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00010 #include "BonminConfig.h"
00011
00012 #include "BonFilterSolver.hpp"
00013 #include "BonFilterWarmStart.hpp"
00014
00015 #include <fstream>
00016
00017 #include "CoinTime.hpp"
00018 #include<algorithm>
00019 typedef Bonmin::FilterSolver::fint fint;
00020 typedef Bonmin::FilterSolver::real real;
00021
00022
00023
00024
00025 typedef long ftnlen;
00026 extern "C"
00027 {
00028 void F77_FUNC(filtersqp,FILTERSQP)(
00029 fint *n, fint *m, fint *kmax, fint *maxa,
00030 fint *maxf, fint *mlp, fint *mxwk, fint *mxiwk,
00031 fint *iprint, fint *nout, fint *ifail, real *rho,
00032 real *x, real *c, real *f, real *fmin, real *bl,
00033 real *bu, real *s, real *a, fint *la, real *ws,
00034 fint *lws, real *lam, char *cstype, real *user,
00035 fint *iuser, fint *maxiter, fint *istat,
00036 real *rstat, ftnlen cstype_len);
00037 }
00038
00039
00040 static Ipopt::TNLP * tnlpSolved = NULL;
00041 static fint nnz_h = -1;
00042
00043 static fint * hStruct = NULL;
00044
00045
00046 static int * permutationJac = NULL;
00047 static int * permutationHess = NULL;
00048
00049
00050
00051 extern "C"
00052 {
00053
00054
00055 extern struct {
00056 fint char_l;
00057 char pname[10];
00058 }
00059 F77_FUNC(cpname,CPNAME);
00060
00061
00062 extern struct {
00063 fint phl, phr, phc;
00064 }
00065 F77_FUNC(hessc,HESSC);
00066
00067
00068 extern struct {
00069 real ubd, tt;
00070 }
00071 F77_FUNC(ubdc,UBDC);
00072
00073
00074 extern struct {
00075 real infty, eps;
00076 }
00077 F77_FUNC_(nlp_eps_inf,NLP_EPS_INF);
00078
00079
00080 extern struct {
00081 fint n_bqpd_calls, n_bqpd_prfint;
00082 }
00083 F77_FUNC_(bqpd_count,BQPD_COUNT);
00084
00085
00086 extern struct {
00087 fint scale_mode, phe;
00088 }
00089 F77_FUNC(scalec,SCALEC);
00090 }
00091
00092 extern "C"
00093 {
00094
00096 void F77_FUNC(objfun,OBJFUN)(real *x, fint *n, real * f, real *user, fint * iuser, fint * errflag) {
00097 (*errflag) = !tnlpSolved->eval_f(*n, x, 1, *f);
00098 }
00099
00101 void
00102 F77_FUNC(confun,CONFUN)(real * x, fint * n , fint *m, real *c, real *a, fint * la, real * user, fint * iuser,
00103 fint * errflag) {
00104 (*errflag) = !tnlpSolved->eval_g(*n, x, 1, *m, c);
00105 }
00106
00107 void
00108 F77_FUNC(gradient,GRADIENT)(fint *n, fint *m, fint * mxa, real * x, real *a, fint * la,
00109 fint * maxa, real * user, fint * iuser, fint * errflag) {
00110 (*errflag) = !tnlpSolved->eval_grad_f(*n, x, 1, a);
00112 int nnz = la[0] - *n - 1;
00113 double * values = new double [nnz];
00114 (*errflag) = !tnlpSolved->eval_jac_g(*n, x, 1, *m, nnz, NULL, NULL, values) || (*errflag);
00115 a+= *n;
00116 for (int i = 0 ; i < nnz ; i++) {
00117 int indice = permutationJac[i];
00118 if (indice > nnz) {
00119 #ifndef NDEBUG
00120 std::cout<<"Error in gradient computation, i: "<<i
00121 <<" in row order "<<permutationJac[i]<<std::endl;
00122 #endif
00123 }
00124 *a++ = values[indice];
00125 }
00126 delete [] values;
00127 }
00128
00129
00130 void
