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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 Ipopt::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 Ipopt::Number * mlam = NULL;
00143 if (*m > 0) {
00144 mlam = new Ipopt::Number[*m];
00145 }
00146 for (int i = 0; i<*m; i++) {
00147 mlam[i] = -lam[*n+i];
00148 }
00149 Ipopt::Number * values = new Ipopt::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 Ipopt::Index* rowIndices;
00164 const Ipopt::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 Ipopt::Index* iRow,
00175 const Ipopt::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 Ipopt::Index* tmpRow = new Ipopt::Index[nnz];
00185 Ipopt::Index* tmpCol = new Ipopt::Index[nnz];
00186 for (int i=0; i<nnz; i++) {
00187 const Ipopt::Index& irow = iRow[i];
00188 const Ipopt::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
00243
00244 std::string FilterSolver::solverName_ = "filter SQP";
00245
00246 void
00247 FilterSolver::registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions)
00248 {
00249 roptions->SetRegisteringCategory("FilterSQP options", RegisteredOptions::FilterCategory);
00250 roptions->AddLowerBoundedNumberOption("eps", "Tolerance for SQP solver",
00251 0., 1, 1e-08, "");
00252 roptions->AddLowerBoundedNumberOption("infty","A large number (1E20)",0.,1, 1e20, "");
00253 roptions->AddBoundedIntegerOption("iprint", "Print level (0=silent, 3=verbose)", 0,6,0);
00254 roptions->AddLowerBoundedIntegerOption("kmax", "Dimension of null-space",
00255 -1, -1, "");
00256 roptions->AddLowerBoundedIntegerOption("maxf","Maximum filter length",0,100);
00257 roptions->AddLowerBoundedIntegerOption("maxiter", "Maximum number of iterations",0,1000);
00258 roptions->AddLowerBoundedIntegerOption("mlp","Maximum level for degeneracy (bqpd)",0, 1000);
00259 roptions->AddLowerBoundedIntegerOption("mxlws", "FINTEGER workspace increment", 0, 500000);
00260 roptions->AddLowerBoundedIntegerOption("mxws", "REAL workspace increment",
00261 0,2000000);
00262 roptions->AddLowerBoundedNumberOption("rho_init", "Initial trust region size",0,1,10.);
00263
00264 roptions->AddLowerBoundedNumberOption("tt", "Parameter for upper bound on filter",0,1, 125e-2);
00265 roptions->AddLowerBoundedNumberOption("ubd", "Parameter for upper bound on filter", 0 , 1,1e2);
00266
00267 }
00268
00269
00270 FilterSolver::FilterSolver(bool createEmpty )
00271 :
00272 TNLPSolver(),
00273 warmF_(NULL),
00274 cached_(NULL)
00275 {}
00276
00277 FilterSolver::FilterSolver(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
00278 Ipopt::SmartPtr<Ipopt::OptionsList> options,
00279 Ipopt::SmartPtr<Ipopt::Journalist> journalist,
00280 const std::string & prefix):
00281 TNLPSolver(roptions, options, journalist, prefix),
00282 warmF_(NULL),
00283 cached_(NULL)
00284 {}
00285
00286 FilterSolver::FilterSolver(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions,
00287 Ipopt::SmartPtr<Ipopt::OptionsList> options,
00288 Ipopt::SmartPtr<Ipopt::Journalist> journalist):
00289 TNLPSolver(roptions, options, journalist, "bonmin."),
00290 warmF_(NULL),
00291 cached_(NULL)
00292 {}
00293
00294
00295 FilterSolver::FilterSolver(const FilterSolver & other):
00296 TNLPSolver(other),
00297 warmF_(NULL),
00298 cached_(NULL)
00299 {
00300 warmF_ = (other.warmF_.IsValid()) ? dynamic_cast<FilterWarmStart *>(other.warmF_->clone()):NULL;
