Optimization Solvers (Tao)

The Toolkit for Advanced Optimization (Tao) provides a large suite of optimization solvers for unconstrained and constrained problems. Users guide chapter: TAO: Optimization Solvers.

Beginner - Basic usage

TAOADMM TAOALMM TAOASFLS TAOASILS TAOBLMVM TAOBMRM TAOBNCG TAOBNK TAOBNLS TAOBNTL TAOBNTR TAOBQNKLS TAOBQNKTL TAOBQNKTR TAOBQNLS TAOBQPIP TAOBRGN TAOCG TAOGPCG TAOIPM TAOLCL

TAOLMVM TAONLS TAONM TAONTL TAONTR TAOOWLQN TAOPDIPM TAOPOUNDERS TAOSSFLS TAOSSILS TAOTRON TaoAddTerm TaoBRGNSetRegularizerWeight TaoConvergedReason TaoCreate TaoDestroy TaoGetConvergedReasonString TaoGetGradient TaoGetGradientNorm TaoGetHessian TaoGetInequalityBounds

TaoGetObjective TaoGetObjectiveAndGradient TaoGetVariableBounds TaoLineSearchConvergedReason TaoLineSearchType TaoSetFromOptions TaoSetGradient TaoSetGradientNorm TaoSetHessian TaoSetInequalityBounds TaoSetObjective TaoSetObjectiveAndGradient TaoSetResidualRoutine TaoSetSolution TaoSetTolerances TaoSetVariableBounds TaoSetVariableBoundsRoutine TaoSolve TaoType TaoView

Intermediate - Setting options for algorithms and data structures

TAOPYTHON TaoADMMGetDualVector TaoADMMGetRegularizerType TaoADMMGetUpdateType TaoADMMSetRegularizerType TaoADMMSetUpdateType TaoGetApplicationContext TaoGetConstraintTolerances TaoGetConvergedReason TaoGetCurrentFunctionEvaluations TaoGetCurrentTrustRegionRadius TaoGetDM TaoGetEqualityConstraintsRoutine TaoGetFunctionLowerBound TaoGetHessianMatrices TaoGetInequalityConstraintsRoutine TaoGetInitialTrustRegionRadius TaoGetIterationNumber TaoGetJacobianEqualityRoutine TaoGetJacobianInequalityRoutine TaoGetKSP TaoGetLineSearch

TaoGetLinearSolveIterations TaoGetMaximumFunctionEvaluations TaoGetMaximumIterations TaoGetRecycleHistory TaoGetResidualNorm TaoGetSolution TaoGetSolutionStatus TaoGetTerm TaoGetTolerances TaoGetTotalIterationNumber TaoGetType TaoLMVMRecycle TaoLineSearch TaoMonitorDrawCtxCreate TaoMonitorDrawCtxDestroy TaoMonitorSet TaoPythonGetType TaoPythonSetType TaoSetApplicationContext TaoSetConstraintTolerances TaoSetConstraintsRoutine TaoSetConvergedReason

TaoSetConvergenceHistory TaoSetDM TaoSetEqualityConstraintsRoutine TaoSetFunctionLowerBound TaoSetInequalityConstraintsRoutine TaoSetInitialTrustRegionRadius TaoSetJacobianDesignRoutine TaoSetJacobianEqualityRoutine TaoSetJacobianInequalityRoutine TaoSetJacobianResidualRoutine TaoSetJacobianRoutine TaoSetJacobianStateRoutine TaoSetMaximumFunctionEvaluations TaoSetMaximumIterations TaoSetRecycleHistory TaoSetResidualWeights TaoSetStateDesignIS TaoSetType TaoSubsetType TaoTestGradient TaoTestHessian TaoViewFromOptions

Advanced - Setting more advanced options and customization

ADMM_UPDATE_ADAPTIVE_RELAXED TAOSHELL TAOSNES TAO_ADMM_REGULARIZER_SOFT_THRESH TAO_ADMM_REGULARIZER_USER TAO_ADMM_UPDATE_ADAPTIVE TAO_ADMM_UPDATE_BASIC Tao TaoADMMGetMisfitSubsolver TaoADMMGetRegularizationSubsolver TaoADMMGetRegularizerCoefficient TaoADMMGetSpectralPenalty TaoADMMRegularizerType TaoADMMSetConstraintVectorRHS TaoADMMSetMinimumSpectralPenalty TaoADMMSetMisfitConstraintJacobian TaoADMMSetMisfitHessianChangeStatus TaoADMMSetMisfitHessianRoutine TaoADMMSetMisfitObjectiveAndGradientRoutine TaoADMMSetRegHessianChangeStatus TaoADMMSetRegularizerCoefficient TaoADMMSetRegularizerConstraintJacobian TaoADMMSetRegularizerHessianRoutine TaoADMMSetRegularizerObjectiveAndGradientRoutine TaoADMMSetSpectralPenalty TaoADMMUpdateType TaoALMMGetDualIS TaoALMMGetMultipliers