00131 F77_FUNC(hessian,HESSIAN)(real *x, fint *n, fint *m, fint *phase, real *lam,
00132 real *ws, fint *lws, real *user, fint *iuser,
00133 fint *l_hess, fint *li_hess, fint *errflag) {
00134 Number obj_factor = (*phase == 1)? 0. : 1.;
00135 fint end = nnz_h + (*n) + 2;
00136
00137 for (int i = 0 ; i < end ; i++) {
00138 lws[i] = hStruct[i];
00139 }
00140 *l_hess = nnz_h;
00141 *li_hess = nnz_h + *n + 3;
00142 Number * mlam = NULL;
00143 if (*m > 0) {
00144 mlam = new Number[*m];
00145 }
00146 for (int i = 0; i<*m; i++) {
00147 mlam[i] = -lam[*n+i];
00148 }
00149 Number * values = new Number [nnz_h];
00150 (*errflag) = !tnlpSolved->eval_h(*n, x, 1, obj_factor, *m, mlam ,1, hStruct[0] - 1, NULL, NULL, values);
00151 delete [] mlam;
00152 for (int i = 0 ; i < nnz_h ; i++) ws[i] = values[permutationHess[i]];
00153 delete [] values;
00154 }
00155
00156 }
00157
00158 namespace Bonmin
00159 {
00160
00161 struct Transposer
00162 {
00163 const Index* rowIndices;
00164 const Index* colIndices;
00165 bool operator()(int i, int j)
00166 {
00167 return rowIndices[i]<rowIndices[j] ||
00168 (rowIndices[i]==rowIndices[j] && colIndices[i] < colIndices[j]);
00169 }
00170 };
00171
00172
00173 void FilterSolver::TMat2RowPMat(bool symmetric, fint n, fint m, int nnz,
00174 const Index* iRow,
00175 const Index* iCol, int * permutation2,
00176 fint * lws, int nnz_offset, int n_offset,
00177 Ipopt::TNLP::IndexStyleEnum index_style)
00178 {
00179 for (int i = 0 ; i < nnz ; i++)
00180 permutation2[i] = i;
00181
00182 Transposer lt;
00183 if (symmetric) {
00184 Index* tmpRow = new Index[nnz];
00185 Index* tmpCol = new Index[nnz];
00186 for (int i=0; i<nnz; i++) {
00187 const Index& irow = iRow[i];
00188 const Index& jcol = iCol[i];
00189 if (irow > jcol) {
00190 tmpRow[i] = irow;
00191 tmpCol[i] = jcol;
00192 }
00193 else {
00194 tmpRow[i] = jcol;
00195 tmpCol[i] = irow;
00196 }
00197 }
00198 lt.rowIndices = tmpRow;
00199 lt.colIndices = tmpCol;
00200 }
00201 else {
00202 lt.rowIndices = iRow;
00203 lt.colIndices = iCol;
00204 }
00205
00206 std::sort(permutation2, &permutation2[nnz], lt);
00207
00208 const int idx_offset = (index_style == Ipopt::TNLP::C_STYLE);
00209 fint row = 1-idx_offset;
00210 lws[0] = nnz + nnz_offset + 1;
00211 fint * inds = lws + nnz_offset + 1;
00212 fint * start = inds + nnz + n_offset;
00213 *start++ = 1 + nnz_offset;
00214 for (fint i = 0 ; i < nnz ; i++) {
00215 inds[i] = lt.colIndices[permutation2[i]] + idx_offset;
00216
00217 if (lt.rowIndices[permutation2[i]] > row) {
00218 for (;row < lt.rowIndices[permutation2[i]] ; row++)
00219 *start++ = i + nnz_offset + 1;
00220 }
00221 }
00222 for (;row <= m-idx_offset ; row++)
00223 *start++ = nnz + nnz_offset +1;
00224
00225 #if 0
00226 for (int i = 0; i<nnz_offset+1; i++)
00227 printf("lws[%3d] = %3d\n", i, lws[i]);
00228 for (int i = nnz_offset+1; i<nnz_offset+nnz+1; i++)
00229 printf("lws[%3d] = %3d [%3d,%3d]\n", i, lws[i], lt.rowIndices[permutation2[i-nnz_offset-1]], lt.colIndices[permutation2[i-nnz_offset-1]]);
