Actual source code: icp.c

  2: #include "icp.h"
  3: static int TaoSetDown_ICP(TAO_SOLVER, void*);

  7: static int TaoSetUp_ICP(TAO_SOLVER tao, void *solver)
  8: {
  9:   TAO_ICP *qp =(TAO_ICP*)solver;
 10:   int       n, info;

 12:   TaoFunctionBegin;

 14:   /* Set pointers to Data */
 15:   info = TaoGetJacobian(tao,&qp->J);CHKERRQ(info);
 16:   info = TaoGetSolution(tao,&qp->x);CHKERRQ(info);
 17:   info = qp->x->GetDimension(&qp->n); CHKERRQ(info);

 19:   /* Allocate some arrays */
 20:   info = qp->x->Clone(&qp->f); CHKERRQ(info);
 21:   info = qp->x->Clone(&qp->g2); CHKERRQ(info);
 22:   info = qp->x->Clone(&qp->work); CHKERRQ(info);
 23:   info = qp->x->Clone(&qp->dx); CHKERRQ(info);
 24:   info = qp->x->Clone(&qp->JDiag); CHKERRQ(info);
 25:   info = qp->x->Clone(&qp->diagaxpy); CHKERRQ(info);
 26:   info = qp->x->Clone(&qp->rhs); CHKERRQ(info);
 27:   info = qp->x->Clone(&qp->rhs2); CHKERRQ(info);
 28:   info = qp->x->Clone(&qp->r12); CHKERRQ(info);

 30:   info = qp->x->Clone(&qp->xl); CHKERRQ(info);
 31:   info = qp->xl->Clone(&qp->g); CHKERRQ(info);
 32:   info = qp->xl->Clone(&qp->dg); CHKERRQ(info);
 33:   info = qp->xl->Clone(&qp->z); CHKERRQ(info);
 34:   info = qp->xl->Clone(&qp->dz); CHKERRQ(info);
 35:   info = qp->xl->Clone(&qp->gzwork); CHKERRQ(info);
 36:   info = qp->xl->Clone(&qp->r3); CHKERRQ(info);

 38:   info = qp->x->Clone(&qp->xu); CHKERRQ(info);
 39:   info = qp->xu->Clone(&qp->t); CHKERRQ(info);
 40:   info = qp->xu->Clone(&qp->dt); CHKERRQ(info);
 41:   info = qp->xu->Clone(&qp->s); CHKERRQ(info);
 42:   info = qp->xu->Clone(&qp->ds); CHKERRQ(info);
 43:   info = qp->xu->Clone(&qp->tswork); CHKERRQ(info);
 44:   info = qp->xu->Clone(&qp->r5); CHKERRQ(info);

 46:   info = TaoSetVariableBounds(tao,qp->xl,qp->xu);CHKERRQ(info);
 47:   info = TaoSetStepDirectionVector(tao,qp->dx);CHKERRQ(info);
 48:   info = TaoSetLagrangianGradientVector(tao,qp->g2);CHKERRQ(info);

 50:   /* Register the Events */
 51:   info = qp->x->GetDimension(&qp->n); CHKERRQ(info);

 53:   qp->m=0;
 54:   info=qp->g->GetDimension(&n); CHKERRQ(info); qp->m+=n;
 55:   info=qp->t->GetDimension(&n); CHKERRQ(info); qp->m+=n;

 57:   info = TaoCreateLinearSolver(tao,qp->J,300,0); CHKERRQ(info);

 59:   TaoFunctionReturn(0);
 60: }

 64: static int  QPIPSetInitialPoint(TAO_SOLVER tao, TAO_ICP *qp)
 65: {
 66:   int       info;
 67:   double    p01=1.0e-2;
 68:   double    mu;
 69:   double    dd1,dd2;
 70:   TaoVec    *g = qp->g, *z=qp->z, *s=qp->s, *t=qp->t;
 71:   TaoVec    *gzwork=qp->gzwork, *tswork=qp->tswork;
 72:   TaoVec    *rhs=qp->rhs, *r12=qp->r12;
 73:   TaoVec    *x = qp->x, *xl=qp->xl, *xu=qp->xu, *f=qp->f;
 74:   TaoVec    *work=qp->work;

 76:   TaoFunctionBegin;