TaoALMMGetPrimalIS TaoALMMGetSubsolver TaoALMMGetType TaoALMMSetMultipliers TaoALMMSetSubsolver TaoALMMSetType TaoALMMType TaoAppendOptionsPrefix TaoBNCGGetType TaoBNCGSetType TaoBNCGType TaoBRGNGetRegularizationType TaoBRGNGetSubsolver TaoBRGNRegularizationType TaoBRGNSetDictionaryMatrix TaoBRGNSetL1SmoothEpsilon TaoBRGNSetRegularizationType TaoBRGNSetRegularizerHessianRoutine TaoBRGNSetRegularizerObjectiveAndGradientRoutine TaoComputeDualVariables TaoComputeResidual TaoDefaultComputeGradient TaoDefaultComputeHessian TaoDefaultComputeHessianColor TaoDefaultComputeHessianMFFD TaoGetADMMParentTao TaoGetConvergenceHistory TaoGetDualVariables

TaoGetLMVMMatrix TaoGetOptionsPrefix TaoGradientNorm TaoKSPSetUseEW TaoLMVMGetH0 TaoLMVMGetH0KSP TaoLMVMSetH0 TaoMonitorCancel TaoMonitorConstraintNorm TaoMonitorDefault TaoMonitorGlobalization TaoMonitorGradient TaoMonitorGradientDraw TaoMonitorResidual TaoMonitorSolution TaoMonitorSolutionDraw TaoMonitorStep TaoMonitorStepDraw TaoRegister TaoRegisterDestroy TaoSetConvergenceTest TaoSetLMVMMatrix TaoSetOptionsPrefix TaoSetUp TaoSetUpdate TaoShellGetContext TaoShellSetContext TaoShellSetSolve

Developer - Interfaces rarely needed by applications programmers

MatCreateSubMatrixFree MatDFischer MatDSFischer TaoAddLineSearchCounts TaoBRGNGetDampingVector TaoBoundSolution TaoBoundStep TaoComputeConstraints TaoComputeEqualityConstraints TaoComputeGradient TaoComputeHessian TaoComputeInequalityConstraints TaoComputeJacobian TaoComputeJacobianDesign

TaoComputeJacobianEquality TaoComputeJacobianInequality TaoComputeJacobianState TaoComputeObjective TaoComputeObjectiveAndGradient TaoComputeResidualJacobian TaoComputeVariableBounds TaoDefaultConvergenceTest TaoEstimateActiveBounds TaoFinalizePackage TaoInitializePackage TaoIsGradientDefined TaoIsObjectiveAndGradientDefined TaoIsObjectiveDefined

TaoMatGetSubMat TaoMonitor TaoMonitorDrawCtx TaoMonitorSetFromOptions TaoParametersInitialize TaoRegisterAll TaoResetStatistics TaoSetIterationNumber TaoSetTotalIterationNumber TaoSoftThreshold TaoVecGetSubVec VecFischer VecSFischer

Single list of manual pages

ADMM_UPDATE_ADAPTIVE_RELAXED MatCreateSubMatrixFree MatDFischer MatDSFischer TAOADMM TAOALMM TAOASFLS TAOASILS TAOBLMVM TAOBMRM TAOBNCG TAOBNK TAOBNLS TAOBNTL TAOBNTR TAOBQNKLS TAOBQNKTL TAOBQNKTR TAOBQNLS TAOBQPIP TAOBRGN TAOCG TAOGPCG TAOIPM TAOLCL TAOLMVM TAONLS TAONM TAONTL TAONTR TAOOWLQN TAOPDIPM TAOPOUNDERS TAOPYTHON TAOSHELL TAOSNES TAOSSFLS TAOSSILS TAOTRON TAO_ADMM_REGULARIZER_SOFT_THRESH TAO_ADMM_REGULARIZER_USER TAO_ADMM_UPDATE_ADAPTIVE TAO_ADMM_UPDATE_BASIC Tao TaoADMMGetDualVector TaoADMMGetMisfitSubsolver TaoADMMGetRegularizationSubsolver TaoADMMGetRegularizerCoefficient TaoADMMGetRegularizerType TaoADMMGetSpectralPenalty TaoADMMGetUpdateType TaoADMMRegularizerType TaoADMMSetConstraintVectorRHS TaoADMMSetMinimumSpectralPenalty TaoADMMSetMisfitConstraintJacobian TaoADMMSetMisfitHessianChangeStatus TaoADMMSetMisfitHessianRoutine TaoADMMSetMisfitObjectiveAndGradientRoutine TaoADMMSetRegHessianChangeStatus TaoADMMSetRegularizerCoefficient TaoADMMSetRegularizerConstraintJacobian TaoADMMSetRegularizerHessianRoutine TaoADMMSetRegularizerObjectiveAndGradientRoutine TaoADMMSetRegularizerType TaoADMMSetSpectralPenalty TaoADMMSetUpdateType TaoADMMUpdateType TaoALMMGetDualIS TaoALMMGetMultipliers TaoALMMGetPrimalIS TaoALMMGetSubsolver TaoALMMGetType TaoALMMSetMultipliers TaoALMMSetSubsolver TaoALMMSetType TaoALMMType TaoAddLineSearchCounts TaoAddTerm TaoAppendOptionsPrefix TaoBNCGGetType TaoBNCGSetType TaoBNCGType TaoBRGNGetDampingVector TaoBRGNGetRegularizationType TaoBRGNGetSubsolver

