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:    lambdai in R^nb (ipmP->lambdai)
     12:    lambdae in R^me (ipmP->lambdae)
     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:   PetscFunctionBegin;
     41:   /* Push initial point away from bounds */
     42:   PetscCall(IPMInitializeBounds(tao));
     43:   PetscCall(IPMPushInitialPoint(tao));
     44:   PetscCall(VecCopy(tao->solution, ipmP->rhs_x));
     45:   PetscCall(IPMEvaluate(tao));
     46:   PetscCall(IPMComputeKKT(tao));

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

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

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

     66:     PetscCall(VecCopy(ipmP->rd, ipmP->rhs_x));
     67:     if (ipmP->me > 0) PetscCall(VecCopy(ipmP->rpe, ipmP->rhs_lambdae));
     68:     if (ipmP->nb > 0) {
     69:       PetscCall(VecCopy(ipmP->rpi, ipmP->rhs_lambdai));
     70:       PetscCall(VecCopy(ipmP->complementarity, ipmP->rhs_s));
     71:     }
     72:     PetscCall(IPMGatherRHS(tao, ipmP->bigrhs, ipmP->rhs_x, ipmP->rhs_lambdae, ipmP->rhs_lambdai, ipmP->rhs_s));
     73:     PetscCall(VecScale(ipmP->bigrhs, -1.0));

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

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

     94:     /* x_aff = x + alpha*d */
     95:     PetscCall(VecCopy(tao->solution, ipmP->save_x));
     96:     if (ipmP->me > 0) PetscCall(VecCopy(ipmP->lambdae, ipmP->save_lambdae));
     97:     if (ipmP->nb > 0) {
     98:       PetscCall(VecCopy(ipmP->lambdai, ipmP->save_lambdai));
     99:       PetscCall(VecCopy(ipmP->s, ipmP->save_s));
    100:     }

    102:     PetscCall(VecAXPY(tao->solution, alpha, tao->stepdirection));
    103:     if (ipmP->me > 0) PetscCall(VecAXPY(ipmP->lambdae, alpha, ipmP->dlambdae));
    104:     if (ipmP->nb > 0) {
    105:       PetscCall(VecAXPY(ipmP->lambdai, alpha, ipmP->dlambdai));
    106:       PetscCall(VecAXPY(ipmP->s, alpha, ipmP->ds));
    107:     }

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

    119:     /* revert kkt info */
    120:     PetscCall(VecCopy(ipmP->save_x, tao->solution));
    121:     if (ipmP->me > 0) PetscCall(VecCopy(ipmP->save_lambdae, ipmP->lambdae));
    122:     if (ipmP->nb > 0) {
    123:       PetscCall(VecCopy(ipmP->save_lambdai, ipmP->lambdai));
    124:       PetscCall(VecCopy(ipmP->save_s, ipmP->s));
    125:     }
    126:     PetscCall(IPMComputeKKT(tao));

    128:     /* update rhs with new complementarity vector */
    129:     if (ipmP->nb > 0) {
    130:       PetscCall(VecCopy(ipmP->complementarity, ipmP->rhs_s));
    131:       PetscCall(VecScale(ipmP->rhs_s, -1.0));
    132:       PetscCall(VecShift(ipmP->rhs_s, sigma * ipmP->mu));
    133:     }
    134:     PetscCall(IPMGatherRHS(tao, ipmP->bigrhs, NULL, NULL, NULL, ipmP->rhs_s));

    136:     /* solve K * step = rhs */
    137:     PetscCall(KSPSetOperators(tao->ksp, ipmP->K, ipmP->K));
    138:     PetscCall(KSPSolve(tao->ksp, ipmP->bigrhs, ipmP->bigstep));

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

    174:       /* update dual variables */
    175:       if (ipmP->me > 0) PetscCall(VecCopy(ipmP->lambdae, tao->DE));

    177:       PetscCall(IPMEvaluate(tao));
    178:       PetscCall(IPMComputeKKT(tao));
    179:       if (ipmP->phi <= phi_target) break;
    180:       alpha /= 2.0;
    181:     }

    183:     PetscCall(TaoLogConvergenceHistory(tao, ipmP->kkt_f, ipmP->phi, 0.0, tao->ksp_its));
    184:     PetscCall(TaoMonitor(tao, tao->niter, ipmP->kkt_f, ipmP->phi, 0.0, stepsize));
    185:     PetscUseTypeMethod(tao, convergencetest, tao->cnvP);
    186:     tao->niter++;
    187:   }
    188:   PetscFunctionReturn(PETSC_SUCCESS);
    189: }

    191: static PetscErrorCode TaoSetup_IPM(Tao tao)
    192: {
    193:   TAO_IPM *ipmP = (TAO_IPM *)tao->data;

    195:   PetscFunctionBegin;
    196:   ipmP->nb = ipmP->mi = ipmP->me = 0;
    197:   ipmP->K                        = NULL;
    198:   PetscCall(VecGetSize(tao->solution, &ipmP->n));
    199:   if (!tao->gradient) {
    200:     PetscCall(VecDuplicate(tao->solution, &tao->gradient));
    201:     PetscCall(VecDuplicate(tao->solution, &tao->stepdirection));
    202:     PetscCall(VecDuplicate(tao->solution, &ipmP->rd));
    203:     PetscCall(VecDuplicate(tao->solution, &ipmP->rhs_x));
    204:     PetscCall(VecDuplicate(tao->solution, &ipmP->work));
    205:     PetscCall(VecDuplicate(tao->solution, &ipmP->save_x));
    206:   }
    207:   if (tao->constraints_equality) {
    208:     PetscCall(VecGetSize(tao->constraints_equality, &ipmP->me));
    209:     PetscCall(VecDuplicate(tao->constraints_equality, &ipmP->lambdae));
    210:     PetscCall(VecDuplicate(tao->constraints_equality, &ipmP->dlambdae));
    211:     PetscCall(VecDuplicate(tao->constraints_equality, &ipmP->rhs_lambdae));
    212:     PetscCall(VecDuplicate(tao->constraints_equality, &ipmP->save_lambdae));
    213:     PetscCall(VecDuplicate(tao->constraints_equality, &ipmP->rpe));
    214:     PetscCall(VecDuplicate(tao->constraints_equality, &tao->DE));
    215:   }
    216:   if (tao->constraints_inequality) PetscCall(VecDuplicate(tao->constraints_inequality, &tao->DI));
    217:   PetscFunctionReturn(PETSC_SUCCESS);
    218: }

    220: static PetscErrorCode IPMInitializeBounds(Tao tao)
    221: {
    222:   TAO_IPM        *ipmP = (TAO_IPM *)tao->data;
    223:   Vec             xtmp;
    224:   PetscInt        xstart, xend;
    225:   PetscInt        ucstart, ucend;   /* user ci */
    226:   PetscInt        ucestart, uceend; /* user ce */
    227:   PetscInt        sstart = 0, send = 0;
    228:   PetscInt        bigsize;
    229:   PetscInt        i, counter, nloc;
    230:   PetscInt       *cind, *xind, *ucind, *uceind, *stepind;
    231:   VecType         vtype;
    232:   const PetscInt *xli, *xui;
    233:   PetscInt        xl_offset, xu_offset;
    234:   IS              bigxl, bigxu, isuc, isc, isx, sis, is1;
    235:   MPI_Comm        comm;

