Actual source code: bqpip.c

  1: /*$Id: bqpip.c 1.104 05/05/09 11:09:17-05:00 sarich@zorak.(none) $*/

 3:  #include bqpip.h
  4: static int TaoSetDown_BQPIP(TAO_SOLVER, void*);

  8: static int TaoSetUp_BQPIP(TAO_SOLVER tao, void *solver)
  9: {
 10:   TAO_BQPIP *qp =(TAO_BQPIP*)solver;
 11:   int       n, info;
 12:   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,300,0); CHKERRQ(info);
 59:   info = TaoGetLinearSolver(tao,&ksp); CHKERRQ(info);
 60:   info = ksp->SetTolerances(1e-14,1e-30,1e30,qp->n);CHKERRQ(info);

 62:   TaoFunctionReturn(0);
 63: }

 67: static int  QPIPSetInitialPoint(TAO_SOLVER tao, TAO_BQPIP *qp)
 68: {
 69:   int       info;
 70:   double    two=2.0,p01=1;
 71:   double    gap1,gap2,fff,mu;

 73:   TaoFunctionBegin;
 74:   /* Compute function, Gradient R=Hx+b, and Hessian */
 75:   info = qp->XY->Median(qp->XL,qp->XY,qp->XU); CHKERRQ(info);
 76:   info = qp->H->Multiply(qp->XY,qp->R12); CHKERRQ(info);

 78:   info = qp->Work->Waxpby(0.5,qp->R12,1.0,qp->C0);CHKERRQ(info);
 79:   info = qp->R12->Axpy(1.0,qp->C0);CHKERRQ(info);
 80:   info = qp->Work->Dot(qp->XY,&fff);CHKERRQ(info);
 81:   qp->pobj = fff + qp->c;

 83:   /* Initialize Primal Vectors */

 85:   info = qp->T->Waxpby(1.0,qp->XU,-1.0,qp->XY);CHKERRQ(info);
 86:   info = qp->G->Waxpby(1.0,qp->XY,-1.0,qp->XL);CHKERRQ(info);

 88:   info = qp->GZwork->SetToConstant(p01);CHKERRQ(info);
 89:   info = qp->TSwork->SetToConstant(p01);CHKERRQ(info);

 91:   info = qp->G->PointwiseMaximum(qp->G,qp->GZwork); CHKERRQ(info);
 92:   info = qp->T->PointwiseMaximum(qp->T,qp->TSwork); CHKERRQ(info);

 94:   /* Initialize Dual Variable Vectors */

 96:   info = qp->Z->CopyFrom(qp->G); CHKERRQ(info);
 97:   info = qp->Z->Reciprocal(); CHKERRQ(info);

 99:   info = qp->S->CopyFrom(qp->T); CHKERRQ(info);
100:   info = qp->S->Reciprocal(); CHKERRQ(info);

102:   info = qp->H->Multiply(qp->Work,qp->RHS); CHKERRQ(info);
103:   info = qp->RHS->AbsoluteValue(); CHKERRQ(info);
104:   info = qp->Work->SetToConstant(p01);CHKERRQ(info);
105:   info = qp->RHS->PointwiseMaximum(qp->RHS,qp->Work); CHKERRQ(info);

107:   info = qp->RHS->PointwiseDivide(qp->R12,qp->RHS); CHKERRQ(info);
108:   info = qp->RHS->Norm1(&gap1); CHKERRQ(info);
109:   mu = TaoMin(10.0,(gap1+10.0)/qp->m);

111:   info = qp->S->Scale(mu); CHKERRQ(info);
112:   info = qp->Z->Scale(mu); CHKERRQ(info);

114:   info = qp->TSwork->SetToConstant(p01); CHKERRQ(info);
115:   info = qp->GZwork->SetToConstant(p01); CHKERRQ(info);
116:   info = qp->S->PointwiseMaximum(qp->S,qp->TSwork); CHKERRQ(info);
117:   info = qp->Z->PointwiseMaximum(qp->Z,qp->GZwork); CHKERRQ(info);

