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Adding Vicente's IPSlv code (needs revising and testing against the new code)\
1 | /* |
2 | * IPSlv ASCEND Interior Point Method Solver |
3 | * by Vicente Rico-Ramirez based on QRSlv |
4 | * Created: |
5 | * Version: $ $ |
6 | * Version control file: $ $ |
7 | * Date last modified: $ $ |
8 | * Last modified by: $Author: $ |
9 | * |
10 | * This file is part of the SLV solver. |
11 | * |
12 | * The SLV solver is free software; you can redistribute |
13 | * it and/or modify it under the terms of the GNU General Public License as |
14 | * published by the Free Software Foundation; either version 2 of the |
15 | * License, or (at your option) any later version. |
16 | * |
17 | * The SLV solver is distributed in hope that it will be |
18 | * useful, but WITHOUT ANY WARRANTY; without even the implied warranty of |
19 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
20 | * General Public License for more details. |
21 | * |
22 | * You should have received a copy of the GNU General Public License |
23 | * along with the program; if not, write to the Free Software Foundation, |
24 | * Inc., 675 Mass Ave, Cambridge, MA 02139 USA. Check the file named |
25 | * COPYING. COPYING is found in ../compiler. |
26 | * |
27 | */ |
28 | |
29 | #include <math.h> |
30 | #include <stdarg.h> |
31 | #include "utilities/ascConfig.h" |
32 | #include "utilities/ascSignal.h" |
33 | #include "utilities/ascMalloc.h" |
34 | #include "utilities/set.h" |
35 | #include "general/time.h" |
36 | #include "utilities/mem.h" |
37 | #include "utilities/ascPanic.h" |
38 | #include "general/list.h" |
39 | #include "compiler/fractions.h" |
40 | #include "compiler/dimen.h" |
41 | #include "compiler/functype.h" |
42 | #include "compiler/func.h" |
43 | #include "solver/mtx.h" |
44 | #include "solver/linsol.h" |
45 | #include "solver/linsolqr.h" |
46 | #include "solver/slv_types.h" |
47 | #include "solver/var.h" |
48 | #include "solver/rel.h" |
49 | #include "solver/discrete.h" |
50 | #include "solver/conditional.h" |
51 | #include "solver/logrel.h" |
52 | #include "solver/bnd.h" |
53 | #include "solver/calc.h" |
54 | #include "solver/relman.h" |
55 | #include "solver/slv_common.h" |
56 | #include "solver/slv_client.h" |
57 | #include "solver/slv5.h" |
58 | #include "solver/slv_stdcalls.h" |
59 | |
60 | #if !defined(STATIC_IPSLV) && !defined(DYNAMIC_IPSLV) |
61 | int slv5_register(SlvFunctionsT *f) |
62 | { |
63 | (void)f; /* stop gcc whine about unused parameter */ |
64 | |
65 | FPRINTF(stderr,"IPSlv not compiled in this ASCEND IV.\n"); |
66 | return 1; |
67 | } |
68 | #else /* either STATIC_IPSLV or DYNAMIC_IPSLV is defined */ |
69 | #ifdef DYNAMIC_IPSLV |
70 | /* do dynamic loading stuff. yeah, right */ |
71 | #else /* following is used if STATIC_IPSLV is defined */ |
72 | |
73 | #define DEBUG FALSE |
74 | #define DEBUG_ITERATION TRUE |
75 | #define DEBUG_COMPLEMENTARY_VAR TRUE |
76 | #define DEBUG_CENTERING TRUE |
77 | #define SLV5(s) ((slv5_system_t)(s)) |
78 | #define SERVER (sys->slv) |
79 | #define slv5_PA_SIZE 47 /* MUST INCREMENT WHEN ADDING PARAMETERS */ |
80 | #define slv5_RA_SIZE 11 |
81 | |
82 | /* do not delete (or extend) this array definition. |
83 | */ |
84 | #define IEX(n) slv5_iaexpln[(n)] |
85 | #define slv5_IA_SIZE 16 |
86 | static char *slv5_iaexpln[slv5_IA_SIZE] = { |
87 | "If lifds != 0 and showlessimportant is TRUE, show direct solve details", |
88 | "If savlin != 0, write out matrix data file at each iteration to SlvLinsol.dat", |
89 | "scale residuals by relation nominals for evaluating progress", |
90 | "Cutoff is the block size cutoff for MODEL-based reordering of partitions", |
91 | "Update jacobian every this many major iterations", |
92 | "Update row scalings every this many major iterations", |
93 | "Update column scalings every this many major iterations", |
94 | "Require misunderstood reduction somewhere in the stepping algorithm", |
95 | "Require residual >= some other number in the stepping algorithm", |
96 | "Check jacobian for poorly scaled columns and whine if found", |
97 | "Truncate whole step vector rather than componentwise at variable bound", |
98 | "Reorder option. 0 = MODEL based, 1 = MODEL based2, 2 = simple spk1", |
99 | "Use safe calculation routines", |
100 | "Update relation nominal scalings every this many major iterations", |
101 | "Max iterations for iterative scaling", |
102 | "scaleopt = 0: 2norm,= 1: relnom,= 2 2norm + iterative,= 3: relnom + iterative,= 4: iterative" |
103 | }; |
104 | |
105 | /* change slv5_PA_SIZE above (MUST INCREMENT) WHEN ADDING PARAMETERS */ |
106 | #define UPDATE_JACOBIAN_PTR (sys->parm_array[0]) |
107 | #define UPDATE_JACOBIAN ((*(int *)UPDATE_JACOBIAN_PTR)) |
108 | #define UPDATE_WEIGHTS_PTR (sys->parm_array[1]) |
109 | #define UPDATE_WEIGHTS ((*(int *)UPDATE_WEIGHTS_PTR)) |
110 | #define UPDATE_NOMINALS_PTR (sys->parm_array[2]) |
111 | #define UPDATE_NOMINALS ((*(int *)UPDATE_NOMINALS_PTR)) |
112 | #define REDUCE_PTR (sys->parm_array[3]) |
113 | #define REDUCE ((*(int *)REDUCE_PTR)) |
114 | #define EXACT_LINE_SEARCH_PTR (sys->parm_array[4]) |
115 | #define EXACT_LINE_SEARCH ((*(int *)EXACT_LINE_SEARCH_PTR)) |
116 | #define DUMPCNORM_PTR (sys->parm_array[5]) |
117 | #define DUMPCNORM ((*(int *)DUMPCNORM_PTR)) |
118 | #define TRUNCATE_PTR (sys->parm_array[6]) |
119 | #define TRUNCATE ((*(int *)TRUNCATE_PTR)) |
120 | #define SAFE_CALC_PTR (sys->parm_array[7]) |
121 | #define SAFE_CALC ((*(int *)SAFE_CALC_PTR)) |
122 | #define SCALEOPT_PTR (sys->parm_array[8]) |
123 | #define SCALEOPT ((*(char **)SCALEOPT_PTR)) |
124 | #define UPDATE_RELNOMS_PTR (sys->parm_array[9]) |
125 | #define UPDATE_RELNOMS ((*(int *)UPDATE_RELNOMS_PTR)) |
126 | #define ITSCALELIM_PTR (sys->parm_array[10]) |
127 | #define ITSCALELIM ((*(int *)ITSCALELIM_PTR)) |
128 | #define RELNOMSCALE_PTR (sys->parm_array[11]) |
129 | #define RELNOMSCALE ((*(int *)RELNOMSCALE_PTR)) |
130 | #define TOO_SMALL_PTR (sys->parm_array[12]) |
131 | #define TOO_SMALL ((*(real64 *)TOO_SMALL_PTR)) |
132 | #define CNLOW_PTR (sys->parm_array[13]) |
133 | #define CNLOW ((*(real64 *)CNLOW_PTR)) |
134 | #define CNHIGH_PTR (sys->parm_array[14]) |
135 | #define CNHIGH ((*(real64 *)CNHIGH_PTR)) |
136 | #define TOWARD_BOUNDS_PTR (sys->parm_array[15]) |
137 | #define TOWARD_BOUNDS ((*(real64 *)TOWARD_BOUNDS_PTR)) |
138 | #define POSITIVE_DEFINITE_PTR (sys->parm_array[16]) |
139 | #define POSITIVE_DEFINITE ((*(real64 *)POSITIVE_DEFINITE_PTR)) |
140 | #define DETZERO_PTR (sys->parm_array[17]) |
141 | #define DETZERO ((*(real64 *)DETZERO_PTR)) |
142 | #define STEPSIZEERR_MAX_PTR (sys->parm_array[18]) |
143 | #define STEPSIZEERR_MAX ((*(real64 *)STEPSIZEERR_MAX_PTR)) |
144 | #define PARMRNG_MIN_PTR (sys->parm_array[19]) |
145 | #define PARMRNG_MIN ((*(real64 *)PARMRNG_MIN_PTR)) |
146 | #define MIN_COEF_PTR (sys->parm_array[20]) |
147 | #define MIN_COEF ((*(real64 *)MIN_COEF_PTR)) |
148 | #define MAX_COEF_PTR (sys->parm_array[21]) |
149 | #define MAX_COEF ((*(real64 *)MAX_COEF_PTR)) |
150 | #define ITSCALETOL_PTR (sys->parm_array[22]) |
151 | #define ITSCALETOL ((*(real64 *)ITSCALETOL_PTR)) |
152 | #define IGNORE_BOUNDS_PTR (sys->parm_array[23]) |
153 | #define IGNORE_BOUNDS ((*(int32 *)IGNORE_BOUNDS_PTR)) |
154 | #define SHOW_MORE_IMPT_PTR (sys->parm_array[24]) |
155 | #define SHOW_MORE_IMPT ((*(int32 *)SHOW_MORE_IMPT_PTR)) |
156 | #define RHO_PTR (sys->parm_array[25]) |
157 | #define RHO ((*(real64 *)RHO_PTR)) |
158 | #define PARTITION_PTR (sys->parm_array[26]) |
159 | #define PARTITION ((*(int32 *)PARTITION_PTR)) |
160 | #define SHOW_LESS_IMPT_PTR (sys->parm_array[27]) |
161 | #define SHOW_LESS_IMPT ((*(int32 *)SHOW_LESS_IMPT_PTR)) |
162 | #define AUTO_RESOLVE_PTR (sys->parm_array[28]) |
163 | #define AUTO_RESOLVE ((*(int32 *)AUTO_RESOLVE_PTR)) |
164 | #define TIME_LIMIT_PTR (sys->parm_array[29]) |
165 | #define TIME_LIMIT ((*(int32 *)TIME_LIMIT_PTR)) |
166 | #define ITER_LIMIT_PTR (sys->parm_array[30]) |
167 | #define ITER_LIMIT ((*(int32 *)ITER_LIMIT_PTR)) |
168 | #define STAT_TOL_PTR (sys->parm_array[31]) |
169 | #define STAT_TOL ((*(real64 *)STAT_TOL_PTR)) |
170 | #define TERM_TOL_PTR (sys->parm_array[32]) |
171 | #define TERM_TOL ((*(real64 *)TERM_TOL_PTR)) |
172 | #define SING_TOL_PTR (sys->parm_array[33]) |
173 | #define SING_TOL ((*(real64 *)SING_TOL_PTR)) |
174 | #define PIVOT_TOL_PTR (sys->parm_array[34]) |
175 | #define PIVOT_TOL ((*(real64 *)PIVOT_TOL_PTR)) |
176 | #define FEAS_TOL_PTR (sys->parm_array[35]) |
177 | #define FEAS_TOL ((*(real64 *)FEAS_TOL_PTR)) |
178 | #define LIFDS_PTR (sys->parm_array[36]) |
179 | #define LIFDS ((*(int32 *)LIFDS_PTR)) |
180 | #define SAVLIN_PTR (sys->parm_array[37]) |
181 | #define SAVLIN ((*(int32 *)SAVLIN_PTR)) |
182 | #define REORDER_OPTION_PTR (sys->parm_array[38]) |
183 | #define REORDER_OPTION ((*(char **)REORDER_OPTION_PTR)) |
184 | #define CUTOFF_PTR (sys->parm_array[39]) |
185 | #define CUTOFF ((*(int32 *)CUTOFF_PTR)) |
186 | #define FACTOR_OPTION_PTR (sys->parm_array[40]) |
187 | #define FACTOR_OPTION ((*(char **)FACTOR_OPTION_PTR)) |
188 | #define CONVOPT_PTR (sys->parm_array[41]) |
189 | #define CONVOPT ((*(char **)CONVOPT_PTR)) |
190 | #define LINTIME_PTR (sys->parm_array[42]) |
191 | #define LINTIME ((*(int *)LINTIME_PTR)) |
192 | #define SIGMA_CONSTANT_PTR (sys->parm_array[43]) |
193 | #define SIGMA_CONSTANT ((*(int32 *)SIGMA_CONSTANT_PTR)) |
194 | #define SIGMA_PTR (sys->parm_array[44]) |
195 | #define SIGMA ((*(real64 *)SIGMA_PTR)) |
196 | #define MU_MAXIMUM_PTR (sys->parm_array[45]) |
197 | #define MU_MAXIMUM ((*(int32 *)MU_MAXIMUM_PTR)) |
198 | #define MUK_PTR (sys->parm_array[46]) |
199 | #define MUK ((*(real64 *)MUK_PTR)) |
200 | /* change slv5_PA_SIZE above (MUST INCREMENT) WHEN ADDING PARAMETERS */ |
201 | |
202 | |
203 | #define REX(n) slv5_raexpln[(n)] |
204 | static |
205 | char *slv5_raexpln[slv5_RA_SIZE] = { |
206 | "Var nominal to use if user specifies 0.0", |
207 | "Smallest column norm we won't complain about if checking", |
208 | "Largest column norm we won't complain about if checking", |
209 | "If bound is in the way, we go this fraction toward it", |
210 | "Hessian fudge number when optimizing", |
211 | "Minimum 2x2 determinant of newton/gradient we consider non-parallel", |
212 | "Step size must be determined this precisely, or prngmin happy", |
213 | "Parameter range must be this narrow to exit inner loop if step size unhappy", |
214 | "'Largest' drop in maxstep allowed", |
215 | "'Smallest' drop in maxstep allowed", |
216 | "scale termination ratio for iterative method"}; |
217 | |
218 | struct update_data { |
219 | int jacobian; /* Countdown on jacobian updating */ |
220 | int weights; /* Countdown on weights updating */ |
221 | int nominals; /* Countdown on nominals updating */ |
222 | int relnoms; /* Countdown on relnom updating */ |
223 | int iterative; /* Countdown on iterative scale update */ |
224 | }; |
225 | |
226 | |
227 | struct jacobian_data { |
228 | linsolqr_system_t sys; /* Linear system */ |
229 | mtx_matrix_t mtx; /* Transpose gradient of residuals */ |
230 | real64 *rhs; /* RHS from linear system */ |
231 | dof_t *dofdata; /* dof data pointer from server */ |
232 | mtx_region_t reg; /* Current block region */ |
233 | int32 rank; /* Numerical rank of the jacobian */ |
234 | enum factor_method fm; /* Linear factorization method */ |
235 | boolean accurate; /* ? Recalculate matrix */ |
236 | boolean singular; /* ? Can matrix be inverted */ |
237 | boolean old_partition;/* old value of partition flag */ |
238 | }; |
239 | |
240 | struct slv5_system_structure { |
241 | |
242 | /* |
243 | * Problem definition |
244 | */ |
245 | slv_system_t slv; /* slv_system_t back-link */ |
246 | struct rel_relation *obj; /* Objective function: NULL = none */ |
247 | struct var_variable **vlist; /* Variable list (NULL terminated) */ |
248 | struct rel_relation **rlist; /* Relation list (NULL terminated) */ |
249 | |
250 | /* |
251 | * Solver information |
252 | */ |
253 | int integrity; /* ? Has the system been created */ |
254 | int32 presolved; /* ? Has the system been presolved */ |
255 | slv_parameters_t p; /* Parameters */ |
256 | slv_status_t s; /* Status (as of iteration end) */ |
257 | struct update_data update; /* Jacobian frequency counters */ |
258 | int32 cap; /* Order of matrix/vectors */ |
259 | int32 rank; /* Symbolic rank of problem */ |
260 | int32 vused; /* Free and incident variables */ |
261 | int32 vtot; /* length of varlist */ |
262 | int32 rused; /* Included relations */ |
263 | int32 rtot; /* length of rellist */ |
264 | double clock; /* CPU time */ |
265 | void *parm_array[slv5_PA_SIZE]; /* array of pointers to param values */ |
266 | struct slv_parameter pa[slv5_PA_SIZE];/* &pa[0] => sys->p.parms */ |
267 | |
268 | /* |
269 | * Calculated data (scaled) |
270 | */ |
271 | struct jacobian_data J; /* linearized system */ |
272 | struct vector_data nominals; /* Variable nominals */ |
273 | struct vector_data weights; /* Relation weights */ |
274 | struct vector_data relnoms; /* Relation nominals */ |
275 | struct vector_data variables; /* Variable values */ |
276 | struct vector_data residuals; /* Relation residuals */ |
277 | struct vector_data newton_residuals; /* Newton Relation residuals */ |
278 | struct vector_data perturbed_residuals;/* Perturbed Relation residuals */ |
279 | struct vector_data gamma; /* Feasibility steepest descent */ |
280 | struct vector_data Jgamma; /* Product of J and gamma */ |
281 | struct vector_data newton; /* Dependent variables */ |
282 | struct vector_data perturbed_newton; /* Perturbed Newton direction */ |
