Thanks. I made LMVM optimize over a reduced number of variables and solve the rest from the linear equations.
On Thu, Apr 30, 2009 at 3:37 AM, David Fuentes <fuentesdt at gmail.com> wrote: > > Liu, > > Unless I'm missing something, I don't think you will directly find what > you are looking for. ?You will prob have to solve > > ? A * vec_x = vec_b > > directly in your FormObjective function then use an adjoint method or > something to compute your gradient directly > in your FormGradient routine. > > > > > On Thu, 30 Apr 2009, liu chang wrote: > >> I'm using PETSc + TAO's LMVM method for a convex optimization problem. >> As the project progresses, it's clear that some linear constraints are >> also needed, the problem now looks like: >> >> minimize f(vec_x) (f is neither linear or quadratic, but is convex) >> subject to >> A * vec_x = vec_b >> >> As LMVM does not support linear constraints, I'm looking for another >> solver. TAO lists several functions dealing with constraints, but >> they're all in the developer section, and in the samples linked from >> the manual I haven't found one that's linearly constrained. Is there a >> suitable one in TAO? >> >> Liu Chang >> >
