#pragma once #include /* Context for Primal-Dual Interior-Point Method See the document pdipm.pdf */ typedef struct { /* Sizes (n = local, N = global) */ PetscInt nx, Nx; /* Decision variables nx = nxfixed + nxub + nxlb + nxbox + nxfree */ PetscInt nxfixed, Nxfixed; /* Fixed decision variables */ PetscInt nxlb, Nxlb; /* Decision variables with lower bounds only */ PetscInt nxub, Nxub; /* Decision variables with upper bounds only */ PetscInt nxbox, Nxbox; /* Decision variables with box constraints */ PetscInt nxfree, Nxfree; /* Free variables */ PetscInt ng, Ng; /* user equality constraints g(x) = 0. */ PetscInt nh, Nh; /* user inequality constraints h(x) >= 0. */ PetscInt nce, Nce; /* total equality constraints. nce = ng + nxfixed */ PetscInt nci, Nci; /* total inequality constraints nci = nh + nxlb + nxub + 2*nxbox */ PetscInt n, N; /* Big KKT system size n = nx + nce + 2*nci */ /* Vectors */ Vec X; /* R^n - Big KKT system vector [x; lambdae; lambdai; z] */ Vec x; /* R^nx - work vector, same layout as tao->solution */ Vec lambdae; /* R^nce - vector, shares local arrays with X */ Vec lambdai; /* R^nci - vector, shares local arrays with X */ Vec z; /* R^nci - vector, shares local arrays with X */ /* Work vectors */ Vec lambdae_xfixed; /* Equality constraints lagrangian multiplier vector for fixed variables */ Vec lambdai_xb; /* User inequality constraints lagrangian multiplier vector */ /* Lagrangian equality and inequality Vec */ Vec ce, ci; /* equality and inequality constraints */ /* Offsets for subvectors */ PetscInt off_lambdae, off_lambdai, off_z; /* Scalars */ PetscReal L; /* Lagrangian = f(x) - lambdae^T*ce(x) - lambdai^T*(ci(x) - z) - mu*sum_{i=1}^{Nci}(log(z_i)) */ PetscReal gradL; /* gradient of L w.r.t. x */ /* Matrices */ Mat Jce_xfixed; /* Jacobian of equality constraints cebound(x) = J(nxfixed) */ Mat Jci_xb; /* Jacobian of inequality constraints Jci = [tao->jacobian_inequality ; J(nxub); J(nxlb); J(nxbx)] */ Mat K; /* KKT matrix */ /* Parameters */ PetscReal mu; /* Barrier parameter */ PetscReal mu_update_factor; /* Multiplier for mu update */ PetscReal deltaw; PetscReal lastdeltaw; PetscReal deltac; /* Tolerances */ /* Index sets for types of bounds on variables */ IS isxub; /* Finite upper bound only -inf < x < ub */ IS isxlb; /* Finite lower bound only lb <= x < inf */ IS isxfixed; /* Fixed variables lb = x = ub */ IS isxbox; /* Boxed variables lb <= x <= ub */ IS isxfree; /* Free variables -inf <= x <= inf */ /* Index sets for PC fieldsplit */ IS is1, is2; /* Options */ PetscBool monitorkkt; /* Monitor KKT */ PetscReal push_init_slack; /* Push initial slack variables (z) away from bounds */ PetscReal push_init_lambdai; /* Push initial inequality variables (lambdai) away from bounds */ PetscBool solve_reduced_kkt; /* Solve Reduced KKT with fieldsplit */ PetscBool solve_symmetric_kkt; /* Solve non-reduced symmetric KKT system */ PetscBool kkt_pd; /* Add deltaw and deltac shifts to make KKT matrix positive definite */ SNES snes; /* Nonlinear solver */ Mat jac_equality_trans, jac_inequality_trans; /* working matrices */ PetscReal obj; /* Objective function */ /* Offsets for parallel assembly */ PetscInt *nce_all; } TAO_PDIPM;