Actual source code: bqpip.c
1: /*$Id$*/
3: #include "bqpip.h"
4: #include "taolinearsolver.h"
5: static int TaoSetDown_BQPIP(TAO_SOLVER, void*);
9: static int TaoSetUp_BQPIP(TAO_SOLVER tao, void *solver)
10: {
11: TAO_BQPIP *qp =(TAO_BQPIP*)solver;
12: int n, info;
13: TaoLinearSolver *ksp;
14: TaoFunctionBegin;
16: /* Set pointers to Data */
17: info = TaoGetHessian(tao,&qp->H);
18: info = TaoGetSolution(tao,&qp->XY);CHKERRQ(info);
19: info = qp->XY->GetDimension(&qp->n); CHKERRQ(info);
21: /* Allocate some arrays */
22: info = qp->XY->Clone(&qp->Work); CHKERRQ(info);
23: info = qp->XY->Clone(&qp->DXY); CHKERRQ(info);
24: info = qp->XY->Clone(&qp->HDiag); CHKERRQ(info);
25: info = qp->XY->Clone(&qp->DiagAxpy); CHKERRQ(info);
26: info = qp->XY->Clone(&qp->RHS); CHKERRQ(info);
27: info = qp->XY->Clone(&qp->RHS2); CHKERRQ(info);
28: info = qp->XY->Clone(&qp->C0); CHKERRQ(info);
29: info = qp->XY->Clone(&qp->R12); CHKERRQ(info);
31: info = qp->XY->Clone(&qp->XL); CHKERRQ(info);
32: info = qp->XL->Clone(&qp->G); CHKERRQ(info);
33: info = qp->XL->Clone(&qp->DG); CHKERRQ(info);
34: info = qp->XL->Clone(&qp->Z); CHKERRQ(info);
35: info = qp->XL->Clone(&qp->DZ); CHKERRQ(info);
36: info = qp->XL->Clone(&qp->GZwork); CHKERRQ(info);
37: info = qp->XL->Clone(&qp->R3); CHKERRQ(info);
39: info = qp->XY->Clone(&qp->XU); CHKERRQ(info);
40: info = qp->XU->Clone(&qp->T); CHKERRQ(info);
41: info = qp->XU->Clone(&qp->DT); CHKERRQ(info);
42: info = qp->XU->Clone(&qp->S); CHKERRQ(info);
43: info = qp->XU->Clone(&qp->DS); CHKERRQ(info);
44: info = qp->XU->Clone(&qp->TSwork); CHKERRQ(info);
45: info = qp->XU->Clone(&qp->R5); CHKERRQ(info);
47: info = TaoSetLagrangianGradientVector(tao,qp->R12);CHKERRQ(info);
48: info = TaoSetVariableBounds(tao,qp->XL,qp->XU);CHKERRQ(info);
49: info = TaoSetStepDirectionVector(tao,qp->DXY);CHKERRQ(info);
51: /* Register the Events */
52: info = qp->XY->GetDimension(&qp->n); CHKERRQ(info);
54: qp->m=0;
55: info=qp->G->GetDimension(&n); CHKERRQ(info); qp->m+=n;
56: info=qp->T->GetDimension(&n); CHKERRQ(info); qp->m+=n;
58: info = TaoCreateLinearSolver(tao,qp->H,300,&ksp); CHKERRQ(info);
59: info = ksp->SetTolerances(1e-14,1e-30,1e30,qp->n); CHKERRQ(info);
61: TaoFunctionReturn(0);
62: }
66: static int QPIPSetInitialPoint(TAO_SOLVER tao, TAO_BQPIP *qp)
67: {
68: int info;
69: double two=2.0,p01=1;
70: double gap1,gap2,fff,mu;
72: TaoFunctionBegin;
73: /* Compute function, Gradient R=Hx+b, and Hessian */
74: info = qp->XY->Median(qp->XL,qp->XY,qp->XU); CHKERRQ(info);
75: info = qp->H->Multiply(qp->XY,qp->R12); CHKERRQ(info);
77: info = qp->Work->Waxpby(0.5,qp->R12,1.0,qp->C0);CHKERRQ(info);
78: info = qp->R12->Axpy(1.0,qp->C0);CHKERRQ(info);