    237:   PetscFunctionBegin;
    238:   cind = xind = ucind = uceind = stepind = NULL;
    239:   ipmP->mi                               = 0;
    240:   ipmP->nxlb                             = 0;
    241:   ipmP->nxub                             = 0;
    242:   ipmP->nb                               = 0;
    243:   ipmP->nslack                           = 0;

    245:   PetscCall(VecDuplicate(tao->solution, &xtmp));
    246:   PetscCall(TaoComputeVariableBounds(tao));
    247:   if (tao->XL) {
    248:     PetscCall(VecSet(xtmp, PETSC_NINFINITY));
    249:     PetscCall(VecWhichGreaterThan(tao->XL, xtmp, &ipmP->isxl));
    250:     PetscCall(ISGetSize(ipmP->isxl, &ipmP->nxlb));
    251:   } else {
    252:     ipmP->nxlb = 0;
    253:   }
    254:   if (tao->XU) {
    255:     PetscCall(VecSet(xtmp, PETSC_INFINITY));
    256:     PetscCall(VecWhichLessThan(tao->XU, xtmp, &ipmP->isxu));
    257:     PetscCall(ISGetSize(ipmP->isxu, &ipmP->nxub));
    258:   } else {
    259:     ipmP->nxub = 0;
    260:   }
    261:   PetscCall(VecDestroy(&xtmp));
    262:   if (tao->constraints_inequality) {
    263:     PetscCall(VecGetSize(tao->constraints_inequality, &ipmP->mi));
    264:   } else {
    265:     ipmP->mi = 0;
    266:   }
    267:   ipmP->nb = ipmP->nxlb + ipmP->nxub + ipmP->mi;

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

    271:   bigsize = ipmP->n + 2 * ipmP->nb + ipmP->me;
    272:   PetscCall(PetscMalloc1(bigsize, &stepind));
    273:   PetscCall(PetscMalloc1(ipmP->n, &xind));
    274:   PetscCall(PetscMalloc1(ipmP->me, &uceind));
    275:   PetscCall(VecGetOwnershipRange(tao->solution, &xstart, &xend));

    277:   if (ipmP->nb > 0) {
    278:     PetscCall(VecCreate(comm, &ipmP->s));
    279:     PetscCall(VecSetSizes(ipmP->s, PETSC_DECIDE, ipmP->nb));
    280:     PetscCall(VecSetFromOptions(ipmP->s));
    281:     PetscCall(VecDuplicate(ipmP->s, &ipmP->ds));
    282:     PetscCall(VecDuplicate(ipmP->s, &ipmP->rhs_s));
    283:     PetscCall(VecDuplicate(ipmP->s, &ipmP->complementarity));
    284:     PetscCall(VecDuplicate(ipmP->s, &ipmP->ci));

    286:     PetscCall(VecDuplicate(ipmP->s, &ipmP->lambdai));
    287:     PetscCall(VecDuplicate(ipmP->s, &ipmP->dlambdai));
    288:     PetscCall(VecDuplicate(ipmP->s, &ipmP->rhs_lambdai));
    289:     PetscCall(VecDuplicate(ipmP->s, &ipmP->save_lambdai));

    291:     PetscCall(VecDuplicate(ipmP->s, &ipmP->save_s));
    292:     PetscCall(VecDuplicate(ipmP->s, &ipmP->rpi));
    293:     PetscCall(VecDuplicate(ipmP->s, &ipmP->Zero_nb));
    294:     PetscCall(VecSet(ipmP->Zero_nb, 0.0));
    295:     PetscCall(VecDuplicate(ipmP->s, &ipmP->One_nb));
    296:     PetscCall(VecSet(ipmP->One_nb, 1.0));
    297:     PetscCall(VecDuplicate(ipmP->s, &ipmP->Inf_nb));
    298:     PetscCall(VecSet(ipmP->Inf_nb, PETSC_INFINITY));

    300:     PetscCall(PetscMalloc1(ipmP->nb, &cind));
    301:     PetscCall(PetscMalloc1(ipmP->mi, &ucind));
    302:     PetscCall(VecGetOwnershipRange(ipmP->s, &sstart, &send));

    304:     if (ipmP->mi > 0) {
    305:       PetscCall(VecGetOwnershipRange(tao->constraints_inequality, &ucstart, &ucend));
    306:       counter = 0;
    307:       for (i = ucstart; i < ucend; i++) cind[counter++] = i;
    308:       PetscCall(ISCreateGeneral(comm, counter, cind, PETSC_COPY_VALUES, &isuc));
    309:       PetscCall(ISCreateGeneral(comm, counter, cind, PETSC_COPY_VALUES, &isc));
    310:       PetscCall(VecScatterCreate(tao->constraints_inequality, isuc, ipmP->ci, isc, &ipmP->ci_scat));

    312:       PetscCall(ISDestroy(&isuc));
    313:       PetscCall(ISDestroy(&isc));
    314:     }
    315:     /* need to know how may xbound indices are on each process */
    316:     /* TODO better way */
    317:     if (ipmP->nxlb) {
    318:       PetscCall(ISAllGather(ipmP->isxl, &bigxl));
    319:       PetscCall(ISGetIndices(bigxl, &xli));
    320:       /* find offsets for this processor */
    321:       xl_offset = ipmP->mi;
    322:       for (i = 0; i < ipmP->nxlb; i++) {
    323:         if (xli[i] < xstart) {
    324:           xl_offset++;
    325:         } else break;
    326:       }
    327:       PetscCall(ISRestoreIndices(bigxl, &xli));

    329:       PetscCall(ISGetIndices(ipmP->isxl, &xli));
    330:       PetscCall(ISGetLocalSize(ipmP->isxl, &nloc));
    331:       for (i = 0; i < nloc; i++) {
    332:         xind[i] = xli[i];
    333:         cind[i] = xl_offset + i;
    334:       }

    336:       PetscCall(ISCreateGeneral(comm, nloc, xind, PETSC_COPY_VALUES, &isx));
    337:       PetscCall(ISCreateGeneral(comm, nloc, cind, PETSC_COPY_VALUES, &isc));
    338:       PetscCall(VecScatterCreate(tao->XL, isx, ipmP->ci, isc, &ipmP->xl_scat));
    339:       PetscCall(ISDestroy(&isx));
    340:       PetscCall(ISDestroy(&isc));
    341:       PetscCall(ISDestroy(&bigxl));
    342:     }