00301 }
00302
00303 Ipopt::SmartPtr <TNLPSolver>
00304 FilterSolver::clone()
00305 {
00306 Ipopt::SmartPtr<FilterSolver> retval = new FilterSolver(*this);
00307 return GetRawPtr(retval);
00308 }
00309
00310 FilterSolver::~FilterSolver()
00311 {}
00312
00313 bool
00314 FilterSolver::Initialize(std::string optFile)
00315 {
00316 std::ifstream is;
00317 if (optFile != "") {
00318 try {
00319 is.open(optFile.c_str());
00320 }
00321 catch (std::bad_alloc) {
00322 journalist_->Printf(Ipopt::J_SUMMARY, Ipopt::J_MAIN, "\nEXIT: Not enough memory.\n");
00323 return false;
00324 }
00325 catch (...) {
00326 Ipopt::IpoptException E("Unknown Exception caught in ipopt", "Unknown File", -1);
00327 E.ReportException(*journalist_);
00328 return false;
00329 }
00330 }
00331 bool retval = Initialize(is);
00332 if (is) {
00333 is.close();
00334 }
00335 if(!options_->GetIntegerValue("print_level",default_log_level_,""))
00336 default_log_level_ = 1;
00337 return retval;
00338 }
00339
00340 bool
00341 FilterSolver::Initialize(std::istream &is)
00342 {
00343
00344 Ipopt::Index ivalue;
00345 options_->GetIntegerValue("print_level", ivalue, "");
00346 Ipopt::EJournalLevel print_level = (Ipopt::EJournalLevel)ivalue;
00347 Ipopt::SmartPtr<Ipopt::Journal> stdout_jrnl = journalist_->GetJournal("console");
00348 if (IsValid(stdout_jrnl)) {
00349
00350 stdout_jrnl->SetAllPrintLevels(print_level);
00351 stdout_jrnl->SetPrintLevel(Ipopt::J_DBG, Ipopt::J_NONE);
00352 }
00353
00354 if (is.good()) {
00355 options_->ReadFromStream(*journalist_, is);
00356 }
00357 return true;
00358 }
00359
00361 TNLPSolver::ReturnStatus
00362 FilterSolver::OptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp)
00363 {
00364 if (cached_.IsNull() || !cached_->use_warm_start_in_cache_) {
00365 cached_ = new cachedInfo(tnlp, options_);
00366 }
00367 cached_->load_ws(warmF_);
00368 return callOptimizer();
00369 }
00370
00372 TNLPSolver::ReturnStatus
00373 FilterSolver::ReOptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp)
00374 {
00375 assert(tnlp == cached_->tnlp_);
00376 cached_->load_ws(warmF_);
00377
00378 assert(cached_->bounds);
00379 int n = cached_->n;
00380 int m = cached_->m;
00381 tnlp->get_bounds_info(n, cached_->bounds, &cached_->bounds[n+m],
00382 m, &cached_->bounds[n], &cached_->bounds[2*n + m]);
00383
00384 tnlpSolved = static_cast<Ipopt::TNLP *>(Ipopt::GetRawPtr(tnlp));
00385 nnz_h = cached_->nnz_h_;
00386
00387 hStruct = cached_->hStruct_;
00388
00389
00390 permutationJac = cached_->permutationJac_;
00391 permutationHess = cached_->permutationHess_;
00392
00393
00394 return callOptimizer();
00395 }
00396
00397
00398
00399 void
00400 FilterSolver::cachedInfo::initialize(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp,
00401 Ipopt::SmartPtr<Ipopt::OptionsList>& options)
00402 {
00403
00404
00405 int nnz_jac_g;
00406
00407 Ipopt::TNLP::IndexStyleEnum index_style;
00408 Ipopt::Index nv, nc, nnz_j, nnz_hess;
00409 tnlp->get_nlp_info( nv, nc,
00410 nnz_j, (Ipopt::Index&) nnz_hess,
00411 index_style);
00412 n = nv;
00413 m = nc;
00414 nnz_jac_g = nnz_j;
00415 nnz_h_ = nnz_hess;
00416
00417 nnz_h = nnz_h_;
00418
00419
00420
00421 Ipopt::Index kmax_ipt;
00422 options->GetIntegerValue("kmax", kmax_ipt, "filter.");
00423 if (kmax_ipt == -1) {
00424 kmax = n;
00425 }
00426 else {
00427 kmax = kmax_ipt;