00230 for (int i = nnz_offset+nnz+1; i<lws[0]+m+2; i++)
00231 printf("lws[%3d] = %3d\n", i, lws[i]);
00232 #endif
00233
00234 if (symmetric) {
00235 delete [] lt.rowIndices;
00236 delete [] lt.colIndices;
00237 }
00238
00239
00240 }
00241
00242 #if 0
00243
00244 void TMat2RowPMat_(fint n, fint m, int nnz, const Index* iRow,
00245 const Index* iCol, int * permutation2,
00246 fint * lws, int offset)
00247 {
00248 for (int i = 0 ; i < nnz ; i++)
00249 permutation2[i] = i;
00250
00251 Transposer lt;
00252 lt.rowIndices = iRow;
00253 lt.colIndices = iCol;
00254
00255 std::sort(permutation2, &permutation2[nnz], lt);
00256
00257 fint row = 1;
00258 lws[0] = nnz + offset + 1;
00259 fint * inds = lws + offset + 1;
00260 fint * start = inds + nnz + 1;
00261
00262 for (fint i = 0 ; i < nnz ; i++) {
00263 inds[i] = iCol[permutation2[i]];
00264
00265 if (iRow[permutation2[i]] >= row) {
00266 for (;row <= iRow[permutation2[i]] ; row++)
00267 *start++ = i + offset + 1;
00268 }
00269 }
00270 for (;row <= m+1 ; row++)
00271 *start++ = nnz + offset +1;
00272
00273
00274 for (int i = 0; i<offset+1; i++)
00275 printf("alws[%3d] = %3d\n", i, lws[i]);
00276 for (int i = offset+1; i<offset+nnz+1; i++)
00277 printf("alws[%3d] = %3d [%3d,%3d]\n", i, lws[i], lt.rowIndices[permutation2[i-offset-1]], lt.colIndices[permutation2[i-offset-1]]);
00278 for (int i = offset+nnz+1; i<lws[0]+m+2; i++)
00279 printf("alws[%3d] = %3d\n", i, lws[i]);
00280 }
00281
00282
00283
00284 void TMat2ColPMat_(fint n, fint m, int nnz, const Index* iRow,
00285 const Index* iCol,
00286 int* permutationHess2, fint * lws, int offset)
00287 {
00288 for (int i = 0 ; i < nnz ; i++)
00289 permutationHess2[i] = i;
00290
00291 fint col = 1;
00292 lws[0] = nnz + offset + 1;
00293 fint * inds = lws + 1;
00294 fint * start = inds + nnz + offset;
00295
00296 Transposer lt;
00297 lt.rowIndices = iCol;
00298 lt.colIndices = iRow;
00299
00300 std::sort(permutationHess2, permutationHess2 + nnz, lt);
00301
00302 for (fint i = 0 ; i < nnz ; i++) {
00303 inds[offset + i] = iRow[permutationHess2[i]];
00304 if (iCol[permutationHess2[i]] >= col) {
00305 for (;col <= iCol[permutationHess2[i]] ; col++)
00306 *start++ = i + offset + 1;
00307 }
00308 }
00309 for (;col <= n+1 ; col++)
00310 *start++ = nnz + offset +1;
00311
00312
00313 for (int i = 0; i<offset+1; i++)
00314 printf("blws[%3d] = %3d\n", i, lws[i]);
00315 for (int i = offset+1; i<offset+nnz+1; i++)
00316 printf("blws[%3d] = %3d [%3d,%3d]\n", i, lws[i], lt.rowIndices[permutationHess2[i-offset-1]], lt.colIndices[permutationHess2[i-offset-1]]);
00317 for (int i = offset+nnz+1; i<lws[0]+m+2; i++)
00318 printf("blws[%3d] = %3d\n", i, lws[i]);
00319 }
00320 #endif
00321
00322
00323 std::string FilterSolver::solverName_ = "filter SQP";
00324
00325 void
00326 FilterSolver::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
00327 {
00328 roptions->SetRegisteringCategory("FilterSQP options", RegisteredOptions::FilterCategory);
