1 |
/* |
2 |
* Incorporation of the nonlinear solver CONOPT to ASCEND |
3 |
* by Ken Tyner |
4 |
* Created: 6/97 |
5 |
* Version: $Revision: 1.31 $ |
6 |
* Version control file: $RCSfile: slv8.c,v $ |
7 |
* Date last modified: $Date: 2000/01/25 02:27:50 $ |
8 |
* Last modified by: $Author: ballan $ |
9 |
* |
10 |
* This file is part of the SLV solver. |
11 |
* |
12 |
* Copyright (C) 1997 Carnegie Mellon University |
13 |
* |
14 |
* The SLV solver is free software; you can redistribute |
15 |
* it and/or modify it under the terms of the GNU General Public License as |
16 |
* published by the Free Software Foundation; either version 2 of the |
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* License, or (at your option) any later version. |
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* |
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* The SLV solver is distributed in hope that it will be |
20 |
* useful, but WITHOUT ANY WARRANTY; without even the implied warranty of |
21 |
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
22 |
* General Public License for more details. |
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* |
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* You should have received a copy of the GNU General Public License |
25 |
* along with the program; if not, write to the Free Software Foundation, |
26 |
* Inc., 675 Mass Ave, Cambridge, MA 02139 USA. Check the file named |
27 |
* COPYING. COPYING is found in ../compiler. |
28 |
* |
29 |
*/ |
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|
31 |
#include <math.h> |
32 |
#include "utilities/ascConfig.h" |
33 |
#include "utilities/ascMalloc.h" |
34 |
#include "utilities/set.h" |
35 |
#include "general/tm_time.h" |
36 |
#include "utilities/mem.h" |
37 |
#include "general/list.h" |
38 |
#include "compiler/fractions.h" |
39 |
#include "compiler/dimen.h" |
40 |
#include "compiler/functype.h" |
41 |
#include "compiler/func.h" |
42 |
#include "solver/mtx.h" |
43 |
#include "solver/linsol.h" |
44 |
#include "solver/linsolqr.h" |
45 |
#include "solver/slv_types.h" |
46 |
#include "solver/var.h" |
47 |
#include "solver/rel.h" |
48 |
#include "solver/discrete.h" |
49 |
#include "solver/conditional.h" |
50 |
#include "solver/logrel.h" |
51 |
#include "solver/bnd.h" |
52 |
#include "solver/calc.h" |
53 |
#include "solver/relman.h" |
54 |
#include "solver/slv_common.h" |
55 |
#include "solver/slv_client.h" |
56 |
#include "solver/conopt.h" |
57 |
#include "solver/slv8.h" |
58 |
#include "solver/slv_stdcalls.h" |
59 |
#include "solver/conoptdll.h" |
60 |
|
61 |
#define slv8_register_conopt_function register_conopt_function |
62 |
#define slv8_coicsm coicsm |
63 |
#define slv8_coimem coimem |
64 |
|
65 |
#if !defined(STATIC_CONOPT) && !defined(DYNAMIC_CONOPT) |
66 |
|
67 |
int slv8_register(SlvFunctionsT *f) |
68 |
{ |
69 |
(void)f; /* stop gcc whine about unused parameter */ |
70 |
|
71 |
FPRINTF(stderr,"CONOPT not compiled in this ASCEND IV.\n"); |
72 |
return 1; |
73 |
} |
74 |
|
75 |
#else /* either STATIC_CONOPT or DYNAMIC_CONOPT is defined */ |
76 |
|
77 |
/* #ifdef DYNAMIC_CONOPT */ |
78 |
/* do dynamic loading stuff. yeah, right */ |
79 |
|
80 |
/* #else *//* following is used if STATIC_CONOPT is defined */ |
81 |
|
82 |
/* |
83 |
* Output in user defined CONOPT subroutines |
84 |
*/ |
85 |
#define CONDBG 0 |
86 |
#define NONBASIC_DEBUG FALSE |
87 |
|
88 |
/* |
89 |
* makes lots of extra spew |
90 |
*/ |
91 |
#define DEBUG FALSE |
92 |
|
93 |
#define SLV8(s) ((slv8_system_t)(s)) |
94 |
#define MI8F(s) slv_get_output_file( SLV8(s)->p.output.more_important ) |
95 |
#define SERVER (sys->slv) |
96 |
#define slv8_PA_SIZE 33 |
97 |
#define SAFE_CALC_PTR (sys->parm_array[0]) |
98 |
#define SAFE_CALC ((*(int *)SAFE_CALC_PTR)) |
99 |
#define SCALEOPT_PTR (sys->parm_array[1]) |
100 |
#define SCALEOPT ((*(char **)SCALEOPT_PTR)) |
101 |
#define TOO_SMALL_PTR (sys->parm_array[2]) |
102 |
#define TOO_SMALL ((*(real64 *)TOO_SMALL_PTR)) |
103 |
#define UPDATE_NOMINALS_PTR (sys->parm_array[3]) |
104 |
#define UPDATE_NOMINALS ((*(int *)UPDATE_NOMINALS_PTR)) |
105 |
#define UPDATE_RELNOMS_PTR (sys->parm_array[4]) |
106 |
#define UPDATE_RELNOMS ((*(int *)UPDATE_RELNOMS_PTR)) |
107 |
#define UPDATE_WEIGHTS_PTR (sys->parm_array[5]) |
108 |
#define UPDATE_WEIGHTS ((*(int *)UPDATE_WEIGHTS_PTR)) |
109 |
#define DUMPCNORM_PTR (sys->parm_array[6]) |
110 |
#define DUMPCNORM ((*(int *)DUMPCNORM_PTR)) |
111 |
#define CNLOW_PTR (sys->parm_array[7]) |
112 |
#define CNLOW ((*(real64 *)CNLOW_PTR)) |
113 |
#define CNHIGH_PTR (sys->parm_array[8]) |
114 |
#define CNHIGH ((*(real64 *)CNHIGH_PTR)) |
115 |
#define UPDATE_JACOBIAN_PTR (sys->parm_array[9]) |
116 |
#define UPDATE_JACOBIAN ((*(int *)UPDATE_JACOBIAN_PTR)) |
117 |
#define ITSCALELIM_PTR (sys->parm_array[10]) |
118 |
#define ITSCALELIM ((*(int *)ITSCALELIM_PTR)) |
119 |
#define ITSCALETOL_PTR (sys->parm_array[11]) |
120 |
#define ITSCALETOL ((*(real64 *)ITSCALETOL_PTR)) |
121 |
#define LIFDS_PTR (sys->parm_array[12]) |
122 |
#define LIFDS ((*(int32 *)LIFDS_PTR)) |
123 |
#define REORDER_OPTION_PTR (sys->parm_array[13]) |
124 |
#define REORDER_OPTION ((*(char **)REORDER_OPTION_PTR)) |
125 |
#define CUTOFF_PTR (sys->parm_array[14]) |
126 |
#define CUTOFF ((*(int32 *)CUTOFF_PTR)) |
127 |
#define RELNOMSCALE_PTR (sys->parm_array[15]) |
128 |
#define RELNOMSCALE ((*(int *)RELNOMSCALE_PTR)) |
129 |
#define ITER_LIMIT_PTR (sys->parm_array[16]) |
130 |
#define ITER_LIMIT ((*(int32 *)ITER_LIMIT_PTR)) |
131 |
#define TIME_LIMIT_PTR (sys->parm_array[17]) |
132 |
#define TIME_LIMIT ((*(int32 *)TIME_LIMIT_PTR)) |
133 |
#define DOMLIM_PTR (sys->parm_array[18]) |
134 |
#define DOMLIM ((*(int32 *)DOMLIM_PTR)) |
135 |
#define RTMAXJ_PTR (sys->parm_array[19]) |
136 |
#define RTMAXJ ((*(real64 *)RTMAXJ_PTR)) |
137 |
|
138 |
/* |
139 |
* Auxiliar structures |
140 |
*/ |
141 |
|
142 |
struct update_data { |
143 |
int jacobian; /* Countdown on jacobian updating */ |
144 |
int weights; /* Countdown on weights updating */ |
145 |
int nominals; /* Countdown on nominals updating */ |
146 |
int relnoms; /* Countdown on relnom updating */ |
147 |
int iterative; /* Countdown on iterative scale update */ |
148 |
}; |
149 |
|
150 |
|
151 |
/* |
152 |
* varpivots, relpivots used only in optimizing, if we rewrite calc_pivots |
153 |
* without them. |
154 |
*/ |
155 |
struct jacobian_data { |
156 |
linsolqr_system_t sys; /* Linear system */ |
157 |
mtx_matrix_t mtx; /* Transpose gradient of residuals */ |
158 |
real64 *rhs; /* RHS from linear system */ |
159 |
unsigned *varpivots; /* Pivoted variables */ |
160 |
unsigned *relpivots; /* Pivoted relations */ |
161 |
unsigned *subregions; /* Set of subregion indeces */ |
162 |
dof_t *dofdata; /* dof data pointer from server */ |
163 |
mtx_region_t reg; /* Current block region */ |
164 |
int32 rank; /* Numerical rank of the jacobian */ |
165 |
enum factor_method fm; /* Linear factorization method */ |
166 |
boolean accurate; /* ? Recalculate matrix */ |
167 |
boolean singular; /* ? Can matrix be inverted */ |
168 |
boolean old_partition; /* old value of partition flag */ |
169 |
}; |
170 |
|
171 |
struct slv8_system_structure { |
172 |
|
173 |
/* |
174 |
* Problem definition |
175 |
*/ |
176 |
slv_system_t slv; /* slv_system_t back-link */ |
177 |
struct rel_relation *obj; /* Objective function: NULL = none */ |
178 |
struct rel_relation *old_obj;/* Objective function: NULL = none */ |
179 |
struct var_variable **vlist; /* Variable list (NULL terminated) */ |
180 |
struct rel_relation **rlist; /* Relation list (NULL terminated) */ |
181 |
|
182 |
/* |
183 |
* Solver information |
184 |
*/ |
185 |
int integrity; /* ? Has the system been created */ |
186 |
int32 presolved; /* ? Has the system been presolved */ |
187 |
int32 resolve; /* ? Has the system been resolved */ |
188 |
slv_parameters_t p; /* Parameters */ |
189 |
slv_status_t s; /* Status (as of iteration end) */ |
190 |
struct update_data update; /* Jacobian frequency counters */ |
191 |
int32 cap; /* Order of matrix/vectors */ |
192 |
int32 rank; /* Symbolic rank of problem */ |
193 |
int32 vused; /* Free and incident variables */ |
194 |
int32 vtot; /* length of varlist */ |
195 |
int32 rused; /* Included relations */ |
196 |
int32 rtot; /* length of rellist */ |
197 |
double clock; /* CPU time */ |
198 |
|
199 |
void *parm_array[slv8_PA_SIZE]; |
200 |
struct slv_parameter pa[slv8_PA_SIZE]; |
201 |
|
202 |
/* |
203 |
* CONOPT DATA |
204 |
*/ |
205 |
struct conopt_data con; |
206 |
|
207 |
/* |
208 |
* Calculated data (scaled) |
209 |
*/ |
210 |
struct jacobian_data J; /* linearized system */ |
211 |
|
212 |
struct vector_data nominals; /* Variable nominals */ |
213 |
struct vector_data weights; /* Relation weights */ |
214 |
struct vector_data relnoms; /* Relation nominals */ |
215 |
struct vector_data variables; /* Variable values */ |
216 |
struct vector_data residuals; /* Relation residuals */ |
217 |
|
218 |
real64 objective; /* Objective function evaluation */ |
219 |
}; |
220 |
|
221 |
|
222 |
/* |
223 |
* Integrity checks |
224 |
* ---------------- |
225 |
* check_system(sys) |
226 |
*/ |
227 |
|
228 |
#define OK ((int32)813029392) |
229 |
#define DESTROYED ((int32)103289182) |
230 |
|
231 |
/* |
232 |
* Checks sys for NULL and for integrity. |
233 |
*/ |
234 |
static int check_system(slv8_system_t sys) |
235 |
{ |
236 |
if( sys == NULL ) { |
237 |
FPRINTF(stderr,"ERROR: (slv8) check_system\n"); |
238 |
FPRINTF(stderr," NULL system handle.\n"); |
239 |
return 1; |
240 |
} |
241 |
|
242 |
switch( sys->integrity ) { |
243 |
case OK: |
244 |
return 0; |
245 |
case DESTROYED: |
246 |
FPRINTF(stderr,"ERROR: (slv8) check_system\n"); |
247 |
FPRINTF(stderr," System was recently destroyed.\n"); |
248 |
return 1; |
249 |
default: |
250 |
FPRINTF(stderr,"ERROR: (slv8) check_system\n"); |
251 |
FPRINTF(stderr," System reused or never allocated.\n"); |
252 |
return 1; |
253 |
} |
254 |
} |
255 |
|
256 |
/* |
257 |
* General input/output routines |
258 |
* ----------------------------- |
259 |
* print_var_name(out,sys,var) |
260 |
* print_rel_name(out,sys,rel) |
261 |
*/ |
262 |
|
263 |
#define print_var_name(a,b,c) slv_print_var_name((a),(b)->slv,(c)) |
264 |
#define print_rel_name(a,b,c) slv_print_rel_name((a),(b)->slv,(c)) |
265 |
|
266 |
/* |
267 |
* Debug output routines |
268 |
* --------------------- |
269 |
* debug_delimiter(fp) |
270 |
* debug_out_vector(fp,vec) |
271 |
* debug_out_var_values(fp,sys) |
272 |
* debug_out_rel_residuals(fp,sys) |
273 |
* debug_out_jacobian(fp,sys) |
274 |
* debug_out_hessian(fp,sys) |
275 |
*/ |
276 |
|
277 |
/* |
278 |
* Outputs a hyphenated line. |
279 |
*/ |
280 |
static void debug_delimiter( FILE *fp) |
281 |
{ |
282 |
int32 i; |
283 |
for( i=0; i<60; i++ ) PUTC('-',fp); |
284 |
PUTC('\n',fp); |
285 |
} |
286 |
|
287 |
#if DEBUG |
288 |
|
289 |
/* |
290 |
* Outputs a vector. |
291 |
*/ |
292 |
static void debug_out_vector( FILE *fp, slv8_system_t sys, |
293 |
struct vector_data *vec) |
294 |
{ |
295 |
int32 ndx; |
296 |
FPRINTF(fp,"Norm = %g, Accurate = %s, Vector range = %d to %d\n", |
297 |
calc_sqrt_D0(vec->norm2), vec->accurate?"TRUE":"FALSE", |
298 |
vec->rng->low,vec->rng->high); |
299 |
FPRINTF(fp,"Vector --> "); |
300 |
for( ndx=vec->rng->low ; ndx<=vec->rng->high ; ++ndx ) |
301 |
FPRINTF(fp, "%g ", vec->vec[ndx]); |
302 |
PUTC('\n',fp); |
303 |
} |
304 |
|
305 |
/* |
306 |
* Outputs all variable values in current block. |
307 |
*/ |
308 |
static void debug_out_var_values( FILE *fp, slv8_system_t sys) |
309 |
{ |
310 |
int32 col; |
311 |
struct var_variable *var; |
312 |
|
313 |
FPRINTF(fp,"Var values --> \n"); |
314 |
for( col = sys->J.reg.col.low; col <= sys->J.reg.col.high ; col++ ) { |
315 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
316 |
print_var_name(fp,sys,var); |
317 |
FPRINTF(fp, "\nI Lb Value Ub Scale Col INom\n"); |
318 |
FPRINTF(fp,"%d\t%.4g\t%.4g\t%.4g\t%.4g\t%d\t%.4g\n", |
319 |
var_sindex(var),var_lower_bound(var),var_value(var), |
320 |
var_upper_bound(var),var_nominal(var), |
321 |
col,sys->nominals.vec[col]); |
322 |
} |
323 |
} |
324 |
|
325 |
/* |
326 |
* Outputs all relation residuals in current block. |
327 |
*/ |
328 |
static void debug_out_rel_residuals( FILE *fp, slv8_system_t sys) |
329 |
{ |
330 |
int32 row; |
331 |
|
332 |
FPRINTF(fp,"Rel residuals --> \n"); |
333 |
for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high ; row++ ) { |
334 |
struct rel_relation *rel; |
335 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
336 |
FPRINTF(fp," %g : ",rel_residual(rel)); |
337 |
print_rel_name(fp,sys,rel); |
338 |
PUTC('\n',fp); |
339 |
} |
340 |
PUTC('\n',fp); |
341 |
} |
342 |
|
343 |
|
344 |
/* |
345 |
* Outputs permutation and values of the nonzero elements in the |
346 |
* the jacobian matrix. |
347 |
*/ |
348 |
static void debug_out_jacobian( FILE *fp, slv8_system_t sys) |
349 |
{ |
350 |
mtx_coord_t nz; |
351 |
real64 value; |
352 |