119:   qp->mu=0;qp->dinfeas=1.0;qp->pinfeas=1.0;
120:   while ( (qp->dinfeas+qp->pinfeas)/(qp->m+qp->n) >= qp->mu ){

122:     info=qp->G->Scale(two); CHKERRQ(info);
123:     info=qp->Z->Scale(two); CHKERRQ(info);
124:     info=qp->S->Scale(two); CHKERRQ(info);
125:     info=qp->T->Scale(two); CHKERRQ(info);

127:     info = QPIPComputeResidual(qp); CHKERRQ(info);
128: 
129:     info=qp->R3->Waxpby(1.0,qp->XY,-1.0,qp->G);CHKERRQ(info);
130:     info=qp->R3->Axpy(-1.0,qp->XL);CHKERRQ(info);

132:     info=qp->R5->Waxpby(1.0,qp->XY,1.0,qp->T);CHKERRQ(info);
133:     info=qp->R5->Axpy(-1.0,qp->XU);CHKERRQ(info);
134: 
135:     info=qp->R3->NormInfinity(&gap1);CHKERRQ(info);
136:     info=qp->R5->NormInfinity(&gap2);CHKERRQ(info);
137:     qp->pinfeas=TaoMax(gap1,gap2);
138: 
139:     /* Compute the duality gap */
140:     info=qp->G->Dot(qp->Z,&gap1);CHKERRQ(info);
141:     info=qp->T->Dot(qp->S,&gap2);CHKERRQ(info);
142: 
143:     qp->gap = (gap1+gap2);
144:     qp->dobj = qp->pobj - qp->gap;
145:     if (qp->m>0) qp->mu=qp->gap/(qp->m); else qp->mu=0.0;
146:     qp->rgap=qp->gap/( TaoAbsScalar(qp->dobj) + TaoAbsScalar(qp->pobj) + 1.0 );
147:   }

149:   TaoFunctionReturn(0);
150: }


155: static int TaoSetDown_BQPIP(TAO_SOLVER tao, void*solver)
156: {
157:   TAO_BQPIP *qp = (TAO_BQPIP*)solver;
158:   int info;

160:   /* Free allocated memory in GPCG structure */
161:   TaoFunctionBegin;

163:   info=TaoVecDestroy(qp->G);CHKERRQ(info);
164:   info=TaoVecDestroy(qp->DG);CHKERRQ(info);
165:   info=TaoVecDestroy(qp->Z);CHKERRQ(info);
166:   info=TaoVecDestroy(qp->DZ);CHKERRQ(info);
167:   info=TaoVecDestroy(qp->GZwork);CHKERRQ(info);
168:   info=TaoVecDestroy(qp->R3);CHKERRQ(info);
169:   info=TaoVecDestroy(qp->XL);CHKERRQ(info);
170: 
171:   info=TaoVecDestroy(qp->S);CHKERRQ(info);
172:   info=TaoVecDestroy(qp->DS);CHKERRQ(info);
173:   info=TaoVecDestroy(qp->T);CHKERRQ(info);
174:   info=TaoVecDestroy(qp->DT);CHKERRQ(info);
175:   info=TaoVecDestroy(qp->TSwork);CHKERRQ(info);
176:   info=TaoVecDestroy(qp->R5);CHKERRQ(info);
177:   info=TaoVecDestroy(qp->XU);CHKERRQ(info);
178: 
179:   info=TaoVecDestroy(qp->HDiag);CHKERRQ(info);
180:   info=TaoVecDestroy(qp->Work);CHKERRQ(info);
181:   info=TaoVecDestroy(qp->DiagAxpy);CHKERRQ(info);
182:   info=TaoVecDestroy(qp->RHS);CHKERRQ(info);
183:   info=TaoVecDestroy(qp->RHS2);CHKERRQ(info);
184:   info=TaoVecDestroy(qp->DXY);CHKERRQ(info);
185:   info=TaoVecDestroy(qp->C0);CHKERRQ(info);
186:   info=TaoVecDestroy(qp->R12);CHKERRQ(info);
187: 
188:   info = TaoDestroyLinearSolver(tao);CHKERRQ(info);

