[petsc-users] TAO IPM

[Jason Sarich]

Hi David,

The IPM code is a naive implementation and not very battle-tested. There is
nothing specifically broken, but the linear solve operator becomes very
ill-conditioned and for most cases will require a direct solver (e.g.
superlu). This is the major problem, and if you're ok with that then it may
work for you.
Unfortunately, we don't have anything else to recommend for generally
constrained problems.

Jason Sarich

On Wed, Apr 22, 2015 at 8:34 PM, David Knezevic <david.knezevic at akselos.com>
wrote:

>  I'm interested in trying out TAO IPM for constrained optimization with
> inequality, equality and bound constraints. I implemented a test case based
> on the "toy example"
> <http://www.mcs.anl.gov/petsc/petsc-current/src/tao/constrained/examples/tutorials/toy.c.html>
> and it works well.
>
>  But I noticed the following comment in the documentation
> <http://www.mcs.anl.gov/petsc/petsc-current/docs/manualpages/Tao/TAOIPM.html>
> :
> "This algorithm is more of a place-holder for future constrained
> optimization algorithms and should not yet be used for large problems or
> production code."
>
>  So I was wondering what the status of this is? Is there anything that
> specifically doesn't work, or is it just not production-ready at this
> stage? (I didn't see any documentation about IPM in the TAO manual, so I
> figured I'd ask here).
>
>  If IPM isn't recommended at this stage, is there anything else in TAO
> that works for generally constrained problems?
>
>  Thanks,
> David
>
>
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