[petsc-users] Does PETSc have these solvers bounded-constrained optimization problems?

[Barry Smith]

   Justin,

For bound constrained optimization problems, there is:

 TRON -- a truncated Newton method from your favorite inventor of such methods
 BLMVM -- a limited memory quasi-Newton method for bound constraints (projected quasi-Newton)

There used to be the KT solvers that was just a wrapper around the complementarity
methods.  Jason -- what happened to this?

Anyways, from the gradient and Hessian (or Hessian vector product), you can apply the
complementarity solvers to the optimality conditions:

 ASLS -- active set family (e.g. projected newton)
 SSLS -- semismooth family

For more general constraints, there is:

 IPM -- interior-point method

I have not used it or tested it though.

For PDE constrained problems, there is:

 LCL -- linearly constrained augmented Lagrangian.


ROL has imitations either directly copied from our code or written from our papers.

> On Jun 10, 2016, at 5:57 PM, Justin Chang <jychang48 at gmail.com> wrote:
> 
> Hi all,
> 
> Does PETSc currently have any of these solvers for bounded constraint problems:
> 
> 1) Semismooth Newton methods (aka primal-dual active-set methods)
> 2) Projected Newton methods
> 
> Trilinos' Rapid Optimization Library (ROL) has them, and I have seen papers and books claiming that these solvers are state-of-the-art.
> 
> I see there's SNESVINEWTONSSLS and TAOGPCG but are these the same as the above methods?
> 
> Thanks,
> Justin
> 
> 
>