petsc-3.14.5 2021-03-03
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
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| XL | - lower bound vector
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| XU | - upper bound vector
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| G | - unprojected gradient
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| S | - step direction with which the active bounds will be estimated
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| W | - work vector of type and size of X
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| steplen | - the step length at which the active bounds will be estimated (needs to be conservative)
|
Output Parameters
| bound_tol | - tolerance for for the bound estimation
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| active_lower | - index set for active variables at the lower bound
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| active_upper | - index set for active variables at the upper bound
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| active_fixed | - index set for fixed variables
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| active | - index set for all active variables
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| inactive | - complementary index set for inactive variables
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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
Table of Contents for all manual pages
Index of all manual pages