double ampl_get_Obj(double *varsX)
{
  double objv=0;
  fint nerror = -1;

  if(varsX){
    objv = objval(nobj, varsX, &nerror);	
  }else{
    double *dxWrk = (double*) malloc (n_var*sizeof(double));
    objv = objval(nobj, dxWrk, &nerror);
    free(dxWrk);
  }
  return objv;
}
double Ampl_Eval_Obj(ASL_pfgh *asl_, double *varsX)
{
  ASL_pfgh *asl = asl_;
  
  double objv=0;
  fint nerror = -1;

  if(varsX){
    objv = objval(nobj, varsX, &nerror);	
  }else{
    double *dxWrk = (double*) malloc (n_var*sizeof(double));
    objv = objval(nobj, dxWrk, &nerror);
    free(dxWrk);
  }
  return objv;
}
Ejemplo n.º 3
0
void
JSObjectBuilder::ArrayPush(JS::HandleObject aArray, int value)
{
  if (!mOk)
    return;

  uint32_t length;
  mOk = JS_GetArrayLength(mCx, aArray, &length);

  if (!mOk)
    return;

  JS::RootedValue objval(mCx, INT_TO_JSVAL(value));
  mOk = JS_SetElement(mCx, aArray, length, &objval);
}
Ejemplo n.º 4
0
  /** This method to returns the value of an alternative objective function for
  upper bounding (if one has been declared by using the prefix UBObj).*/
  bool
  AmplTMINLP::eval_upper_bound_f(Index n, const Number* x,
      Number& obj_value)
  {
    ASL_pfgh* asl = ampl_tnlp_->AmplSolverObject();
    //xknown(x);    // This tells ampl to use a new x
    fint nerror = -1;
    obj_value = objval(upperBoundingObj_, const_cast<double *>(x), &nerror);
    if (nerror > 0) {
      jnlst_->Printf(J_ERROR, J_MAIN,
          "Error in evaluating upper bounding objecting");
      throw -1;
    }
    return nerror;

  }
Ejemplo n.º 5
0
void
JSObjectBuilder::ArrayPush(JS::HandleObject aArray, const char *value)
{
  if (!mOk)
    return;

  JS::RootedString string(mCx, JS_NewStringCopyN(mCx, value, strlen(value)));
  if (!string) {
    mOk = false;
    return;
  }

  uint32_t length;
  mOk = JS_GetArrayLength(mCx, aArray, &length);

  if (!mOk)
    return;

  JS::RootedValue objval(mCx, STRING_TO_JSVAL(string));
  mOk = JS_SetElement(mCx, aArray, length, &objval);
}
Ejemplo n.º 6
0
static bool internal_objval(CbcAmplInfo * info , double & obj_val)
{
    ASL_pfgh* asl = info->asl_;
    info->objval_called_with_current_x_ = false; // in case the call below fails

    if (n_obj == 0) {
        obj_val = 0;
        info->objval_called_with_current_x_ = true;
        return true;
    }  else {
        double  retval = objval(0, info->non_const_x_, (fint*)&info->nerror_);
        if (!info->nerror_) {
            obj_val = info->obj_sign_ * retval;
            info->objval_called_with_current_x_ = true;
            return true;
        } else {
            abort();
        }
    }

    return false;
}
Ejemplo n.º 7
0
  bool AmplTNLP::internal_objval(const Number* x, Number& obj_val)
  {
    DBG_START_METH("AmplTNLP::internal_objval",
                   dbg_verbosity);
    ASL_pfgh* asl = asl_;
    DBG_ASSERT(asl_);
    objval_called_with_current_x_ = false; // in case the call below fails

    if (n_obj==0) {
      obj_val = 0;
      objval_called_with_current_x_ = true;
      return true;
    }
    else {
      Number retval = objval(obj_no, const_cast<Number*>(x), (fint*)nerror_);
      if (nerror_ok(nerror_)) {
        obj_val = obj_sign_*retval;
        objval_called_with_current_x_ = true;
        return true;
      }
    }

    return false;
  }
Ejemplo n.º 8
0
Archivo: spamfunc.c Proyecto: ampl/mp
 void
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
	ASL_pfgh *asl = (ASL_pfgh*)cur_ASL;
	FILE *nl;
	Jmp_buf err_jmp0;
	cgrad *cg, **cgp;
	char *buf1, buf[512], *what, **whatp;
	fint *hcs, *hr, i, nerror;
	int *cs;
	mwIndex *Ir, *Jc;
	real *H, *He, *J1, *W, *c, *f, *g, *v, *t, *x;
	static fint n, nc, nhnz, nz;
	static real *Hsp;
	static char ignore_complementarity[] =
		"Warning: ignoring %d complementarity conditions.\n";

	if (nrhs == 1 && mxIsChar(prhs[0])) {
		if (nlhs < 6 || nlhs > 7)
			usage();
		if (mxGetString(prhs[0], buf1 = buf, sizeof(buf)))
			mexErrMsgTxt("Expected 'stub' as argument\n");
		at_end();
		mexAtExit(at_end);
		asl = (ASL_pfgh*)ASL_alloc(ASL_read_pfgh);
		return_nofile = 1;
		if (!(nl = jac0dim(buf1,strlen(buf)))) {
			sprintf(msgbuf, "Can't open %.*s\n",
				sizeof(msgbuf)-20, buf);
			mexErrMsgTxt(msgbuf);
			}
		if (n_obj <= 0)
			printf("Warning: objectve == 0\n");
		n = n_var;
		nc = n_con;
		nz = nzc;
		X0 = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL));
		LUv = mxGetPr(plhs[1] = mxCreateDoubleMatrix(n, 1, mxREAL));
		Uvx = mxGetPr(plhs[2] = mxCreateDoubleMatrix(n, 1, mxREAL));
		pi0 = mxGetPr(plhs[3] = mxCreateDoubleMatrix(nc, 1, mxREAL));
		LUrhs = mxGetPr(plhs[4] = mxCreateDoubleMatrix(nc, 1, mxREAL));
		Urhsx = mxGetPr(plhs[5] = mxCreateDoubleMatrix(nc, 1, mxREAL));
		if (nlhs == 7) {
			cvar = (int*)M1alloc(nc*sizeof(int));
			plhs[6] = mxCreateDoubleMatrix(nc, 1, mxREAL);
			x = mxGetPr(plhs[6]);
			}
		else if (n_cc)
			printf(ignore_complementarity, n_cc);
		pfgh_read(nl, ASL_findgroups);
		if (nlhs == 7)
			for(i = 0; i < nc; i++)
				x[i] = cvar[i];