283 | struct vector_data varstep1; /* 1st order in variables */ |
284 | struct vector_data varstep2; /* 2nd order in variables */ |
285 | struct vector_data varnewstep;/* hypothetical newton step in variables */ |
286 | struct vector_data varstep; /* Step in variables */ |
287 | |
288 | real64 objective; /* Objective function evaluation */ |
289 | real64 phi; /* Unconstrained minimizer */ |
290 | real64 maxstep; /* Maximum step size allowed */ |
291 | real64 progress; /* Steepest directional derivative */ |
292 | real64 sigma; /* penalty parameter */ |
293 | real64 sigma_const; /* penalty parameter */ |
294 | real64 mu; /* Complementary gap */ |
295 | real64 muaff; /* Complementary gap after newton */ |
296 | real64 sigmamu; /* Complementary gap times penalty */ |
297 | real64 comp; /* no. of complementary eqns. */ |
298 | |
299 | |
300 | }; |
301 | |
302 | |
303 | /* |
304 | * Integrity checks |
305 | * ---------------- |
306 | * check_system(sys) |
307 | */ |
308 | |
309 | #define OK ((int)813029392) |
310 | #define DESTROYED ((int)103289182) |
311 | static int check_system(slv5_system_t sys) |
312 | /* |
313 | * Checks sys for NULL and for integrity. |
314 | */ |
315 | { |
316 | if( sys == NULL ) { |
317 | FPRINTF(stderr,"ERROR: (slv5) check_system\n"); |
318 | FPRINTF(stderr," NULL system handle.\n"); |
319 | return 1; |
320 | } |
321 | |
322 | switch( sys->integrity ) { |
323 | case OK: |
324 | return 0; |
325 | case DESTROYED: |
326 | FPRINTF(stderr,"ERROR: (slv5) check_system\n"); |
327 | FPRINTF(stderr," System was recently destroyed.\n"); |
328 | return 1; |
329 | default: |
330 | FPRINTF(stderr,"ERROR: (slv5) check_system\n"); |
331 | FPRINTF(stderr," System reused or never allocated.\n"); |
332 | return 1; |
333 | } |
334 | } |
335 | |
336 | /* |
337 | * General input/output routines |
338 | * ----------------------------- |
339 | * print_var_name(out,sys,var) |
340 | * print_rel_name(out,sys,rel) |
341 | */ |
342 | |
343 | #define print_var_name(a,b,c) slv_print_var_name((a),(b)->slv,(c)) |
344 | #define print_rel_name(a,b,c) slv_print_rel_name((a),(b)->slv,(c)) |
345 | |
346 | /* |
347 | * Debug output routines |
348 | * --------------------- |
349 | * debug_delimiter(fp) |
350 | * debug_out_vector(fp,vec) |
351 | * debug_out_var_values(fp,sys) |
352 | * debug_out_rel_residuals(fp,sys) |
353 | * debug_out_jacobian(fp,sys) |
354 | * debug_write_array(fp,real64 *,length) |
355 | * debug_out_parameters(fp) |
356 | */ |
357 | |
358 | /* |
359 | * Outputs a hyphenated line. |
360 | */ |
361 | static void debug_delimiter( FILE *fp) |
362 | { |
363 | int i; |
364 | for( i=0; i<60; i++ ) PUTC('-',fp); |
365 | PUTC('\n',fp); |
366 | } |
367 | |
368 | #if DEBUG |
369 | /* |
370 | * Outputs a vector. |
371 | */ |
372 | static void debug_out_vector( FILE *fp, slv5_system_t sys, |
373 | struct vector_data *vec) |
374 | { |
375 | int32 ndx; |
376 | FPRINTF(fp,"Norm = %g, Accurate = %s, Vector range = %d to %d\n", |
377 | calc_sqrt_D0(vec->norm2), vec->accurate?"TRUE":"FALSE", |
378 | vec->rng->low,vec->rng->high); |
379 | FPRINTF(fp,"Vector --> "); |
380 | for( ndx=vec->rng->low ; ndx<=vec->rng->high ; ++ndx ) |
381 | FPRINTF(fp, "%g ", vec->vec[ndx]); |
382 | PUTC('\n',fp); |
383 | } |
384 | |
385 | /* |
386 | * Outputs all variable values in current block. |
387 | */ |
388 | static void debug_out_var_values( FILE *fp, slv5_system_t sys) |
389 | { |
390 | int32 col; |
391 | struct var_variable *var; |
392 | |
393 | FPRINTF(fp,"Var values --> \n"); |
394 | for( col = sys->J.reg.col.low; col <= sys->J.reg.col.high ; col++ ) { |
395 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
396 | print_var_name(fp,sys,var); |
397 | FPRINTF(fp, "\nI Lb Value Ub Scale Col INom\n"); |
398 | FPRINTF(fp,"%d\t%.4g\t%.4g\t%.4g\t%.4g\t%d\t%.4g\n", |
399 | var_sindex(var),var_lower_bound(var),var_value(var), |
400 | var_upper_bound(var),var_nominal(var), |
401 | col,sys->nominals.vec[col]); |
402 | } |
403 | } |
404 | |
405 | /* |
406 | * Outputs all relation residuals in current block. |
407 | */ |
408 | static void debug_out_rel_residuals( FILE *fp, slv5_system_t sys) |
409 | { |
410 | int32 row; |
411 | |
412 | FPRINTF(fp,"Rel residuals --> \n"); |
413 | for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high ; row++ ) { |
414 | struct rel_relation *rel; |
415 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
416 | FPRINTF(fp," %g : ",rel_residual(rel)); |
417 | print_rel_name(fp,sys,rel); |
418 | PUTC('\n',fp); |
419 | } |
420 | PUTC('\n',fp); |
421 | } |
422 | |
423 | /* |
424 | * Outputs permutation and values of the nonzero elements in the |
425 | * the jacobian matrix. |
426 | */ |
427 | static void debug_out_jacobian( FILE *fp, slv5_system_t sys) |
428 | { |
429 | mtx_coord_t nz; |
430 | real64 value; |
431 | |
432 | nz.row = sys->J.reg.row.low; |
433 | for( ; nz.row <= sys->J.reg.row.high; ++(nz.row) ) { |
434 | FPRINTF(fp," Row %d (rel %d)\n", nz.row, |
435 | mtx_row_to_org(sys->J.mtx,nz.row)); |
436 | nz.col = mtx_FIRST; |
437 | while( value = mtx_next_in_row(sys->J.mtx,&nz,&(sys->J.reg.col)), |
438 | nz.col != mtx_LAST ) { |
439 | FPRINTF(fp," Col %d (var %d) has value %g\n", nz.col, |
440 | mtx_col_to_org(sys->J.mtx,nz.col), value); |
441 | } |
442 | } |
443 | } |
444 | |
445 | #endif |
446 | |
447 | static void debug_write_array(FILE *fp,real64 *vec, int32 length) |
448 | { |
449 | int32 i; |
450 | for (i=0; i< length;i++) |
451 | FPRINTF(fp,"%.20g\n",vec[i]); |
452 | } |
453 | |
454 | static char savlinfilename[]="SlvLinsol.dat.\0"; |
455 | static char savlinfilebase[]="SlvLinsol.dat.\0"; |
456 | static int savlinnum=0; |
457 | |
458 | /* The number to postfix to savlinfilebase. increases with file accesses. */ |
459 | |
460 | /* |
461 | * Array/vector operations |
462 | * ---------------------------- |
463 | * destroy_array(p) |
464 | * create_array(len,type) |
465 | * zero_vector(vec) |
466 | * copy_vector(vec1,vec2) |
467 | * prod = inner_product(vec1,vec2) |
468 | * norm2 = square_norm(vec) |
469 | * matrix_product(mtx,vec,prod,scale,transpose) |
470 | */ |
471 | |
472 | #define destroy_array(p) \ |
473 | if( (p) != NULL ) ascfree((p)) |
474 | #define create_array(len,type) \ |
475 | ((len) > 0 ? (type *)ascmalloc((len)*sizeof(type)) : NULL) |
476 | #define create_zero_array(len,type) \ |
477 | ((len) > 0 ? (type *)asccalloc((len),sizeof(type)) : NULL) |
478 | |
479 | #define zero_vector(v) slv_zero_vector(v) |
480 | #define copy_vector(v,t) slv_copy_vector((v),(t)) |
481 | #define inner_product(v,u) slv_inner_product((v),(u)) |
482 | #define square_norm(v) slv_square_norm(v) |
483 | #define matrix_product(m,v,p,s,t) slv_matrix_product((m),(v),(p),(s),(t)) |
484 | |
485 | /* |
486 | * Calculation routines |
487 | * -------------------- |
488 | * ok = calc_objective(sys) |
489 | * ok = calc_boundaries(sys) |
490 | * ok = calc_residuals(sys) |
491 | * ok = calc_mu(sys) |
492 | * ok = calc_newton_residuals(sys) |
493 | * ok = calc_muaff(sys) |
494 | * ok = calc_sigma(sys) |
495 | * ok = calc_sigmamu(sys) |
496 | * ok = calc_perturbed_residuals(sys) |
497 | * ok = calc_J(sys) |
498 | * calc_nominals(sys) |
499 | * calc_weights(sys) |
500 | * scale_J(sys) |
501 | * scale_variables(sys) |
502 | * scale_residuals(sys) |
503 | * scale_perturbed_residuals(sys) |
504 | * calc_pivots(sys) |
505 | * calc_rhs(sys) |
506 | * calc_newton(sys) |
507 | * calc_perturbed_newton(sys) |
508 | * calc_gamma(sys) |
509 | * calc_Jgamma(sys) |
510 | * calc_varstep1(sys) |
511 | * calc_varstep2(sys) |
512 | * calc_varnewstep(sys) |
513 | * calc_varstep(sys) |
514 | * calc_phi(sys) |
515 | */ |
516 | |
517 | /* |
518 | * Evaluate the objective function. |
519 | */ |
520 | static boolean calc_objective( slv5_system_t sys) |
521 | { |
522 | calc_ok = TRUE; |
523 | Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
524 | sys->objective = (sys->obj ? relman_eval(sys->obj,&calc_ok,SAFE_CALC) : 0.0); |
525 | Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
526 | return calc_ok; |
527 | } |
528 | |
529 | /* |
530 | * Evaluate all objectives. |
531 | */ |
532 | static boolean calc_objectives( slv5_system_t sys) |
533 | { |
534 | int32 len,i; |
535 | static rel_filter_t rfilter; |
536 | struct rel_relation **rlist=NULL; |
537 | rfilter.matchbits = (REL_INCLUDED); |
538 | rfilter.matchvalue =(REL_INCLUDED); |
539 | rlist = slv_get_solvers_obj_list(SERVER); |
540 | len = slv_get_num_solvers_objs(SERVER); |
541 | calc_ok = TRUE; |
542 | Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
543 | for (i = 0; i < len; i++) { |
544 | if (rel_apply_filter(rlist[i],&rfilter)) { |
545 | relman_eval(rlist[i],&calc_ok,SAFE_CALC); |
546 | #if DEBUG |
547 | if (calc_ok == FALSE) { |
548 | FPRINTF(stderr,"error in calc_objectives\n"); |
549 | calc_ok = TRUE; |
550 | } |
551 | #endif |
552 | } |
553 | } |
554 | Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
555 | return calc_ok; |
556 | } |
557 | |
558 | |
559 | /* |
560 | * Calculates all of the residuals of included inequalities. |
561 | * Returns true iff (calculations preceded without error and |
562 | * all inequalities are satisfied.) |
563 | */ |
564 | static boolean calc_inequalities( slv5_system_t sys) |
565 | { |
566 | struct rel_relation **rp; |
567 | boolean satisfied=TRUE; |
568 | static rel_filter_t rfilter; |
569 | rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
570 | rfilter.matchvalue = (REL_INCLUDED | REL_ACTIVE); |
571 | |
572 | calc_ok = TRUE; |
573 | Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
574 | for (rp=sys->rlist;*rp != NULL; rp++) { |
575 | if (rel_apply_filter(*rp,&rfilter)) { |
576 | relman_eval(*rp,&calc_ok,SAFE_CALC); |
577 | satisfied= satisfied && |
578 | relman_calc_satisfied(*rp,FEAS_TOL); |
579 | } |
580 | } |
581 | Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
582 | return (calc_ok && satisfied); |
583 | } |
584 | |
585 | /* |
586 | * Calculates the penalty of objective function |
587 | */ |
588 | static void calc_comp( slv5_system_t sys ) |
589 | { |
590 | int32 row; |
591 | struct rel_relation *rel; |
592 | real64 comp; |
593 | |
594 | comp = 0.0; |
595 | row = sys->residuals.rng->low; |
596 | for( ; row <= sys->residuals.rng->high; row++ ) { |
597 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
598 | #if DEBUG |
599 | if (!rel) { |
600 | int r; |
601 | r=mtx_row_to_org(sys->J.mtx,row); |
602 | FPRINTF(ASCERR,"NULL relation found !!\n"); |
603 | FPRINTF(ASCERR,"at row %d rel %d in calc_comp\n",(int)row,r); |
604 | FFLUSH(ASCERR); |
605 | } |
606 | #endif |
607 | if (rel_active(rel) && rel_included (rel) && rel_complementary(rel)) { |
608 | #if DEBUG |
609 | FPRINTF(ASCERR,"Complementary equation in slv5 \n"); |
610 | #endif /* DEBUG */ |
611 | comp = comp + 1.0; |
612 | } |
613 | } |
614 | |
615 | #if DEBUG_ITERATION |
616 | FPRINTF(ASCERR," No. of complementary eqns = %g \n",comp); |
617 | #endif /* DEBUG_ITERATION */ |
618 | sys->comp = comp; |
619 | } |
620 | |
621 | |
622 | /* |
623 | * Calculates all of the residuals in the current block and computes |
624 | * the residual norm for block status. Returns true iff calculations |
625 | * preceded without error. |
626 | */ |
627 | static boolean calc_residuals( slv5_system_t sys) |
628 | { |
629 | int32 row; |
630 | struct rel_relation *rel; |
631 | double time0; |
632 | |
633 | if( sys->residuals.accurate ) return TRUE; |
634 | |
635 | calc_ok = TRUE; |
636 | row = sys->residuals.rng->low; |
637 | time0=tm_cpu_time(); |
638 | Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
639 | for( ; row <= sys->residuals.rng->high; row++ ) { |
640 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
641 | #if DEBUG |
642 | if (!rel) { |
643 | int r; |
644 | r=mtx_row_to_org(sys->J.mtx,row); |
645 | FPRINTF(stderr,"NULL relation found !!\n"); |
646 | FPRINTF(stderr,"at row %d rel %d in calc_residuals\n",(int)row,r); |
647 | FFLUSH(stderr); |
648 | } |
649 | #endif |
650 | sys->residuals.vec[row] = relman_eval(rel,&calc_ok,SAFE_CALC); |
651 | |
652 | if (strcmp(CONVOPT,"ABSOLUTE") == 0) { |
653 | relman_calc_satisfied(rel,FEAS_TOL); |
654 | } else if (strcmp(CONVOPT,"RELNOM_SCALE") == 0) { |
655 | relman_calc_satisfied_scaled(rel,FEAS_TOL); |
656 | } |
657 | } |
658 | Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
659 | sys->s.block.functime += (tm_cpu_time() -time0); |
660 | sys->s.block.funcs++; |
661 | square_norm( &(sys->residuals) ); |
662 | sys->s.block.residual = calc_sqrt_D0(sys->residuals.norm2); |
663 | return(calc_ok); |
664 | } |
665 | |
666 | |
667 | |
668 | /* |
669 | * Calculates the complementary gap in the current point |
670 | */ |
671 | static boolean calc_mu( slv5_system_t sys) |
672 | { |
673 | |
674 | int32 row; |
675 | struct rel_relation *rel; |
676 | real64 muk; |
677 | |
678 | muk = 0.0; |
679 | row = sys->residuals.rng->low; |
680 | |
681 | #if DEBUG |
682 | FPRINTF(ASCERR,"row low is = %d \n",row); |
683 | FPRINTF(ASCERR,"row high is = %d \n",sys->residuals.rng->high); |
684 | #endif /* DEBUG */ |
685 | |
686 | for(row ; row <= sys->residuals.rng->high; row++ ) { |
687 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
688 | #if DEBUG |
689 | if (!rel) { |
690 | int r; |
691 | r = mtx_row_to_org(sys->J.mtx,row); |
692 | FPRINTF(ASCERR,"NULL relation found !!\n"); |
693 | FPRINTF(ASCERR,"at row %d rel %d in calc_mu \n",(int)row,r); |
694 | FFLUSH(ASCERR); |
695 | } |
696 | #endif |
697 | if (rel_complementary(rel) && rel_active(rel) && rel_included(rel)) { |
698 | muk = muk + rel_residual(rel); |
699 | #if DEBUG |
700 | FPRINTF(ASCERR,"Complementary equation in calc_mu \n"); |
