TAOPDIPM#

Barrier-based primal-dual interior point algorithm for generally constrained optimization.

Options Database Keys#

  • -tao_pdipm_push_init_lambdai - parameter to push initial dual variables away from bounds (> 0)

  • -tao_pdipm_push_init_slack - parameter to push initial slack variables away from bounds (> 0)

  • -tao_pdipm_mu_update_factor - update scalar for barrier parameter (mu) update (> 0)

  • -tao_pdipm_symmetric_kkt - Solve non-reduced symmetric KKT system

  • -tao_pdipm_kkt_shift_pd - Add shifts to make KKT matrix positive definite

See Also#

TAOPDIPM, Tao, TaoType

Level#

beginner

Location#

src/tao/constrained/impls/ipm/pdipm.c

Examples#

src/tao/constrained/tutorials/ex1.c

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Index of all Tao routines
Table of Contents for all manual pages
Index of all manual pages