[petsc-users] Bug Report TaoALMM class

[Stephan Köhler]

Dear PETSc/Tao team,

this is still an open issue andI haven't heard anything else so far that I'm wrong.

Kind regards,
Stephan Köhler

Am 18.07.23 um 02:21 schrieb Matthew Knepley:
> Toby and Hansol,
>
> Has anyone looked at this?
>
>    Thanks,
>
>       Matt
>
> On Mon, Jun 12, 2023 at 8:24 AM Stephan Köhler <
> stephan.koehler at math.tu-freiberg.de> wrote:
>
>> Dear PETSc/Tao team,
>>
>> I think there might be a bug in the Tao ALMM class:  In the function
>> TaoALMMComputeAugLagAndGradient_Private(), see, eg.
>>
>> https://petsc.org/release/src/tao/constrained/impls/almm/almm.c.html#TAOALMM
>> line 648 the gradient seems to be wrong.
>>
>> The given function and gradient computation is
>> Lc = F + Ye^TCe + Yi^T(Ci - S) + 0.5*mu*[Ce^TCe + (Ci - S)^T(Ci - S)],
>> dLc/dX = dF/dX + Ye^TAe + Yi^TAi + 0.5*mu*[Ce^TAe + (Ci - S)^TAi],
>>
>> but I think the gradient should be (without 0.5)
>>
>> dLc/dX = dF/dX + Ye^TAe + Yi^TAi + mu*[Ce^TAe + (Ci - S)^TAi].
>>
>> Kind regards,
>> Stephan Köhler
>>
>> --
>> Stephan Köhler
>> TU Bergakademie Freiberg
>> Institut für numerische Mathematik und Optimierung
>>
>> Akademiestraße 6
>> 09599 Freiberg
>> Gebäudeteil Mittelbau, Zimmer 2.07
>>
>> Telefon: +49 (0)3731 39-3173 (Büro)
>>
>>

-- 
Stephan Köhler
TU Bergakademie Freiberg
Institut für numerische Mathematik und Optimierung

Akademiestraße 6
09599 Freiberg
Gebäudeteil Mittelbau, Zimmer 2.07

Telefon: +49 (0)3731 39-3188 (Büro)

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