    344:     if (ipmP->nxub) {
    345:       PetscCall(ISAllGather(ipmP->isxu, &bigxu));
    346:       PetscCall(ISGetIndices(bigxu, &xui));
    347:       /* find offsets for this processor */
    348:       xu_offset = ipmP->mi + ipmP->nxlb;
    349:       for (i = 0; i < ipmP->nxub; i++) {
    350:         if (xui[i] < xstart) {
    351:           xu_offset++;
    352:         } else break;
    353:       }
    354:       PetscCall(ISRestoreIndices(bigxu, &xui));

    356:       PetscCall(ISGetIndices(ipmP->isxu, &xui));
    357:       PetscCall(ISGetLocalSize(ipmP->isxu, &nloc));
    358:       for (i = 0; i < nloc; i++) {
    359:         xind[i] = xui[i];
    360:         cind[i] = xu_offset + i;
    361:       }

    363:       PetscCall(ISCreateGeneral(comm, nloc, xind, PETSC_COPY_VALUES, &isx));
    364:       PetscCall(ISCreateGeneral(comm, nloc, cind, PETSC_COPY_VALUES, &isc));
    365:       PetscCall(VecScatterCreate(tao->XU, isx, ipmP->ci, isc, &ipmP->xu_scat));
    366:       PetscCall(ISDestroy(&isx));
    367:       PetscCall(ISDestroy(&isc));
    368:       PetscCall(ISDestroy(&bigxu));
    369:     }
    370:   }
    371:   PetscCall(VecCreate(comm, &ipmP->bigrhs));
    372:   PetscCall(VecGetType(tao->solution, &vtype));
    373:   PetscCall(VecSetType(ipmP->bigrhs, vtype));
    374:   PetscCall(VecSetSizes(ipmP->bigrhs, PETSC_DECIDE, bigsize));
    375:   PetscCall(VecSetFromOptions(ipmP->bigrhs));
    376:   PetscCall(VecDuplicate(ipmP->bigrhs, &ipmP->bigstep));

    378:   /* create scatters for step->x and x->rhs */
    379:   for (i = xstart; i < xend; i++) {
    380:     stepind[i - xstart] = i;
    381:     xind[i - xstart]    = i;
    382:   }
    383:   PetscCall(ISCreateGeneral(comm, xend - xstart, stepind, PETSC_COPY_VALUES, &sis));
    384:   PetscCall(ISCreateGeneral(comm, xend - xstart, xind, PETSC_COPY_VALUES, &is1));
    385:   PetscCall(VecScatterCreate(ipmP->bigstep, sis, tao->solution, is1, &ipmP->step1));
    386:   PetscCall(VecScatterCreate(tao->solution, is1, ipmP->bigrhs, sis, &ipmP->rhs1));
    387:   PetscCall(ISDestroy(&sis));
    388:   PetscCall(ISDestroy(&is1));

    390:   if (ipmP->nb > 0) {
    391:     for (i = sstart; i < send; i++) {
    392:       stepind[i - sstart] = i + ipmP->n;
    393:       cind[i - sstart]    = i;
    394:     }
    395:     PetscCall(ISCreateGeneral(comm, send - sstart, stepind, PETSC_COPY_VALUES, &sis));
    396:     PetscCall(ISCreateGeneral(comm, send - sstart, cind, PETSC_COPY_VALUES, &is1));
    397:     PetscCall(VecScatterCreate(ipmP->bigstep, sis, ipmP->s, is1, &ipmP->step2));
    398:     PetscCall(ISDestroy(&sis));

    400:     for (i = sstart; i < send; i++) {
    401:       stepind[i - sstart] = i + ipmP->n + ipmP->me;
    402:       cind[i - sstart]    = i;
    403:     }
    404:     PetscCall(ISCreateGeneral(comm, send - sstart, stepind, PETSC_COPY_VALUES, &sis));
    405:     PetscCall(VecScatterCreate(ipmP->s, is1, ipmP->bigrhs, sis, &ipmP->rhs3));
    406:     PetscCall(ISDestroy(&sis));
    407:     PetscCall(ISDestroy(&is1));
    408:   }

    410:   if (ipmP->me > 0) {
    411:     PetscCall(VecGetOwnershipRange(tao->constraints_equality, &ucestart, &uceend));
    412:     for (i = ucestart; i < uceend; i++) {
    413:       stepind[i - ucestart] = i + ipmP->n + ipmP->nb;
    414:       uceind[i - ucestart]  = i;
    415:     }

    417:     PetscCall(ISCreateGeneral(comm, uceend - ucestart, stepind, PETSC_COPY_VALUES, &sis));
    418:     PetscCall(ISCreateGeneral(comm, uceend - ucestart, uceind, PETSC_COPY_VALUES, &is1));
    419:     PetscCall(VecScatterCreate(ipmP->bigstep, sis, tao->constraints_equality, is1, &ipmP->step3));
    420:     PetscCall(ISDestroy(&sis));

    422:     for (i = ucestart; i < uceend; i++) stepind[i - ucestart] = i + ipmP->n;

    424:     PetscCall(ISCreateGeneral(comm, uceend - ucestart, stepind, PETSC_COPY_VALUES, &sis));
    425:     PetscCall(VecScatterCreate(tao->constraints_equality, is1, ipmP->bigrhs, sis, &ipmP->rhs2));
    426:     PetscCall(ISDestroy(&sis));
    427:     PetscCall(ISDestroy(&is1));
    428:   }

    430:   if (ipmP->nb > 0) {
    431:     for (i = sstart; i < send; i++) {
    432:       stepind[i - sstart] = i + ipmP->n + ipmP->nb + ipmP->me;
    433:       cind[i - sstart]    = i;
    434:     }
    435:     PetscCall(ISCreateGeneral(comm, send - sstart, cind, PETSC_COPY_VALUES, &is1));
    436:     PetscCall(ISCreateGeneral(comm, send - sstart, stepind, PETSC_COPY_VALUES, &sis));
    437:     PetscCall(VecScatterCreate(ipmP->bigstep, sis, ipmP->s, is1, &ipmP->step4));
    438:     PetscCall(VecScatterCreate(ipmP->s, is1, ipmP->bigrhs, sis, &ipmP->rhs4));
    439:     PetscCall(ISDestroy(&sis));
    440:     PetscCall(ISDestroy(&is1));
    441:   }

    443:   PetscCall(PetscFree(stepind));
    444:   PetscCall(PetscFree(cind));
    445:   PetscCall(PetscFree(ucind));
    446:   PetscCall(PetscFree(uceind));
    447:   PetscCall(PetscFree(xind));
    448:   PetscFunctionReturn(PETSC_SUCCESS);
    449: }

    451: static PetscErrorCode TaoDestroy_IPM(Tao tao)
    452: {
    453:   TAO_IPM *ipmP = (TAO_IPM *)tao->data;