00428 kmax = std::min(kmax,n);
00429 }
00430 Ipopt::Index mlp_ipt;
00431 options->GetIntegerValue("mlp", mlp_ipt,"filter.");
00432 mlp = mlp_ipt;
00433
00434 Ipopt::Index maxf_ipt;
00435 options->GetIntegerValue("maxf", maxf_ipt,"filter.");
00436 maxf = maxf_ipt;
00437
00438 fint mxwk0;
00439 Ipopt::Index mxwk0_ipt;
00440 options->GetIntegerValue("mxws", mxwk0_ipt, "filter.");
00441 mxwk0 = mxwk0_ipt;
00442
00443 fint mxiwk0;
00444 Ipopt::Index mxiwk0_ipt;
00445 options->GetIntegerValue("mxlws", mxiwk0_ipt, "filter.");
00446 mxiwk0 = mxiwk0_ipt;
00447
00448 int nplusm = n + m;
00449
00450 x = new real [n];
00451
00452
00453 use_warm_start_in_cache_ = false;
00454
00455 lam = new real [n+m];
00456
00457 for (int i = 0 ; i < n+m ; i++) lam[i] = 0.;
00458
00459
00460 bounds = new real [2*n + 2*m];
00461
00462 tnlp->get_bounds_info(n, bounds, bounds + nplusm, m, bounds + n, bounds + n + nplusm);
00463
00464 #if 0
00465 double infty = F77_FUNC_(nlp_eps_inf,NLP_EPS_INF).infty;
00466
00467 for (int i = 0 ; i < nplusm ; i++) {
00468 if (bounds[i] < -infty) bounds[i] = - infty;
00469 }
00470
00471 real * ubounds = bounds + nplusm;
00472 for (int i = 0 ; i < nplusm ; i++) {
00473 if (ubounds[i] > infty) ubounds[i] = infty;
00474 }
00475 #endif
00476 maxa = n + nnz_jac_g;
00477 fint maxia = n + nnz_jac_g + m + 3;
00478 a = new real[maxa];
00479 la = new fint [maxia];
00480
00481 int * RowJac = new int [nnz_jac_g];
00482 int * ColJac = new int [nnz_jac_g];
00483
00484 la[nnz_jac_g + n + 1] = 1;
00485
00486 for (fint i = 1; i <= n ; i++)
00487 la[i] = i;
00488 tnlp->eval_jac_g( nv, NULL, 0, nc , nnz_j, RowJac, ColJac, NULL);
00489
00490 permutationJac = permutationJac_ = new int [nnz_jac_g];
00491 TMat2RowPMat(false, n, m, nnz_jac_g, RowJac, ColJac, permutationJac,
00492 la, n, 1, index_style);
00493
00494 delete [] RowJac;
00495 delete [] ColJac;
00496
00497
00498 permutationHess = permutationHess_ = new int[nnz_h];
00499 hStruct_ = new fint[nnz_h + n + 3];
00500 int * cache = new int[2*nnz_h + 1];
00501 F77_FUNC(hessc,HESSC).phl = 1;
00502 tnlp->eval_h((Ipopt::Index&) n, NULL, 0, 1., (Ipopt::Index&) m, NULL, 0, (Ipopt::Index&) nnz_h, cache + nnz_h, cache , NULL);
00503
00504 TMat2RowPMat(true, n, n, nnz_h, cache, cache + nnz_h, permutationHess,
00505 hStruct_, 0, 0, index_style);
00506
00507 delete [] cache;
00508
00509 fint lh1 = nnz_h + 8 + 2 * n + m;
00510 maxWk = 21*n + 8*m + mlp + 8*maxf + lh1 + kmax*(kmax+9)/2 + mxwk0;
00511 maxiWk = 13*n + 4*m + mlp + lh1 + kmax + 113 + mxiwk0;
00512
00513 ws = new real[maxWk];
00514 lws = new fint[maxiWk];
00515 #ifdef InitializeAll // ToDo: This shouldn't have to be initialized
00516 for (int i = 0 ; i < maxWk ; i++) ws[i] = 0;
00517 for (int i = 0 ; i < maxiWk ; i++) lws[i] = 0;
00518 #endif
00519
00520
00521 hStruct = hStruct_;
00522 tnlpSolved = static_cast<Ipopt::TNLP *>(Ipopt::GetRawPtr(tnlp));
00523
00524 options->GetNumericValue("ubd",F77_FUNC(ubdc,UBDC).ubd, "filter.");
00525 options->GetNumericValue("tt", F77_FUNC(ubdc,UBDC).tt, "filter.");
00526 options->GetNumericValue("eps", F77_FUNC_(nlp_eps_inf,NLP_EPS_INF).eps, "filter.");
00527 options->GetNumericValue("infty", F77_FUNC_(nlp_eps_inf,NLP_EPS_INF).infty, "filter.");
00528 rho = 10.;
00529 maxiter = 1000;
00530 options->GetIntegerValue("maxiter", (Ipopt::Index &) maxiter, "filter.");