		/* Arrange to compute the whole sparese Hessian */
		/* of the Lagrangian function (both triangles). */

		nhnz = sphsetup(0, 0, nc > 0, 0);
		Hsp = (real *)M1alloc(nhnz*sizeof(real));
		return;
		}

	if (!asl)
		mexErrMsgTxt("spamfunc(\"stub\") has not been called\n");
	nerror = -1;
	err_jmp1 = &err_jmp0;
	what = "(?)";
	whatp = &what;
	if (nlhs == 2) {
		if (nrhs != 2)
			usage();
		x = sizechk(prhs[0],"x",n);
		t = sizechk(prhs[1],"0 or 1", 1);
		if (setjmp(err_jmp0.jb)) {
			sprintf(msgbuf, "Trouble evaluating %s\n", *whatp);
			mexErrMsgTxt(msgbuf);
			}
		if (t[0] == 0.) {
			f = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL));
			c = mxGetPr(plhs[1] = mxCreateDoubleMatrix(nc, 1, mxREAL));
			what = "f";
			*f = n_obj > 0 ? objval(0, x, &nerror) : 0;
			what = "c";
			conval(x, c, &nerror);
			return;
			}
		g = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL));
		J1 = mxGetPr(plhs[1] = mxCreateSparse(nc, n, nz, mxREAL));
		what = "g";
		if (n_obj > 0)
			objgrd(0, x, g, &nerror);
		else
			memset(g, 0, n*sizeof(real));
		if (nc) {
			what = "J";
			jacval(x, J1, &nerror);
			Ir = mxGetIr(plhs[1]);
			/*memcpy(mxGetJc(plhs[1]), A_colstarts, (n+1)*sizeof(int));*/
			for(Jc = mxGetJc(plhs[1]), cs = A_colstarts, i = 0; i <= n; ++i)
				Jc[i] = cs[i];
			cgp = Cgrad;
			for(i = 0; i < nc; i++)
				for(cg = *cgp++; cg; cg = cg->next)
					Ir[cg->goff] = i;
			}
		return;
		}
	if (nlhs == 0 && (nrhs == 3 || nrhs == 4)) {
		/* eval2('solution message', x, v): x = primal, v = dual */
		/* optional 4th arg = solve_result_num */
		if (!mxIsChar(prhs[0]))
			usage();
		x = sizechk(prhs[1],"x",n);
		v = sizechk(prhs[2],"v",nc);
		if (mxGetString(prhs[0], buf, sizeof(buf)))
			mexErrMsgTxt(
			 "Expected 'solution message' as first argument\n");
		solve_result_num = nrhs == 3 ? -1 /* unknown */
			: (int)*sizechk(prhs[3],"solve_result_num",1);
		write_sol(buf, x, v, 0);
		return;
		}
	if (nlhs != 1 || nrhs != 1)
		usage();
	v = sizechk(prhs[0],"v",nc);
	W = mxGetPr(plhs[0] = mxCreateSparse(n, n, nhnz, mxREAL));

	what = "W";
	sphes(H = Hsp, 0, 0, v);

	/* Expand the Hessian lower triangle into the full Hessian... */

	Ir = mxGetIr(plhs[0]);
	Jc = mxGetJc(plhs[0]);
	hcs = sputinfo->hcolstarts;
	hr = sputinfo->hrownos;
	for(i = 0; i <= n; i++)
		Jc[i] = hcs[i];
	He = H + hcs[n];
	while(H < He) {
		*W++ = *H++;
		*Ir++ = *hr++;
		}
	}
Ejemplo n.º 9
0
Archivo: bb.c Proyecto: TheLoutre/nomad
int main ( int argc, char **argv ) {

  FILE * nl;
  char * stub;
  FILE * point_file;
  char * point_file_name;
  int    point_file_name_size;
  fint   nerror = (fint)0;
  int    n_badvals = 0;
  int    n_con_tmp = 0;
  int    i;
  real   f;
  real * R;

  if( argc < 2 ) {
    fprintf ( stderr , "Usage: %s x.txt\n" , argv[0] );
    return 1;
  }

  // get the point file name:
  point_file_name_size = strlen(argv[1]) + 1;
  point_file_name      = (char*)Malloc(point_file_name_size * sizeof(char));
  strcpy ( point_file_name , argv[1] );
  strcpy ( argv[1] , MODEL_NAME );

  // Read objectives and first derivative information.
  if( !(asl = ASL_alloc(ASL_read_fg)) ) exit(1);
  stub = getstub(&argv, &Oinfo);
  nl   = jac0dim(stub, (fint)strlen(stub));

  // Get command-line options.
  if (getopts(argv, &Oinfo)) exit(1);

  // Check command-line options.
  if( showgrad < 0 || showgrad > 1 ) {
    Printf("Invalid value for showgrad: %d\n", showgrad);
    n_badvals++;
  }
  if( showname < 0 || showname > 1 ) {
    Printf("Invalid value for showgrad: %d\n", showgrad);
    n_badvals++;
  }

  if(n_badvals) {
    Printf("Found %d errors in command-line options.\n", n_badvals);
    exit(1);
  }

  // Allocate memory for problem data.
  // The variables below must have precisely THESE names.
  X0    = (real*)Malloc(n_var * sizeof(real));  // Initial guess
  pi0   = (real*)Malloc(n_con * sizeof(real));  // Initial multipliers
  LUv   = (real*)Malloc(n_var * sizeof(real));  // Lower bounds on variables
  Uvx   = (real*)Malloc(n_var * sizeof(real));  // Upper bounds on variables
  LUrhs = (real*)Malloc(n_con * sizeof(real));  // Lower bounds on constraints
  Urhsx = (real*)Malloc(n_con * sizeof(real));  // Upper bounds on constraints
  R     = (real*)Malloc(n_con * sizeof(real));  // constraints

  want_xpi0 = 3;

  // Read in ASL structure - trap read errors
  if( fg_read(nl, 0) ) {
    fprintf(stderr, "Error fg-reading nl file\n");
    goto bailout;
  }

#ifdef DISPLAY

  n_con_tmp = 0;
  for ( i = 0 ; i < n_con ; ++i ) {
    if ( LUrhs[i] > -Infinity )
      ++n_con_tmp;
    if ( Urhsx[i] < Infinity )
      ++n_con_tmp;
  }

  printf ( "n_obj=%i\nn_var=%i\nn_con=%i\nx0=[" , n_obj , n_var , n_con_tmp );
  for ( i = 0 ; i < n_var ; ++i )
    printf ( "%g " , X0[i] );
  printf ( "]\n" );
#endif

  // read x:
  if ((point_file = fopen(point_file_name,"r")) == NULL) {
    fprintf(stderr, "Cannot open file %s.\n",point_file_name);
    goto bailout;
  }

  for ( i = 0 ; i < n_var ; ++i )
    fscanf ( point_file , "%lf" , &X0[i] );

  fclose(point_file);
  free ( point_file_name );


#ifdef DISPLAY
  printf ( "x =[" );
  for ( i = 0 ; i < n_var ; ++i )
    printf ( "%g " , X0[i] );
  printf ( "]\n" );
#endif