00329 roptions->AddLowerBoundedNumberOption("eps", "Tolerance for SQP solver",
00330 0., 1, 1e-08, "");
00331 roptions->AddLowerBoundedNumberOption("infty","A large number (1E20)",0.,1, 1e20, "");
00332 roptions->AddBoundedIntegerOption("iprint", "Print level (0=silent, 3=verbose)", 0,6,0);
00333 roptions->AddLowerBoundedIntegerOption("kmax", "Dimension of null-space",
00334 -1, -1, "");
00335 roptions->AddLowerBoundedIntegerOption("maxf","Maximum filter length",0,100);
00336 roptions->AddLowerBoundedIntegerOption("maxiter", "Maximum number of iterations",0,1000);
00337 roptions->AddLowerBoundedIntegerOption("mlp","Maximum level for degeneracy (bqpd)",0, 1000);
00338 roptions->AddLowerBoundedIntegerOption("mxlws", "FINTEGER workspace increment", 0, 500000);
00339 roptions->AddLowerBoundedIntegerOption("mxws", "REAL workspace increment",
00340 0,2000000);
00341 roptions->AddLowerBoundedNumberOption("rho_init", "Initial trust region size",0,1,10.);
00342
00343 roptions->AddLowerBoundedNumberOption("tt", "Parameter for upper bound on filter",0,1, 125e-2);
00344 roptions->AddLowerBoundedNumberOption("ubd", "Parameter for upper bound on filter", 0 , 1,1e2);
00345
00346 }
00347
00348
00349 FilterSolver::FilterSolver(bool createEmpty )
00350 :
00351 TNLPSolver(),
00352 warmF_(NULL),
00353 cached_(NULL)
00354 {}
00355
00356 FilterSolver::FilterSolver(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
00357 Ipopt::SmartPtr<Ipopt::OptionsList> options,
00358 Ipopt::SmartPtr<Ipopt::Journalist> journalist):
00359 TNLPSolver(roptions, options, journalist),
00360 warmF_(NULL),
00361 cached_(NULL)
00362 {}
00363
00364
00365 Ipopt::SmartPtr <TNLPSolver>
00366 FilterSolver::clone()
00367 {
00368 Ipopt::SmartPtr<FilterSolver> retval = new FilterSolver(true);
00369 *retval->options_ = *options_;
00370 retval->roptions_ = roptions_;
00371 retval->journalist_ = journalist_;
00372 retval->warmF_ = (warmF_.IsValid()) ? dynamic_cast<FilterWarmStart *>(warmF_->clone()):NULL;
00373 return GetRawPtr(retval);
00374 }
00375
00376 FilterSolver::~FilterSolver()
00377 {}
00378
00379 bool
00380 FilterSolver::Initialize(std::string optFile)
00381 {
00382 std::ifstream is;
00383 if (optFile != "") {
00384 try {
00385 is.open(optFile.c_str());
00386 }
00387 catch (std::bad_alloc) {
00388 journalist_->Printf(Ipopt::J_SUMMARY, Ipopt::J_MAIN, "\nEXIT: Not enough memory.\n");
00389 return false;
00390 }
00391 catch (...) {
00392 Ipopt::IpoptException E("Unknown Exception caught in ipopt", "Unknown File", -1);
00393 E.ReportException(*journalist_);
00394 return false;
00395 }
00396 }
00397 bool retval = Initialize(is);
00398 if (is) {
00399 is.close();
00400 }
00401 return retval;
00402 }
00403
00404 bool
00405 FilterSolver::Initialize(std::istream &is)
00406 {
00407
00408 Index ivalue;
00409 options_->GetIntegerValue("print_level", ivalue, "");
00410 EJournalLevel print_level = (EJournalLevel)ivalue;
00411 SmartPtr<Journal> stdout_jrnl = journalist_->GetJournal("console");