 78:   /* Initialize Primal Vectors */
 79:   info = t->Waxpby(1.0,xu,-1.0,x);CHKERRQ(info);
 80:   info = g->Waxpby(1.0,x,-1.0,xl);CHKERRQ(info);

 82:   info = gzwork->SetToConstant(p01);CHKERRQ(info);
 83:   info = tswork->SetToConstant(p01);CHKERRQ(info);

 85:   info = g->PointwiseMaximum(g,gzwork); CHKERRQ(info);
 86:   info = t->PointwiseMaximum(t,tswork); CHKERRQ(info);

 88:   /* Initialize Dual Variable Vectors */

 90:   info = z->CopyFrom(g); CHKERRQ(info);
 91:   info = z->Reciprocal(); CHKERRQ(info);

 93:   info = s->CopyFrom(t); CHKERRQ(info);
 94:   info = s->Reciprocal(); CHKERRQ(info);
 95:   
 96:   info = r12->Waxpby(1.0,s,-1.0,z);CHKERRQ(info);
 97:   info = rhs->CopyFrom(f);CHKERRQ(info);
 98:   
 99:   info = rhs->AbsoluteValue(); CHKERRQ(info);
100:   info = r12->AbsoluteValue(); CHKERRQ(info);
101:   info = work->SetToConstant(p01);CHKERRQ(info);
102:   info = rhs->PointwiseMaximum(rhs,work); CHKERRQ(info);
103:   info = r12->PointwiseMaximum(r12,work); CHKERRQ(info);
104:   
105:   info = rhs->PointwiseDivide(rhs,r12); CHKERRQ(info);
106:   
107:   info = r12->Norm1(&qp->dinfeas); CHKERRQ(info);
108:   mu = (qp->dinfeas)/(qp->n);
109:   
110:   info = s->Scale(mu); CHKERRQ(info);
111:   info = z->Scale(mu); CHKERRQ(info);
112:   
113:   info = QPIPComputeResidual(qp); CHKERRQ(info);   
114:   info = TAOComputeNormFromCentralPath_ICP(tao,&dd2); CHKERRQ(info);
115:   dd1=TaoMax(qp->pathnorm,1.0e-2);
116:   while ( (qp->dinfeas+qp->pinfeas)/(qp->m+qp->n) >= qp->mu ){
117:     
118:     info=g->AddConstant(dd1); CHKERRQ(info);
119:     info=z->AddConstant(dd1); CHKERRQ(info);
120:     info=s->AddConstant(dd1); CHKERRQ(info);
121:     info=t->AddConstant(dd1); CHKERRQ(info);

123:     info = QPIPComputeResidual(qp); CHKERRQ(info);   
124:     info = TAOComputeNormFromCentralPath_ICP(tao,&dd2); CHKERRQ(info);
125:     
126:     qp->dobj = qp->pobj - qp->gap;
127:     qp->rgap=qp->gap/( TaoAbsScalar(qp->dobj) + TaoAbsScalar(qp->pobj) + 1.0 );
128:     dd1=dd1*2;
129:   }

131:   TaoFunctionReturn(0);
132: }


137: static int TaoSetDown_ICP(TAO_SOLVER tao, void*solver)
138: {
139:   TAO_ICP *qp = (TAO_ICP*)solver;
140:   int info;

142:   /* Free allocated memory in GPCG structure */
143:   TaoFunctionBegin;

145:   info=TaoVecDestroy(qp->g2);CHKERRQ(info);
146:   info=TaoVecDestroy(qp->g);CHKERRQ(info);
147:   info=TaoVecDestroy(qp->dg);CHKERRQ(info);
148:   info=TaoVecDestroy(qp->z);CHKERRQ(info);
149:   info=TaoVecDestroy(qp->dz);CHKERRQ(info);
150:   info=TaoVecDestroy(qp->gzwork);CHKERRQ(info);
151:   info=TaoVecDestroy(qp->r3);CHKERRQ(info);
152:   info=TaoVecDestroy(qp->xl);CHKERRQ(info);
153:   
154:   info=TaoVecDestroy(qp->s);CHKERRQ(info);
155:   info=TaoVecDestroy(qp->ds);CHKERRQ(info);
156:   info=TaoVecDestroy(qp->t);CHKERRQ(info);
157:   info=TaoVecDestroy(qp->dt);CHKERRQ(info);
158:   info=TaoVecDestroy(qp->tswork);CHKERRQ(info);
159:   info=TaoVecDestroy(qp->r5);CHKERRQ(info);
160:   info=TaoVecDestroy(qp->xu);CHKERRQ(info);
161:   
162:   info=TaoVecDestroy(qp->f);CHKERRQ(info);
163:   info=TaoVecDestroy(qp->JDiag);CHKERRQ(info);
164:   info=TaoVecDestroy(qp->work);CHKERRQ(info);
165:   info=TaoVecDestroy(qp->diagaxpy);CHKERRQ(info);
166:   info=TaoVecDestroy(qp->rhs);CHKERRQ(info);
167:   info=TaoVecDestroy(qp->rhs2);CHKERRQ(info);
168:   info=TaoVecDestroy(qp->dx);CHKERRQ(info);
169:   info=TaoVecDestroy(qp->r12);CHKERRQ(info);
170:   
171:   info = TaoDestroyLinearSolver(tao);CHKERRQ(info);

