PetscCall(VecGetOwnershipRange(tao->constraints_equality,&ucestart,&uceend));
430a7e14dcfSSatish Balay     for (i=ucestart;i<uceend;i++) {
431a7e14dcfSSatish Balay       stepind[i-ucestart] = i + ipmP->n+ipmP->nb;
432a7e14dcfSSatish Balay       uceind[i-ucestart] = i;
433a7e14dcfSSatish Balay     }
434a7e14dcfSSatish Balay 
4359566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,uceend-ucestart,stepind,PETSC_COPY_VALUES,&sis));
4369566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,uceend-ucestart,uceind,PETSC_COPY_VALUES,&is1));
4379566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(ipmP->bigstep,sis,tao->constraints_equality,is1,&ipmP->step3));
4389566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&sis));
439a7e14dcfSSatish Balay 
440a7e14dcfSSatish Balay     for (i=ucestart;i<uceend;i++) {
441a7e14dcfSSatish Balay       stepind[i-ucestart] = i + ipmP->n;
442a7e14dcfSSatish Balay     }
443a7e14dcfSSatish Balay 
4449566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,uceend-ucestart,stepind,PETSC_COPY_VALUES,&sis));
4459566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(tao->constraints_equality,is1,ipmP->bigrhs,sis,&ipmP->rhs2));
4469566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&sis));
4479566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&is1));
448a7e14dcfSSatish Balay   }
449a7e14dcfSSatish Balay 
450a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
451a7e14dcfSSatish Balay     for (i=sstart;i<send;i++) {
452a7e14dcfSSatish Balay       stepind[i-sstart] = i + ipmP->n + ipmP->nb + ipmP->me;
453a7e14dcfSSatish Balay       cind[i-sstart] = i;
454a7e14dcfSSatish Balay     }
4559566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,send-sstart,cind,PETSC_COPY_VALUES,&is1));
4569566063dSJacob Faibussowitsch     PetscCall(ISCreateGeneral(comm,send-sstart,stepind,PETSC_COPY_VALUES,&sis));
4579566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(ipmP->bigstep,sis,ipmP->s,is1,&ipmP->step4));
4589566063dSJacob Faibussowitsch     PetscCall(VecScatterCreate(ipmP->s,is1,ipmP->bigrhs,sis,&ipmP->rhs4));
4599566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&sis));
4609566063dSJacob Faibussowitsch     PetscCall(ISDestroy(&is1));
461a7e14dcfSSatish Balay   }
462a7e14dcfSSatish Balay 
4639566063dSJacob Faibussowitsch   PetscCall(PetscFree(stepind));
4649566063dSJacob Faibussowitsch   PetscCall(PetscFree(cind));
4659566063dSJacob Faibussowitsch   PetscCall(PetscFree(ucind));
4669566063dSJacob Faibussowitsch   PetscCall(PetscFree(uceind));
4679566063dSJacob Faibussowitsch   PetscCall(PetscFree(xind));
468a7e14dcfSSatish Balay   PetscFunctionReturn(0);
469a7e14dcfSSatish Balay }
470a7e14dcfSSatish Balay 
471441846f8SBarry Smith static PetscErrorCode TaoDestroy_IPM(Tao tao)
472a7e14dcfSSatish Balay {
473a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;
47447a47007SBarry Smith 
475a7e14dcfSSatish Balay   PetscFunctionBegin;
4769566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->rd));
4779566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->rpe));
4789566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->rpi));
4799566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->work));
4809566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->lamdae));
4819566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->lamdai));
4829566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->s));
4839566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->ds));
4849566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->ci));
485a7e14dcfSSatish Balay 
4869566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->rhs_x));
4879566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->rhs_lamdae));
4889566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->rhs_lamdai));
4899566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->rhs_s));
490a7e14dcfSSatish Balay 
4919566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->save_x));
4929566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->save_lamdae));
4939566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->save_lamdai));
4949566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->save_s));
495a7e14dcfSSatish Balay 
4969566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->step1));
4979566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->step2));
4989566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->step3));
4999566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->step4));
500a7e14dcfSSatish Balay 
5019566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->rhs1));
5029566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->rhs2));
5039566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->rhs3));
5049566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->rhs4));
505a7e14dcfSSatish Balay 
5069566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->ci_scat));
5079566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->xl_scat));
5089566063dSJacob Faibussowitsch   PetscCall(VecScatterDestroy(&ipmP->xu_scat));