701 | FPRINTF(ASCERR,"row = %d\n",row); |
702 | FPRINTF(ASCERR,"residual vector = %g\n",sys->residuals.vec[row]); |
703 | FPRINTF(ASCERR,"rel_residual = %g \n",rel_residual(rel)); |
704 | FPRINTF(ASCERR,"Partial muk is = %g \n",muk); |
705 | #endif /* DEBUG */ |
706 | } |
707 | } |
708 | |
709 | if (sys->comp > 0.0) { |
710 | muk = muk / sys->comp; |
711 | } else { |
712 | muk = 0.0; |
713 | } |
714 | |
715 | sys->mu = muk; |
716 | |
717 | #if DEBUG_CENTERING |
718 | FPRINTF(ASCERR,"muk is = %g \n",sys->mu); |
719 | #endif /* DEBUG_CENTERING */ |
720 | |
721 | return(calc_ok); |
722 | } |
723 | |
724 | |
725 | /* |
726 | * Calculates all of the residuals in the current block and computes |
727 | * the residual norm for block status after a hypothetical Newton |
728 | * step. Returns true iff calculations |
729 | * preceded without error. |
730 | */ |
731 | static boolean calc_newton_residuals( slv5_system_t sys) |
732 | { |
733 | int32 row; |
734 | struct rel_relation *rel; |
735 | |
736 | if( sys->newton_residuals.accurate ) return TRUE; |
737 | |
738 | calc_ok = TRUE; |
739 | row = sys->newton_residuals.rng->low; |
740 | Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
741 | for( ; row <= sys->newton_residuals.rng->high; row++ ) { |
742 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
743 | #if DEBUG |
744 | if (!rel) { |
745 | int r; |
746 | r=mtx_row_to_org(sys->J.mtx,row); |
747 | FPRINTF(stderr,"NULL relation found !!\n"); |
748 | FPRINTF(stderr,"at row %d rel %d in calc_newton_residuals\n",(int)row,r); |
749 | FFLUSH(stderr); |
750 | } |
751 | #endif |
752 | sys->newton_residuals.vec[row] = relman_eval(rel,&calc_ok,SAFE_CALC); |
753 | } |
754 | Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
755 | square_norm( &(sys->newton_residuals) ); |
756 | return(calc_ok); |
757 | } |
758 | |
759 | /* |
760 | * Calculates the complementary gap after a hypothetical Newton Step |
761 | */ |
762 | static boolean calc_muaff( slv5_system_t sys) |
763 | { |
764 | int32 row; |
765 | struct rel_relation *rel; |
766 | real64 muaff; |
767 | |
768 | muaff = 0.0; |
769 | row = sys->newton_residuals.rng->low; |
770 | for(row ; row <= sys->newton_residuals.rng->high; row++ ) { |
771 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
772 | #if DEBUG |
773 | if (!rel) { |
774 | int r; |
775 | r=mtx_row_to_org(sys->J.mtx,row); |
776 | FPRINTF(ASCERR,"NULL relation found !!\n"); |
777 | FPRINTF(ASCERR,"at row %d rel %d in calc_muaff\n",(int)row,r); |
778 | FFLUSH(ASCERR); |
779 | } |
780 | #endif |
781 | if (rel_complementary(rel) && rel_active(rel) && rel_included(rel)) { |
782 | muaff = muaff + sys->newton_residuals.vec[row]; |
783 | #if DEBUG |
784 | FPRINTF(ASCERR,"Complementary equation in calc_muaff \n"); |
785 | FPRINTF(ASCERR,"row = %d\n",row); |
786 | FPRINTF(ASCERR,"residual vector = %g\n",sys->newton_residuals.vec[row]); |
787 | FPRINTF(ASCERR,"rel_residual = %g \n",rel_residual(rel)); |
788 | FPRINTF(ASCERR,"Partial muaff is = %g \n",muaff); |
789 | #endif /* DEBUG */ |
790 | } |
791 | } |
792 | |
793 | if (sys->comp > 0.0) { |
794 | muaff = muaff / sys->comp; |
795 | } else { |
796 | muaff = 0.0; |
797 | } |
798 | |
799 | sys->muaff = muaff; |
800 | |
801 | #if DEBUG_CENTERING |
802 | FPRINTF(ASCERR,"muaff is = %g \n",sys->muaff); |
803 | #endif /* DEBUG_CENTERING */ |
804 | |
805 | return(calc_ok); |
806 | } |
807 | |
808 | |
809 | /* |
810 | * Calculates the penalty parameter sigma |
811 | */ |
812 | static boolean calc_sigma( slv5_system_t sys) |
813 | { |
814 | real64 sigma, frac; |
815 | |
816 | if ((sys->mu) > 0.0) { |
817 | frac = (sys->muaff) / (sys->mu); |
818 | sigma = (frac) * (frac) * (frac); |
819 | } else { |
820 | frac = 0.0; |
821 | sigma = 0.0; |
822 | } |
823 | |
824 | sys->sigma = sigma; |
825 | #if DEBUG_CENTERING |
826 | FPRINTF(ASCERR,"sigma is = %g \n",sys->sigma); |
827 | #endif /* DEBUG_CENTERING */ |
828 | return(calc_ok); |
829 | } |
830 | |
831 | /* |
832 | * Calculates the penalty parameter time the complementary gap |
833 | */ |
834 | static boolean calc_sigmamu( slv5_system_t sys) |
835 | { |
836 | real64 sigmamu; |
837 | |
838 | if ((sys->mu) > 0.0 && (sys->sigma) > 0.0) { |
839 | sigmamu = (sys->mu) * (sys->sigma); |
840 | } else { |
841 | sigmamu = 0.0; |
842 | } |
843 | |
844 | sys->sigmamu = sigmamu; |
845 | #if DEBUG_CENTERING |
846 | FPRINTF(ASCERR,"sigmamu is = %g \n",sys->sigmamu); |
847 | #endif /* DEBUG_CENTERING */ |
848 | return(calc_ok); |
849 | } |
850 | |
851 | |
852 | /* |
853 | * Calculates the perturbed residuals in the current block and computes |
854 | * the perturbed residual norm. Returns true iff calculations |
855 | * preceded without error. |
856 | */ |
857 | static boolean calc_perturbed_residuals( slv5_system_t sys) |
858 | { |
859 | int32 row; |
860 | struct rel_relation *rel; |
861 | |
862 | if( sys->perturbed_residuals.accurate ) return TRUE; |
863 | |
864 | calc_ok = TRUE; |
865 | row = sys->perturbed_residuals.rng->low; |
866 | Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
867 | for( ; row <= sys->perturbed_residuals.rng->high; row++ ) { |
868 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
869 | #if DEBUG |
870 | if (!rel) { |
871 | int r; |
872 | r=mtx_row_to_org(sys->J.mtx,row); |
873 | FPRINTF(stderr,"NULL relation found !!\n"); |
874 | FPRINTF(stderr,"at row %d rel %d in calc_perturbed _residuals\n", |
875 | (int)row,r); |
876 | FFLUSH(stderr); |
877 | } |
878 | #endif |
879 | sys->perturbed_residuals.vec[row] = relman_eval(rel,&calc_ok,SAFE_CALC); |
880 | if (rel_complementary(rel) && rel_active(rel)) { |
881 | sys->perturbed_residuals.vec[row] = sys->perturbed_residuals.vec[row] - |
882 | sys->sigmamu ; |
883 | } |
884 | } |
885 | Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
886 | square_norm( &(sys->perturbed_residuals) ); |
887 | return(calc_ok); |
888 | } |
889 | |
890 | /* |
891 | * Calculates the current block of the jacobian. |
892 | * It is initially unscaled. |
893 | */ |
894 | static boolean calc_J( slv5_system_t sys) |
895 | { |
896 | int32 row; |
897 | var_filter_t vfilter; |
898 | double time0; |
899 | real64 resid; |
900 | |
901 | if( sys->J.accurate ) |
902 | return TRUE; |
903 | |
904 | calc_ok = TRUE; |
905 | vfilter.matchbits = (VAR_INBLOCK | VAR_ACTIVE); |
906 | vfilter.matchvalue = (VAR_INBLOCK | VAR_ACTIVE); |
907 | time0=tm_cpu_time(); |
908 | mtx_clear_region(sys->J.mtx,&(sys->J.reg)); |
909 | for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) { |
910 | struct rel_relation *rel; |
911 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
912 | relman_diffs(rel,&vfilter,sys->J.mtx,&resid,SAFE_CALC); |
913 | } |
914 | sys->s.block.jactime += (tm_cpu_time() - time0); |
915 | sys->s.block.jacs++; |
916 | |
917 | if( --(sys->update.nominals) <= 0 ) sys->nominals.accurate = FALSE; |
918 | if( --(sys->update.weights) <= 0 ) sys->weights.accurate = FALSE; |
919 | |
920 | linsolqr_matrix_was_changed(sys->J.sys); |
921 | return(calc_ok); |
922 | } |
923 | |
924 | /* |
925 | * Retrieves the nominal values of all of the block variables, |
926 | * insuring that they are all strictly positive. |
927 | */ |
928 | static void calc_nominals( slv5_system_t sys) |
929 | { |
930 | int32 col; |
931 | FILE *fp = MIF(sys); |
932 | if( sys->nominals.accurate ) return; |
933 | fp = MIF(sys); |
934 | col = sys->nominals.rng->low; |
935 | if(strcmp(SCALEOPT,"NONE") == 0 || |
936 | strcmp(SCALEOPT,"ITERATIVE") == 0){ |
937 | for( ; col <= sys->nominals.rng->high; col++ ) { |
938 | sys->nominals.vec[col] = 1; |
939 | } |
940 | } else { |
941 | for( ; col <= sys->nominals.rng->high; col++ ) { |
942 | struct var_variable *var; |
943 | real64 n; |
944 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
945 | n = var_nominal(var); |
946 | if( n <= 0.0 ) { |
947 | if( n == 0.0 ) { |
948 | n = TOO_SMALL; |
949 | FPRINTF(fp,"ERROR: (slv5) calc_nominals\n"); |
950 | FPRINTF(fp," Variable "); |
951 | print_var_name(fp,sys,var); |
952 | FPRINTF(fp," \nhas nominal value of zero.\n"); |
953 | FPRINTF(fp," Resetting to %g.\n",n); |
954 | var_set_nominal(var,n); |
955 | } else { |
956 | n = -n; |
957 | FPRINTF(fp,"ERROR: (slv5) calc_nominals\n"); |
958 | FPRINTF(fp," Variable "); |
959 | print_var_name(fp,sys,var); |
960 | FPRINTF(fp," \nhas negative nominal value.\n"); |
961 | FPRINTF(fp," Resetting to %g.\n",n); |
962 | var_set_nominal(var,n); |
963 | } |
964 | } |
965 | #if DEBUG |
966 | FPRINTF(fp,"Column %d is"); |
967 | print_var_name(fp,sys,var); |
968 | FPRINTF(fp,"\nScaling of column %d is %g\n",col,n); |
969 | #endif |
970 | sys->nominals.vec[col] = n; |
971 | } |
972 | } |
973 | square_norm( &(sys->nominals) ); |
974 | sys->update.nominals = UPDATE_NOMINALS; |
975 | sys->nominals.accurate = TRUE; |
976 | } |
977 | |
978 | /* |
979 | * Calculates the weights of all of the block relations |
980 | * to scale the rows of the Jacobian. |
981 | */ |
982 | static void calc_weights( slv5_system_t sys) |
983 | { |
984 | mtx_coord_t nz; |
985 | real64 sum; |
986 | |
987 | if( sys->weights.accurate ) |
988 | return; |
989 | |
990 | nz.row = sys->weights.rng->low; |
991 | if(strcmp(SCALEOPT,"NONE") == 0 || |
992 | strcmp(SCALEOPT,"ITERATIVE") == 0) { |
993 | for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
994 | sys->weights.vec[nz.row] = 1; |
995 | } |
996 | } else if (strcmp(SCALEOPT,"ROW_2NORM") == 0 || |
997 | strcmp(SCALEOPT,"2NORM+ITERATIVE") == 0) { |
998 | for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
999 | sum=mtx_sum_sqrs_in_row(sys->J.mtx,nz.row,&(sys->J.reg.col)); |
1000 | sys->weights.vec[nz.row] = (sum>0.0) ? 1.0/calc_sqrt_D0(sum) : 1.0; |
1001 | } |
1002 | } else if (strcmp(SCALEOPT,"RELNOM") == 0 || |
1003 | strcmp(SCALEOPT,"RELNOM+ITERATIVE") == 0) { |
1004 | for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
1005 | sys->weights.vec[nz.row] = |
1006 | 1.0/rel_nominal(sys->rlist[mtx_row_to_org(sys->J.mtx,nz.row)]); |
1007 | } |
1008 | } |
1009 | square_norm( &(sys->weights) ); |
1010 | sys->update.weights = UPDATE_WEIGHTS; |
1011 | sys->residuals.accurate = FALSE; |
1012 | sys->weights.accurate = TRUE; |
1013 | } |
1014 | |
1015 | /* |
1016 | * Scales the jacobian. |
1017 | */ |
1018 | static void scale_J( slv5_system_t sys) |
1019 | { |
1020 | int32 row; |
1021 | int32 col; |
1022 | |
1023 | if( sys->J.accurate ) return; |
1024 | |
1025 | calc_nominals(sys); |
1026 | for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) |
1027 | mtx_mult_col(sys->J.mtx,col,sys->nominals.vec[col],&(sys->J.reg.row)); |
1028 | |
1029 | calc_weights(sys); |
1030 | for( row=sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) |
1031 | mtx_mult_row(sys->J.mtx,row,sys->weights.vec[row],&(sys->J.reg.col)); |
1032 | } |
1033 | |
1034 | static void jacobian_scaled(slv5_system_t sys) |
1035 | { |
1036 | int32 col; |
1037 | if (DUMPCNORM) { |
1038 | for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) { |
1039 | real64 cnorm; |
1040 | cnorm = |
1041 | calc_sqrt_D0(mtx_sum_sqrs_in_col(sys->J.mtx,col,&(sys->J.reg.row))); |
1042 | if (cnorm >CNHIGH || cnorm <CNLOW) { |
1043 | FPRINTF(stderr,"[col %d org %d] %g\n", col, |
1044 | mtx_col_to_org(sys->J.mtx,col), cnorm); |
1045 | } |
1046 | } |
1047 | } |
1048 | |
1049 | sys->update.jacobian = UPDATE_JACOBIAN; |
1050 | sys->J.accurate = TRUE; |
1051 | sys->J.singular = FALSE; /* yet to be determined */ |
1052 | #if DEBUG |
1053 | FPRINTF(LIF(sys),"\nJacobian: \n"); |
1054 | debug_out_jacobian(LIF(sys),sys); |
1055 | #endif |
1056 | } |
1057 | |
1058 | static void scale_variables( slv5_system_t sys) |
1059 | { |
1060 | int32 col; |
1061 | |
1062 | if( sys->variables.accurate ) return; |
1063 | |
1064 | col = sys->variables.rng->low; |
1065 | for( ; col <= sys->variables.rng->high; col++ ) { |
1066 | struct var_variable *var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
1067 | sys->variables.vec[col] = var_value(var)/sys->nominals.vec[col]; |
1068 | } |
1069 | square_norm( &(sys->variables) ); |
1070 | sys->variables.accurate = TRUE; |
1071 | #if DEBUG |
1072 | FPRINTF(LIF(sys),"Variables: "); |
1073 | debug_out_vector(LIF(sys),sys,&(sys->variables)); |
1074 | #endif |
1075 | } |
1076 | |
1077 | /* |
1078 | * Scales the previously calculated residuals. |
1079 | */ |
1080 | static void scale_residuals( slv5_system_t sys) |
1081 | { |
1082 | int32 row; |
1083 | |
1084 | if( sys->residuals.accurate ) return; |
1085 | |
1086 | row = sys->residuals.rng->low; |
1087 | for( ; row <= sys->residuals.rng->high; row++ ) { |
1088 | struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
1089 | sys->residuals.vec[row] = rel_residual(rel)*sys->weights.vec[row]; |
1090 | } |
1091 | square_norm( &(sys->residuals) ); |
1092 | sys->residuals.accurate = TRUE; |
1093 | #if DEBUG |
1094 | FPRINTF(LIF(sys),"Residuals: "); |
1095 | debug_out_vector(LIF(sys),sys,&(sys->residuals)); |
1096 | #endif |
1097 | } |
1098 | |
1099 | /* |
1100 | * Scales the previously calculated residuals. |
1101 | */ |
1102 | static void scale_perturbed_residuals( slv5_system_t sys) |
1103 | { |
1104 | int32 row; |
1105 | |
1106 | if( sys->perturbed_residuals.accurate ) return; |
1107 | |
1108 | row = sys->perturbed_residuals.rng->low; |
1109 | for( ; row <= sys->perturbed_residuals.rng->high; row++ ) { |
1110 | sys->perturbed_residuals.vec[row] = sys->perturbed_residuals.vec[row] |
1111 | * sys->weights.vec[row]; |
1112 | } |
1113 | square_norm( &(sys->perturbed_residuals) ); |
1114 | sys->perturbed_residuals.accurate = TRUE; |
1115 | #if DEBUG |
1116 | FPRINTF(LIF(sys),"Perturbed Residuals: "); |