173:   info = TaoSetVariableBounds(tao,0,0);CHKERRQ(info);
174:   info = TaoSetStepDirectionVector(tao,0);CHKERRQ(info);
175:   info = TaoSetLagrangianGradientVector(tao,qp->g2);CHKERRQ(info);

177:   TaoFunctionReturn(0);
178: }

182: static int TaoSolve_ICP(TAO_SOLVER tao, void *solver)
183: {
184:   TAO_ICP   *qp = (TAO_ICP*)solver;
185:   TaoVec    *x = qp->x, *xl=qp->xl, *xu=qp->xu, *f=qp->f;
186:   TaoVec    *g = qp->g, *z=qp->z, *s=qp->s, *t=qp->t;
187:   TaoVec    *dg=qp->dg, *dz=qp->dz, *ds=qp->ds, *dt=qp->dt;
188:   TaoVec    *gzwork=qp->gzwork, *tswork=qp->tswork;
189:   TaoVec    *rhs=qp->rhs, *rhs2=qp->rhs2;
190:   TaoVec    *diagaxpy=qp->diagaxpy, *dx=qp->dx;
191:   TaoVec    *r3=qp->r3,*r5=qp->r5;
192:   TaoVec    *JDiag=qp->JDiag;
193:   TaoMat    *J;
194:   int       info,n,iter=0;
195:   double    d1,ksptol;
196:   double    sigmamu;// sigma;
197:   double    dstep,pstep,step=0;
198:   double    gap[4];
199:   TaoTruth  kspsuccess;
200:   TaoTerminateReason reason;
201:   TaoLinearSolver *qpksp;

203:   TaoFunctionBegin;

205:   info = TaoGetSolution(tao,&x);CHKERRQ(info); qp->x=x;
206:   info = TaoGetJacobian(tao,&J);CHKERRQ(info); qp->J=J;

208:   info = x->Median(xl,x,xu); CHKERRQ(info);
209:   info = TaoEvaluateVariableBounds(tao,xl,xu); CHKERRQ(info);
210:   info = TaoComputeConstraints(tao, x, f); CHKERRQ(info);
211:  
212:   info = x->GetDimension(&n);CHKERRQ(info);

214:   info = QPIPSetInitialPoint(tao,qp); CHKERRQ(info);
215:   
216:   /* Enter main loop */
217:   while (1){

219:     info = QPIPComputeResidual(qp); CHKERRQ(info);
220:     info = TAOComputeNormFromCentralPath_ICP(tao,&d1); CHKERRQ(info);
221:     
222:     /* Check Stopping Condition      */
223:     info=TaoMonitor(tao,iter++,qp->gap,(qp->gap+qp->dinfeas),qp->pinfeas,
224:                     step,&reason); CHKERRQ(info);
225:     if (reason != TAO_CONTINUE_ITERATING) break;