79: info = qp->Work->Dot(qp->XY,&fff);CHKERRQ(info);
80: qp->pobj = fff + qp->c;
82: /* Initialize Primal Vectors */
84: info = qp->T->Waxpby(1.0,qp->XU,-1.0,qp->XY);CHKERRQ(info);
85: info = qp->G->Waxpby(1.0,qp->XY,-1.0,qp->XL);CHKERRQ(info);
87: info = qp->GZwork->SetToConstant(p01);CHKERRQ(info);
88: info = qp->TSwork->SetToConstant(p01);CHKERRQ(info);
90: info = qp->G->PointwiseMaximum(qp->G,qp->GZwork); CHKERRQ(info);
91: info = qp->T->PointwiseMaximum(qp->T,qp->TSwork); CHKERRQ(info);
93: /* Initialize Dual Variable Vectors */
95: info = qp->Z->CopyFrom(qp->G); CHKERRQ(info);
96: info = qp->Z->Reciprocal(); CHKERRQ(info);
98: info = qp->S->CopyFrom(qp->T); CHKERRQ(info);
99: info = qp->S->Reciprocal(); CHKERRQ(info);
101: info = qp->H->Multiply(qp->Work,qp->RHS); CHKERRQ(info);
102: info = qp->RHS->AbsoluteValue(); CHKERRQ(info);
103: info = qp->Work->SetToConstant(p01);CHKERRQ(info);
104: info = qp->RHS->PointwiseMaximum(qp->RHS,qp->Work); CHKERRQ(info);
106: info = qp->RHS->PointwiseDivide(qp->R12,qp->RHS); CHKERRQ(info);
107: info = qp->RHS->Norm1(&gap1); CHKERRQ(info);
108: mu = TaoMin(10.0,(gap1+10.0)/qp->m);
110: info = qp->S->Scale(mu); CHKERRQ(info);
111: info = qp->Z->Scale(mu); CHKERRQ(info);
113: info = qp->TSwork->SetToConstant(p01); CHKERRQ(info);
114: info = qp->GZwork->SetToConstant(p01); CHKERRQ(info);
115: info = qp->S->PointwiseMaximum(qp->S,qp->TSwork); CHKERRQ(info);
116: info = qp->Z->PointwiseMaximum(qp->Z,qp->GZwork); CHKERRQ(info);
118: qp->mu=0;qp->dinfeas=1.0;qp->pinfeas=1.0;
119: while ( (qp->dinfeas+qp->pinfeas)/(qp->m+qp->n) >= qp->mu ){
121: info=qp->G->Scale(two); CHKERRQ(info);
122: info=qp->Z->Scale(two); CHKERRQ(info);
123: info=qp->S->Scale(two); CHKERRQ(info);
124: info=qp->T->Scale(two); CHKERRQ(info);
126: info = QPIPComputeResidual(qp); CHKERRQ(info);
127:
128: info=qp->R3->Waxpby(1.0,qp->XY,-1.0,qp->G);CHKERRQ(info);
129: info=qp->R3->Axpy(-1.0,qp->XL);CHKERRQ(info);
131: info=qp->R5->Waxpby(1.0,qp->XY,1.0,qp->T);CHKERRQ(info);
132: info=qp->R5->Axpy(-1.0,qp->XU);CHKERRQ(info);
133:
134: info=qp->R3->NormInfinity(&gap1);CHKERRQ(info);
135: info=qp->R5->NormInfinity(&gap2);CHKERRQ(info);
136: qp->pinfeas=TaoMax(gap1,gap2);
137:
138: /* Compute the duality gap */
139: info=qp->G->Dot(qp->Z,&gap1);CHKERRQ(info);
140: info=qp->T->Dot(qp->S,&gap2);CHKERRQ(info);
141:
142: qp->gap = (gap1+gap2);
143: qp->dobj = qp->pobj - qp->gap;
144: if (qp->m>0) qp->mu=qp->gap/(qp->m); else qp->mu=0.0;
145: qp->rgap=qp->gap/( TaoAbsScalar(qp->dobj) + TaoAbsScalar(qp->pobj) + 1.0 );
146: }
148: TaoFunctionReturn(0);
149: }
154: static int TaoSetDown_BQPIP(TAO_SOLVER tao, void*solver)
155: {
156: TAO_BQPIP *qp = (TAO_BQPIP*)solver;