    455:   PetscFunctionBegin;
    456:   PetscCall(VecDestroy(&ipmP->rd));
    457:   PetscCall(VecDestroy(&ipmP->rpe));
    458:   PetscCall(VecDestroy(&ipmP->rpi));
    459:   PetscCall(VecDestroy(&ipmP->work));
    460:   PetscCall(VecDestroy(&ipmP->lambdae));
    461:   PetscCall(VecDestroy(&ipmP->lambdai));
    462:   PetscCall(VecDestroy(&ipmP->s));
    463:   PetscCall(VecDestroy(&ipmP->ds));
    464:   PetscCall(VecDestroy(&ipmP->ci));

    466:   PetscCall(VecDestroy(&ipmP->rhs_x));
    467:   PetscCall(VecDestroy(&ipmP->rhs_lambdae));
    468:   PetscCall(VecDestroy(&ipmP->rhs_lambdai));
    469:   PetscCall(VecDestroy(&ipmP->rhs_s));

    471:   PetscCall(VecDestroy(&ipmP->save_x));
    472:   PetscCall(VecDestroy(&ipmP->save_lambdae));
    473:   PetscCall(VecDestroy(&ipmP->save_lambdai));
    474:   PetscCall(VecDestroy(&ipmP->save_s));

    476:   PetscCall(VecScatterDestroy(&ipmP->step1));
    477:   PetscCall(VecScatterDestroy(&ipmP->step2));
    478:   PetscCall(VecScatterDestroy(&ipmP->step3));
    479:   PetscCall(VecScatterDestroy(&ipmP->step4));

    481:   PetscCall(VecScatterDestroy(&ipmP->rhs1));
    482:   PetscCall(VecScatterDestroy(&ipmP->rhs2));
    483:   PetscCall(VecScatterDestroy(&ipmP->rhs3));
    484:   PetscCall(VecScatterDestroy(&ipmP->rhs4));

    486:   PetscCall(VecScatterDestroy(&ipmP->ci_scat));
    487:   PetscCall(VecScatterDestroy(&ipmP->xl_scat));
    488:   PetscCall(VecScatterDestroy(&ipmP->xu_scat));

    490:   PetscCall(VecDestroy(&ipmP->dlambdai));
    491:   PetscCall(VecDestroy(&ipmP->dlambdae));
    492:   PetscCall(VecDestroy(&ipmP->Zero_nb));
    493:   PetscCall(VecDestroy(&ipmP->One_nb));
    494:   PetscCall(VecDestroy(&ipmP->Inf_nb));
    495:   PetscCall(VecDestroy(&ipmP->complementarity));

    497:   PetscCall(VecDestroy(&ipmP->bigrhs));
    498:   PetscCall(VecDestroy(&ipmP->bigstep));
    499:   PetscCall(MatDestroy(&ipmP->Ai));
    500:   PetscCall(MatDestroy(&ipmP->K));
    501:   PetscCall(ISDestroy(&ipmP->isxu));
    502:   PetscCall(ISDestroy(&ipmP->isxl));
    503:   PetscCall(KSPDestroy(&tao->ksp));
    504:   PetscCall(PetscFree(tao->data));
    505:   PetscFunctionReturn(PETSC_SUCCESS);
    506: }

    508: static PetscErrorCode TaoSetFromOptions_IPM(Tao tao, PetscOptionItems *PetscOptionsObject)
    509: {
    510:   TAO_IPM *ipmP = (TAO_IPM *)tao->data;

    512:   PetscFunctionBegin;
    513:   PetscOptionsHeadBegin(PetscOptionsObject, "IPM method for constrained optimization");
    514:   PetscCall(PetscOptionsBool("-tao_ipm_monitorkkt", "monitor kkt status", NULL, ipmP->monitorkkt, &ipmP->monitorkkt, NULL));
    515:   PetscCall(PetscOptionsReal("-tao_ipm_pushs", "parameter to push initial slack variables away from bounds", NULL, ipmP->pushs, &ipmP->pushs, NULL));
    516:   PetscCall(PetscOptionsReal("-tao_ipm_pushnu", "parameter to push initial (inequality) dual variables away from bounds", NULL, ipmP->pushnu, &ipmP->pushnu, NULL));
    517:   PetscOptionsHeadEnd();
    518:   PetscCall(KSPSetFromOptions(tao->ksp));
    519:   PetscFunctionReturn(PETSC_SUCCESS);
    520: }

    522: static PetscErrorCode TaoView_IPM(Tao tao, PetscViewer viewer)
    523: {
    524:   return PETSC_SUCCESS;
    525: }

    527: /* IPMObjectiveAndGradient()
    528:    f = d'x + 0.5 * x' * H * x
    529:    rd = H*x + d + Ae'*lame - Ai'*lami
    530:    rpe = Ae*x - be
    531:    rpi = Ai*x - yi - bi
    532:    mu = yi' * lami/mi;
    533:    com = yi.*lami

    535:    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
    536: */
    537: /*
    538: static PetscErrorCode IPMObjective(TaoLineSearch ls, Vec X, PetscReal *f, void *tptr)
    539: {
    540:   Tao tao = (Tao)tptr;
    541:   TAO_IPM *ipmP = (TAO_IPM*)tao->data;

    543:   PetscFunctionBegin;
    544:   PetscCall(IPMComputeKKT(tao));
    545:   *f = ipmP->phi;
    546:   PetscFunctionReturn(PETSC_SUCCESS);
    547: }
    548: */

    550: /*
    551:    f = d'x + 0.5 * x' * H * x
    552:    rd = H*x + d + Ae'*lame - Ai'*lami
    553:        Ai =   jac_ineq
    554:                I (w/lb)
    555:               -I (w/ub)

    557:    rpe = ce
    558:    rpi = ci - s;
    559:    com = s.*lami
    560:    mu = yi' * lami/mi;

    562:    phi = ||rd|| + ||rpe|| + ||rpi|| + ||com||
    563: */
    564: static PetscErrorCode IPMComputeKKT(Tao tao)
    565: {
    566:   TAO_IPM    *ipmP = (TAO_IPM *)tao->data;
    567:   PetscScalar norm;

    569:   PetscFunctionBegin;
    570:   PetscCall(VecCopy(tao->gradient, ipmP->rd));

    572:   if (ipmP->me > 0) {
    573:     /* rd = gradient + Ae'*lambdae */
    574:     PetscCall(MatMultTranspose(tao->jacobian_equality, ipmP->lambdae, ipmP->work));
    575:     PetscCall(VecAXPY(ipmP->rd, 1.0, ipmP->work));

    577:     /* rpe = ce(x) */
    578:     PetscCall(VecCopy(tao->constraints_equality, ipmP->rpe));
    579:   }
    580:   if (ipmP->nb > 0) {
    581:     /* rd = rd - Ai'*lambdai */
    582:     PetscCall(MatMultTranspose(ipmP->Ai, ipmP->lambdai, ipmP->work));
    583:     PetscCall(VecAXPY(ipmP->rd, -1.0, ipmP->work));

