1 2 #ifndef __TAO_PDIPM_H 3 #define __TAO_PDIPM_H 4 #include <petsc/private/taoimpl.h> 5 6 /* 7 Context for Primal-Dual Interior-Point Method 8 See the document pdipm.pdf 9 */ 10 11 typedef struct { 12 /* Sizes (n = local, N = global) */ 13 PetscInt nx,Nx; /* Decision variables nx = nxfixed + nxub + nxlb + nxbox + nxfree */ 14 PetscInt nxfixed,Nxfixed; /* Fixed decision variables */ 15 PetscInt nxlb,Nxlb; /* Decision variables with lower bounds only */ 16 PetscInt nxub,Nxub; /* Decision variables with upper bounds only */ 17 PetscInt nxbox,Nxbox; /* Decision variables with box constraints */ 18 PetscInt nxfree,Nxfree; /* Free variables */ 19 PetscInt ng,Ng; /* user equality constraints g(x) = 0. */ 20 PetscInt nh,Nh; /* user inequality constraints h(x) >= 0. */ 21 PetscInt nce,Nce; /* total equality constraints. nce = ng + nxfixed */ 22 PetscInt nci,Nci; /* total inequality constraints nci = nh + nxlb + nxub + 2*nxbox */ 23 PetscInt n,N; /* Big KKT system size n = nx + nce + 2*nci */ 24 25 /* Vectors */ 26 Vec X; /* R^n - Big KKT system vector [x; lambdae; lambdai; z] */ 27 Vec x; /* R^nx - work vector, same layout as tao->solution */ 28 Vec lambdae; /* R^nce - vector, shares local arrays with X */ 29 Vec lambdai; /* R^nci - vector, shares local arrays with X */ 30 Vec z; /* R^nci - vector, shares local arrays with X */ 31 32 /* Work vectors */ 33 Vec lambdae_xfixed; /* Equality constraints lagrangian multipler vector for fixed variables */ 34 Vec lambdai_xb; /* User inequality constraints lagrangian multipler vector */ 35 36 /* Lagrangian equality and inequality Vec */ 37 Vec ce,ci; /* equality and inequality constraints */ 38 39 /* Offsets for subvectors */ 40 PetscInt off_lambdae,off_lambdai,off_z; 41 42 /* Scalars */ 43 PetscReal L; /* Lagrangian = f(x) - lambdae^T*ce(x) - lambdai^T*(ci(x) - z) - mu*sum_{i=1}^{Nci}(log(z_i)) */ 44 PetscReal gradL; /* gradient of L w.r.t. x */ 45 46 /* Matrices */ 47 Mat Jce_xfixed; /* Jacobian of equality constraints cebound(x) = J(nxfixed) */ 48 Mat Jci_xb; /* Jacobian of inequality constraints Jci = [tao->jacobian_inequality ; J(nxub); J(nxlb); J(nxbx)] */ 49 Mat K; /* KKT matrix */ 50 51 /* Parameters */ 52 PetscReal mu; /* Barrier parameter */ 53 PetscReal mu_update_factor; /* Multiplier for mu update */ 54 PetscReal deltaw; 55 PetscReal lastdeltaw; 56 PetscReal deltac; 57 58 /* Tolerances */ 59 60 /* Index sets for types of bounds on variables */ 61 IS isxub; /* Finite upper bound only -inf < x < ub */ 62 IS isxlb; /* Finite lower bound only lb <= x < inf */ 63 IS isxfixed; /* Fixed variables lb = x = ub */ 64 IS isxbox; /* Boxed variables lb <= x <= ub */ 65 IS isxfree; /* Free variables -inf <= x <= inf */ 66 67 /* Index sets for PC fieldsplit */ 68 IS is1,is2; 69 70 /* Options */ 71 PetscBool monitorkkt; /* Monitor KKT */ 72 PetscReal push_init_slack; /* Push initial slack variables (z) away from bounds */ 73 PetscReal push_init_lambdai; /* Push initial inequality variables (lambdai) away from bounds */ 74 PetscBool solve_reduced_kkt; /* Solve Reduced KKT with fieldsplit */ 75 PetscBool solve_symmetric_kkt; /* Solve non-reduced symmetric KKT system */ 76 PetscBool kkt_pd; /* Add deltaw and deltac shifts to make KKT matrix positive definite */ 77 78 SNES snes; /* Nonlinear solver */ 79 Mat jac_equality_trans,jac_inequality_trans; /* working matrices */ 80 81 PetscReal obj; /* Objective function */ 82 83 /* Offsets for parallel assembly */ 84 PetscInt *nce_all; 85 } TAO_PDIPM; 86 87 #endif /* ifndef __TAO_PDIPM_H */ 88