157: int info;
159: /* Free allocated memory in GPCG structure */
160: TaoFunctionBegin;
162: info=TaoVecDestroy(qp->G);CHKERRQ(info);
163: info=TaoVecDestroy(qp->DG);CHKERRQ(info);
164: info=TaoVecDestroy(qp->Z);CHKERRQ(info);
165: info=TaoVecDestroy(qp->DZ);CHKERRQ(info);
166: info=TaoVecDestroy(qp->GZwork);CHKERRQ(info);
167: info=TaoVecDestroy(qp->R3);CHKERRQ(info);
168: info=TaoVecDestroy(qp->XL);CHKERRQ(info);
169:
170: info=TaoVecDestroy(qp->S);CHKERRQ(info);
171: info=TaoVecDestroy(qp->DS);CHKERRQ(info);
172: info=TaoVecDestroy(qp->T);CHKERRQ(info);
173: info=TaoVecDestroy(qp->DT);CHKERRQ(info);
174: info=TaoVecDestroy(qp->TSwork);CHKERRQ(info);
175: info=TaoVecDestroy(qp->R5);CHKERRQ(info);
176: info=TaoVecDestroy(qp->XU);CHKERRQ(info);
177:
178: info=TaoVecDestroy(qp->HDiag);CHKERRQ(info);
179: info=TaoVecDestroy(qp->Work);CHKERRQ(info);
180: info=TaoVecDestroy(qp->DiagAxpy);CHKERRQ(info);
181: info=TaoVecDestroy(qp->RHS);CHKERRQ(info);
182: info=TaoVecDestroy(qp->RHS2);CHKERRQ(info);
183: info=TaoVecDestroy(qp->DXY);CHKERRQ(info);
184: info=TaoVecDestroy(qp->C0);CHKERRQ(info);
185: info=TaoVecDestroy(qp->R12);CHKERRQ(info);
186:
187: info = TaoDestroyLinearSolver(tao);CHKERRQ(info);
189: TaoFunctionReturn(0);
190: }
194: static int TaoSolve_BQPIP(TAO_SOLVER tao, void *solver)
195: {
196: TAO_BQPIP *qp = (TAO_BQPIP*)solver;
197: int info,n,iter=0;
198: double d1,d2,ksptol,sigma;
199: double sigmamu;
200: double dstep,pstep,step=0;
201: double gap[4];
202: TaoTruth kspsuccess;
203: TaoTerminateReason reason;
204:
205: TaoFunctionBegin;
207: info = TaoGetSolution(tao,&qp->XY);CHKERRQ(info);
208: info = TaoEvaluateVariableBounds(tao,qp->XL,qp->XU); CHKERRQ(info);
209: info = qp->XY->GetDimension(&n);CHKERRQ(info);
211: info = TaoComputeFunctionGradient(tao,qp->XY,&qp->c,qp->C0); CHKERRQ(info);
212: info = TaoComputeHessian(tao,qp->XY,qp->H); CHKERRQ(info);
213: info = qp->H->Multiply(qp->XY,qp->Work); CHKERRQ(info);
214: info = qp->XY->Dot(qp->Work,&d1); CHKERRQ(info);
215: info = qp->C0->Axpy(-1.0,qp->Work); CHKERRQ(info);
216: info = qp->XY->Dot(qp->C0,&d2); CHKERRQ(info);
217: qp->c -= (d1/2.0+d2);
219: info = qp->H->GetDiagonal(qp->HDiag); CHKERRQ(info);
221: info = QPIPSetInitialPoint(tao,qp); CHKERRQ(info);
222: info = QPIPComputeResidual(qp); CHKERRQ(info);
223:
224: /* Enter main loop */
225: while (1){
227: /* Check Stopping Condition */
228: info=TaoMonitor(tao,iter++,qp->pobj,sqrt(qp->gap+qp->dinfeas),qp->pinfeas,
229: step,&reason); CHKERRQ(info);
230: if (reason != TAO_CONTINUE_ITERATING) break;
232: /*
233: Dual Infeasibility Direction should already be in the right
234: hand side from computing the residuals
235: */