509a7e14dcfSSatish Balay 
5109566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->dlamdai));
5119566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->dlamdae));
5129566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->Zero_nb));
5139566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->One_nb));
5149566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->Inf_nb));
5159566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->complementarity));
516a7e14dcfSSatish Balay 
5179566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->bigrhs));
5189566063dSJacob Faibussowitsch   PetscCall(VecDestroy(&ipmP->bigstep));
5199566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&ipmP->Ai));
5209566063dSJacob Faibussowitsch   PetscCall(MatDestroy(&ipmP->K));
5219566063dSJacob Faibussowitsch   PetscCall(ISDestroy(&ipmP->isxu));
5229566063dSJacob Faibussowitsch   PetscCall(ISDestroy(&ipmP->isxl));
523*a958fbfcSStefano Zampini   PetscCall(KSPDestroy(&tao->ksp));
5249566063dSJacob Faibussowitsch   PetscCall(PetscFree(tao->data));
525a7e14dcfSSatish Balay   PetscFunctionReturn(0);
526a7e14dcfSSatish Balay }
527a7e14dcfSSatish Balay 
5284416b707SBarry Smith static PetscErrorCode TaoSetFromOptions_IPM(PetscOptionItems *PetscOptionsObject,Tao tao)
529a7e14dcfSSatish Balay {
530a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM*)tao->data;
53147a47007SBarry Smith 
532a7e14dcfSSatish Balay   PetscFunctionBegin;
533d0609cedSBarry Smith   PetscOptionsHeadBegin(PetscOptionsObject,"IPM method for constrained optimization");
5349566063dSJacob Faibussowitsch   PetscCall(PetscOptionsBool("-tao_ipm_monitorkkt","monitor kkt status",NULL,ipmP->monitorkkt,&ipmP->monitorkkt,NULL));
5359566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ipm_pushs","parameter to push initial slack variables away from bounds",NULL,ipmP->pushs,&ipmP->pushs,NULL));
5369566063dSJacob Faibussowitsch   PetscCall(PetscOptionsReal("-tao_ipm_pushnu","parameter to push initial (inequality) dual variables away from bounds",NULL,ipmP->pushnu,&ipmP->pushnu,NULL));
537d0609cedSBarry Smith   PetscOptionsHeadEnd();
5389566063dSJacob Faibussowitsch   PetscCall(KSPSetFromOptions(tao->ksp));
539a7e14dcfSSatish Balay   PetscFunctionReturn(0);
540a7e14dcfSSatish Balay }
541a7e14dcfSSatish Balay 
542441846f8SBarry Smith static PetscErrorCode TaoView_IPM(Tao tao, PetscViewer viewer)
543a7e14dcfSSatish Balay {
544a7e14dcfSSatish Balay   return 0;
545a7e14dcfSSatish Balay }
546a7e14dcfSSatish Balay 
547a7e14dcfSSatish Balay /* IPMObjectiveAndGradient()
548a7e14dcfSSatish Balay    f = d'x + 0.5 * x' * H * x
549a7e14dcfSSatish Balay    rd = H*x + d + Ae'*lame - Ai'*lami
550a7e14dcfSSatish Balay    rpe = Ae*x - be
551a7e14dcfSSatish Balay    rpi = Ai*x - yi - bi
552a7e14dcfSSatish Balay    mu = yi' * lami/mi;
553a7e14dcfSSatish Balay    com = yi.*lami
554a7e14dcfSSatish Balay 
555a7e14dcfSSatish Balay    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
556a7e14dcfSSatish Balay */
557a7e14dcfSSatish Balay /*
558a7e14dcfSSatish Balay static PetscErrorCode IPMObjective(TaoLineSearch ls, Vec X, PetscReal *f, void *tptr)
559a7e14dcfSSatish Balay {
560441846f8SBarry Smith   Tao tao = (Tao)tptr;
561a7e14dcfSSatish Balay   TAO_IPM *ipmP = (TAO_IPM*)tao->data;
562a7e14dcfSSatish Balay   PetscFunctionBegin;
5639566063dSJacob Faibussowitsch   PetscCall(IPMComputeKKT(tao));
564a7e14dcfSSatish Balay   *f = ipmP->phi;
565a7e14dcfSSatish Balay   PetscFunctionReturn(0);
566a7e14dcfSSatish Balay }
567a7e14dcfSSatish Balay */
568a7e14dcfSSatish Balay 
569a7e14dcfSSatish Balay /*
570a7e14dcfSSatish Balay    f = d'x + 0.5 * x' * H * x
571a7e14dcfSSatish Balay    rd = H*x + d + Ae'*lame - Ai'*lami
572a7e14dcfSSatish Balay        Ai =   jac_ineq
573a7e14dcfSSatish Balay                I (w/lb)
574a7e14dcfSSatish Balay               -I (w/ub)
575a7e14dcfSSatish Balay 
576a7e14dcfSSatish Balay    rpe = ce
577a7e14dcfSSatish Balay    rpi = ci - s;
578a7e14dcfSSatish Balay    com = s.*lami
579a7e14dcfSSatish Balay    mu = yi' * lami/mi;
580a7e14dcfSSatish Balay 
581a7e14dcfSSatish Balay    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
582a7e14dcfSSatish Balay */
583441846f8SBarry Smith static PetscErrorCode IPMComputeKKT(Tao tao)
584a7e14dcfSSatish Balay {
585a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
586a7e14dcfSSatish Balay   PetscScalar    norm;
58747a47007SBarry Smith 
58847a47007SBarry Smith   PetscFunctionBegin;
5899566063dSJacob Faibussowitsch   PetscCall(VecCopy(tao->gradient,ipmP->rd));
590a7e14dcfSSatish Balay 
591a7e14dcfSSatish Balay   if (ipmP->me > 0) {
592a7e14dcfSSatish Balay     /* rd = gradient + Ae'*lamdae */
5939566063dSJacob Faibussowitsch     PetscCall(MatMultTranspose(tao->jacobian_equality,ipmP->lamdae,ipmP->work));
5949566063dSJacob Faibussowitsch     PetscCall(VecAXPY(ipmP->rd, 1.0, ipmP->work));
595a7e14dcfSSatish Balay 
596a7e14dcfSSatish Balay     /* rpe = ce(x) */
5979566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->constraints_equality,ipmP->rpe));