00412 if (IsValid(stdout_jrnl)) {
00413
00414 stdout_jrnl->SetAllPrintLevels(print_level);
00415 stdout_jrnl->SetPrintLevel(J_DBG, J_NONE);
00416 }
00417
00418 if (is.good()) {
00419 options_->ReadFromStream(*journalist_, is);
00420 }
00421 return true;
00422 }
00423
00425 TNLPSolver::ReturnStatus
00426 FilterSolver::OptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp)
00427 {
00428 if (cached_.IsNull() || !cached_->use_warm_start_in_cache_) {
00429 cached_ = new cachedInfo(tnlp, options_);
00430 }
00431 cached_->load_ws(warmF_);
00432 return callOptimizer();
00433 }
00434
00436 TNLPSolver::ReturnStatus
00437 FilterSolver::ReOptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp)
00438 {
00439 assert(tnlp == cached_->tnlp_);
00440 cached_->load_ws(warmF_);
00441
00442 assert(cached_->bounds);
00443 int n = cached_->n;
00444 int m = cached_->m;
00445 tnlp->get_bounds_info(n, cached_->bounds, &cached_->bounds[n+m],
00446 m, &cached_->bounds[n], &cached_->bounds[2*n + m]);
00447
00448 tnlpSolved = static_cast<Ipopt::TNLP *>(Ipopt::GetRawPtr(tnlp));
00449 nnz_h = cached_->nnz_h_;
00450
00451 hStruct = cached_->hStruct_;
00452
00453
00454 permutationJac = cached_->permutationJac_;
00455 permutationHess = cached_->permutationHess_;
00456
00457
00458 return callOptimizer();
00459 }
00460
00461
00462
00463 void
00464 FilterSolver::cachedInfo::initialize(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp,
00465 Ipopt::SmartPtr<Ipopt::OptionsList>& options)
00466 {
00467
00468
00469 int nnz_jac_g;
00470
00471 Ipopt::TNLP::IndexStyleEnum index_style;
00472 Ipopt::Index nv, nc, nnz_j, nnz_hess;
00473 tnlp->get_nlp_info( nv, nc,
00474 nnz_j, (Ipopt::Index&) nnz_hess,
00475 index_style);
00476 n = nv;
00477 m = nc;
00478 nnz_jac_g = nnz_j;
00479 nnz_h_ = nnz_hess;
00480
00481 nnz_h = nnz_h_;
00482
00483
00484
00485 Ipopt::Index kmax_ipt;
00486 options->GetIntegerValue("kmax", kmax_ipt, "filter.");
00487 if (kmax_ipt == -1) {
00488 kmax = n;
00489 }
00490 else {
00491 kmax = kmax_ipt;
00492 kmax = min(kmax,n);
00493 }
00494 Ipopt::Index mlp_ipt;
00495 options->GetIntegerValue("mlp", mlp_ipt,"filter.");
00496 mlp = mlp_ipt;
00497
00498 Ipopt::Index maxf_ipt;
00499 options->GetIntegerValue("maxf", maxf_ipt,"filter.");
00500 maxf = maxf_ipt;
00501
00502 fint mxwk0;
00503 Ipopt::Index mxwk0_ipt;
00504 options->GetIntegerValue("mxws", mxwk0_ipt, "filter.");
00505 mxwk0 = mxwk0_ipt;
00506
00507 fint mxiwk0;
00508 Ipopt::Index mxiwk0_ipt;
00509 options->GetIntegerValue("mxlws", mxiwk0_ipt, "filter.");
00510 mxiwk0 = mxiwk0_ipt;
00511
00512 int nplusm = n + m;
00513
00514 x = new real [n];
00515
00516
00517 use_warm_start_in_cache_ = false;
00518
00519 lam = new real [n+m];
00520 #ifdef InitializeAll
00521 for (int i = 0 ; i < n+m ; i++) lam[i] = 0.;
00522 #endif
00523
00524 bounds = new real [2*n + 2*m];
00525
00526 tnlp->get_bounds_info(n, bounds, bounds + nplusm, m, bounds + n, bounds + n + nplusm);
00527
00528 #if 0