227:     info = rhs->ScaleCopyFrom(-1.0,f); CHKERRQ(info);
228:     
229:     info = diagaxpy->SetToZero(); CHKERRQ(info);
230:     
231:     info = gzwork->PointwiseDivide(z,g); CHKERRQ(info);
232:     info = diagaxpy->Axpy(1.0,gzwork); CHKERRQ(info);
233:     info = gzwork->PointwiseMultiply(gzwork,r3); CHKERRQ(info);
234:     info = rhs->Axpy(-1.0,gzwork); CHKERRQ(info);
235:     
236:     info = tswork->PointwiseDivide(s,t); CHKERRQ(info);
237:     info = diagaxpy->Axpy(1.0,tswork); CHKERRQ(info);
238:     info = tswork->PointwiseMultiply(tswork,r5); CHKERRQ(info);
239:     info = rhs->Axpy(-1.0,tswork); CHKERRQ(info);
240:     /*    
241:     info = dz->SetToZero(); CHKERRQ(info);
242:     info = dg->SetToZero(); CHKERRQ(info);
243:     info = ds->SetToZero(); CHKERRQ(info);
244:     info = dt->SetToZero(); CHKERRQ(info);
245:     */
246:     /* Add centrality part */
247:     if (iter > 0 && (qp->rnorm>5*qp->mu || d1*d1>qp->m*qp->mu*qp->mu) ) {
248:       sigmamu=qp->mu;//sigma=1.0;
249:       sigmamu=0;//sigma=0.0;
250:     } else {
251:       sigmamu=0;//sigma=0.0;
252:     }
253:     sigmamu=0.1*qp->mu;//sigma=0.1;
254:     sigmamu=0.0*qp->mu;//sigma=0.0;
255:     info = dz->SetToConstant(sigmamu); CHKERRQ(info);
256:     info = ds->SetToConstant(sigmamu); CHKERRQ(info);
257:     //    printf("TargetMu: %4.2e\n",sigmamu);
258:     if (sigmamu !=0){
259:       info = dz->PointwiseDivide(dz,g); CHKERRQ(info);
260:       info = ds->PointwiseDivide(ds,t); CHKERRQ(info);
261:       info = rhs->Axpy(1.0,dz); CHKERRQ(info);
262:       info = rhs->Axpy(-1.0,ds); CHKERRQ(info);
263:     } else {
264:       //      info = qp->RHS2->SetToZero(); CHKERRQ(info);
265:     }

267:     qp->usedcorrector=TAO_FALSE;
268:     qp->sigmamu=sigmamu;



272:     /*  Determine the solving tolerance */
273:     ksptol = qp->mu/10.0;
274:     ksptol = TaoMin(ksptol,0.00000000001);
275:     info = TaoGetLinearSolver(tao,&qpksp); CHKERRQ(info);
276:     /*
277:     info = qpksp->SetTolerances(ksptol,1e-30,1e30,2*n); CHKERRQ(info);
278:     */

280:     info = TaoComputeJacobian(tao,x,J); CHKERRQ(info);
281:     info = J->GetDiagonal(JDiag); CHKERRQ(info);
282:     info = J->AddDiagonal(diagaxpy); CHKERRQ(info);

284:     info = TaoPreLinearSolve(tao,J);CHKERRQ(info);
285:     info = TaoLinearSolve(tao,J,rhs,dx,&kspsuccess);CHKERRQ(info);

287:     info = QPComputeStepDirection(qp); CHKERRQ(info);
288:     info = QPStepLength(qp);  CHKERRQ(info);

290:     /* Calculate New Residual R1 in Work vector */
291:     info=dg->Dot(dz, gap); CHKERRQ(info);
292:     info=dt->Dot(ds, gap+1); CHKERRQ(info);
293:  
294:     qp->rnorm=(qp->dinfeas+qp->psteplength*qp->pinfeas)/(qp->m+qp->n);
295:     pstep = qp->psteplength; dstep = qp->dsteplength;    
296:     step = TaoMin(qp->psteplength,qp->dsteplength);
297:     //    printf("Step: %4.2f\n",step);
298:     step=1-step;
299:     sigmamu = step*step*step*qp->mu;
300:     //    sigmamu = 0;
301:     qp->sigmamu=sigmamu;
302:     /*
303:     ( pstep*pstep*(gap[0]+gap[1]) +
304:                (1 - pstep + pstep*sigma)*qp->gap  )/qp->m;
305:     */
306:     if (1==1 && /* && qp->predcorr &&*/ step < 1.99){
307:       
308:       /*
309:       if (sigmamu < qp->mu){ 
310:         sigmamu=sigmamu/qp->mu;
311:         sigmamu=sigmamu*sigmamu*sigmamu;
312:       } else {sigmamu = 1.0;}
313:       sigmamu = 0.0*qp->mu;
314:       */
315:       qp->usedcorrector=TAO_TRUE;
316:       /* Compute Corrector Step */
317:       info = gzwork->PointwiseMultiply(dg,dz); CHKERRQ(info);
318:       info = gzwork->Negate(); CHKERRQ(info);
319:       info = gzwork->AddConstant(sigmamu); CHKERRQ(info);
320:       info = gzwork->PointwiseDivide(gzwork,g); CHKERRQ(info);