237: info = TAOComputeNormFromCentralPath_BQPIP(tao,&d1); CHKERRQ(info);
239: if (iter > 0 && (qp->rnorm>5*qp->mu || d1*d1>qp->m*qp->mu*qp->mu) ) {
240: sigma=1.0;sigmamu=qp->mu;
241: sigma=0.0;sigmamu=0;
242: } else {
243: sigma=0.0;sigmamu=0;
244: }
245: info = qp->DZ->SetToConstant(sigmamu); CHKERRQ(info);
246: info = qp->DS->SetToConstant(sigmamu); CHKERRQ(info);
248: if (sigmamu !=0){
249: info = qp->DZ->PointwiseDivide(qp->DZ,qp->G); CHKERRQ(info);
250: info = qp->DS->PointwiseDivide(qp->DS,qp->T); CHKERRQ(info);
251: info = qp->RHS2->Waxpby(1.0,qp->DZ,1.0,qp->DS); CHKERRQ(info);
252: } else {
253: info = qp->RHS2->SetToZero(); CHKERRQ(info);
254: }
257: /*
258: Compute the Primal Infeasiblitiy RHS and the
259: Diagonal Matrix to be added to H and store in Work
260: */
261: info = qp->DiagAxpy->PointwiseDivide(qp->Z,qp->G); CHKERRQ(info);
262: info = qp->GZwork->PointwiseMultiply(qp->DiagAxpy,qp->R3); CHKERRQ(info);
263: info = qp->RHS->Axpy(-1.0,qp->GZwork); CHKERRQ(info);
265: info = qp->TSwork->PointwiseDivide(qp->S,qp->T); CHKERRQ(info);
266: info = qp->DiagAxpy->Axpy(1.0,qp->TSwork); CHKERRQ(info);
267: info = qp->TSwork->PointwiseMultiply(qp->TSwork,qp->R5); CHKERRQ(info);
268: info = qp->RHS->Axpy(-1.0,qp->TSwork); CHKERRQ(info);
270: info = qp->RHS2->Axpy(1.0,qp->RHS); CHKERRQ(info);
272: /* Determine the solving tolerance */
273: ksptol = qp->mu/10.0;
274: ksptol = TaoMin(ksptol,0.001);
276: info = qp->H->AddDiagonal(qp->DiagAxpy); CHKERRQ(info);
278: info = TaoPreLinearSolve(tao,qp->H);CHKERRQ(info);
279: info = TaoLinearSolve(tao,qp->H,qp->RHS,qp->DXY,&kspsuccess);CHKERRQ(info);
280:
282: info = qp->DiagAxpy->Negate(); CHKERRQ(info);
283: info = qp->H->AddDiagonal(qp->DiagAxpy); CHKERRQ(info);
284: info = qp->DiagAxpy->Negate(); CHKERRQ(info);
285: info = QPComputeStepDirection(qp); CHKERRQ(info);
286: info = QPStepLength(qp); CHKERRQ(info);
288: /* Calculate New Residual R1 in Work vector */
289: info = qp->H->Multiply(qp->DXY,qp->RHS2); CHKERRQ(info);
290: info = qp->RHS2->Axpy(1.0,qp->DS); CHKERRQ(info);
291: info = qp->RHS2->Axpy(-1.0,qp->DZ); CHKERRQ(info);
292: info = qp->RHS2->Aypx(qp->dsteplength,qp->R12); CHKERRQ(info);
294: qp->RHS2->Norm2(&qp->dinfeas); CHKERRQ(info);
295: qp->DG->Dot(qp->DZ, gap); CHKERRQ(info);
296: qp->DT->Dot(qp->DS, gap+1); CHKERRQ(info);
297:
298: qp->rnorm=(qp->dinfeas+qp->psteplength*qp->pinfeas)/(qp->m+qp->n);
299: pstep = qp->psteplength; dstep = qp->dsteplength;
300: step = TaoMin(qp->psteplength,qp->dsteplength);
301: sigmamu= ( pstep*pstep*(gap[0]+gap[1]) +
302: (1 - pstep + pstep*sigma)*qp->gap )/qp->m;
304: if (qp->predcorr && step < 0.9){
305: if (sigmamu < qp->mu){
306: sigmamu=sigmamu/qp->mu;