00529 double infty = F77_FUNC_(nlp_eps_inf,NLP_EPS_INF).infty;
00530
00531 for (int i = 0 ; i < nplusm ; i++) {
00532 if (bounds[i] < -infty) bounds[i] = - infty;
00533 }
00534
00535 real * ubounds = bounds + nplusm;
00536 for (int i = 0 ; i < nplusm ; i++) {
00537 if (ubounds[i] > infty) ubounds[i] = infty;
00538 }
00539 #endif
00540
00541 maxa = n + nnz_jac_g;
00542 fint maxia = n + nnz_jac_g + m + 3;
00543 a = new real[maxa];
00544 la = new fint [maxia];
00545
00546 int * RowJac = new int [nnz_jac_g];
00547 int * ColJac = new int [nnz_jac_g];
00548
00549 la[nnz_jac_g + n + 1] = 1;
00550
00551 for (fint i = 1; i <= n ; i++)
00552 la[i] = i;
00553 tnlp->eval_jac_g( nv, NULL, 0, nc , nnz_j, RowJac, ColJac, NULL);
00554
00555 permutationJac = permutationJac_ = new int [nnz_jac_g];
00556 TMat2RowPMat(false, n, m, nnz_jac_g, RowJac, ColJac, permutationJac,
00557 la, n, 1, index_style);
00558
00559 delete [] RowJac;
00560 delete [] ColJac;
00561
00562
00563 permutationHess = permutationHess_ = new int[nnz_h];
00564 hStruct_ = new fint[nnz_h + n + 3];
00565 int * cache = new int[2*nnz_h + 1];
00566 F77_FUNC(hessc,HESSC).phl = 1;
00567 tnlp->eval_h((Ipopt::Index&) n, NULL, 0, 1., (Ipopt::Index&) m, NULL, 0, (Ipopt::Index&) nnz_h, cache + nnz_h, cache , NULL);
00568
00569 TMat2RowPMat(true, n, n, nnz_h, cache, cache + nnz_h, permutationHess,
00570 hStruct_, 0, 0, index_style);
00571
00572 delete [] cache;
00573
00574 fint lh1 = nnz_h + 8 + 2 * n + m;
00575 maxWk = 21*n + 8*m + mlp + 8*maxf + lh1 + kmax*(kmax+9)/2 + mxwk0;
00576 maxiWk = 13*n + 4*m + mlp + lh1 + kmax + 113 + mxiwk0;
00577
00578 ws = new real[maxWk];
00579 lws = new fint[maxiWk];
00580 #ifdef InitializeAll
00581 for (int i = 0 ; i < maxWk ; i++) ws[i] = 0;
00582 for (int i = 0 ; i < maxiWk ; i++) lws[i] = 0;
00583 #endif
00584
00585
00586 hStruct = hStruct_;
00587 tnlpSolved = static_cast<Ipopt::TNLP *>(Ipopt::GetRawPtr(tnlp));
00588
00589 options->GetNumericValue("ubd",F77_FUNC(ubdc,UBDC).ubd, "filter.");
00590 options->GetNumericValue("tt", F77_FUNC(ubdc,UBDC).tt, "filter.");
00591 options->GetNumericValue("eps", F77_FUNC_(nlp_eps_inf,NLP_EPS_INF).eps, "filter.");
00592 options->GetNumericValue("infty", F77_FUNC_(nlp_eps_inf,NLP_EPS_INF).infty, "filter.");
00593 rho = 10.;
00594 maxiter = 1000;
00595 options->GetIntegerValue("maxiter", (Ipopt::Index &) maxiter, "filter.");
00596 options->GetNumericValue("rho_init",rho,"filter.");
00597
00598
00599
00600 F77_FUNC(scalec,SCALEC).scale_mode = 0;
00601 s = new real [n+m];
00602
00603 istat = new fint[14];
00604 rstat = new real[7];
00605 #ifdef InitializeAll
00606 for (int i=0; i<14; i++) {
00607 istat[0] = 43;
00608 }
00609 for (int i=0; i<7; i++) {
00610 rstat[0] = 42.;
00611 }
00612 #endif
00613
00614 fmin = -1e100;
00615 Ipopt::Index bufy;
00616 options->GetIntegerValue("iprint",bufy, "filter.");
00617 iprint = bufy;
00618 nout = 6;
00619 cstype = new char[m];
00620 Ipopt::TNLP::LinearityType * const_types =
00621 new Ipopt::TNLP::LinearityType[m];