00531 options->GetNumericValue("rho_init",rho,"filter.");
00532
00533
00534
00535 F77_FUNC(scalec,SCALEC).scale_mode = 0;
00536 s = new real [n+m];
00537
00538 istat = new fint[14];
00539 rstat = new real[7];
00540
00541 for (int i=0; i<14; i++) {
00542 istat[0] = 43;
00543 }
00544 for (int i=0; i<7; i++) {
00545 rstat[0] = 42.;
00546 }
00547
00548
00549 fmin = -1e100;
00550 Ipopt::Index bufy;
00551 options->GetIntegerValue("iprint",bufy, "filter.");
00552 iprint = bufy;
00553 nout = 6;
00554 cstype = new char[m];
00555 Ipopt::TNLP::LinearityType * const_types =
00556 new Ipopt::TNLP::LinearityType[m];
00557 tnlp->get_constraints_linearity(m, const_types);
00558 for (int i = 0 ; i < m ; i++) {
00559 if (const_types[i] == Ipopt::TNLP::LINEAR) {
00560 cstype[i] = 'L';
00561 }
00562 else
00563 cstype[i] = 'N';
00564 }
00565 delete [] const_types;
00566 c = new double[m];
00567 tnlp_ = Ipopt::GetRawPtr(tnlp);
00568 }
00569
00571 TNLPSolver::ReturnStatus
00572 FilterSolver::callOptimizer()
00573 {
00574 cached_->optimize();
00575
00576 TNLPSolver::ReturnStatus optimizationStatus = TNLPSolver::exception;
00577 Ipopt::SolverReturn status = Ipopt::INTERNAL_ERROR;
00578 fint ifail = cached_->ifail;
00579 switch (ifail) {
00580 case 0:
00581 optimizationStatus = TNLPSolver::solvedOptimal;
00582 status = Ipopt::SUCCESS;
00583 break;
00584 case 1:
00585 optimizationStatus = TNLPSolver::unbounded;
00586 status = Ipopt::DIVERGING_ITERATES;
00587 case 2:
00588 case 3:
00589 case 4:
00590 optimizationStatus = TNLPSolver::provenInfeasible;
00591 status = Ipopt::LOCAL_INFEASIBILITY;
00592 break;
00593 case 5:
00594 case 6:
00595 case 8:
00596 optimizationStatus = TNLPSolver::iterationLimit;
00597 status = Ipopt::MAXITER_EXCEEDED;
00598 break;
00599 case 7:
00600 optimizationStatus = TNLPSolver::externalException;
00601 status = Ipopt::INTERNAL_ERROR;
00602 break;
00603 case 9:
00604 case 10:
00605 optimizationStatus = TNLPSolver::exception;
00606 status = Ipopt::INTERNAL_ERROR;
00607 break;
00608 }
00609
00610 Ipopt::Number* mlam = NULL;
00611 if (cached_->m>0) {
00612 mlam = new Ipopt::Number[cached_->m];
00613 }
00614 for (int i = 0; i<cached_->m; i++) {
00615 mlam[i] = -cached_->lam[cached_->n+i];
00616 }
00617 Ipopt::Number* z_L = new Ipopt::Number[cached_->n];
00618 Ipopt::Number* z_U = new Ipopt::Number[cached_->n];
00619 const int os = cached_->n+cached_->m;
00620 for (int i=0; i<cached_->n; i++) {
00621 if (cached_->x[i] == cached_->bounds[i]) {
00622 z_L[i] = std::max(0.,cached_->lam[i]);
00623 }
00624 else {
00625 z_L[i] = 0.;
00626 }
00627 if (cached_->x[i] == cached_->bounds[os+i]) {
00628 z_U[i] = std::max(0.,-cached_->lam[i]);
00629 }
00630 else {
00631 z_U[i] = 0.;
00632 }
00633 }
00634 cached_->tnlp_->finalize_solution(status, cached_->n,
00635 cached_->x, z_L, z_U,
00636 cached_->m, cached_->c, mlam,
00637 cached_->f, NULL, NULL);
00638 delete [] mlam;
00639 delete [] z_L;
00640 delete [] z_U;
00641 return optimizationStatus;
00642 }
00644 void
00645 FilterSolver::cachedInfo::load_ws(Coin::SmartPtr<FilterWarmStart> warmF){
00646 if(!warmF.IsValid()) return;
00647 const fint xsize = warmF->primalSize();
00648 const real* xarray = warmF->primal();
00649 for (int i = 0; i<xsize; i++) {
00650 x[i] = xarray[i];
00651 }
00652 CoinCopyN(warmF->dual(), warmF->dualSize(), lam);
