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;
 11:   TaoLinearSolver *ksp;

 13:   TaoFunctionBegin;

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

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

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

 51:   /* Register the Events */
 52:   info = qp->x->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->J,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_ICP *qp)
 68: {
 69:   int       info;
 70:   double    p01=1.0e-2;
 71:   double    mu;
 72:   double    dd1,dd2;
 73:   TaoVec    *g = qp->g, *z=qp->z, *s=qp->s, *t=qp->t;
 74:   TaoVec    *gzwork=qp->gzwork, *tswork=qp->tswork;
 75:   TaoVec    *rhs=qp->rhs, *r12=qp->r12;
 76:   TaoVec    *x = qp->x, *xl=qp->xl, *xu=qp->xu, *f=qp->f;
 77:   TaoVec    *work=qp->work;

 79:   TaoFunctionBegin;

 81:   /* Initialize Primal Vectors */
 82:   info = t->Waxpby(1.0,xu,-1.0,x);CHKERRQ(info);
 83:   info = g->Waxpby(1.0,x,-1.0,xl);CHKERRQ(info);

 85:   info = gzwork->SetToConstant(p01);CHKERRQ(info);
 86:   info = tswork->SetToConstant(p01);CHKERRQ(info);

 88:   info = g->PointwiseMaximum(g,gzwork); CHKERRQ(info);
 89:   info = t->PointwiseMaximum(t,tswork); CHKERRQ(info);

 91:   /* Initialize Dual Variable Vectors */

 93:   info = z->CopyFrom(g); CHKERRQ(info);
 94:   info = z->Reciprocal(); CHKERRQ(info);

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

126:     info = QPIPComputeResidual(qp); CHKERRQ(info);
127:     info = TAOComputeNormFromCentralPath_ICP(tao,&dd2); CHKERRQ(info);
128: 
129:     qp->dobj = qp->pobj - qp->gap;
130:     qp->rgap=qp->gap/( TaoAbsScalar(qp->dobj) + TaoAbsScalar(qp->pobj) + 1.0 );
131:     dd1=dd1*2;
132:   }

134:   TaoFunctionReturn(0);
135: }


140: static int TaoSetDown_ICP(TAO_SOLVER tao, void*solver)
141: {
142:   TAO_ICP *qp = (TAO_ICP*)solver;
143:   int info;

145:   /* Free allocated memory in GPCG structure */
146:   TaoFunctionBegin;

148:   info=TaoVecDestroy(qp->g2);CHKERRQ(info);
149:   info=TaoVecDestroy(qp->g);CHKERRQ(info);
150:   info=TaoVecDestroy(qp->dg);CHKERRQ(info);
151:   info=TaoVecDestroy(qp->z);CHKERRQ(info);
152:   info=TaoVecDestroy(qp->dz);CHKERRQ(info);
153:   info=TaoVecDestroy(qp->gzwork);CHKERRQ(info);
154:   info=TaoVecDestroy(qp->r3);CHKERRQ(info);
155:   info=TaoVecDestroy(qp->xl);CHKERRQ(info);
156: 
157:   info=TaoVecDestroy(qp->s);CHKERRQ(info);
158:   info=TaoVecDestroy(qp->ds);CHKERRQ(info);
159:   info=TaoVecDestroy(qp->t);CHKERRQ(info);
160:   info=TaoVecDestroy(qp->dt);CHKERRQ(info);
161:   info=TaoVecDestroy(qp->tswork);CHKERRQ(info);
162:   info=TaoVecDestroy(qp->r5);CHKERRQ(info);
163:   info=TaoVecDestroy(qp->xu);CHKERRQ(info);
164: 
165:   info=TaoVecDestroy(qp->f);CHKERRQ(info);
166:   info=TaoVecDestroy(qp->JDiag);CHKERRQ(info);
167:   info=TaoVecDestroy(qp->work);CHKERRQ(info);
168:   info=TaoVecDestroy(qp->diagaxpy);CHKERRQ(info);
169:   info=TaoVecDestroy(qp->rhs);CHKERRQ(info);
170:   info=TaoVecDestroy(qp->rhs2);CHKERRQ(info);
171:   info=TaoVecDestroy(qp->dx);CHKERRQ(info);
172:   info=TaoVecDestroy(qp->r12);CHKERRQ(info);
173: 
174:   info = TaoDestroyLinearSolver(tao);CHKERRQ(info);

176:   info = TaoSetVariableBounds(tao,0,0);CHKERRQ(info);
177:   info = TaoSetStepDirectionVector(tao,0);CHKERRQ(info);
178:   info = TaoSetLagrangianGradientVector(tao,qp->g2);CHKERRQ(info);

180:   TaoFunctionReturn(0);
181: }

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

206:   TaoFunctionBegin;

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

211:   info = x->Median(xl,x,xu); CHKERRQ(info);
212:   info = TaoEvaluateVariableBounds(tao,xl,xu); CHKERRQ(info);
213:   info = TaoComputeConstraints(tao, x, f); CHKERRQ(info);
214: 
215:   info = x->GetDimension(&n);CHKERRQ(info);