1117 | debug_out_vector(LIF(sys),sys,&(sys->perturbed_residuals)); |
1118 | #endif |
1119 | } |
1120 | |
1121 | /* |
1122 | * Calculates relnoms for all relations in sys |
1123 | * using variable nominals. |
1124 | */ |
1125 | static void calc_relnoms(slv5_system_t sys) |
1126 | { |
1127 | int32 row, col; |
1128 | struct var_variable *var; |
1129 | struct rel_relation *rel; |
1130 | real64 *var_list; |
1131 | var_list = create_array(sys->cap,real64); |
1132 | col = 0; |
1133 | var = sys->vlist[col]; |
1134 | /* store current variable values and |
1135 | set variable value to nominal value */ |
1136 | while(var != NULL){ |
1137 | var_list[col] = var_value(var); |
1138 | var_set_value(var, var_nominal(var)); |
1139 | col++; |
1140 | var = sys->vlist[col]; |
1141 | } |
1142 | row = 0; |
1143 | rel = sys->rlist[row]; |
1144 | /* calculate relation nominal */ |
1145 | while(rel != NULL){ |
1146 | relman_scale(rel); |
1147 | row++; |
1148 | rel = sys->rlist[row]; |
1149 | } |
1150 | col = 0; |
1151 | var = sys->vlist[col]; |
1152 | /* restore variable values */ |
1153 | while(var != NULL){ |
1154 | var_set_value(var, var_list[col]); |
1155 | col++; |
1156 | var = sys->vlist[col]; |
1157 | } |
1158 | destroy_array(var_list); |
1159 | } |
1160 | |
1161 | /* |
1162 | * Returns the maximum ratio of magnitudes of any two nonzero |
1163 | * elements in the same column of mtx. Only considers elements |
1164 | * in region reg. |
1165 | */ |
1166 | static real64 col_max_ratio(mtx_matrix_t *mtx, mtx_region_t *reg) |
1167 | { |
1168 | real64 ratio; |
1169 | real64 max_ratio; |
1170 | real64 num, denom, dummy; |
1171 | mtx_coord_t coord; |
1172 | max_ratio = 0; |
1173 | for(coord.col = reg->col.low; |
1174 | coord.col <= reg->col.high; coord.col++) { |
1175 | ratio = 0; |
1176 | num = mtx_col_max(*mtx,&(coord),&(reg->row),&(dummy)); |
1177 | denom = mtx_col_min(*mtx,&(coord),&(reg->row),&(dummy),1e-7); |
1178 | if(denom >0){ |
1179 | ratio = num/denom; |
1180 | } |
1181 | if(ratio > max_ratio){ |
1182 | max_ratio = ratio; |
1183 | } |
1184 | } |
1185 | if(max_ratio == 0){ |
1186 | max_ratio = 1; |
1187 | } |
1188 | return max_ratio; |
1189 | } |
1190 | |
1191 | |
1192 | /* |
1193 | * Returns the maximum ratio of magnitudes of any two nonzero |
1194 | * elements in the same row of mtx. Only considers elements |
1195 | * in region reg. |
1196 | */ |
1197 | static real64 row_max_ratio(mtx_matrix_t *mtx, |
1198 | mtx_region_t *reg) |
1199 | { |
1200 | real64 ratio; |
1201 | real64 max_ratio; |
1202 | real64 num, denom, dummy; |
1203 | mtx_coord_t coord; |
1204 | max_ratio = 0; |
1205 | for(coord.row = reg->row.low; |
1206 | coord.row <= reg->row.high; coord.row++) { |
1207 | ratio = 0; |
1208 | num = mtx_row_max(*mtx,&(coord),&(reg->col),&(dummy)); |
1209 | denom = mtx_row_min(*mtx,&(coord),&(reg->col),&(dummy),1e-7); |
1210 | if(denom >0){ |
1211 | ratio = num/denom; |
1212 | } |
1213 | if(ratio > 10000000){ |
1214 | /* FPRINTF(stderr,"HELPME\n");*/ |
1215 | } |
1216 | if(ratio > max_ratio){ |
1217 | max_ratio = ratio; |
1218 | } |
1219 | } |
1220 | if(max_ratio == 0){ |
1221 | max_ratio = 1; |
1222 | } |
1223 | return max_ratio; |
1224 | } |
1225 | |
1226 | /* |
1227 | * Calculates scaling factor suggested by Fourer. |
1228 | * For option = 0, returns scaling factor for |
1229 | * row number loc. |
1230 | * For option = 1, returns scaling factor for |
1231 | * col number loc. |
1232 | */ |
1233 | static real64 calc_fourer_scale(mtx_matrix_t mtx, |
1234 | mtx_region_t reg, |
1235 | int32 loc, |
1236 | int32 option) |
1237 | { |
1238 | mtx_coord_t coord; |
1239 | real64 min, max, dummy; |
1240 | real64 scale; |
1241 | if(option == 0){ |
1242 | if((loc < reg.row.low) || (loc > reg.row.high)){ |
1243 | return 1; |
1244 | } |
1245 | coord.row = loc; |
1246 | min = mtx_row_min(mtx,&(coord),&(reg.col),&(dummy),1e-7); |
1247 | max = mtx_row_max(mtx,&(coord),&(reg.col),&(dummy)); |
1248 | scale = min*max; |
1249 | if(scale > 0){ |
1250 | scale = sqrt(scale); |
1251 | } else { |
1252 | scale = 1; |
1253 | } |
1254 | return scale; |
1255 | } else { |
1256 | if(loc < reg.col.low || loc > reg.col.high){ |
1257 | return 1; |
1258 | } |
1259 | coord.col = loc; |
1260 | min = mtx_col_min(mtx,&(coord),&(reg.row),&(dummy),1e-7); |
1261 | max = mtx_col_max(mtx,&(coord),&(reg.row),&(dummy)); |
1262 | scale = min*max; |
1263 | if(scale > 0){ |
1264 | scale = sqrt(scale); |
1265 | } else { |
1266 | scale = 1; |
1267 | } |
1268 | return scale; |
1269 | } |
1270 | } |
1271 | |
1272 | /* |
1273 | * This funcion is an implementation of the scaling |
1274 | * routine by Fourer on p304 of Mathematical Programing |
1275 | * vol 23, (1982). |
1276 | * This function will scale the Jacobian and store the scaling |
1277 | * factors in sys->nominals and sys->weights. |
1278 | * If the Jacobian has been previously scaled |
1279 | * by another method (during this iteration) then these vectors |
1280 | * should contain the scale factors used in that scaling. |
1281 | */ |
1282 | static void scale_J_iterative(slv5_system_t sys) |
1283 | { |
1284 | real64 rho_col_old, rho_col_new; |
1285 | real64 rho_row_old, rho_row_new; |
1286 | int32 k; |
1287 | int32 done; |
1288 | int32 row, col; |
1289 | real64 *colvec = sys->nominals.vec; |
1290 | real64 *rowvec = sys->weights.vec; |
1291 | real64 rowscale, colscale; |
1292 | rho_col_old = col_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
1293 | rho_row_old = row_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
1294 | k = 0; |
1295 | done = 0; |
1296 | while(done == 0){ |
1297 | k++; |
1298 | for(row = sys->J.reg.row.low; |
1299 | row <= sys->J.reg.row.high; row++){ |
1300 | rowscale = 1/calc_fourer_scale(sys->J.mtx,sys->J.reg,row,0); |
1301 | mtx_mult_row(sys->J.mtx,row,rowscale,&(sys->J.reg.col)); |
1302 | rowvec[row] *= rowscale; |
1303 | } |
1304 | for(col = sys->J.reg.col.low; |
1305 | col <= sys->J.reg.col.high; col++){ |
1306 | colscale = 1/calc_fourer_scale(sys->J.mtx,sys->J.reg,col,1); |
1307 | mtx_mult_col(sys->J.mtx,col,colscale,&(sys->J.reg.row)); |
1308 | colvec[col] *= colscale; |
1309 | } |
1310 | rho_col_new = col_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
1311 | rho_row_new = row_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
1312 | if((rho_col_new >= ITSCALETOL*rho_col_old && |
1313 | rho_row_new >= ITSCALETOL*rho_row_old) |
1314 | || k >= ITSCALELIM){ |
1315 | done = 1; |
1316 | } else { |
1317 | rho_row_old = rho_row_new; |
1318 | rho_col_old = rho_col_new; |
1319 | } |
1320 | } |
1321 | square_norm( &(sys->nominals) ); |
1322 | sys->update.nominals = UPDATE_NOMINALS; |
1323 | sys->nominals.accurate = TRUE; |
1324 | |
1325 | square_norm( &(sys->weights) ); |
1326 | sys->update.weights = UPDATE_WEIGHTS; |
1327 | sys->residuals.accurate = FALSE; |
1328 | sys->weights.accurate = TRUE; |
1329 | } |
1330 | |
1331 | /* |
1332 | * Scale system dependent on interface parameters |
1333 | */ |
1334 | static void scale_perturbed_system( slv5_system_t sys ) |
1335 | { |
1336 | if(strcmp(SCALEOPT,"NONE") == 0){ |
1337 | scale_perturbed_residuals(sys); |
1338 | return; |
1339 | } |
1340 | if(strcmp(SCALEOPT,"ROW_2NORM") == 0 || |
1341 | strcmp(SCALEOPT,"RELNOM") == 0){ |
1342 | scale_perturbed_residuals(sys); |
1343 | return; |
1344 | } |
1345 | } |
1346 | |
1347 | /* |
1348 | * Scale system dependent on interface parameters |
1349 | */ |
1350 | static void scale_system( slv5_system_t sys ) |
1351 | { |
1352 | if(strcmp(SCALEOPT,"NONE") == 0){ |
1353 | if(sys->J.accurate == FALSE){ |
1354 | calc_nominals(sys); |
1355 | calc_weights(sys); |
1356 | jacobian_scaled(sys); |
1357 | } |
1358 | scale_variables(sys); |
1359 | scale_residuals(sys); |
1360 | return; |
1361 | } |
1362 | if(strcmp(SCALEOPT,"ROW_2NORM") == 0 || |
1363 | strcmp(SCALEOPT,"RELNOM") == 0){ |
1364 | if(sys->J.accurate == FALSE){ |
1365 | scale_J(sys); |
1366 | jacobian_scaled(sys); |
1367 | } |
1368 | scale_variables(sys); |
1369 | scale_residuals(sys); |
1370 | return; |
1371 | } |
1372 | if(strcmp(SCALEOPT,"2NORM+ITERATIVE") == 0 || |
1373 | strcmp(SCALEOPT,"RELNOM+ITERATIVE") == 0){ |
1374 | if(sys->J.accurate == FALSE){ |
1375 | --sys->update.iterative; |
1376 | if(sys->update.iterative <= 0) { |
1377 | scale_J(sys); |
1378 | scale_J_iterative(sys); |
1379 | sys->update.iterative = |
1380 | UPDATE_WEIGHTS < UPDATE_NOMINALS ? UPDATE_WEIGHTS : UPDATE_NOMINALS; |
1381 | } else { |
1382 | sys->weights.accurate = TRUE; |
1383 | sys->nominals.accurate = TRUE; |
1384 | scale_J(sys); /* will use current scaling vectors */ |
1385 | } |
1386 | jacobian_scaled(sys); |
1387 | } |
1388 | scale_variables(sys); |
1389 | scale_residuals(sys); |
1390 | return; |
1391 | } |
1392 | if(strcmp(SCALEOPT,"ITERATIVE") == 0){ |
1393 | if(sys->J.accurate == FALSE){ |
1394 | --sys->update.iterative; |
1395 | if(sys->update.iterative <= 0) { |
1396 | calc_nominals(sys); |
1397 | calc_weights(sys); |
1398 | scale_J_iterative(sys); |
1399 | sys->update.iterative = |
1400 | UPDATE_WEIGHTS < UPDATE_NOMINALS ? UPDATE_WEIGHTS : UPDATE_NOMINALS; |
1401 | } else { |
1402 | sys->weights.accurate = TRUE; |
1403 | sys->nominals.accurate = TRUE; |
1404 | scale_J(sys); /* will use current scaling vectors */ |
1405 | } |
1406 | jacobian_scaled(sys); |
1407 | } |
1408 | scale_variables(sys); |
1409 | scale_residuals(sys); |
1410 | } |
1411 | return; |
1412 | } |
1413 | |
1414 | |
1415 | /* |
1416 | * Obtain the equations and variables which |
1417 | * are able to be pivoted. |
1418 | * return value is the row rank deficiency, which we hope is 0. |
1419 | */ |
1420 | static int calc_pivots(slv5_system_t sys) |
1421 | { |
1422 | int row_rank_defect=0, oldtiming; |
1423 | linsolqr_system_t lsys = sys->J.sys; |
1424 | FILE *fp = LIF(sys); |
1425 | |
1426 | oldtiming = g_linsolqr_timing; |
1427 | g_linsolqr_timing =LINTIME; |
1428 | linsolqr_factor(lsys,sys->J.fm); /* factor */ |
1429 | g_linsolqr_timing = oldtiming; |
1430 | |
1431 | sys->J.rank = linsolqr_rank(lsys); |
1432 | sys->J.singular = FALSE; |
1433 | row_rank_defect = sys->J.reg.row.high - |
1434 | sys->J.reg.row.low+1 - sys->J.rank; |
1435 | if( row_rank_defect > 0 ) { |
1436 | int32 row,krow; |
1437 | mtx_sparse_t *uprows=NULL; |
1438 | sys->J.singular = TRUE; |
1439 | uprows = linsolqr_unpivoted_rows(lsys); |
1440 | if (uprows !=NULL) { |
1441 | for( krow=0; krow < uprows->len ; krow++ ) { |
1442 | int32 org_row; |
1443 | struct rel_relation *rel; |
1444 | |
1445 | org_row = uprows->idata[krow]; |
1446 | row = mtx_org_to_row(sys->J.mtx,org_row); |
1447 | rel = sys->rlist[org_row]; |
1448 | FPRINTF(fp,"%-40s ---> ","Relation not pivoted"); |
1449 | print_rel_name(fp,sys,rel); |
1450 | PUTC('\n',fp); |
1451 | |
1452 | /* |
1453 | * assign zeros to the corresponding weights |
1454 | * so that subsequent calls to "scale_residuals" |
1455 | * will only measure the pivoted equations. |
1456 | */ |
1457 | sys->weights.vec[row] = 0.0; |
1458 | sys->residuals.vec[row] = 0.0; |
1459 | sys->residuals.accurate = FALSE; |
1460 | sys->perturbed_residuals.vec[row] = 0.0; |
1461 | sys->perturbed_residuals.accurate = FALSE; |
1462 | sys->newton_residuals.vec[row] = 0.0; |
1463 | sys->newton_residuals.accurate = FALSE; |
1464 | mtx_mult_row(sys->J.mtx,row,0.0,&(sys->J.reg.col)); |
1465 | } |
1466 | mtx_destroy_sparse(uprows); |
1467 | } |
1468 | if( !sys->residuals.accurate ) { |
1469 | square_norm( &(sys->residuals) ); |
1470 | sys->residuals.accurate = TRUE; |
1471 | sys->update.weights = 0; /* re-compute weights next iteration. */ |
1472 | } |
1473 | } |
1474 | if( sys->J.rank < sys->J.reg.col.high-sys->J.reg.col.low+1 ) { |
1475 | int32 col,kcol; |
1476 | mtx_sparse_t *upcols=NULL; |
1477 | if (NOTNULL(upcols)) { |
1478 | for( kcol=0; upcols != NULL && kcol < upcols->len ; kcol++ ) { |
1479 | int32 org_col; |
1480 | struct var_variable *var; |
1481 | |
1482 | org_col = upcols->idata[kcol]; |
1483 | col = mtx_org_to_col(sys->J.mtx,org_col); |
1484 | var = sys->vlist[org_col]; |
1485 | FPRINTF(fp,"%-40s ---> ","Variable not pivoted"); |
1486 | print_var_name(fp,sys,var); |
1487 | PUTC('\n',fp); |
1488 | /* |
1489 | * If we're not optimizing (everything should be |
1490 | * pivotable) or this was one of the dependent variables, |
1491 | * consider this variable as if it were fixed. |
1492 | */ |
1493 | if( col <= sys->J.reg.col.high ) { |
1494 | mtx_mult_col(sys->J.mtx,col,0.0,&(sys->J.reg.row)); |
1495 | } |
1496 | } |
1497 | mtx_destroy_sparse(upcols); |
1498 | } |
1499 | } |
1500 | if (SHOW_LESS_IMPT) { |
1501 | FPRINTF(LIF(sys),"%-40s ---> %d (%s)\n","Jacobian rank", sys->J.rank, |
1502 | sys->J.singular ? "deficient":"full"); |
1503 | FPRINTF(LIF(sys),"%-40s ---> %g\n","Smallest pivot", |
1504 | linsolqr_smallest_pivot(sys->J.sys)); |
1505 | } |
1506 | return row_rank_defect; |
1507 | } |
1508 | |
1509 | |
1510 | /* |
1511 | * Calculates just the jacobian RHS. This function should be used to |
1512 | * supplement calculation of the jacobian. The vector vec must |
1513 | * already be calculated and scaled so as to simply be added to the |
1514 | * rhs. Caller is responsible for initially zeroing the rhs vector. |
1515 | */ |
1516 | static void calc_rhs(slv5_system_t sys, struct vector_data *vec, |
1517 | real64 scalar, boolean transpose) |
1518 | { |
1519 | if( transpose ) { /* vec is indexed by col */ |
1520 | int32 col; |
1521 | for( col=vec->rng->low; col<=vec->rng->high; col++ ) { |
1522 | sys->J.rhs[mtx_col_to_org(sys->J.mtx,col)] += scalar*vec->vec[col]; |
1523 | } |
1524 | } else { /* vec is indexed by row */ |
1525 | int32 row; |