00653 CoinCopyN(warmF->lwsArray(), warmF->lwsSize(), lws);
00654 for (int i = 0 ; i < 14 ; i ++) {
00655 istat[i] = warmF->istat()[i];
00656 }
00657 use_warm_start_in_cache_ = true;
00658 }
00660 void
00661 FilterSolver::cachedInfo::optimize()
00662 {
00663 if (use_warm_start_in_cache_) {
00664 ifail = -1;
00665 use_warm_start_in_cache_ = false;
00666 }
00667 else {
00668 tnlp_->get_starting_point(n, 1, x, 0, NULL, NULL, m, 0, NULL);
00669 ifail = 0;
00670 }
00671 cpuTime_ = - CoinCpuTime();
00672 fint cstype_len = 1;
00673 rho = 10;
00674
00675
00676 #if 0
00677 printf("========= 3333333333333333 =============\n");
00678 for (int i=0; i<n; i++) {
00679 printf("xL[%3d] = %15.8e xU[%3d] = %15.8e\n", i, bounds[i], i, bounds[m+n+i]);
00680 }
00681 for (int i=0; i<m; i++) {
00682 printf("gL[%3d] = %15.8e gU[%3d] = %15.8e\n", i, bounds[n+i], i, bounds[m+2*n+i]);
00683 }
00684 #endif
00685 #if 0
00686 for (int i=0; i<n; i++) {
00687 printf("fxstart[%2d] = %23.16e\n", i, x[i]);
00688 }
00689 #endif
00690 F77_FUNC(filtersqp,FILTERSQP)(&n, &m, &kmax, & maxa, &maxf, &mlp, &maxWk,
00691 &maxiWk, &iprint, &nout, &ifail, &rho, x,
00692 c, &f, &fmin, bounds,
00693 bounds + n + m,
00694 s, a, la,
00695 ws, lws, lam, cstype,
00696 NULL, NULL,
00697 &maxiter, istat, rstat,
00698 cstype_len);
00699 #if 0
00700 for (int i=0; i<n; i++) {
00701 printf("fxsol[%2d] = %23.16e\n", i, x[i]);
00702 }
00703 #endif
00704 #if 0
00705 printf("final f = %e\n", f);
00706 printf("ifail = %d\n", ifail);
00707 #endif
00708 if(ifail == 3){
00709 f = rstat[4];
00710 }
00711
00712 cpuTime_ += CoinCpuTime();
00713 }
00714
00715 std::string
00716 FilterSolver::UnsolvedFilterError::errorNames_[1] =
00717 {"Internal error in Filter SQP."};
00718
00719 std::string
00720 FilterSolver::UnsolvedFilterError::solverName_ =
00721 "filterSqp";
00722
00723 const std::string&
00724 FilterSolver::UnsolvedFilterError::errorName() const
00725 {
00726 return errorNames_[0];
00727 }
00728
00729 const std::string&
00730 FilterSolver::UnsolvedFilterError::solverName() const
00731 {
00732 return solverName_;
00733 }
00734
00735 bool
00736 FilterSolver::setWarmStart(const CoinWarmStart * warm,
00737 Ipopt::SmartPtr<TMINLP2TNLP> tnlp)
00738 {
00739 if (warm == NULL || cached_.IsNull()) {
00740 cached_ = new cachedInfo(GetRawPtr(tnlp), options_);
00741 }
00742 if(warm == NULL) return 1;
00743 const FilterWarmStart * warmF = dynamic_cast<const FilterWarmStart *> (warm);
00744 assert(warmF);
00745 if (warmF->empty())
00746 {
00747 warmF_ = NULL;
00748 disableWarmStart();
00749 return 1;
00750 }
00751 enableWarmStart();
00752 warmF_ = dynamic_cast<FilterWarmStart *> (warmF->clone());
00753 return true;
00754 }
00755
00756 CoinWarmStart *
00757 FilterSolver::getWarmStart(Ipopt::SmartPtr<TMINLP2TNLP> tnlp) const
00758 {
00759 return new FilterWarmStart(cached_->n, cached_->x,
00760 cached_->n+cached_->m, cached_->lam,
00761 cached_->maxiWk, cached_->lws, cached_->istat);
00762 }
00763
00764 CoinWarmStart *
00765 FilterSolver::getEmptyWarmStart() const
00766 {
00767 return new FilterWarmStart;
00768 }
00769
00770
00772 bool
00773 FilterSolver::warmStartIsValid(const CoinWarmStart * ws) const{
00774 const FilterWarmStart* fws = dynamic_cast<const FilterWarmStart*>(ws);
00775 if (fws && ! fws->empty()) {
00776 return true;
00777 }
00778 return false;
00779 }
00780
00781
00782 }