|
353 |
nz.row = sys->J.reg.row.low; |
354 |
for( ; nz.row <= sys->J.reg.row.high; ++(nz.row) ) { |
355 |
FPRINTF(fp," Row %d (rel %d)\n", nz.row, |
356 |
mtx_row_to_org(sys->J.mtx,nz.row)); |
357 |
nz.col = mtx_FIRST; |
358 |
while( value = mtx_next_in_row(sys->J.mtx,&nz,&(sys->J.reg.col)), |
359 |
nz.col != mtx_LAST ) { |
360 |
FPRINTF(fp," Col %d (var %d) has value %g\n", nz.col, |
361 |
mtx_col_to_org(sys->J.mtx,nz.col), value); |
362 |
} |
363 |
} |
364 |
} |
365 |
|
366 |
/* |
367 |
* Outputs permutation and values of the nonzero elements in the |
368 |
* reduced hessian matrix. |
369 |
*/ |
370 |
static void debug_out_hessian( FILE *fp, slv8_system_t sys) |
371 |
{ |
372 |
mtx_coord_t nz; |
373 |
|
374 |
for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) { |
375 |
nz.col = nz.row + sys->J.reg.col.high + 1 - sys->ZBZ.order; |
376 |
FPRINTF(fp," ZBZ[%d (var %d)] = ", |
377 |
nz.row, mtx_col_to_org(sys->J.mtx,nz.col)); |
378 |
for( nz.col = 0; nz.col < sys->ZBZ.order; nz.col++ ) { |
379 |
FPRINTF(fp,"%10g ",sys->ZBZ.mtx[nz.row][nz.col]); |
380 |
} |
381 |
PUTC('\n',fp); |
382 |
} |
383 |
} |
384 |
|
385 |
#endif /* DEBUG */ |
386 |
|
387 |
|
388 |
/* |
389 |
* Array/vector operations |
390 |
* ---------------------------- |
391 |
* destroy_array(p) |
392 |
* create_array(len,type) |
393 |
* |
394 |
* zero_vector(vec) |
395 |
* copy_vector(vec1,vec2) |
396 |
* prod = inner_product(vec1,vec2) |
397 |
* norm2 = square_norm(vec) |
398 |
* matrix_product(mtx,vec,prod,scale,transpose) |
399 |
*/ |
400 |
|
401 |
#define destroy_array(p) \ |
402 |
if( (p) != NULL ) ascfree((p)) |
403 |
#define create_array(len,type) \ |
404 |
((len) > 0 ? (type *)ascmalloc((len)*sizeof(type)) : NULL) |
405 |
#define create_zero_array(len,type) \ |
406 |
((len) > 0 ? (type *)asccalloc((len),sizeof(type)) : NULL) |
407 |
|
408 |
#define zero_vector(v) slv_zero_vector(v) |
409 |
#define copy_vector(v,t) slv_copy_vector((v),(t)) |
410 |
#define inner_product(v,u) slv_inner_product((v),(u)) |
411 |
#define square_norm(v) slv_square_norm(v) |
412 |
#define matrix_product(m,v,p,s,t) slv_matrix_product((m),(v),(p),(s),(t)) |
413 |
|
414 |
|
415 |
/* |
416 |
* Calculation routines |
417 |
* -------------------- |
418 |
* ok = calc_objective(sys) |
419 |
* ok = calc_residuals(sys) |
420 |
* ok = calc_J(sys) |
421 |
* calc_nominals(sys) |
422 |
* calc_weights(sys) |
423 |
* scale_J(sys) |
424 |
* scale_variables(sys) |
425 |
* scale_residuals(sys) |
426 |
*/ |
427 |
|
428 |
/* |
429 |
* counts jacobian elements and sets max to the number of elements |
430 |
* in the densest row |
431 |
*/ |
432 |
static int32 num_jacobian_nonzeros(slv8_system_t sys, int32 *max) |
433 |
{ |
434 |
int32 row, len, licn,c,count,row_max; |
435 |
struct rel_relation *rel; |
436 |
rel_filter_t rf; |
437 |
var_filter_t vf; |
438 |
const struct var_variable **list; |
439 |
|
440 |
rf.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
441 |
rf.matchvalue = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
442 |
vf.matchbits = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR | VAR_FIXED); |
443 |
vf.matchvalue = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR); |
444 |
|
445 |
licn = 0; |
446 |
*max = 0; |
447 |
row_max = sys->con.m; |
448 |
if (sys->obj != NULL) { |
449 |
row_max--; |
450 |
} |
451 |
/* replace at leisure with |
452 |
* relman_jacobian_count(sys->rlist,row_max,&vfilter,&rfilter,max); |
453 |
*/ |
454 |
for( row = 0; row < row_max; row++ ) { |
455 |
rel = sys->rlist[row]; |
456 |
if (rel_apply_filter(rel,&rf)) { /* shouldn't be needed */ |
457 |
len = rel_n_incidences(rel); |
458 |
list = rel_incidence_list(rel); |
459 |
count = 0; |
460 |
for (c=0; c < len; c++) { |
461 |
if( var_apply_filter(list[c],&vf) ) { |
462 |
licn++; |
463 |
count++; |
464 |
} |
465 |
} |
466 |
*max = MAX(*max,count); |
467 |
} |
468 |
} |
469 |
if (sys->obj != NULL) { |
470 |
rel = sys->obj; |
471 |
len = rel_n_incidences(rel); |
472 |
list = rel_incidence_list(rel); |
473 |
count = 0; |
474 |
for (c=0; c < len; c++) { |
475 |
if( var_apply_filter(list[c],&vf) ) { |
476 |
licn++; |
477 |
count++; |
478 |
} |
479 |
} |
480 |
*max = MAX(*max,count); |
481 |
} |
482 |
return licn; |
483 |
} |
484 |
|
485 |
|
486 |
/* |
487 |
* Evaluate the objective function. |
488 |
*/ |
489 |
static boolean calc_objective( slv8_system_t sys) |
490 |
{ |
491 |
calc_ok = TRUE; |
492 |
sys->objective = |
493 |
(sys->obj ? relman_eval(sys->obj,&calc_ok,SAFE_CALC) : 0.0); |
494 |
return calc_ok; |
495 |
} |
496 |
|
497 |
|
498 |
/* |
499 |
* Evaluate all objectives. |
500 |
*/ |
501 |
static boolean calc_objectives( slv8_system_t sys) |
502 |
{ |
503 |
int32 len,i; |
504 |
static rel_filter_t rfilter; |
505 |
struct rel_relation **rlist=NULL; |
506 |
rfilter.matchbits = (REL_INCLUDED); |
507 |
rfilter.matchvalue =(REL_INCLUDED); |
508 |
rlist = slv_get_solvers_obj_list(SERVER); |
509 |
len = slv_get_num_solvers_objs(SERVER); |
510 |
calc_ok = TRUE; |
511 |
for (i = 0; i < len; i++) { |
512 |
if (rel_apply_filter(rlist[i],&rfilter)) { |
513 |
relman_eval(rlist[i],&calc_ok,SAFE_CALC); |
514 |
#if DEBUG |
515 |
if (calc_ok == FALSE) { |
516 |
FPRINTF(stderr,"error in calc_objectives\n"); |
517 |
calc_ok = TRUE; |
518 |
} |
519 |
#endif /* DEBUG */ |
520 |
} |
521 |
} |
522 |
return calc_ok; |
523 |
} |
524 |
|
525 |
/* |
526 |
* Calculates all of the residuals in the current block and computes |
527 |
* the residual norm for block status. Returns true iff calculations |
528 |
* preceded without error. |
529 |
*/ |
530 |
static boolean calc_residuals( slv8_system_t sys) |
531 |
{ |
532 |
int32 row; |
533 |
struct rel_relation *rel; |
534 |
double time0; |
535 |
|
536 |
if( sys->residuals.accurate ) return TRUE; |
537 |
|
538 |
calc_ok = TRUE; |
539 |
row = sys->residuals.rng->low; |
540 |
time0=tm_cpu_time(); |
541 |
for( ; row <= sys->residuals.rng->high; row++ ) { |
542 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
543 |
#if DEBUG |
544 |
if (!rel) { |
545 |
int32r; |
546 |
r=mtx_row_to_org(sys->J.mtx,row); |
547 |
FPRINTF(MIF(sys),"NULL relation found !!\n"); |
548 |
FPRINTF(MIF(sys),"at row %d rel %d in calc_residuals\n",(int)row,r); |
549 |
FFLUSH(MIF(sys)); |
550 |
} |
551 |
#endif /* DEBUG */ |
552 |
sys->residuals.vec[row] = relman_eval(rel,&calc_ok,SAFE_CALC); |
553 |
|
554 |
relman_calc_satisfied(rel,sys->p.tolerance.feasible); |
555 |
} |
556 |
sys->s.block.functime += (tm_cpu_time() -time0); |
557 |
sys->s.block.funcs++; |
558 |
square_norm( &(sys->residuals) ); |
559 |
sys->s.block.residual = calc_sqrt_D0(sys->residuals.norm2); |
560 |
return(calc_ok); |
561 |
} |
562 |
|
563 |
|
564 |
/* |
565 |
* Calculates the current block of the jacobian. |
566 |
* It is initially unscaled. |
567 |
*/ |
568 |
static boolean calc_J( slv8_system_t sys) |
569 |
{ |
570 |
int32 row; |
571 |
var_filter_t vfilter; |
572 |
double time0; |
573 |
real64 resid; |
574 |
|
575 |
calc_ok = TRUE; |
576 |
vfilter.matchbits = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR | VAR_FIXED); |
577 |
vfilter.matchvalue = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR); |
578 |
time0=tm_cpu_time(); |
579 |
mtx_clear_region(sys->J.mtx,&(sys->J.reg)); |
580 |
for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) { |
581 |
struct rel_relation *rel; |
582 |
rel = sys->rlist[row]; |
583 |
relman_diffs(rel,&vfilter,sys->J.mtx,&resid,SAFE_CALC); |
584 |
} |
585 |
sys->s.block.jactime += (tm_cpu_time() - time0); |
586 |
sys->s.block.jacs++; |
587 |
|
588 |
if( --(sys->update.nominals) <= 0 ) sys->nominals.accurate = FALSE; |
589 |
if( --(sys->update.weights) <= 0 ) sys->weights.accurate = FALSE; |
590 |
|
591 |
return(calc_ok); |
592 |
} |
593 |
|
594 |
/* |
595 |
* Retrieves the nominal values of all of the block variables, |
596 |
* insuring that they are all strictly positive. |
597 |
*/ |
598 |
static void calc_nominals( slv8_system_t sys) |
599 |
{ |
600 |
int32 col; |
601 |
FILE *fp = MIF(sys); |
602 |
if( sys->nominals.accurate ) return; |
603 |
fp = MIF(sys); |
604 |
col = sys->nominals.rng->low; |
605 |
if(strcmp(SCALEOPT,"NONE") == 0 || |
606 |
strcmp(SCALEOPT,"ITERATIVE") == 0){ |
607 |
for( ; col <= sys->nominals.rng->high; col++ ) { |
608 |
sys->nominals.vec[col] = 1; |
609 |
} |
610 |
} else { |
611 |
for( ; col <= sys->nominals.rng->high; col++ ) { |
612 |
struct var_variable *var; |
613 |
real64 n; |
614 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
615 |
n = var_nominal(var); |
616 |
if( n <= 0.0 ) { |
617 |
if( n == 0.0 ) { |
618 |
n = TOO_SMALL; |
619 |
FPRINTF(fp,"ERROR: (slv8) calc_nominals\n"); |
620 |
FPRINTF(fp," Variable "); |
621 |
print_var_name(fp,sys,var); |
622 |
FPRINTF(fp," \nhas nominal value of zero.\n"); |
623 |
FPRINTF(fp," Resetting to %g.\n",n); |
624 |
var_set_nominal(var,n); |
625 |
} else { |
626 |
n = -n; |
627 |
FPRINTF(fp,"ERROR: (slv8) calc_nominals\n"); |
628 |
FPRINTF(fp," Variable "); |
629 |
print_var_name(fp,sys,var); |
630 |
FPRINTF(fp," \nhas negative nominal value.\n"); |
631 |
FPRINTF(fp," Resetting to %g.\n",n); |
632 |
var_set_nominal(var,n); |
633 |
} |
634 |
} |
635 |
#if DEBUG |
636 |
FPRINTF(fp,"Column %d is"); |
637 |
print_var_name(fp,sys,var); |
638 |
FPRINTF(fp,"\nScaling of column %d is %g\n",col,n); |
639 |
#endif /* DEBUG */ |
640 |
sys->nominals.vec[col] = n; |
641 |
} |
642 |
} |
643 |
square_norm( &(sys->nominals) ); |
644 |
sys->update.nominals = UPDATE_NOMINALS; |
645 |
sys->nominals.accurate = TRUE; |
646 |
} |
647 |
|
648 |
|
649 |
/* |
650 |
* Calculates the weights of all of the block relations |
651 |
* to scale the rows of the Jacobian. |
652 |
*/ |
653 |
static void calc_weights( slv8_system_t sys) |
654 |
{ |
655 |
mtx_coord_t nz; |
656 |
real64 sum; |
657 |
|
658 |
if( sys->weights.accurate ) |
659 |
return; |
660 |
|
661 |
nz.row = sys->weights.rng->low; |
662 |
if(strcmp(SCALEOPT,"NONE") == 0 || |
663 |
strcmp(SCALEOPT,"ITERATIVE") == 0) { |
664 |
for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
665 |
sys->weights.vec[nz.row] = 1; |
666 |
} |
667 |
} else if (strcmp(SCALEOPT,"ROW_2NORM") == 0 || |
668 |
strcmp(SCALEOPT,"2NORM+ITERATIVE") == 0) { |
669 |
for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
670 |
sum=mtx_sum_sqrs_in_row(sys->J.mtx,nz.row,&(sys->J.reg.col)); |
671 |
sys->weights.vec[nz.row] = (sum>0.0) ? 1.0/calc_sqrt_D0(sum) : 1.0; |
672 |
} |
673 |
} else if (strcmp(SCALEOPT,"RELNOM") == 0 || |
674 |
strcmp(SCALEOPT,"RELNOM+ITERATIVE") == 0) { |
675 |
for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
676 |
sys->weights.vec[nz.row] = |
677 |
1.0/rel_nominal(sys->rlist[mtx_row_to_org(sys->J.mtx,nz.row)]); |
678 |
} |
679 |
} |
680 |
square_norm( &(sys->weights) ); |
681 |
sys->update.weights = UPDATE_WEIGHTS; |
682 |
sys->residuals.accurate = FALSE; |
683 |
sys->weights.accurate = TRUE; |
684 |
} |
685 |
|
686 |
|
687 |
/* |
688 |
* Scales the jacobian. |
689 |
*/ |
690 |
static void scale_J( slv8_system_t sys) |
691 |
{ |
692 |
int32 row; |
693 |
int32 col; |
694 |
|
695 |
if( sys->J.accurate ) return; |
696 |
|
697 |
calc_nominals(sys); |
698 |
for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) |
699 |
mtx_mult_col(sys->J.mtx,col,sys->nominals.vec[col],&(sys->J.reg.row)); |
700 |
|
701 |
calc_weights(sys); |
702 |
for( row=sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) |
703 |
mtx_mult_row(sys->J.mtx,row,sys->weights.vec[row],&(sys->J.reg.col)); |
704 |
} |
705 |
|
706 |
static void jacobian_scaled(slv8_system_t sys) |
707 |
{ |
708 |
int32 col; |
709 |
if (DUMPCNORM) { |
710 |
for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) { |
711 |
real64 cnorm; |
712 |
cnorm = |
713 |
calc_sqrt_D0(mtx_sum_sqrs_in_col(sys->J.mtx,col,&(sys->J.reg.row))); |
714 |
if (cnorm >CNHIGH || cnorm <CNLOW) { |
715 |
FPRINTF(MIF(sys),"[col %d org %d] %g\n", col, |
716 |
mtx_col_to_org(sys->J.mtx,col), cnorm); |
717 |
} |
718 |
} |
719 |
} |
720 |
|
721 |
sys->update.jacobian = UPDATE_JACOBIAN; |
722 |
sys->J.accurate = TRUE; |
723 |
sys->J.singular = FALSE; /* yet to be determined */ |
724 |
#if DEBUG |
725 |
FPRINTF(LIF(sys),"\nJacobian: \n"); |
726 |
debug_out_jacobian(LIF(sys),sys); |
727 |
#endif /* DEBUG */ |
728 |
} |
729 |
|
730 |
|
731 |
|
732 |
static void scale_variables( slv8_system_t sys) |
733 |
{ |
734 |
int32 col; |
735 |
|
736 |
if( sys->variables.accurate ) return; |
737 |
|
738 |
col = sys->variables.rng->low; |
739 |
for( ; col <= sys->variables.rng->high; col++ ) { |
740 |
struct var_variable *var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
741 |
sys->variables.vec[col] = var_value(var)/sys->nominals.vec[col]; |
742 |
} |
743 |
square_norm( &(sys->variables) ); |
744 |
sys->variables.accurate = TRUE; |
745 |
#if DEBUG |
746 |
FPRINTF(LIF(sys),"Variables: "); |
747 |
debug_out_vector(LIF(sys),sys,&(sys->variables)); |
748 |
#endif /* DEBUG */ |
749 |
} |
750 |
|
751 |
|
752 |
/* |
753 |
* Scales the previously calculated residuals. |
754 |