322:       info = tswork->PointwiseMultiply(ds,dt); CHKERRQ(info);
323:       info = tswork->Negate(); CHKERRQ(info);
324:       info = tswork->AddConstant(sigmamu); CHKERRQ(info);
325:       info = tswork->PointwiseDivide(tswork,t); CHKERRQ(info);
326:       
327:       info = rhs2->Waxpby(1.0,gzwork,-1.0,tswork); CHKERRQ(info);
328:       info = rhs2->Axpy(1.0,rhs); CHKERRQ(info);

330:       info = TaoLinearSolve(tao,J,rhs2,dx,&kspsuccess);CHKERRQ(info);
331:       
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 = z->Axpy(dstep,dz); CHKERRQ(info);
342:     info = s->Axpy(dstep,ds); CHKERRQ(info);
343:     info = x->Axpy(dstep,dx); CHKERRQ(info);
344:     info = g->Axpy(pstep,dg); CHKERRQ(info);
345:     info = t->Axpy(pstep,dt); CHKERRQ(info);
346:     
347:     info = TaoComputeConstraints(tao, x, f); CHKERRQ(info);

349:   }  /* END MAIN LOOP  */

351:   TaoFunctionReturn(0);
352: }

356: static int QPComputeStepDirection(TAO_ICP *qp)
357: {
358:   int info;
359:   double gap1,gap2;
360:   TaoVec    *g = qp->g, *z=qp->z, *s=qp->s, *t=qp->t;
361:   TaoVec    *dg=qp->dg, *dz=qp->dz, *ds=qp->ds, *dt=qp->dt;
362:   TaoVec    *gzwork=qp->gzwork, *tswork=qp->tswork;
363:   TaoVec    *dx=qp->dx;
364:   TaoVec    *r3=qp->r3,*r5=qp->r5;

366:   TaoFunctionBegin;

368:   if (qp->usedcorrector==TAO_TRUE){
369:     info = dz->PointwiseMultiply(dz,dg); CHKERRQ(info);
370:     info = dz->PointwiseDivide(dz,g); CHKERRQ(info);
371:     info = dz->Negate(); CHKERRQ(info);
372:     
373:     info = ds->PointwiseMultiply(ds,dt); CHKERRQ(info);
374:     info = ds->PointwiseDivide(ds,t); CHKERRQ(info);
375:     info = ds->Negate(); CHKERRQ(info);
376:   } 
377:   /*
378:     info = dz->SetToZero(); CHKERRQ(info);
379:     info = ds->SetToZero(); CHKERRQ(info);
380:   */
381:    /* Calculate DG */
382:   info = dg->Waxpby(1.0,dx,1.0,r3);CHKERRQ(info);

384:   /* Calculate DT */
385:   info = dt->Waxpby(-1.0,dx,-1.0,r5);CHKERRQ(info);

387:   /* Calculate DZ */
388:   info = gzwork->PointwiseMultiply(dg,z); CHKERRQ(info);
389:   info = gzwork->Negate(); CHKERRQ(info);
390:   info = gzwork->AddConstant(qp->sigmamu); CHKERRQ(info);
391:   info = gzwork->PointwiseDivide(gzwork,g); CHKERRQ(info);
392:   info = gzwork->Axpy(-1.0,z);CHKERRQ(info);

394:   info = dz->Axpy(1.0,gzwork);CHKERRQ(info);
395:   //  info = qp->DZ->CopyFrom(qp->GZwork);CHKERRQ(info);

397:   /* Calculate DS */
398:   info = tswork->PointwiseMultiply(dt,s); CHKERRQ(info);
399:   info = tswork->Negate(); CHKERRQ(info);
400:   info = tswork->AddConstant(qp->sigmamu); CHKERRQ(info);
401:   info = tswork->PointwiseDivide(tswork,t); CHKERRQ(info);
402:   info = tswork->Axpy(-1.0,s);CHKERRQ(info);
403:   info = ds->Axpy(1.0,tswork);CHKERRQ(info);
404:   //  info = qp->DS->CopyFrom(qp->TSwork);CHKERRQ(info);