307: sigmamu=sigmamu*sigmamu*sigmamu;
308: } else {sigmamu = 1.0;}
309: sigmamu = sigmamu*qp->mu;
310:
311: /* Compute Corrector Step */
312: info = qp->DZ->PointwiseMultiply(qp->DG,qp->DZ); CHKERRQ(info);
313: info = qp->DZ->Negate(); CHKERRQ(info);
314: info = qp->DZ->AddConstant(sigmamu); CHKERRQ(info);
315: info = qp->DZ->PointwiseDivide(qp->DZ,qp->G); CHKERRQ(info);
317: info = qp->DS->PointwiseMultiply(qp->DS,qp->DT); CHKERRQ(info);
318: info = qp->DS->Negate(); CHKERRQ(info);
319: info = qp->DS->AddConstant(sigmamu); CHKERRQ(info);
320: info = qp->DS->PointwiseDivide(qp->DS,qp->T); CHKERRQ(info);
321:
322: info = qp->RHS2->Waxpby(1.0,qp->DZ,-1.0,qp->DS); CHKERRQ(info);
323: info = qp->RHS2->Axpy(1.0,qp->RHS); CHKERRQ(info);
325: /* Approximately solve the linear system */
326:
327: info = qp->H->AddDiagonal(qp->DiagAxpy); CHKERRQ(info);
328:
329: info = TaoLinearSolve(tao,qp->H,qp->RHS2,qp->DXY,&kspsuccess);CHKERRQ(info);
330:
331: info = qp->H->SetDiagonal(qp->HDiag); CHKERRQ(info);
332: info = QPComputeStepDirection(qp); CHKERRQ(info);
333: info = QPStepLength(qp); CHKERRQ(info);
335: } /* End Corrector step */
338: /* Take the step */
339: pstep = qp->psteplength; dstep = qp->dsteplength;
341: info = qp->Z->Axpy(dstep,qp->DZ); CHKERRQ(info);
342: info = qp->S->Axpy(dstep,qp->DS); CHKERRQ(info);
343: info = qp->XY->Axpy(dstep,qp->DXY); CHKERRQ(info);
344: info = qp->G->Axpy(pstep,qp->DG); CHKERRQ(info);
345: info = qp->T->Axpy(pstep,qp->DT); CHKERRQ(info);
346:
347: /* Compute Residuals */
348: info = QPIPComputeResidual(qp); CHKERRQ(info);
350: /* Evaluate quadratic function */
351: info = qp->H->Multiply(qp->XY,qp->Work); CHKERRQ(info);
353: info = qp->XY->Dot(qp->Work,&d1); CHKERRQ(info);
354: info = qp->XY->Dot(qp->C0,&d2); CHKERRQ(info);
355: info = qp->G->Dot(qp->Z,gap); CHKERRQ(info);
356: info = qp->T->Dot(qp->S,gap+1); CHKERRQ(info);
358: qp->pobj=d1/2.0 + d2+qp->c;
359: /* Compute the duality gap */
360: qp->gap = (gap[0]+gap[1]);
361: qp->dobj = qp->pobj - qp->gap;
362: if (qp->m>0) qp->mu=qp->gap/(qp->m);
363: qp->rgap=qp->gap/( fabs(qp->dobj) + fabs(qp->pobj) + 1.0 );
364: } /* END MAIN LOOP */
366: TaoFunctionReturn(0);
367: }
371: static int QPComputeStepDirection(TAO_BQPIP *qp)
372: {
373: int info;
375: TaoFunctionBegin;
377: /* Calculate DG */
378: info = qp->DG->Waxpby(1.0,qp->DXY,1.0,qp->R3);CHKERRQ(info);
380: /* Calculate DT */
381: info = qp->DT->Waxpby(-1.0,qp->DXY,-1.0,qp->R5);CHKERRQ(info);
383: /* Calculate DZ */
384:
385: info = qp->DZ->Axpy(-1.0,qp->Z);CHKERRQ(info);
386: info = qp->GZwork->PointwiseDivide(qp->DG,qp->G); CHKERRQ(info);
387: info = qp->GZwork->PointwiseMultiply(qp->GZwork,qp->Z); CHKERRQ(info);