598a7e14dcfSSatish Balay   }
599a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
600a7e14dcfSSatish Balay     /* rd = rd - Ai'*lamdai */
6019566063dSJacob Faibussowitsch     PetscCall(MatMultTranspose(ipmP->Ai,ipmP->lamdai,ipmP->work));
6029566063dSJacob Faibussowitsch     PetscCall(VecAXPY(ipmP->rd, -1.0, ipmP->work));
6031522df2eSJason Sarich 
604a7e14dcfSSatish Balay     /* rpi = cin - s */
6059566063dSJacob Faibussowitsch     PetscCall(VecCopy(ipmP->ci,ipmP->rpi));
6069566063dSJacob Faibussowitsch     PetscCall(VecAXPY(ipmP->rpi, -1.0, ipmP->s));
607a7e14dcfSSatish Balay 
608a7e14dcfSSatish Balay     /* com = s .* lami */
6099566063dSJacob Faibussowitsch     PetscCall(VecPointwiseMult(ipmP->complementarity, ipmP->s,ipmP->lamdai));
610a7e14dcfSSatish Balay   }
611a7e14dcfSSatish Balay   /* phi = ||rd; rpe; rpi; com|| */
6129566063dSJacob Faibussowitsch   PetscCall(VecDot(ipmP->rd,ipmP->rd,&norm));
613a7e14dcfSSatish Balay   ipmP->phi = norm;
614a7e14dcfSSatish Balay   if (ipmP->me > 0) {
6159566063dSJacob Faibussowitsch     PetscCall(VecDot(ipmP->rpe,ipmP->rpe,&norm));
616a7e14dcfSSatish Balay     ipmP->phi += norm;
617a7e14dcfSSatish Balay   }
618a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
6199566063dSJacob Faibussowitsch     PetscCall(VecDot(ipmP->rpi,ipmP->rpi,&norm));
620a7e14dcfSSatish Balay     ipmP->phi += norm;
6219566063dSJacob Faibussowitsch     PetscCall(VecDot(ipmP->complementarity,ipmP->complementarity,&norm));
622a7e14dcfSSatish Balay     ipmP->phi += norm;
623a7e14dcfSSatish Balay     /* mu = s'*lami/nb */
6249566063dSJacob Faibussowitsch     PetscCall(VecDot(ipmP->s,ipmP->lamdai,&ipmP->mu));
625a7e14dcfSSatish Balay     ipmP->mu /= ipmP->nb;
626a7e14dcfSSatish Balay   } else {
627a7e14dcfSSatish Balay     ipmP->mu = 1.0;
628a7e14dcfSSatish Balay   }
629a7e14dcfSSatish Balay 
630a7e14dcfSSatish Balay   ipmP->phi = PetscSqrtScalar(ipmP->phi);
631a7e14dcfSSatish Balay   PetscFunctionReturn(0);
632a7e14dcfSSatish Balay }
633a7e14dcfSSatish Balay 
634a7e14dcfSSatish Balay /* evaluate user info at current point */
635441846f8SBarry Smith PetscErrorCode IPMEvaluate(Tao tao)
636a7e14dcfSSatish Balay {
637a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
63847a47007SBarry Smith 
639a7e14dcfSSatish Balay   PetscFunctionBegin;
6409566063dSJacob Faibussowitsch   PetscCall(TaoComputeObjectiveAndGradient(tao,tao->solution,&ipmP->kkt_f,tao->gradient));
6419566063dSJacob Faibussowitsch   PetscCall(TaoComputeHessian(tao,tao->solution,tao->hessian,tao->hessian_pre));
642a7e14dcfSSatish Balay   if (ipmP->me > 0) {
6439566063dSJacob Faibussowitsch     PetscCall(TaoComputeEqualityConstraints(tao,tao->solution,tao->constraints_equality));
6449566063dSJacob Faibussowitsch     PetscCall(TaoComputeJacobianEquality(tao,tao->solution,tao->jacobian_equality,tao->jacobian_equality_pre));
645a7e14dcfSSatish Balay   }
646a7e14dcfSSatish Balay   if (ipmP->mi > 0) {
6479566063dSJacob Faibussowitsch     PetscCall(TaoComputeInequalityConstraints(tao,tao->solution,tao->constraints_inequality));
6489566063dSJacob Faibussowitsch     PetscCall(TaoComputeJacobianInequality(tao,tao->solution,tao->jacobian_inequality,tao->jacobian_inequality_pre));
649a7e14dcfSSatish Balay   }
650a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
651a7e14dcfSSatish Balay     /* Ai' =   jac_ineq | I (w/lb) | -I (w/ub)  */
6529566063dSJacob Faibussowitsch     PetscCall(IPMUpdateAi(tao));
653a7e14dcfSSatish Balay   }
654a7e14dcfSSatish Balay   PetscFunctionReturn(0);
655a7e14dcfSSatish Balay }
656a7e14dcfSSatish Balay 
657a7e14dcfSSatish Balay /* Push initial point away from bounds */
658441846f8SBarry Smith PetscErrorCode IPMPushInitialPoint(Tao tao)
659a7e14dcfSSatish Balay {
660a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
661a7e14dcfSSatish Balay 
66247a47007SBarry Smith   PetscFunctionBegin;
6639566063dSJacob Faibussowitsch   PetscCall(TaoComputeVariableBounds(tao));
6649566063dSJacob Faibussowitsch   PetscCall(VecMedian(tao->XL, tao->solution, tao->XU, tao->solution));
665a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
6669566063dSJacob Faibussowitsch     PetscCall(VecSet(ipmP->s,ipmP->pushs));
6679566063dSJacob Faibussowitsch     PetscCall(VecSet(ipmP->lamdai,ipmP->pushnu));
668a7e14dcfSSatish Balay     if (ipmP->mi > 0) {
6699566063dSJacob Faibussowitsch       PetscCall(VecSet(tao->DI,ipmP->pushnu));
670a7e14dcfSSatish Balay     }
671a7e14dcfSSatish Balay   }
672a7e14dcfSSatish Balay   if (ipmP->me > 0) {
6739566063dSJacob Faibussowitsch     PetscCall(VecSet(tao->DE,1.0));
6749566063dSJacob Faibussowitsch     PetscCall(VecSet(ipmP->lamdae,1.0));
675a7e14dcfSSatish Balay   }
676a7e14dcfSSatish Balay   PetscFunctionReturn(0);
677a7e14dcfSSatish Balay }
678a7e14dcfSSatish Balay 
679441846f8SBarry Smith PetscErrorCode IPMUpdateAi(Tao tao)
680a7e14dcfSSatish Balay {
681a7e14dcfSSatish Balay   /* Ai =     Ji
682a7e14dcfSSatish Balay               I (w/lb)
683a7e14dcfSSatish Balay              -I (w/ub) */