190:   TaoFunctionReturn(0);
191: }

195: static int TaoSolve_BQPIP(TAO_SOLVER tao, void *solver)
196: {
197:   TAO_BQPIP *qp = (TAO_BQPIP*)solver;
198:   int       info,n,iter=0;
199:   double    d1,d2,ksptol,sigma;
200:   double    sigmamu;
201:   double    dstep,pstep,step=0;
202:   double    gap[4];
203:   TaoTruth  kspsuccess;
204:   TaoTerminateReason reason;
205:   TaoLinearSolver *qpksp;
206: 

208:   TaoFunctionBegin;

210:   info = TaoGetSolution(tao,&qp->XY);CHKERRQ(info);
211:   info = TaoEvaluateVariableBounds(tao,qp->XL,qp->XU); CHKERRQ(info);
212:   info = qp->XY->GetDimension(&n);CHKERRQ(info);

214:   info = TaoComputeFunctionGradient(tao,qp->XY,&qp->c,qp->C0); CHKERRQ(info);
215:   info = TaoComputeHessian(tao,qp->XY,qp->H); CHKERRQ(info);
216:   info = qp->H->Multiply(qp->XY,qp->Work); CHKERRQ(info);
217:   info = qp->XY->Dot(qp->Work,&d1); CHKERRQ(info);
218:   info = qp->C0->Axpy(-1.0,qp->Work); CHKERRQ(info);
219:   info = qp->XY->Dot(qp->C0,&d2); CHKERRQ(info);
220:   qp->c -= (d1/2.0+d2);

222:   info = qp->H->GetDiagonal(qp->HDiag); CHKERRQ(info);

224:   info = QPIPSetInitialPoint(tao,qp); CHKERRQ(info);
225:   info = QPIPComputeResidual(qp); CHKERRQ(info);
226: 
227:   /* Enter main loop */
228:   while (1){

230:     /* Check Stopping Condition      */
231:     info=TaoMonitor(tao,iter++,qp->pobj,sqrt(qp->gap+qp->dinfeas),qp->pinfeas,
232:                     step,&reason); CHKERRQ(info);
233:     if (reason != TAO_CONTINUE_ITERATING) break;

235:     /* 
236:        Dual Infeasibility Direction should already be in the right
237:        hand side from computing the residuals 
238:     */

240:     info = TAOComputeNormFromCentralPath_BQPIP(tao,&d1); CHKERRQ(info);

242:     if (iter > 0 && (qp->rnorm>5*qp->mu || d1*d1>qp->m*qp->mu*qp->mu) ) {
243:       sigma=1.0;sigmamu=qp->mu;
244:       sigma=0.0;sigmamu=0;
245:     } else {
246:       sigma=0.0;sigmamu=0;
247:     }
248:     info = qp->DZ->SetToConstant(sigmamu); CHKERRQ(info);
249:     info = qp->DS->SetToConstant(sigmamu); CHKERRQ(info);

251:     if (sigmamu !=0){
252:       info = qp->DZ->PointwiseDivide(qp->DZ,qp->G); CHKERRQ(info);
253:       info = qp->DS->PointwiseDivide(qp->DS,qp->T); CHKERRQ(info);
254:       info = qp->RHS2->Waxpby(1.0,qp->DZ,1.0,qp->DS); CHKERRQ(info);
255:     } else {
256:       info = qp->RHS2->SetToZero(); CHKERRQ(info);
257:     }


260:     /* 
261:        Compute the Primal Infeasiblitiy RHS and the 
262:        Diagonal Matrix to be added to H and store in Work 
263:     */
264:     info = qp->DiagAxpy->PointwiseDivide(qp->Z,qp->G); CHKERRQ(info);
265:     info = qp->GZwork->PointwiseMultiply(qp->DiagAxpy,qp->R3); CHKERRQ(info);
266:     info = qp->RHS->Axpy(-1.0,qp->GZwork); CHKERRQ(info);

