// Assume by the time this constructor is called, the number of parameters and constraints has been finalized
InteriorPointOptimizer::InteriorPointOptimizer( const OptimizerSystem& sys )
: OptimizerRep( sys ) {
int n = sys.getNumParameters();
int m = sys.getNumConstraints();
if( n < 1 ) {
const char* where = " InteriorPointOptimizer Initialization";
const char* szName = "dimension";
SimTK_THROW5(SimTK::Exception::ValueOutOfRange, szName, 1, n, INT_MAX, where);
}
// Initialize arrays to store multipliers -- will be used for warm starts
mult_x_L = new Number[n];
mult_x_U = new Number[n];
mult_g = new Number[m];
for(int i=0;i<n;i++) mult_x_L[i] = mult_x_U[i] = 0;
for(int i=0;i<m;i++) mult_g[i] = 0;
g_L = new Number[m];
g_U = new Number[m];
/* set the bounds on the equality constraint functions */
for(int i=0;i<sys.getNumEqualityConstraints();i++){
g_U[i] = g_L[i] = 0.0;
}
/* set the bounds on the inequality constraint functions */
for(int i=sys.getNumEqualityConstraints();i<m;i++){
g_U[i] = SimTK::Real(POSITIVE_INF);
g_L[i] = 0.0;
}
firstOptimization = true;
}
void calcGradient(const Differentiator::DifferentiatorRep& diff, Differentiator::Method m,
const Vector& y0, const Real* fy0p, Vector& gf) const override
{
if (getNumFunctions() != 1)
SimTK_THROW5(Differentiator::OpNotAllowedForFunctionOfThisShape,
"calcGradient", "1xn", "JacobianFunction", getNumFunctions(), getNumParameters());
Vector fy0v(1);
if (fy0p) fy0v[0] = *fy0p;
else {diff.nCallsToUserFunction++; call(y0, fy0v);}
diff.calcJacobian(*this,m,y0,fy0v,gf);
}
void calcDerivative(const Differentiator::DifferentiatorRep& diff, Differentiator::Method m,
Real y0, const Real* fy0p, Real& dfdy) const override
{
if (getNumFunctions() != 1 || getNumParameters() != 1)
SimTK_THROW5(Differentiator::OpNotAllowedForFunctionOfThisShape,
"calcDerivative", "1x1", "JacobianFunction", getNumFunctions(), getNumParameters());
const Vector y0v(1, y0);
Vector fy0v(1);
if (fy0p) fy0v[0] = *fy0p;
else {diff.nCallsToUserFunction++; call(y0v, fy0v);}
Matrix dfdym(1,1, &dfdy); // refers to dfdy directly as data
diff.calcJacobian(*this,m,y0v,fy0v,dfdym);
}
void calcDerivative(const Differentiator::DifferentiatorRep& diff, Differentiator::Method m,
Real y0, const Real* fy0p, Real& dfdy) const override
{
if (getNumParameters() != 1)
SimTK_THROW5(Differentiator::OpNotAllowedForFunctionOfThisShape,
"calcDerivative", "1x1", "GradientFunction", 1, getNumParameters());
const Vector y0v(1, y0);
Real fy0;
if (fy0p) fy0 = *fy0p;
else {diff.nCallsToUserFunction++; call(y0v, fy0);}
Vector dfdyv(1, &dfdy); // refers to dfdy data directly
diff.calcGradient(*this,m,y0v,fy0,dfdyv);
}
LBFGSBOptimizer::LBFGSBOptimizer( const OptimizerSystem& sys )
: OptimizerRep( sys ),
factr( 1.0e7) {
int n,i;
n = sys.getNumParameters();
if( n < 1 ) {
const char* where = "Optimizer Initialization";
const char* szName = "dimension";
SimTK_THROW5(SimTK::Exception::ValueOutOfRange, szName, 1, n, INT_MAX, where);
}
/* We don't yet know what kinds of bounds we'll have so set the bounds
descriptor nbd to an illegal value. */
nbd = new int[n];
for(i=0;i<n;i++)
nbd[i] = -1;
}
