//This function reads the position where the user clicks to determine the desired action
pair< ActionType, vector<GridItem*> > Input::GetUserAction() const
{
vector<GridItem*> ReturnedPointers;
int x,y;
clicktype Clk;
Clk=pWind->WaitMouseClick(x, y); //Get the coordinates of the user click
GridItem*tmp = NULL;
tmp = Interface->getAction(GraphicsInfo(x, y));
if (tmp == NULL)
return make_pair(DSN_AREA,ReturnedPointers);
else
{
ReturnedPointers.push_back(tmp);
if (Clk == LEFT_CLICK)
{
return make_pair(tmp->Leftpress(), ReturnedPointers);
}
else if (Clk == RIGHT_CLICK)
{
return make_pair(tmp->RightPress(), ReturnedPointers);
}
else if (Clk == NO_CLICK)
{
tmp->hover();
GetUserAction();
}
}
}
/**
* 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);
}
int WorhpInterface::solve(void* mem) const {
auto m = static_cast<WorhpMemory*>(mem);
if (m->lbg && m->ubg) {
for (casadi_int i=0; i<ng_; ++i) {
casadi_assert(!(m->lbg[i]==-inf && m->ubg[i] == inf),
"WorhpInterface::evaluate: Worhp cannot handle the case when both "
"LBG and UBG are infinite."
"You have that case at non-zero " + str(i)+ "."
"Reformulate your problem eliminating the corresponding constraint.");
}
}
// Pass inputs to WORHP data structures
casadi_copy(m->x, nx_, m->worhp_o.X);
casadi_copy(m->lbx, nx_, m->worhp_o.XL);
casadi_copy(m->ubx, nx_, m->worhp_o.XU);
casadi_copy(m->lam_x, nx_, m->worhp_o.Lambda);
if (m->worhp_o.m>0) {
casadi_copy(m->lam_g, ng_, m->worhp_o.Mu);
casadi_copy(m->lbg, ng_, m->worhp_o.GL);
casadi_copy(m->ubg, ng_, m->worhp_o.GU);
}
// Replace infinite bounds with m->worhp_p.Infty
double inf = numeric_limits<double>::infinity();
for (casadi_int i=0; i<nx_; ++i)
if (m->worhp_o.XL[i]==-inf) m->worhp_o.XL[i] = -m->worhp_p.Infty;
for (casadi_int i=0; i<nx_; ++i)
if (m->worhp_o.XU[i]== inf) m->worhp_o.XU[i] = m->worhp_p.Infty;
for (casadi_int i=0; i<ng_; ++i)
if (m->worhp_o.GL[i]==-inf) m->worhp_o.GL[i] = -m->worhp_p.Infty;
for (casadi_int i=0; i<ng_; ++i)
if (m->worhp_o.GU[i]== inf) m->worhp_o.GU[i] = m->worhp_p.Infty;
if (verbose_) casadi_message("WorhpInterface::starting iteration");
bool firstIteration = true;
// Reverse Communication loop
while (m->worhp_c.status < TerminateSuccess && m->worhp_c.status > TerminateError) {
if (GetUserAction(&m->worhp_c, callWorhp)) {
Worhp(&m->worhp_o, &m->worhp_w, &m->worhp_p, &m->worhp_c);
}
if (GetUserAction(&m->worhp_c, iterOutput)) {
if (!firstIteration) {
firstIteration = true;
if (!fcallback_.is_null()) {
m->iter = m->worhp_w.MajorIter;
m->iter_sqp = m->worhp_w.MinorIter;
m->inf_pr = m->worhp_w.NormMax_CV;
m->inf_du = m->worhp_p.ScaledKKT;