1526 | for( row=vec->rng->low; row<=vec->rng->high; row++ ) { |
1527 | sys->J.rhs[mtx_row_to_org(sys->J.mtx,row)] += scalar*vec->vec[row]; |
1528 | } |
1529 | } |
1530 | linsolqr_rhs_was_changed(sys->J.sys,sys->J.rhs); |
1531 | } |
1532 | |
1533 | /* |
1534 | * Calculate the gamma vector. |
1535 | */ |
1536 | static void calc_gamma( slv5_system_t sys) |
1537 | { |
1538 | if( sys->gamma.accurate ) |
1539 | return; |
1540 | if ( sys->mu > 0.0 ) { |
1541 | matrix_product(sys->J.mtx, &(sys->perturbed_residuals), |
1542 | &(sys->gamma), -1.0, TRUE); |
1543 | } else { |
1544 | matrix_product(sys->J.mtx, &(sys->residuals), |
1545 | &(sys->gamma), -1.0, TRUE); |
1546 | } |
1547 | square_norm( &(sys->gamma) ); |
1548 | sys->gamma.accurate = TRUE; |
1549 | #if DEBUG |
1550 | FPRINTF(LIF(sys),"Gamma: "); |
1551 | debug_out_vector(LIF(sys),sys,&(sys->gamma)); |
1552 | #endif |
1553 | } |
1554 | |
1555 | /* |
1556 | * Calculate the Jgamma vector. |
1557 | */ |
1558 | static void calc_Jgamma( slv5_system_t sys) |
1559 | { |
1560 | if( sys->Jgamma.accurate ) |
1561 | return; |
1562 | |
1563 | matrix_product(sys->J.mtx, &(sys->gamma), |
1564 | &(sys->Jgamma), 1.0, FALSE); |
1565 | square_norm( &(sys->Jgamma) ); |
1566 | sys->Jgamma.accurate = TRUE; |
1567 | #if DEBUG |
1568 | FPRINTF(LIF(sys),"Jgamma: "); |
1569 | debug_out_vector(LIF(sys),sys,&(sys->Jgamma)); |
1570 | #endif |
1571 | } |
1572 | |
1573 | /* |
1574 | * Computes a step to solve the linearized equations. |
1575 | */ |
1576 | static void calc_newton( slv5_system_t sys) |
1577 | { |
1578 | linsolqr_system_t lsys = sys->J.sys; |
1579 | int32 col; |
1580 | |
1581 | if( sys->newton.accurate ) |
1582 | return; |
1583 | |
1584 | sys->J.rhs = linsolqr_get_rhs(lsys,0); |
1585 | mtx_zero_real64(sys->J.rhs,sys->cap); |
1586 | calc_rhs(sys, &(sys->residuals), -1.0, FALSE); |
1587 | linsolqr_solve(lsys,sys->J.rhs); |
1588 | col = sys->newton.rng->low; |
1589 | for( ; col <= sys->newton.rng->high; col++ ) { |
1590 | sys->newton.vec[col] = |
1591 | linsolqr_var_value(lsys,sys->J.rhs,mtx_col_to_org(sys->J.mtx,col)); |
1592 | } |
1593 | if (SAVLIN) { |
1594 | FILE *ldat; |
1595 | int32 ov; |
1596 | sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++); |
1597 | ldat=fopen(savlinfilename,"w"); |
1598 | FPRINTF(ldat,"================= resids (orgrowed) itn %d =====\n", |
1599 | sys->s.iteration); |
1600 | debug_write_array(ldat,sys->J.rhs,sys->cap); |
1601 | FPRINTF(ldat,"================= vars (orgcoled) ============\n"); |
1602 | for(ov=0 ; ov < sys->cap; ov++ ) |
1603 | FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov)); |
1604 | fclose(ldat); |
1605 | } |
1606 | square_norm( &(sys->newton) ); |
1607 | sys->newton.accurate = TRUE; |
1608 | #if DEBUG |
1609 | FPRINTF(LIF(sys),"Newton: "); |
1610 | debug_out_vector(LIF(sys),sys,&(sys->newton)); |
1611 | #endif |
1612 | } |
1613 | |
1614 | /* |
1615 | * Computes a step to solve the linearized equations. |
1616 | */ |
1617 | static void calc_perturbed_newton( slv5_system_t sys) |
1618 | { |
1619 | linsolqr_system_t lsys = sys->J.sys; |
1620 | int32 col; |
1621 | |
1622 | if( sys->perturbed_newton.accurate ) |
1623 | return; |
1624 | |
1625 | sys->J.rhs = linsolqr_get_rhs(lsys,1); |
1626 | mtx_zero_real64(sys->J.rhs,sys->cap); |
1627 | calc_rhs(sys, &(sys->perturbed_residuals), -1.0, FALSE); |
1628 | linsolqr_solve(lsys,sys->J.rhs); |
1629 | col = sys->perturbed_newton.rng->low; |
1630 | for( ; col <= sys->perturbed_newton.rng->high; col++ ) { |
1631 | sys->perturbed_newton.vec[col] = |
1632 | linsolqr_var_value(lsys,sys->J.rhs,mtx_col_to_org(sys->J.mtx,col)); |
1633 | } |
1634 | if (SAVLIN) { |
1635 | FILE *ldat; |
1636 | int32 ov; |
1637 | sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++); |
1638 | ldat=fopen(savlinfilename,"w"); |
1639 | FPRINTF(ldat,"================= resids (orgrowed) itn %d =====\n", |
1640 | sys->s.iteration); |
1641 | debug_write_array(ldat,sys->J.rhs,sys->cap); |
1642 | FPRINTF(ldat,"================= vars (orgcoled) ============\n"); |
1643 | for(ov=0 ; ov < sys->cap; ov++ ) |
1644 | FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov)); |
1645 | fclose(ldat); |
1646 | } |
1647 | square_norm( &(sys->perturbed_newton) ); |
1648 | sys->perturbed_newton.accurate = TRUE; |
1649 | #if DEBUG |
1650 | FPRINTF(LIF(sys),"Perturbed Newton: "); |
1651 | debug_out_vector(LIF(sys),sys,&(sys->perturbed_newton)); |
1652 | #endif |
1653 | } |
1654 | |
1655 | |
1656 | /* |
1657 | * Calculate the 1st order descent direction for phi |
1658 | * in the variables. |
1659 | */ |
1660 | static void calc_varstep1( slv5_system_t sys) |
1661 | { |
1662 | if( sys->varstep1.accurate ) { |
1663 | return; |
1664 | } |
1665 | |
1666 | copy_vector(&(sys->gamma),&(sys->varstep1)); |
1667 | sys->varstep1.norm2 = sys->gamma.norm2; |
1668 | sys->varstep1.accurate = TRUE; |
1669 | #if DEBUG |
1670 | FPRINTF(LIF(sys),"Varstep1: "); |
1671 | debug_out_vector(LIF(sys),sys,&(sys->varstep1)); |
1672 | #endif |
1673 | } |
1674 | |
1675 | |
1676 | |
1677 | /* |
1678 | * Calculate the 2nd order descent direction for phi |
1679 | * in the variables. |
1680 | */ |
1681 | static void calc_varstep2( slv5_system_t sys) |
1682 | { |
1683 | if( sys->varstep2.accurate ) |
1684 | return; |
1685 | if (sys->mu > 0.0) { |
1686 | copy_vector(&(sys->perturbed_newton),&(sys->varstep2)); |
1687 | sys->varstep2.norm2 = sys->perturbed_newton.norm2; |
1688 | } else { |
1689 | copy_vector(&(sys->newton),&(sys->varstep2)); |
1690 | sys->varstep2.norm2 = sys->newton.norm2; |
1691 | } |
1692 | sys->varstep2.accurate = TRUE; |
1693 | #if DEBUG |
1694 | FPRINTF(LIF(sys),"Varstep2: "); |
1695 | debug_out_vector(LIF(sys),sys,&(sys->varstep2)); |
1696 | #endif |
1697 | } |
1698 | |
1699 | /* |
1700 | * Calculate the hypothetical netown direction |
1701 | * in the variables. |
1702 | */ |
1703 | static void calc_varnewstep( slv5_system_t sys) |
1704 | { |
1705 | if( sys->varnewstep.accurate ) |
1706 | return; |
1707 | copy_vector(&(sys->newton),&(sys->varnewstep)); |
1708 | sys->varnewstep.norm2 = sys->newton.norm2; |
1709 | |
1710 | sys->varnewstep.accurate = TRUE; |
1711 | #if DEBUG |
1712 | FPRINTF(LIF(sys),"Varnewstep: "); |
1713 | debug_out_vector(LIF(sys),sys,&(sys->varnewstep)); |
1714 | #endif |
1715 | } |
1716 | |
1717 | /* |
1718 | * Computes the global minimizing function Phi. |
1719 | */ |
1720 | static void calc_phi( slv5_system_t sys) |
1721 | { |
1722 | sys->phi = 0.5*sys->residuals.norm2; |
1723 | |
1724 | if (sys->mu > 0.0) { |
1725 | sys->phi = 0.5 *sys->perturbed_residuals.norm2; |
1726 | } |
1727 | |
1728 | } |
1729 | |
1730 | /* |
1731 | * OK. Here's where we compute the actual step to be taken. It will |
1732 | * be some linear combination of the 1st order and 2nd order steps. |
1733 | */ |
1734 | |
1735 | typedef real64 sym_2x2_t[3]; /* Stores symmetric 2x2 matrices */ |
1736 | |
1737 | struct parms_t { |
1738 | real64 low,high,guess; /* Used to search for parameter */ |
1739 | }; |
1740 | |
1741 | struct calc_step_vars { |
1742 | sym_2x2_t coef1, coef2; |
1743 | real64 rhs[2]; /* RHS for 2x2 system */ |
1744 | struct parms_t parms; |
1745 | real64 alpha1, alpha2; |
1746 | real64 error; /* Error between step norm and sys->maxstep */ |
1747 | }; |
1748 | |
1749 | |
1750 | /* |
1751 | * Calculates 2x2 system (coef1,coef2,rhs). |
1752 | */ |
1753 | static void calc_2x2_system(slv5_system_t sys, struct calc_step_vars *vars) |
1754 | { |
1755 | vars->coef1[0] = (2.0*sys->phi/sys->newton.norm2)* |
1756 | calc_sqrt_D0(sys->newton.norm2)/calc_sqrt_D0(sys->gamma.norm2); |
1757 | vars->coef1[1] = 1.0; |
1758 | vars->coef1[2] = (sys->Jgamma.norm2/sys->gamma.norm2)* |
1759 | calc_sqrt_D0(sys->newton.norm2)/calc_sqrt_D0(sys->gamma.norm2); |
1760 | |
1761 | vars->coef2[0] = 1.0; |
1762 | vars->coef2[1] = 2.0*sys->phi/ |
1763 | calc_sqrt_D0(sys->newton.norm2)/calc_sqrt_D0(sys->gamma.norm2); |
1764 | vars->coef2[2] = 1.0; |
1765 | |
1766 | vars->rhs[0] = 2.0*sys->phi/ |
1767 | sys->maxstep/calc_sqrt_D0(sys->gamma.norm2); |
1768 | vars->rhs[1] = calc_sqrt_D0(sys->newton.norm2)/sys->maxstep; |
1769 | } |
1770 | |
1771 | /* |
1772 | * Determines alpha1 and alpha2 from the parameter (guess). |
1773 | */ |
1774 | static void coefs_from_parm( slv5_system_t sys, struct calc_step_vars *vars) |
1775 | { |
1776 | |
1777 | sym_2x2_t coef; /* Actual coefficient matrix */ |
1778 | real64 det; /* Determinant of coefficient matrix */ |
1779 | int i; |
1780 | |
1781 | for( i=0 ; i<3 ; ++i ) coef[i] = |
1782 | vars->coef1[i] + vars->parms.guess * vars->coef2[i]; |
1783 | det = coef[0]*coef[2] - coef[1]*coef[1]; |
1784 | if( det < 0.0 ) |
1785 | FPRINTF(MIF(sys),"%-40s ---> %g\n", |
1786 | " Unexpected negative determinant!",det); |
1787 | if( det <= DETZERO ) { |
1788 | /* |
1789 | * varstep2 and varstep1 are essentially parallel: |
1790 | * adjust length of either |
1791 | */ |
1792 | vars->alpha2 = 0.0; |
1793 | vars->alpha1 = 1.0; |
1794 | } else { |
1795 | vars->alpha2 = (vars->rhs[0]*coef[2] - vars->rhs[1]*coef[1])/det; |
1796 | vars->alpha1 = (vars->rhs[1]*coef[0] - vars->rhs[0]*coef[1])/det; |
1797 | } |
1798 | } |
1799 | |
1800 | |
1801 | /* |
1802 | * Computes step vector length based on 1st order and 2nd order |
1803 | * vectors and their coefficients. |
1804 | */ |
1805 | static real64 step_norm2( slv5_system_t sys, struct calc_step_vars *vars) |
1806 | { |
1807 | return sys->maxstep*sys->maxstep* |
1808 | (vars->alpha2 * vars->alpha2 + |
1809 | vars->alpha2 * vars->alpha1 * sys->phi/ |
1810 | calc_sqrt_D0(sys->varstep2.norm2 )/ |
1811 | calc_sqrt_D0(sys->varstep1.norm2 ) + |
1812 | vars->alpha1 * vars->alpha1); |
1813 | } |
1814 | |
1815 | /* |
1816 | * Re-guesses the parameters based on |
1817 | * step size vs. target value. |
1818 | */ |
1819 | static void adjust_parms( slv5_system_t sys, struct calc_step_vars *vars) |
1820 | { |
1821 | vars->error = (calc_sqrt_D0(step_norm2(sys,vars))/sys->maxstep) - 1.0; |
1822 | if( vars->error > 0.0 ) { |
1823 | /* Increase parameter (to decrease step length) */ |
1824 | vars->parms.low = vars->parms.guess; |
1825 | vars->parms.guess = (vars->parms.high>3.0*vars->parms.guess) |
1826 | ? 2.0*vars->parms.guess |
1827 | : 0.5*(vars->parms.low + vars->parms.high); |
1828 | } else { |
1829 | /* Decrease parameter (to increase step norm) */ |
1830 | vars->parms.high = vars->parms.guess; |
1831 | vars->parms.guess = 0.5*(vars->parms.low + vars->parms.high); |
1832 | } |
1833 | } |
1834 | |
1835 | /* |
1836 | * Computes the step based on the coefficients in vars. |
1837 | */ |
1838 | static void compute_step( slv5_system_t sys, struct calc_step_vars *vars) |
1839 | { |
1840 | int32 col; |
1841 | real64 tot1_norm2, tot2_norm2; |
1842 | |
1843 | tot1_norm2 = sys->varstep1.norm2; |
1844 | tot2_norm2 = sys->varstep2.norm2; |
1845 | if( !sys->varstep.accurate ) { |
1846 | for( col=sys->varstep.rng->low ; col<=sys->varstep.rng->high ; ++col ) |
1847 | if( (vars->alpha2 == 1.0) && (vars->alpha1 == 0.0) ) { |
1848 | sys->varstep.vec[col] = sys->maxstep * |
1849 | sys->varstep2.vec[col]/calc_sqrt_D0(tot2_norm2); |
1850 | } else if( (vars->alpha2 == 0.0) && (vars->alpha1 == 1.0) ) { |
1851 | sys->varstep.vec[col] = sys->maxstep * |
1852 | sys->varstep1.vec[col]/calc_sqrt_D0(tot1_norm2); |
1853 | } else if( (vars->alpha2 != 0.0) && (vars->alpha1 != 0.0) ) { |
1854 | sys->varstep.vec[col] = sys->maxstep* |
1855 | (vars->alpha2*sys->varstep2.vec[col]/calc_sqrt_D0(tot2_norm2) + |
1856 | vars->alpha1*sys->varstep1.vec[col]/calc_sqrt_D0(tot1_norm2)); |
1857 | } |
1858 | sys->varstep.accurate = TRUE; |
1859 | } |
1860 | #if DEBUG |
1861 | FPRINTF(LIF(sys),"Varstep: "); |
1862 | debug_out_vector(LIF(sys),sys,&(sys->varstep)); |
1863 | |
1864 | #endif |
1865 | } |
1866 | |
1867 | /* |
1868 | * Calculates step vector, based on sys->maxstep, and the varstep2/ |
1869 | * varstep1. Nothing is assumed to be |
1870 | * calculated, except the weights and the jacobian (scaled). Also, |
1871 | * the step is not checked for legitimacy. |
1872 | * NOTE: the step is scaled. |
1873 | */ |
1874 | static void calc_step( slv5_system_t sys, int minor) |
1875 | { |
1876 | |
1877 | struct calc_step_vars vars; |
1878 | real64 tot1_norm2, tot2_norm2; |
1879 | |
1880 | if( sys->varstep.accurate ) |
1881 | return; |
1882 | if (SHOW_LESS_IMPT) { |
1883 | FPRINTF(LIF(sys),"\n%-40s ---> %d\n", " Step trial",minor); |
1884 | } |
1885 | |
1886 | tot1_norm2 = sys->varstep1.norm2; |
1887 | tot2_norm2 = sys->varstep2.norm2; |
1888 | if( (tot1_norm2 == 0.0) && (tot2_norm2 == 0.0) ) { |
1889 | /* Take no step at all */ |
1890 | vars.alpha1 = 0.0; |
1891 | vars.alpha2 = 0.0; |
1892 | sys->maxstep = 0.0; |
1893 | sys->varstep.norm2 = 0.0; |
1894 | |
1895 | |
1896 | } else if( (tot2_norm2>0.0)&&(calc_sqrt_D0(tot2_norm2)<=sys->maxstep) ) { |
1897 | /* Attempt step in varstep2 direction */ |
1898 | vars.alpha1 = 0.0; |
1899 | vars.alpha2 = 1.0; |
1900 | sys->maxstep = calc_sqrt_D0(tot2_norm2); |
1901 | sys->varstep.norm2 = calc_sqr_D0(sys->maxstep)* |
1902 | sys->varstep2.norm2/tot2_norm2; |
1903 | |
1904 | |
1905 | } else if( (tot2_norm2==0.0 || sys->s.block.current_size==1) && |
1906 | (tot1_norm2 > 0.0) ) { |
1907 | /* Attempt step in varstep1 direction */ |
1908 | vars.alpha1 = 1.0; |
1909 | vars.alpha2 = 0.0; |
1910 | if ( (sys->gamma.norm2/sys->Jgamma.norm2)* |
1911 | calc_sqrt_D0(sys->gamma.norm2) <= sys->maxstep ) |
1912 | sys->maxstep = (sys->gamma.norm2/sys->Jgamma.norm2)* |
1913 | calc_sqrt_D0(sys->gamma.norm2); |
1914 | sys->varstep.norm2 = calc_sqr_D0(sys->maxstep)* |
1915 | sys->varstep1.norm2/tot1_norm2; |
1916 | |
1917 | |
