[Trilinos-Users] interfacing with a quadratic programming solver?

[Bartlett, Roscoe A.]

Jesse,

There are adapters to adapt Tpetra and Eptra to Thyra objects and then adapters to adapt Thyra objects to AbstractLinAlgPack objects (Thyra is the universal interoperability layer in Trilinos for this type of thing).  The Epetra -> Thyra -> ALAP adapters are used to implement all of MOOCHO "EpetraThyra" tests you see, for example, here:

    http://testing.sandia.gov/cdash/viewTest.php?onlypassed&buildid=1166590

While there are no specific examples for taking Epetra or Tpetra objects and directly calling the QP solvers in ConstainedOptPack (i.e. QPKWIK and QPSchur) , all of the functionality to do so should be there.  I don't promise this is obvious how to do and how hard it would be to put together (which depends a lot on your C++ skills).  If you do try this, I would strongly recommend using the testing class ConstrainedOptPack::QPRelaxedTester described here:

    http://trilinos.sandia.gov/packages/docs/dev/packages/moocho/src/ConstrainedOptPack/doc/html/classConstrainedOptPack_1_1QPSolverRelaxedTester.html

This will tell you if your QP (as defined) is solved or now after the fact.

Cheers,

-Ross


From: trilinos-users-bounces at software.sandia.gov [mailto:trilinos-users-bounces at software.sandia.gov] On Behalf Of Jesse Chan
Sent: Saturday, August 03, 2013 7:21 PM
To: trilinos-users at software.sandia.gov
Subject: [Trilinos-Users] interfacing with a quadratic programming solver?

Hi - I'm trying to find a Trilinos quadratic programming solver for bound-constrained QP problems.  I've found MOOCHO for nonlinear optimization problems, and the ConstrainedOptPack subclass of MOOCHO for quadratic programming optimization problems.  However, most of the solvers in ConstrainedOptPack interface with AbstractLinAlg pack, which doesn't seem entirely compatible with Thyra or T/Epetra.  Is there a QP solver available which interfaces with one of these two?
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