WorhpMemory::~WorhpMemory() {
if (this->init_) {
if (this->worhp_p.initialised || this->worhp_o.initialised ||
this->worhp_w.initialised || this->worhp_c.initialised) {
WorhpFree(&this->worhp_o, &this->worhp_w, &this->worhp_p, &this->worhp_c);
}
}
}
void WorhpInterface::set_work(void* mem, const double**& arg, double**& res,
casadi_int*& iw, double*& w) const {
auto m = static_cast<WorhpMemory*>(mem);
// Set work in base classes
Nlpsol::set_work(mem, arg, res, iw, w);
// Free existing Worhp memory (except parameters)
m->worhp_p.initialised = false; // Avoid freeing the memory for parameters
if (m->worhp_o.initialised || m->worhp_w.initialised || m->worhp_c.initialised) {
WorhpFree(&m->worhp_o, &m->worhp_w, &m->worhp_p, &m->worhp_c);
}
m->worhp_p.initialised = true;
// Number of (free) variables
m->worhp_o.n = nx_;
// Number of constraints
m->worhp_o.m = ng_;
/// Control data structure needs to be reset every time
m->worhp_c.initialised = false;
m->worhp_w.initialised = false;
m->worhp_o.initialised = false;
// Worhp uses the CS format internally, hence it is the preferred sparse matrix format.
m->worhp_w.DF.nnz = nx_;
if (m->worhp_o.m>0) {
m->worhp_w.DG.nnz = jacg_sp_.nnz(); // Jacobian of G
} else {
m->worhp_w.DG.nnz = 0;
}
if (true /*m->worhp_w.HM.NeedStructure*/) { // not initialized
m->worhp_w.HM.nnz = nx_ + hesslag_sp_.nnz_lower(true);
} else {
m->worhp_w.HM.nnz = 0;
}
/* Data structure initialisation. */
WorhpInit(&m->worhp_o, &m->worhp_w, &m->worhp_p, &m->worhp_c);
m->init_ = true;
if (m->worhp_c.status != FirstCall) {
string msg = return_codes(m->worhp_c.status);
casadi_error("Main: Initialisation failed. Status: " + msg);
}
if (m->worhp_w.DF.NeedStructure) {
for (casadi_int i=0; i<nx_; ++i) {
m->worhp_w.DF.row[i] = i + 1; // Index-1 based
}
}
if (m->worhp_o.m>0 && m->worhp_w.DG.NeedStructure) {
casadi_int nz=0;
const casadi_int* colind = jacg_sp_.colind();
const casadi_int* row = jacg_sp_.row();
for (casadi_int c=0; c<nx_; ++c) {
for (casadi_int el=colind[c]; el<colind[c+1]; ++el) {
casadi_int r = row[el];
m->worhp_w.DG.col[nz] = c + 1; // Index-1 based
m->worhp_w.DG.row[nz] = r + 1;
nz++;
}
}
}
if (m->worhp_w.HM.NeedStructure) {
// Get the sparsity pattern of the Hessian
const casadi_int* colind = hesslag_sp_.colind();
const casadi_int* row = hesslag_sp_.row();
casadi_int nz=0;
// Strictly lower triangular part of the Hessian (note CCS -> CRS format change)
for (casadi_int c=0; c<nx_; ++c) {
for (casadi_int el=colind[c]; el<colind[c+1]; ++el) {
if (row[el]>c) {
m->worhp_w.HM.row[nz] = row[el] + 1;
m->worhp_w.HM.col[nz] = c + 1;
nz++;
}
}
}
// Diagonal always included
for (casadi_int r=0; r<nx_; ++r) {
m->worhp_w.HM.row[nz] = r + 1;
m->worhp_w.HM.col[nz] = r + 1;
nz++;
}
}
}
void WorhpInternal::reset(){
// Number of (free) variables
worhp_o_.n = nx_;
// Number of constraints
worhp_o_.m = ng_;
// Free existing Worhp memory (except parameters)
bool p_init_backup = worhp_p_.initialised;
worhp_p_.initialised = false; // Avoid freeing the memory for parameters
if (worhp_o_.initialised || worhp_w_.initialised || worhp_c_.initialised){
WorhpFree(&worhp_o_, &worhp_w_, &worhp_p_, &worhp_c_);
}
worhp_p_.initialised = p_init_backup;
/// Control data structure needs to be reset every time
worhp_c_.initialised = false;
worhp_w_.initialised = false;
worhp_o_.initialised = false;
// Worhp uses the CS format internally, hence it is the preferred sparse matrix format.