00622 tnlp->get_constraints_linearity(m, const_types);
00623 for (int i = 0 ; i < m ; i++) {
00624 if (const_types[i] == Ipopt::TNLP::LINEAR) {
00625 cstype[i] = 'L';
00626 }
00627 else
00628 cstype[i] = 'N';
00629 }
00630 delete [] const_types;
00631 c = new double[m];
00632 tnlp_ = Ipopt::GetRawPtr(tnlp);
00633 }
00634
00636 TNLPSolver::ReturnStatus
00637 FilterSolver::callOptimizer()
00638 {
00639 cached_->optimize();
00640
00641 TNLPSolver::ReturnStatus optimizationStatus = TNLPSolver::exception;
00642 Ipopt::SolverReturn status = Ipopt::INTERNAL_ERROR;
00643 fint ifail = cached_->ifail;
00644 switch (ifail) {
00645 case 0:
00646 optimizationStatus = TNLPSolver::solvedOptimal;
00647 status = Ipopt::SUCCESS;
00648 break;
00649 case 1:
00650 optimizationStatus = TNLPSolver::unbounded;
00651 status = Ipopt::DIVERGING_ITERATES;
00652 case 2:
00653 case 3:
00654 case 4:
00655 optimizationStatus = TNLPSolver::provenInfeasible;
00656 status = Ipopt::LOCAL_INFEASIBILITY;
00657 break;
00658 case 5:
00659 case 6:
00660 case 8:
00661 optimizationStatus = TNLPSolver::iterationLimit;
00662 status = Ipopt::MAXITER_EXCEEDED;
00663 break;
00664 case 7:
00665 optimizationStatus = TNLPSolver::externalException;
00666 status = Ipopt::INTERNAL_ERROR;
00667 break;
00668 case 9:
00669 case 10:
00670 optimizationStatus = TNLPSolver::exception;
00671 status = Ipopt::INTERNAL_ERROR;
00672 break;
00673 }
00674
00675 Number* mlam = NULL;
00676 if (cached_->m>0) {
00677 mlam = new Number[cached_->m];
00678 }
00679 for (int i = 0; i<cached_->m; i++) {
00680 mlam[i] = -cached_->lam[cached_->n+i];
00681 }
00682 Number* z_L = new Number[cached_->n];
00683 Number* z_U = new Number[cached_->n];
00684 const int os = cached_->n+cached_->m;
00685 for (int i=0; i<cached_->n; i++) {
00686 if (cached_->x[i] == cached_->bounds[i]) {
00687 z_L[i] = Max(0.,cached_->lam[i]);
00688 }
00689 else {
00690 z_L[i] = 0.;
00691 }
00692 if (cached_->x[i] == cached_->bounds[os+i]) {
00693 z_U[i] = Max(0.,-cached_->lam[i]);
00694 }
00695 else {
00696 z_U[i] = 0.;
00697 }
00698 }
00699 cached_->tnlp_->finalize_solution(status, cached_->n,
00700 cached_->x, z_L, z_U,
00701 cached_->m, cached_->c, mlam,
00702 cached_->f, NULL, NULL);
00703 delete [] mlam;
00704 delete [] z_L;
00705 delete [] z_U;
00706 return optimizationStatus;
00707 }
00709 void
00710 FilterSolver::cachedInfo::load_ws(Coin::SmartPtr<FilterWarmStart> warmF){
00711 if(!warmF.IsValid()) return;
00712 const fint xsize = warmF->primalSize();
00713 const real* xarray = warmF->primal();
00714 for (int i = 0; i<xsize; i++) {
00715 x[i] = xarray[i];
00716 }
00717 CoinCopyN(warmF->dual(), warmF->dualSize(), lam);
00718 CoinCopyN(warmF->lwsArray(), warmF->lwsSize(), lws);
00719 for (int i = 0 ; i < 14 ; i ++) {
00720 istat[i] = warmF->istat()[i];
00721 }
00722 use_warm_start_in_cache_ = true;
00723 }
00725 void
00726 FilterSolver::cachedInfo::optimize()
00727 {
00728 if (use_warm_start_in_cache_) {
00729 ifail = -1;