  // objective functions:
  for ( i = 0 ; i < n_obj ; ++i ) {
    f = objval ( i , X0 , &nerror ); 

    if ( nerror ) {
      fprintf(stderr, "Error while evaluating objective.\n");
      goto bailout;
    }

#ifdef DISPLAY
    Printf("f%i(x) = %21.15e\n", i , f );
#else
    Printf("%21.15e\n", f );
#endif
  }

  // constraints:
  conval ( X0 , R , &nerror );

  for ( i = 0 ; i < n_con ; ++i ) {

#ifdef DISPLAY
    printf ("%g <= %g <= %g\n" ,  LUrhs[i] , R[i] , Urhsx[i] );
#else
    if ( LUrhs[i] > -Infinity )
      Printf("%21.15e\n", LUrhs[i]-R[i] );
    if ( Urhsx[i] < Infinity )
      Printf("%21.15e\n", R[i]-Urhsx[i] );
#endif
  }

 bailout:
  // Free data structure. DO NOT use free() on X0, pi0, etc.
  ASL_free((ASL**)(&asl));

  return 0;
}
Ejemplo n.º 10
0
int main(int argc, char **argv) {

  FILE *nl;
  char *stub;
  fint nerror = (fint)0;
  int n_badvals = 0;
  real f;

  if( argc < 2 ) {
    fprintf(stderr, "Usage: %s stub\n", argv[0]);
    return 1;
  }

  // Read objectives and first derivative information.
  if( !(asl = ASL_alloc(ASL_read_fg)) ) exit(1);
  stub = getstub(&argv, &Oinfo);
  nl   = jac0dim(stub, (fint)strlen(stub));

  // Get command-line options.
  if (getopts(argv, &Oinfo)) exit(1);

  // Check command-line options.
  if( showgrad < 0 || showgrad > 1 ) {
    Printf("Invalid value for showgrad: %d\n", showgrad);
    n_badvals++;
  }
  if( showname < 0 || showname > 1 ) {
    Printf("Invalid value for showname: %d\n", showname);
    n_badvals++;
  }

  if(n_badvals) {
    Printf("Found %d errors in command-line options.\n", n_badvals);
    exit(1);
  }

  // Allocate memory for problem data.
  // The variables below must have precisely THESE names.
  X0    = (real*)Malloc(n_var * sizeof(real));  // Initial guess
  pi0   = (real*)Malloc(n_con * sizeof(real));  // Initial multipliers
  LUv   = (real*)Malloc(n_var * sizeof(real));  // Lower bounds on variables
  Uvx   = (real*)Malloc(n_var * sizeof(real));  // Upper bounds on variables
  LUrhs = (real*)Malloc(n_con * sizeof(real));  // Lower bounds on constraints
  Urhsx = (real*)Malloc(n_con * sizeof(real));  // Upper bounds on constraints
  want_xpi0 = 3;

  // Read in ASL structure - trap read errors
  if( fg_read(nl, 0) ) {
    fprintf(stderr, "Error fg-reading nl file\n");
    goto bailout;
  }

  if(showname) { // Display objective name if requested.
    Printf("Objective name: %s\n", obj_name(0));
  }

  // This "solver" outputs the objective function value at X0.
  f = objval(0, X0, &nerror);
  if(nerror) {
    fprintf(stderr, "Error while evaluating objective.\n");
    goto bailout;
  }
  Printf("f(x0) = %21.15e\n", f);

  // Optionally also output objective gradient at X0.
  if(showgrad) {
    real *g = (real*)malloc(n_var * sizeof(real));
    objgrd(0, X0, g, &nerror);
    Printf("g(x0) = [ ");
    for(int i=0; i<n_var; i++) Printf("%8.1e ", g[i]);
    Printf("]\n");
    free(g);
  }

  // Write solution to file. Here we just write the initial guess.
  Oinfo.wantsol = 9;  // Suppress message echo. Force .sol writing
  write_sol(CHR"And the winner is", X0, pi0, &Oinfo);

 bailout:
  // Free data structure. DO NOT use free() on X0, pi0, etc.
  ASL_free((ASL**)(&asl));

  return 0;
}
Ejemplo n.º 11
0
 void
mexFunction(int nlhs, Matrix **plhs, int nrhs, Matrix **prhs)
{
	FILE *nl;
	char *buf1, buf[512], *what;
	static fint n, nc, nz;
	fint nerror;
	real *J1, *W, *c, *f, *g, *v, *t, *x;
	static real *J;
	cgrad *cg, **cgp;
	static size_t Jsize;
	Jmp_buf err_jmp0;
	ASL_pfgh *asl = (ASL_pfgh*)cur_ASL;
	static fint nhnz;
	static real *Hsp;
	real *H, *He;
	int *Ir, *Jc;
	fint *hcs, *hr, i;

	if (nrhs == 1 && mxIsString(prhs[0])) {
		if (nlhs != 6)
			usage();
		if (mxGetString(prhs[0], buf1 = buf, sizeof(buf)))
			mexErrMsgTxt("Expected 'stub' as argument\n");
		at_end();
		mexAtExit(at_end);
		asl = (ASL_pfgh*)ASL_alloc(ASL_read_pfgh);
		return_nofile = 1;
		if (!(nl = jac0dim(buf1,strlen(buf)))) {
			sprintf(msgbuf, "Can't open %.*s\n",
				sizeof(msgbuf)-20, buf);
			mexErrMsgTxt(msgbuf);
			}
		if (n_obj <= 0)
			printf("Warning: objectve == 0\n");
		n = n_var;
		nc = n_con;
		nz = nzc;
		J = (real *)M1alloc(nz*sizeof(real));
		X0 = mxGetPr(plhs[0] = mxCreateFull(n, 1, REAL));
		LUv = mxGetPr(plhs[1] = mxCreateFull(n, 1, REAL));
		Uvx = mxGetPr(plhs[2] = mxCreateFull(n, 1, REAL));
		pi0 = mxGetPr(plhs[3] = mxCreateFull(nc, 1, REAL));
		LUrhs = mxGetPr(plhs[4] = mxCreateFull(nc, 1, REAL));
		Urhsx = mxGetPr(plhs[5] = mxCreateFull(nc, 1, REAL));
		pfgh_read(nl, ASL_findgroups);
		Jsize = nc*n*sizeof(real);