684a7e14dcfSSatish Balay 
685a7e14dcfSSatish Balay   /* Ci =    user->ci
686a7e14dcfSSatish Balay              Xi - lb (w/lb)
687a7e14dcfSSatish Balay              -Xi + ub (w/ub)  */
688a7e14dcfSSatish Balay 
689a7e14dcfSSatish Balay   TAO_IPM           *ipmP = (TAO_IPM *)tao->data;
690a7e14dcfSSatish Balay   MPI_Comm          comm;
691a7e14dcfSSatish Balay   PetscInt          i;
692a7e14dcfSSatish Balay   PetscScalar       newval;
693a7e14dcfSSatish Balay   PetscInt          newrow,newcol,ncols;
694a7e14dcfSSatish Balay   const PetscScalar *vals;
695a7e14dcfSSatish Balay   const PetscInt    *cols;
696a7e14dcfSSatish Balay   PetscInt          astart,aend,jstart,jend;
697a7e14dcfSSatish Balay   PetscInt          *nonzeros;
698a7e14dcfSSatish Balay   PetscInt          r2,r3,r4;
69947a47007SBarry Smith   PetscMPIInt       size;
700f86eb7e8SHong Zhang   Vec               solu;
701f86eb7e8SHong Zhang   PetscInt          nloc;
702a7e14dcfSSatish Balay 
703a7e14dcfSSatish Balay   PetscFunctionBegin;
704a7e14dcfSSatish Balay   r2 = ipmP->mi;
705a7e14dcfSSatish Balay   r3 = r2 + ipmP->nxlb;
706a7e14dcfSSatish Balay   r4 = r3 + ipmP->nxub;
707a7e14dcfSSatish Balay 
708050fc7a3SBarry Smith   if (!ipmP->nb) PetscFunctionReturn(0);
709a7e14dcfSSatish Balay 
710a7e14dcfSSatish Balay   /* Create Ai matrix if it doesn't exist yet */
711a7e14dcfSSatish Balay   if (!ipmP->Ai) {
712a7e14dcfSSatish Balay     comm = ((PetscObject)(tao->solution))->comm;
7139566063dSJacob Faibussowitsch     PetscCallMPI(MPI_Comm_size(comm,&size));
71447a47007SBarry Smith     if (size == 1) {
7159566063dSJacob Faibussowitsch       PetscCall(PetscMalloc1(ipmP->nb,&nonzeros));
716a7e14dcfSSatish Balay       for (i=0;i<ipmP->mi;i++) {
7179566063dSJacob Faibussowitsch         PetscCall(MatGetRow(tao->jacobian_inequality,i,&ncols,NULL,NULL));
718a7e14dcfSSatish Balay         nonzeros[i] = ncols;
7199566063dSJacob Faibussowitsch         PetscCall(MatRestoreRow(tao->jacobian_inequality,i,&ncols,NULL,NULL));
720a7e14dcfSSatish Balay       }
721a7e14dcfSSatish Balay       for (i=r2;i<r4;i++) {
722a7e14dcfSSatish Balay         nonzeros[i] = 1;
723a7e14dcfSSatish Balay       }
724a7e14dcfSSatish Balay     }
7259566063dSJacob Faibussowitsch     PetscCall(MatCreate(comm,&ipmP->Ai));
7269566063dSJacob Faibussowitsch     PetscCall(MatSetType(ipmP->Ai,MATAIJ));
727f86eb7e8SHong Zhang 
7289566063dSJacob Faibussowitsch     PetscCall(TaoGetSolution(tao,&solu));
7299566063dSJacob Faibussowitsch     PetscCall(VecGetLocalSize(solu,&nloc));
7309566063dSJacob Faibussowitsch     PetscCall(MatSetSizes(ipmP->Ai,PETSC_DECIDE,nloc,ipmP->nb,PETSC_DECIDE));
7319566063dSJacob Faibussowitsch     PetscCall(MatSetFromOptions(ipmP->Ai));
7329566063dSJacob Faibussowitsch     PetscCall(MatMPIAIJSetPreallocation(ipmP->Ai,ipmP->nb,NULL,ipmP->nb,NULL));
7339566063dSJacob Faibussowitsch     PetscCall(MatSeqAIJSetPreallocation(ipmP->Ai,PETSC_DEFAULT,nonzeros));
73447a47007SBarry Smith     if (size ==1) {
7359566063dSJacob Faibussowitsch       PetscCall(PetscFree(nonzeros));
736a7e14dcfSSatish Balay     }
737a7e14dcfSSatish Balay   }
738a7e14dcfSSatish Balay 
739a7e14dcfSSatish Balay   /* Copy values from user jacobian to Ai */
7409566063dSJacob Faibussowitsch   PetscCall(MatGetOwnershipRange(ipmP->Ai,&astart,&aend));
741a7e14dcfSSatish Balay 
742a7e14dcfSSatish Balay   /* Ai w/lb */
743a7e14dcfSSatish Balay   if (ipmP->mi) {
7449566063dSJacob Faibussowitsch     PetscCall(MatZeroEntries(ipmP->Ai));
7459566063dSJacob Faibussowitsch     PetscCall(MatGetOwnershipRange(tao->jacobian_inequality,&jstart,&jend));
746a7e14dcfSSatish Balay     for (i=jstart;i<jend;i++) {
7479566063dSJacob Faibussowitsch       PetscCall(MatGetRow(tao->jacobian_inequality,i,&ncols,&cols,&vals));
748a7e14dcfSSatish Balay       newrow = i;
7499566063dSJacob Faibussowitsch       PetscCall(MatSetValues(ipmP->Ai,1,&newrow,ncols,cols,vals,INSERT_VALUES));
7509566063dSJacob Faibussowitsch       PetscCall(MatRestoreRow(tao->jacobian_inequality,i,&ncols,&cols,&vals));
751a7e14dcfSSatish Balay     }
752a7e14dcfSSatish Balay   }
753a7e14dcfSSatish Balay 
754a7e14dcfSSatish Balay   /* I w/ xlb */
755a7e14dcfSSatish Balay   if (ipmP->nxlb) {
756a7e14dcfSSatish Balay     for (i=0;i<ipmP->nxlb;i++) {
757a7e14dcfSSatish Balay       if (i>=astart && i<aend) {
758a7e14dcfSSatish Balay         newrow = i+r2;
759a7e14dcfSSatish Balay         newcol = i;
760a7e14dcfSSatish Balay         newval = 1.0;
7619566063dSJacob Faibussowitsch         PetscCall(MatSetValues(ipmP->Ai,1,&newrow,1,&newcol,&newval,INSERT_VALUES));
762a7e14dcfSSatish Balay       }
763a7e14dcfSSatish Balay     }
764a7e14dcfSSatish Balay   }
765a7e14dcfSSatish Balay   if (ipmP->nxub) {
766a7e14dcfSSatish Balay     /* I w/ xub */
767a7e14dcfSSatish Balay     for (i=0;i<ipmP->nxub;i++) {
768a7e14dcfSSatish Balay       if (i>=astart && i<aend) {
769a7e14dcfSSatish Balay       newrow = i+r3;
770a7e14dcfSSatish Balay       newcol = i;
771a7e14dcfSSatish Balay       newval = -1.0;