268:     info = qp->TSwork->PointwiseDivide(qp->S,qp->T); CHKERRQ(info);
269:     info = qp->DiagAxpy->Axpy(1.0,qp->TSwork); CHKERRQ(info);
270:     info = qp->TSwork->PointwiseMultiply(qp->TSwork,qp->R5); CHKERRQ(info);
271:     info = qp->RHS->Axpy(-1.0,qp->TSwork); CHKERRQ(info);

273:     info = qp->RHS2->Axpy(1.0,qp->RHS); CHKERRQ(info);

275:     /*  Determine the solving tolerance */
276:     ksptol = qp->mu/10.0;
277:     ksptol = TaoMin(ksptol,0.001);
278:     info = TaoGetLinearSolver(tao,&qpksp); CHKERRQ(info);
279:     info = qpksp->SetTolerances(ksptol,1e-30,1e30,2*n); CHKERRQ(info);

281:     info = qp->H->AddDiagonal(qp->DiagAxpy); CHKERRQ(info);

283:     info = TaoPreLinearSolve(tao,qp->H);CHKERRQ(info);
284:     info = TaoLinearSolve(tao,qp->H,qp->RHS,qp->DXY,&kspsuccess);CHKERRQ(info);

286:     info = qp->DiagAxpy->Negate(); CHKERRQ(info);
287:     info = qp->H->AddDiagonal(qp->DiagAxpy); CHKERRQ(info);
288:     info = qp->DiagAxpy->Negate(); CHKERRQ(info);
289:     info = QPComputeStepDirection(qp); CHKERRQ(info);
290:     info = QPStepLength(qp);  CHKERRQ(info);

292:     /* Calculate New Residual R1 in Work vector */
293:     info = qp->H->Multiply(qp->DXY,qp->RHS2); CHKERRQ(info);
294:     info = qp->RHS2->Axpy(1.0,qp->DS); CHKERRQ(info);
295:     info = qp->RHS2->Axpy(-1.0,qp->DZ); CHKERRQ(info);
296:     info = qp->RHS2->Aypx(qp->dsteplength,qp->R12); CHKERRQ(info);

298:     qp->RHS2->Norm2(&qp->dinfeas); CHKERRQ(info);
299:     qp->DG->Dot(qp->DZ, gap); CHKERRQ(info);
300:     qp->DT->Dot(qp->DS, gap+1); CHKERRQ(info);
301: 
302:     qp->rnorm=(qp->dinfeas+qp->psteplength*qp->pinfeas)/(qp->m+qp->n);
303:     pstep = qp->psteplength; dstep = qp->dsteplength;
304:     step = TaoMin(qp->psteplength,qp->dsteplength);
305:     sigmamu= ( pstep*pstep*(gap[0]+gap[1]) +
306:                (1 - pstep + pstep*sigma)*qp->gap  )/qp->m;

308:     if (qp->predcorr && step < 0.9){
309:       if (sigmamu < qp->mu){
310:         sigmamu=sigmamu/qp->mu;
311:         sigmamu=sigmamu*sigmamu*sigmamu;
312:       } else {sigmamu = 1.0;}
313:       sigmamu = sigmamu*qp->mu;
314: 
315:       /* Compute Corrector Step */
316:       info = qp->DZ->PointwiseMultiply(qp->DG,qp->DZ); CHKERRQ(info);
317:       info = qp->DZ->Negate(); CHKERRQ(info);
318:       info = qp->DZ->AddConstant(sigmamu); CHKERRQ(info);
319:       info = qp->DZ->PointwiseDivide(qp->DZ,qp->G); CHKERRQ(info);

