bool
CGPerturbationHandler::PerturbForWrongInertia(
Number& delta_x, Number& delta_s,
Number& delta_c, Number& delta_d)
{
DBG_START_METH("CGPerturbationHandler::PerturbForWrongInertia",
dbg_verbosity);
// Check if we can conclude that components of the system are
// structurally degenerate (we only get here if the most recent
// perturbation for a test did not result in a singular system)
finalize_test();
bool retval = get_deltas_for_wrong_inertia(delta_x, delta_s, delta_c, delta_d);
if (!retval && delta_c==0.) {
DBG_ASSERT(delta_d == 0.);
delta_c_curr_ = delta_cd();
delta_d_curr_ = delta_c_curr_;
delta_x_curr_ = 0.;
delta_s_curr_ = 0.;
test_status_ = NO_TEST;
if (hess_degenerate_ == DEGENERATE) {
hess_degenerate_ = NOT_YET_DETERMINED;
}
retval = get_deltas_for_wrong_inertia(delta_x, delta_s, delta_c, delta_d);
}
return retval;
}
bool
CGPerturbationHandler::ConsiderNewSystem(Number& delta_x, Number& delta_s,
Number& delta_c, Number& delta_d)
{
DBG_START_METH("CGPerturbationHandler::ConsiderNewSystem",dbg_verbosity);
// Check if we can conclude that some components of the system are
// structurally degenerate
finalize_test();
// If the current iterate is restored from a previous iteration,
// initialize perturbationhandler data
if (CGPenData().restor_iter() == IpData().iter_count()) {
hess_degenerate_ = NOT_YET_DETERMINED;
jac_degenerate_ = NOT_YET_DETERMINED;
degen_iters_ = 0;
hess_degenerate_ = NOT_DEGENERATE;
jac_degenerate_ = NOT_DEGENERATE;
delta_x_curr_ = 0.;
delta_s_curr_ = 0.;
delta_c_curr_ = 0.;
delta_d_curr_ = 0.;
delta_x_last_ = 0.;
delta_s_last_ = 0.;
delta_c_last_ = 0.;
delta_d_last_ = 0.;
test_status_ = NO_TEST;
}
// Store the perturbation from the previous matrix
if (reset_last_) {
delta_x_last_ = delta_x_curr_;
delta_s_last_ = delta_s_curr_;
delta_c_last_ = delta_c_curr_;
delta_d_last_ = delta_d_curr_;
}
else {
if (delta_x_curr_ > 0.) {
delta_x_last_ = delta_x_curr_;
}
if (delta_s_curr_ > 0.) {
delta_s_last_ = delta_s_curr_;
}
if (delta_c_curr_ > 0.) {
delta_c_last_ = delta_c_curr_;
}
if (delta_d_curr_ > 0.) {
delta_d_last_ = delta_d_curr_;
}
}
DBG_ASSERT((hess_degenerate_ != NOT_YET_DETERMINED ||
jac_degenerate_ != DEGENERATE) &&
(jac_degenerate_ != NOT_YET_DETERMINED ||
hess_degenerate_ != DEGENERATE));
if (hess_degenerate_ == NOT_YET_DETERMINED ||
jac_degenerate_ == NOT_YET_DETERMINED) {
if (!perturb_always_cd_
|| CGPenCq().curr_cg_pert_fact() < delta_cd()
|| !CGPenData().NeverTryPureNewton()) {
test_status_ = TEST_DELTA_C_EQ_0_DELTA_X_EQ_0;
}
else {
test_status_ = TEST_DELTA_C_GT_0_DELTA_X_EQ_0;
}
}
else {
test_status_ = NO_TEST;
}
Number pert_fact = CGPenCq().curr_cg_pert_fact();
if (jac_degenerate_ == DEGENERATE
|| CGPenData().NeverTryPureNewton()
|| perturb_always_cd_) {
Number mach_eps = std::numeric_limits<Number>::epsilon();
if (pert_fact < 100.*mach_eps
&& jac_degenerate_ == DEGENERATE) {
delta_c = delta_c_curr_ = 100.*mach_eps;
}
else {
delta_c = delta_c_curr_ = pert_fact;
}
}
else {
delta_c = delta_c_curr_ = 0.;
}
CGPenData().SetCurrPenaltyPert(delta_c);
delta_d = delta_d_curr_ = delta_c;
if (hess_degenerate_ == DEGENERATE) {
delta_x_curr_ = 0.;
delta_s_curr_ = 0.;
bool retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
}
else {
delta_x = 0.;
delta_s = delta_x;
}
delta_x_curr_ = delta_x;
delta_s_curr_ = delta_s;
delta_c_curr_ = delta_c;
delta_d_curr_ = delta_d;
IpData().Set_info_regu_x(delta_x);
get_deltas_for_wrong_inertia_called_ = false;
return true;
}
bool
PDPerturbationHandler::PerturbForSingularity(
Number& delta_x, Number& delta_s,
Number& delta_c, Number& delta_d)
{
DBG_START_METH("PDPerturbationHandler::PerturbForSingularity",
dbg_verbosity);
bool retval;
// Check for structural degeneracy
if (hess_degenerate_ == NOT_YET_DETERMINED ||
jac_degenerate_ == NOT_YET_DETERMINED) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Degeneracy test for hess_degenerate_ = %d and jac_degenerate_ = %d\n test_status_ = %d\n",
hess_degenerate_, jac_degenerate_, test_status_);
switch (test_status_) {
case TEST_DELTA_C_EQ_0_DELTA_X_EQ_0:
DBG_ASSERT(delta_x_curr_ == 0. && delta_c_curr_ == 0.);
// in this case we haven't tried anything for this matrix yet
if (jac_degenerate_ == NOT_YET_DETERMINED) {
delta_d_curr_ = delta_c_curr_ = delta_cd();
test_status_ = TEST_DELTA_C_GT_0_DELTA_X_EQ_0;
}
else {
DBG_ASSERT(hess_degenerate_ == NOT_YET_DETERMINED);
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
DBG_ASSERT(delta_c == 0. && delta_d == 0.);
test_status_ = TEST_DELTA_C_EQ_0_DELTA_X_GT_0;
}
break;
case TEST_DELTA_C_GT_0_DELTA_X_EQ_0:
DBG_ASSERT(delta_x_curr_ == 0. && delta_c_curr_ > 0.);
DBG_ASSERT(jac_degenerate_ == NOT_YET_DETERMINED);
delta_d_curr_ = delta_c_curr_ = 0.;
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
DBG_ASSERT(delta_c == 0. && delta_d == 0.);
test_status_ = TEST_DELTA_C_EQ_0_DELTA_X_GT_0;
break;
case TEST_DELTA_C_EQ_0_DELTA_X_GT_0:
DBG_ASSERT(delta_x_curr_ > 0. && delta_c_curr_ == 0.);
delta_d_curr_ = delta_c_curr_ = delta_cd();
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
test_status_ = TEST_DELTA_C_GT_0_DELTA_X_GT_0;
break;
case TEST_DELTA_C_GT_0_DELTA_X_GT_0:
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
break;
case NO_TEST:
DBG_ASSERT(false && "we should not get here.");
}
}
else {
if (delta_c_curr_ > 0. || get_deltas_for_wrong_inertia_called_) {
// If we already used a perturbation for the constraints, we do
// the same thing as if we were encountering negative curvature
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Can't get_deltas_for_wrong_inertia for delta_x_curr_ = %e and delta_c_curr_ = %e\n",
delta_x_curr_, delta_c_curr_);
return false;
}
}
else {
// Otherwise we now perturb the lower right corner
delta_d_curr_ = delta_c_curr_ = delta_cd();
// ToDo - also perturb Hessian?
IpData().Append_info_string("L");
}
}
delta_x = delta_x_curr_;
delta_s = delta_s_curr_;
delta_c = delta_c_curr_;
delta_d = delta_d_curr_;
IpData().Set_info_regu_x(delta_x);
return true;
}
bool
CGPerturbationHandler::PerturbForSingularity(
Number& delta_x, Number& delta_s,
Number& delta_c, Number& delta_d)
{
DBG_START_METH("CGPerturbationHandler::PerturbForSingularity",
dbg_verbosity);
bool retval;
// Check for structural degeneracy
if (hess_degenerate_ == NOT_YET_DETERMINED ||
jac_degenerate_ == NOT_YET_DETERMINED) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Degeneracy test for hess_degenerate_ = %d and jac_degenerate_ = %d\n test_status_ = %d\n",
hess_degenerate_, jac_degenerate_, test_status_);
switch (test_status_) {
case TEST_DELTA_C_EQ_0_DELTA_X_EQ_0:
DBG_ASSERT(delta_x_curr_ == 0. && delta_c_curr_ == 0.);
// in this case we haven't tried anything for this matrix yet
if (jac_degenerate_ == NOT_YET_DETERMINED) {
delta_d_curr_ = delta_c_curr_ = delta_cd();
test_status_ = TEST_DELTA_C_GT_0_DELTA_X_EQ_0;
}
else {
DBG_ASSERT(hess_degenerate_ == NOT_YET_DETERMINED);
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
DBG_ASSERT(delta_c == 0. && delta_d == 0.);
test_status_ = TEST_DELTA_C_EQ_0_DELTA_X_GT_0;
}
break;
case TEST_DELTA_C_GT_0_DELTA_X_EQ_0:
DBG_ASSERT(delta_x_curr_ == 0. && delta_c_curr_ > 0.);
DBG_ASSERT(jac_degenerate_ == NOT_YET_DETERMINED);
//if (!perturb_always_cd_) {
delta_d_curr_ = delta_c_curr_ =
Max(delta_cd(), CGPenCq().curr_cg_pert_fact());
//delta_d_curr_ = delta_c_curr_ =
// Max(delta_cd(), CGPenCq().curr_cg_pert_fact());
if (delta_d_curr_ < delta_cd()) {
test_status_ = TEST_DELTA_C_EQ_0_DELTA_X_GT_0;
}
else {
test_status_ = TEST_DELTA_C_GT_0_DELTA_X_GT_0;