388: info = qp->DZ->Axpy(-1.0,qp->GZwork);CHKERRQ(info);
390: /* Calculate DS */
392: info = qp->DS->Axpy(-1.0,qp->S);CHKERRQ(info);
393: info = qp->TSwork->PointwiseDivide(qp->DT,qp->T); CHKERRQ(info);
394: info = qp->TSwork->PointwiseMultiply(qp->TSwork,qp->S); CHKERRQ(info);
395: info = qp->DS->Axpy(-1.0,qp->TSwork);CHKERRQ(info);
397: TaoFunctionReturn(0);
398: }
402: static int QPIPComputeResidual(TAO_BQPIP *qp)
403: {
404: int info;
405: double gap1,gap2,dtmp = 1.0 - qp->psteplength;
407: TaoFunctionBegin;
409: /* Compute R3 and R5 */
411: if (1==1){
413: info = qp->R3->Scale(dtmp);
414: info = qp->R5->Scale(dtmp);
415: qp->pinfeas=dtmp*qp->pinfeas;
417: } else {
419: info = qp->R3->Waxpby(1.0,qp->XY,-1.0,qp->XL);CHKERRQ(info);
420: info = qp->R3->Axpy(-1.0,qp->G);CHKERRQ(info);
422: info = qp->R5->Waxpby(1.0,qp->XY,-1.0,qp->XU);CHKERRQ(info);
423: info = qp->R5->Axpy(1.0,qp->T);CHKERRQ(info);
425: info = qp->R3->NormInfinity(&gap1);CHKERRQ(info);
426: info = qp->R5->NormInfinity(&gap2);CHKERRQ(info);
428: qp->pinfeas=TaoMax(gap1,gap2);
430: }
432: qp->R12->Waxpby(1.0,qp->S,-1.0,qp->Z);CHKERRQ(info);
434: info = qp->H->Multiply(qp->XY,qp->RHS); CHKERRQ(info);
435: info = qp->RHS->Negate();CHKERRQ(info);
436: info = qp->RHS->Axpy(-1.0,qp->C0);CHKERRQ(info);
437: info = qp->R12->Axpy(-1.0,qp->RHS);CHKERRQ(info);
439: info = qp->R12->Norm1(&qp->dinfeas); CHKERRQ(info);
440: qp->rnorm=(qp->dinfeas+qp->pinfeas)/(qp->m+qp->n);
441:
442: TaoFunctionReturn(0);
443: }
447: static int QPStepLength(TAO_BQPIP *qp)
448: {
449: double tstep1,tstep2,tstep3,tstep4,tstep;
450: int info;
452: TaoFunctionBegin;
453: /* Compute stepsize to the boundary */
455: info = qp->G->StepMax(qp->DG,&tstep1); CHKERRQ(info);
456: info = qp->T->StepMax(qp->DT,&tstep2); CHKERRQ(info);
457: info = qp->S->StepMax(qp->DS,&tstep3); CHKERRQ(info);
458: info = qp->Z->StepMax(qp->DZ,&tstep4); CHKERRQ(info);
460: tstep = TaoMin(tstep1,tstep2);
461: qp->psteplength = TaoMin(0.95*tstep,1.0);
463: tstep = TaoMin(tstep3,tstep4);
464: qp->dsteplength = TaoMin(0.95*tstep,1.0);
466: qp->psteplength = TaoMin(qp->psteplength,qp->dsteplength);
467: qp->dsteplength = qp->psteplength;
469: TaoFunctionReturn(0);
470: }
475: int TaoGetDualVariables_BQPIP(TAO_SOLVER tao,TaoVec* DXL, TaoVec* DXU, void *solver)
476: {
477: TAO_BQPIP *qp = (TAO_BQPIP*)solver;
478: int info;
480: TaoFunctionBegin;
481: info = DXL->CopyFrom(qp->Z); CHKERRQ(info);
482: info = DXU->CopyFrom(qp->S); CHKERRQ(info);
483: info = DXU->Negate(); CHKERRQ(info);
484: TaoFunctionReturn(0);
485: }
490: int TAOComputeNormFromCentralPath_BQPIP(TAO_SOLVER tao, double *norm)
491: {
492: TAO_BQPIP *qp;
493: int info;
494: double gap[2],mu[2], nmu;