321:       info = qp->DS->PointwiseMultiply(qp->DS,qp->DT); CHKERRQ(info);
322:       info = qp->DS->Negate(); CHKERRQ(info);
323:       info = qp->DS->AddConstant(sigmamu); CHKERRQ(info);
324:       info = qp->DS->PointwiseDivide(qp->DS,qp->T); CHKERRQ(info);
325: 
326:       info = qp->RHS2->Waxpby(1.0,qp->DZ,-1.0,qp->DS); CHKERRQ(info);
327:       info = qp->RHS2->Axpy(1.0,qp->RHS); CHKERRQ(info);

329:       /* Approximately solve the linear system */
330: 
331:       info = qp->H->AddDiagonal(qp->DiagAxpy); CHKERRQ(info);
332: 
333:       info = TaoLinearSolve(tao,qp->H,qp->RHS2,qp->DXY,&kspsuccess);CHKERRQ(info);
334: 
335:       info = qp->H->SetDiagonal(qp->HDiag); CHKERRQ(info);
336:       info = QPComputeStepDirection(qp); CHKERRQ(info);
337:       info = QPStepLength(qp); CHKERRQ(info);

339:     }  /* End Corrector step */


342:     /* Take the step */
343:     pstep = qp->psteplength; dstep = qp->dsteplength;

345:     info = qp->Z->Axpy(dstep,qp->DZ); CHKERRQ(info);
346:     info = qp->S->Axpy(dstep,qp->DS); CHKERRQ(info);
347:     info = qp->XY->Axpy(dstep,qp->DXY); CHKERRQ(info);
348:     info = qp->G->Axpy(pstep,qp->DG); CHKERRQ(info);
349:     info = qp->T->Axpy(pstep,qp->DT); CHKERRQ(info);
350: 
351:     /* Compute Residuals */
352:     info = QPIPComputeResidual(qp); CHKERRQ(info);

354:     /* Evaluate quadratic function */
355:     info = qp->H->Multiply(qp->XY,qp->Work); CHKERRQ(info);

357:     info = qp->XY->Dot(qp->Work,&d1); CHKERRQ(info);
358:     info = qp->XY->Dot(qp->C0,&d2); CHKERRQ(info);
359:     info = qp->G->Dot(qp->Z,gap); CHKERRQ(info);
360:     info = qp->T->Dot(qp->S,gap+1); CHKERRQ(info);

362:     qp->pobj=d1/2.0 + d2+qp->c;
363:     /* Compute the duality gap */
364:     qp->gap = (gap[0]+gap[1]);
365:     qp->dobj = qp->pobj - qp->gap;
366:     if (qp->m>0) qp->mu=qp->gap/(qp->m);
367:     qp->rgap=qp->gap/( fabs(qp->dobj) + fabs(qp->pobj) + 1.0 );
368:   }  /* END MAIN LOOP  */

370:   TaoFunctionReturn(0);
371: }

375: static int QPComputeStepDirection(TAO_BQPIP *qp)
376: {
377:   int info;

379:   TaoFunctionBegin;

381:   /* Calculate DG */
382:   info = qp->DG->Waxpby(1.0,qp->DXY,1.0,qp->R3);CHKERRQ(info);

384:   /* Calculate DT */
385:   info = qp->DT->Waxpby(-1.0,qp->DXY,-1.0,qp->R5);CHKERRQ(info);

387:   /* Calculate DZ */
388: 
389:   info = qp->DZ->Axpy(-1.0,qp->Z);CHKERRQ(info);
390:   info = qp->GZwork->PointwiseDivide(qp->DG,qp->G); CHKERRQ(info);
391:   info = qp->GZwork->PointwiseMultiply(qp->GZwork,qp->Z); CHKERRQ(info);
392:   info = qp->DZ->Axpy(-1.0,qp->GZwork);CHKERRQ(info);

394:   /* Calculate DS */

396:   info = qp->DS->Axpy(-1.0,qp->S);CHKERRQ(info);
397:   info = qp->TSwork->PointwiseDivide(qp->DT,qp->T); CHKERRQ(info);
398:   info = qp->TSwork->PointwiseMultiply(qp->TSwork,qp->S); CHKERRQ(info);
399:   info = qp->DS->Axpy(-1.0,qp->TSwork);CHKERRQ(info);

