TAOPDIPM

Barrier-based primal-dual interior point algorithm for generally constrained optimization.

Options Database Keys

• -tao_pdipm_push_init_lambdai - parameter to push initial dual variables away from bounds (> 0)

• -tao_pdipm_push_init_slack - parameter to push initial slack variables away from bounds (> 0)

• -tao_pdipm_mu_update_factor - update scalar for barrier parameter (mu) update (> 0)

• -tao_pdipm_symmetric_kkt - Solve non-reduced symmetric KKT system

• -tao_pdipm_kkt_shift_pd - Add shifts to make KKT matrix positive definite

Note

Variable bounds are required; set them with TaoSetVariableBounds() or TaoSetVariableBoundsRoutine(), using PETSC_NINFINITY and PETSC_INFINITY entries for unbounded variables.

See Also

TAOPDIPM, Tao, TaoType, TaoSetVariableBounds(), TaoSetVariableBoundsRoutine()

Level

beginner

Location

src/tao/constrained/impls/ipm/pdipm.c

Examples

src/tao/constrained/tutorials/ex1.c

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Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages