//------------------------------------------------------------------------ // Initialization subroutine //------------------------------------------------------------------------ void OptBCEllipsoid::initOpt() { NLP1 *nlp = nlprob(); int i,n = nlp->getDim(); double dtmp=0.0; time_t t; char *c; // Get date and print out header t = time(NULL); c = asctime(localtime(&t)); *optout << "**********************************************************\n"; *optout << "OPT++ version " << OPT_GLOBALS::OPT_VERSION << "\n"; *optout << "Job run at " << c << "\n"; copyright(); *optout << "**********************************************************\n"; // Read in OPT++ input file if it exists. Be aware that anything in // the input file will override any variable set so far nlp->initFcn(); SerialDenseVector<int,double> xc(nlp->getXc().length()); xc = nlp->getXc(); readOptInput(); if (debug_) nlp->setDebug(); ret_code = 0; if(nlp->hasConstraints()){ CompoundConstraint* constraints = nlp->getConstraints(); SerialDenseVector<int,double> xstart(nlp->getXc().length()); xstart = nlp->getXc(); double feas_tol = tol.getCTol(); bool feasible = constraints->amIFeasible(xstart, feas_tol); if (!feasible) { *optout << "OptBCEllipsoid WARNING: Initial guess not feasible.\n" << "Ellipsoid may be unable to make progress." << endl; } } if (ret_code == 0) { nlp->evalF(); // if initial radius of ellipsoid is not specified, set it to something if (initial_radius < 0.0e0) { for (i=1; i<=n; i++) dtmp = max(dtmp, fabs(xc(i))); initial_radius = 1.0e1 * dtmp + 1.0e5; } *optout << "\n Iter F(x) Steplength " << "fevals gevals\n\n"; if(debug_) *optout << "Radius of initial ellipsoid = " << initial_radius << "\n"; } }