00730 use_warm_start_in_cache_ = false;
00731 }
00732 else {
00733 tnlp_->get_starting_point(n, 1, x, 0, NULL, NULL, m, 0, NULL);
00734 ifail = 0;
00735 }
00736 cpuTime_ = - CoinCpuTime();
00737 fint cstype_len = 1;
00738 rho = 10;
00739
00740
00741 #if 0
00742 printf("========= 3333333333333333 =============\n");
00743 for (int i=0; i<n; i++) {
00744 printf("xL[%3d] = %15.8e xU[%3d] = %15.8e\n", i, bounds[i], i, bounds[m+n+i]);
00745 }
00746 for (int i=0; i<m; i++) {
00747 printf("gL[%3d] = %15.8e gU[%3d] = %15.8e\n", i, bounds[n+i], i, bounds[m+2*n+i]);
00748 }
00749 #endif
00750 #if 0
00751 for (int i=0; i<n; i++) {
00752 printf("fxstart[%2d] = %23.16e\n", i, x[i]);
00753 }
00754 #endif
00755 F77_FUNC(filtersqp,FILTERSQP)(&n, &m, &kmax, & maxa, &maxf, &mlp, &maxWk,
00756 &maxiWk, &iprint, &nout, &ifail, &rho, x,
00757 c, &f, &fmin, bounds,
00758 bounds + n + m,
00759 s, a, la,
00760 ws, lws, lam, cstype,
00761 NULL, NULL,
00762 &maxiter, istat, rstat,
00763 cstype_len);
00764 #if 0
00765 for (int i=0; i<n; i++) {
00766 printf("fxsol[%2d] = %23.16e\n", i, x[i]);
00767 }
00768 #endif
00769 #if 0
00770 printf("final f = %e\n", f);
00771 printf("ifail = %d\n", ifail);
00772 #endif
00773 cpuTime_ += CoinCpuTime();
00774 }
00775
00776 std::string
00777 FilterSolver::UnsolvedFilterError::errorNames_[1] =
00778 {"Internal error in Filter SQP."};
00779
00780 std::string
00781 FilterSolver::UnsolvedFilterError::solverName_ =
00782 "filterSqp";
00783
00784 const std::string&
00785 FilterSolver::UnsolvedFilterError::errorName() const
00786 {
00787 return errorNames_[0];
00788 }
00789
00790 const std::string&
00791 FilterSolver::UnsolvedFilterError::solverName() const
00792 {
00793 return solverName_;
00794 }
00795
00796 bool
00797 FilterSolver::setWarmStart(const CoinWarmStart * warm,
00798 Ipopt::SmartPtr<TMINLP2TNLP> tnlp)
00799 {
00800 if (warm == NULL || cached_.IsNull()) {
00801 cached_ = new cachedInfo(GetRawPtr(tnlp), options_);
00802 }
00803 if(warm == NULL) return 1;
00804 const FilterWarmStart * warmF = dynamic_cast<const FilterWarmStart *> (warm);
00805 assert(warmF);
00806 if (warmF->empty())
00807 {
00808 warmF_ = NULL;
00809 disableWarmStart();
00810 return 1;
00811 }
00812 enableWarmStart();
00813 warmF_ = dynamic_cast<FilterWarmStart *> (warmF->clone());
00814 return true;
00815 }
00816
00817 CoinWarmStart *
00818 FilterSolver::getWarmStart(Ipopt::SmartPtr<TMINLP2TNLP> tnlp) const
00819 {
00820 return new FilterWarmStart(cached_->n, cached_->x,
00821 cached_->n+cached_->m, cached_->lam,
00822 cached_->maxiWk, cached_->lws, cached_->istat);
00823 }
00824
00825 CoinWarmStart *
00826 FilterSolver::getEmptyWarmStart() const
00827 {
00828 return new FilterWarmStart;
00829 }
00830
00831
00833 bool
00834 FilterSolver::warmStartIsValid(const CoinWarmStart * ws) const{
00835 const FilterWarmStart* fws = dynamic_cast<const FilterWarmStart*>(ws);
00836 if (fws && ! fws->empty()) {
00837 return true;
00838 }
00839 return false;
00840 }
00841
00842
00843 }