1918 | } else { |
1919 | /* Attempt step in varstep1-varstep2 direction */ |
1920 | vars.parms.low = 0.0; |
1921 | vars.parms.high = MAXDOUBLE; |
1922 | vars.parms.guess = 1.0; |
1923 | calc_2x2_system(sys,&vars); |
1924 | do { |
1925 | coefs_from_parm(sys, &vars); |
1926 | adjust_parms(sys, &vars); |
1927 | } while( fabs(vars.error) > STEPSIZEERR_MAX && |
1928 | vars.parms.high - vars.parms.low > PARMRNG_MIN ); |
1929 | if (SHOW_LESS_IMPT) { |
1930 | FPRINTF(LIF(sys),"%-40s ---> %g\n", |
1931 | " parameter high", vars.parms.high); |
1932 | FPRINTF(LIF(sys),"%-40s ---> %g\n", |
1933 | " parameter low", vars.parms.low); |
1934 | FPRINTF(LIF(sys),"%-40s ---> %g\n", |
1935 | " Error in step length", vars.error); |
1936 | } |
1937 | sys->varstep.norm2 = step_norm2(sys, &vars); |
1938 | |
1939 | } |
1940 | |
1941 | if (SHOW_LESS_IMPT) { |
1942 | FPRINTF(LIF(sys),"%-40s ---> %g\n", " Alpha1 coefficient (normalized)", |
1943 | vars.alpha1); |
1944 | FPRINTF(LIF(sys),"%-40s ---> %g\n", " Alpha2 coefficient (normalized)", |
1945 | vars.alpha2); |
1946 | } |
1947 | compute_step(sys,&vars); |
1948 | return; |
1949 | |
1950 | } |
1951 | |
1952 | |
1953 | |
1954 | /* |
1955 | * Variable values maintenance |
1956 | * --------------------------- |
1957 | * restore_variables(sys) |
1958 | * coef = required_coef_to_stay_inbounds(sys) |
1959 | * apply_step(sys,coef) |
1960 | * step_accepted(sys) |
1961 | * change_maxstep(sys,maxstep) |
1962 | */ |
1963 | |
1964 | /* |
1965 | * Restores the values of the variables before applying |
1966 | * a step. |
1967 | */ |
1968 | static void restore_variables( slv5_system_t sys) |
1969 | { |
1970 | int32 col; |
1971 | real64 *vec; |
1972 | vec = (sys->nominals.vec); |
1973 | for( col = sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) { |
1974 | struct var_variable *var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
1975 | var_set_value(var,sys->variables.vec[col]*vec[col]); |
1976 | } |
1977 | } |
1978 | |
1979 | |
1980 | /* |
1981 | * Calculates the maximum fraction of the step which can be |
1982 | * taken without making negative the complementary vars. |
1983 | * It is assumed that the current complementary variable |
1984 | * is positive. The step must be calculated. |
1985 | */ |
1986 | static real64 factor_for_complementary_vars( slv5_system_t sys, int32 v) |
1987 | { |
1988 | real64 factor, minfactor; |
1989 | struct var_variable *var; |
1990 | real64 dx,val,bnd; |
1991 | int32 col; |
1992 | struct vector_data step; |
1993 | real64 *vec; |
1994 | |
1995 | vec = (sys->nominals.vec); |
1996 | |
1997 | if (v == 1) { |
1998 | step = sys->varstep; |
1999 | } else { |
2000 | step = sys->varnewstep; |
2001 | } |
2002 | |
2003 | minfactor = 1.0; |
2004 | factor = 1.0; |
2005 | for( col=step.rng->low; col <= step.rng->high; col++ ) { |
2006 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
2007 | val = var_value(var); |
2008 | if (var_complementary(var) && (!var_fixed(var))) { |
2009 | dx = step.vec[col] * vec[col]; |
2010 | bnd = 0.0; |
2011 | if( val + dx < bnd ) { |
2012 | factor = MIN((bnd-val)/dx, 1.0); |
2013 | if (factor < 1.0) { |
2014 | #if DEBUG_COMPLEMENTARY_VAR |
2015 | FPRINTF(ASCERR,"Negative Complementary Variable : \n"); |
2016 | print_var_name(ASCERR,sys,var); |
2017 | FPRINTF(ASCERR,"\n"); |
2018 | FPRINTF(ASCERR,"factor = %f \n",factor); |
2019 | #endif /* DEBUG_COMPLEMENTARY_VAR */ |
2020 | } |
2021 | if( factor < minfactor ) { |
2022 | minfactor = factor; |
2023 | } |
2024 | } |
2025 | } |
2026 | } |
2027 | #if DEBUG_COMPLEMENTARY_VAR |
2028 | FPRINTF(ASCERR,"Minimum factor = %f \n",minfactor); |
2029 | #endif /* DEBUG_COMPLEMENTARY_VAR */ |
2030 | return minfactor; |
2031 | } |
2032 | |
2033 | /* |
2034 | * Calculates the maximum fraction of the step which can be |
2035 | * taken without going out of bounds. If the entire step can be |
2036 | * taken, 1.0 is returned. Otherwise a value less than 1 is |
2037 | * returned. It is assumed that the current variable values |
2038 | * are within their bounds. The step must be calculated. |
2039 | */ |
2040 | static real64 required_coef_to_stay_inbounds( slv5_system_t sys, int32 v) |
2041 | { |
2042 | real64 mincoef; |
2043 | int32 col; |
2044 | real64 *vec; |
2045 | struct vector_data step; |
2046 | vec = (sys->nominals.vec); |
2047 | |
2048 | if( sys->p.ignore_bounds ) |
2049 | return(1.0); |
2050 | |
2051 | if (v == 1) { |
2052 | step = sys->varstep; |
2053 | } else { |
2054 | step = sys->varnewstep; |
2055 | } |
2056 | |
2057 | mincoef = 1.0; |
2058 | for( col=step.rng->low; col <= step.rng->high; col++ ) { |
2059 | struct var_variable *var; |
2060 | real64 coef,dx,val,bnd; |
2061 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
2062 | coef = 1.0; |
2063 | dx = step.vec[col] * vec[col]; |
2064 | bnd = var_upper_bound(var); |
2065 | if( (val=var_value(var)) + dx > bnd ) |
2066 | coef = MIN((bnd-val)/dx, 1.0); |
2067 | bnd = var_lower_bound(var); |
2068 | if( val + dx < bnd ) |
2069 | coef = MIN((bnd-val)/dx, 1.0); |
2070 | if( coef < mincoef ) |
2071 | mincoef = coef; |
2072 | } |
2073 | #if DEBUG_COMPLEMENTARY_VAR |
2074 | FPRINTF(ASCERR,"Minimum coefficient to stay in bounds = %f \n",mincoef); |
2075 | #endif /* DEBUG_COMPLEMENTARY_VAR */ |
2076 | return(mincoef); |
2077 | } |
2078 | |
2079 | /* |
2080 | * Adds sys->varnewstep to the variable values in block: projecting |
2081 | * near bounds. |
2082 | */ |
2083 | static void apply_newton_step( slv5_system_t sys) |
2084 | { |
2085 | FILE *lif = LIF(sys); |
2086 | int nproj = 0; |
2087 | real64 bounds_coef = 1.0; |
2088 | int32 col; |
2089 | real64 *vec; |
2090 | real64 factor; |
2091 | |
2092 | vec = (sys->nominals.vec); |
2093 | factor = factor_for_complementary_vars(sys,0); |
2094 | if (factor >= 0.9995) { |
2095 | sys->sigma_const = sys->sigma_const/10.0; |
2096 | } |
2097 | factor = 0.995 * factor; |
2098 | |
2099 | if (TRUNCATE && (!sys->p.ignore_bounds)) { |
2100 | bounds_coef = required_coef_to_stay_inbounds(sys,0); |
2101 | } |
2102 | |
2103 | if ((bounds_coef < 1.0) && (factor < bounds_coef)) { |
2104 | bounds_coef = factor; |
2105 | } |
2106 | |
2107 | for(col=sys->varnewstep.rng->low; col<=sys->varnewstep.rng->high;col++) { |
2108 | struct var_variable *var; |
2109 | real64 dx,val,bnd; |
2110 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
2111 | dx = vec[col]*sys->varnewstep.vec[col]; |
2112 | val = var_value(var); |
2113 | if (bounds_coef < 1.0) { |
2114 | dx = dx*TOWARD_BOUNDS*bounds_coef; |
2115 | sys->varnewstep.vec[col] = dx/vec[col]; |
2116 | } else { |
2117 | if ((var_complementary(var)) && (!var_fixed(var))) { |
2118 | dx = dx*factor; |
2119 | sys->varnewstep.vec[col] = dx/vec[col]; |
2120 | } else { |
2121 | if( !sys->p.ignore_bounds ) { |
2122 | if( val + dx > (bnd=var_upper_bound(var)) ) { |
2123 | dx = TOWARD_BOUNDS*(bnd-val); |
2124 | sys->varnewstep.vec[col] = dx/vec[col]; |
2125 | if (SHOW_LESS_IMPT) { |
2126 | FPRINTF(lif,"%-40s ---> ", |
2127 | " Variable projected to upper bound"); |
2128 | print_var_name(lif,sys,var); PUTC('\n',lif); |
2129 | } |
2130 | ++nproj; |
2131 | } else if( val + dx < (bnd=var_lower_bound(var)) ) { |
2132 | dx = TOWARD_BOUNDS*(bnd-val); |
2133 | sys->varnewstep.vec[col] = dx/vec[col]; |
2134 | if (SHOW_LESS_IMPT) { |
2135 | FPRINTF(lif,"%-40s ---> ", |
2136 | " Variable projected to lower bound"); |
2137 | print_var_name(lif,sys,var); PUTC('\n',lif); |
2138 | } |
2139 | ++nproj; |
2140 | } |
2141 | } |
2142 | } |
2143 | } |
2144 | var_set_value(var,val+dx); |
2145 | } |
2146 | |
2147 | /* Allow weighted residuals to be recalculated at new point */ |
2148 | sys->newton_residuals.accurate = FALSE; |
2149 | sys->perturbed_residuals.accurate = FALSE; |
2150 | sys->residuals.accurate = FALSE; |
2151 | |
2152 | return; |
2153 | } |
2154 | |
2155 | |
2156 | /* |
2157 | * Adds sys->varstep to the variable values in block: projecting |
2158 | * near bounds. |
2159 | */ |
2160 | static void apply_step( slv5_system_t sys) |
2161 | { |
2162 | FILE *lif = LIF(sys); |
2163 | int nproj = 0; |
2164 | real64 bounds_coef = 1.0; |
2165 | int32 col; |
2166 | real64 *vec; |
2167 | real64 factor; |
2168 | vec = (sys->nominals.vec); |
2169 | |
2170 | if (TRUNCATE && (!sys->p.ignore_bounds)) |
2171 | bounds_coef = required_coef_to_stay_inbounds(sys,1); |
2172 | |
2173 | for( col=sys->varstep.rng->low; col <= sys->varstep.rng->high; col++ ) { |
2174 | struct var_variable *var; |
2175 | real64 dx,val,bnd; |
2176 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
2177 | dx = vec[col]*sys->varstep.vec[col]; |
2178 | val = var_value(var); |
2179 | if (bounds_coef < 1.0) { |
2180 | dx = dx*TOWARD_BOUNDS*bounds_coef; |
2181 | sys->varstep.vec[col] = dx/vec[col]; |
2182 | } else { |
2183 | if( !sys->p.ignore_bounds ) { |
2184 | if( val + dx > (bnd=var_upper_bound(var)) ) { |
2185 | dx = TOWARD_BOUNDS*(bnd-val); |
2186 | sys->varstep.vec[col] = dx/vec[col]; |
2187 | if (SHOW_LESS_IMPT) { |
2188 | FPRINTF(lif,"%-40s ---> ", |
2189 | " Variable projected to upper bound"); |
2190 | print_var_name(lif,sys,var); PUTC('\n',lif); |
2191 | } |
2192 | ++nproj; |
2193 | } else if( val + dx < (bnd=var_lower_bound(var)) ) { |
2194 | dx = TOWARD_BOUNDS*(bnd-val); |
2195 | sys->varstep.vec[col] = dx/vec[col]; |
2196 | if (SHOW_LESS_IMPT) { |
2197 | FPRINTF(lif,"%-40s ---> ", |
2198 | " Variable projected to lower bound"); |
2199 | print_var_name(lif,sys,var); PUTC('\n',lif); |
2200 | } |
2201 | ++nproj; |
2202 | } |
2203 | } |
2204 | } |
2205 | var_set_value(var,val+dx); |
2206 | } |
2207 | |
2208 | if( !sys->p.ignore_bounds ) { |
2209 | if (nproj > 0) { |
2210 | square_norm(&(sys->varstep)); |
2211 | sys->progress = calc_sqrt_D0 |
2212 | (calc_sqrt_D0((sys->varstep.norm2 )* |
2213 | (sys->varstep1.norm2 ))); |
2214 | if (SHOW_LESS_IMPT) { |
2215 | FPRINTF(lif,"%-40s ---> %g\n", " Projected step length (scaled)", |
2216 | calc_sqrt_D0(sys->varstep.norm2)); |
2217 | FPRINTF(lif,"%-40s ---> %g\n", |
2218 | " Projected progress", sys->progress); |
2219 | } |
2220 | } |
2221 | if (bounds_coef < 1.0) { |
2222 | square_norm(&(sys->varstep)); |
2223 | if (SHOW_LESS_IMPT) { |
2224 | FPRINTF(lif,"%-40s ---> %g\n", |
2225 | " Truncated step length (scaled)", |
2226 | calc_sqrt_D0(sys->varstep.norm2 )); |
2227 | } |
2228 | sys->progress = calc_sqrt_D0 |
2229 | (calc_sqrt_D0((sys->varstep.norm2 )* |
2230 | (sys->varstep1.norm2 ))); |
2231 | (calc_sqrt_D0(sys->varstep.norm2*sys->varstep1.norm2)); |
2232 | if (SHOW_LESS_IMPT) { |
2233 | FPRINTF(lif,"%-40s ---> %g\n", |
2234 | " Truncated progress", sys->progress); |
2235 | } |
2236 | } |
2237 | } |
2238 | |
2239 | /* Allow weighted residuals to be recalculated at new point */ |
2240 | sys->newton_residuals.accurate = FALSE; |
2241 | sys->perturbed_residuals.accurate = FALSE; |
2242 | sys->residuals.accurate = FALSE; |
2243 | return; |
2244 | } |
2245 | |
2246 | |
2247 | /* |
2248 | * This function should be called when the step is accepted. |
2249 | */ |
2250 | static void step_accepted( slv5_system_t sys) |
2251 | { |
2252 | /* Maintain update status on jacobian and weights */ |
2253 | if (--(sys->update.jacobian) <= 0) { |
2254 | sys->J.accurate = FALSE; |
2255 | } |
2256 | |
2257 | sys->variables.accurate = FALSE; |
2258 | sys->newton_residuals.accurate = FALSE; |
2259 | sys->perturbed_residuals.accurate = FALSE; |
2260 | sys->newton.accurate = FALSE; |
2261 | sys->perturbed_newton.accurate = FALSE; |
2262 | sys->gamma.accurate = FALSE; |
2263 | sys->Jgamma.accurate = FALSE; |
2264 | sys->varstep1.accurate = FALSE; |
2265 | sys->varnewstep.accurate = FALSE; |
2266 | sys->varstep2.accurate = FALSE; |
2267 | sys->varstep.accurate = FALSE; |
2268 | } |
2269 | |
2270 | /* |
2271 | * This function changes sys->maxstep to the given number and should be |
2272 | * called whenever sys->maxstep is to be changed. |
2273 | */ |
2274 | static void change_maxstep( slv5_system_t sys, real64 maxstep) |
2275 | { |
2276 | sys->maxstep = maxstep; |
2277 | sys->varstep.accurate = FALSE; |
2278 | } |
2279 | |
2280 | |
2281 | /* |
2282 | * Block routines |
2283 | * -------------- |
2284 | * feas = block_feasible(sys) |
2285 | * move_to_next_block(sys) |
2286 | * find_next_unconverged_block(sys) |
2287 | */ |
2288 | |
2289 | /* |
2290 | * Returns TRUE if the current block is feasible, FALSE otherwise. |
2291 | * It is assumed that the residuals have been computed. |
2292 | */ |
2293 | static boolean block_feasible( slv5_system_t sys) |
2294 | { |
2295 | int32 row; |
2296 | |
2297 | if( !sys->s.calc_ok ) |
2298 | return(FALSE); |
2299 | |
2300 | for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) { |
2301 | struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
2302 | if( !rel_satisfied(rel) ) return FALSE; |
2303 | } |
2304 | return TRUE; |
2305 | } |
2306 | |
2307 | /* |
2308 | * Moves on to the next block, updating all of the solver information. |
2309 | * To move to the first block, set sys->s.block.current_block to -1 before |
2310 | * calling. If already at the last block, then sys->s.block.current_block |
2311 | * will equal the number of blocks and the system will be declared |
2312 | * converged. Otherwise, the residuals for the new block will be computed |
2313 | * and sys->s.calc_ok set according. |
2314 | */ |
2315 | static void move_to_next_block( slv5_system_t sys) |
2316 | { |
2317 | struct var_variable *var; |
2318 | struct rel_relation *rel; |
2319 | int32 row; |
2320 | int32 col; |
2321 | int32 ci; |
2322 | |
2323 | if( sys->s.block.current_block >= 0 ) { |
2324 | |
2325 | /* Record cost accounting info here. */ |