*/ |
755 |
static void scale_residuals( slv8_system_t sys) |
756 |
{ |
757 |
int32 row; |
758 |
|
759 |
if( sys->residuals.accurate ) return; |
760 |
|
761 |
row = sys->residuals.rng->low; |
762 |
for( ; row <= sys->residuals.rng->high; row++ ) { |
763 |
struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
764 |
sys->residuals.vec[row] = rel_residual(rel)*sys->weights.vec[row]; |
765 |
} |
766 |
square_norm( &(sys->residuals) ); |
767 |
sys->residuals.accurate = TRUE; |
768 |
#if DEBUG |
769 |
FPRINTF(LIF(sys),"Residuals: "); |
770 |
debug_out_vector(LIF(sys),sys,&(sys->residuals)); |
771 |
#endif /* DEBUG */ |
772 |
} |
773 |
|
774 |
|
775 |
/* |
776 |
* Calculates relnoms for all relations in sys |
777 |
* using variable nominals. |
778 |
*/ |
779 |
static void calc_relnoms(slv8_system_t sys) |
780 |
{ |
781 |
int32 row, col; |
782 |
struct var_variable *var; |
783 |
struct rel_relation *rel; |
784 |
real64 *var_list; |
785 |
var_list = create_array(sys->cap,real64); |
786 |
col = 0; |
787 |
var = sys->vlist[col]; |
788 |
/* store current variable values and |
789 |
set variable value to nominal value */ |
790 |
while(var != NULL){ |
791 |
var_list[col] = var_value(var); |
792 |
var_set_value(var, var_nominal(var)); |
793 |
col++; |
794 |
var = sys->vlist[col]; |
795 |
} |
796 |
row = 0; |
797 |
rel = sys->rlist[row]; |
798 |
/* calculate relation nominal */ |
799 |
while(rel != NULL){ |
800 |
relman_scale(rel); |
801 |
row++; |
802 |
rel = sys->rlist[row]; |
803 |
} |
804 |
col = 0; |
805 |
var = sys->vlist[col]; |
806 |
/* restore variable values */ |
807 |
while(var != NULL){ |
808 |
var_set_value(var, var_list[col]); |
809 |
col++; |
810 |
var = sys->vlist[col]; |
811 |
} |
812 |
destroy_array(var_list); |
813 |
} |
814 |
|
815 |
/* |
816 |
* Returns the maximum ratio of magnitudes of any two nonzero |
817 |
* elements in the same column of mtx. Only considers elements |
818 |
* in region reg. |
819 |
*/ |
820 |
static real64 col_max_ratio(mtx_matrix_t *mtx, |
821 |
mtx_region_t *reg) |
822 |
{ |
823 |
real64 ratio; |
824 |
real64 max_ratio; |
825 |
real64 num, denom, dummy; |
826 |
mtx_coord_t coord; |
827 |
max_ratio = 0; |
828 |
for(coord.col = reg->col.low; |
829 |
coord.col <= reg->col.high; coord.col++) { |
830 |
ratio = 0; |
831 |
num = mtx_col_max(*mtx,&(coord),&(reg->row),&(dummy)); |
832 |
denom = mtx_col_min(*mtx,&(coord),&(reg->row),&(dummy),1e-7); |
833 |
if(denom >0){ |
834 |
ratio = num/denom; |
835 |
} |
836 |
if(ratio > 10000000){ |
837 |
/* FPRINTF(stderr,"HELPME\n");*/ |
838 |
} |
839 |
if(ratio > max_ratio){ |
840 |
max_ratio = ratio; |
841 |
} |
842 |
} |
843 |
if(max_ratio == 0){ |
844 |
max_ratio = 1; |
845 |
} |
846 |
return max_ratio; |
847 |
} |
848 |
|
849 |
|
850 |
/* |
851 |
* Returns the maximum ratio of magnitudes of any two nonzero |
852 |
* elements in the same row of mtx. Only considers elements |
853 |
* in region reg. |
854 |
*/ |
855 |
static real64 row_max_ratio(mtx_matrix_t *mtx, |
856 |
mtx_region_t *reg) |
857 |
{ |
858 |
real64 ratio; |
859 |
real64 max_ratio; |
860 |
real64 num, denom, dummy; |
861 |
mtx_coord_t coord; |
862 |
max_ratio = 0; |
863 |
for(coord.row = reg->row.low; |
864 |
coord.row <= reg->row.high; coord.row++) { |
865 |
ratio = 0; |
866 |
num = mtx_row_max(*mtx,&(coord),&(reg->col),&(dummy)); |
867 |
denom = mtx_row_min(*mtx,&(coord),&(reg->col),&(dummy),1e-7); |
868 |
if(denom >0){ |
869 |
ratio = num/denom; |
870 |
} |
871 |
if(ratio > 10000000){ |
872 |
/* FPRINTF(stderr,"HELPME\n");*/ |
873 |
} |
874 |
if(ratio > max_ratio){ |
875 |
max_ratio = ratio; |
876 |
} |
877 |
} |
878 |
if(max_ratio == 0){ |
879 |
max_ratio = 1; |
880 |
} |
881 |
return max_ratio; |
882 |
} |
883 |
|
884 |
/* |
885 |
* Calculates scaling factor suggested by Fourer. |
886 |
* For option = 0, returns scaling factor for |
887 |
* row number loc. |
888 |
* For option = 1, returns scaling factor for |
889 |
* col number loc. |
890 |
*/ |
891 |
static real64 calc_fourer_scale(mtx_matrix_t mtx, |
892 |
mtx_region_t reg, |
893 |
int32 loc, |
894 |
int32 option) |
895 |
{ |
896 |
mtx_coord_t coord; |
897 |
real64 min, max, dummy; |
898 |
real64 scale; |
899 |
if(option == 0){ |
900 |
if((loc < reg.row.low) || (loc > reg.row.high)){ |
901 |
return 1; |
902 |
} |
903 |
coord.row = loc; |
904 |
min = mtx_row_min(mtx,&(coord),&(reg.col),&(dummy),1e-7); |
905 |
max = mtx_row_max(mtx,&(coord),&(reg.col),&(dummy)); |
906 |
scale = min*max; |
907 |
if(scale > 0){ |
908 |
scale = sqrt(scale); |
909 |
} else { |
910 |
scale = 1; |
911 |
} |
912 |
return scale; |
913 |
} else { |
914 |
if(loc < reg.col.low || loc > reg.col.high){ |
915 |
return 1; |
916 |
} |
917 |
coord.col = loc; |
918 |
min = mtx_col_min(mtx,&(coord),&(reg.row),&(dummy),1e-7); |
919 |
max = mtx_col_max(mtx,&(coord),&(reg.row),&(dummy)); |
920 |
scale = min*max; |
921 |
if(scale > 0){ |
922 |
scale = sqrt(scale); |
923 |
} else { |
924 |
scale = 1; |
925 |
} |
926 |
return scale; |
927 |
} |
928 |
} |
929 |
|
930 |
/* |
931 |
* This funcion is an implementation of the scaling |
932 |
* routine by Fourer on p304 of Mathematical Programing |
933 |
* vol 23, (1982). |
934 |
* This function will scale the Jacobian and store the scaling |
935 |
* factors in sys->nominals and sys->weights. |
936 |
* If the Jacobian has been previously scaled |
937 |
* by another method (during this iteration) then these vectors |
938 |
* should contain the scale factors used in that scaling. |
939 |
*/ |
940 |
static void scale_J_iterative(slv8_system_t sys) |
941 |
{ |
942 |
real64 rho_col_old, rho_col_new; |
943 |
real64 rho_row_old, rho_row_new; |
944 |
int32 k; |
945 |
int32 done; |
946 |
int32 row, col; |
947 |
real64 *colvec = sys->nominals.vec; |
948 |
real64 *rowvec = sys->weights.vec; |
949 |
real64 rowscale, colscale; |
950 |
rho_col_old = col_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
951 |
rho_row_old = row_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
952 |
k = 0; |
953 |
done = 0; |
954 |
while(done == 0){ |
955 |
k++; |
956 |
for(row = sys->J.reg.row.low; |
957 |
row <= sys->J.reg.row.high; row++){ |
958 |
rowscale = 1/calc_fourer_scale(sys->J.mtx,sys->J.reg,row,0); |
959 |
mtx_mult_row(sys->J.mtx,row,rowscale,&(sys->J.reg.col)); |
960 |
rowvec[row] *= rowscale; |
961 |
} |
962 |
for(col = sys->J.reg.col.low; |
963 |
col <= sys->J.reg.col.high; col++){ |
964 |
colscale = 1/calc_fourer_scale(sys->J.mtx,sys->J.reg,col,1); |
965 |
mtx_mult_col(sys->J.mtx,col,colscale,&(sys->J.reg.row)); |
966 |
colvec[col] *= colscale; |
967 |
} |
968 |
rho_col_new = col_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
969 |
rho_row_new = row_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
970 |
if((rho_col_new >= ITSCALETOL*rho_col_old && |
971 |
rho_row_new >= ITSCALETOL*rho_row_old) |
972 |
|| k >= ITSCALELIM){ |
973 |
done = 1; |
974 |
/* FPRINTF(MIF(sys),"%d ITERATIVE SCALING ITERATIONS\n",k);*/ |
975 |
} else { |
976 |
rho_row_old = rho_row_new; |
977 |
rho_col_old = rho_col_new; |
978 |
} |
979 |
} |
980 |
square_norm( &(sys->nominals) ); |
981 |
sys->update.nominals = UPDATE_NOMINALS; |
982 |
sys->nominals.accurate = TRUE; |
983 |
|
984 |
square_norm( &(sys->weights) ); |
985 |
sys->update.weights = UPDATE_WEIGHTS; |
986 |
sys->residuals.accurate = FALSE; |
987 |
sys->weights.accurate = TRUE; |
988 |
} |
989 |
|
990 |
|
991 |
/* |
992 |
* Scale system dependent on interface parameters |
993 |
*/ |
994 |
static void scale_system( slv8_system_t sys ) |
995 |
{ |
996 |
if(strcmp(SCALEOPT,"NONE") == 0){ |
997 |
if(sys->J.accurate == FALSE){ |
998 |
calc_nominals(sys); |
999 |
calc_weights(sys); |
1000 |
jacobian_scaled(sys); |
1001 |
} |
1002 |
scale_variables(sys); |
1003 |
scale_residuals(sys); |
1004 |
return; |
1005 |
} |
1006 |
if(strcmp(SCALEOPT,"ROW_2NORM") == 0 || |
1007 |
strcmp(SCALEOPT,"RELNOM") == 0){ |
1008 |
if(sys->J.accurate == FALSE){ |
1009 |
scale_J(sys); |
1010 |
jacobian_scaled(sys); |
1011 |
} |
1012 |
scale_variables(sys); |
1013 |
scale_residuals(sys); |
1014 |
return; |
1015 |
} |
1016 |
if(strcmp(SCALEOPT,"2NORM+ITERATIVE") == 0 || |
1017 |
strcmp(SCALEOPT,"RELNOM+ITERATIVE") == 0){ |
1018 |
if(sys->J.accurate == FALSE){ |
1019 |
--sys->update.iterative; |
1020 |
if(sys->update.iterative <= 0) { |
1021 |
scale_J(sys); |
1022 |
scale_J_iterative(sys); |
1023 |
sys->update.iterative = |
1024 |
UPDATE_WEIGHTS < UPDATE_NOMINALS ? UPDATE_WEIGHTS : UPDATE_NOMINALS; |
1025 |
} else { |
1026 |
sys->weights.accurate = TRUE; |
1027 |
sys->nominals.accurate = TRUE; |
1028 |
scale_J(sys); /* will use current scaling vectors */ |
1029 |
} |
1030 |
jacobian_scaled(sys); |
1031 |
} |
1032 |
scale_variables(sys); |
1033 |
scale_residuals(sys); |
1034 |
return; |
1035 |
} |
1036 |
if(strcmp(SCALEOPT,"ITERATIVE") == 0){ |
1037 |
if(sys->J.accurate == FALSE){ |
1038 |
--sys->update.iterative; |
1039 |
if(sys->update.iterative <= 0) { |
1040 |
calc_nominals(sys); |
1041 |
calc_weights(sys); |
1042 |
scale_J_iterative(sys); |
1043 |
sys->update.iterative = |
1044 |
UPDATE_WEIGHTS < UPDATE_NOMINALS ? UPDATE_WEIGHTS : UPDATE_NOMINALS; |
1045 |
} else { |
1046 |
sys->weights.accurate = TRUE; |
1047 |
sys->nominals.accurate = TRUE; |
1048 |
scale_J(sys); /* will use current scaling vectors */ |
1049 |
} |
1050 |
jacobian_scaled(sys); |
1051 |
} |
1052 |
scale_variables(sys); |
1053 |
scale_residuals(sys); |
1054 |
} |
1055 |
return; |
1056 |
} |
1057 |
|
1058 |
|
1059 |
/* |
1060 |
* Resets all flags to setup a new solve. |
1061 |
* Should set sys->s.block.current_block = -1 |
1062 |
* before calling. |
1063 |
* This is currently a HACK! |
1064 |
* not sure if should call when done. |
1065 |
*/ |
1066 |
static void conopt_initialize( slv8_system_t sys) |
1067 |
{ |
1068 |
|
1069 |
sys->s.block.current_block++; |
1070 |
/* |
1071 |
* Next line was added to create the aray cost, whis is used by |
1072 |
* the interface to display residuals and number of iterations |
1073 |
*/ |
1074 |
sys->s.costsize = 1+sys->s.block.number_of; |
1075 |
|
1076 |
if( sys->s.block.current_block < sys->s.block.number_of ) { |
1077 |
boolean ok; |
1078 |
|
1079 |
sys->s.block.iteration = 0; |
1080 |
sys->s.block.cpu_elapsed = 0.0; |
1081 |
sys->s.block.functime = 0.0; |
1082 |
sys->s.block.jactime = 0.0; |
1083 |
sys->s.block.funcs = 0; |
1084 |
sys->s.block.jacs = 0; |
1085 |
|
1086 |
sys->s.calc_ok = TRUE; |
1087 |
|
1088 |
if(sys->p.output.less_important && (LIFDS || |
1089 |
sys->s.block.current_size > 1)) { |
1090 |
debug_delimiter(LIF(sys)); |
1091 |
debug_delimiter(LIF(sys)); |
1092 |
} |
1093 |
if(sys->p.output.less_important && LIFDS) { |
1094 |
FPRINTF(LIF(sys),"\n%-40s ---> %d in [%d..%d]\n", |
1095 |
"Current block number", sys->s.block.current_block, |
1096 |
0, sys->s.block.number_of-1); |
1097 |
FPRINTF(LIF(sys),"%-40s ---> %d\n", "Current block size", |
1098 |
sys->s.block.current_size); |
1099 |
} |
1100 |
if( !(ok = calc_objective(sys)) ) { |
1101 |
FPRINTF(MIF(sys),"Objective calculation errors detected.\n"); |
1102 |
} |
1103 |
if(sys->p.output.less_important && sys->obj) { |
1104 |
FPRINTF(LIF(sys),"%-40s ---> %g\n", "Objective", sys->objective); |
1105 |
} |
1106 |
sys->s.calc_ok = sys->s.calc_ok && ok; |
1107 |
|
1108 |
if (!(sys->p.ignore_bounds) ) { |
1109 |
slv_insure_bounds(SERVER, sys->J.reg.col.low, |
1110 |
sys->J.reg.col.high,MIF(sys)); |
1111 |
} |
1112 |
|
1113 |
sys->residuals.accurate = FALSE; |
1114 |
if( !(ok = calc_residuals(sys)) ) { |
1115 |
FPRINTF(MIF(sys),"Residual calculation errors detected.\n"); |
1116 |
} |
1117 |
if( sys->p.output.less_important && |
1118 |
(sys->s.block.current_size >1 || |
1119 |
LIFDS) ) { |
1120 |
FPRINTF(LIF(sys),"%-40s ---> %g\n", "Residual norm (unscaled)", |
1121 |
sys->s.block.residual); |
1122 |
} |
1123 |
sys->s.calc_ok = sys->s.calc_ok && ok; |
1124 |
|
1125 |
/* Must be updated as soon as required */ |
1126 |
sys->J.accurate = FALSE; |
1127 |
sys->update.weights = 0; |
1128 |
sys->update.nominals = 0; |
1129 |
sys->update.relnoms = 0; |
1130 |
sys->update.iterative = 0; |
1131 |
sys->variables.accurate = FALSE; |
1132 |
} |
1133 |
} |
1134 |
|
1135 |
|
1136 |
/* |
1137 |
* Iteration begin/end routines |
1138 |
* ---------------------------- |
1139 |
* iteration_begins(sys) |
1140 |
* iteration_ends(sys) |
1141 |
*/ |
1142 |
|
1143 |
/* |
1144 |
* Prepares sys for entering an iteration, increasing the iteration counts |
1145 |
* and starting the clock. |
1146 |
*/ |
1147 |
static void iteration_begins( slv8_system_t sys) |
1148 |
{ |
1149 |
sys->clock = tm_cpu_time(); |
1150 |
++(sys->s.block.iteration); |
1151 |
++(sys->s.iteration); |
1152 |
if(sys->p.output.less_important && LIFDS) { |
1153 |
FPRINTF(LIF(sys),"\n%-40s ---> %d\n", |
1154 |
"Iteration", sys->s.block.iteration); |
1155 |
FPRINTF(LIF(sys),"%-40s ---> %d\n", |
1156 |
"Total iteration", sys->s.iteration); |
1157 |
} |
1158 |
} |
1159 |
|
1160 |
|
1161 |
/* |
1162 |
