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 >