2326 | ci=sys->s.block.current_block; |
2327 | sys->s.cost[ci].size = sys->s.block.current_size; |
2328 | sys->s.cost[ci].iterations = sys->s.block.iteration; |
2329 | sys->s.cost[ci].funcs = sys->s.block.funcs; |
2330 | sys->s.cost[ci].jacs = sys->s.block.jacs; |
2331 | sys->s.cost[ci].functime = sys->s.block.functime; |
2332 | sys->s.cost[ci].jactime = sys->s.block.jactime; |
2333 | sys->s.cost[ci].time = sys->s.block.cpu_elapsed; |
2334 | sys->s.cost[ci].resid = sys->s.block.residual; |
2335 | |
2336 | /* De-initialize previous block */ |
2337 | if (SHOW_LESS_IMPT && (sys->s.block.current_size >1 || |
2338 | LIFDS)) { |
2339 | FPRINTF(LIF(sys),"Block %d converged.\n", |
2340 | sys->s.block.current_block); |
2341 | } |
2342 | for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) { |
2343 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
2344 | var_set_in_block(var,FALSE); |
2345 | } |
2346 | for( row=sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) { |
2347 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
2348 | rel_set_in_block(rel,FALSE); |
2349 | } |
2350 | sys->s.block.previous_total_size += sys->s.block.current_size; |
2351 | } |
2352 | |
2353 | sys->s.block.current_block++; |
2354 | if( sys->s.block.current_block < sys->s.block.number_of ) { |
2355 | boolean ok; |
2356 | |
2357 | /* Initialize next block */ |
2358 | |
2359 | sys->J.reg = |
2360 | (slv_get_solvers_blocks(SERVER))->block[sys->s.block.current_block]; |
2361 | |
2362 | |
2363 | row = sys->J.reg.row.high - sys->J.reg.row.low + 1; |
2364 | col = sys->J.reg.col.high - sys->J.reg.col.low + 1; |
2365 | sys->s.block.current_size = MAX(row,col); |
2366 | |
2367 | sys->s.block.iteration = 0; |
2368 | sys->s.block.cpu_elapsed = 0.0; |
2369 | sys->s.block.functime = 0.0; |
2370 | sys->s.block.jactime = 0.0; |
2371 | sys->s.block.funcs = 0; |
2372 | sys->s.block.jacs = 0; |
2373 | |
2374 | if(SHOW_LESS_IMPT && (LIFDS || |
2375 | sys->s.block.current_size > 1)) { |
2376 | debug_delimiter(LIF(sys)); |
2377 | debug_delimiter(LIF(sys)); |
2378 | } |
2379 | if(SHOW_LESS_IMPT && LIFDS) { |
2380 | FPRINTF(LIF(sys),"\n%-40s ---> %d in [%d..%d]\n", |
2381 | "Current block number", sys->s.block.current_block, |
2382 | 0, sys->s.block.number_of-1); |
2383 | FPRINTF(LIF(sys),"%-40s ---> %d\n", "Current block size", |
2384 | sys->s.block.current_size); |
2385 | } |
2386 | sys->s.calc_ok = TRUE; |
2387 | |
2388 | if( !(ok = calc_objective(sys)) ) { |
2389 | FPRINTF(MIF(sys),"Objective calculation errors detected.\n"); |
2390 | } |
2391 | if(SHOW_LESS_IMPT && sys->obj) { |
2392 | FPRINTF(LIF(sys),"%-40s ---> %g\n", "Objective", sys->objective); |
2393 | } |
2394 | sys->s.calc_ok = sys->s.calc_ok && ok; |
2395 | |
2396 | if (!(sys->p.ignore_bounds) ) { |
2397 | slv_insure_bounds(SERVER, sys->J.reg.col.low, |
2398 | sys->J.reg.col.high,MIF(sys)); |
2399 | } |
2400 | |
2401 | sys->residuals.accurate = FALSE; |
2402 | if( !(ok = calc_residuals(sys)) ) { |
2403 | FPRINTF(MIF(sys), |
2404 | "Residual calculation errors detected in move_to_next_block.\n"); |
2405 | } |
2406 | |
2407 | /* |
2408 | * Update number of complementary equations |
2409 | */ |
2410 | calc_comp(sys); |
2411 | sys->sigma_const = SIGMA; |
2412 | |
2413 | if( SHOW_LESS_IMPT && |
2414 | (sys->s.block.current_size >1 || |
2415 | LIFDS) ) { |
2416 | FPRINTF(LIF(sys),"%-40s ---> %g\n", "Residual norm (unscaled)", |
2417 | sys->s.block.residual); |
2418 | } |
2419 | sys->s.calc_ok = sys->s.calc_ok && ok; |
2420 | |
2421 | /* Must be updated as soon as required */ |
2422 | sys->J.accurate = FALSE; |
2423 | sys->update.weights = 0; |
2424 | sys->update.nominals = 0; |
2425 | sys->update.relnoms = 0; |
2426 | sys->update.iterative = 0; |
2427 | sys->variables.accurate = FALSE; |
2428 | sys->newton_residuals.accurate = FALSE; |
2429 | sys->perturbed_residuals.accurate = FALSE; |
2430 | sys->newton.accurate = FALSE; |
2431 | sys->perturbed_newton.accurate = FALSE; |
2432 | sys->gamma.accurate = FALSE; |
2433 | sys->Jgamma.accurate = FALSE; |
2434 | sys->varstep1.accurate = FALSE; |
2435 | sys->varstep2.accurate = FALSE; |
2436 | sys->varnewstep.accurate = FALSE; |
2437 | sys->varstep.accurate = FALSE; |
2438 | |
2439 | } else { |
2440 | boolean ok; |
2441 | /* |
2442 | * Before we claim convergence, we must check if we left behind |
2443 | * some unassigned relations. If and only if they happen to be |
2444 | * satisfied at the current point, convergence has been obtained. |
2445 | * |
2446 | * Also insures that all included relations have valid residuals. |
2447 | * Included inequalities will have correct residuals. |
2448 | * Unsatisfied included inequalities cause inconsistency. |
2449 | * |
2450 | * This of course ignores that fact an objective function might |
2451 | * be present. Then, feasibility isn't enough, is it now. |
2452 | */ |
2453 | if( sys->s.struct_singular ) { |
2454 | /* black box w/singletons provoking bug here, maybe */ |
2455 | sys->s.block.current_size = sys->rused - sys->rank; |
2456 | if(SHOW_LESS_IMPT) { |
2457 | debug_delimiter(LIF(sys)); |
2458 | FPRINTF(LIF(sys),"%-40s ---> %d\n", "Unassigned Relations", |
2459 | sys->s.block.current_size); |
2460 | } |
2461 | sys->J.reg.row.low = sys->J.reg.col.low = sys->rank; |
2462 | sys->J.reg.row.high = sys->J.reg.col.high = sys->rused - 1; |
2463 | sys->residuals.accurate = FALSE; |
2464 | if( !(ok=calc_residuals(sys)) ) { |
2465 | FPRINTF(MIF(sys), |
2466 | "Residual calculation errors detected in leftover equations.\n"); |
2467 | } |
2468 | if(SHOW_LESS_IMPT) { |
2469 | FPRINTF(LIF(sys),"%-40s ---> %g\n", "Residual norm (unscaled)", |
2470 | sys->s.block.residual); |
2471 | } |
2472 | if( block_feasible(sys) ) { |
2473 | if(SHOW_LESS_IMPT) { |
2474 | FPRINTF(LIF(sys),"\nUnassigned relations ok. You lucked out.\n"); |
2475 | } |
2476 | sys->s.converged = TRUE; |
2477 | } else { |
2478 | if(SHOW_LESS_IMPT) { |
2479 | FPRINTF(LIF(sys),"\nProblem inconsistent: %s.\n", |
2480 | "Unassigned relations not satisfied"); |
2481 | } |
2482 | sys->s.inconsistent = TRUE; |
2483 | } |
2484 | if(SHOW_LESS_IMPT) { |
2485 | debug_delimiter(LIF(sys)); |
2486 | } |
2487 | } else { |
2488 | sys->s.converged = TRUE; |
2489 | } |
2490 | /* nearly done checking. Must verify included inequalities if |
2491 | we think equalities are ok. */ |
2492 | if (sys->s.converged) { |
2493 | sys->s.inconsistent=(!calc_inequalities(sys)); |
2494 | } |
2495 | } |
2496 | } |
2497 | |
2498 | |
2499 | /* |
2500 | * Calls the appropriate reorder function on a block |
2501 | */ |
2502 | static void reorder_new_block(slv5_system_t sys) |
2503 | { |
2504 | int32 method; |
2505 | if( sys->s.block.current_block < sys->s.block.number_of ) { |
2506 | if (strcmp(REORDER_OPTION,"SPK1") == 0) { |
2507 | method = 2; |
2508 | } else { |
2509 | method = 1; |
2510 | } |
2511 | |
2512 | if( sys->s.block.current_block <= sys->s.block.current_reordered_block && |
2513 | sys->s.cost[sys->s.block.current_block].reorder_method == method && |
2514 | sys->s.block.current_block >= 0 ) { |
2515 | #if DEBUG |
2516 | FPRINTF(stderr,"YOU JUST AVOIDED A REORDERING\n"); |
2517 | #endif |
2518 | slv_set_up_block(SERVER,sys->s.block.current_block); |
2519 | /* tell linsol to bless it and get on with things */ |
2520 | linsolqr_reorder(sys->J.sys,&(sys->J.reg),natural); |
2521 | return; /*must have been reordered since last system build*/ |
2522 | } |
2523 | |
2524 | /* Let the slv client function take care of reordering things |
2525 | * and setting in block flags. |
2526 | */ |
2527 | if (strcmp(REORDER_OPTION,"SPK1") == 0) { |
2528 | sys->s.cost[sys->s.block.current_block].reorder_method = 2; |
2529 | slv_spk1_reorder_block(SERVER,sys->s.block.current_block,1); |
2530 | } else if (strcmp(REORDER_OPTION,"TEAR_DROP") == 0) { |
2531 | sys->s.cost[sys->s.block.current_block].reorder_method = 1; |
2532 | slv_tear_drop_reorder_block(SERVER,sys->s.block.current_block, |
2533 | CUTOFF, |
2534 | 0,mtx_SPK1); |
2535 | /* khack: try tspk1 for transpose case */ |
2536 | } else if (strcmp(REORDER_OPTION,"OVER_TEAR") == 0) { |
2537 | sys->s.cost[sys->s.block.current_block].reorder_method = 1; |
2538 | slv_tear_drop_reorder_block(SERVER,sys->s.block.current_block, |
2539 | CUTOFF, |
2540 | 1,mtx_SPK1); |
2541 | } else { |
2542 | sys->s.cost[sys->s.block.current_block].reorder_method = 1; |
2543 | FPRINTF(MIF(sys),"IPSlv called with unknown reorder option\n"); |
2544 | FPRINTF(MIF(sys),"IPSlv using single edge tear drop (TEAR_DROP).\n"); |
2545 | slv_tear_drop_reorder_block(SERVER,sys->s.block.current_block, |
2546 | CUTOFF,0,mtx_SPK1); |
2547 | } |
2548 | /* tell linsol to bless it and get on with things */ |
2549 | linsolqr_reorder(sys->J.sys,&(sys->J.reg),natural); |
2550 | if (sys->s.block.current_block > sys->s.block.current_reordered_block) { |
2551 | sys->s.block.current_reordered_block = sys->s.block.current_block; |
2552 | } |
2553 | } |
2554 | } |
2555 | |
2556 | /* |
2557 | * Moves to next unconverged block, assuming that the current block has |
2558 | * converged (or is -1, to start). |
2559 | */ |
2560 | static void find_next_unconverged_block( slv5_system_t sys) |
2561 | { |
2562 | do { |
2563 | move_to_next_block(sys); |
2564 | #if DEBUG |
2565 | debug_out_var_values(stderr,sys); |
2566 | debug_out_rel_residuals(stderr,sys); |
2567 | #endif |
2568 | } while( !sys->s.converged && block_feasible(sys)); |
2569 | reorder_new_block(sys); |
2570 | } |
2571 | |
2572 | |
2573 | /* |
2574 | * Iteration begin/end routines |
2575 | * ---------------------------- |
2576 | * iteration_begins(sys) |
2577 | * iteration_ends(sys) |
2578 | */ |
2579 | |
2580 | /* |
2581 | * Prepares sys for entering an iteration, increasing the iteration counts |
2582 | * and starting the clock. |
2583 | */ |
2584 | static void iteration_begins( slv5_system_t sys) |
2585 | { |
2586 | sys->clock = tm_cpu_time(); |
2587 | ++(sys->s.block.iteration); |
2588 | ++(sys->s.iteration); |
2589 | if(SHOW_LESS_IMPT&& (sys->s.block.current_size >1 || |
2590 | LIFDS)) { |
2591 | FPRINTF(LIF(sys),"\n%-40s ---> %d\n", |
2592 | "Iteration", sys->s.block.iteration); |
2593 | FPRINTF(LIF(sys),"%-40s ---> %d\n", |
2594 | "Total iteration", sys->s.iteration); |
2595 | } |
2596 | } |
2597 | |
2598 | /* |
2599 | * Prepares sys for exiting an iteration, stopping the clock and recording |
2600 | * the cpu time. |
2601 | */ |
2602 | static void iteration_ends( slv5_system_t sys) |
2603 | { |
2604 | double cpu_elapsed; /* elapsed this iteration */ |
2605 | |
2606 | cpu_elapsed = (double)(tm_cpu_time() - sys->clock); |
2607 | sys->s.block.cpu_elapsed += cpu_elapsed; |
2608 | sys->s.cpu_elapsed += cpu_elapsed; |
2609 | if(SHOW_LESS_IMPT && (sys->s.block.current_size >1 || |
2610 | LIFDS)) { |
2611 | FPRINTF(LIF(sys),"%-40s ---> %g\n", |
2612 | "Elapsed time", sys->s.block.cpu_elapsed); |
2613 | FPRINTF(LIF(sys),"%-40s ---> %g\n", |
2614 | "Total elapsed time", sys->s.cpu_elapsed); |
2615 | } |
2616 | } |
2617 | |
2618 | /* |
2619 | * Updates the solver status. |
2620 | */ |
2621 | static void update_status( slv5_system_t sys) |
2622 | { |
2623 | boolean unsuccessful; |
2624 | |
2625 | if( !sys->s.converged ) { |
2626 | sys->s.time_limit_exceeded = |
2627 | (sys->s.block.cpu_elapsed >= TIME_LIMIT); |
2628 | sys->s.iteration_limit_exceeded = |
2629 | (sys->s.block.iteration >= ITER_LIMIT); |
2630 | } |
2631 | |
2632 | unsuccessful = sys->s.diverged || sys->s.inconsistent || |
2633 | sys->s.iteration_limit_exceeded || sys->s.time_limit_exceeded; |
2634 | |
2635 | sys->s.ready_to_solve = !unsuccessful && !sys->s.converged; |
2636 | sys->s.ok = !unsuccessful && sys->s.calc_ok && !sys->s.struct_singular; |
2637 | } |
2638 | |
2639 | static |
2640 | int32 slv5_get_default_parameters(slv_system_t server, SlvClientToken asys, |
2641 | slv_parameters_t *parameters) |
2642 | { |
2643 | slv5_system_t sys; |
2644 | union parm_arg lo,hi,val; |
2645 | struct slv_parameter *new_parms = NULL; |
2646 | int32 make_macros = 0; |
2647 | |
2648 | static char *factor_names[] = { |
2649 | "SPK1/RANKI","SPK1/RANKI+ROW", |
2650 | "Fast-SPK1/RANKI","Fast-SPK1/RANKI+ROW", |
2651 | "Fastest-SPK1/MR-RANKI","CondQR","CPQR" |
2652 | /* ,"GAUSS","GAUSS_EASY" currently only works for ken */ |
2653 | }; |
2654 | static char *reorder_names[] = { |
2655 | "SPK1","TEAR_DROP","OVER_TEAR" |
2656 | }; |
2657 | static char *converge_names[] = { |
2658 | "ABSOLUTE","RELNOM_SCALE" |
2659 | }; |
2660 | static char *scaling_names[] = { |
2661 | "NONE","ROW_2NORM","RELNOM" |
2662 | }; |
2663 | |
2664 | if (server != NULL && asys != NULL) { |
2665 | sys = SLV5(asys); |
2666 | make_macros = 1; |
2667 | } |
2668 | |
2669 | #ifndef NDEBUG /* keep purify from whining on UMR */ |
2670 | lo.argr = hi.argr = val.argr = 0.0; |
2671 | #endif |
2672 | |
2673 | if (parameters->parms == NULL) { |
2674 | /* an external client wants our parameter list. |
2675 | * an instance of slv5_system_structure has this pointer |
2676 | * already set in slv5_create |
2677 | */ |
2678 | new_parms = (struct slv_parameter *) |
2679 | ascmalloc((slv5_PA_SIZE)*sizeof(struct slv_parameter)); |
2680 | if (new_parms == NULL) { |
2681 | return -1; |
2682 | } |
2683 | parameters->parms = new_parms; |
2684 | parameters->dynamic_parms = 1; |
2685 | } |
2686 | parameters->num_parms = 0; |
2687 | |
2688 | /* begin defining parameters */ |
2689 | |
2690 | slv_define_parm(parameters, bool_parm, |
2691 | "ignorebounds","ignore bounds?","ignore bounds?", |
2692 | U_p_bool(val,0),U_p_bool(lo,0),U_p_bool(hi,1),-1); |
2693 | SLV_BPARM_MACRO(IGNORE_BOUNDS_PTR,parameters); |
2694 | |