7729566063dSJacob Faibussowitsch       PetscCall(MatSetValues(ipmP->Ai,1,&newrow,1,&newcol,&newval,INSERT_VALUES));
773a7e14dcfSSatish Balay       }
774a7e14dcfSSatish Balay     }
775a7e14dcfSSatish Balay   }
776a7e14dcfSSatish Balay 
7779566063dSJacob Faibussowitsch   PetscCall(MatAssemblyBegin(ipmP->Ai,MAT_FINAL_ASSEMBLY));
7789566063dSJacob Faibussowitsch   PetscCall(MatAssemblyEnd(ipmP->Ai,MAT_FINAL_ASSEMBLY));
779a7e14dcfSSatish Balay   CHKMEMQ;
780a7e14dcfSSatish Balay 
7819566063dSJacob Faibussowitsch   PetscCall(VecSet(ipmP->ci,0.0));
782a7e14dcfSSatish Balay 
783a7e14dcfSSatish Balay   /* user ci */
784a7e14dcfSSatish Balay   if (ipmP->mi > 0) {
7859566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(ipmP->ci_scat,tao->constraints_inequality,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD));
7869566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(ipmP->ci_scat,tao->constraints_inequality,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD));
787a7e14dcfSSatish Balay   }
788a7e14dcfSSatish Balay   if (!ipmP->work) {
789a7e14dcfSSatish Balay     VecDuplicate(tao->solution,&ipmP->work);
790a7e14dcfSSatish Balay   }
7919566063dSJacob Faibussowitsch   PetscCall(VecCopy(tao->solution,ipmP->work));
792a7e14dcfSSatish Balay   if (tao->XL) {
7939566063dSJacob Faibussowitsch     PetscCall(VecAXPY(ipmP->work,-1.0,tao->XL));
794a7e14dcfSSatish Balay 
795a7e14dcfSSatish Balay     /* lower bounds on variables */
796a7e14dcfSSatish Balay     if (ipmP->nxlb > 0) {
7979566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(ipmP->xl_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD));
7989566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(ipmP->xl_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD));
799a7e14dcfSSatish Balay     }
800a7e14dcfSSatish Balay   }
801a7e14dcfSSatish Balay   if (tao->XU) {
802a7e14dcfSSatish Balay     /* upper bounds on variables */
8039566063dSJacob Faibussowitsch     PetscCall(VecCopy(tao->solution,ipmP->work));
8049566063dSJacob Faibussowitsch     PetscCall(VecScale(ipmP->work,-1.0));
8059566063dSJacob Faibussowitsch     PetscCall(VecAXPY(ipmP->work,1.0,tao->XU));
806a7e14dcfSSatish Balay     if (ipmP->nxub > 0) {
8079566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(ipmP->xu_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD));
8089566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(ipmP->xu_scat,ipmP->work,ipmP->ci,INSERT_VALUES,SCATTER_FORWARD));
809a7e14dcfSSatish Balay     }
810a7e14dcfSSatish Balay   }
811a7e14dcfSSatish Balay   PetscFunctionReturn(0);
812a7e14dcfSSatish Balay }
813a7e14dcfSSatish Balay 
814a7e14dcfSSatish Balay /* create K = [ Hlag , 0 , Ae', -Ai'];
815a7e14dcfSSatish Balay               [Ae , 0,   0  , 0];
816a7e14dcfSSatish Balay               [Ai ,-I,   0 ,  0];
817a7e14dcfSSatish Balay               [ 0 , S ,  0,   Y ];  */
818441846f8SBarry Smith PetscErrorCode IPMUpdateK(Tao tao)
819a7e14dcfSSatish Balay {
820a7e14dcfSSatish Balay   TAO_IPM         *ipmP = (TAO_IPM *)tao->data;
821a7e14dcfSSatish Balay   MPI_Comm        comm;
82247a47007SBarry Smith   PetscMPIInt     size;
823a7e14dcfSSatish Balay   PetscInt        i,j,row;
824a7e14dcfSSatish Balay   PetscInt        ncols,newcol,newcols[2],newrow;
825a7e14dcfSSatish Balay   const PetscInt  *cols;
826a7e14dcfSSatish Balay   const PetscReal *vals;
8275e081366SBarry Smith   const PetscReal *l,*y;
828a7e14dcfSSatish Balay   PetscReal       *newvals;
829a7e14dcfSSatish Balay   PetscReal       newval;
830a7e14dcfSSatish Balay   PetscInt        subsize;
831a7e14dcfSSatish Balay   const PetscInt  *indices;
832a7e14dcfSSatish Balay   PetscInt        *nonzeros,*d_nonzeros,*o_nonzeros;
833a7e14dcfSSatish Balay   PetscInt        bigsize;
834a7e14dcfSSatish Balay   PetscInt        r1,r2,r3;
835a7e14dcfSSatish Balay   PetscInt        c1,c2,c3;
836a7e14dcfSSatish Balay   PetscInt        klocalsize;
837a7e14dcfSSatish Balay   PetscInt        hstart,hend,kstart,kend;
838a7e14dcfSSatish Balay   PetscInt        aistart,aiend,aestart,aeend;
839a7e14dcfSSatish Balay   PetscInt        sstart,send;
840a7e14dcfSSatish Balay 
84147a47007SBarry Smith   PetscFunctionBegin;
842a7e14dcfSSatish Balay   comm = ((PetscObject)(tao->solution))->comm;
8439566063dSJacob Faibussowitsch   PetscCallMPI(MPI_Comm_size(comm,&size));
8449566063dSJacob Faibussowitsch   PetscCall(IPMUpdateAi(tao));
8451522df2eSJason Sarich 
846a7e14dcfSSatish Balay   /* allocate workspace */
847a7e14dcfSSatish Balay   subsize = PetscMax(ipmP->n,ipmP->nb);
848a7e14dcfSSatish Balay   subsize = PetscMax(ipmP->me,subsize);
849a7e14dcfSSatish Balay   subsize = PetscMax(2,subsize);
8509566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(subsize,(PetscInt**)&indices));
8519566063dSJacob Faibussowitsch   PetscCall(PetscMalloc1(subsize,&newvals));
852a7e14dcfSSatish Balay 
853a7e14dcfSSatish Balay   r1 = c1 = ipmP->n;
854a7e14dcfSSatish Balay   r2 = r1 + ipmP->me;  c2 = c1 + ipmP->nb;
855a7e14dcfSSatish Balay   r3 = c3 = r2 + ipmP->nb;
856a7e14dcfSSatish Balay 
857a7e14dcfSSatish Balay   bigsize = ipmP->n+2*ipmP->nb+ipmP->me;