* Prepares sys for exiting an iteration, stopping the clock and recording |
1163 |
* the cpu time. |
1164 |
*/ |
1165 |
static void iteration_ends( slv8_system_t sys) |
1166 |
{ |
1167 |
double cpu_elapsed; /* elapsed this iteration */ |
1168 |
|
1169 |
cpu_elapsed = (double)(tm_cpu_time() - sys->clock); |
1170 |
sys->s.block.cpu_elapsed += cpu_elapsed; |
1171 |
sys->s.cpu_elapsed += cpu_elapsed; |
1172 |
if(sys->p.output.less_important && LIFDS) { |
1173 |
FPRINTF(LIF(sys),"%-40s ---> %g\n", |
1174 |
"Elapsed time", sys->s.block.cpu_elapsed); |
1175 |
FPRINTF(LIF(sys),"%-40s ---> %g\n", |
1176 |
"Total elapsed time", sys->s.cpu_elapsed); |
1177 |
} |
1178 |
} |
1179 |
|
1180 |
|
1181 |
/* |
1182 |
* Updates the solver status. |
1183 |
*/ |
1184 |
static void update_status( slv8_system_t sys) |
1185 |
{ |
1186 |
boolean unsuccessful; |
1187 |
|
1188 |
if( !sys->s.converged ) { |
1189 |
sys->s.time_limit_exceeded = |
1190 |
(sys->s.block.cpu_elapsed >= TIME_LIMIT); |
1191 |
sys->s.iteration_limit_exceeded = |
1192 |
(sys->s.block.iteration >= ITER_LIMIT); |
1193 |
} |
1194 |
|
1195 |
unsuccessful = sys->s.diverged || sys->s.inconsistent || |
1196 |
sys->s.iteration_limit_exceeded || sys->s.time_limit_exceeded; |
1197 |
|
1198 |
sys->s.ready_to_solve = !unsuccessful && !sys->s.converged; |
1199 |
sys->s.ok = !unsuccessful && sys->s.calc_ok && !sys->s.struct_singular; |
1200 |
} |
1201 |
|
1202 |
|
1203 |
static |
1204 |
int32 slv8_get_default_parameters(slv_system_t server, SlvClientToken asys, |
1205 |
slv_parameters_t *parameters) |
1206 |
{ |
1207 |
slv8_system_t sys; |
1208 |
union parm_arg lo,hi,val; |
1209 |
struct slv_parameter *new_parms = NULL; |
1210 |
static char *reorder_names[] = { |
1211 |
"SPK1","TEAR_DROP","OVER_TEAR" |
1212 |
}; |
1213 |
static char *scaling_names[] = { |
1214 |
"NONE","ROW_2NORM","RELNOM" /*,"2NORM+ITERATIVE", |
1215 |
"RELNOM+ITERATIVE","ITERATIVE" */ |
1216 |
}; |
1217 |
int32 make_macros = 0; |
1218 |
if (server != NULL && asys != NULL) { |
1219 |
sys = SLV8(asys); |
1220 |
make_macros = 1; |
1221 |
} |
1222 |
|
1223 |
#if DEBUG /* keep purify from whining on UMR */ |
1224 |
lo.argr = hi.argr = val.argr = 0.0; |
1225 |
#endif /* DEBUG */ |
1226 |
|
1227 |
if (parameters->parms == NULL) { |
1228 |
/* an external client wants our parameter list. |
1229 |
* an instance of slv8_system_structure has this pointer |
1230 |
* already set in slv8_create |
1231 |
*/ |
1232 |
new_parms = (struct slv_parameter *) |
1233 |
ascmalloc((slv8_PA_SIZE)*sizeof(struct slv_parameter)); |
1234 |
if (new_parms == NULL) { |
1235 |
return -1; |
1236 |
} |
1237 |
parameters->parms = new_parms; |
1238 |
parameters->dynamic_parms = 1; |
1239 |
} |
1240 |
parameters->num_parms = 0; |
1241 |
|
1242 |
/* begin defining parameters */ |
1243 |
|
1244 |
slv_define_parm(parameters, real_parm, |
1245 |
"infinity","RTMAXV","Internal value of infinity", |
1246 |
U_p_real(val,10e20),U_p_real(lo,10),U_p_real(hi,MAX_REAL),2); |
1247 |
|
1248 |
slv_define_parm(parameters, real_parm, |
1249 |
"maxjac","RTMAXJ","Maximum Jacobian Element", |
1250 |
U_p_real(val,2e8),U_p_real(lo,10),U_p_real(hi,MAX_REAL),2); |
1251 |
SLV_RPARM_MACRO(RTMAXJ_PTR,parameters); |
1252 |
|
1253 |
slv_define_parm(parameters, real_parm, |
1254 |
"hessian_ub","RTMXJ2","upper bound on 2nd derivatives", |
1255 |
U_p_real(val,1e4),U_p_real(lo,0),U_p_real(hi,MAX_REAL),2); |
1256 |
|
1257 |
slv_define_parm(parameters, real_parm, |
1258 |
"maxfeastol", "RTNWMA", |
1259 |
"max residual considered feasible (may be scaled)", |
1260 |
U_p_real(val, 1e-3),U_p_real(lo, 1e-13),U_p_real(hi,10e10),2); |
1261 |
|
1262 |
slv_define_parm(parameters, real_parm, |
1263 |
"minfeastol", "RTNWMI", |
1264 |
"residuals below this always considered feasible", |
1265 |
U_p_real(val, 4e-10),U_p_real(lo, 1e-20),U_p_real(hi,10e10),2); |
1266 |
|
1267 |
slv_define_parm(parameters, real_parm, |
1268 |
"oneDsearch","RTONED","accuracy of one dimensional search", |
1269 |
U_p_real(val,0.2),U_p_real(lo,0.1),U_p_real(hi,0.7),2); |
1270 |
|
1271 |
slv_define_parm(parameters, real_parm, |
1272 |
"stepmult","RVSTLM","steplength multiplier", |
1273 |
U_p_real(val,4),U_p_real(lo,0),U_p_real(hi,MAX_REAL),2); |
1274 |
|
1275 |
slv_define_parm(parameters, real_parm, |
1276 |
"objtol","RTOBJR","relative objective tolerance", |
1277 |
U_p_real(val,3e-13),U_p_real(lo,0),U_p_real(hi,1),2); |
1278 |
|
1279 |
slv_define_parm(parameters, real_parm, |
1280 |
"pivottol","RTPIVA","absolute pivot tolerance", |
1281 |
U_p_real(val,1e-7),U_p_real(lo,1e-15),U_p_real(hi,1),2); |
1282 |
|
1283 |
slv_define_parm(parameters, real_parm, |
1284 |
"pivtolrel","RTPIVR","relative pivot tolerance", |
1285 |
U_p_real(val,0.05),U_p_real(lo,0),U_p_real(hi,1),2); |
1286 |
|
1287 |
slv_define_parm(parameters, real_parm, |
1288 |
"opttol","RTREDG","optimality tolerance", |
1289 |
U_p_real(val,2e-5),U_p_real(lo,0),U_p_real(hi,MAX_REAL),2); |
1290 |
|
1291 |
slv_define_parm(parameters, int_parm, |
1292 |
"log_freq","LFILOG","Log Frequency", |
1293 |
U_p_int(val,10),U_p_int(lo,1),U_p_int(hi,MAX_INT),1); |
1294 |
|
1295 |
slv_define_parm(parameters, int_parm, |
1296 |
"iterationlimit", "LFITER", "maximum number of iterations", |
1297 |
U_p_int(val, 1000),U_p_int(lo, 1),U_p_int(hi,MAX_INT),1); |
1298 |
SLV_IPARM_MACRO(ITER_LIMIT_PTR,parameters); |
1299 |
|
1300 |
slv_define_parm(parameters, int_parm, |
1301 |
"slowproglim","LFNICR","limit for slow progress", |
1302 |
U_p_int(val,5),U_p_int(lo,1),U_p_int(hi,MAX_INT),1); |
1303 |
|
1304 |
slv_define_parm(parameters, int_parm, |
1305 |
"maxhessdim","LFNICR","maximum Hessian dimension", |
1306 |
U_p_int(val,500),U_p_int(lo,1),U_p_int(hi,MAX_INT),1); |
1307 |
|
1308 |
slv_define_parm(parameters, int_parm, |
1309 |
"supbasiclim","LFMXNS","limit on new superbasics", |
1310 |
U_p_int(val,5),U_p_int(lo,0),U_p_int(hi,MAX_INT),1); |
1311 |
|
1312 |
slv_define_parm(parameters, int_parm, |
1313 |
"errlim","max # func errs", |
1314 |
"limit on function evaluation errors", |
1315 |
U_p_int(val,500),U_p_int(lo,0),U_p_int(hi,MAX_INT),1); |
1316 |
SLV_IPARM_MACRO(DOMLIM_PTR,parameters); |
1317 |
|
1318 |
slv_define_parm(parameters, char_parm, |
1319 |
"scaleopt", "scaling option", "scaling option", |
1320 |
U_p_string(val,scaling_names[1]), |
1321 |
U_p_strings(lo,scaling_names), |
1322 |
U_p_int(hi,sizeof(scaling_names)/sizeof(char *)),3); |
1323 |
SLV_CPARM_MACRO(SCALEOPT_PTR,parameters); |
1324 |
|
1325 |
slv_define_parm(parameters, bool_parm, |
1326 |
"lifds", "show singletons details", "show singletons details", |
1327 |
U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 3); |
1328 |
SLV_BPARM_MACRO(LIFDS_PTR,parameters); |
1329 |
|
1330 |
slv_define_parm(parameters, bool_parm, |
1331 |
"safe_calc", "safe calculations", "safe calculations", |
1332 |
U_p_bool(val, 1),U_p_bool(lo,0),U_p_bool(hi,1), 3); |
1333 |
SLV_BPARM_MACRO(SAFE_CALC_PTR,parameters); |
1334 |
|
1335 |
slv_define_parm(parameters, real_parm, |
1336 |
"toosmall", "default for zero nominal", |
1337 |
"default for zero nominal", |
1338 |
U_p_real(val, 1e-8),U_p_real(lo, 1e-12),U_p_real(hi,1.0), 3); |
1339 |
SLV_RPARM_MACRO(TOO_SMALL_PTR,parameters); |
1340 |
|
1341 |
slv_define_parm(parameters, int_parm, |
1342 |
"upwts", "Row scaling update frequency", |
1343 |
"Row scaling update frequency", |
1344 |
U_p_int(val, 1),U_p_int(lo,0),U_p_int(hi,20000), 3); |
1345 |
SLV_IPARM_MACRO(UPDATE_WEIGHTS_PTR,parameters); |
1346 |
|
1347 |
slv_define_parm(parameters, int_parm, |
1348 |
"upnom", "Column scaling update frequency", |
1349 |
"Column scaling update frequency", |
1350 |
U_p_int(val, 1000),U_p_int(lo,0),U_p_int(hi,20000), 3); |
1351 |
SLV_IPARM_MACRO(UPDATE_NOMINALS_PTR,parameters); |
1352 |
|
1353 |
slv_define_parm(parameters, bool_parm, |
1354 |
"cncols", "Check poorly scaled columns", |
1355 |
"Check poorly scaled columns", |
1356 |
U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 3); |
1357 |
SLV_BPARM_MACRO(DUMPCNORM_PTR,parameters); |
1358 |
|
1359 |
slv_define_parm(parameters, real_parm, |
1360 |
"cnlow", "smallest allowable column norm", |
1361 |
"smallest allowable column norm", |
1362 |
U_p_real(val, 0.01),U_p_real(lo, 0),U_p_real(hi,10e10), 3); |
1363 |
SLV_RPARM_MACRO(CNLOW_PTR,parameters); |
1364 |
|
1365 |
slv_define_parm(parameters, real_parm, |
1366 |
"cnhigh", "largest allowable column norm", |
1367 |
"largest allowable column norm", |
1368 |
U_p_real(val, 100.0),U_p_real(lo,0),U_p_real(hi,10e10), 3); |
1369 |
SLV_RPARM_MACRO(CNHIGH_PTR,parameters); |
1370 |
|
1371 |
slv_define_parm(parameters, int_parm, |
1372 |
"upjac", "Jacobian update frequency", |
1373 |
"Jacobian update frequency", |
1374 |
U_p_int(val, 1),U_p_int(lo,0),U_p_int(hi,20000), 3); |
1375 |
SLV_IPARM_MACRO(UPDATE_JACOBIAN_PTR,parameters); |
1376 |
|
1377 |
slv_define_parm(parameters, int_parm, |
1378 |
"itscalelim", "Iteration lim for iterative scale", |
1379 |
"Iteration lim for iterative scale", |
1380 |
U_p_int(val, 10),U_p_int(lo,0),U_p_int(hi,20000), 3); |
1381 |
SLV_IPARM_MACRO(ITSCALELIM_PTR,parameters); |
1382 |
|
1383 |
slv_define_parm(parameters, real_parm, |
1384 |
"itscaletol", "Iterative scaling tolerance", |
1385 |
"Iterative scaling tolerance", |
1386 |
U_p_real(val, 0.99999),U_p_real(lo,0),U_p_real(hi,1.0), 3); |
1387 |
SLV_RPARM_MACRO(ITSCALETOL_PTR,parameters); |
1388 |
|
1389 |
slv_define_parm(parameters, char_parm, |
1390 |
"reorder", "reorder method", "reorder method", |
1391 |
U_p_string(val,reorder_names[0]), |
1392 |
U_p_strings(lo,reorder_names), |
1393 |
U_p_int(hi,sizeof(reorder_names)/sizeof(char *)),3); |
1394 |
SLV_CPARM_MACRO(REORDER_OPTION_PTR,parameters); |
1395 |
|
1396 |
slv_define_parm(parameters, int_parm, |
1397 |
"cutoff", "block size cutoff (MODEL-based)", |
1398 |
"block size cutoff (MODEL-based)", |
1399 |
U_p_int(val, 200),U_p_int(lo,0),U_p_int(hi,20000), 3); |
1400 |
SLV_IPARM_MACRO(CUTOFF_PTR,parameters); |
1401 |
|
1402 |
slv_define_parm(parameters, bool_parm, |
1403 |
"relnomscale", "calc rel nominals", "calc rel nominals", |
1404 |
U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 3); |
1405 |
SLV_BPARM_MACRO(RELNOMSCALE_PTR,parameters); |
1406 |
|
1407 |
slv_define_parm(parameters, int_parm, |
1408 |
"timelimit", "time limit (CPU sec/block)", |
1409 |
"time limit (CPU sec/block)", |
1410 |
U_p_int(val,1500),U_p_int(lo, 1),U_p_int(hi,20000),1); |
1411 |
SLV_IPARM_MACRO(TIME_LIMIT_PTR,parameters); |
1412 |
|
1413 |
return 1; |
1414 |
} |
1415 |
|
1416 |
|
1417 |
/* |
1418 |
* External routines |
1419 |
* ----------------- |
1420 |
* See slv_client.h |
1421 |
*/ |
1422 |
|
1423 |
static SlvClientToken slv8_create(slv_system_t server, int32*statusindex) |
1424 |
{ |
1425 |
slv8_system_t sys; |
1426 |
|
1427 |
sys = (slv8_system_t)asccalloc(1, sizeof(struct slv8_system_structure) ); |
1428 |
if (sys==NULL) { |
1429 |
*statusindex = 1; |
1430 |
return sys; |
1431 |
} |
1432 |
SERVER = server; |
1433 |
sys->p.parms = sys->pa; |
1434 |
sys->p.dynamic_parms = 0; |
1435 |
slv8_get_default_parameters(server,(SlvClientToken)sys,&(sys->p)); |
1436 |
sys->integrity = OK; |
1437 |
sys->presolved = 0; |
1438 |
sys->resolve = 0; |
1439 |
sys->p.output.more_important = stdout; |
1440 |
sys->p.output.less_important = stdout; |
1441 |
|
1442 |
sys->p.whose = (*statusindex); |
1443 |
|
1444 |
sys->s.ok = TRUE; |
1445 |
sys->s.calc_ok = TRUE; |
1446 |
sys->s.costsize = 0; |
1447 |
sys->s.cost = NULL; /*redundant, but sanity preserving */ |
1448 |
sys->vlist = slv_get_solvers_var_list(server); |
1449 |
sys->rlist = slv_get_solvers_rel_list(server); |
1450 |
sys->obj = slv_get_obj_relation(server); |
1451 |
if (sys->vlist == NULL) { |
1452 |
ascfree(sys); |
1453 |
FPRINTF(MIF(sys),"CONOPT called with no variables.\n"); |
1454 |
*statusindex = -2; |
1455 |
return NULL; /* prolly leak here */ |
1456 |
} |
1457 |
if (sys->rlist == NULL && sys->obj == NULL) { |
1458 |
ascfree(sys); |
1459 |
FPRINTF(MIF(sys),"CONOPT called with no relations or objective.\n"); |
1460 |
*statusindex = -1; |
1461 |
return NULL; /* prolly leak here */ |
1462 |
} |
1463 |
/* we don't give a damn about the objective list or the pars or |
1464 |
* bounds or extrels or any of the other crap. |
1465 |
*/ |
1466 |
slv_check_var_initialization(server); |
1467 |
*statusindex = 0; |
1468 |
return((SlvClientToken)sys); |
1469 |
} |
1470 |
|
1471 |
static void destroy_matrices( slv8_system_t sys) |
1472 |
{ |
1473 |
if( sys->J.mtx ) { |
1474 |
mtx_destroy(sys->J.mtx); |
1475 |
} |
1476 |
} |
1477 |
|
1478 |
static void destroy_vectors( slv8_system_t sys) |
1479 |
{ |
1480 |
destroy_array(sys->nominals.vec); |
1481 |
destroy_array(sys->weights.vec); |
1482 |
destroy_array(sys->relnoms.vec); |
1483 |
destroy_array(sys->variables.vec); |
1484 |
destroy_array(sys->residuals.vec); |
1485 |
} |
1486 |
|
1487 |
|
1488 |
static int32 slv8_eligible_solver(slv_system_t server) |
1489 |
{ |
1490 |
struct rel_relation **rp; |
1491 |
for( rp=slv_get_solvers_rel_list(server); *rp != NULL ; ++rp ) { |
