[petsc-users] Optimization methods in PETSc/TAO

[Matthew Knepley]

On Fri, Jan 22, 2016 at 4:27 PM, Justin Chang <jychang48 at gmail.com> wrote:

> 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.
>

If they did not back this up with a citation it is just empty snobbery, not
surprising from some quarters.


> 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?
>

You can Google TRON and BLMVM and they come up on the NEOS pages. BLMVM is
a gradient descent method, but
TRON is a Newton method, so trying it may silence the doubters.

  Matt


> 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
>



-- 
What most experimenters take for granted before they begin their
experiments is infinitely more interesting than any results to which their
experiments lead.
-- Norbert Wiener
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