m->alpha_pr = m->worhp_w.ArmijoAlpha;
// Inputs
fill_n(m->arg, fcallback_.n_in(), nullptr);
m->arg[NLPSOL_X] = m->worhp_o.X;
m->arg[NLPSOL_F] = &m->worhp_o.F;
m->arg[NLPSOL_G] = m->worhp_o.G;
m->arg[NLPSOL_LAM_P] = nullptr;
m->arg[NLPSOL_LAM_X] = m->worhp_o.Lambda;
m->arg[NLPSOL_LAM_G] = m->worhp_o.Mu;
// Outputs
fill_n(m->res, fcallback_.n_out(), nullptr);
double ret_double;
m->res[0] = &ret_double;
m->fstats.at("callback_fun").tic();
// Evaluate the callback function
fcallback_(m->arg, m->res, m->iw, m->w, 0);
m->fstats.at("callback_fun").toc();
casadi_int ret = static_cast<casadi_int>(ret_double);
if (ret) m->worhp_c.status = TerminateError;
}
}
IterationOutput(&m->worhp_o, &m->worhp_w, &m->worhp_p, &m->worhp_c);
DoneUserAction(&m->worhp_c, iterOutput);
}
if (GetUserAction(&m->worhp_c, evalF)) {
m->arg[0] = m->worhp_o.X;
m->arg[1] = m->p;
m->res[0] = &m->worhp_o.F;
calc_function(m, "nlp_f");
m->f = m->worhp_o.F; // Store cost, before scaling
m->worhp_o.F *= m->worhp_w.ScaleObj;
DoneUserAction(&m->worhp_c, evalF);
}
if (GetUserAction(&m->worhp_c, evalG)) {
m->arg[0] = m->worhp_o.X;
m->arg[1] = m->p;
m->res[0] = m->worhp_o.G;
calc_function(m, "nlp_g");
DoneUserAction(&m->worhp_c, evalG);
}
if (GetUserAction(&m->worhp_c, evalDF)) {
m->arg[0] = m->worhp_o.X;
m->arg[1] = m->p;
m->res[0] = nullptr;
m->res[1] = m->worhp_w.DF.val;
calc_function(m, "nlp_grad_f");
casadi_scal(nx_, m->worhp_w.ScaleObj, m->worhp_w.DF.val);
DoneUserAction(&m->worhp_c, evalDF);
}
if (GetUserAction(&m->worhp_c, evalDG)) {
m->arg[0] = m->worhp_o.X;
m->arg[1] = m->p;
m->res[0] = nullptr;
m->res[1] = m->worhp_w.DG.val;
calc_function(m, "nlp_jac_g");
DoneUserAction(&m->worhp_c, evalDG);
}
if (GetUserAction(&m->worhp_c, evalHM)) {
m->arg[0] = m->worhp_o.X;
m->arg[1] = m->p;
m->arg[2] = &m->worhp_w.ScaleObj;
m->arg[3] = m->worhp_o.Mu;
m->res[0] = m->worhp_w.HM.val;
calc_function(m, "nlp_hess_l");
// Diagonal values
double *dval = m->w;
casadi_fill(dval, nx_, 0.);
// Remove diagonal
const casadi_int* colind = hesslag_sp_.colind();
const casadi_int* row = hesslag_sp_.row();
casadi_int ind=0;
for (casadi_int c=0; c<nx_; ++c) {
for (casadi_int el=colind[c]; el<colind[c+1]; ++el) {
if (row[el]==c) {
dval[c] = m->worhp_w.HM.val[el];
} else {
m->worhp_w.HM.val[ind++] = m->worhp_w.HM.val[el];
}
}
}
// Add diagonal entries at the end
casadi_copy(dval, nx_, m->worhp_w.HM.val+ind);
DoneUserAction(&m->worhp_c, evalHM);
}
if (GetUserAction(&m->worhp_c, fidif)) {
WorhpFidif(&m->worhp_o, &m->worhp_w, &m->worhp_p, &m->worhp_c);
}
}
// Copy outputs
casadi_copy(m->worhp_o.X, nx_, m->x);
casadi_copy(m->worhp_o.G, ng_, m->g);