    585:     /* rpi = cin - s */
    586:     PetscCall(VecCopy(ipmP->ci, ipmP->rpi));
    587:     PetscCall(VecAXPY(ipmP->rpi, -1.0, ipmP->s));

    589:     /* com = s .* lami */
    590:     PetscCall(VecPointwiseMult(ipmP->complementarity, ipmP->s, ipmP->lambdai));
    591:   }
    592:   /* phi = ||rd; rpe; rpi; com|| */
    593:   PetscCall(VecDot(ipmP->rd, ipmP->rd, &norm));
    594:   ipmP->phi = norm;
    595:   if (ipmP->me > 0) {
    596:     PetscCall(VecDot(ipmP->rpe, ipmP->rpe, &norm));
    597:     ipmP->phi += norm;
    598:   }
    599:   if (ipmP->nb > 0) {
    600:     PetscCall(VecDot(ipmP->rpi, ipmP->rpi, &norm));
    601:     ipmP->phi += norm;
    602:     PetscCall(VecDot(ipmP->complementarity, ipmP->complementarity, &norm));
    603:     ipmP->phi += norm;
    604:     /* mu = s'*lami/nb */
    605:     PetscCall(VecDot(ipmP->s, ipmP->lambdai, &ipmP->mu));
    606:     ipmP->mu /= ipmP->nb;
    607:   } else {
    608:     ipmP->mu = 1.0;
    609:   }

    611:   ipmP->phi = PetscSqrtScalar(ipmP->phi);
    612:   PetscFunctionReturn(PETSC_SUCCESS);
    613: }

    615: /* evaluate user info at current point */
    616: static PetscErrorCode IPMEvaluate(Tao tao)
    617: {
    618:   TAO_IPM *ipmP = (TAO_IPM *)tao->data;

    620:   PetscFunctionBegin;
    621:   PetscCall(TaoComputeObjectiveAndGradient(tao, tao->solution, &ipmP->kkt_f, tao->gradient));
    622:   PetscCall(TaoComputeHessian(tao, tao->solution, tao->hessian, tao->hessian_pre));
    623:   if (ipmP->me > 0) {
    624:     PetscCall(TaoComputeEqualityConstraints(tao, tao->solution, tao->constraints_equality));
    625:     PetscCall(TaoComputeJacobianEquality(tao, tao->solution, tao->jacobian_equality, tao->jacobian_equality_pre));
    626:   }
    627:   if (ipmP->mi > 0) {
    628:     PetscCall(TaoComputeInequalityConstraints(tao, tao->solution, tao->constraints_inequality));
    629:     PetscCall(TaoComputeJacobianInequality(tao, tao->solution, tao->jacobian_inequality, tao->jacobian_inequality_pre));
    630:   }
    631:   if (ipmP->nb > 0) {
    632:     /* Ai' =   jac_ineq | I (w/lb) | -I (w/ub)  */
    633:     PetscCall(IPMUpdateAi(tao));
    634:   }
    635:   PetscFunctionReturn(PETSC_SUCCESS);
    636: }

    638: /* Push initial point away from bounds */
    639: static PetscErrorCode IPMPushInitialPoint(Tao tao)
    640: {
    641:   TAO_IPM *ipmP = (TAO_IPM *)tao->data;

    643:   PetscFunctionBegin;
    644:   PetscCall(TaoComputeVariableBounds(tao));
    645:   PetscCall(VecMedian(tao->XL, tao->solution, tao->XU, tao->solution));
    646:   if (ipmP->nb > 0) {
    647:     PetscCall(VecSet(ipmP->s, ipmP->pushs));
    648:     PetscCall(VecSet(ipmP->lambdai, ipmP->pushnu));
    649:     if (ipmP->mi > 0) PetscCall(VecSet(tao->DI, ipmP->pushnu));
    650:   }
    651:   if (ipmP->me > 0) {
    652:     PetscCall(VecSet(tao->DE, 1.0));
    653:     PetscCall(VecSet(ipmP->lambdae, 1.0));
    654:   }
    655:   PetscFunctionReturn(PETSC_SUCCESS);
    656: }

    658: static PetscErrorCode IPMUpdateAi(Tao tao)
    659: {
    660:   /* Ai =     Ji
    661:               I (w/lb)
    662:              -I (w/ub) */

    664:   /* Ci =    user->ci
    665:              Xi - lb (w/lb)
    666:              -Xi + ub (w/ub)  */

    668:   TAO_IPM           *ipmP = (TAO_IPM *)tao->data;
    669:   MPI_Comm           comm;
    670:   PetscInt           i;
    671:   PetscScalar        newval;
    672:   PetscInt           newrow, newcol, ncols;
    673:   const PetscScalar *vals;
    674:   const PetscInt    *cols;
    675:   PetscInt           astart, aend, jstart, jend;
    676:   PetscInt          *nonzeros;
    677:   PetscInt           r2, r3, r4;
    678:   PetscMPIInt        size;
    679:   Vec                solu;
    680:   PetscInt           nloc;

    682:   PetscFunctionBegin;
    683:   r2 = ipmP->mi;
    684:   r3 = r2 + ipmP->nxlb;
    685:   r4 = r3 + ipmP->nxub;

    687:   if (!ipmP->nb) PetscFunctionReturn(PETSC_SUCCESS);

    689:   /* Create Ai matrix if it doesn't exist yet */
    690:   if (!ipmP->Ai) {
    691:     comm = ((PetscObject)tao->solution)->comm;
    692:     PetscCallMPI(MPI_Comm_size(comm, &size));
    693:     if (size == 1) {
    694:       PetscCall(PetscMalloc1(ipmP->nb, &nonzeros));
    695:       for (i = 0; i < ipmP->mi; i++) {
    696:         PetscCall(MatGetRow(tao->jacobian_inequality, i, &ncols, NULL, NULL));
    697:         nonzeros[i] = ncols;
    698:         PetscCall(MatRestoreRow(tao->jacobian_inequality, i, &ncols, NULL, NULL));
    699:       }
    700:       for (i = r2; i < r4; i++) nonzeros[i] = 1;
    701:     }
    702:     PetscCall(MatCreate(comm, &ipmP->Ai));
    703:     PetscCall(MatSetType(ipmP->Ai, MATAIJ));

    705:     PetscCall(TaoGetSolution(tao, &solu));
    706:     PetscCall(VecGetLocalSize(solu, &nloc));
    707:     PetscCall(MatSetSizes(ipmP->Ai, PETSC_DECIDE, nloc, ipmP->nb, PETSC_DECIDE));
    708:     PetscCall(MatSetFromOptions(ipmP->Ai));
    709:     PetscCall(MatMPIAIJSetPreallocation(ipmP->Ai, ipmP->nb, NULL, ipmP->nb, NULL));
    710:     PetscCall(MatSeqAIJSetPreallocation(ipmP->Ai, PETSC_DEFAULT, nonzeros));
    711:     if (size == 1) PetscCall(PetscFree(nonzeros));
    712:   }