		/* Arrange to compute the whole sparese Hessian */
		/* of the Lagrangian function (both triangles). */

		nhnz = sphsetup(0, 0, nc > 0, 0);
		Hsp = (real *)M1alloc(nhnz*sizeof(real));
		return;
		}

	if (!filename)
		mexErrMsgTxt("spamfunc(\"stub\") has not been called\n");
	nerror = -1;
	err_jmp1 = &err_jmp0;
	if (nlhs == 2) {
		if (nrhs != 2)
			usage();
		x = sizechk(prhs[0],"x",n);
		t = sizechk(prhs[1],"0 or 1", 1);
		if (t[0] == 0.) {
			f = mxGetPr(plhs[0] = mxCreateFull(1, 1, REAL));
			c = mxGetPr(plhs[1] = mxCreateFull(nc, 1, REAL));
			if (setjmp(err_jmp0.jb)) {
				sprintf(msgbuf, "Trouble evaluating %s\n",
					what);
				mexErrMsgTxt(msgbuf);
				}
			what = "f";
			*f = objval(0, x, &nerror);
			what = "c";
			conval(x, c, &nerror);
			return;
			}
		g = mxGetPr(plhs[0] = mxCreateFull(n, 1, REAL));
		J1 = mxGetPr(plhs[1] = mxCreateSparse(nc, n, nz, REAL));
		what = "g";
		objgrd(0, x, g, &nerror);
		if (nc) {
			what = "J";
			jacval(x, J1, &nerror);
			Ir = mxGetIr(plhs[1]);
			memcpy(mxGetJc(plhs[1]), A_colstarts, (n+1)*sizeof(int));
			cgp = Cgrad;
			for(i = 0; i < nc; i++)
				for(cg = *cgp++; cg; cg = cg->next)
					Ir[cg->goff] = i;
			}
		return;
		}
	if (nlhs == 0 && nrhs == 3) {
		/* eval2('solution message', x, v): x = primal, v = dual */
		if (!mxIsString(prhs[0]))
			usage();
		x = sizechk(prhs[1],"x",n);
		v = sizechk(prhs[2],"v",nc);
		if (mxGetString(prhs[0], buf, sizeof(buf)))
			mexErrMsgTxt(
			 "Expected 'solution message' as first argument\n");
		write_sol(buf, x, v, 0);
		return;
		}
	if (nlhs != 1 || nrhs != 1)
		usage();
	v = sizechk(prhs[0],"v",nc);
	W = mxGetPr(plhs[0] = mxCreateSparse(n, n, nhnz, REAL));

	what = "W";
	sphes(H = Hsp, 0, 0, v);

	/* Expand the Hessian lower triangle into the full Hessian... */

	Ir = mxGetIr(plhs[0]);
	Jc = mxGetJc(plhs[0]);
	hcs = sputinfo->hcolstarts;
	hr = sputinfo->hrownos;
	for(i = 0; i <= n; i++)
		Jc[i] = hcs[i];
	He = H + hcs[n];
	while(H < He) {
		*W++ = *H++;
		*Ir++ = *hr++;
		}
	}
Ejemplo n.º 12
0
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
    //Possible Inputs
    char fpath[FLEN];
    char msg[FLEN];
    char cmd[FLEN]; //user commmand 
    int sp = 0;
    
    //Outputs
    const char *fnames[15] = {"H","f","lb","ub","A","cl","cu","Q","l","qcind","x0","v0","sense","objbias","conlin"};
    double *sizes;
    
    //Internal Vars
    int ii; size_t i,j,k;       //indexing vars
    char *what, **whatp;        //error message vars
    static FILE *nl;            //file handle
    ASL *asl = cur_ASL;         //Current ASL instance
    int icmd = ASLCMD_ERROR;    //Command Integer
    double *sense;              //Objective sense
    double *objbias;            //Objective bias
    int obj_lin;                //linearity of the objectiuve (see ASL_DEGREE_ defines)
    double *con_lin;            //linearity of the constraints (see ASL_DEGREE_ defines)  
    double *isopen;             //Is ASL open
    bool nlcon = false;         //indicates whether any constraint is nonlinear
    double *x;                  //Evaluation point
    double *f, *g, *c = NULL;   //Return pointers
    int nerror;                 //eval errors

    //Sparse Indexing
    mwIndex *Ir, *Jc;
    double *Pr;

    //QP Checking Vars
    int nqpz = 0;               //number of nzs in quadratic objective
    int nqc_con = 0;            //number of quadratic constraints
    int *QP_ir, *QP_jc;         //Pointers used when calling nqpcheck
    double *QP_pr;
    double *pqi;                //pointer to quadratic index vector
    ograd *og;                  //objective gradient structure
            
    //Jacobian Vars
    static double *J = NULL;        //Memory to store intermediate Jacobian Values when using Dense Mode
    static double *J1 = NULL;       //Memory to store Jacobian Values 
    cgrad *cg, **cgp, **cgpe;       //constraint gradient structures
    int *cs;                        //Column starts
    
    //Hessian Vars
    static double *Hsp = NULL;      //Memory to store Hessian Values
    static int nhnz;                //Number of Hessian nz
    double *s, *v;                  //Sigma, Lambda
	int *hcs, *hr;                  //Hessian column starts, row indexs
	double *H, *He,  *W;    	      
    
    //Error catching
    Jmp_buf err_jmp0;
    
    //If no inputs, just return info
    if(nrhs < 1) 
    {
        if (nlhs >= 1)
        {
            sprintf(msgbuf,"%s %s",__TIME__,__DATE__);
            plhs[0] = mxCreateString(msgbuf);
            plhs[1] = mxCreateDoubleScalar(OPTI_VER);
        }
        else
        {
            printUtilityInfo();
        }
        return;
    }
        
    //Get User Command
    icmd = getCommand(prhs[0]);
    
    //Switch Yard for Command
    switch(icmd)
    {
        case ASLCMD_ISOPEN:
            isopen = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL));
            if(asl)
                *isopen = 1;
            else
                *isopen = 0;
            break;
        
        case ASLCMD_OPEN:
            //Check for Errors
            if(nrhs < 2)
                mexErrMsgTxt("Expected two arguments to open a file! [x0,v0,lb,ub,cl,cu,sense,sizes] = asl('open','file path')\n");
            if(!mxIsChar(prhs[1]))
                mexErrMsgTxt("File path must be a char array!");
            //Get String
            CHECK(mxGetString(prhs[1], fpath, FLEN) == 0,"error reading file path!");
            //Clear any existing objects
            if (cur_ASL)
                ASL_free(&cur_ASL);
            //Set MEX exit function
            mexAtExit(mexExit);
            