TaoBRGNRegularizationType TaoBRGNSetDictionaryMatrix TaoBRGNSetL1SmoothEpsilon TaoBRGNSetRegularizationType TaoBRGNSetRegularizerHessianRoutine TaoBRGNSetRegularizerObjectiveAndGradientRoutine TaoBRGNSetRegularizerWeight TaoBoundSolution TaoBoundStep TaoComputeConstraints TaoComputeDualVariables TaoComputeEqualityConstraints TaoComputeGradient TaoComputeHessian TaoComputeInequalityConstraints TaoComputeJacobian TaoComputeJacobianDesign TaoComputeJacobianEquality TaoComputeJacobianInequality TaoComputeJacobianState TaoComputeObjective TaoComputeObjectiveAndGradient TaoComputeResidual TaoComputeResidualJacobian TaoComputeVariableBounds TaoConvergedReason TaoCreate TaoDefaultComputeGradient TaoDefaultComputeHessian TaoDefaultComputeHessianColor TaoDefaultComputeHessianMFFD TaoDefaultConvergenceTest TaoDestroy TaoEstimateActiveBounds TaoFinalizePackage TaoGetADMMParentTao TaoGetApplicationContext TaoGetConstraintTolerances TaoGetConvergedReason TaoGetConvergedReasonString TaoGetConvergenceHistory TaoGetCurrentFunctionEvaluations TaoGetCurrentTrustRegionRadius TaoGetDM TaoGetDualVariables TaoGetEqualityConstraintsRoutine TaoGetFunctionLowerBound TaoGetGradient TaoGetGradientNorm TaoGetHessian TaoGetHessianMatrices TaoGetInequalityBounds TaoGetInequalityConstraintsRoutine TaoGetInitialTrustRegionRadius TaoGetIterationNumber TaoGetJacobianEqualityRoutine TaoGetJacobianInequalityRoutine TaoGetKSP TaoGetLMVMMatrix TaoGetLineSearch TaoGetLinearSolveIterations TaoGetMaximumFunctionEvaluations TaoGetMaximumIterations TaoGetObjective TaoGetObjectiveAndGradient TaoGetOptionsPrefix TaoGetRecycleHistory TaoGetResidualNorm TaoGetSolution TaoGetSolutionStatus TaoGetTerm TaoGetTolerances TaoGetTotalIterationNumber TaoGetType TaoGetVariableBounds TaoGradientNorm TaoInitializePackage TaoIsGradientDefined TaoIsObjectiveAndGradientDefined TaoIsObjectiveDefined TaoKSPSetUseEW TaoLMVMGetH0 TaoLMVMGetH0KSP TaoLMVMRecycle

TaoLMVMSetH0 TaoLineSearch TaoLineSearchConvergedReason TaoLineSearchType TaoMatGetSubMat TaoMonitor TaoMonitorCancel TaoMonitorConstraintNorm TaoMonitorDefault TaoMonitorDrawCtx TaoMonitorDrawCtxCreate TaoMonitorDrawCtxDestroy TaoMonitorGlobalization TaoMonitorGradient TaoMonitorGradientDraw TaoMonitorResidual TaoMonitorSet TaoMonitorSetFromOptions TaoMonitorSolution TaoMonitorSolutionDraw TaoMonitorStep TaoMonitorStepDraw TaoParametersInitialize TaoPythonGetType TaoPythonSetType TaoRegister TaoRegisterAll TaoRegisterDestroy TaoResetStatistics TaoSetApplicationContext TaoSetConstraintTolerances TaoSetConstraintsRoutine TaoSetConvergedReason TaoSetConvergenceHistory TaoSetConvergenceTest TaoSetDM TaoSetEqualityConstraintsRoutine TaoSetFromOptions TaoSetFunctionLowerBound TaoSetGradient TaoSetGradientNorm TaoSetHessian TaoSetInequalityBounds TaoSetInequalityConstraintsRoutine TaoSetInitialTrustRegionRadius TaoSetIterationNumber TaoSetJacobianDesignRoutine TaoSetJacobianEqualityRoutine TaoSetJacobianInequalityRoutine TaoSetJacobianResidualRoutine TaoSetJacobianRoutine TaoSetJacobianStateRoutine TaoSetLMVMMatrix TaoSetMaximumFunctionEvaluations TaoSetMaximumIterations TaoSetObjective TaoSetObjectiveAndGradient TaoSetOptionsPrefix TaoSetRecycleHistory TaoSetResidualRoutine TaoSetResidualWeights TaoSetSolution TaoSetStateDesignIS TaoSetTolerances TaoSetTotalIterationNumber TaoSetType TaoSetUp TaoSetUpdate TaoSetVariableBounds TaoSetVariableBoundsRoutine TaoShellGetContext TaoShellSetContext TaoShellSetSolve TaoSoftThreshold TaoSolve TaoSubsetType TaoTestGradient TaoTestHessian TaoType TaoVecGetSubVec TaoView TaoViewFromOptions VecFischer VecSFischer