1492 |
if( rel_less(*rp) || rel_greater(*rp) ) return(FALSE); |
1493 |
} |
1494 |
return(TRUE); |
1495 |
} |
1496 |
|
1497 |
|
1498 |
static void slv8_get_parameters(slv_system_t server, SlvClientToken asys, |
1499 |
slv_parameters_t *parameters) |
1500 |
{ |
1501 |
slv8_system_t sys; |
1502 |
(void)server; /* stop gcc whine about unused parameter */ |
1503 |
|
1504 |
sys = SLV8(asys); |
1505 |
if (check_system(sys)) return; |
1506 |
mem_copy_cast(&(sys->p),parameters,sizeof(slv_parameters_t)); |
1507 |
} |
1508 |
|
1509 |
|
1510 |
static void slv8_set_parameters(slv_system_t server, SlvClientToken asys, |
1511 |
slv_parameters_t *parameters) |
1512 |
{ |
1513 |
slv8_system_t sys; |
1514 |
(void)server; /* stop gcc whine about unused parameter */ |
1515 |
|
1516 |
sys = SLV8(asys); |
1517 |
if (check_system(sys)) return; |
1518 |
mem_copy_cast(parameters,&(sys->p),sizeof(slv_parameters_t)); |
1519 |
} |
1520 |
|
1521 |
|
1522 |
static void slv8_get_status(slv_system_t server, SlvClientToken asys, |
1523 |
slv_status_t *status) |
1524 |
{ |
1525 |
slv8_system_t sys; |
1526 |
(void)server; /* stop gcc whine about unused parameter */ |
1527 |
|
1528 |
sys = SLV8(asys); |
1529 |
if (check_system(sys)) return; |
1530 |
mem_copy_cast(&(sys->s),status,sizeof(slv_status_t)); |
1531 |
} |
1532 |
|
1533 |
|
1534 |
static linsolqr_system_t slv8_get_linsolqr_sys(slv_system_t server, |
1535 |
SlvClientToken asys) |
1536 |
{ |
1537 |
slv8_system_t sys; |
1538 |
(void)server; /* stop gcc whine about unused parameter */ |
1539 |
|
1540 |
sys = SLV8(asys); |
1541 |
if (check_system(sys)) return NULL; |
1542 |
return(sys->J.sys); |
1543 |
} |
1544 |
|
1545 |
|
1546 |
static linsol_system_t slv8_get_linsol_sys(slv_system_t server, |
1547 |
SlvClientToken asys) |
1548 |
{ |
1549 |
(void)server; /* stop gcc whine about unused parameter */ |
1550 |
(void)asys; /* stop gcc whine about unused parameter */ |
1551 |
return( NULL ); |
1552 |
} |
1553 |
|
1554 |
|
1555 |
/* |
1556 |
* Performs structural analysis on the system, setting the flags in |
1557 |
* status. The problem must be set up, the relation/variable list |
1558 |
* must be non-NULL. The |
1559 |
* jacobian (linear) system must be created and have the correct order |
1560 |
* (stored in sys->cap). Everything else will be determined here. |
1561 |
* On entry there isn't yet a correspondence between var_sindex and |
1562 |
* jacobian column. Here we establish that. |
1563 |
*/ |
1564 |
static void structural_analysis(slv_system_t server, slv8_system_t sys) |
1565 |
{ |
1566 |
/* this function has been striped of its guts for conopt |
1567 |
and may go away */ |
1568 |
|
1569 |
var_filter_t vfilter; |
1570 |
rel_filter_t rfilter; |
1571 |
|
1572 |
/* |
1573 |
* The server has marked incidence flags already. |
1574 |
*/ |
1575 |
/* count included equalities */ |
1576 |
rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
1577 |
rfilter.matchvalue = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
1578 |
sys->rused = slv_count_solvers_rels(server,&rfilter); |
1579 |
|
1580 |
/* count free and incident vars */ |
1581 |
vfilter.matchbits = (VAR_FIXED | VAR_INCIDENT | VAR_SVAR | VAR_ACTIVE); |
1582 |
vfilter.matchvalue = (VAR_INCIDENT | VAR_SVAR | VAR_ACTIVE); |
1583 |
sys->vused = slv_count_solvers_vars(server,&vfilter); |
1584 |
|
1585 |
/* Symbolic analysis */ |
1586 |
sys->rtot = slv_get_num_solvers_rels(server); |
1587 |
sys->vtot = slv_get_num_solvers_vars(server); |
1588 |
|
1589 |
/* |
1590 |
* The next few lines are used to calculate the rank of the nonlinear |
1591 |
* system. We need it to evaluate if the system is structurally |
1592 |
* singular or not. Calculating this number will keep CONOPT from |
1593 |
* displaying a "structurally singular" error message |
1594 |
*/ |
1595 |
if (sys->rtot) { |
1596 |
slv_block_partition(server); |
1597 |
} |
1598 |
sys->J.dofdata = slv_get_dofdata(server); |
1599 |
sys->rank = sys->J.dofdata->structural_rank; |
1600 |
/* |
1601 |
* Unify the partitions since we feed CONOPT with a single block. |
1602 |
*/ |
1603 |
slv_block_unify(server); |
1604 |
|
1605 |
|
1606 |
sys->J.reg.row.low = sys->J.reg.col.low = 0; |
1607 |
sys->J.reg.row.high = sys->con.m -1; |
1608 |
if (sys->obj != NULL) sys->J.reg.row.high--; |
1609 |
sys->J.reg.col.high = sys->con.n -1; |
1610 |
slv_check_bounds(SERVER,sys->vused,sys->vtot-1,MIF(sys),"fixed"); |
1611 |
|
1612 |
/* Initialize Status */ |
1613 |
sys->s.over_defined = (sys->rused > sys->vused); |
1614 |
sys->s.under_defined = (sys->rused < sys->vused); |
1615 |
sys->s.struct_singular = (sys->rank < sys->rused); |
1616 |
sys->s.block.number_of = (slv_get_solvers_blocks(SERVER))->nblocks; |
1617 |
|
1618 |
} |
1619 |
|
1620 |
|
1621 |
static void create_matrices(slv_system_t server, slv8_system_t sys) |
1622 |
{ |
1623 |
sys->J.mtx = mtx_create(); |
1624 |
mtx_set_order(sys->J.mtx,sys->cap); |
1625 |
structural_analysis(server,sys); |
1626 |
} |
1627 |
|
1628 |
|
1629 |
static void create_vectors(sys) |
1630 |
slv8_system_t sys; |
1631 |
{ |
1632 |
sys->nominals.vec = create_array(sys->cap,real64); |
1633 |
sys->nominals.rng = &(sys->J.reg.col); |
1634 |
sys->weights.vec = create_array(sys->cap,real64); |
1635 |
sys->weights.rng = &(sys->J.reg.row); |
1636 |
sys->relnoms.vec = create_array(sys->cap,real64); |
1637 |
sys->relnoms.rng = &(sys->J.reg.row); |
1638 |
sys->variables.vec = create_array(sys->cap,real64); |
1639 |
sys->variables.rng = &(sys->J.reg.col); |
1640 |
sys->residuals.vec = create_array(sys->cap,real64); |
1641 |
sys->residuals.rng = &(sys->J.reg.row); |
1642 |
} |
1643 |
|
1644 |
|
1645 |
static void slv8_dump_internals(slv_system_t server, |
1646 |
SlvClientToken sys,int32 level) |
1647 |
{ |
1648 |
(void)server; /* stop gcc whine about unused parameter */ |
1649 |
|
1650 |
check_system(sys); |
1651 |
if (level > 0) { |
1652 |
FPRINTF(MI8F(sys),"ERROR: (slv8) slv8_dump_internals\n"); |
1653 |
FPRINTF(MI8F(sys)," slv8 does not dump its internals.\n"); |
1654 |
} |
1655 |
} |
1656 |
|
1657 |
|
1658 |
/* |
1659 |
* Here we will check if any fixed or included flags have |
1660 |
* changed since the last presolve. |
1661 |
*/ |
1662 |
static int32 slv8_dof_changed(slv8_system_t sys) |
1663 |
{ |
1664 |
int32 ind, result = 0; |
1665 |
/* Currently we have two copies of the fixed and included flags |
1666 |
which must be kept in sync. The var_fixed and rel_included |
1667 |
functions perform the syncronization and hence must be called |
1668 |
over the whole var list and rel list respectively. When we move |
1669 |
to using only one set of flags (bit flags) this function can |
1670 |
be changed to return 1 at the first indication of a change |
1671 |
in the dof. */ |
1672 |
|
1673 |
/* search for vars that were fixed and are now free */ |
1674 |
for( ind = sys->vused; ind < sys->vtot; ++ind ) { |
1675 |
if( !var_fixed(sys->vlist[ind]) && var_active(sys->vlist[ind]) ) { |
1676 |
++result; |
1677 |
} |
1678 |
} |
1679 |
/* search for rels that were unincluded and are now included */ |
1680 |
for( ind = sys->rused; ind < sys->rtot; ++ind ) { |
1681 |
if( rel_included(sys->rlist[ind]) && rel_active(sys->rlist[ind])) { |
1682 |
++result; |
1683 |
} |
1684 |
} |
1685 |
/* search for vars that were free and are now fixed */ |
1686 |
for( ind = sys->vused -1; ind >= 0; --ind ) { |
1687 |
if( var_fixed(sys->vlist[ind]) || !var_active(sys->vlist[ind])) { |
1688 |
++result; |
1689 |
} |
1690 |
} |
1691 |
/* search for rels that were included and are now unincluded */ |
1692 |
for( ind = sys->rused -1; ind >= 0; --ind ) { |
1693 |
if( !rel_included(sys->rlist[ind]) || !rel_active(sys->rlist[ind]) ) { |
1694 |
++result; |
1695 |
} |
1696 |
} |
1697 |
return result; |
1698 |
} |
1699 |
|
1700 |
|
1701 |
static void reset_cost(struct slv_block_cost *cost,int32 costsize) |
1702 |
{ |
1703 |
int32 ind; |
1704 |
for( ind = 0; ind < costsize; ++ind ) { |
1705 |
cost[ind].size = 0; |
1706 |
cost[ind].iterations = 0; |
1707 |
cost[ind].funcs = 0; |
1708 |
cost[ind].jacs = 0; |
1709 |
cost[ind].functime = 0; |
1710 |
cost[ind].jactime = 0; |
1711 |
cost[ind].time = 0; |
1712 |
cost[ind].resid = 0; |
1713 |
} |
1714 |
} |
1715 |
|
1716 |
|
1717 |
/* |
1718 |
* After running CONOPT, we need to update the values of the array |
1719 |
* cost, which is used by the interface to display residual and number |
1720 |
* of iterations |
1721 |
*/ |
1722 |
static void update_cost(slv8_system_t sys) |
1723 |
{ |
1724 |
int32 ci; |
1725 |
if (sys->s.cost == NULL) { |
1726 |
sys->s.cost = create_zero_array(sys->s.costsize,struct slv_block_cost); |
1727 |
} else { |
1728 |
reset_cost(sys->s.cost,sys->s.costsize); |
1729 |
} |
1730 |
ci=sys->s.block.current_block; |
1731 |
sys->s.cost[ci].size = sys->s.block.current_size; |
1732 |
sys->s.cost[ci].iterations = sys->s.block.iteration; |
1733 |
sys->s.cost[ci].resid = sys->s.block.residual; |
1734 |
} |
1735 |
|
1736 |
|
1737 |
static void slv8_presolve(slv_system_t server, SlvClientToken asys) |
1738 |
{ |
1739 |
struct var_variable **vp; |
1740 |
struct rel_relation **rp; |
1741 |
int32 cap, ind; |
1742 |
int32 matrix_creation_needed = 1; |
1743 |
slv8_system_t sys; |
1744 |
|
1745 |
sys = SLV8(asys); |
1746 |
iteration_begins(sys); |
1747 |
check_system(sys); |
1748 |
if( sys->vlist == NULL ) { |
1749 |
FPRINTF(MIF(sys),"ERROR: (slv8) slv8_presolve\n"); |
1750 |
FPRINTF(MIF(sys)," Variable list was never set.\n"); |
1751 |
return; |
1752 |
} |
1753 |
if( sys->rlist == NULL && sys->obj == NULL ) { |
1754 |
FPRINTF(MIF(sys),"ERROR: (slv8) slv8_presolve\n"); |
1755 |
FPRINTF(MIF(sys)," Relation list and objective never set.\n"); |
1756 |
return; |
1757 |
} |
1758 |
|
1759 |
sys->obj = slv_get_obj_relation(server); /*may have changed objective*/ |
1760 |
|
1761 |
if(sys->presolved > 0) { /* system has been presolved before */ |
1762 |
if(!slv8_dof_changed(sys) /*no changes in fixed or included flags*/ |
1763 |
&& sys->p.partition == sys->J.old_partition |
1764 |
&& sys->obj == sys->old_obj) { |
1765 |
#if DEBUG |
1766 |
FPRINTF(MIF(sys),"YOU JUST AVOIDED MATRIX DESTRUCTION/CREATION\n"); |
1767 |
#endif /* DEBUG */ |
1768 |
matrix_creation_needed = 0; |
1769 |
} |
1770 |
} |
1771 |
|
1772 |
rp=sys->rlist; |
1773 |
for( ind = 0; ind < sys->rtot; ++ind ) { |
1774 |
rel_set_satisfied(rp[ind],FALSE); |
1775 |
} |
1776 |
if( matrix_creation_needed ) { |
1777 |
|
1778 |
cap = slv_get_num_solvers_rels(SERVER); |
1779 |
sys->cap = slv_get_num_solvers_vars(SERVER); |
1780 |
sys->cap = MAX(sys->cap,cap); |
1781 |
vp=sys->vlist; |
1782 |
for( ind = 0; ind < sys->vtot; ++ind ) { |
1783 |
var_set_in_block(vp[ind],FALSE); |
1784 |
} |
1785 |
rp=sys->rlist; |
1786 |
for( ind = 0; ind < sys->rtot; ++ind ) { |
1787 |
rel_set_in_block(rp[ind],FALSE); |
1788 |
rel_set_satisfied(rp[ind],FALSE); |
1789 |
} |
1790 |
|
1791 |
sys->presolved = 1; /* full presolve recognized here */ |
1792 |
sys->resolve = 0; /* initialize resolve flag */ |
1793 |
sys->J.old_partition = sys->p.partition; |
1794 |
sys->old_obj = sys->obj; |
1795 |
|
1796 |
slv_sort_rels_and_vars(server,&(sys->con.m),&(sys->con.n)); |
1797 |
if (sys->obj != NULL) { |
1798 |
sys->con.m++; /* treat objective as a row */ |
1799 |
} |
1800 |
|
1801 |
sys->con.ipsz[0] = sys->con.n; |
1802 |
sys->con.ipsz[1] = sys->con.m; |
1803 |
sys->con.nz = num_jacobian_nonzeros(sys, &(sys->con.maxrow)); |
1804 |
sys->con.ipsz[2] = sys->con.nz; |
1805 |
sys->con.nintgr = NINTGR; |
1806 |
/* |
1807 |
* Memory estimation by calling the CONOPT subroutine coimem |
1808 |
* The use of conopt_estimate_memory is a hack to avoid |
1809 |
* unresolved external during the linking of the CONOPT library. |
1810 |
* See conopt.h |
1811 |
*/ |
1812 |
conopt_estimate_memory(&(sys->con.nintgr),&(sys->con.ipsz[0]), |
1813 |
&(sys->con.minmem),&(sys->con.estmem)); |
1814 |
|
1815 |
if (sys->con.work != NULL) { |
1816 |
sys->con.work = (real64 *)ascrealloc(sys->con.work, |
1817 |
sys->con.estmem*sizeof(real64)); |
1818 |
} else { |
1819 |
/* calloc here doesn't help the crash */ |
1820 |
sys->con.work = (real64 *)ascmalloc(sys->con.estmem*sizeof(real64)); |
1821 |
} |
1822 |
sys->con.lwork = sys->con.estmem; |
1823 |
destroy_vectors(sys); |
1824 |
destroy_matrices(sys); |
1825 |
create_matrices(server,sys); |
1826 |
create_vectors(sys); |
1827 |
|
1828 |
sys->s.block.current_reordered_block = -2; |
1829 |
} |
1830 |
|
1831 |
/* Reset status */ |
1832 |
sys->con.optimized = 0; |
1833 |
sys->s.iteration = 0; |
1834 |
sys->s.cpu_elapsed = 0.0; |
1835 |
sys->s.converged = sys->s.diverged = sys->s.inconsistent = FALSE; |
1836 |
sys->s.block.previous_total_size = 0; |
1837 |
sys->s.costsize = 1+sys->s.block.number_of; |
1838 |
|
1839 |
if( matrix_creation_needed ) { |
1840 |
destroy_array(sys->s.cost); |
1841 |
sys->s.cost = create_zero_array(sys->s.costsize,struct slv_block_cost); |
1842 |
for( ind = 0; ind < sys->s.costsize; ++ind ) { |
1843 |
sys->s.cost[ind].reorder_method = -1; |