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

    717:   /* Ai w/lb */
    718:   if (ipmP->mi) {
    719:     PetscCall(MatZeroEntries(ipmP->Ai));
    720:     PetscCall(MatGetOwnershipRange(tao->jacobian_inequality, &jstart, &jend));
    721:     for (i = jstart; i < jend; i++) {
    722:       PetscCall(MatGetRow(tao->jacobian_inequality, i, &ncols, &cols, &vals));
    723:       newrow = i;
    724:       PetscCall(MatSetValues(ipmP->Ai, 1, &newrow, ncols, cols, vals, INSERT_VALUES));
    725:       PetscCall(MatRestoreRow(tao->jacobian_inequality, i, &ncols, &cols, &vals));
    726:     }
    727:   }

    729:   /* I w/ xlb */
    730:   if (ipmP->nxlb) {
    731:     for (i = 0; i < ipmP->nxlb; i++) {
    732:       if (i >= astart && i < aend) {
    733:         newrow = i + r2;
    734:         newcol = i;
    735:         newval = 1.0;
    736:         PetscCall(MatSetValues(ipmP->Ai, 1, &newrow, 1, &newcol, &newval, INSERT_VALUES));
    737:       }
    738:     }
    739:   }
    740:   if (ipmP->nxub) {
    741:     /* I w/ xub */
    742:     for (i = 0; i < ipmP->nxub; i++) {
    743:       if (i >= astart && i < aend) {
    744:         newrow = i + r3;
    745:         newcol = i;
    746:         newval = -1.0;
    747:         PetscCall(MatSetValues(ipmP->Ai, 1, &newrow, 1, &newcol, &newval, INSERT_VALUES));
    748:       }
    749:     }
    750:   }

    752:   PetscCall(MatAssemblyBegin(ipmP->Ai, MAT_FINAL_ASSEMBLY));
    753:   PetscCall(MatAssemblyEnd(ipmP->Ai, MAT_FINAL_ASSEMBLY));
    754:   CHKMEMQ;

    756:   PetscCall(VecSet(ipmP->ci, 0.0));

    758:   /* user ci */
    759:   if (ipmP->mi > 0) {
    760:     PetscCall(VecScatterBegin(ipmP->ci_scat, tao->constraints_inequality, ipmP->ci, INSERT_VALUES, SCATTER_FORWARD));
    761:     PetscCall(VecScatterEnd(ipmP->ci_scat, tao->constraints_inequality, ipmP->ci, INSERT_VALUES, SCATTER_FORWARD));
    762:   }
    763:   if (!ipmP->work) PetscCall(VecDuplicate(tao->solution, &ipmP->work));
    764:   PetscCall(VecCopy(tao->solution, ipmP->work));
    765:   if (tao->XL) {
    766:     PetscCall(VecAXPY(ipmP->work, -1.0, tao->XL));

    768:     /* lower bounds on variables */
    769:     if (ipmP->nxlb > 0) {
    770:       PetscCall(VecScatterBegin(ipmP->xl_scat, ipmP->work, ipmP->ci, INSERT_VALUES, SCATTER_FORWARD));
    771:       PetscCall(VecScatterEnd(ipmP->xl_scat, ipmP->work, ipmP->ci, INSERT_VALUES, SCATTER_FORWARD));
    772:     }
    773:   }
    774:   if (tao->XU) {
    775:     /* upper bounds on variables */
    776:     PetscCall(VecCopy(tao->solution, ipmP->work));
    777:     PetscCall(VecScale(ipmP->work, -1.0));
    778:     PetscCall(VecAXPY(ipmP->work, 1.0, tao->XU));
    779:     if (ipmP->nxub > 0) {
    780:       PetscCall(VecScatterBegin(ipmP->xu_scat, ipmP->work, ipmP->ci, INSERT_VALUES, SCATTER_FORWARD));
    781:       PetscCall(VecScatterEnd(ipmP->xu_scat, ipmP->work, ipmP->ci, INSERT_VALUES, SCATTER_FORWARD));
    782:     }
    783:   }
    784:   PetscFunctionReturn(PETSC_SUCCESS);
    785: }

    787: /* create K = [ Hlag , 0 , Ae', -Ai'];
    788:               [Ae , 0,   0  , 0];
    789:               [Ai ,-I,   0 ,  0];
    790:               [ 0 , S ,  0,   Y ];  */
    791: static PetscErrorCode IPMUpdateK(Tao tao)
    792: {
    793:   TAO_IPM         *ipmP = (TAO_IPM *)tao->data;
    794:   MPI_Comm         comm;
    795:   PetscMPIInt      size;
    796:   PetscInt         i, j, row;
    797:   PetscInt         ncols, newcol, newcols[2], newrow;
    798:   const PetscInt  *cols;
    799:   const PetscReal *vals;
    800:   const PetscReal *l, *y;
    801:   PetscReal       *newvals;
    802:   PetscReal        newval;
    803:   PetscInt         subsize;
    804:   const PetscInt  *indices;
    805:   PetscInt        *nonzeros, *d_nonzeros, *o_nonzeros;
    806:   PetscInt         bigsize;
    807:   PetscInt         r1, r2, r3;
    808:   PetscInt         c1, c2, c3;
    809:   PetscInt         klocalsize;
    810:   PetscInt         hstart, hend, kstart, kend;
    811:   PetscInt         aistart, aiend, aestart, aeend;
    812:   PetscInt         sstart, send;

    814:   PetscFunctionBegin;
    815:   comm = ((PetscObject)tao->solution)->comm;
    816:   PetscCallMPI(MPI_Comm_size(comm, &size));
    817:   PetscCall(IPMUpdateAi(tao));

    819:   /* allocate workspace */
    820:   subsize = PetscMax(ipmP->n, ipmP->nb);
    821:   subsize = PetscMax(ipmP->me, subsize);
    822:   subsize = PetscMax(2, subsize);
    823:   PetscCall(PetscMalloc1(subsize, (PetscInt **)&indices));
    824:   PetscCall(PetscMalloc1(subsize, &newvals));

    826:   r1 = c1 = ipmP->n;
    827:   r2      = r1 + ipmP->me;
    828:   c2      = c1 + ipmP->nb;
    829:   r3 = c3 = r2 + ipmP->nb;