406:   info = ds->Dot(dt,&gap1); CHKERRQ(info);
407:   info = dg->Dot(dz,&gap2); CHKERRQ(info);
408:   //  printf("Gap Reduce: %4.2e \n",gap1+gap2);
409:   TaoFunctionReturn(0);
410: }

414: static int QPIPComputeResidual(TAO_ICP *qp)
415: {
416:   int info;
417:   double gap1,gap2,dtmp = 1.0 - qp->psteplength;
418:   TaoVec    *x = qp->x, *xl=qp->xl, *xu=qp->xu, *f=qp->f;
419:   TaoVec    *g = qp->g, *z=qp->z, *s=qp->s, *t=qp->t;
420:   TaoVec    *rhs=qp->rhs;
421:   TaoVec    *r12=qp->r12,*r3=qp->r3,*r5=qp->r5;

423:   TaoFunctionBegin;

425:   /* Compute R3 and R5 */

427:   if (0==1){

429:     info = r3->Scale(dtmp);
430:     info = r5->Scale(dtmp);
431:     qp->pinfeas=dtmp*qp->pinfeas;

433:   } else {

435:     info = r3->Waxpby(1.0,x,-1.0,xl);CHKERRQ(info);
436:     info = r3->Axpy(-1.0,g);CHKERRQ(info);

438:     info = r5->Waxpby(1.0,x,-1.0,xu);CHKERRQ(info);
439:     info = r5->Axpy(1.0,t);CHKERRQ(info);

441:     info = r3->NormInfinity(&gap1);CHKERRQ(info);
442:     info = r5->NormInfinity(&gap2);CHKERRQ(info);

444:     qp->pinfeas=TaoMax(gap1,gap2);

446:   }

448:   info = r12->Waxpby(1.0,s,-1.0,z);CHKERRQ(info);

450:   info = rhs->CopyFrom(f);CHKERRQ(info);
451:   info = rhs->Negate();CHKERRQ(info);

453:   info = r12->Axpy(-1.0,rhs);CHKERRQ(info);

455:   info = r12->NormInfinity(&qp->dinfeas); CHKERRQ(info);
456:   qp->rnorm=(qp->dinfeas+qp->pinfeas)/(qp->m+qp->n);
457:   qp->rnorm=TaoMax(qp->dinfeas,qp->pinfeas);
458:   //  printf("Dual Infeas: %4.2e,  Primal Infeas: %4.2e\n",qp->dinfeas,qp->pinfeas);
459:   
460:   TaoFunctionReturn(0);
461: }

465: static int QPStepLength(TAO_ICP *qp)
466: {
467:   double tstep1,tstep2,tstep3,tstep4,tstep;
468:   int info;
469:   TaoVec    *g = qp->g, *z=qp->z, *s=qp->s, *t=qp->t;
470:   TaoVec    *dg=qp->dg, *dz=qp->dz, *ds=qp->ds, *dt=qp->dt;

472:   TaoFunctionBegin;
473:   /* Compute stepsize to the boundary */

475:   info = g->StepMax(dg,&tstep1); CHKERRQ(info);
476:   info = t->StepMax(dt,&tstep2); CHKERRQ(info);
477:   info = s->StepMax(ds,&tstep3); CHKERRQ(info);
478:   info = z->StepMax(dz,&tstep4); CHKERRQ(info);

480:   tstep = TaoMin(tstep1,tstep2);
481:   qp->psteplength = TaoMin(0.999*tstep,1.0);

483:   tstep = TaoMin(tstep3,tstep4);
484:   qp->dsteplength = TaoMin(0.999*tstep,1.0);

486:   qp->psteplength = TaoMin(qp->psteplength,qp->dsteplength);
487:   qp->dsteplength = qp->psteplength;
488:   //  printf("StepSize: %4.2e\n",qp->dsteplength);

490:   TaoFunctionReturn(0);
491: }


496: int TAOComputeNormFromCentralPath_ICP(TAO_SOLVER tao, double *norm)
497: {
498:   TAO_ICP *qp;
499:   int       info;
500:   double    gap[2],mu[2], nmu;
501:   
502:   TaoFunctionBegin;
503:   info = TaoGetSolverContext(tao,"tao_icp",(void**)&qp); CHKERRQ(info);
504:   TaoVec    *g = qp->g, *z=qp->z, *s=qp->s, *t=qp->t;
505:   TaoVec    *gzwork=qp->gzwork, *tswork=qp->tswork;

