Dear PETSc/Tao team, it seems to be that there is a bug in the TaoALMM class:
In the methods TaoALMMSubsolverObjective_Private and TaoALMMSubsolverObjectiveAndGradient_Private the vector where the function value for the augmented Lagrangian is evaluate is copied into the current solution, see, e.g., https://petsc.org/release/src/tao/constrained/impls/almm/almm.c.html line 672 or 682. This causes subsolver routine to not converge if the line search for the subsolver rejects the step length 1. for some
update. In detail:Suppose the current iterate is xk and the current update is dxk. The line search evaluates the augmented Lagrangian now at (xk + dxk). This causes that the value (xk + dxk) is copied in the current solution. If the point (xk + dxk) is rejected, the line search should try the point (xk + alpha * dxk), where alpha < 1. But due to the copying, what happens is that the point ((xk + dxk) + alpha * dxk) is evaluated, see, e.g., https://petsc.org/release/src/tao/linesearch/impls/armijo/armijo.c.html line 191.
Best regards Stephan Köhler -- Stephan Köhler TU Bergakademie Freiberg Institut für numerische Mathematik und Optimierung Akademiestraße 6 09599 Freiberg Gebäudeteil Mittelbau, Zimmer 2.07 Telefon: +49 (0)3731 39-3173 (Büro)
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