TaoEstimateActiveBounds#

Generates index sets for variables at the lower and upper bounds, as well as fixed variables where lower and upper bounds equal each other.

Synopsis#

#include "petsctao.h" 
PetscErrorCode TaoEstimateActiveBounds(Vec X, Vec XL, Vec XU, Vec G, Vec S, Vec W, PetscReal steplen, PetscReal *bound_tol, IS *active_lower, IS *active_upper, IS *active_fixed, IS *active, IS *inactive)

Input Parameters#

X - solution vector
XL - lower bound vector
XU - upper bound vector
G - unprojected gradient
S - step direction with which the active bounds will be estimated
W - work vector of type and size of X
steplen - the step length at which the active bounds will be estimated (needs to be conservative)

Output Parameters#

bound_tol - tolerance for the bound estimation
active_lower - index set for active variables at the lower bound
active_upper - index set for active variables at the upper bound
active_fixed - index set for fixed variables
active - index set for all active variables
inactive - complementary index set for inactive variables

Notes#

This estimation is based on Bertsekas’ method, with a built in diagonal scaling value of 1.0e-3.

Level#

developer

Location#

src/tao/bound/utils/isutil.c

Index of all Tao routines
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Index of all manual pages