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: }