worhp_w_.DF.nnz = nx_;
if (worhp_o_.m>0) {
worhp_w_.DG.nnz = jacG_.output().size(); // Jacobian of G
} else {
worhp_w_.DG.nnz = 0;
}
if (exact_hessian_ /*worhp_w_.HM.NeedStructure*/) { // not initialized
// Get the sparsity pattern of the Hessian
const Sparsity& spHessLag = this->spHessLag();
const vector<int>& colind = spHessLag.colind();
const vector<int>& row = spHessLag.row();
// Get number of nonzeros in the lower triangular part of the Hessian including full diagonal
worhp_w_.HM.nnz = nx_; // diagonal entries
for(int c=0; c<nx_; ++c){
for(int el=colind[c]; el<colind[c+1] && row[el]<c; ++el){
worhp_w_.HM.nnz++; // strictly lower triangular part
}
}
} else {
worhp_w_.HM.nnz = 0;
}
/* Data structure initialisation. */
WorhpInit(&worhp_o_, &worhp_w_, &worhp_p_, &worhp_c_);
if (worhp_c_.status != FirstCall) {
casadi_error("Main: Initialisation failed. Status: " << formatStatus(worhp_c_.status));
}
if (worhp_w_.DF.NeedStructure){
for(int i=0; i<nx_; ++i){
worhp_w_.DF.row[i] = i + 1; // Index-1 based
}
}
if (worhp_o_.m>0 && worhp_w_.DG.NeedStructure) {
// Get sparsity pattern. Note WORHP is column major
const DMatrix & J = jacG_.output(JACG_JAC);
int nz=0;
const vector<int>& colind = J.colind();
const vector<int>& row = J.row();
for(int c=0; c<nx_; ++c){
for(int el=colind[c]; el<colind[c+1]; ++el){
int r = row[el];
worhp_w_.DG.col[nz] = c + 1; // Index-1 based
worhp_w_.DG.row[nz] = r + 1;
nz++;
}
}
}
if (worhp_w_.HM.NeedStructure) {
// Get the sparsity pattern of the Hessian
const Sparsity& spHessLag = this->spHessLag();
const vector<int>& colind = spHessLag.colind();
const vector<int>& row = spHessLag.row();
int nz=0;
// Upper triangular part of the Hessian (note CCS -> CRS format change)
for(int c=0; c<nx_; ++c){
for(int el=colind[c]; el<colind[c+1]; ++el){
if(row[el]>c){
worhp_w_.HM.row[nz] = row[el] + 1;
worhp_w_.HM.col[nz] = c + 1;
nz++;
}
}
}
// Diagonal always included
for(int r=0; r<nx_; ++r){
worhp_w_.HM.row[nz] = r + 1;
worhp_w_.HM.col[nz] = r + 1;
nz++;
}
}
}
/**
* Run the WORHP algorithm.
*
* @param[in,out] pop input/output pagmo::population to be evolved.
