Toby and Hansol, Has anyone looked at this? Thanks, Matt On Mon, Jun 12, 2023 at 8:24 AM Stephan Köhler < [email protected]> 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
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