495:
496: TaoFunctionBegin;
497: info = TaoGetSolverContext(tao,"tao_bqpip",(void**)&qp); CHKERRQ(info);
498: info = qp->GZwork->PointwiseMultiply(qp->G,qp->Z); CHKERRQ(info);
499: info = qp->TSwork->PointwiseMultiply(qp->T,qp->S); CHKERRQ(info);
500: info = qp->TSwork->Norm1(&mu[0]); CHKERRQ(info);
501: info = qp->GZwork->Norm1(&mu[1]); CHKERRQ(info);
503: nmu=-(mu[0]+mu[1])/qp->m;
505: qp->GZwork->AddConstant(nmu); CHKERRQ(info);
506: qp->TSwork->AddConstant(nmu); CHKERRQ(info);
508: qp->GZwork->Norm2squared(&gap[0]); CHKERRQ(info);
509: qp->TSwork->Norm2squared(&gap[1]); CHKERRQ(info);
511: qp->pathnorm=sqrt( (gap[0]+gap[1]) );
512: *norm=qp->pathnorm;
514: TaoFunctionReturn(0);
515: }
520: static int TaoSetOptions_BQPIP(TAO_SOLVER tao, void *solver){
522: TAO_BQPIP *qp = (TAO_BQPIP*)solver;
523: int info;
524: TaoTruth flg;
526: TaoFunctionBegin;
527: info = TaoOptionsHead("Interior point method for bound constrained quadratic optimization");CHKERRQ(info);
528: info = TaoOptionInt("-predcorr","Use a predictor-corrector method","",qp->predcorr,&qp->predcorr,&flg);
529: CHKERRQ(info);
530: info = TaoOptionsTail();CHKERRQ(info);
532: /* info = TaoSetLinearSolverOptions(tao);CHKERRQ(info); */
534: TaoFunctionReturn(0);
535: }
540: static int TaoView_BQPIP(TAO_SOLVER tao,void *solver){
541: TaoFunctionBegin;
542: TaoFunctionReturn(0);
543: }
546: /* --------------------------------------------------------- */
550: int TaoCreate_BQPIP(TAO_SOLVER tao)
551: {
552: TAO_BQPIP *qp;
553: int info;
555: TaoFunctionBegin;
557: info = TaoNew(TAO_BQPIP,&qp); CHKERRQ(info);
558: info = PetscLogObjectMemory(tao,sizeof(TAO_BQPIP)); CHKERRQ(info);
560: info=TaoSetTaoSolveRoutine(tao,TaoSolve_BQPIP,(void*)qp); CHKERRQ(info);
561: info=TaoSetTaoSetUpDownRoutines(tao,TaoSetUp_BQPIP,TaoSetDown_BQPIP); CHKERRQ(info);
562: info=TaoSetTaoOptionsRoutine(tao,TaoSetOptions_BQPIP); CHKERRQ(info);
563: info=TaoSetTaoViewRoutine(tao,TaoView_BQPIP); CHKERRQ(info);
564: info=TaoSetTaoDualVariablesRoutine(tao,TaoGetDualVariables_BQPIP); CHKERRQ(info);
566: info = TaoSetMaximumIterates(tao,100); CHKERRQ(info);
567: info = TaoSetMaximumFunctionEvaluations(tao,500); CHKERRQ(info);
568: info = TaoSetTolerances(tao,1e-12,1e-12,1e-12,0); CHKERRQ(info);
569: /*
570: tao->defaultmonitor = TaoDefaultMonitor_BQPIP;
571: */
572: /* Initialize pointers and variables */
573: qp->n = 0;
574: qp->m = 0;
575: qp->ksp_tol = 0.1;
576: qp->dobj = 0.0;
577: qp->pobj = 1.0;
578: qp->gap = 10.0;
579: qp->rgap = 1.0;
580: qp->mu = 1.0;
581: qp->sigma = 1.0;
582: qp->dinfeas = 1.0;
583: qp->predcorr = 1;
584: qp->psteplength = 0.0;
585: qp->dsteplength = 0.0;
587: TaoFunctionReturn(0);
588: }