2695 | slv_define_parm(parameters, bool_parm, |
2696 | "showmoreimportant", "showmoreimportant", "showmoreimportant", |
2697 | U_p_bool(val,1),U_p_bool(lo,0),U_p_bool(hi,1),-1); |
2698 | SLV_BPARM_MACRO(SHOW_MORE_IMPT_PTR,parameters); |
2699 | |
2700 | slv_define_parm(parameters, real_parm, |
2701 | "rho", "penalty parameter", "penalty parameter", |
2702 | U_p_real(val,100),U_p_real(lo, 0),U_p_real(hi,10e100), 1); |
2703 | SLV_RPARM_MACRO(RHO_PTR,parameters); |
2704 | |
2705 | slv_define_parm(parameters, bool_parm, |
2706 | "partition", "partitioning enabled", "partitioning enabled", |
2707 | U_p_bool(val, 1),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2708 | SLV_BPARM_MACRO(PARTITION_PTR,parameters); |
2709 | |
2710 | slv_define_parm(parameters, bool_parm, |
2711 | "sigmaconstant", "sigma constant", "sigma constant", |
2712 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2713 | SLV_BPARM_MACRO(SIGMA_CONSTANT_PTR,parameters); |
2714 | |
2715 | slv_define_parm(parameters, bool_parm, |
2716 | "mumaximum", "mu maximum", "mu maximum", |
2717 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2718 | SLV_BPARM_MACRO(MU_MAXIMUM_PTR,parameters); |
2719 | |
2720 | slv_define_parm(parameters, bool_parm, |
2721 | "showlessimportant", "detailed solving info", |
2722 | "detailed solving info", |
2723 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2724 | SLV_BPARM_MACRO(SHOW_LESS_IMPT_PTR,parameters); |
2725 | |
2726 | slv_define_parm(parameters, bool_parm, |
2727 | "autoresolve", "auto-resolve", "auto-resolve", |
2728 | U_p_bool(val,1),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2729 | SLV_BPARM_MACRO(AUTO_RESOLVE_PTR,parameters); |
2730 | |
2731 | slv_define_parm(parameters, int_parm, |
2732 | "timelimit", "time limit (CPU sec/block)", "time limit (CPU sec/block)", |
2733 | U_p_int(val,1500),U_p_int(lo, 1),U_p_int(hi,20000),1); |
2734 | SLV_IPARM_MACRO(TIME_LIMIT_PTR,parameters); |
2735 | |
2736 | slv_define_parm(parameters, int_parm, |
2737 | "iterationlimit", "max iterations/block", "max iterations/block", |
2738 | U_p_int(val, 30),U_p_int(lo, 1),U_p_int(hi,20000),1); |
2739 | SLV_IPARM_MACRO(ITER_LIMIT_PTR,parameters); |
2740 | |
2741 | slv_define_parm(parameters,real_parm, |
2742 | "stattol","stattol" ,"stattol" , |
2743 | U_p_real(val,1e-6),U_p_real(lo,0),U_p_real(hi,1.0),-1); |
2744 | SLV_RPARM_MACRO(STAT_TOL_PTR,parameters); |
2745 | |
2746 | slv_define_parm(parameters,real_parm, |
2747 | "termtol","termtol" ,"termtol" , |
2748 | U_p_real(val,1e-12),U_p_real(lo,0),U_p_real(hi,1.0),-1); |
2749 | SLV_RPARM_MACRO(TERM_TOL_PTR,parameters); |
2750 | |
2751 | slv_define_parm(parameters, real_parm, |
2752 | "singtol", "epsilon (min pivot)", "epsilon (min pivot)", |
2753 | U_p_real(val, 1e-12),U_p_real(lo, 1e-12),U_p_real(hi,1.0),1); |
2754 | SLV_RPARM_MACRO(SING_TOL_PTR,parameters); |
2755 | |
2756 | slv_define_parm(parameters, real_parm, |
2757 | "sigmaconst", "sigma (centering parameter)", |
2758 | "sigma (centering parameter)", |
2759 | U_p_real(val, 0.5),U_p_real(lo, 0.0),U_p_real(hi,1.0),1); |
2760 | SLV_RPARM_MACRO(SIGMA_PTR,parameters); |
2761 | |
2762 | slv_define_parm(parameters, real_parm, |
2763 | "mumax", "mu maximum (centering parameter)", |
2764 | "mu maximum (centering parameter)", |
2765 | U_p_real(val, 0.9),U_p_real(lo, 0.0),U_p_real(hi,1.0),1); |
2766 | SLV_RPARM_MACRO(MUK_PTR,parameters); |
2767 | |
2768 | slv_define_parm(parameters, real_parm, |
2769 | "pivottol", "condition tolerance", "condition tolerance", |
2770 | U_p_real(val, 0.5),U_p_real(lo, 0),U_p_real(hi, 1),1); |
2771 | SLV_RPARM_MACRO(PIVOT_TOL_PTR,parameters); |
2772 | |
2773 | slv_define_parm(parameters, real_parm, |
2774 | "feastol", "max residual (absolute)", "max residual (absolute)", |
2775 | U_p_real(val, 1e-8),U_p_real(lo, 1e-13),U_p_real(hi,100000.5),1); |
2776 | SLV_RPARM_MACRO(FEAS_TOL_PTR,parameters); |
2777 | |
2778 | slv_define_parm(parameters, bool_parm, |
2779 | "lifds", "show singletons details", IEX(0), |
2780 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2781 | SLV_BPARM_MACRO(LIFDS_PTR,parameters); |
2782 | |
2783 | slv_define_parm(parameters, bool_parm, |
2784 | "savlin", "write to file SlvLinsol.dat", IEX(1), |
2785 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2786 | SLV_BPARM_MACRO(SAVLIN_PTR,parameters); |
2787 | |
2788 | slv_define_parm(parameters, bool_parm, |
2789 | "safe_calc", "safe calculations", IEX(12), |
2790 | U_p_bool(val, 1),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2791 | |
2792 | SLV_BPARM_MACRO(SAFE_CALC_PTR,parameters); |
2793 | |
2794 | slv_define_parm(parameters, bool_parm, |
2795 | "relnomscale", "calc rel nominals", IEX(2), |
2796 | U_p_bool(val, 1),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2797 | SLV_BPARM_MACRO(RELNOMSCALE_PTR,parameters); |
2798 | |
2799 | slv_define_parm(parameters, int_parm, |
2800 | "cutoff", "block size cutoff (MODEL-based)", IEX(3), |
2801 | U_p_int(val, 500),U_p_int(lo,0),U_p_int(hi,20000), 2); |
2802 | SLV_IPARM_MACRO(CUTOFF_PTR,parameters); |
2803 | |
2804 | |
2805 | slv_define_parm(parameters, int_parm, |
2806 | "upjac", "Jacobian update frequency", IEX(4), |
2807 | U_p_int(val, 1),U_p_int(lo,0),U_p_int(hi,20000), 3); |
2808 | SLV_IPARM_MACRO(UPDATE_JACOBIAN_PTR,parameters); |
2809 | |
2810 | slv_define_parm(parameters, int_parm, |
2811 | "upwts", "Row scaling update frequency", IEX(5), |
2812 | U_p_int(val, 1),U_p_int(lo,0),U_p_int(hi,20000), 3); |
2813 | SLV_IPARM_MACRO(UPDATE_WEIGHTS_PTR,parameters); |
2814 | |
2815 | slv_define_parm(parameters, int_parm, |
2816 | "upnom", "Column scaling update frequency", IEX(6), |
2817 | U_p_int(val, 1000),U_p_int(lo,0),U_p_int(hi,20000), 3); |
2818 | SLV_IPARM_MACRO(UPDATE_NOMINALS_PTR,parameters); |
2819 | |
2820 | slv_define_parm(parameters, int_parm, |
2821 | "uprelnom", "Relation nominal update frequency", IEX(13), |
2822 | U_p_int(val, 5),U_p_int(lo,0),U_p_int(hi,20000), 3); |
2823 | SLV_IPARM_MACRO(UPDATE_RELNOMS_PTR,parameters); |
2824 | |
2825 | slv_define_parm(parameters, int_parm, |
2826 | "itscalelim", "Iteration lim for iterative scale", IEX(14), |
2827 | U_p_int(val, 10),U_p_int(lo,0),U_p_int(hi,20000), 3); |
2828 | SLV_IPARM_MACRO(ITSCALELIM_PTR,parameters); |
2829 | |
2830 | slv_define_parm(parameters, char_parm, |
2831 | "convopt", "convergence test", "convergence test", |
2832 | U_p_string(val,converge_names[0]), |
2833 | U_p_strings(lo,converge_names), |
2834 | U_p_int(hi,sizeof(converge_names)/sizeof(char *)),1); |
2835 | SLV_CPARM_MACRO(CONVOPT_PTR,parameters); |
2836 | |
2837 | slv_define_parm(parameters, char_parm, |
2838 | "scaleopt", "jacobian scaling option", IEX(15), |
2839 | U_p_string(val,scaling_names[1]), |
2840 | U_p_strings(lo,scaling_names), |
2841 | U_p_int(hi,sizeof(scaling_names)/sizeof(char *)),1); |
2842 | SLV_CPARM_MACRO(SCALEOPT_PTR,parameters); |
2843 | |
2844 | slv_define_parm(parameters, bool_parm, |
2845 | "reduce", "step reduction on?", IEX(7), |
2846 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2847 | SLV_BPARM_MACRO(REDUCE_PTR,parameters); |
2848 | |
2849 | slv_define_parm(parameters, bool_parm, |
2850 | "exact", "exact line search", IEX(8), |
2851 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2852 | SLV_BPARM_MACRO(EXACT_LINE_SEARCH_PTR,parameters); |
2853 | |
2854 | slv_define_parm(parameters, bool_parm, |
2855 | "cncols", "Check poorly scaled columns", IEX(9), |
2856 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2857 | SLV_BPARM_MACRO(DUMPCNORM_PTR,parameters); |
2858 | |
2859 | slv_define_parm(parameters, bool_parm, |
2860 | "lintime", "Enable linsolqr timing", |
2861 | "Enable linsolqr factor timing", |
2862 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2863 | SLV_BPARM_MACRO(LINTIME_PTR,parameters); |
2864 | |
2865 | slv_define_parm(parameters, bool_parm, |
2866 | "btrunc", "truncate whole step vector", IEX(10), |
2867 | U_p_bool(val, 0),U_p_bool(lo,0),U_p_bool(hi,1), 2); |
2868 | SLV_BPARM_MACRO(TRUNCATE_PTR,parameters); |
2869 | |
2870 | slv_define_parm(parameters, char_parm, |
2871 | "reorder", "reorder method", IEX(11), |
2872 | U_p_string(val,reorder_names[0]), |
2873 | U_p_strings(lo,reorder_names), |
2874 | U_p_int(hi,sizeof(reorder_names)/sizeof(char *)),1); |
2875 | SLV_CPARM_MACRO(REORDER_OPTION_PTR,parameters); |
2876 | |
2877 | |
2878 | slv_define_parm(parameters, real_parm, |
2879 | "toosmall", "default for zero nominal", REX(0), |
2880 | U_p_real(val, 1e-8),U_p_real(lo, 1e-12),U_p_real(hi,1.5), 3); |
2881 | SLV_RPARM_MACRO(TOO_SMALL_PTR,parameters); |
2882 | |
2883 | slv_define_parm(parameters, real_parm, |
2884 | "cnlow", "smallest allowable column norm", REX(1), |
2885 | U_p_real(val, 0.01),U_p_real(lo, 0),U_p_real(hi,100000000.5), 3); |
2886 | SLV_RPARM_MACRO(CNLOW_PTR,parameters); |
2887 | |
2888 | slv_define_parm(parameters, real_parm, |
2889 | "cnhigh", "largest allowable column norm", REX(2), |
2890 | U_p_real(val, 100.0),U_p_real(lo,0),U_p_real(hi,100000000.5), 3); |
2891 | SLV_RPARM_MACRO(CNHIGH_PTR,parameters); |
2892 | |
2893 | slv_define_parm(parameters, real_parm, |
2894 | "tobnds", "fraction move to bounds", REX(3), |
2895 | U_p_real(val, 0.95),U_p_real(lo, 0),U_p_real(hi,1.0), 3); |
2896 | SLV_RPARM_MACRO(TOWARD_BOUNDS_PTR,parameters); |
2897 | |
2898 | slv_define_parm(parameters, real_parm, |
2899 | "posdef", "Positive Definite Hessian Check", REX(4), |
2900 | U_p_real(val, 0.01),U_p_real(lo,0),U_p_real(hi,1.0), 3); |
2901 | SLV_RPARM_MACRO(POSITIVE_DEFINITE_PTR,parameters); |
2902 | |
2903 | slv_define_parm(parameters, real_parm, |
2904 | "detzero", "Min newt/grad determinant ||", REX(5), |
2905 | U_p_real(val, 1e-8),U_p_real(lo,0),U_p_real(hi,1.0), 3); |
2906 | SLV_RPARM_MACRO(DETZERO_PTR,parameters); |
2907 | |
2908 | slv_define_parm(parameters, real_parm, |
2909 | "steperrmax", "Step size precision", REX(6), |
2910 | U_p_real(val, 1e-4),U_p_real(lo, 1e-10),U_p_real(hi,1.0), 3); |
2911 | SLV_RPARM_MACRO(STEPSIZEERR_MAX_PTR,parameters); |
2912 | |
2913 | slv_define_parm(parameters, real_parm, |
2914 | "prngmin", "Parameter range tolerance (in-loop)", REX(7), |
2915 | U_p_real(val, 1e-12),U_p_real(lo, 1e-12),U_p_real(hi,1.0), 3); |
2916 | SLV_RPARM_MACRO(PARMRNG_MIN_PTR,parameters); |
2917 | |
2918 | slv_define_parm(parameters, real_parm, |
2919 | "mincoef", "'Largest' drop in maxstep allowed", REX(8), |
2920 | U_p_real(val, 0.05),U_p_real(lo, 1e-5),U_p_real(hi,1.0), 3); |
2921 | SLV_RPARM_MACRO(MIN_COEF_PTR,parameters); |
2922 | |
2923 | slv_define_parm(parameters, real_parm, |
2924 | "maxcoef", "'Smallest' drop in maxstep allowed", REX(9), |
2925 | U_p_real(val, 0.99999),U_p_real(lo,0),U_p_real(hi,1.0), 3); |
2926 | SLV_RPARM_MACRO(MAX_COEF_PTR,parameters); |
2927 | |
2928 | slv_define_parm(parameters, real_parm, |
2929 | "itscaletol", "Iterative scaling tolerance", REX(10), |
2930 | U_p_real(val, 0.99999),U_p_real(lo,0),U_p_real(hi,1.0), 3); |
2931 | SLV_RPARM_MACRO(ITSCALETOL_PTR,parameters); |
2932 | |
2933 | slv_define_parm(parameters, char_parm, |
2934 | "bppivoting","linear method","linear method choice", |
2935 | U_p_string(val,factor_names[4]), |
2936 | U_p_strings(lo,factor_names), |
2937 | U_p_int(hi,sizeof(factor_names)/sizeof(char *)),1); |
2938 | SLV_CPARM_MACRO(FACTOR_OPTION_PTR,parameters); |
2939 | |
2940 | return 1; |
2941 | } |
2942 | |
2943 | /* |
2944 | * External routines |
2945 | * ----------------- |
2946 | * See slv_client.h |
2947 | */ |
2948 | |
2949 | static SlvClientToken slv5_create(slv_system_t server, int *statusindex) |
2950 | { |
2951 | slv5_system_t sys; |
2952 | |
2953 | sys = (slv5_system_t)asccalloc(1, sizeof(struct slv5_system_structure) ); |
2954 | if (sys==NULL) { |
2955 | *statusindex = 1; |
2956 | return sys; |
2957 | } |
2958 | SERVER = server; |
2959 | sys->p.parms = sys->pa; |
2960 | sys->p.dynamic_parms = 0; |
2961 | slv5_get_default_parameters(server,(SlvClientToken)sys,&(sys->p)); |
2962 | sys->integrity = OK; |
2963 | sys->presolved = 0; |
2964 | sys->p.output.more_important = stdout; |
2965 | sys->p.output.less_important = stdout; |
2966 | sys->J.old_partition = TRUE; |
2967 | sys->p.whose = (*statusindex); |
2968 | sys->s.ok = TRUE; |
2969 | sys->s.calc_ok = TRUE; |
2970 | sys->s.costsize = 0; |
2971 | sys->s.cost = NULL; /*redundant, but sanity preserving */ |
2972 | sys->vlist = slv_get_solvers_var_list(server); |
2973 | sys->rlist = slv_get_solvers_rel_list(server); |
2974 | sys->obj = slv_get_obj_relation(server); |
2975 | if (sys->vlist == NULL) { |
2976 | ascfree(sys); |
2977 | FPRINTF(stderr,"IPSlv called with no variables.\n"); |
2978 | *statusindex = -2; |
2979 | return NULL; /*_prolly leak here */ |
2980 | } |
2981 | if (sys->rlist == NULL && sys->obj == NULL) { |
2982 | ascfree(sys); |
2983 | FPRINTF(stderr,"IPSlv called with no relations or objective.\n"); |
2984 | *statusindex = -1; |
2985 | return NULL; /*_prolly leak here */ |
2986 | } |
2987 | /* we don't give a damn about the objective list or the pars or |
2988 | * bounds or extrels or any of the other crap. |
2989 | */ |
2990 | slv_check_var_initialization(server); |
2991 | *statusindex = 0; |
2992 | return((SlvClientToken)sys); |
2993 | |
2994 | } |
2995 | |
2996 | static void destroy_matrices( slv5_system_t sys) |
2997 | { |
2998 | if( sys->J.sys ) { |
2999 | int count = linsolqr_number_of_rhs(sys->J.sys)-1; |
3000 | for( ; count >= 0; count-- ) { |
3001 | destroy_array(linsolqr_get_rhs(sys->J.sys,count)); |
3002 | } |
3003 | mtx_destroy(linsolqr_get_matrix(sys->J.sys)); |
3004 | linsolqr_set_matrix(sys->J.sys,NULL); |
3005 | linsolqr_destroy(sys->J.sys); |
3006 | sys->J. |