casadi_copy(m->worhp_o.Lambda, nx_, m->lam_x);
casadi_copy(m->worhp_o.Mu, ng_, m->lam_g);
StatusMsg(&m->worhp_o, &m->worhp_w, &m->worhp_p, &m->worhp_c);
m->return_code = m->worhp_c.status;
m->return_status = return_codes(m->worhp_c.status);
m->success = m->return_code > TerminateSuccess;
return 0;
}
void WorhpInternal::evaluate(){
log("WorhpInternal::evaluate");
if (gather_stats_) {
Dictionary iterations;
iterations["iter_sqp"] = std::vector<int>();
iterations["inf_pr"] = std::vector<double>();
iterations["inf_du"] = std::vector<double>();
iterations["obj"] = std::vector<double>();
iterations["alpha_pr"] = std::vector<double>();
stats_["iterations"] = iterations;
}
// Prepare the solver
reset();
if (inputs_check_) checkInputs();
checkInitialBounds();
// Reset the counters
t_eval_f_ = t_eval_grad_f_ = t_eval_g_ = t_eval_jac_g_ = t_eval_h_ = t_callback_fun_ = t_callback_prepare_ = t_mainloop_ = 0;
n_eval_f_ = n_eval_grad_f_ = n_eval_g_ = n_eval_jac_g_ = n_eval_h_ = 0;
// Get inputs
log("WorhpInternal::evaluate: Reading user inputs");
const DMatrix& x0 = input(NLP_SOLVER_X0);
const DMatrix& lbx = input(NLP_SOLVER_LBX);
const DMatrix& ubx = input(NLP_SOLVER_UBX);
const DMatrix& lam_x0 = input(NLP_SOLVER_LAM_X0);
const DMatrix& lbg = input(NLP_SOLVER_LBG);
const DMatrix& ubg = input(NLP_SOLVER_UBG);
const DMatrix& lam_g0 = input(NLP_SOLVER_LAM_G0);
double inf = numeric_limits<double>::infinity();
for (int i=0;i<nx_;++i) {
casadi_assert_message(lbx.at(i)!=ubx.at(i),"WorhpSolver::evaluate: Worhp cannot handle the case when LBX == UBX. You have that case at non-zero " << i << " , which has value " << ubx.at(i) << ". Reformulate your problem by using a parameter for the corresponding variable.");
}
for (int i=0;i<lbg.size();++i) {
casadi_assert_message(!(lbg.at(i)==-inf && ubg.at(i) == inf),"WorhpSolver::evaluate: Worhp cannot handle the case when both LBG and UBG are infinite. You have that case at non-zero " << i << ". Reformulate your problem eliminating the corresponding constraint.");
}
// Pass inputs to WORHP data structures
x0.getArray(worhp_o_.X,worhp_o_.n);
lbx.getArray(worhp_o_.XL,worhp_o_.n);
ubx.getArray(worhp_o_.XU,worhp_o_.n);
lam_x0.getArray(worhp_o_.Lambda,worhp_o_.n);
if (worhp_o_.m>0){
lam_g0.getArray(worhp_o_.Mu,worhp_o_.m);
lbg.getArray(worhp_o_.GL,worhp_o_.m);
ubg.getArray(worhp_o_.GU,worhp_o_.m);
}
// Replace infinite bounds with worhp_p_.Infty
for(int i=0; i<nx_; ++i) if(worhp_o_.XL[i]==-inf) worhp_o_.XL[i] = -worhp_p_.Infty;
for(int i=0; i<nx_; ++i) if(worhp_o_.XU[i]== inf) worhp_o_.XU[i] = worhp_p_.Infty;