401:   TaoFunctionReturn(0);
402: }

406: static int QPIPComputeResidual(TAO_BQPIP *qp)
407: {
408:   int info;
409:   double gap1,gap2,dtmp = 1.0 - qp->psteplength;

411:   TaoFunctionBegin;

413:   /* Compute R3 and R5 */

415:   if (1==1){

417:     info = qp->R3->Scale(dtmp);
418:     info = qp->R5->Scale(dtmp);
419:     qp->pinfeas=dtmp*qp->pinfeas;

421:   } else {

423:     info = qp->R3->Waxpby(1.0,qp->XY,-1.0,qp->XL);CHKERRQ(info);
424:     info = qp->R3->Axpy(-1.0,qp->G);CHKERRQ(info);

426:     info = qp->R5->Waxpby(1.0,qp->XY,-1.0,qp->XU);CHKERRQ(info);
427:     info = qp->R5->Axpy(1.0,qp->T);CHKERRQ(info);

429:     info = qp->R3->NormInfinity(&gap1);CHKERRQ(info);
430:     info = qp->R5->NormInfinity(&gap2);CHKERRQ(info);

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

434:   }

436:   qp->R12->Waxpby(1.0,qp->S,-1.0,qp->Z);CHKERRQ(info);

438:   info = qp->H->Multiply(qp->XY,qp->RHS); CHKERRQ(info);
439:   info = qp->RHS->Negate();CHKERRQ(info);
440:   info = qp->RHS->Axpy(-1.0,qp->C0);CHKERRQ(info);
441:   info = qp->R12->Axpy(-1.0,qp->RHS);CHKERRQ(info);

443:   info = qp->R12->Norm1(&qp->dinfeas); CHKERRQ(info);
444:   qp->rnorm=(qp->dinfeas+qp->pinfeas)/(qp->m+qp->n);
445: 
446:   TaoFunctionReturn(0);
447: }

451: static int QPStepLength(TAO_BQPIP *qp)
452: {
453:   double tstep1,tstep2,tstep3,tstep4,tstep;
454:   int info;

456:   TaoFunctionBegin;
457:   /* Compute stepsize to the boundary */

459:   info = qp->G->StepMax(qp->DG,&tstep1); CHKERRQ(info);
460:   info = qp->T->StepMax(qp->DT,&tstep2); CHKERRQ(info);
461:   info = qp->S->StepMax(qp->DS,&tstep3); CHKERRQ(info);
462:   info = qp->Z->StepMax(qp->DZ,&tstep4); CHKERRQ(info);

464:   tstep = TaoMin(tstep1,tstep2);
465:   qp->psteplength = TaoMin(0.95*tstep,1.0);

467:   tstep = TaoMin(tstep3,tstep4);
468:   qp->dsteplength = TaoMin(0.95*tstep,1.0);

470:   qp->psteplength = TaoMin(qp->psteplength,qp->dsteplength);
471:   qp->dsteplength = qp->psteplength;

473:   TaoFunctionReturn(0);
474: }


479: int TaoGetDualVariables_BQPIP(TAO_SOLVER tao,TaoVec* DXL, TaoVec* DXU, void *solver)
480: {
481:   TAO_BQPIP *qp = (TAO_BQPIP*)solver;
482:   int       info;

484:   TaoFunctionBegin;
485:   info = DXL->CopyFrom(qp->Z); CHKERRQ(info);
486:   info = DXU->CopyFrom(qp->S); CHKERRQ(info);
487:   info = DXU->Negate(); CHKERRQ(info);
488:   TaoFunctionReturn(0);
489: }


494: int TAOComputeNormFromCentralPath_BQPIP(TAO_SOLVER tao, double *norm)
495: {
496:   TAO_BQPIP *qp;
497:   int       info;
498:   double    gap[2],mu[2], nmu;
499: 
500:   TaoFunctionBegin;
501:   info = TaoGetSolverContext(tao,"tao_bqpip",(void**)&qp); CHKERRQ(info);
502:   info = qp->GZwork->PointwiseMultiply(qp->G,qp->Z); CHKERRQ(info);
503:   info = qp->TSwork->PointwiseMultiply(qp->T,qp->S); CHKERRQ(info);
504:   info = qp->TSwork->Norm1(&mu[0]); CHKERRQ(info);
505:   info = qp->GZwork->Norm1(&mu[1]); CHKERRQ(info);