            //Open file for LP/QP/QCQP checking
            asl = ASL_alloc(ASL_read_fg);               //allocate for qp read
            return_nofile = 1;                          //return 0 if stub doesn't exist
            nl = jac0dim(fpath,(ftnlen)strlen(fpath));  //read in passed file
            //Check we got the file
            if(!nl) {
                sprintf(msgbuf, "Can't open (or error opening) %s\n", fpath);
                mexErrMsgTxt(msgbuf);
			}
            //Allocate Vector Memory
            pPROB = mxCreateStructMatrix(1,1,15,fnames);
            mxSetField(pPROB,0,fnames[eX0],mxCreateDoubleMatrix(n_var,1, mxREAL));      
            mxSetField(pPROB,0,fnames[eV0],mxCreateDoubleMatrix(n_con, 1, mxREAL));
            mxSetField(pPROB,0,fnames[eLB],mxCreateDoubleMatrix(n_var, 1, mxREAL));
            mxSetField(pPROB,0,fnames[eUB],mxCreateDoubleMatrix(n_var, 1, mxREAL));            
            mxSetField(pPROB,0,fnames[eCL],mxCreateDoubleMatrix(n_con, 1, mxREAL));
            mxSetField(pPROB,0,fnames[eCU],mxCreateDoubleMatrix(n_con, 1, mxREAL));
            mxSetField(pPROB,0,fnames[eSENSE],mxCreateDoubleMatrix(1, 1, mxREAL));
            mxSetField(pPROB,0,fnames[eOBJBIAS],mxCreateDoubleMatrix(1, 1, mxREAL));
            mxSetField(pPROB,0,fnames[eCONLIN],mxCreateDoubleMatrix(n_con, 1, mxREAL));
            //Get Fields (ASL will fill)       
            X0 = mxGetPr(mxGetField(pPROB,0,fnames[eX0]));   
            pi0 = mxGetPr(mxGetField(pPROB,0,fnames[eV0]));  
            LUv = mxGetPr(mxGetField(pPROB,0,fnames[eLB]));  
            Uvx = mxGetPr(mxGetField(pPROB,0,fnames[eUB]));              
            LUrhs = mxGetPr(mxGetField(pPROB,0,fnames[eCL]));  
            Urhsx = mxGetPr(mxGetField(pPROB,0,fnames[eCU]));  
            sense = mxGetPr(mxGetField(pPROB,0,fnames[eSENSE])); 
            objbias = mxGetPr(mxGetField(pPROB,0,fnames[eOBJBIAS]));
            con_lin = mxGetPr(mxGetField(pPROB,0,fnames[eCONLIN]));  
            //Other Output Args
            sizes = mxGetPr(pSIZE = mxCreateDoubleMatrix(16, 1, mxREAL));
                     
            //Check for complementarity problems
            if(n_cc)
                mexWarnMsgTxt("Ignoring Complementarity Constraints!");
            //Assign asl problem sizes
            sizes[0] = (double)n_var; sizes[1] = (double)n_con; sizes[2] = (double)nzc;
            sizes[3] = (double)lnc; sizes[4] = (double)nbv; sizes[5] = (double)niv;
            sizes[6] = (double)nlc; sizes[7] = (double)nlnc; sizes[8] = (double)nlo;
            sizes[9] = (double)nlvb; sizes[10] = (double)nlvc; sizes[11] = (double)nlvo;
            sizes[12] = (double)nlvbi; sizes[13] = (double)nlvci; sizes[14] = (double)nlvoi;
            sizes[15] = (double)nwv; 
            //Read In For QP Checking
            qp_read(nl,0); 
            //Assign sense
            if(objtype[0] == 1)
                *sense = -1; //max
            else
                *sense = 1; //min  
                      
            //Determine Objective Linearity
            obj_lin = linCheck(asl, 0);
            //Determine Constraints Linearity
            for(ii = 0; ii < n_con; ii++) {
                con_lin[ii] = linCheck(asl, -(ii+1));
                //Check if nonlinear or quadratic
                if(con_lin[ii] >= ASL_DEGREE_NLIN)
                    nlcon = true;
                else if(con_lin[ii] == ASL_DEGREE_QUAD)
                {
                    //con_lin indicates quadratic constraint, ensure is inequality
                    if(LUrhs[ii] != Urhsx[ii])
                        nqc_con++;
                    else
                        nlcon = true; //quadratic equalities not currently handled by any explicit QCQP solver (I know of), make nl
                }                    
            }
    
            //Check to force to read as nonlinear problem
            if(nrhs > 2 && *mxGetPr(prhs[2])==1)
                nlcon = true;
            
            //If objective or any constraint is nonlinear, then we have to process as an NLP
            if(obj_lin == ASL_DEGREE_NLIN || nlcon) {
                //Free the QP read memory
                ASL_free(&asl);
                //Re-open for full NLP read
                asl = ASL_alloc(ASL_read_pfgh);                 //allocate memory for pfgh read
                nl = jac0dim(fpath,(ftnlen)strlen(fpath));      //read passed file (full nl read)
                //Allocate Jacobian Memory [note use M1alloc to let ASL clean it up if multiple instances opened]
                J = (double*)M1alloc(nzc*sizeof(double));       //Memory to store Jacobian nzs  
                //Assign memory for saving obj + con x
                objx = (double*)M1alloc(n_var*sizeof(double));
                conx = (double*)M1alloc(n_var*sizeof(double));
                //Read File (f + g + H)
                pfgh_read(nl, ASL_findgroups); 
                //Assign Hessian Memory
                nhnz = sphsetup(1, 1, n_con > 0, 0);            //one obj, use sigma, optionally use lambda, full hessian
                Hsp = (double*)M1alloc(nhnz*sizeof(double));    //memory to store hessian nzs
            }
            //Otherwise we can process as a LP, QP or QCQP
            else {                
                //Assign objective bias
                *objbias = objconst(0);
                //Check for quadratic objective
                if(obj_lin == ASL_DEGREE_QUAD) {
                    //Capture Pointers
                    nqpz = nqpcheck(0, &QP_ir, &QP_jc, &QP_pr); //check objective for qp
                    //Create QP H
                    mxSetField(pPROB,0,fnames[eH],mxCreateSparse(n_var,n_var,nqpz,mxREAL));                   
                    //Copy in Objective Quadratic Elements (copy-cast where appropriate)
                    memcpy(mxGetPr(mxGetField(pPROB,0,fnames[eH])),QP_pr,nqpz*sizeof(double));
                    Jc = mxGetJc(mxGetField(pPROB,0,fnames[eH]));
                    Ir = mxGetIr(mxGetField(pPROB,0,fnames[eH]));
                    for(i = 0; i <= n_var; i++)
                        Jc[i] = (mwIndex)QP_jc[i];
                    for(i = 0; i < nqpz; i++)
                        Ir[i] = (mwIndex)QP_ir[i];                       
                }
                else //create an empty sparse matrix
                    mxSetField(pPROB,0,fnames[eH],mxCreateSparse(n_var,n_var,0,mxREAL));
                
                //Create QP f
                mxSetField(pPROB,0,fnames[eF],mxCreateDoubleMatrix(n_var,1,mxREAL));
                Pr = mxGetPr(mxGetField(pPROB,0,fnames[eF]));
                //Copy in Objective Linear Elements
                for( og = Ograd[0]; og; og = og->next )
                    Pr[og->varno] = og->coef;
                
