bool CGPenaltyLSAcceptor::ArmijoHolds(Number alpha_primal_test)
{
DBG_START_METH("CGPenaltyLSAcceptor::ArmijoHolds",
dbg_verbosity);
bool accept = false;
Number trial_penalty_function = CGPenCq().trial_penalty_function();
DBG_ASSERT(IsFiniteNumber(trial_penalty_function));
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH,
"Checking acceptability for trial step size alpha_primal_test=%13.6e:\n", alpha_primal_test);
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH,
" New values of penalty function = %23.16e (reference %23.16e):\n", trial_penalty_function, reference_penalty_function_);
if (Jnlst().ProduceOutput(J_DETAILED, J_LINE_SEARCH)) {
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH,
"curr_barr = %23.16e curr_inf = %23.16e\n",
IpCq().curr_barrier_obj(),
IpCq().curr_constraint_violation());
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH,
"trial_barr = %23.16e trial_inf = %23.16e\n",
IpCq().trial_barrier_obj(),
IpCq().trial_constraint_violation());
}
// Now check the Armijo condition
accept = Compare_le(trial_penalty_function-reference_penalty_function_,
eta_penalty_*alpha_primal_test*reference_direct_deriv_penalty_function_,
reference_penalty_function_);
return accept;
}
Number
CGPenaltyCq::trial_penalty_function()
{
DBG_START_METH("CGPenaltyCq::trial_penalty_function()",
dbg_verbosity);
Number result;
SmartPtr<const Vector> x = ip_data_->trial()->x();
SmartPtr<const Vector> s = ip_data_->trial()->s();
std::vector<const TaggedObject*> tdeps(2);
tdeps[0] = GetRawPtr(x);
tdeps[1] = GetRawPtr(s);
Number mu = ip_data_->curr_mu();
Number penalty = CGPenData().curr_penalty();
std::vector<Number> sdeps(2);
sdeps[0] = mu;
sdeps[1] = penalty;
if (!trial_penalty_function_cache_.GetCachedResult(result, tdeps, sdeps)) {
if (!curr_penalty_function_cache_.GetCachedResult(result, tdeps, sdeps)) {
result = ip_cq_->trial_barrier_obj();
result += penalty*ip_cq_->trial_primal_infeasibility(NORM_2);
}
trial_penalty_function_cache_.AddCachedResult(result, tdeps, sdeps);
}
DBG_ASSERT(IsFiniteNumber(result));
return result;
}
double DoubleToPrice(double p)
{
if (IsNumber(p) == false || IsFiniteNumber(p) ==false || p<0)
{
p = 0;
}
return p;
}
bool DenseSymMatrix::HasValidNumbersImpl() const
{
DBG_ASSERT(initialized_);
Number sum = 0.;
const Index dim = Dim();
for (Index j=0; j<dim; j++) {
sum += values_[j + j*dim];
for (Index i=j+1; i<dim; i++) {
sum += values_[i + j*dim];
}
}
return IsFiniteNumber(sum);
}
void Curve<Real>::SubdivideByLengthTime (int numPoints, std::vector<Real> & times)
{
assert(numPoints >= 2);
times.resize(numPoints);
double len = GetTotalLength();
// degenerate curve check
if( !IsFiniteNumber(len) ){
for (int i = 0; i < numPoints; ++i)
times[i] = double(i) / (numPoints - 1);
return;
}
Real delta = len / (numPoints - 1);
for (int i = 0; i < numPoints; ++i)
{
Real length = delta * i;
times[i] = GetTime(length, TIME_ITERATIONS, CURVE_TOLERANCE);
}
}
bool Mc19TSymScalingMethod::ComputeSymTScalingFactors(Index n,
Index nnz,
const ipfint* airn,
const ipfint* ajcn,
const double* a,
double* scaling_factors)
{
DBG_START_METH("Mc19TSymScalingMethod::ComputeSymTScalingFactors",
dbg_verbosity);
if (DBG_VERBOSITY()>=2) {
for (Index i=0; i<nnz; i++) {
DBG_PRINT((2, "%5d A[%5d,%5d] = %23.15e\n", i, airn[i], ajcn[i], a[i]));
}
}
// First copy the symmetric matrix into an unsymmetric (MA28)
// format matrix
ipfint* AIRN2 = new ipfint[2*nnz];
ipfint* AJCN2 = new ipfint[2*nnz];
double* A2 = new double[2*nnz];
ipfint nnz2=0;
for (Index i=0; i<nnz; i++) {
if (airn[i]==ajcn[i]) {
AIRN2[nnz2] = airn[i];
AJCN2[nnz2] = ajcn[i];
/*
// ToDo decide if there should be a cut-off for small values in A
// probably based on maximal element in A
// DELETEME
if (fabs(a[i])<1e-10) {
A2[nnz2] = 0.;
}
else {
A2[nnz2] = a[i];
}
*/
A2[nnz2] = a[i];
nnz2++;
}
else {
AIRN2[nnz2] = airn[i];
AJCN2[nnz2] = ajcn[i];
/*
// DELETEME
if (fabs(a[i])<1e-10) {
A2[nnz2] = 0.;
}
else {
A2[nnz2] = a[i];
}
*/
A2[nnz2] = a[i];
nnz2++;
AIRN2[nnz2] = ajcn[i];
AJCN2[nnz2] = airn[i];
/*
// DELETEME
if (fabs(a[i])<1e-10) {
A2[nnz2] = 0.;
}
else {
A2[nnz2] = a[i];
}
*/
A2[nnz2] = a[i];
nnz2++;
}
}
if (DBG_VERBOSITY()>=3) {
for (Index i=0; i<nnz2; i++) {
DBG_PRINT((3, "A2[%5d] = %23.15e\n", i, A2[i]));
}
}
// Call MC19 to get the scaling factors (for the matrix in the
// general format)
float* R = new float[n];
float* C = new float[n];
float* W = new float[5*n];
