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Bonmin
1.7
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00001 // (C) Copyright International Business Machines Corporation, 2007 00002 // All Rights Reserved. 00003 // This code is published under the Common Public License. 00004 // 00005 // Authors : 00006 // Andreas Waechter, International Business Machines Corporation 00007 // based on BonFilterSolver.cpp 00008 // 00009 // Date : 07/09/2007 00010 00011 #ifndef BonBqpdSolver_H 00012 #define BonBqpdSolver_H 00013 00014 #include "BonTNLPSolver.hpp" 00015 #include "BonBranchingTQP.hpp" 00016 00017 //#define TIME_BQPD 00018 namespace Bonmin 00019 { 00020 class BqpdSolver : public TNLPSolver 00021 { 00022 public: 00023 friend class FilterSolver; 00024 00025 00026 class UnsolvedBqpdError: public TNLPSolver::UnsolvedError 00027 { 00028 public: 00029 UnsolvedBqpdError(int errorNum, 00030 Ipopt::SmartPtr<TMINLP2TNLP> model, 00031 const std::string &name): 00032 TNLPSolver::UnsolvedError(errorNum, model, name) 00033 {} 00034 virtual const std::string& errorName() const; 00035 00036 virtual const std::string& solverName() const; 00037 virtual ~UnsolvedBqpdError() 00038 {} 00039 00040 private: 00041 static std::string errorNames_[1]; 00042 static std::string solverName_; 00043 }; 00044 00046 typedef ipfint fint; 00048 typedef double real; 00049 00050 virtual UnsolvedError* 00051 newUnsolvedError(int num, 00052 Ipopt::SmartPtr<TMINLP2TNLP> problem, 00053 std::string name) 00054 { 00055 return new UnsolvedBqpdError(num, problem, name); 00056 } 00057 00059 BqpdSolver(bool createEmpty = false); 00060 00062 BqpdSolver(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions, 00063 Ipopt::SmartPtr<Ipopt::OptionsList> options, 00064 Ipopt::SmartPtr<Ipopt::Journalist> journalist, 00065 const std::string & prefix 00066 ); 00067 00069 virtual ~BqpdSolver(); 00070 00073 virtual bool Initialize(std::string params_file); 00074 00077 virtual bool Initialize(std::istream& is); 00078 00081 00082 virtual ReturnStatus OptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp); 00083 00085 virtual ReturnStatus ReOptimizeTNLP(const Ipopt::SmartPtr<Ipopt::TNLP> & tnlp); 00086 00088 virtual bool setWarmStart(const CoinWarmStart * warm, 00089 Ipopt::SmartPtr<TMINLP2TNLP> tnlp); 00090 00094 virtual bool markHotStart(){return cached_->markHotStart();} 00095 00097 virtual CoinWarmStart * getUsedWarmStart(Ipopt::SmartPtr<TMINLP2TNLP> tnlp) const{ 00098 throw CoinError(__PRETTY_FUNCTION__,"","Not implemented"); 00099 } 00100 00102 virtual CoinWarmStart * getWarmStart(Ipopt::SmartPtr<TMINLP2TNLP> tnlp) const; 00103 00104 virtual CoinWarmStart * getEmptyWarmStart() const; 00105 00107 virtual bool warmStartIsValid(const CoinWarmStart * ws) const; 00108 00109 virtual void enableWarmStart() 00110 {//No options to be set 00111 } 00112 virtual void disableWarmStart() 00113 {//No options to be set 00114 } 00116 00118 virtual Ipopt::SmartPtr<TNLPSolver> clone(); 00119 00121 virtual double CPUTime() 00122 { 00123 return (Ipopt::IsValid(cached_)) ? cached_->cpuTime_: 0.; 00124 } 00125 00127 virtual int IterationCount() 00128 { 00129 return 0; 00130 } 00131 00132 00133 // turn off all output from the solver 00134 virtual void setOutputToDefault() 00135 { 00136 if (Ipopt::IsValid(cached_)) cached_->iprint = default_log_level_; 00137 } 00139 virtual void forceSolverOutput(int log_level) 00140 { 00141 if (Ipopt::IsValid(cached_)) cached_->iprint = log_level; 00142 } 00143 00145 virtual std::string & solverName() 00146 { 00147 return solverName_; 00148 } 00149 00151 void registerOptions() 00152 { 00153 registerOptions(roptions_); 00154 } 00155 00157 virtual int errorCode() const 00158 { 00159 return -1; 00160 } 00161 #ifdef TIME_BQPD 00162 struct Times { 00163 int numsolve; 00164 double create; 00165 double solve; 00166 double resolve; 00167 double warm_start; 00168 int pivots; 00169 Times(): numsolve(0), create(0), solve(0), resolve(0), warm_start(0), pivots(0){ 00170 } 00171 00172 Times & operator +=(Times &rhs){ 00173 numsolve += rhs.numsolve; 00174 create += rhs.create; 00175 solve += rhs.solve; 