                //Create A (linear constraints)
                mxSetField(pPROB,0,fnames[eA],mxCreateSparse(n_con, n_var, nzc, mxREAL));
                if(n_con) {
                    Pr = mxGetPr(mxGetField(pPROB,0,fnames[eA]));
                    Ir = mxGetIr(mxGetField(pPROB,0,fnames[eA]));;                    
                    //Fill in A (will double on quadratic linear sections, but easier to remove once in MATLAB)
                    for(Jc = mxGetJc(mxGetField(pPROB,0,fnames[eA])), cs = A_colstarts, i = 0; i <= n_var; ++i)
                        Jc[i] = (mwIndex)cs[i];
                    cgp = Cgrad;
                    for(i = 0; i < n_con; i++)
                        for(cg = *cgp++; cg; cg = cg->next) {
                            Ir[cg->goff] = (mwIndex)i; 
                            Pr[cg->goff] = cg->coef;
                        }
                }
                
                //Add quadratic constraints if present
                if(nqc_con) {
                    //Allocate a Cell Array to store the quadratic constraint Qs, and vector to store indices
                    mxSetField(pPROB,0,fnames[eQ],mxCreateCellMatrix(nqc_con,1)); //Q
                    mxSetField(pPROB,0,fnames[eL],mxCreateDoubleMatrix(n_var, nqc_con,mxREAL)); //l
                    mxSetField(pPROB,0,fnames[eQCIND],mxCreateDoubleMatrix(nqc_con,1,mxREAL)); //ind                   
                    pqi = mxGetPr(mxGetField(pPROB,0,fnames[eQCIND]));
                    //Fill In Constraints
                    for(ii=0,j=0;ii<n_con;ii++) {
                        //Quadratic Constraints
                        if(con_lin[ii] == ASL_DEGREE_QUAD) {
                            //Create index
                            pqi[j] = ii+1; //increment for matlab index
                            //Capture Pointers
                            nqpz = nqpcheck(-(ii+1), &QP_ir, &QP_jc, &QP_pr); //check constraint for qp;
                            if(nqpz <= 0)
                                mexErrMsgTxt("Error reading quadratic constraints. Assumed constraint was quadratic based on prescan, now appears not?");
                            //Create QC Q
                            mxSetCell(mxGetField(pPROB,0,fnames[eQ]),j,mxCreateSparse(n_var,n_var,nqpz,mxREAL));                   
                            //Copy in Constraint Quadratic Elements (copy-cast where appropriate)
                            Pr = mxGetPr(mxGetCell(mxGetField(pPROB,0,fnames[eQ]),j));
                            Jc = mxGetJc(mxGetCell(mxGetField(pPROB,0,fnames[eQ]),j));
                            Ir = mxGetIr(mxGetCell(mxGetField(pPROB,0,fnames[eQ]),j));
                            for(k = 0; k <= n_var; k++)
                                Jc[k] = (mwIndex)QP_jc[k];
                            for(k = 0; k < nqpz; k++) {
                                Ir[k] = (mwIndex)QP_ir[k];
                                Pr[k] = 0.5*QP_pr[k];  //to QP form
                            }
                            //Create QC l (not sure why we can't extract this from Jacobian, values are wrong)
                            Pr = mxGetPr(mxGetField(pPROB,0,fnames[eL]));
                            for( cg = Cgrad[ii]; cg; cg = cg->next )
                                Pr[j*n_var + cg->varno] = cg->coef;
                            //Increment for next cell / col
                            j++;
                        }
                    } 
                }
                //Put back into function eval mode (just in case)
                qp_opify();
                
            }
            break;
            
        case ASLCMD_CLOSE:
            //Check for Errors
            CHECKASL(asl);
            //Call Exit Function
            mexExit();          
            break;                    
            
        case ASLCMD_FUN:
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,2);             
            //Get x and check dimensions
            x = sizechk(prhs[1],"x",n_var); 
            //Save x
            if(objx) memcpy(objx,x,n_var*sizeof(double));                   
            //Create objective val memory and get it from ASL       
            SETERRJMP(); what = "objective";            
			f = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL));            
			*f = objval(0, x, &nerror);        
            break;
            
        case ASLCMD_GRAD:
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,2);            
            //Get x and check dimensions
            x = sizechk(prhs[1],"x",n_var);
            //Save x
            if(objx) memcpy(objx,x,n_var*sizeof(double));            
            //Create objective grad memory and get it from ASL     
            SETERRJMP(); what = "gradient";            
			g = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, n_var, mxREAL));            
			objgrd(0, x, g, &nerror);            
            break;
            
        case ASLCMD_CON:
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,2);            
            //Get x and check dimensions
            x = sizechk(prhs[1],"x",n_var);
            //Save x
            if(conx) memcpy(conx,x,n_var*sizeof(double));                        
            //Create constraint memory and get it from ASL  
            SETERRJMP(); what = "constraints";
			c = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n_con, 1, mxREAL));   
            if(n_con)
                conval(x, c, &nerror);            
            break;
            
        case ASLCMD_JAC:
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,2);   
            //Get x and check dimensions
            x = sizechk(prhs[1],"x",n_var);
            //Save x
            if(conx) memcpy(conx,x,n_var*sizeof(double));            
            //Create constraint jac memory and get it from ASL
            SETERRJMP(); what = "Jacobian";            
            //Check for sparsity
            if(nrhs > 2 && *mxGetPr(prhs[2])) {
                sp = 1;
                J1 = mxGetPr(plhs[0] = mxCreateSparse(n_con, n_var, nzc, mxREAL));
            }
            else {
                sp = 0;
                J1 = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n_con, n_var, mxREAL));
            }        
            //Evaluate if we have constraints
            if (n_con) {                
                //Sparse
                if(sp) {
                    jacval(x, J1, &nerror);
                    Ir = mxGetIr(plhs[0]);
                    for(Jc = mxGetJc(plhs[0]), cs = A_colstarts, i = 0; i <= n_var; ++i)
                        Jc[i] = (mwIndex)cs[i];
                    cgp = Cgrad;
                    for(i = 0; i < n_con; i++)
                        for(cg = *cgp++; cg; cg = cg->next)
                            Ir[cg->goff] = (mwIndex)i;  
                }
                //Dense
                else {      
                    jacval(x, J, &nerror);
                    cgp = Cgrad;
                    for(cgpe = cgp + n_con; cgp < cgpe; J1++)
                        for(cg = *cgp++; cg; cg = cg->next)
                            J1[n_con*cg->varno] = J[cg->goff];
                }
            }                        
            break;
            
        case ASLCMD_JACSTR:
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,1);            
            //Create constraint jacstr memory and get it from ASL
            SETERRJMP(); what = "Jacobian Structure)";                       
            J1 = mxGetPr(plhs[0] = mxCreateSparse(n_con, n_var, nzc, mxREAL));
            //Fill In Structure
            for(i=0;i<nzc;i++)
                J1[i] = 1.0;
            for(Jc = mxGetJc(plhs[0]), cs = A_colstarts, i = 0; i <= n_var; ++i)
                Jc[i] = (mwIndex)cs[i];
            cgp = Cgrad;
            Ir = mxGetIr(plhs[0]);
            for(i = 0; i < n_con; i++)
                for(cg = *cgp++; cg; cg = cg->next)
                    Ir[cg->goff] = (mwIndex)i;                
            break;
            
        case ASLCMD_HES:
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,4); //assume hess(x,sigma,lambda) and optionally sparse            
            //Check dimensions & get args
            x = sizechk(prhs[1],"x",n_var);
            s = sizechk(prhs[2],"sigma",1);
            v = sizechk(prhs[3],"lambda",n_con);
            