for(int i=0; i<ng_; ++i) if(worhp_o_.GL[i]==-inf) worhp_o_.GL[i] = -worhp_p_.Infty;
for(int i=0; i<ng_; ++i) if(worhp_o_.GU[i]== inf) worhp_o_.GU[i] = worhp_p_.Infty;
log("WorhpInternal::starting iteration");
double time1 = clock();
// Reverse Communication loop
while(worhp_c_.status < TerminateSuccess && worhp_c_.status > TerminateError) {
if (GetUserAction(&worhp_c_, callWorhp)) {
Worhp(&worhp_o_, &worhp_w_, &worhp_p_, &worhp_c_);
}
if (GetUserAction(&worhp_c_, iterOutput)) {
if (!worhp_w_.FirstIteration) {
if (gather_stats_) {
Dictionary & iterations = stats_["iterations"];
static_cast<std::vector<int> &>(iterations["iter_sqp"]).push_back(worhp_w_.MinorIter);
static_cast<std::vector<double> &>(iterations["inf_pr"]).push_back(worhp_w_.NormMax_CV);
static_cast<std::vector<double> &>(iterations["inf_du"]).push_back(worhp_w_.ScaledKKT);
static_cast<std::vector<double> &>(iterations["obj"]).push_back(worhp_o_.F);
static_cast<std::vector<double> &>(iterations["alpha_pr"]).push_back(worhp_w_.ArmijoAlpha);
}
if (!callback_.isNull()) {
double time1 = clock();
// Copy outputs
if (!output(NLP_SOLVER_X).isEmpty())
output(NLP_SOLVER_X).setArray(worhp_o_.X,worhp_o_.n);
if (!output(NLP_SOLVER_F).isEmpty())
output(NLP_SOLVER_F).set(worhp_o_.F);
if (!output(NLP_SOLVER_G).isEmpty())
output(NLP_SOLVER_G).setArray(worhp_o_.G,worhp_o_.m);
if (!output(NLP_SOLVER_LAM_X).isEmpty())
output(NLP_SOLVER_LAM_X).setArray(worhp_o_.Lambda,worhp_o_.n);
if (!output(NLP_SOLVER_LAM_G).isEmpty())
output(NLP_SOLVER_LAM_G).setArray(worhp_o_.Mu,worhp_o_.m);
Dictionary iteration;
iteration["iter"] = worhp_w_.MajorIter;
iteration["iter_sqp"] = worhp_w_.MinorIter;
iteration["inf_pr"] = worhp_w_.NormMax_CV;
iteration["inf_du"] = worhp_w_.ScaledKKT;
iteration["obj"] = worhp_o_.F;
iteration["alpha_pr"] = worhp_w_.ArmijoAlpha;
stats_["iteration"] = iteration;
double time2 = clock();
t_callback_prepare_ += double(time2-time1)/CLOCKS_PER_SEC;
time1 = clock();
int ret = callback_(ref_,user_data_);
time2 = clock();
t_callback_fun_ += double(time2-time1)/CLOCKS_PER_SEC;
if(ret) worhp_c_.status = TerminatedByUser;
}
}
IterationOutput(&worhp_o_, &worhp_w_, &worhp_p_, &worhp_c_);
DoneUserAction(&worhp_c_, iterOutput);
}
if (GetUserAction(&worhp_c_, evalF)) {
eval_f(worhp_o_.X, worhp_w_.ScaleObj, worhp_o_.F);
DoneUserAction(&worhp_c_, evalF);
}
if (GetUserAction(&worhp_c_, evalG)) {
eval_g(worhp_o_.X, worhp_o_.G);
DoneUserAction(&worhp_c_, evalG);
}
if (GetUserAction(&worhp_c_, evalDF)) {
eval_grad_f(worhp_o_.X, worhp_w_.ScaleObj, worhp_w_.DF.val);
DoneUserAction(&worhp_c_, evalDF);
}
if (GetUserAction(&worhp_c_, evalDG)) {
eval_jac_g(worhp_o_.X,worhp_w_.DG.val);