217:   info = QPIPSetInitialPoint(tao,qp); CHKERRQ(info);
218: 
219:   /* Enter main loop */
220:   while (1){

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

230:     info = rhs->ScaleCopyFrom(-1.0,f); CHKERRQ(info);
231: 
232:     info = diagaxpy->SetToZero(); CHKERRQ(info);
233: 
234:     info = gzwork->PointwiseDivide(z,g); CHKERRQ(info);
235:     info = diagaxpy->Axpy(1.0,gzwork); CHKERRQ(info);
236:     info = gzwork->PointwiseMultiply(gzwork,r3); CHKERRQ(info);
237:     info = rhs->Axpy(-1.0,gzwork); CHKERRQ(info);
238: 
239:     info = tswork->PointwiseDivide(s,t); CHKERRQ(info);
240:     info = diagaxpy->Axpy(1.0,tswork); CHKERRQ(info);
241:     info = tswork->PointwiseMultiply(tswork,r5); CHKERRQ(info);
242:     info = rhs->Axpy(-1.0,tswork); CHKERRQ(info);
243:     /*    
244:     info = dz->SetToZero(); CHKERRQ(info);
245:     info = dg->SetToZero(); CHKERRQ(info);
246:     info = ds->SetToZero(); CHKERRQ(info);
247:     info = dt->SetToZero(); CHKERRQ(info);
248:     */
249:     /* Add centrality part */
250:     if (iter > 0 && (qp->rnorm>5*qp->mu || d1*d1>qp->m*qp->mu*qp->mu) ) {
251:       sigmamu=qp->mu;//sigma=1.0;
252:       sigmamu=0;//sigma=0.0;
253:     } else {
254:       sigmamu=0;//sigma=0.0;
255:     }
256:     sigmamu=0.1*qp->mu;//sigma=0.1;
257:     sigmamu=0.0*qp->mu;//sigma=0.0;
258:     info = dz->SetToConstant(sigmamu); CHKERRQ(info);
259:     info = ds->SetToConstant(sigmamu); CHKERRQ(info);
260:     //    printf("TargetMu: %4.2e\n",sigmamu);
261:     if (sigmamu !=0){
262:       info = dz->PointwiseDivide(dz,g); CHKERRQ(info);
263:       info = ds->PointwiseDivide(ds,t); CHKERRQ(info);
264:       info = rhs->Axpy(1.0,dz); CHKERRQ(info);
265:       info = rhs->Axpy(-1.0,ds); CHKERRQ(info);
266:     } else {
267:       //      info = qp->RHS2->SetToZero(); CHKERRQ(info);
268:     }

270:     qp->usedcorrector=TAO_FALSE;
271:     qp->sigmamu=sigmamu;



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

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

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

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

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

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

331:       info = TaoLinearSolve(tao,J,rhs2,dx,&kspsuccess);CHKERRQ(info);
332: 
333:       info = QPComputeStepDirection(qp); CHKERRQ(info);
334:       info = QPStepLength(qp); CHKERRQ(info);

336:     }  /* End Corrector step */


339:     /* Take the step */
340:     pstep = qp->psteplength; dstep = qp->dsteplength;

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

350:   }  /* END MAIN LOOP  */

352:   TaoFunctionReturn(0);
353: }

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

367:   TaoFunctionBegin;

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

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

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

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

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

407:   info = ds->Dot(dt,&gap1); CHKERRQ(info);
408:   info = dg->Dot(dz,&gap2); CHKERRQ(info);
409:   //  printf("Gap Reduce: %4.2e \n",gap1+gap2);
410:   TaoFunctionReturn(0);
411: }

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

424:   TaoFunctionBegin;

426:   /* Compute R3 and R5 */

428:   if (0==1){

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

434:   } else {

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

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

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

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

447:   }

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

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

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

456:   info = r12->NormInfinity(&qp->dinfeas); CHKERRQ(info);
457:   qp->rnorm=(qp->dinfeas+qp->pinfeas)/(qp->m+qp->n);
458:   qp->rnorm=TaoMax(qp->dinfeas,qp->pinfeas);
459:   //  printf("Dual Infeas: %4.2e,  Primal Infeas: %4.2e\n",qp->dinfeas,qp->pinfeas);
460: 
461:   TaoFunctionReturn(0);
462: }

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

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

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

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

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

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

491:   TaoFunctionReturn(0);
492: }


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

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

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

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

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

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

527:   //  printf("Gap: %4.2e,  Mu: %4.2e,  Norm: %4.2e\n",qp->gap,qp->mu,qp->pathnorm);
528:   TaoFunctionReturn(0);
529: }


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

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

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

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

548:   TaoFunctionReturn(0);
549: }


554: static int TaoView_ICP(TAO_SOLVER tao,void *solver){
555:   TaoFunctionBegin;
556:   TaoFunctionReturn(0);
557: }


560: /* --------------------------------------------------------- */
564: int TaoCreate_ICP(TAO_SOLVER tao)
565: {
566:   TAO_ICP *qp;
567:   int       info;

569:   TaoFunctionBegin;

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

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

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

600:   TaoFunctionReturn(0);
601: }