1844 |
} |
1845 |
} else { |
1846 |
reset_cost(sys->s.cost,sys->s.costsize); |
1847 |
} |
1848 |
|
1849 |
/* set to go to first unconverged block */ |
1850 |
sys->s.block.current_block = -1; |
1851 |
sys->s.block.current_size = 0; |
1852 |
sys->s.calc_ok = TRUE; |
1853 |
sys->s.block.iteration = 0; |
1854 |
sys->objective = MAXDOUBLE/2000.0; |
1855 |
|
1856 |
update_status(sys); |
1857 |
iteration_ends(sys); |
1858 |
sys->s.cost[sys->s.block.number_of].time=sys->s.cpu_elapsed; |
1859 |
} |
1860 |
|
1861 |
|
1862 |
static void slv8_resolve(slv_system_t server, SlvClientToken asys) |
1863 |
{ |
1864 |
struct var_variable **vp; |
1865 |
struct rel_relation **rp; |
1866 |
slv8_system_t sys; |
1867 |
(void)server; /* stop gcc whine about unused parameter */ |
1868 |
|
1869 |
sys = SLV8(asys); |
1870 |
|
1871 |
check_system(sys); |
1872 |
for( vp = sys->vlist ; *vp != NULL ; ++vp ) { |
1873 |
var_set_in_block(*vp,FALSE); |
1874 |
} |
1875 |
for( rp = sys->rlist ; *rp != NULL ; ++rp ) { |
1876 |
rel_set_in_block(*rp,FALSE); |
1877 |
rel_set_satisfied(*rp,FALSE); |
1878 |
} |
1879 |
|
1880 |
sys->resolve = 1; /* resolved recognized here */ |
1881 |
|
1882 |
/* Reset status */ |
1883 |
sys->s.iteration = 0; |
1884 |
sys->s.cpu_elapsed = 0.0; |
1885 |
sys->s.converged = sys->s.diverged = sys->s.inconsistent = FALSE; |
1886 |
sys->s.block.previous_total_size = 0; |
1887 |
|
1888 |
/* go to first unconverged block */ |
1889 |
sys->s.block.current_block = -1; |
1890 |
sys->s.block.current_size = 0; |
1891 |
sys->s.calc_ok = TRUE; |
1892 |
sys->s.block.iteration = 0; |
1893 |
sys->objective = MAXDOUBLE/2000.0; |
1894 |
|
1895 |
update_status(sys); |
1896 |
} |
1897 |
|
1898 |
|
1899 |
/* |
1900 |
* CONOPT ROUTINES |
1901 |
*/ |
1902 |
|
1903 |
/* |
1904 |
* WORK TO DO: |
1905 |
* Fix interface so that solvers define status messages. We |
1906 |
* should not be stuck with one standard set that all solvers |
1907 |
* must deal with. |
1908 |
* Reimplement old code to detect linear coefficients and use |
1909 |
* in conopt hookup. |
1910 |
* Implement better communication routines. |
1911 |
* Give more contol to interface (ex. turn off error counting, |
1912 |
* switch from we alocate to conopt allocates, etc.). |
1913 |
* Record marginal values and make available to user. |
1914 |
* Set up interface such that any variable can be selected and |
1915 |
* either maximized or minimized. |
1916 |
* Get rid of our Jacobian calculation routine and stuff conopt's |
1917 |
* workspace directly (in unsorted order). This will require |
1918 |
* rewriting the scaling functions. (This code really should |
1919 |
* not be in the solver) |
1920 |
* Fix up restart code...we don't keep track of which values |
1921 |
* change so must update entire Jacobian and residual vector |
1922 |
* but may save some time by not having to redo column pointers etc. |
1923 |
* Implement a way to bailout...check for ^C and tell conopt to |
1924 |
* return as soon as possible. |
1925 |
* Currently will not take problem like MIN x^2...it will complain |
1926 |
* about empty rows. Must formulate as y=x^2; MIN y; until we |
1927 |
* fix the way we handle objectives. |
1928 |
*/ |
1929 |
|
1930 |
|
1931 |
/* |
1932 |
* COIRMS Based on the information provided in Coispz, CONOPT will |
1933 |
* allocate the number of vectors into which the user can define |
1934 |
* the details of the model. The details of the model are defined |
1935 |
* here. |
1936 |
* |
1937 |
* COIRMS(lower, curr, upper, vsta, type,rhs, fv, esta, colsta, |
1938 |
* rowno, value, nlflag, n, m, n1, nz, usrmem) |
1939 |
* |
1940 |
* lower - lower bounds on the variables |
1941 |
* curr - intial values of the variables |
1942 |
* upper - upper bounds on the variables |
1943 |
* vsta - initial status of the variable(o nonbasic, 1 basic) |
1944 |
* type - types of equations (0 equality,1 greater,2 less) |
1945 |
* rhs - values of the right hand sides |
1946 |
* fv - sum of the nonlinear terms in the initial point |
1947 |
* esta - initial status of the slack in the constraint (nonbasic,basic) |
1948 |
* colsta- start of column pointers |
1949 |
* rowno - row or equation numbers of the nonzeros |
1950 |
* value - values of the jacobian elements |
1951 |
* nlflag- nonlinearity flags(0 nonzero constant,1 varying) |
1952 |
* n - number of variables |
1953 |
* m - number of constraints |
1954 |
* n1 - n+1 |
1955 |
* nz - number of jacobian elements |
1956 |
* usrmem- user memory defined by conopt |
1957 |
*/ |
1958 |
static void slv8_coirms(real64 *lower, real64 *curr, real64 *upper, |
1959 |
int32 *vsta, int32 *type, real64 *rhs, |
1960 |
real64 *fv, int32 *esta, int32 *colsta, |
1961 |
int32 *rowno, real64 *value, int32 *nlflag, |
1962 |
int32 *n, int32 *m, int32 *n1, int32 *nz, |
1963 |
real64 *usrmem) |
1964 |
{ |
1965 |
int32 col,row,count,count_old,len,c,r,offset, obj_count; |
1966 |
real64 nominal, up, low; |
1967 |
struct var_variable *var; |
1968 |
struct rel_relation *rel; |
1969 |
const struct rel_relation **rlist=NULL; |
1970 |
static rel_filter_t rfilter; |
1971 |
static var_filter_t vfilter; |
1972 |
real64 *derivatives; |
1973 |
int32 *variables; |
1974 |
mtx_coord_t coord; |
1975 |
slv8_system_t sys; |
1976 |
|
1977 |
/* |
1978 |
* stop gcc whining about unused parameter |
1979 |
*/ |
1980 |
(void)vsta; (void)rhs; (void)esta; (void)n; |
1981 |
|
1982 |
sys = (slv8_system_t)usrmem; |
1983 |
rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
1984 |
rfilter.matchvalue =(REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
1985 |
|
1986 |
vfilter.matchbits = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR | VAR_FIXED); |
1987 |
vfilter.matchvalue = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR); |
1988 |
|
1989 |
calc_J(sys); |
1990 |
calc_residuals(sys); |
1991 |
scale_system(sys); |
1992 |
|
1993 |
for (offset = col = sys->J.reg.col.low; |
1994 |
col <= sys->J.reg.col.high; col++) { |
1995 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
1996 |
nominal = sys->nominals.vec[col]; |
1997 |
low = var_lower_bound(var)/nominal; |
1998 |
up = var_upper_bound(var)/nominal; |
1999 |
/* KHACK: get rid of hard coded numbers */ |
2000 |
lower[col-offset] = low > -1e20 ? low : -1e20; |
2001 |
upper[col-offset] = up < 1e20 ? up : 1e20; |
2002 |
curr[col-offset] = sys->variables.vec[col]; /* already scaled */ |
2003 |
vsta[col-offset] = !var_nonbasic(var); |
2004 |
} |
2005 |
for (offset = row = sys->J.reg.row.low; |
2006 |
row <= sys->J.reg.row.high; row++) { |
2007 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
2008 |
nominal = sys->weights.vec[row]; |
2009 |
fv[row-offset] = sys->residuals.vec[row]; /* already scaled */ |
2010 |
} |
2011 |
for (row = 0; row < *m; row++) { |
2012 |
type[row] = 0; |
2013 |
} |
2014 |
if (sys->obj != NULL) { |
2015 |
type[*m-1] = 3; |
2016 |
} |
2017 |
|
2018 |
if (sys->obj != NULL) { |
2019 |
len = rel_n_incidences(sys->obj); |
2020 |
variables = (int32 *)ascmalloc(len*sizeof(int32)); |
2021 |
derivatives = (real64 *)ascmalloc(len*sizeof(real64)); |
2022 |
relman_diff2(sys->obj,&vfilter,derivatives,variables, |
2023 |
&(obj_count),SAFE_CALC); |
2024 |
} |
2025 |
|
2026 |
count = count_old = 0; |
2027 |
|
2028 |
colsta[0] = 1; |
2029 |
|
2030 |
for (offset = col = sys->J.reg.col.low; |
2031 |
col <= sys->J.reg.col.high; col++) { |
2032 |
coord.col = col; |
2033 |
var = sys->vlist[col]; |
2034 |
#if CONDBG |
2035 |
if (!var_apply_filter(var,&vfilter) ) { |
2036 |
FPRINTF(stderr,"var doesn't pass filter\n"); |
2037 |
} |
2038 |
#endif /* CONDBG */ |
2039 |
len = var_n_incidences(var); |
2040 |
rlist = var_incidence_list(var); |
2041 |
count_old = count; |
2042 |
for (c=0; c < len; c++) { |
2043 |
/* assuming obj on list... check this */ |
2044 |
if (rel_apply_filter(rlist[c],&rfilter)) { |
2045 |
coord.row = rel_sindex(rlist[c]); |
2046 |
rowno[count] = C2F(rel_sindex(rlist[c]) - offset); |
2047 |
value[count] = mtx_value(sys->J.mtx,&coord); |
2048 |
nlflag[count] = 1; /* fix this later */ |
2049 |
if(rlist[c] == sys->obj) { |
2050 |
#if CONDBG |
2051 |
FPRINTF(stderr,"found objective in unexpected location\n"); |
2052 |
#endif /* CONDBG */ |
2053 |
} |
2054 |
if (fabs(value[count]) > RTMAXJ) { |
2055 |
#if CONDBG |
2056 |
FPRINTF(stderr,"Large Jacobian value being set to RTMAXJ\n"); |
2057 |
#endif /* CONDBG */ |
2058 |
if (value[count] > 0) { |
2059 |
value[count] = RTMAXJ-1; |
2060 |
} else { |
2061 |
value[count] = -RTMAXJ+1; |
2062 |
} |
2063 |
} |
2064 |
count++; |
2065 |
} |
2066 |
if(rlist[c] == sys->obj) { |
2067 |
for (r = 0; r < obj_count; r++) { |
2068 |
if ( variables[r] == var_sindex(var) ) { |
2069 |
rowno[count] = *m; |
2070 |
value[count] = derivatives[r]; |
2071 |
nlflag[count] = 1; /* fix this later */ |
2072 |
if (fabs(value[count]) > RTMAXJ) { |
2073 |
if (value[count] > 0) { |
2074 |
value[count] = RTMAXJ-1; |
2075 |
} else { |
2076 |
value[count] = -RTMAXJ+1; |
2077 |
} |
2078 |
} |
2079 |
count++; |
2080 |
} |
2081 |
} |
2082 |
} |
2083 |
} |
2084 |
if (count_old != count) { |
2085 |
colsta[col - offset] = C2F(count_old); |
2086 |
} |
2087 |
} |
2088 |
colsta[F2C(*n1)] = *nz + 1; |
2089 |
if (sys->obj != NULL) { |
2090 |
ascfree(variables); |
2091 |
ascfree(derivatives); |
2092 |
} |
2093 |
} |
2094 |
|
2095 |
#if 0 /* not compatible with our version */ |
2096 |
/* |
2097 |
* COIFBL Defines the nonlinearities of the model by returning |
2098 |
* numerical values. It works on a block of rows during each call. |
2099 |
* COIFBL( x, g, otn, nto, from, to, jac, stcl, rnum, cnum, nl, strw, |
2100 |
* llen, indx, mode, errcnt, n, m, n1, m1, nz, usrmem) |
2101 |
* |
2102 |
* x - punt of evaluation provided by conopt |
2103 |
* g - vector of function values |
2104 |
* otn - old to new permutation vector |
2105 |
* nto - new to old permutation vector |
2106 |
* from - range in permutation |
2107 |
* to - range in permutation |
2108 |
* jac - vector of jacobian values. |
2109 |
* The following are vectors defining the jacobian structure |
2110 |
* stcl - start of column pointers |
2111 |
* rnum - row numbers |
2112 |
* cnum - column numbers |
2113 |
* nl - nonlinearity flags |
2114 |
* strw - start row pointers |
2115 |
* llen - count of linear jacobian elements |
2116 |
* indx - pointers from the row-wise representation |
2117 |
* mode - indicator of mode of evaluation |
2118 |
* errcnt- number of function evaluation errors |
2119 |
* n - umber of variables |
2120 |
* m - number of constraints |
2121 |
* n1 - n+1 |
2122 |
* m1 - m+1 |
2123 |
* nz - number of jacobian elements |
2124 |
* usrmem- user memory defined by conopt |
2125 |
*/ |
2126 |
static void slv8_coifbl(real64 *x, real64 *g, int32 *otn, int32 *nto, |
2127 |
int32 *from, int32 *to, real64 *jac, int32 *stcl, |
2128 |
int32 *rnum, int32 *cnum, int32 *nl, int32 *strw, |
2129 |
int32 *llen, int32 *indx, int32 *mode, int32 *errcnt, |
2130 |
int32 *n, int32 *m, int32 *n1, int32 *m1, int32 *nz, |
2131 |
real64 *usrmem) |
2132 |
{ |
2133 |
int32 offset, col, row, j, jj, len, c; |
2134 |
real64 nominal, value; |
2135 |
struct var_variable *var; |
2136 |
struct rel_relation *rel; |
2137 |
int32 *jac_row; |
2138 |
int32 *variables; |
2139 |
real64 *derivatives; |
2140 |
static var_filter_t vfilter; |
2141 |
slv8_system_t sys; |
2142 |
|
2143 |
/* |
2144 |
* stop gcc whining about unused parameter |
2145 |
*/ |
2146 |
(void)nto; (void)stcl; (void)rnum; (void)nl; |
2147 |
(void)errcnt; (void)n1; (void)m1; (void)nz; |
2148 |
|
2149 |
sys = (slv8_system_t)usrmem; |
2150 |
|
2151 |
for (offset = col = sys->J.reg.col.low; |
2152 |
col <= sys->J.reg.col.high; col++) { |
2153 |
var = sys->vlist[col]; |
2154 |
nominal = sys->nominals.vec[col]; |
2155 |
value = x[col-offset] * nominal; |
2156 |
var_set_value(var, value); |
2157 |
} |
2158 |
/* NOTE: could be more efficient when mode = 3 */ |
2159 |
if (*mode == 1 || *mode == 3) { |
2160 |
for (offset = row = sys->J.reg.row.low; |
2161 |
row <= sys->J.reg.row.high; row++) { |
2162 |
if (F2C(*to) <= otn[row-offset] && otn[row-offset] <= F2C(*from)) { |
2163 |
rel = sys->rlist[row]; |
2164 |
g[row-offset] = relman_eval(rel,&calc_ok,SAFE_CALC) |
2165 |
* sys->weights.vec[row]; |
2166 |
} |
2167 |
} |
2168 |
if (F2C(*to) <= otn[F2C(*m)] && otn[F2C(*m)] <= F2C(*from)) { |
2169 |
if(calc_objective(sys)){ |
2170 |
g[F2C(*m)] = sys->objective; |
2171 |
} else { |
2172 |
FPRINTF(MIF(sys),"slv8_coifbl: ERROR IN OBJECTIVE CALCULATION\n"); |
2173 |
} |
2174 |
} |
2175 |
} |
2176 |
jac_row = (int32 *)ascmalloc((*n)*sizeof(int32)); |
2177 |
if (*mode == 2 || *mode == 3) { |
2178 |
len = sys->con.maxrow; |
2179 |
variables = (int32 *)ascmalloc(len*sizeof(int32)); |
2180 |
derivatives = (real64 *)ascmalloc(len*sizeof(real64)); |
2181 |
vfilter.matchbits = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR | VAR_FIXED); |
2182 |
vfilter.matchvalue = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR); |
2183 |
for (offset = row = sys->J.reg.row.low; |