8589566063dSJacob Faibussowitsch   PetscCall(VecGetOwnershipRange(ipmP->bigrhs,&kstart,&kend));
8599566063dSJacob Faibussowitsch   PetscCall(MatGetOwnershipRange(tao->hessian,&hstart,&hend));
860a7e14dcfSSatish Balay   klocalsize = kend-kstart;
861a7e14dcfSSatish Balay   if (!ipmP->K) {
86247a47007SBarry Smith     if (size == 1) {
8639566063dSJacob Faibussowitsch       PetscCall(PetscMalloc1(kend-kstart,&nonzeros));
864a7e14dcfSSatish Balay       for (i=0;i<bigsize;i++) {
865a7e14dcfSSatish Balay         if (i<r1) {
8669566063dSJacob Faibussowitsch           PetscCall(MatGetRow(tao->hessian,i,&ncols,NULL,NULL));
867a7e14dcfSSatish Balay           nonzeros[i] = ncols;
8689566063dSJacob Faibussowitsch           PetscCall(MatRestoreRow(tao->hessian,i,&ncols,NULL,NULL));
869a7e14dcfSSatish Balay           nonzeros[i] += ipmP->me+ipmP->nb;
870a7e14dcfSSatish Balay         } else if (i<r2) {
871a7e14dcfSSatish Balay           nonzeros[i-kstart] = ipmP->n;
872a7e14dcfSSatish Balay         } else if (i<r3) {
873a7e14dcfSSatish Balay           nonzeros[i-kstart] = ipmP->n+1;
874a7e14dcfSSatish Balay         } else if (i<bigsize) {
875a7e14dcfSSatish Balay           nonzeros[i-kstart] = 2;
876a7e14dcfSSatish Balay         }
877a7e14dcfSSatish Balay       }
8789566063dSJacob Faibussowitsch       PetscCall(MatCreate(comm,&ipmP->K));
8799566063dSJacob Faibussowitsch       PetscCall(MatSetType(ipmP->K,MATSEQAIJ));
8809566063dSJacob Faibussowitsch       PetscCall(MatSetSizes(ipmP->K,klocalsize,klocalsize,PETSC_DETERMINE,PETSC_DETERMINE));
8819566063dSJacob Faibussowitsch       PetscCall(MatSeqAIJSetPreallocation(ipmP->K,0,nonzeros));
8829566063dSJacob Faibussowitsch       PetscCall(MatSetFromOptions(ipmP->K));
8839566063dSJacob Faibussowitsch       PetscCall(PetscFree(nonzeros));
884a7e14dcfSSatish Balay     } else {
8859566063dSJacob Faibussowitsch       PetscCall(PetscMalloc1(kend-kstart,&d_nonzeros));
8869566063dSJacob Faibussowitsch       PetscCall(PetscMalloc1(kend-kstart,&o_nonzeros));
887a7e14dcfSSatish Balay       for (i=kstart;i<kend;i++) {
888a7e14dcfSSatish Balay         if (i<r1) {
889a7e14dcfSSatish Balay           /* TODO fix preallocation for mpi mats */
890a7e14dcfSSatish Balay           d_nonzeros[i-kstart] = PetscMin(ipmP->n+ipmP->me+ipmP->nb,kend-kstart);
891a7e14dcfSSatish Balay           o_nonzeros[i-kstart] = PetscMin(ipmP->n+ipmP->me+ipmP->nb,bigsize-(kend-kstart));
892a7e14dcfSSatish Balay         } else if (i<r2) {
893a7e14dcfSSatish Balay           d_nonzeros[i-kstart] = PetscMin(ipmP->n,kend-kstart);
894a7e14dcfSSatish Balay           o_nonzeros[i-kstart] = PetscMin(ipmP->n,bigsize-(kend-kstart));
895a7e14dcfSSatish Balay         } else if (i<r3) {
896a7e14dcfSSatish Balay           d_nonzeros[i-kstart] = PetscMin(ipmP->n+2,kend-kstart);
897a7e14dcfSSatish Balay           o_nonzeros[i-kstart] = PetscMin(ipmP->n+2,bigsize-(kend-kstart));
898a7e14dcfSSatish Balay         } else {
899a7e14dcfSSatish Balay           d_nonzeros[i-kstart] = PetscMin(2,kend-kstart);
900a7e14dcfSSatish Balay           o_nonzeros[i-kstart] = PetscMin(2,bigsize-(kend-kstart));
901a7e14dcfSSatish Balay         }
902a7e14dcfSSatish Balay       }
9039566063dSJacob Faibussowitsch       PetscCall(MatCreate(comm,&ipmP->K));
9049566063dSJacob Faibussowitsch       PetscCall(MatSetType(ipmP->K,MATMPIAIJ));
9059566063dSJacob Faibussowitsch       PetscCall(MatSetSizes(ipmP->K,klocalsize,klocalsize,PETSC_DETERMINE,PETSC_DETERMINE));
9069566063dSJacob Faibussowitsch       PetscCall(MatMPIAIJSetPreallocation(ipmP->K,0,d_nonzeros,0,o_nonzeros));
9079566063dSJacob Faibussowitsch       PetscCall(PetscFree(d_nonzeros));
9089566063dSJacob Faibussowitsch       PetscCall(PetscFree(o_nonzeros));
9099566063dSJacob Faibussowitsch       PetscCall(MatSetFromOptions(ipmP->K));
910a7e14dcfSSatish Balay     }
911a7e14dcfSSatish Balay   }
912a7e14dcfSSatish Balay 
9139566063dSJacob Faibussowitsch   PetscCall(MatZeroEntries(ipmP->K));
914a7e14dcfSSatish Balay   /* Copy H */
915a7e14dcfSSatish Balay   for (i=hstart;i<hend;i++) {
9169566063dSJacob Faibussowitsch     PetscCall(MatGetRow(tao->hessian,i,&ncols,&cols,&vals));
917a7e14dcfSSatish Balay     if (ncols > 0) {
9189566063dSJacob Faibussowitsch       PetscCall(MatSetValues(ipmP->K,1,&i,ncols,cols,vals,INSERT_VALUES));
919a7e14dcfSSatish Balay     }
9209566063dSJacob Faibussowitsch     PetscCall(MatRestoreRow(tao->hessian,i,&ncols,&cols,&vals));
921a7e14dcfSSatish Balay   }
922a7e14dcfSSatish Balay 
923a7e14dcfSSatish Balay   /* Copy Ae and Ae' */
924a7e14dcfSSatish Balay   if (ipmP->me > 0) {
9259566063dSJacob Faibussowitsch     PetscCall(MatGetOwnershipRange(tao->jacobian_equality,&aestart,&aeend));
926a7e14dcfSSatish Balay     for (i=aestart;i<aeend;i++) {
9279566063dSJacob Faibussowitsch       PetscCall(MatGetRow(tao->jacobian_equality,i,&ncols,&cols,&vals));
928a7e14dcfSSatish Balay       if (ncols > 0) {
929a7e14dcfSSatish Balay         /*Ae*/
930a7e14dcfSSatish Balay         row = i+r1;