*/
void worhp::evolve(pagmo::population& pop) const {
if (pop.size() == 0) {
return;
}
const auto& prob = pop.problem();
if (prob.get_i_dimension() != 0) {
pagmo_throw(value_error,
"The problem has an integer part and WORHP is not suitable to solve it.");
}
if (prob.get_f_dimension() != 1) {
pagmo_throw(value_error,
"The problem is not single objective and WORHP is not suitable to solve it");
}
// We check the screen output again as the user may have changed it
if (m_screen_output) {
SetWorhpPrint(default_output);
} else {
SetWorhpPrint(no_screen_output);
}
OptVar opt;
Control control;
Params params;
Workspace workspace;
opt.initialised = false;
control.initialised = false;
params.initialised = false;
workspace.initialised = false;
opt.n = prob.get_dimension(); // number of variables
opt.m = prob.get_c_dimension(); // number of constraints
auto n_eq = prob.get_c_dimension() - prob.get_ic_dimension(); // number of equality constraints
// specify nonzeros of derivative matrixes
workspace.DF.nnz = opt.n; // dense
workspace.DG.nnz = opt.n * opt.m; // dense
workspace.HM.nnz = opt.n;
WorhpInit(&opt, &workspace, ¶ms, &control);
assert(control.status == FirstCall);
params = m_params;
// Specify a derivative free case
params.UserDF = false;
params.UserDG = false;
params.UserHM = false;
params.initialised = true;
// Initialization of variables
const auto best_idx = pop.get_best_idx();
pagmo::decision_vector x = pop.get_individual(best_idx).cur_x;
for (int i = 0; i < opt.n; ++i) {
opt.X[i] = x[i];
opt.Lambda[i] = 0;
opt.XL[i] = prob.get_lb()[i];
opt.XU[i] = prob.get_ub()[i];
}
// Equality constraints
for (auto i = 0u; i < n_eq; ++i) {
opt.Mu[i] = 0;
opt.GL[i] = 0;
opt.GU[i] = 0;
}
// Inequality constraints
for (auto i = n_eq; i < unsigned(opt.m); ++i) {
opt.Mu[i] = 0;
opt.GL[i] = -params.Infty;
opt.GU[i] = 0;
}
// Define HM as a diagonal LT-CS-matrix, but only if needed by WORHP
// Not sure if this is needed at all
if (workspace.HM.NeedStructure) {
for(int i = 0; i < workspace.HM.nnz; ++i)
{
workspace.HM.row[i] = i + 1;
workspace.HM.col[i] = i + 1;
}
}
while (control.status < TerminateSuccess && control.status > TerminateError) {
if (GetUserAction(&control, callWorhp)) {
Worhp(&opt, &workspace, ¶ms, &control);
}
if (GetUserAction(&control, iterOutput))
{
IterationOutput(&opt, &workspace, ¶ms, &control);
DoneUserAction(&control, iterOutput);
}
if (GetUserAction(&control, evalF)) {
for (int i = 0; i < opt.n; ++i) {
x[i] = opt.X[i];
}
auto f = prob.objfun(x);
opt.F = workspace.ScaleObj * f[0];
DoneUserAction(&control, evalF);
}
if (GetUserAction(&control, evalG)) {
for (int i = 0; i < opt.n; ++i) {
x[i] = opt.X[i];
}
auto g = prob.compute_constraints(x);
for (int i = 0; i < opt.m; ++i) {
opt.G[i] = g[i];
}
DoneUserAction(&control, evalG);
}
if (GetUserAction(&control, fidif)) {
WorhpFidif(&opt, &workspace, ¶ms, &control);
}
}
for (int i = 0; i < opt.n; ++i) {
x[i] = opt.X[i];
}
pop.set_x(best_idx, x);
StatusMsg(&opt, &workspace, ¶ms, &control);
WorhpFree(&opt, &workspace, ¶ms, &control);
}
WorhpInternal::~WorhpInternal(){
if (worhp_p_.initialised || worhp_o_.initialised || worhp_w_.initialised || worhp_c_.initialised)
WorhpFree(&worhp_o_, &worhp_w_, &worhp_p_, &worhp_c_);
}