507:   nmu=-(mu[0]+mu[1])/qp->m;

509:   qp->GZwork->AddConstant(nmu); CHKERRQ(info);
510:   qp->TSwork->AddConstant(nmu); CHKERRQ(info);

512:   qp->GZwork->Norm2squared(&gap[0]); CHKERRQ(info);
513:   qp->TSwork->Norm2squared(&gap[1]); CHKERRQ(info);

515:   qp->pathnorm=sqrt( (gap[0]+gap[1]) );
516:   *norm=qp->pathnorm;

518:   TaoFunctionReturn(0);
519: }


524: static int TaoSetOptions_BQPIP(TAO_SOLVER tao, void *solver){

526:   TAO_BQPIP *qp = (TAO_BQPIP*)solver;
527:   int       info;
528:   TaoTruth  flg;

530:   TaoFunctionBegin;
531:   info = TaoOptionsHead("Interior point method for bound constrained quadratic optimization");CHKERRQ(info);
532:   info = TaoOptionInt("-predcorr","Use a predictor-corrector method","",qp->predcorr,&qp->predcorr,&flg);
533:   CHKERRQ(info);
534:   info = TaoOptionsTail();CHKERRQ(info);

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

538:   TaoFunctionReturn(0);
539: }


544: static int TaoView_BQPIP(TAO_SOLVER tao,void *solver){
545:   TaoFunctionBegin;
546:   TaoFunctionReturn(0);
547: }


550: /* --------------------------------------------------------- */
554: int TaoCreate_BQPIP(TAO_SOLVER tao)
555: {
556:   TAO_BQPIP *qp;
557:   int       info;

559:   TaoFunctionBegin;

561:   info = TaoNew(TAO_BQPIP,&qp); CHKERRQ(info);
562:   info = PetscLogObjectMemory(tao,sizeof(TAO_BQPIP)); CHKERRQ(info);

564:   info=TaoSetTaoSolveRoutine(tao,TaoSolve_BQPIP,(void*)qp); CHKERRQ(info);
565:   info=TaoSetTaoSetUpDownRoutines(tao,TaoSetUp_BQPIP,TaoSetDown_BQPIP); CHKERRQ(info);
566:   info=TaoSetTaoOptionsRoutine(tao,TaoSetOptions_BQPIP); CHKERRQ(info);
567:   info=TaoSetTaoViewRoutine(tao,TaoView_BQPIP); CHKERRQ(info);
568:   info=TaoSetTaoDualVariablesRoutine(tao,TaoGetDualVariables_BQPIP); CHKERRQ(info);

570:   info = TaoSetMaximumIterates(tao,100); CHKERRQ(info);
571:   info = TaoSetMaximumFunctionEvaluations(tao,500); CHKERRQ(info);
572:   info = TaoSetTolerances(tao,1e-12,1e-12,1e-12,0); CHKERRQ(info);
573:   /*
574:   tao->defaultmonitor     = TaoDefaultMonitor_BQPIP;
575:   */
576:   /* Initialize pointers and variables */
577:   qp->n              = 0;
578:   qp->m              = 0;
579:   qp->ksp_tol       = 0.1;
580:   qp->dobj           = 0.0;
581:   qp->pobj           = 1.0;
582:   qp->gap            = 10.0;
583:   qp->rgap           = 1.0;
584:   qp->mu             = 1.0;
585:   qp->sigma          = 1.0;
586:   qp->dinfeas        = 1.0;
587:   qp->predcorr       = 1;
588:   qp->psteplength    = 0.0;
589:   qp->dsteplength    = 0.0;

591:   TaoFunctionReturn(0);
592: }