9319566063dSJacob Faibussowitsch         PetscCall(MatSetValues(ipmP->K,1,&row,ncols,cols,vals,INSERT_VALUES));
932a7e14dcfSSatish Balay         /*Ae'*/
933a7e14dcfSSatish Balay         for (j=0;j<ncols;j++) {
934a7e14dcfSSatish Balay           newcol = i + c2;
935a7e14dcfSSatish Balay           newrow = cols[j];
936a7e14dcfSSatish Balay           newval = vals[j];
9379566063dSJacob Faibussowitsch           PetscCall(MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES));
938a7e14dcfSSatish Balay         }
939a7e14dcfSSatish Balay       }
9409566063dSJacob Faibussowitsch       PetscCall(MatRestoreRow(tao->jacobian_equality,i,&ncols,&cols,&vals));
941a7e14dcfSSatish Balay     }
942a7e14dcfSSatish Balay   }
943a7e14dcfSSatish Balay 
944a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
9459566063dSJacob Faibussowitsch     PetscCall(MatGetOwnershipRange(ipmP->Ai,&aistart,&aiend));
946a7e14dcfSSatish Balay     /* Copy Ai,and Ai' */
947a7e14dcfSSatish Balay     for (i=aistart;i<aiend;i++) {
948a7e14dcfSSatish Balay       row = i+r2;
9499566063dSJacob Faibussowitsch       PetscCall(MatGetRow(ipmP->Ai,i,&ncols,&cols,&vals));
950a7e14dcfSSatish Balay       if (ncols > 0) {
951a7e14dcfSSatish Balay         /*Ai*/
9529566063dSJacob Faibussowitsch         PetscCall(MatSetValues(ipmP->K,1,&row,ncols,cols,vals,INSERT_VALUES));
953a7e14dcfSSatish Balay         /*-Ai'*/
954a7e14dcfSSatish Balay         for (j=0;j<ncols;j++) {
955a7e14dcfSSatish Balay           newcol = i + c3;
956a7e14dcfSSatish Balay           newrow = cols[j];
957a7e14dcfSSatish Balay           newval = -vals[j];
9589566063dSJacob Faibussowitsch           PetscCall(MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES));
959a7e14dcfSSatish Balay         }
960a7e14dcfSSatish Balay       }
9619566063dSJacob Faibussowitsch       PetscCall(MatRestoreRow(ipmP->Ai,i,&ncols,&cols,&vals));
962a7e14dcfSSatish Balay     }
963a7e14dcfSSatish Balay 
964a7e14dcfSSatish Balay     /* -I */
965a7e14dcfSSatish Balay     for (i=kstart;i<kend;i++) {
966a7e14dcfSSatish Balay       if (i>=r2 && i<r3) {
967a7e14dcfSSatish Balay         newrow = i;
968a7e14dcfSSatish Balay         newcol = i-r2+c1;
969a7e14dcfSSatish Balay         newval = -1.0;
9709566063dSJacob Faibussowitsch         PetscCall(MatSetValues(ipmP->K,1,&newrow,1,&newcol,&newval,INSERT_VALUES));
971a7e14dcfSSatish Balay       }
972a7e14dcfSSatish Balay     }
973a7e14dcfSSatish Balay 
974a7e14dcfSSatish Balay     /* Copy L,Y */
9759566063dSJacob Faibussowitsch     PetscCall(VecGetOwnershipRange(ipmP->s,&sstart,&send));
9769566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(ipmP->lamdai,&l));
9779566063dSJacob Faibussowitsch     PetscCall(VecGetArrayRead(ipmP->s,&y));
978a7e14dcfSSatish Balay 
979a7e14dcfSSatish Balay     for (i=sstart;i<send;i++) {
980a7e14dcfSSatish Balay       newcols[0] = c1+i;
981a7e14dcfSSatish Balay       newcols[1] = c3+i;
982a7e14dcfSSatish Balay       newvals[0] = l[i-sstart];
983a7e14dcfSSatish Balay       newvals[1] = y[i-sstart];
984a7e14dcfSSatish Balay       newrow = r3+i;
9859566063dSJacob Faibussowitsch       PetscCall(MatSetValues(ipmP->K,1,&newrow,2,newcols,newvals,INSERT_VALUES));
986a7e14dcfSSatish Balay     }
987a7e14dcfSSatish Balay 
9889566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(ipmP->lamdai,&l));
9899566063dSJacob Faibussowitsch     PetscCall(VecRestoreArrayRead(ipmP->s,&y));
990a7e14dcfSSatish Balay   }
991a7e14dcfSSatish Balay 
9929566063dSJacob Faibussowitsch   PetscCall(PetscFree(indices));
9939566063dSJacob Faibussowitsch   PetscCall(PetscFree(newvals));
9949566063dSJacob Faibussowitsch   PetscCall(MatAssemblyBegin(ipmP->K,MAT_FINAL_ASSEMBLY));
9959566063dSJacob Faibussowitsch   PetscCall(MatAssemblyEnd(ipmP->K,MAT_FINAL_ASSEMBLY));
996a7e14dcfSSatish Balay   PetscFunctionReturn(0);
997a7e14dcfSSatish Balay }
998a7e14dcfSSatish Balay 
999441846f8SBarry Smith PetscErrorCode IPMGatherRHS(Tao tao,Vec RHS,Vec X1,Vec X2,Vec X3,Vec X4)
1000a7e14dcfSSatish Balay {
1001a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
1002a7e14dcfSSatish Balay 
100347a47007SBarry Smith   PetscFunctionBegin;
1004a7e14dcfSSatish Balay   /* rhs = [x1      (n)
1005a7e14dcfSSatish Balay             x2     (me)
1006a7e14dcfSSatish Balay             x3     (nb)
1007a7e14dcfSSatish Balay             x4     (nb)] */
1008a7e14dcfSSatish Balay   if (X1) {
10099566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(ipmP->rhs1,X1,RHS,INSERT_VALUES,SCATTER_FORWARD));
10109566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(ipmP->rhs1,X1,RHS,INSERT_VALUES,SCATTER_FORWARD));
1011a7e14dcfSSatish Balay   }
1012a7e14dcfSSatish Balay   if (ipmP->me > 0 && X2) {
10139566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(ipmP->rhs2,X2,RHS,INSERT_VALUES,SCATTER_FORWARD));
10149566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(ipmP->rhs2,X2,RHS,INSERT_VALUES,SCATTER_FORWARD));
1015a7e14dcfSSatish Balay   }
1016a7e14dcfSSatish Balay   if (ipmP->nb > 0) {
1017a7e14dcfSSatish Balay     if (X3) {
