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;
}
bool InexactLSAcceptor::IsAcceptableToCurrentIterate(
Number trial_barr,
Number trial_theta,
bool called_from_restoration /*=false*/
) const
{
DBG_START_METH("InexactLSAcceptor::IsAcceptableToCurrentIterate",
dbg_verbosity);
THROW_EXCEPTION(INTERNAL_ABORT, "InexactLSAcceptor::IsAcceptableToCurrentIterate called");
ASSERT_EXCEPTION(resto_pred_ <= 0., INTERNAL_ABORT, "resto_pred_ not set for check from restoration phase.");
Number ared = reference_barr_ + nu_ * (reference_theta_) - (trial_barr + nu_ * trial_theta);
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH,
" Checking Armijo Condition (for resto) with pred = %23.16e and ared = %23.16e\n", resto_pred_, ared);
bool accept;
if( Compare_le(eta_ * resto_pred_, ared, reference_barr_ + nu_ * (reference_theta_)) )
{
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " Success...\n");
accept = true;
}
else
{
Jnlst().Printf(J_DETAILED, J_LINE_SEARCH, " Failed...\n");
accept = false;
}
return accept;
}
bool CGPenaltyLSAcceptor::IsAcceptableToPiecewisePenalty(Number alpha_primal_test)
{
DBG_START_METH("CGPenaltyLSAcceptor::IsAcceptableToPiecewisePenalty",
dbg_verbosity);
// If the current infeasibility is small, we require the barrier to be decreased.
bool accept = false;
Number infeasibility = IpCq().curr_primal_infeasibility(NORM_MAX);
SmartPtr<const Vector> dx = IpData().delta()->x();
SmartPtr<const Vector> ds = IpData().delta()->s();
Number curr_barr = IpCq().curr_barrier_obj();
Number trial_barr = IpCq().trial_barrier_obj();
Number nrm_dx_ds = pow(dx->Nrm2(),2.) + pow(ds->Nrm2(),2.);
if (infeasibility < theta_min_) {
Number biggest_barr = PiecewisePenalty_.BiggestBarr();
accept = Compare_le(trial_barr-biggest_barr, -alpha_primal_test*
piecewisepenalty_gamma_obj_*nrm_dx_ds, curr_barr);
if (!accept) {
return false;
}
}
Number Fzconst, Fzlin;
Fzconst = IpCq().trial_barrier_obj() + alpha_primal_test *
piecewisepenalty_gamma_obj_ * nrm_dx_ds;
Fzlin = IpCq().trial_constraint_violation() + alpha_primal_test *
piecewisepenalty_gamma_infeasi_ * IpCq().curr_constraint_violation();
accept = PiecewisePenalty_.Acceptable(Fzconst, Fzlin);
return accept;
}
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;
}