DoneUserAction(&worhp_c_, evalDG);
}
if (GetUserAction(&worhp_c_, evalHM)) {
eval_h(worhp_o_.X, worhp_w_.ScaleObj, worhp_o_.Mu, worhp_w_.HM.val);
DoneUserAction(&worhp_c_, evalHM);
}
if (GetUserAction(&worhp_c_, fidif)) {
WorhpFidif(&worhp_o_, &worhp_w_, &worhp_p_, &worhp_c_);
}
}
double time2 = clock();
t_mainloop_ += double(time2-time1)/CLOCKS_PER_SEC;
// Copy outputs
output(NLP_SOLVER_X).setArray(worhp_o_.X,worhp_o_.n,DENSE);
output(NLP_SOLVER_F).set(worhp_o_.F);
output(NLP_SOLVER_G).setArray(worhp_o_.G,worhp_o_.m,DENSE);
output(NLP_SOLVER_LAM_X).setArray(worhp_o_.Lambda,worhp_o_.n);
output(NLP_SOLVER_LAM_G).setArray(worhp_o_.Mu,worhp_o_.m,DENSE);
StatusMsg(&worhp_o_, &worhp_w_, &worhp_p_, &worhp_c_);
if (hasOption("print_time") && bool(getOption("print_time"))) {
// Write timings
cout << "time spent in eval_f: " << t_eval_f_ << " s.";
if (n_eval_f_>0)
cout << " (" << n_eval_f_ << " calls, " << (t_eval_f_/n_eval_f_)*1000 << " ms. average)";
cout << endl;
cout << "time spent in eval_grad_f: " << t_eval_grad_f_ << " s.";
if (n_eval_grad_f_>0)
cout << " (" << n_eval_grad_f_ << " calls, " << (t_eval_grad_f_/n_eval_grad_f_)*1000 << " ms. average)";
cout << endl;
cout << "time spent in eval_g: " << t_eval_g_ << " s.";
if (n_eval_g_>0)
cout << " (" << n_eval_g_ << " calls, " << (t_eval_g_/n_eval_g_)*1000 << " ms. average)";
cout << endl;
cout << "time spent in eval_jac_g: " << t_eval_jac_g_ << " s.";
if (n_eval_jac_g_>0)
cout << " (" << n_eval_jac_g_ << " calls, " << (t_eval_jac_g_/n_eval_jac_g_)*1000 << " ms. average)";
cout << endl;
cout << "time spent in eval_h: " << t_eval_h_ << " s.";
if (n_eval_h_>1)
cout << " (" << n_eval_h_ << " calls, " << (t_eval_h_/n_eval_h_)*1000 << " ms. average)";
cout << endl;
cout << "time spent in main loop: " << t_mainloop_ << " s." << endl;
cout << "time spent in callback function: " << t_callback_fun_ << " s." << endl;
cout << "time spent in callback preparation: " << t_callback_prepare_ << " s." << endl;
}
stats_["t_eval_f"] = t_eval_f_;
stats_["t_eval_grad_f"] = t_eval_grad_f_;
stats_["t_eval_g"] = t_eval_g_;
stats_["t_eval_jac_g"] = t_eval_jac_g_;
stats_["t_eval_h"] = t_eval_h_;
stats_["t_mainloop"] = t_mainloop_;
stats_["t_callback_fun"] = t_callback_fun_;
stats_["t_callback_prepare"] = t_callback_prepare_;
stats_["n_eval_f"] = n_eval_f_;
stats_["n_eval_grad_f"] = n_eval_grad_f_;
stats_["n_eval_g"] = n_eval_g_;
stats_["n_eval_jac_g"] = n_eval_jac_g_;
stats_["n_eval_h"] = n_eval_h_;
stats_["iter_count"] = worhp_w_.MajorIter;
stats_["return_code"] = worhp_c_.status;
stats_["return_status"] = flagmap[worhp_c_.status];
}