10189566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(ipmP->rhs3,X3,RHS,INSERT_VALUES,SCATTER_FORWARD));
10199566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(ipmP->rhs3,X3,RHS,INSERT_VALUES,SCATTER_FORWARD));
1020a7e14dcfSSatish Balay     }
1021a7e14dcfSSatish Balay     if (X4) {
10229566063dSJacob Faibussowitsch       PetscCall(VecScatterBegin(ipmP->rhs4,X4,RHS,INSERT_VALUES,SCATTER_FORWARD));
10239566063dSJacob Faibussowitsch       PetscCall(VecScatterEnd(ipmP->rhs4,X4,RHS,INSERT_VALUES,SCATTER_FORWARD));
1024a7e14dcfSSatish Balay     }
1025a7e14dcfSSatish Balay   }
1026a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1027a7e14dcfSSatish Balay }
1028a7e14dcfSSatish Balay 
1029441846f8SBarry Smith PetscErrorCode IPMScatterStep(Tao tao, Vec STEP, Vec X1, Vec X2, Vec X3, Vec X4)
1030a7e14dcfSSatish Balay {
1031a7e14dcfSSatish Balay   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
103247a47007SBarry Smith 
1033a7e14dcfSSatish Balay   PetscFunctionBegin;
1034a7e14dcfSSatish Balay   CHKMEMQ;
1035a7e14dcfSSatish Balay   /*        [x1    (n)
1036a7e14dcfSSatish Balay              x2    (nb) may be 0
1037a7e14dcfSSatish Balay              x3    (me) may be 0
1038a7e14dcfSSatish Balay              x4    (nb) may be 0 */
1039a7e14dcfSSatish Balay   if (X1) {
10409566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(ipmP->step1,STEP,X1,INSERT_VALUES,SCATTER_FORWARD));
10419566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(ipmP->step1,STEP,X1,INSERT_VALUES,SCATTER_FORWARD));
1042a7e14dcfSSatish Balay   }
1043a7e14dcfSSatish Balay   if (X2 && ipmP->nb > 0) {
10449566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(ipmP->step2,STEP,X2,INSERT_VALUES,SCATTER_FORWARD));
10459566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(ipmP->step2,STEP,X2,INSERT_VALUES,SCATTER_FORWARD));
1046a7e14dcfSSatish Balay   }
1047a7e14dcfSSatish Balay   if (X3 && ipmP->me > 0) {
10489566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(ipmP->step3,STEP,X3,INSERT_VALUES,SCATTER_FORWARD));
10499566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(ipmP->step3,STEP,X3,INSERT_VALUES,SCATTER_FORWARD));
1050a7e14dcfSSatish Balay   }
1051a7e14dcfSSatish Balay   if (X4 && ipmP->nb > 0) {
10529566063dSJacob Faibussowitsch     PetscCall(VecScatterBegin(ipmP->step4,STEP,X4,INSERT_VALUES,SCATTER_FORWARD));
10539566063dSJacob Faibussowitsch     PetscCall(VecScatterEnd(ipmP->step4,STEP,X4,INSERT_VALUES,SCATTER_FORWARD));
1054a7e14dcfSSatish Balay   }
1055a7e14dcfSSatish Balay   CHKMEMQ;
1056a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1057a7e14dcfSSatish Balay }
1058a7e14dcfSSatish Balay 
10591522df2eSJason Sarich /*MC
10601522df2eSJason Sarich   TAOIPM - Interior point algorithm for generally constrained optimization.
10611522df2eSJason Sarich 
10621522df2eSJason Sarich   Option Database Keys:
10631522df2eSJason Sarich +   -tao_ipm_pushnu - parameter to push initial dual variables away from bounds
1064a2b725a8SWilliam Gropp -   -tao_ipm_pushs - parameter to push initial slack variables away from bounds
10651522df2eSJason Sarich 
106695452b02SPatrick Sanan   Notes:
106795452b02SPatrick Sanan     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.
10681eb8069cSJason Sarich   Level: beginner
10691eb8069cSJason Sarich 
10701522df2eSJason Sarich M*/
10711522df2eSJason Sarich 
1072728e0ed0SBarry Smith PETSC_EXTERN PetscErrorCode TaoCreate_IPM(Tao tao)
1073a7e14dcfSSatish Balay {
1074a7e14dcfSSatish Balay   TAO_IPM        *ipmP;
1075a7e14dcfSSatish Balay 
1076a7e14dcfSSatish Balay   PetscFunctionBegin;
1077a7e14dcfSSatish Balay   tao->ops->setup = TaoSetup_IPM;
1078a7e14dcfSSatish Balay   tao->ops->solve = TaoSolve_IPM;
1079a7e14dcfSSatish Balay   tao->ops->view = TaoView_IPM;
1080a7e14dcfSSatish Balay   tao->ops->setfromoptions = TaoSetFromOptions_IPM;
1081a7e14dcfSSatish Balay   tao->ops->destroy = TaoDestroy_IPM;
1082e9f9aeaeSSatish Balay   /* tao->ops->computedual = TaoComputeDual_IPM; */
1083a7e14dcfSSatish Balay 
10849566063dSJacob Faibussowitsch   PetscCall(PetscNewLog(tao,&ipmP));
1085a7e14dcfSSatish Balay   tao->data = (void*)ipmP;
10866552cf8aSJason Sarich 
10876552cf8aSJason Sarich   /* Override default settings (unless already changed) */
10886552cf8aSJason Sarich   if (!tao->max_it_changed) tao->max_it = 200;
10896552cf8aSJason Sarich   if (!tao->max_funcs_changed) tao->max_funcs = 500;
10906552cf8aSJason Sarich 
1091a7e14dcfSSatish Balay   ipmP->dec = 10000; /* line search critera */
1092a7e14dcfSSatish Balay   ipmP->taumin = 0.995;
1093a7e14dcfSSatish Balay   ipmP->monitorkkt = PETSC_FALSE;
1094a7e14dcfSSatish Balay   ipmP->pushs = 100;
1095a7e14dcfSSatish Balay   ipmP->pushnu = 100;
10969566063dSJacob Faibussowitsch   PetscCall(KSPCreate(((PetscObject)tao)->comm, &tao->ksp));
10979566063dSJacob Faibussowitsch   PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1));
10989566063dSJacob Faibussowitsch   PetscCall(KSPSetOptionsPrefix(tao->ksp, tao->hdr.prefix));
1099a7e14dcfSSatish Balay   PetscFunctionReturn(0);
1100a7e14dcfSSatish Balay }
1101