            //Check for sparsity
            if(nrhs > 4 && *mxGetPr(prhs[4])) {
                sp = 1;
                W = mxGetPr(plhs[0] = mxCreateSparse(n_var, n_var, nhnz, mxREAL));
            }
            else {
                sp = 0;    
                W = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n_var, n_var, mxREAL));
            }
            //Check if we need to recalculate objective / constraints
            if(!comp_x(objx,x,n_var)) {
                //Setup Error Catching
                SETERRJMP(); what = "Objective for Hessian";                
                //Re-evaluate Objective
                objval(0, x, &nerror);                
            }            
            if(!comp_x(conx,x,n_var)){
                if(!c)
                    c = mxGetPr(mxCreateDoubleMatrix(n_con, 1, mxREAL));                
                //Setup Error Catching
                SETERRJMP(); what = "Constraints for Hessian";                
                //Re-evaluate Constraints
                conval(x, c, &nerror);
            }            
            //Setup Error Catching
            SETERRJMP(); what = "Hessian";
            
            //Sparse
            if(sp) {
                //This function returns the full (symmetric) Hessian as setup above
                sphes(H = Hsp, 1, s, v);                
                Ir = mxGetIr(plhs[0]);
                Jc = mxGetJc(plhs[0]);
                hcs = sputinfo->hcolstarts;
                hr = sputinfo->hrownos;
                for(i = 0; i <= n_var; i++)
                    Jc[i] = (mwIndex)hcs[i];
                He = H + hcs[n_var];
                while(H < He) {
                    *W++ = *H++;
                    *Ir++ = (mwIndex)*hr++;
                }	
            }
            //Dense
            else
                fullhes(W, n_var, 1, s, v);            
            break;
            
        case ASLCMD_HESSTR:
            //mexPrintf("CMD: Get Hessian Structure\n");
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,1);            
            //Create hessianstr memory and get it from ASL
            SETERRJMP(); what = "Hessian Structure";
            W = mxGetPr(plhs[0] = mxCreateSparse(n_var, n_var, nhnz, mxREAL));
            Ir = mxGetIr(plhs[0]);
            Jc = mxGetJc(plhs[0]);
            //Get Sparse Info
            hcs = sputinfo->hcolstarts;
            hr = sputinfo->hrownos;
            //Assign col starts
            for(i = 0; i <= n_var; i++)
                Jc[i] = (mwIndex)hcs[i];
            //Assign rows + 1.0 for nz positions
            H = Hsp;                //Start of nz Hsp elements
            He = H + hcs[n_var];    //End of nz Hsp elements
            while(H < He) {
                *W++ = 1.0;                
                *Ir++ = (mwIndex)*hr++;
                *H++; //increment nz element position
            }	                        
            break;           
            
        case ASLCMD_WRITESOL:
            //Check for Errors
            CHECKASL(asl);
            CHECKNRHS(nrhs,2); //asl('writesol',msg,x)            
            //Get Input Args
            CHECK(mxGetString(prhs[1], msg, FLEN) == 0,"error reading message!");
            x = sizechk(prhs[2],"x",n_var);            
            //Write to solution stub file
            write_sol(msg,x,NULL,NULL);
            break;
            
        default:
            mexExit(); //clean up
            mxGetString(prhs[0], cmd, FLEN);
            sprintf(msgbuf, "ASL Command Error! Unknown Command: '%s'\n", cmd);
            mexErrMsgTxt(msgbuf);
            break;
    }
}
Ejemplo n.º 13
0
 void
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
	FILE *nl;
	char *buf1, buf[512], *what, **whatp;
	static fint n, nc, nz;
	fint i, nerror;
	real *J1, *W, *c, *f, *g, *v, *t, *x;
	static real *J;
	cgrad *cg, **cgp, **cgpe;
	static size_t Jsize;
	Jmp_buf err_jmp0;
	ASL *asl = cur_ASL;
	static char ignore_complementarity[] =
		"Warning: ignoring %d complementarity conditions.\n";

	if (nrhs == 1 && mxIsChar(prhs[0])) {
		if (nlhs < 6 || nlhs > 7)
			usage();
		if (mxGetString(prhs[0], buf1 = buf, sizeof(buf)))
			mexErrMsgTxt("Expected 'stub' as argument\n");
		at_end();
		mexAtExit(at_end);
		asl = ASL_alloc(ASL_read_pfgh);
		return_nofile = 1;
		if (!(nl = jac0dim(buf1,strlen(buf)))) {
			sprintf(msgbuf, "Can't open %.*s\n",
				sizeof(msgbuf)-20, buf);
			mexErrMsgTxt(msgbuf);
			}
		if (n_obj <= 0)
			printf("Warning: objectve == 0\n");
		n = n_var;
		nc = n_con;
		nz = nzc;
		J = (real *)M1alloc(nz*sizeof(real));
		X0 = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL));
		LUv = mxGetPr(plhs[1] = mxCreateDoubleMatrix(n, 1, mxREAL));
		Uvx = mxGetPr(plhs[2] = mxCreateDoubleMatrix(n, 1, mxREAL));
		pi0 = mxGetPr(plhs[3] = mxCreateDoubleMatrix(nc, 1, mxREAL));
		LUrhs = mxGetPr(plhs[4] = mxCreateDoubleMatrix(nc, 1, mxREAL));
		Urhsx = mxGetPr(plhs[5] = mxCreateDoubleMatrix(nc, 1, mxREAL));
		if (nlhs == 7) {
			cvar = (int*)M1alloc(nc*sizeof(int));
			plhs[6] = mxCreateDoubleMatrix(nc, 1, mxREAL);
			x = mxGetPr(plhs[6]);
			}
		else if (n_cc)
			printf(ignore_complementarity, n_cc);
		pfgh_read(nl, ASL_findgroups);
		Jsize = nc*n*sizeof(real);
		if (nlhs == 7)
			for(i = 0; i < nc; i++)
				x[i] = cvar[i];
		return;
		}