}
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
DBG_ASSERT(true || delta_c == 0. && delta_d == 0.);
test_status_ = TEST_DELTA_C_EQ_0_DELTA_X_GT_0;
//}
/*
else {
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
DBG_ASSERT(delta_c > 0. && delta_d > 0.);
test_status_ = TEST_DELTA_C_GT_0_DELTA_X_GT_0;
}*/
break;
case TEST_DELTA_C_EQ_0_DELTA_X_GT_0:
DBG_ASSERT(delta_x_curr_ > 0. && delta_c_curr_ == 0.);
delta_d_curr_ = delta_c_curr_ = Max(delta_cd(), CGPenCq().curr_cg_pert_fact());
//delta_d_curr_ = delta_c_curr_ = CGPenCq().curr_cg_pert_fact();
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
test_status_ = TEST_DELTA_C_GT_0_DELTA_X_GT_0;
break;
case TEST_DELTA_C_GT_0_DELTA_X_GT_0:
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
break;
case NO_TEST:
DBG_ASSERT(false && "we should not get here.");
}
}
else {
if (delta_c_curr_ > 0. || get_deltas_for_wrong_inertia_called_) {
// If we already used a perturbation for the constraints, we do
// the same thing as if we were encountering negative curvature
retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Can't get_deltas_for_wrong_inertia for delta_x_curr_ = %e and delta_c_curr_ = %e\n",
delta_x_curr_, delta_c_curr_);
return false;
}
}
else {
// Otherwise we now perturb the lower right corner
delta_d_curr_ = delta_c_curr_ = delta_cd();
// ToDo - also perturb Hessian?
IpData().Append_info_string("L");
Number curr_inf = IpCq().curr_primal_infeasibility(NORM_2);
if (!CGPenData().NeverTryPureNewton()
&& curr_inf > mult_diverg_feasibility_tol_) {
Number penalty = CGPenCq().compute_curr_cg_penalty_scale();
penalty = Min(penalty_max_, Max(penalty,
CGPenData().curr_kkt_penalty()));
CGPenData().Set_kkt_penalty(penalty);
Number mach_pro = std::numeric_limits<Number>::epsilon();
delta_d_curr_ = delta_c_curr_ =
Max(1e3*mach_pro,Max(CGPenCq().curr_cg_pert_fact(),delta_cd()));
IpData().Append_info_string("u");
}
}
}
delta_x = delta_x_curr_;
delta_s = delta_s_curr_;
delta_c = delta_c_curr_;
delta_d = delta_d_curr_;
IpData().Set_info_regu_x(delta_x);
return true;
}
bool
PDPerturbationHandler::ConsiderNewSystem(Number& delta_x, Number& delta_s,
Number& delta_c, Number& delta_d)
{
DBG_START_METH("PDPerturbationHandler::ConsiderNewSystem",dbg_verbosity);
// Check if we can conclude that some components of the system are
// structurally degenerate
finalize_test();
// Store the perturbation from the previous matrix
if (reset_last_) {
delta_x_last_ = delta_x_curr_;
delta_s_last_ = delta_s_curr_;
delta_c_last_ = delta_c_curr_;
delta_d_last_ = delta_d_curr_;
}
else {
if (delta_x_curr_ > 0.) {
delta_x_last_ = delta_x_curr_;
}
if (delta_s_curr_ > 0.) {
delta_s_last_ = delta_s_curr_;
}
if (delta_c_curr_ > 0.) {
delta_c_last_ = delta_c_curr_;
}
if (delta_d_curr_ > 0.) {
delta_d_last_ = delta_d_curr_;
}
}
DBG_ASSERT((hess_degenerate_ != NOT_YET_DETERMINED ||
jac_degenerate_ != DEGENERATE) &&
(jac_degenerate_ != NOT_YET_DETERMINED ||
hess_degenerate_ != DEGENERATE));
if (hess_degenerate_ == NOT_YET_DETERMINED ||
jac_degenerate_ == NOT_YET_DETERMINED) {
test_status_ = TEST_DELTA_C_EQ_0_DELTA_X_EQ_0;
}
else {
test_status_ = NO_TEST;
}
if (jac_degenerate_ == DEGENERATE) {
delta_c = delta_c_curr_ = delta_cd();
IpData().Append_info_string("l");
}
else {
delta_c = delta_c_curr_ = 0.;
}
delta_d = delta_d_curr_ = delta_c;
if (hess_degenerate_ == DEGENERATE) {
delta_x_curr_ = 0.;
delta_s_curr_ = 0.;
bool retval = get_deltas_for_wrong_inertia(delta_x, delta_s,
delta_c, delta_d);
if (!retval) {
return false;
}
}
else {
delta_x = 0.;
delta_s = delta_x;
}
delta_x_curr_ = delta_x;
delta_s_curr_ = delta_s;
delta_c_curr_ = delta_c;
delta_d_curr_ = delta_d;
IpData().Set_info_regu_x(delta_x);
get_deltas_for_wrong_inertia_called_ = false;
return true;
}