    831:   bigsize = ipmP->n + 2 * ipmP->nb + ipmP->me;
    832:   PetscCall(VecGetOwnershipRange(ipmP->bigrhs, &kstart, &kend));
    833:   PetscCall(MatGetOwnershipRange(tao->hessian, &hstart, &hend));
    834:   klocalsize = kend - kstart;
    835:   if (!ipmP->K) {
    836:     if (size == 1) {
    837:       PetscCall(PetscMalloc1(kend - kstart, &nonzeros));
    838:       for (i = 0; i < bigsize; i++) {
    839:         if (i < r1) {
    840:           PetscCall(MatGetRow(tao->hessian, i, &ncols, NULL, NULL));
    841:           nonzeros[i] = ncols;
    842:           PetscCall(MatRestoreRow(tao->hessian, i, &ncols, NULL, NULL));
    843:           nonzeros[i] += ipmP->me + ipmP->nb;
    844:         } else if (i < r2) {
    845:           nonzeros[i - kstart] = ipmP->n;
    846:         } else if (i < r3) {
    847:           nonzeros[i - kstart] = ipmP->n + 1;
    848:         } else if (i < bigsize) {
    849:           nonzeros[i - kstart] = 2;
    850:         }
    851:       }
    852:       PetscCall(MatCreate(comm, &ipmP->K));
    853:       PetscCall(MatSetType(ipmP->K, MATSEQAIJ));
    854:       PetscCall(MatSetSizes(ipmP->K, klocalsize, klocalsize, PETSC_DETERMINE, PETSC_DETERMINE));
    855:       PetscCall(MatSeqAIJSetPreallocation(ipmP->K, 0, nonzeros));
    856:       PetscCall(MatSetFromOptions(ipmP->K));
    857:       PetscCall(PetscFree(nonzeros));
    858:     } else {
    859:       PetscCall(PetscMalloc1(kend - kstart, &d_nonzeros));
    860:       PetscCall(PetscMalloc1(kend - kstart, &o_nonzeros));
    861:       for (i = kstart; i < kend; i++) {
    862:         if (i < r1) {
    863:           /* TODO fix preallocation for mpi mats */
    864:           d_nonzeros[i - kstart] = PetscMin(ipmP->n + ipmP->me + ipmP->nb, kend - kstart);
    865:           o_nonzeros[i - kstart] = PetscMin(ipmP->n + ipmP->me + ipmP->nb, bigsize - (kend - kstart));
    866:         } else if (i < r2) {
    867:           d_nonzeros[i - kstart] = PetscMin(ipmP->n, kend - kstart);
    868:           o_nonzeros[i - kstart] = PetscMin(ipmP->n, bigsize - (kend - kstart));
    869:         } else if (i < r3) {
    870:           d_nonzeros[i - kstart] = PetscMin(ipmP->n + 2, kend - kstart);
    871:           o_nonzeros[i - kstart] = PetscMin(ipmP->n + 2, bigsize - (kend - kstart));
    872:         } else {
    873:           d_nonzeros[i - kstart] = PetscMin(2, kend - kstart);
    874:           o_nonzeros[i - kstart] = PetscMin(2, bigsize - (kend - kstart));
    875:         }
    876:       }
    877:       PetscCall(MatCreate(comm, &ipmP->K));
    878:       PetscCall(MatSetType(ipmP->K, MATMPIAIJ));
    879:       PetscCall(MatSetSizes(ipmP->K, klocalsize, klocalsize, PETSC_DETERMINE, PETSC_DETERMINE));
    880:       PetscCall(MatMPIAIJSetPreallocation(ipmP->K, 0, d_nonzeros, 0, o_nonzeros));
    881:       PetscCall(PetscFree(d_nonzeros));
    882:       PetscCall(PetscFree(o_nonzeros));
    883:       PetscCall(MatSetFromOptions(ipmP->K));
    884:     }
    885:   }

    887:   PetscCall(MatZeroEntries(ipmP->K));
    888:   /* Copy H */
    889:   for (i = hstart; i < hend; i++) {
    890:     PetscCall(MatGetRow(tao->hessian, i, &ncols, &cols, &vals));
    891:     if (ncols > 0) PetscCall(MatSetValues(ipmP->K, 1, &i, ncols, cols, vals, INSERT_VALUES));
    892:     PetscCall(MatRestoreRow(tao->hessian, i, &ncols, &cols, &vals));
    893:   }

    895:   /* Copy Ae and Ae' */
    896:   if (ipmP->me > 0) {
    897:     PetscCall(MatGetOwnershipRange(tao->jacobian_equality, &aestart, &aeend));
    898:     for (i = aestart; i < aeend; i++) {
    899:       PetscCall(MatGetRow(tao->jacobian_equality, i, &ncols, &cols, &vals));
    900:       if (ncols > 0) {
    901:         /*Ae*/
    902:         row = i + r1;
    903:         PetscCall(MatSetValues(ipmP->K, 1, &row, ncols, cols, vals, INSERT_VALUES));
    904:         /*Ae'*/
    905:         for (j = 0; j < ncols; j++) {
    906:           newcol = i + c2;
    907:           newrow = cols[j];
    908:           newval = vals[j];
    909:           PetscCall(MatSetValues(ipmP->K, 1, &newrow, 1, &newcol, &newval, INSERT_VALUES));
    910:         }
    911:       }
    912:       PetscCall(MatRestoreRow(tao->jacobian_equality, i, &ncols, &cols, &vals));
    913:     }
    914:   }

    916:   if (ipmP->nb > 0) {
    917:     PetscCall(MatGetOwnershipRange(ipmP->Ai, &aistart, &aiend));
    918:     /* Copy Ai,and Ai' */
    919:     for (i = aistart; i < aiend; i++) {
    920:       row = i + r2;
    921:       PetscCall(MatGetRow(ipmP->Ai, i, &ncols, &cols, &vals));
    922:       if (ncols > 0) {
    923:         /*Ai*/
    924:         PetscCall(MatSetValues(ipmP->K, 1, &row, ncols, cols, vals, INSERT_VALUES));
    925:         /*-Ai'*/
    926:         for (j = 0; j < ncols; j++) {
    927:           newcol = i + c3;
    928:           newrow = cols[j];
    929:           newval = -vals[j];
    930:           PetscCall(MatSetValues(ipmP->K, 1, &newrow, 1, &newcol, &newval, INSERT_VALUES));
    931:         }
    932:       }
    933:       PetscCall(MatRestoreRow(ipmP->Ai, i, &ncols, &cols, &vals));
    934:     }

    936:     /* -I */
    937:     for (i = kstart; i < kend; i++) {
    938:       if (i >= r2 && i < r3) {
    939:         newrow = i;
    940:         newcol = i - r2 + c1;
    941:         newval = -1.0;
    942:         PetscCall(MatSetValues(ipmP->K, 1, &newrow, 1, &newcol, &newval, INSERT_VALUES));
    943:       }
    944:     }

    946:     /* Copy L,Y */
    947:     PetscCall(VecGetOwnershipRange(ipmP->s, &sstart, &send));
    948:     PetscCall(VecGetArrayRead(ipmP->lambdai, &l));
    949:     PetscCall(VecGetArrayRead(ipmP->s, &y));

    951:     for (i = sstart; i < send; i++) {
    952:       newcols[0] = c1 + i;
    953:       newcols[1] = c3 + i;
    954:       newvals[0] = l[i - sstart];
    955:       newvals[1] = y[i - sstart];
    956:       newrow     = r3 + i;
    957:       PetscCall(MatSetValues(ipmP->K, 1, &newrow, 2, newcols, newvals, INSERT_VALUES));
    958:     }