507:   info = gzwork->PointwiseMultiply(g,z); CHKERRQ(info);
508:   info = tswork->PointwiseMultiply(t,s); CHKERRQ(info);
509:   info = tswork->Norm1(&mu[0]); CHKERRQ(info);
510:   info = gzwork->Norm1(&mu[1]); CHKERRQ(info);

512:   nmu=-(mu[0]+mu[1])/qp->m;
513:   qp->gap=mu[0]+mu[1];
514:   qp->mu=-nmu;

516:   info = gzwork->AddConstant(nmu); CHKERRQ(info);
517:   info = tswork->AddConstant(nmu); CHKERRQ(info);

519:   info = gzwork->NormInfinity(&gap[0]); CHKERRQ(info);
520:   info = tswork->NormInfinity(&gap[1]); CHKERRQ(info);

522:   qp->pathnorm=TaoMax(gap[0],gap[1]);
523:   *norm=qp->pathnorm;
524:   //  printf("Gap: %4.2e,  Mu: %4.2e,  Norm: %4.2e\n",qp->gap,-nmu,qp->pathnorm);

526:   //  printf("Gap: %4.2e,  Mu: %4.2e,  Norm: %4.2e\n",qp->gap,qp->mu,qp->pathnorm);
527:   TaoFunctionReturn(0);
528: }


533: static int TaoSetOptions_ICP(TAO_SOLVER tao, void *solver){

535:   TAO_ICP *qp = (TAO_ICP*)solver;
536:   int       info;
537:   TaoTruth  flg;

539:   TaoFunctionBegin;
540:   info = TaoOptionsHead("Interior point method for bound constrained quadratic optimization");CHKERRQ(info);
541:   info = TaoOptionInt("-predcorr","Use a predictor-corrector method","",qp->predcorr,&qp->predcorr,&flg);
542:   CHKERRQ(info);
543:   info = TaoOptionsTail();CHKERRQ(info);

545:   /*   info = TaoSetLinearSolverOptions(tao);CHKERRQ(info); */

547:   TaoFunctionReturn(0);
548: }


553: static int TaoView_ICP(TAO_SOLVER tao,void *solver){
554:   TaoFunctionBegin;
555:   TaoFunctionReturn(0);
556: }


559: /* --------------------------------------------------------- */
563: int TaoCreate_ICP(TAO_SOLVER tao)
564: {
565:   TAO_ICP *qp;
566:   int       info;

568:   TaoFunctionBegin;

570:   info = TaoNew(TAO_ICP,&qp); CHKERRQ(info);
571:   info = PetscLogObjectMemory(tao,sizeof(TAO_ICP)); CHKERRQ(info);

573:   info=TaoSetTaoSolveRoutine(tao,TaoSolve_ICP,(void*)qp); CHKERRQ(info);
574:   info=TaoSetTaoSetUpDownRoutines(tao,TaoSetUp_ICP,TaoSetDown_ICP); CHKERRQ(info);
575:   info=TaoSetTaoOptionsRoutine(tao,TaoSetOptions_ICP); CHKERRQ(info);
576:   info=TaoSetTaoViewRoutine(tao,TaoView_ICP); CHKERRQ(info);

578:   info = TaoSetMaximumIterates(tao,100); CHKERRQ(info);
579:   info = TaoSetMaximumFunctionEvaluations(tao,500); CHKERRQ(info);
580:   info = TaoSetTolerances(tao,1e-10,1e-10,1e-12,0); CHKERRQ(info);
581:   /*
582:   tao->defaultmonitor     = TaoDefaultMonitor_ICP;
583:   */
584:   /* Initialize pointers and variables */
585:   qp->n              = 0;
586:   qp->m              = 0;
587:   qp->ksp_tol       = 0.1;
588:   qp->dobj           = 0.0;
589:   qp->pobj           = 1.0;
590:   qp->gap            = 10.0;
591:   qp->rgap           = 1.0;
592:   qp->mu             = 1.0;
593:   qp->sigma          = 1.0;
594:   qp->dinfeas        = 1.0;
595:   qp->predcorr       = 1;
596:   qp->psteplength    = 0.0;
597:   qp->dsteplength    = 0.0;

599:   TaoFunctionReturn(0);
600: }