2184 |
row <= sys->J.reg.row.high; row++) { |
2185 |
if (F2C(*to) <= otn[row-offset] && otn[row-offset] <= F2C(*from)) { |
2186 |
rel = sys->rlist[row]; |
2187 |
relman_diff2(rel,&vfilter,derivatives,variables, |
2188 |
&(len),SAFE_CALC); |
2189 |
for (c = 0; c < len; c++) { |
2190 |
jac_row[variables[c]] = derivatives[c]; |
2191 |
} |
2192 |
for (j = strw[row-offset] + llen[row-offset]; |
2193 |
j < strw[row-offset + 1]; j++) { |
2194 |
jj = indx[F2C(j)]; |
2195 |
jac[F2C(jj)] = jac_row[F2C(cnum[F2C(jj)])] |
2196 |
* sys->weights.vec[row] |
2197 |
* sys->nominals.vec[F2C(cnum[F2C(jj)])]; |
2198 |
if(fabs(jac[F2C(jj)]) > RTMAXJ) { |
2199 |
if (jac[F2C(jj)] < 0) { |
2200 |
jac[F2C(jj)] = -RTMAXJ+1; |
2201 |
} else { |
2202 |
jac[F2C(jj)] = RTMAXJ-1; |
2203 |
} |
2204 |
#if CONDBG |
2205 |
FPRINTF(stderr,"large jac element\n"); |
2206 |
#endif /* CONDBG */ |
2207 |
} |
2208 |
} |
2209 |
} |
2210 |
} |
2211 |
} |
2212 |
} |
2213 |
#endif /* 0 */ |
2214 |
|
2215 |
/* |
2216 |
* COIFDE Defines the nonlinearities of the model by returning |
2217 |
* numerical values. It works on one row or equation at a time |
2218 |
* COIFDE(x, g, jac, rowno, jcnm, mode, errcnt, newpt, n, nj, usrmem) |
2219 |
* |
2220 |
* x - punt of evaluation provided by conopt |
2221 |
* g - function value |
2222 |
* jac - jacobian values |
2223 |
* rowno - number of the row for which nonlinearities will be eval |
2224 |
* jcnm - list of column number fon the NL nonzeros |
2225 |
* mode - indicator of mode of evaluation |
2226 |
* errcnt - sum of number of func evaluation errors thus far |
2227 |
* newpt - new point indicator |
2228 |
* nj - number of nonlinear nonzero jacobian elements |
2229 |
* n - number of variables |
2230 |
* usrmem - user memory |
2231 |
*/ |
2232 |
static void slv8_coifde(real64 *x, real64 *g, real64 *jac, int32 *rowno, |
2233 |
int32 *jcnm, int32 *mode, int32 *errcnt, |
2234 |
int32 *newpt, int32 *n, int32 *nj, real64 *usrmem) |
2235 |
{ |
2236 |
int32 offset, col, row, len, c; |
2237 |
real64 nominal, value; |
2238 |
struct var_variable *var; |
2239 |
struct rel_relation *rel; |
2240 |
int32 *variables; |
2241 |
real64 *derivatives; |
2242 |
static var_filter_t vfilter; |
2243 |
slv8_system_t sys; |
2244 |
|
2245 |
/* |
2246 |
* stop gcc whining about unused parameter |
2247 |
*/ |
2248 |
(void)jcnm; (void)n; (void)nj; |
2249 |
|
2250 |
sys = (slv8_system_t)usrmem; |
2251 |
if (*newpt == 1) { |
2252 |
for (offset = col = sys->J.reg.col.low; |
2253 |
col <= sys->J.reg.col.high; col++) { |
2254 |
var = sys->vlist[col]; |
2255 |
nominal = sys->nominals.vec[col]; |
2256 |
value = x[col-offset] * nominal; |
2257 |
var_set_value(var, value); |
2258 |
} |
2259 |
} |
2260 |
/* NOTE: could be more efficient when mode = 3 |
2261 |
* (with future versions of CONOPT) |
2262 |
*/ |
2263 |
if (*mode == 1 || *mode == 3) { |
2264 |
offset = sys->J.reg.row.low; |
2265 |
row = F2C(*rowno + offset); |
2266 |
if ((*rowno == sys->con.m) && (sys->obj != NULL)){ |
2267 |
if(calc_objective(sys)){ |
2268 |
*g = sys->objective; |
2269 |
} else { |
2270 |
FPRINTF(MIF(sys),"slv8_coifde: ERROR IN OBJECTIVE CALCULATION\n"); |
2271 |
} |
2272 |
} else { |
2273 |
rel = sys->rlist[row]; |
2274 |
*g = relman_eval(rel,&calc_ok,SAFE_CALC) |
2275 |
* sys->weights.vec[row]; |
2276 |
if (!calc_ok) { |
2277 |
(*errcnt)++; |
2278 |
} |
2279 |
} |
2280 |
} |
2281 |
if (*mode == 2 || *mode == 3) { |
2282 |
len = sys->con.maxrow; |
2283 |
variables = (int32 *)ascmalloc(len*sizeof(int32)); |
2284 |
derivatives = (real64 *)ascmalloc(len*sizeof(real64)); |
2285 |
vfilter.matchbits = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR | VAR_FIXED); |
2286 |
vfilter.matchvalue = (VAR_ACTIVE | VAR_INCIDENT | VAR_SVAR); |
2287 |
|
2288 |
offset = sys->J.reg.row.low; |
2289 |
row = F2C(*rowno + offset); |
2290 |
if ((*rowno == sys->con.m) && (sys->obj != NULL)){ |
2291 |
rel = sys->obj; |
2292 |
calc_ok = relman_diff2(rel,&vfilter,derivatives,variables, |
2293 |
&(len),SAFE_CALC); |
2294 |
for (c = 0; c < len; c++) { |
2295 |
jac[variables[c]] = derivatives[c] |
2296 |
* sys->nominals.vec[variables[c]]; |
2297 |
} |
2298 |
if (!calc_ok) { |
2299 |
(*errcnt)++; |
2300 |
} |
2301 |
} else { |
2302 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
2303 |
calc_ok = relman_diff2(rel,&vfilter,derivatives,variables, |
2304 |
&(len),SAFE_CALC); |
2305 |
for (c = 0; c < len; c++) { |
2306 |
jac[variables[c]] = derivatives[c] |
2307 |
* sys->weights.vec[row] * sys->nominals.vec[variables[c]]; |
2308 |
} |
2309 |
if (!calc_ok) { |
2310 |
(*errcnt)++; |
2311 |
} |
2312 |
} |
2313 |
for (c = 0; c < len; c++) { |
2314 |
if(fabs(jac[variables[c]]) > RTMAXJ) { |
2315 |
#if CONDBG |
2316 |
FPRINTF(stderr,"large jac element\n"); |
2317 |
#endif /* CONDBG */ |
2318 |
if (jac[variables[c]] < 0) { |
2319 |
jac[variables[c]] = -RTMAXJ+1; |
2320 |
} else { |
2321 |
jac[variables[c]] = RTMAXJ-1; |
2322 |
} |
2323 |
} |
2324 |
} |
2325 |
ascfree(variables); |
2326 |
ascfree(derivatives); |
2327 |
} |
2328 |
} |
2329 |
|
2330 |
|
2331 |
/* |
2332 |
* COISTA Pass the solution from CONOPT to the modeler. It returns |
2333 |
* completion status |
2334 |
* COISTA(modsta, solsts, iter, objval, usrmem) |
2335 |
* |
2336 |
* modsta - model status |
2337 |
* solsta - solver status |
2338 |
* iter - number of iterations |
2339 |
* objval - objective value |
2340 |
* usrmem - user memory |
2341 |
*/ |
2342 |
static void slv8_coista(int32 *modsta, int32 *solsta, int32 *iter, |
2343 |
real64 *objval, real64 *usrmem) |
2344 |
{ |
2345 |
slv8_system_t sys; |
2346 |
sys = (slv8_system_t)usrmem; |
2347 |
sys->con.modsta = *modsta; |
2348 |
sys->con.solsta = *solsta; |
2349 |
|
2350 |
#if NONBASIC_DEBUG |
2351 |
FPRINTF(ASCERR," Model Status = %d\n",*modsta); |
2352 |
FPRINTF(ASCERR," Solver Status = %d\n",*solsta); |
2353 |
#endif /* NONBASIC_DEBUG */ |
2354 |
|
2355 |
sys->con.iter = *iter; |
2356 |
sys->con.obj = sys->objective = *objval; |
2357 |
} |
2358 |
|
2359 |
|
2360 |
/* |
2361 |
* COIRS passes the solution from CONOPT to the modeler. It returns |
2362 |
* solution values |
2363 |
* COIRS(val, xmar, xbas, xsta, yval, ymar, ybas, ysta, n, m, usrmem) |
2364 |
* |
2365 |
* xval - the solution values of the variables |
2366 |
* xmar - corresponding marginal values |
2367 |
* xbas - basis indicator for column (at bound, basic, nonbasic) |
2368 |
* xsta - status of column (normal, nonoptimal, infeasible,unbounded) |
2369 |
* yval - values of the left hand side in all the rows |
2370 |
* ymar - corresponding marginal values |
2371 |
* ybas - basis indicator for row |
2372 |
* ysta - status of row |
2373 |
* n - number of variables |
2374 |
* m - number of constraints |
2375 |
* usrmem - user memory |
2376 |
*/ |
2377 |
static void slv8_coirs(real64 *xval, real64 *xmar, int32 *xbas, int32 *xsta, |
2378 |
real64 *yval, real64 *ymar, int32 *ybas, int32 * ysta, |
2379 |
int32 *n, int32 *m, real64 *usrmem) |
2380 |
{ |
2381 |
int32 offset, col, c; |
2382 |
real64 nominal, value; |
2383 |
struct var_variable *var; |
2384 |
slv8_system_t sys; |
2385 |
|
2386 |
/* |
2387 |
* stop gcc whining about unused parameter |
2388 |
*/ |
2389 |
(void)xmar; (void)xsta; (void)yval; |
2390 |
(void)ymar; (void)ysta; (void)ybas; (void)m; |
2391 |
|
2392 |
|
2393 |
sys = (slv8_system_t)usrmem; |
2394 |
|
2395 |
offset = sys->J.reg.col.low; |
2396 |
for (c = 0; c < *n; c++) { |
2397 |
col = c + offset; |
2398 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
2399 |
nominal = sys->nominals.vec[col]; |
2400 |
/* |
2401 |
* value of the variable |
2402 |
*/ |
2403 |
value = xval[c] * nominal; |
2404 |
var_set_value(var, value); |
2405 |
/* |
2406 |
* status (basic, nonbasic) of the variable |
2407 |
*/ |
2408 |
if (xbas[c] != 2) { |
2409 |
var_set_nonbasic(var,TRUE); |
2410 |
#if NONBASIC_DEBUG |
2411 |
FPRINTF(ASCERR," c = %d\n",c); |
2412 |
FPRINTF(ASCERR," status = %d\n",xbas[c]); |
2413 |
FPRINTF(ASCERR," nonbasic \n"); |
2414 |
#endif /* NONBASIC_DEBUG */ |
2415 |
} else { |
2416 |
var_set_nonbasic(var,FALSE); |
2417 |
} |
2418 |
} |
2419 |
|
2420 |
/* should pull out additional info here */ |
2421 |
} |
2422 |
|
2423 |
|
2424 |
/* |
2425 |
* COIUSZ communicates and update of an existing model to CONOPT |
2426 |
* COIUSZ(nintg, ipsz, nreal, rpsz, usrmem) |
2427 |
* |
2428 |
* nintg - number of positions in ipsz |
2429 |
* ipsz - array describing problem size and options |
2430 |
* nreal - number of positions in rpsz |
2431 |
* rpsz - array of reals describing problem size and options |
2432 |
* usrmem- user memory |
2433 |
*/ |
2434 |
static void slv8_coiusz(int32 *nintg, int32 *ipsz, int32 *nreal, |
2435 |
real64 *rpsz, real64 *usrmem) |
2436 |
{ |
2437 |
/* |
2438 |
* "zero changes" subroutines. the default for all the values is a |
2439 |
* no change situation |
2440 |
*/ |
2441 |
|
2442 |
/* |
2443 |
* stop gcc whining about unused parameter |
2444 |
*/ |
2445 |
(void)nintg; (void)ipsz; (void)nreal; (void)rpsz; |
2446 |
(void)usrmem; |
2447 |
|
2448 |
#if 0 |
2449 |
slv8_system_t sys; |
2450 |
|
2451 |
/* |
2452 |
* To Ken: This was in the subroutine before. But all the values |
2453 |
* are the same as in coipsz. So, no redefintion is necessary since |
2454 |
* the defaults contain the same information |
2455 |
*/ |
2456 |
|
2457 |
/* |
2458 |
* stop gcc whining about unused parameter |
2459 |
*/ |
2460 |
(void)nintg; (void)nreal; |
2461 |
|
2462 |
sys = (slv8_system_t)usrmem; |
2463 |
|
2464 |
ipsz[F2C(1)] = sys->con.n; |
2465 |
ipsz[F2C(2)] = sys->con.m; |
2466 |
ipsz[F2C(3)] = sys->con.nz; |
2467 |
ipsz[F2C(4)] = 0; /* FIX THESE AT A LATER DATE!!!! */ |
2468 |
ipsz[F2C(5)] = sys->con.nz; /* ASSUMING ALL NONLINEAR FOR NOW */ |
2469 |
if (sys->obj != NULL) { |
2470 |
ipsz[F2C(6)] = relman_obj_direction(sys->obj); |
2471 |
ipsz[F2C(7)] = sys->con.m; /* objective will be last row */ |
2472 |
} else { |
2473 |
ipsz[F2C(7)] = 0; |
2474 |
} |
2475 |
ipsz[F2C(8)] = ITER_LIMIT; |
2476 |
ipsz[F2C(12)] = 1; /* NON DEFAULT VALUE */ |
2477 |
ipsz[F2C(13)] = 1; /* NON DEFAULT VALUE */ |
2478 |
|
2479 |
rpsz[F2C(7)] = TIME_LIMIT; |
2480 |
|
2481 |
#endif |
2482 |
|
2483 |
return; |
2484 |
} |
2485 |
|
2486 |
|
2487 |
/* |
2488 |
* COIOPT communicates non-default option values to CONOPT |
2489 |
* COIOPT(name, rval, ival, lval, usrmem) |
2490 |
* name - the name of a CONOPT CR-cell defined by the modeler |
2491 |
* rval - the value to be assigned to name if the cells contains a real |
2492 |
* ival - the value to be assigned to name if the cells contains an int |
2493 |
* lval - the value to be assigned to name if the cells contains a log value |
2494 |
* usrmem - user memory |
2495 |
*/ |
2496 |
static void slv8_coiopt(char *name, real64 *rval, int32 *ival, |
2497 |
int32 *logical, real64 *usrmem) |
2498 |
{ |
2499 |
slv8_system_t sys; |
2500 |
|
2501 |
/* |
2502 |
* stop gcc whining about unused parameter |
2503 |
*/ |
2504 |
(void)logical; |
2505 |
|
2506 |
sys = (slv8_system_t)usrmem; |
2507 |
name = memset(name,' ',8); |
2508 |
while (sys->con.opt_count < slv8_PA_SIZE) { |
2509 |
if (strlen(sys->p.parms[sys->con.opt_count].interface_label) == 6){ |
2510 |
if (strncmp(sys->p.parms[sys->con.opt_count].interface_label, |
2511 |
"R",1) == 0) { |
2512 |
name = |
2513 |
strncpy(name, sys->p.parms[sys->con.opt_count].interface_label,6); |
2514 |
*rval = sys->p.parms[sys->con.opt_count].info.r.value; |
2515 |
sys->con.opt_count++; |
2516 |
return; |
2517 |
} else if (strncmp(sys->p.parms[sys->con.opt_count].interface_label, |
2518 |
"L",1) == 0) { |
2519 |
name = |
2520 |
strncpy(name,sys->p.parms[sys->con.opt_count].interface_label,6); |
2521 |
*ival = sys->p.parms[sys->con.opt_count].info.i.value; |
2522 |
sys->con.opt_count++; |
2523 |
return; |
2524 |
} |
2525 |
} |
2526 |
sys->con.opt_count++; |
2527 |
} |
2528 |
|
2529 |
/* sending blank to quit iterative calling */ |
2530 |
name = memset(name,' ',8); |
2531 |
} |
2532 |
|
2533 |
|
2534 |
/* |
2535 |
* COIPSZ communicates the model size and structure to CONOPT |
2536 |
* COIPSZ(nintg, ipsz, nreal, rpsz, usrmem) |
2537 |
* |
2538 |
* ningt - number of positions in ipsz |
2539 |
* ipsz - array describing problem size and options |
2540 |
* nreal - number of positions in rpsz |
2541 |
* rpsz - array of reals describing problem size and options |
2542 |
* usrmem - user memory |
2543 |
*/ |
2544 |
static void slv8_coipsz(int32 *nintg, int32 *ipsz, int32 *nreal, |
2545 |
real64 *rpsz, real64 *usrmem) |
2546 |
{ |
2547 |
slv8_system_t sys; |
2548 |
|
2549 |
/* |
2550 |
* stop gcc whining about unused parameter |
2551 |
*/ |
2552 |
(void)nintg; (void)nreal; |
2553 |
|
2554 |
sys = (slv8_system_t)usrmem; |
2555 |
|
2556 |
ipsz[F2C(1)] = sys->con.n; |
2557 |
ipsz[F2C(2)] = sys->con.m; |
2558 |
ipsz[F2C(3)] = sys->con.nz; |
2559 |
ipsz[F2C(4)] = 0; /* FIX THESE AT A LATER DATE!!!! */ |
2560 |
ipsz[F2C(5)] = sys->con.nz; /* ASSUMING ALL NONLINEAR FOR NOW */ |
2561 |
if (sys->obj != NULL) { |
