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  • Vaggelis Papoutsis's avatar
    ENH: treating issues with the convergence of ISQP · 0af46bec
    Vaggelis Papoutsis authored and Andrew Heather's avatar Andrew Heather committed
    The solution of the QP subproblem can become quite expensive, especially
    for cases with many design variables (e.g. topology optimisation).
    
    A (potentially dense) matrix with the size of the design variables is
    solved using a matrix-free CG solver. The convergence speed greatly
    depends on the used preconditioner. This commit adds
    preconditioner-vector products based on the L-BFGS inverse Hessian and,
    more importantly, a preconditioner computed using the Sherman-Morrison
    formula. The latter is applicable here since the LHS of the QP problem
    is computed as the sum of rank-2 L-BFGS updates, a sum of rank-1 updates
    (as many as the flow-related constraints) and a diagonal matrix
    depending on the bound constraints.
    
    Additionally, the QP subproblem could have no feasible points. To relax
    this, constraints can be applied gradually through the
    targetConstraintReduction enty (typical value of 0.1 for topology
    optimisation).
    0af46bec