	if (!asl)
		mexErrMsgTxt("amplfunc(\"stub\") has not been called\n");
	nerror = -1;
	err_jmp1 = &err_jmp0;
	what = "(?)";
	whatp = &what;
	if (nlhs == 2) {
		if (nrhs != 2)
			usage();
		x = sizechk(prhs[0],"x",n);
		t = sizechk(prhs[1],"0 or 1", 1);
		if (setjmp(err_jmp0.jb)) {
			sprintf(msgbuf, "Trouble evaluating %s\n", *whatp);
			mexErrMsgTxt(msgbuf);
			}
		if (t[0] == 0.) {
			f = mxGetPr(plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL));
			c = mxGetPr(plhs[1] = mxCreateDoubleMatrix(nc, 1, mxREAL));
			what = "f";
			*f = objval(0, x, &nerror);
			what = "c";
			conval(x, c, &nerror);
			return;
			}
		g = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL));
		J1 = mxGetPr(plhs[1] = mxCreateDoubleMatrix(nc, n, mxREAL));
		what = "g";
		objgrd(0, x, g, &nerror);
		if (nc) {
			memset(J1, 0, Jsize);
			what = "J";
			jacval(x, J, &nerror);
			cgp = Cgrad;
			for(cgpe = cgp + nc; cgp < cgpe; J1++)
				for(cg = *cgp++; cg; cg = cg->next)
					J1[nc*cg->varno] = J[cg->goff];
			}
		return;
		}
	if (nlhs == 0 && (nrhs == 3 || nrhs == 4)) {
		/* eval2('solution message', x, v): x = primal, v = dual */
		/* optional 4th arg = solve_result_num */
		if (!mxIsChar(prhs[0]))
			usage();
		x = sizechk(prhs[1],"x",n);
		v = sizechk(prhs[2],"v",nc);
		if (mxGetString(prhs[0], buf, sizeof(buf)))
			mexErrMsgTxt(
			 "Expected 'solution message' as first argument\n");
		solve_result_num = nrhs == 3 ? -1 /* unknown */
			: (int)*sizechk(prhs[3],"solve_result_num",1);
		write_sol(buf, x, v, 0);
		return;
		}
	if (nlhs != 1 || nrhs != 1)
		usage();
	v = sizechk(prhs[0],"v",nc);
	W = mxGetPr(plhs[0] = mxCreateDoubleMatrix(n, n, mxREAL));

	what = "W";
	fullhes(W, n, 0, 0, v);
	}
Ejemplo n.º 14
0
int main(int argc, char *argv[]) {

  /* initialize Madagascar */
  sf_init(argc, argv);

  Logger::instance().init("serial-fwi");

  FwiParams &params = FwiParams::instance();

  std::vector<float> dobs(params.ns * params.nt * params.ng); /* observed data */
  std::vector<float> cg(params.nz * params.nx, 0);    /* conjugate gradient */
  std::vector<float> g0(params.nz * params.nx, 0);    /* gradient at previous step */
  std::vector<float> wlt(params.nt); /* ricker wavelet */
  std::vector<float> objval(params.niter, 0); /* objective/misfit function */

  /* initialize wavelet */
  rickerWavelet(&wlt[0], params.nt, params.fm, params.dt, params.amp);

  ShotPosition allSrcPos(params.szbeg, params.sxbeg, params.jsz, params.jsx, params.ns, params.nz);
  ShotPosition allGeoPos(params.gzbeg, params.gxbeg, params.jgz, params.jgx, params.ng, params.nz);

  // read velocity
  Velocity v0 = SfVelocityReader::read(params.vinit, params.nx, params.nz);

  // read observed data
  ShotDataReader::serialRead(params.shots, &dobs[0], params.ns, params.nt, params.ng);

  EnquistAbc2d fmMethod(params.dt, params.dx, params.dz);
  Velocity vel = fmMethod.expandDomain(v0);

  float obj0 = 0;
  for (int iter = 0; iter < params.niter; iter++) {
    boost::timer::cpu_timer timer;
    std::vector<float> g1(params.nz * params.nx, 0);    /* gradient at curret step */
    std::vector<float> derr(params.ns * params.ng * params.nt, 0); /* residual/error between synthetic and observation */
    std::vector<float> illum(params.nz * params.nx, 0); /* illumination of the source wavefield */
    Velocity vtmp = vel;  /* temporary velocity computed with epsil */

    fmMethod.bindVelocity(vel);

    /**
     * calculate local objective function & derr & illum & g1(gradient)
     */
    float obj = cal_obj_derr_illum_grad(params, &derr[0], &illum[0], &g1[0], &wlt[0], &dobs[0], fmMethod, allSrcPos, allGeoPos);

    DEBUG() << format("sum_derr %f, sum_illum %f, sum_g1 %f") % sum(derr) % sum(illum) % sum(g1);
    objval[iter] = iter == 0 ? obj0 = obj, 1.0 : obj / obj0;

    float epsil = 0;
    float beta = 0;
    sf_floatwrite(&illum[0], params.nz * params.nx, params.illums);

    scale_gradient(&g1[0], &vel.dat[0], &illum[0], params.nz, params.nx, params.precon);
    bell_smoothz(&g1[0], &illum[0], params.rbell, params.nz, params.nx);
    bell_smoothx(&illum[0], &g1[0], params.rbell, params.nz, params.nx);
    sf_floatwrite(&g1[0], params.nz * params.nx, params.grads);

    DEBUG() << format("before beta: sum_g0: %f, sum_g1: %f, sum_cg: %f") % sum(g0) % sum(g1) % sum(cg);
    beta = iter == 0 ? 0.0 : cal_beta(&g0[0], &g1[0], &cg[0], params.nz, params.nx);

    cal_conjgrad(&g1[0], &cg[0], beta, params.nz, params.nx);
    epsil = cal_epsilon(&vel.dat[0], &cg[0], params.nz, params.nx);
    cal_vtmp(&vtmp.dat[0], &vel.dat[0], &cg[0], epsil, params.nz, params.nx);

    std::swap(g1, g0); // let g0 be the previous gradient

    fmMethod.bindVelocity(vtmp);
    float alpha = calVelUpdateStepLen(params, &wlt[0], &dobs[0], &derr[0], epsil, fmMethod, allSrcPos, allGeoPos);

    update_vel(&vel.dat[0], &cg[0], alpha, params.nz, params.nx);

    sf_floatwrite(&vel.dat[0], params.nz * params.nx, params.vupdates);

    // output important information at each FWI iteration
    INFO() << format("iteration %d obj=%f  beta=%f  epsil=%f  alpha=%f") % (iter + 1) % obj % beta % epsil % alpha;
//    INFO() << timer.format(2);

  } /// end of iteration

  sf_floatwrite(&objval[0], params.niter, params.objs);

  sf_close();

  return 0;
}