[petsc-users] Optimization methods in PETSc/TAO

[Justin Chang]

Hi all,

Consider the following problem:

minimize  1/2<c,Kc> - <c,f>
subject to  c >= 0                     (P1)

To solve (P1) using TAO, I recall that there were two recommended solvers
to use: TRON and BLMVM

I recently got reviews for this paper of mine that uses BLMVM and got
hammered for this, as I quote, "convenient yet inadequate choice" of
solver.

It was suggested that I use either semi smooth Newton methods or projected
Newton methods for the optimization problem. My question is, are these
methodologies/solvers available currently within PETSc/TAO?

1) I see that we have SNESVINEWTONSSLS, and I tried this over half a year
ago but it didn't seem to work. I believe I was told by one of the PETSc
developers (Matt?) that this was not the one to use?

2) Is TRON a type of projected Newton method? I know it's an active-set
Newton trust region, but is this a well-accepted high performing
optimization method to use?

I was also referred to ROL: https://trilinos.org/packages/rol but I am
guessing this isn't accessible/downloadable from petsc at the moment?

Thanks,
Justin
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