00176 resolve += rhs.resolve; 00177 warm_start += rhs.warm_start; 00178 pivots += rhs.pivots; 00179 return *this; 00180 } 00181 }; 00182 #endif 00183 00185 static void registerOptions(Ipopt::SmartPtr<Bonmin::RegisteredOptions> roptions); 00186 private: 00190 TNLPSolver::ReturnStatus callOptimizer(); 00196 double fillin_factor_; 00197 int kmax_ipt_; 00198 int mlp_ipt_; 00200 static int m0de_; 00202 static int reinit_freq_; 00204 00206 struct cachedInfo : public Ipopt::ReferencedObject 00207 { 00208 #ifdef TIME_BQPD 00209 Times times_; 00210 #endif 00211 00212 fint n; 00213 fint m; 00214 fint k; 00215 fint kmax; 00216 real* a; 00217 fint* la; 00218 real* x; 00219 real* bl; 00220 real* bu; 00221 real f; 00222 real* g; 00223 real* r; 00224 real* w; 00225 real* e; 00226 fint* ls; 00227 real* alp; 00228 fint* lp; 00229 fint mlp; 00230 fint peq; 00231 real* ws; 00232 fint* lws; 00233 fint m0de; 00234 fint ifail; 00235 fint info[1]; 00236 fint iprint; 00237 fint nout; 00238 00240 fint kk,ll,mxws,mxlws; 00241 00243 bool haveHotStart_; 00247 00248 fint irh1,na,na1,nb,nb1,ka1,kb1,kc1,irg1,lu1,lv,lv1,ll1; 00250 real eps,tol,emin; 00252 real vstep; 00254 real sgnf; 00255 fint nrep,npiv,nres; 00257 fint nup,nfreq; 00259 real alpha; 00261 fint ns,ns1,nt,nt1,nu,nu1,nx,nx1,np,np1,nprof,lc; 00262 fint lc1,li,li1,lm,lm1,lp_,lp1,lq,lq1,lr,lr1,ls_,ls1,lt,lt1; 00264 fint m1,m2,mp,mq,lastr,irow; 00266 fint mxm1; 00268 real c; 00270 fint kHot; 00271 real* xHot; 00272 real fHot; 00273 real* gHot; 00274 real* rHot; 00275 real* wHot; 00276 real* eHot; 00277 fint* lsHot; 00278 real* alpHot; 00279 fint* lpHot; 00280 fint peqHot; 00281 real* wsHot; 00282 fint* lwsHot; 00283 fint infoHot[1]; 00284 fint kkkHot; 00285 fint lllHot; 00286 fint kkHot; 00287 fint llHot; 00288 00289 Ipopt::SmartPtr<BranchingTQP> tqp_; 00291 double cpuTime_; 00294 bool use_warm_start_in_cache_; 00295 bool bad_warm_start_info_; 00296 00298 int amax_; 00299 00303 double* fillin_factor_; 00305 00307 int next_reinit_; 00309 int pivots_; 00311 cachedInfo() 00312 : 00313 a(NULL), 00314 la(NULL), 00315 x(NULL), 00316 bl(NULL), 00317 bu(NULL), 00318 g(NULL), 00319 r(NULL), 00320 w(NULL), 00321 e(NULL), 00322 ls(NULL), 00323 alp(NULL), 00324 lp(NULL), 00325 ws(NULL), 00326 lws(NULL), 00327 haveHotStart_(false), 00328 xHot(NULL), 00329 gHot(NULL), 00330 rHot(NULL), 00331 wHot(NULL), 00332 eHot(NULL), 00333 lsHot(NULL), 00334 alpHot(NULL), 00335 lpHot(NULL), 00336 wsHot(NULL), 00337 lwsHot(NULL), 00338 cpuTime_(0), 00339 use_warm_start_in_cache_(false), 00340 bad_warm_start_info_(false), 00341 next_reinit_(0), 00342 pivots_(0) 00343 {} 00344 00345 cachedInfo(const Ipopt::SmartPtr<BranchingTQP> &tqp, 00346 Ipopt::SmartPtr<Ipopt::OptionsList>& options, 00347 int kmax_ipt, int mlp_ipt, double* fillin_factor): 00348 a(NULL), 00349 la(NULL), 00350 x(NULL), 00351 bl(NULL), 00352 bu(NULL), 00353 g(NULL), 00354 r(NULL), 00355 w(NULL), 00356 e(NULL), 00357 ls(NULL), 00358 alp(NULL), 00359 lp(NULL), 00360 ws(NULL), 00361 lws(NULL), 00362 haveHotStart_(false), 00363 xHot(NULL), 00364 gHot(NULL), 00365 rHot(NULL), 00366 wHot(NULL), 00367 eHot(NULL), 00368 lsHot(NULL), 00369 alpHot(NULL), 00370 lpHot(NULL), 00371 wsHot(NULL), 00372 lwsHot(NULL), 00373 tqp_(tqp), 00374 cpuTime_(0), 00375 use_warm_start_in_cache_(false), 00376 bad_warm_start_info_(false), 00377 next_reinit_(0), 00378 pivots_(0) 00379 { 00380 initialize(tqp, options, kmax_ipt, mlp_ipt, fillin_factor); 00381 } 00382 00384 void initialize(const Ipopt::SmartPtr<BranchingTQP> &tqp, 00385 Ipopt::SmartPtr<Ipopt::OptionsList>& options, 00386 int kmax_ipt, int mlp_ipt, double* fillin_factor); 00387 00388 void re_initialize(); 00390 void optimize(); 00391 00393 bool markHotStart(); 00394 00396 void unmarkHotStart(); 00397 00399 void copyFromHotStart(); 00400 00402 ~cachedInfo(); 00403 }; 00404 00406 Ipopt::SmartPtr<cachedInfo> cached_; 00407 00409 static std::string solverName_; 00410 00412 int default_log_level_; 00413 00414 public: 00415 00416 #ifdef TIME_BQPD 00417 Times ×(){ return cached_->times_;} 00418 #endif 00419 00420 }; 00421 00422 }// end namespace Bonmin 00423 #endif
1.7.5.1