<div dir="ltr">Toby and Hansol,<div><br></div><div>Has anyone looked at this?</div><div><br></div><div> Thanks,</div><div><br></div><div> Matt</div></div><br><div class="gmail_quote"><div dir="ltr" class="gmail_attr">On Mon, Jun 12, 2023 at 8:24 AM Stephan Köhler <<a href="mailto:stephan.koehler@math.tu-freiberg.de">stephan.koehler@math.tu-freiberg.de</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex">Dear PETSc/Tao team,<br>
<br>
I think there might be a bug in the Tao ALMM class: In the function<br>
TaoALMMComputeAugLagAndGradient_Private(), see, eg. <br>
<a href="https://petsc.org/release/src/tao/constrained/impls/almm/almm.c.html#TAOALMM" rel="noreferrer" target="_blank">https://petsc.org/release/src/tao/constrained/impls/almm/almm.c.html#TAOALMM</a> <br>
line 648 the gradient seems to be wrong.<br>
<br>
The given function and gradient computation is<br>
Lc = F + Ye^TCe + Yi^T(Ci - S) + 0.5*mu*[Ce^TCe + (Ci - S)^T(Ci - S)],<br>
dLc/dX = dF/dX + Ye^TAe + Yi^TAi + 0.5*mu*[Ce^TAe + (Ci - S)^TAi],<br>
<br>
but I think the gradient should be (without 0.5)<br>
<br>
dLc/dX = dF/dX + Ye^TAe + Yi^TAi + mu*[Ce^TAe + (Ci - S)^TAi].<br>
<br>
Kind regards,<br>
Stephan Köhler<br>
<br>
-- <br>
Stephan Köhler<br>
TU Bergakademie Freiberg<br>
Institut für numerische Mathematik und Optimierung<br>
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09599 Freiberg<br>
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</blockquote></div><br clear="all"><div><br></div><span class="gmail_signature_prefix">-- </span><br><div dir="ltr" class="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div>What most experimenters take for granted before they begin their experiments is infinitely more interesting than any results to which their experiments lead.<br>-- Norbert Wiener</div><div><br></div><div><a href="http://www.cse.buffalo.edu/~knepley/" target="_blank">https://www.cse.buffalo.edu/~knepley/</a><br></div></div></div></div></div></div></div>