    960:     PetscCall(VecRestoreArrayRead(ipmP->lambdai, &l));
    961:     PetscCall(VecRestoreArrayRead(ipmP->s, &y));
    962:   }

    964:   PetscCall(PetscFree(indices));
    965:   PetscCall(PetscFree(newvals));
    966:   PetscCall(MatAssemblyBegin(ipmP->K, MAT_FINAL_ASSEMBLY));
    967:   PetscCall(MatAssemblyEnd(ipmP->K, MAT_FINAL_ASSEMBLY));
    968:   PetscFunctionReturn(PETSC_SUCCESS);
    969: }

    971: static PetscErrorCode IPMGatherRHS(Tao tao, Vec RHS, Vec X1, Vec X2, Vec X3, Vec X4)
    972: {
    973:   TAO_IPM *ipmP = (TAO_IPM *)tao->data;

    975:   PetscFunctionBegin;
    976:   /* rhs = [x1      (n)
    977:             x2     (me)
    978:             x3     (nb)
    979:             x4     (nb)] */
    980:   if (X1) {
    981:     PetscCall(VecScatterBegin(ipmP->rhs1, X1, RHS, INSERT_VALUES, SCATTER_FORWARD));
    982:     PetscCall(VecScatterEnd(ipmP->rhs1, X1, RHS, INSERT_VALUES, SCATTER_FORWARD));
    983:   }
    984:   if (ipmP->me > 0 && X2) {
    985:     PetscCall(VecScatterBegin(ipmP->rhs2, X2, RHS, INSERT_VALUES, SCATTER_FORWARD));
    986:     PetscCall(VecScatterEnd(ipmP->rhs2, X2, RHS, INSERT_VALUES, SCATTER_FORWARD));
    987:   }
    988:   if (ipmP->nb > 0) {
    989:     if (X3) {
    990:       PetscCall(VecScatterBegin(ipmP->rhs3, X3, RHS, INSERT_VALUES, SCATTER_FORWARD));
    991:       PetscCall(VecScatterEnd(ipmP->rhs3, X3, RHS, INSERT_VALUES, SCATTER_FORWARD));
    992:     }
    993:     if (X4) {
    994:       PetscCall(VecScatterBegin(ipmP->rhs4, X4, RHS, INSERT_VALUES, SCATTER_FORWARD));
    995:       PetscCall(VecScatterEnd(ipmP->rhs4, X4, RHS, INSERT_VALUES, SCATTER_FORWARD));
    996:     }
    997:   }
    998:   PetscFunctionReturn(PETSC_SUCCESS);
    999: }

    1001: static PetscErrorCode IPMScatterStep(Tao tao, Vec STEP, Vec X1, Vec X2, Vec X3, Vec X4)
    1002: {
    1003:   TAO_IPM *ipmP = (TAO_IPM *)tao->data;

    1005:   PetscFunctionBegin;
    1006:   CHKMEMQ;
    1007:   /*        [x1    (n)
    1008:              x2    (nb) may be 0
    1009:              x3    (me) may be 0
    1010:              x4    (nb) may be 0 */
    1011:   if (X1) {
    1012:     PetscCall(VecScatterBegin(ipmP->step1, STEP, X1, INSERT_VALUES, SCATTER_FORWARD));
    1013:     PetscCall(VecScatterEnd(ipmP->step1, STEP, X1, INSERT_VALUES, SCATTER_FORWARD));
    1014:   }
    1015:   if (X2 && ipmP->nb > 0) {
    1016:     PetscCall(VecScatterBegin(ipmP->step2, STEP, X2, INSERT_VALUES, SCATTER_FORWARD));
    1017:     PetscCall(VecScatterEnd(ipmP->step2, STEP, X2, INSERT_VALUES, SCATTER_FORWARD));
    1018:   }
    1019:   if (X3 && ipmP->me > 0) {
    1020:     PetscCall(VecScatterBegin(ipmP->step3, STEP, X3, INSERT_VALUES, SCATTER_FORWARD));
    1021:     PetscCall(VecScatterEnd(ipmP->step3, STEP, X3, INSERT_VALUES, SCATTER_FORWARD));
    1022:   }
    1023:   if (X4 && ipmP->nb > 0) {
    1024:     PetscCall(VecScatterBegin(ipmP->step4, STEP, X4, INSERT_VALUES, SCATTER_FORWARD));
    1025:     PetscCall(VecScatterEnd(ipmP->step4, STEP, X4, INSERT_VALUES, SCATTER_FORWARD));
    1026:   }
    1027:   CHKMEMQ;
    1028:   PetscFunctionReturn(PETSC_SUCCESS);
    1029: }

    1031: /*MC
    1032:   TAOIPM - Interior point algorithm for generally constrained optimization.

    1034:   Options Database Keys:
    1035: +   -tao_ipm_pushnu - parameter to push initial dual variables away from bounds
    1036: -   -tao_ipm_pushs - parameter to push initial slack variables away from bounds

    1038:   Notes:
    1039:     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.
    1040:   Level: beginner

    1042: .seealso: `Tao`, `TAOPDIPM`, `TaoType`
    1043: M*/

    1045: PETSC_EXTERN PetscErrorCode TaoCreate_IPM(Tao tao)
    1046: {
    1047:   TAO_IPM *ipmP;

    1049:   PetscFunctionBegin;
    1050:   tao->ops->setup          = TaoSetup_IPM;
    1051:   tao->ops->solve          = TaoSolve_IPM;
    1052:   tao->ops->view           = TaoView_IPM;
    1053:   tao->ops->setfromoptions = TaoSetFromOptions_IPM;
    1054:   tao->ops->destroy        = TaoDestroy_IPM;
    1055:   /* tao->ops->computedual = TaoComputeDual_IPM; */

    1057:   PetscCall(PetscNew(&ipmP));
    1058:   tao->data = (void *)ipmP;

    1060:   /* Override default settings (unless already changed) */
    1061:   PetscCall(TaoParametersInitialize(tao));
    1062:   PetscObjectParameterSetDefault(tao, max_it, 200);
    1063:   PetscObjectParameterSetDefault(tao, max_funcs, 500);

    1065:   ipmP->dec        = 10000; /* line search criteria */
    1066:   ipmP->taumin     = 0.995;
    1067:   ipmP->monitorkkt = PETSC_FALSE;
    1068:   ipmP->pushs      = 100;
    1069:   ipmP->pushnu     = 100;
    1070:   PetscCall(KSPCreate(((PetscObject)tao)->comm, &tao->ksp));
    1071:   PetscCall(PetscObjectIncrementTabLevel((PetscObject)tao->ksp, (PetscObject)tao, 1));
    1072:   PetscCall(KSPSetOptionsPrefix(tao->ksp, tao->hdr.prefix));
    1073:   PetscFunctionReturn(PETSC_SUCCESS);
    1074: }