F77_FUNC(mc19ad,MC19AD)(&n, &nnz2, A2, AIRN2, AJCN2, R, C, W);
delete[] W;
if (DBG_VERBOSITY()>=3) {
for (Index i=0; i<n; i++) {
DBG_PRINT((3, "R[%5d] = %23.15e C[%5d] = %23.15e\n",
i, R[i], i, C[i]));
}
}
// Get the symmetric scaling factors as mean of the general ones
// If some of the entries in A2 are too large, the scaling factors
// are NaN. Here, we check for this and return no scaling factors
// if that is the case
Number sum=0.;
for (Index i=0; i<n; i++) {
scaling_factors[i] = exp((double)((R[i]+C[i])/2.));
sum += scaling_factors[i];
}
if (!IsFiniteNumber(sum)) {
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
"Scaling factors are invalid - setting them all to 1.\n");
for (Index i=0; i<n; i++) {
scaling_factors[i] = 1.;
}
}
if (DBG_VERBOSITY()>=2) {
for (Index i=0; i<n; i++) {
DBG_PRINT((2, "scaling_factors[%5d] = %23.15e\n",
i, scaling_factors[i]));
}
}
// Clean up
delete[] C;
delete[] R;
delete[] A2;
delete[] AIRN2;
delete[] AJCN2;
return true;
}
bool SymTMatrix::HasValidNumbersImpl() const
{
DBG_ASSERT(initialized_);
Number sum = IpBlasDasum(Nonzeros(), values_, 1);
return IsFiniteNumber(sum);
}
bool DenseGenMatrix::HasValidNumbersImpl() const
{
DBG_ASSERT(initialized_);
Number sum = IpBlasDasum(NRows()*NCols(), values_, 1);
return IsFiniteNumber(sum);
}
bool InexactLSAcceptor::CheckAcceptabilityOfTrialPoint(
Number alpha_primal_test
)
{
DBG_START_METH("InexactLSAcceptor::CheckAcceptabilityOfTrialPoint",
dbg_verbosity);
// If we are in termiation test 2 iteration, we skip the line search
if( in_tt2_ )
{
return true;
}
// First compute the barrier function and constraint violation at the
// current iterate and the trial point
Number trial_theta = IpCq().trial_constraint_violation();
Number trial_barr = IpCq().trial_barrier_obj();
DBG_ASSERT(IsFiniteNumber(trial_barr));
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, "Checking acceptability for trial step size alpha_primal_test=%13.6e:\n",
alpha_primal_test);
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " New values of barrier function = %23.16e (reference %23.16e):\n",
trial_barr, reference_barr_);
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " New values of constraint violation = %23.16e (reference %23.16e):\n",
trial_theta, reference_theta_);
Number pred = CalcPred(alpha_primal_test);
resto_pred_ = pred;
DBG_PRINT((1, "nu_ = %e reference_barr_ + nu_*(reference_theta_)=%e trial_barr + nu_*trial_theta=%e\n", nu_, reference_barr_ + nu_ * (reference_theta_), trial_barr + nu_ * trial_theta));
Number ared = reference_barr_ + nu_ * (reference_theta_) - (trial_barr + nu_ * trial_theta);
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " Checking Armijo Condition with pred = %23.16e and ared = %23.16e\n",
pred, ared);
bool accept = Compare_le(eta_ * pred, ared, reference_barr_ + nu_ * (reference_theta_));
bool accept_low = false;
if( flexible_penalty_function_ )
{
DBG_PRINT((1, "nu_low = %e reference_barr_ + nu_low*(reference_theta_)=%e trial_barr + nu_low*trial_theta=%e\n", nu_low_, reference_barr_ + nu_low_ * (reference_theta_), trial_barr + nu_low_ * trial_theta));
ared = reference_barr_ + nu_low_ * (reference_theta_) - (trial_barr + nu_low_ * trial_theta);
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH,
" Checking nu_low Armijo Condition with pred = %23.16e and ared = %23.16e\n", pred, ared);
accept_low = Compare_le(eta_ * pred, ared, reference_barr_ + nu_low_ * (reference_theta_));
}
accepted_by_low_only_ = false;
if( accept )
{
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " Success...\n");
}
else if( flexible_penalty_function_ && accept_low )
{
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " Success with nu_low...\n");
accept = true;
accepted_by_low_only_ = true;
}
else
{
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " Failed...\n");
}
if( accept )
{
// HERE WE RESET THE SLACKS. MAYBE THIS SHOULD BE BEFORE THE
// FUNCTION EVALUATIONS?
ResetSlacks();
if( flexible_penalty_function_ )
{
// update the lower penalty parameter if necessary
if( !accept_low )
{
Number nu_real = -(trial_barr - reference_barr_) / (trial_theta - reference_theta_);
nu_low_ = Min(nu_, nu_low_ + Max(nu_low_fact_ * (nu_real - nu_low_), nu_inc_));
Jnlst().Printf(J_MOREDETAILED, J_LINE_SEARCH, "Updating nu_low to %8.2e with nu_real = %8.2e\n", nu_low_,
nu_real);
}
}
}
return accept;
}
bool Vector::HasValidNumbersImpl() const
{
Number sum = Asum();
return IsFiniteNumber(sum);
}