2562 |
ipsz[F2C(6)] = relman_obj_direction(sys->obj); |
2563 |
ipsz[F2C(7)] = sys->con.m; /* objective will be last row */ |
2564 |
} else { |
2565 |
ipsz[F2C(7)] = 0; |
2566 |
} |
2567 |
ipsz[F2C(8)] = ITER_LIMIT; |
2568 |
ipsz[F2C(9)] = DOMLIM; |
2569 |
ipsz[F2C(10)] = 1; /* OUTPUT TO SUBROUTINE */ |
2570 |
ipsz[F2C(11)] = 0; /* NO OUTPUT TO SCREEN */ |
2571 |
ipsz[F2C(12)] = 1; /* NON DEFAULT VALUE */ |
2572 |
ipsz[F2C(13)] = 1; /* NON DEFAULT VALUE */ |
2573 |
ipsz[F2C(14)] = 1; /* NON DEFAULT VALUE */ |
2574 |
ipsz[F2C(15)] = 1; /* NON DEFAULT VALUE */ |
2575 |
ipsz[F2C(16)] = 1; /* NON DEFAULT VALUE */ |
2576 |
ipsz[F2C(17)] = 0; |
2577 |
ipsz[F2C(18)] = 0; |
2578 |
ipsz[F2C(19)] = 0; |
2579 |
ipsz[F2C(20)] = 0; |
2580 |
ipsz[F2C(21)] = 0; |
2581 |
ipsz[F2C(22)] = 1; /* NON DEFAULT VALUE */ |
2582 |
/*skipping remainder of ipsz which are fortran io parameters */ |
2583 |
|
2584 |
rpsz[F2C(1)] = 1e20; |
2585 |
rpsz[F2C(2)] = -1e20; |
2586 |
rpsz[F2C(3)] = 1.2e20; |
2587 |
/*rpsz[F2C(4)] = NA*/ |
2588 |
/*rpsz[F2C(5)] = eps*/ |
2589 |
rpsz[F2C(6)] = 0; |
2590 |
rpsz[F2C(7)] = TIME_LIMIT; |
2591 |
rpsz[F2C(8)] = 1; |
2592 |
|
2593 |
} |
2594 |
|
2595 |
/* conopt communication subroutines */ |
2596 |
void slv8_coiec COIEC_ARGS { |
2597 |
char *name=NULL; |
2598 |
struct var_variable **vp; |
2599 |
slv8_system_t sys; |
2600 |
sys = (slv8_system_t)usrmem; |
2601 |
vp=slv_get_solvers_var_list(SERVER); |
2602 |
/* assumes cur = org */ |
2603 |
vp = vp + (*colno + sys->J.reg.col.low); |
2604 |
name= var_make_name(SERVER,*vp); |
2605 |
FPRINTF(stderr,"ERROR in variable:\n %s\n",name); |
2606 |
FPRINTF(stdout," %.*s\n",*msglen,&msg[0]); |
2607 |
if (name) { |
2608 |
ascfree(name); |
2609 |
} |
2610 |
} |
2611 |
void slv8_coier COIER_ARGS { |
2612 |
char *name=NULL; |
2613 |
struct rel_relation **rp; |
2614 |
slv8_system_t sys; |
2615 |
sys = (slv8_system_t)usrmem; |
2616 |
rp=slv_get_solvers_rel_list(SERVER); |
2617 |
rp = rp + (*rowno + sys->J.reg.row.low);; |
2618 |
name= rel_make_name(SERVER,*rp); |
2619 |
FPRINTF(stderr,"ERROR in relation:\n %s\n",name); |
2620 |
FPRINTF(stdout," %.*s\n",*msglen,&msg[0]); |
2621 |
if (name) { |
2622 |
ascfree(name); |
2623 |
} |
2624 |
} |
2625 |
void slv8_coienz COIENZ_ARGS { |
2626 |
char *relname=NULL; |
2627 |
char *varname=NULL; |
2628 |
struct rel_relation **rp; |
2629 |
struct var_variable **vp; |
2630 |
|
2631 |
slv8_system_t sys; |
2632 |
sys = (slv8_system_t)usrmem; |
2633 |
|
2634 |
rp=slv_get_solvers_rel_list(SERVER); |
2635 |
vp=slv_get_solvers_var_list(SERVER); |
2636 |
/* assumes cur = org */ |
2637 |
rp = rp + (*rowno + sys->J.reg.row.low);; |
2638 |
vp = vp + (*colno + sys->J.reg.col.low); |
2639 |
relname= rel_make_name(SERVER,*rp); |
2640 |
varname= var_make_name(SERVER,*vp); |
2641 |
FPRINTF(stderr,"ERROR in jacobian element:\n"); |
2642 |
FPRINTF(stderr," relation: %s\n variable: %s\n", |
2643 |
relname, varname); |
2644 |
FPRINTF(stdout,"%.*s\n",*msglen,&msg[0]); |
2645 |
if (relname) { |
2646 |
ascfree(relname); |
2647 |
} |
2648 |
if (varname) { |
2649 |
ascfree(varname); |
2650 |
} |
2651 |
} |
2652 |
|
2653 |
void slv8_coimsg COIMSG_ARGS { |
2654 |
int32 stop, i, len; |
2655 |
char *line[15]; |
2656 |
/* should put option to make stop = *smsg or *nmsg |
2657 |
* and option to route output |
2658 |
*/ |
2659 |
stop = *nmsg; |
2660 |
for (i = 0; i < stop; i++) { |
2661 |
len = llen[i]; |
2662 |
line[i] = &msgv[i*80]; |
2663 |
FPRINTF(stdout,"%.*s\n",len,line[i]); |
2664 |
} |
2665 |
} |
2666 |
|
2667 |
void slv8_coiprg COIPRG_ARGS { |
2668 |
slv8_system_t sys; |
2669 |
sys = (slv8_system_t)usrmem; |
2670 |
if (sys->con.progress_count == 0) { |
2671 |
FPRINTF(stderr, |
2672 |
" iter phase numinf numnop nsuper "); |
2673 |
FPRINTF(stderr, |
2674 |
" suminf objval rgmax\n"); |
2675 |
} |
2676 |
FPRINTF(stdout,"%6i ",intrep[0]); |
2677 |
FPRINTF(stdout," %6i ",intrep[1]); |
2678 |
FPRINTF(stdout," %6i ",intrep[2]); |
2679 |
FPRINTF(stdout," %6i ",intrep[3]); |
2680 |
FPRINTF(stdout," %6i ",intrep[4]); |
2681 |
FPRINTF(stdout," %16e ",rl[0]); |
2682 |
FPRINTF(stdout," %16e ",rl[1]); |
2683 |
FPRINTF(stdout," %7.2e ",rl[2]); |
2684 |
FPRINTF(stdout,"\n"); |
2685 |
sys->con.progress_count++; |
2686 |
if (sys->con.progress_count == 10) { /* 10 should be iface parm */ |
2687 |
sys->con.progress_count = 0; |
2688 |
} |
2689 |
|
2690 |
} |
2691 |
|
2692 |
void slv8_coiorc COIORC_ARGS { |
2693 |
if (*resid != 0.0) { |
2694 |
char *relname=NULL; |
2695 |
char *varname=NULL; |
2696 |
struct rel_relation **rp; |
2697 |
struct var_variable **vp; |
2698 |
int32 row, col; |
2699 |
|
2700 |
slv8_system_t sys; |
2701 |
sys = (slv8_system_t)usrmem; |
2702 |
|
2703 |
rp=slv_get_solvers_rel_list(SERVER); |
2704 |
vp=slv_get_solvers_var_list(SERVER); |
2705 |
/* assumes cur = org */ |
2706 |
row = F2C(*rowno + sys->J.reg.row.low); |
2707 |
rp = rp + row; |
2708 |
col = F2C(*colno + sys->J.reg.col.low); |
2709 |
vp = vp + col; |
2710 |
relname= rel_make_name(SERVER,*rp); |
2711 |
varname= var_make_name(SERVER,*vp); |
2712 |
|
2713 |
FPRINTF(stderr,"ERROR: Infeasible specification discovered at:\n"); |
2714 |
FPRINTF(stderr," relation: %s\n residual: %g\n", |
2715 |
relname, (*resid)/sys->weights.vec[row]); |
2716 |
FPRINTF(stderr," variable: %s\n value: %g\n", |
2717 |
varname, (*value)*sys->nominals.vec[col]); |
2718 |
|
2719 |
if (relname) { |
2720 |
ascfree(relname); |
2721 |
} |
2722 |
if (varname) { |
2723 |
ascfree(varname); |
2724 |
} |
2725 |
} |
2726 |
} |
2727 |
void slv8_coiscr COISCR_ARGS { |
2728 |
FPRINTF(stdout,"%.*s\n",*len,&msg[0]); |
2729 |
} |
2730 |
|
2731 |
|
2732 |
|
2733 |
/* |
2734 |
* slv_conopt iterate calls conopt_start, which calls coicsm |
2735 |
* to starts CONOPT. The use of conopt_start is a H A C K to avoid |
2736 |
* unresolved external during the linking of the CONOPT library. |
2737 |
* See conopt.h |
2738 |
*/ |
2739 |
static void slv_conopt_iterate(slv8_system_t sys) |
2740 |
{ |
2741 |
real64 **usrmem; |
2742 |
conopt_pointers conopt_ptrs; |
2743 |
|
2744 |
conopt_ptrs = (conopt_pointers)asccalloc |
2745 |
(1, sizeof(struct conopt_function_pointers ) ); |
2746 |
conopt_ptrs->coirms_ptr = slv8_coirms; |
2747 |
conopt_ptrs->coifbl_ptr = NULL; |
2748 |
conopt_ptrs->coifde_ptr = slv8_coifde; |
2749 |
conopt_ptrs->coirs_ptr = slv8_coirs; |
2750 |
conopt_ptrs->coista_ptr = slv8_coista; |
2751 |
conopt_ptrs->coiusz_ptr = NULL; |
2752 |
conopt_ptrs->coiopt_ptr = slv8_coiopt; |
2753 |
conopt_ptrs->coipsz_ptr = slv8_coipsz; |
2754 |
|
2755 |
conopt_ptrs->coimsg_ptr = slv8_coimsg; |
2756 |
conopt_ptrs->coiscr_ptr = slv8_coiscr; |
2757 |
conopt_ptrs->coiec_ptr = slv8_coiec; |
2758 |
conopt_ptrs->coier_ptr = slv8_coier; |
2759 |
conopt_ptrs->coienz_ptr = slv8_coienz; |
2760 |
conopt_ptrs->coiprg_ptr = slv8_coiprg; |
2761 |
conopt_ptrs->coiorc_ptr = slv8_coiorc; |
2762 |
|
2763 |
usrmem = (real64 **)(ascmalloc(2*sizeof(real64 *))); |
2764 |
|
2765 |
/* |
2766 |
* We pass the pointers to sys and conopt_ptrs instead of a usrmem array. |
2767 |
* Cast the appropriate element of usrmem back to slv9_system_t and |
2768 |
* conopt_pointers to access the information required |
2769 |
*/ |
2770 |
usrmem[0] = (real64 *)conopt_ptrs; |
2771 |
usrmem[1] = (real64 *)sys; |
2772 |
|
2773 |
sys->con.opt_count = 0; /* reset count on slv8_coiopt calls */ |
2774 |
sys->con.progress_count = 0; /* reset count on coiprg calls */ |
2775 |
|
2776 |
sys->con.kept = 1; |
2777 |
conopt_start(&(sys->con.kept), usrmem, &(sys->con.lwork), |
2778 |
sys->con.work, &(sys->con.maxusd), &(sys->con.curusd)); |
2779 |
/* |
2780 |
* We need to check conopt's status codes before claim |
2781 |
* optimization complete. For now just see status file |
2782 |
*/ |
2783 |
sys->con.optimized = 1; |
2784 |
|
2785 |
ascfree(conopt_ptrs); |
2786 |
ascfree(usrmem); |
2787 |
} |
2788 |
|
2789 |
|
2790 |
/* |
2791 |
* Function created to provide the interface with the correct values |
2792 |
* for number of iterations, residuals, solved variables, etc |
2793 |
*/ |
2794 |
static void update_block_information(slv8_system_t sys) |
2795 |
{ |
2796 |
int32 row,col; |
2797 |
|
2798 |
row = sys->J.reg.row.high - sys->J.reg.row.low + 1; |
2799 |
col = sys->J.reg.col.high - sys->J.reg.col.low + 1; |
2800 |
sys->s.block.current_size = MAX(row,col); |
2801 |
|
2802 |
sys->s.block.iteration = sys->con.iter; |
2803 |
sys->s.iteration = sys->con.iter; |
2804 |
|
2805 |
if ( (sys->con.modsta == 1 || sys->con.modsta == 2) |
2806 |
&& sys->con.solsta == 1 ) { |
2807 |
sys->s.converged = TRUE; |
2808 |
sys->s.block.previous_total_size += sys->s.block.current_size; |
2809 |
} else { |
2810 |
if (sys->con.solsta == 2 ) { |
2811 |
sys->s.converged = FALSE; |
2812 |
sys->s.inconsistent = FALSE; |
2813 |
} else { |
2814 |
sys->s.converged = FALSE; |
2815 |
sys->s.inconsistent = TRUE; |
2816 |
} |
2817 |
} |
2818 |
} |
2819 |
|
2820 |
|
2821 |
static void slv8_iterate(slv_system_t server, SlvClientToken asys) |
2822 |
{ |
2823 |
slv8_system_t sys; |
2824 |
FILE *mif; |
2825 |
FILE *lif; |
2826 |
sys = SLV8(asys); |
2827 |
mif = MIF(sys); |
2828 |
lif = LIF(sys); |
2829 |
if (server == NULL || sys==NULL) return; |
2830 |
if (check_system(SLV8(sys))) return; |
2831 |
if( !sys->s.ready_to_solve ) { |
2832 |
FPRINTF(mif,"ERROR: (slv8) slv8_iterate\n"); |
2833 |
FPRINTF(mif," Not ready to solve.\n"); |
2834 |
return; |
2835 |
} |
2836 |
|
2837 |
if (sys->s.block.current_block==-1) { |
2838 |
conopt_initialize(sys); |
2839 |
sys->s.converged = sys->con.optimized; |
2840 |
update_status(sys); |
2841 |
if( RELNOMSCALE == 1 || (strcmp(SCALEOPT,"RELNOM") == 0) || |
2842 |
(strcmp(SCALEOPT,"RELNOM+ITERATIVE") == 0) ){ |
2843 |
calc_relnoms(sys); |
2844 |
} |
2845 |
} |
2846 |
if (sys->p.output.less_important && (sys->s.block.current_size >1 || |
2847 |
LIFDS)) { |
2848 |
debug_delimiter(lif); |
2849 |
} |
2850 |
iteration_begins(sys); |
2851 |
if (1 || sys->J.reg.row.high != sys->J.reg.col.high) { |
2852 |
/*may have changed objective*/ |
2853 |
sys->obj = slv_get_obj_relation(server); |
2854 |
slv_conopt_iterate(sys); |
2855 |
update_block_information(sys); /* update values of block information */ |
2856 |
calc_objective(sys); |
2857 |
calc_objectives(sys); |
2858 |
sys->residuals.accurate = FALSE; |
2859 |
calc_residuals(sys); |
2860 |
update_cost(sys); |
2861 |
iteration_ends(sys); |
2862 |
update_status(sys); |
2863 |
return; |
2864 |
} |
2865 |
} |
2866 |
|
2867 |
|
2868 |
static void slv8_solve(slv_system_t server, SlvClientToken asys) |
2869 |
{ |
2870 |
slv8_system_t sys; |
2871 |
sys = SLV8(asys); |
2872 |
if (server == NULL || sys==NULL) return; |
2873 |
if (check_system(sys)) return; |
2874 |
while( sys->s.ready_to_solve ) slv8_iterate(server,sys); |
2875 |
} |
2876 |
|
2877 |
static mtx_matrix_t slv8_get_jacobian(slv_system_t server, SlvClientToken sys) |
2878 |
{ |
2879 |
if (server == NULL || sys==NULL) return NULL; |
2880 |
if (check_system(SLV8(sys))) return NULL; |
2881 |
return SLV8(sys)->J.mtx; |
2882 |
} |
2883 |
|
2884 |
static int32 slv8_destroy(slv_system_t server, SlvClientToken asys) |
2885 |
{ |
2886 |
slv8_system_t sys; |
2887 |
|
2888 |
/* |
2889 |
* stop gcc whining about unused parameter |
2890 |
*/ |
2891 |
(void)server; |
2892 |
|
2893 |
sys = SLV8(asys); |
2894 |
if (check_system(sys)) return 1; |
2895 |
destroy_vectors(sys); |
2896 |
destroy_matrices(sys); |
2897 |
slv_destroy_parms(&(sys->p)); |
2898 |
sys->integrity = DESTROYED; |
2899 |
if (sys->s.cost) ascfree(sys->s.cost); |
2900 |
if (sys->con.work != NULL) { |
2901 |
ascfree(sys->con.work); |
2902 |
sys->con.work = NULL; |
2903 |
} |
2904 |
ascfree( (POINTER)asys ); |
2905 |
return 0; |
2906 |
} |
2907 |
|
2908 |
int32 slv8_register(SlvFunctionsT *sft) |
2909 |
{ |
2910 |
if (sft==NULL) { |
2911 |
FPRINTF(stderr,"slv8_register called with NULL pointer\n"); |
2912 |
return 1; |
2913 |
} |
2914 |
#ifdef DYNAMIC_CONOPT |
2915 |
if (conopt_load() == 1) { |
2916 |
FPRINTF(stderr,"Registration failure: CONOPT dll unavailable\n"); |
2917 |
return 1; |
2918 |
} |
2919 |
#endif /* DYNAMIC_CONOPT */ |
2920 |
|
2921 |
sft->name = "CONOPT"; |
2922 |
sft->ccreate = slv8_create; |
2923 |
sft->cdestroy = slv8_destroy; |
2924 |
sft->celigible = slv8_eligible_solver; |
2925 |
sft->getdefparam = slv8_get_default_parameters; |
2926 |
sft->getparam = slv8_get_parameters; |
2927 |
sft->setparam = slv8_set_parameters; |
2928 |
sft->getstatus = slv8_get_status; |
2929 |
sft->solve = slv8_solve; |
2930 |
sft->presolve = slv8_presolve; |
2931 |
sft->iterate = slv8_iterate; |
2932 |
sft->resolve = slv8_resolve; |
2933 |
sft->getlinsol = slv8_get_linsol_sys; |
2934 |
sft->getlinsys = slv8_get_linsolqr_sys; |
2935 |
sft->getsysmtx = slv8_get_jacobian; |
2936 |
sft->dumpinternals = slv8_dump_internals; |
2937 |
return 0; |
2938 |
} |
2939 |
|
2940 |
/* #endif */ /* #else clause of DYNAMIC_CONOPT */ |
2941 |
#endif /* #else clause of !STATIC_CONOPT && !DYNAMIC_CONOPT */ |