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/* :ex: set ts=8 */ |
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/* ASCEND modelling environment |
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Copyright (C) 2006 Carnegie Mellon University |
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Copyright (C) 1994 Joseph Zaher, Benjamin Andrew Allan |
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Copyright (C) 1993 Joseph Zaher |
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Copyright (C) 1990 Karl Michael Westerberg |
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|
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This program is free software; you can redistribute it and/or modify |
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it under the terms of the GNU General Public License as published by |
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the Free Software Foundation; either version 2, or (at your option) |
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any later version. |
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|
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This program is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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GNU General Public License for more details. |
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|
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You should have received a copy of the GNU General Public License |
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along with this program; if not, write to the Free Software |
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Foundation, Inc., 59 Temple Place - Suite 330, |
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Boston, MA 02111-1307, USA. |
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*//** |
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@file |
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QRSLV solver module for ASCEND. |
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*//* |
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by Karl Michael Westerberg |
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Created: 2/6/90 |
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Last *CVS* version ballan 2000/01/25 02:27:32 |
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*/ |
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|
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#include <math.h> |
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#include <stdarg.h> |
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|
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#define ASC_BUILDING_INTERFACE |
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|
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#include <utilities/config.h> |
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#include <utilities/ascConfig.h> |
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#ifdef ASC_SIGNAL_TRAPS |
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# include <utilities/ascSignal.h> |
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#endif |
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|
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#include <utilities/ascMalloc.h> |
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#include <utilities/set.h> |
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#include <general/mathmacros.h> |
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#include <general/tm_time.h> |
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#include <utilities/mem.h> |
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#include <utilities/ascPanic.h> |
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#include <general/list.h> |
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|
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#include <linear/mtx_vector.h> |
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|
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#include <system/calc.h> |
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#include <system/slv_stdcalls.h> |
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#include <system/relman.h> |
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#include <system/block.h> |
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#include <solver/solver.h> |
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|
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#define CANOPTIMIZE FALSE |
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/**< TRUE iff optimization code completed, meaning relman_diff fixed. */ |
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|
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#define DEBUG FALSE |
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/**< makes lots of extra spew */ |
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|
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#define QRSLV(s) ((qrslv_system_t)(s)) |
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#define SERVER (sys->slv) |
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|
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#define SOLVER_QRSLV_EXT 33 |
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|
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enum QRSLV_PARAMS{ |
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IGNORE_BOUNDS |
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,SHOW_MORE_IMPT |
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,RHO |
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,PARTITION |
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,SHOW_LESS_IMPT |
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,AUTO_RESOLVE |
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,TIME_LIMIT |
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,ITER_LIMIT |
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,STAT_TOL |
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,TERM_TOL |
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,SING_TOL |
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,PIVOT_TOL |
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,FEAS_TOL |
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,LIFDS |
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,SAVLIN |
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,SAFE_CALC |
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,RELNOMSCALE |
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,CUTOFF |
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,UPDATE_JACOBIAN |
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,UPDATE_WEIGHTS |
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,UPDATE_NOMINALS |
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,UPDATE_RELNOMS |
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,ITSCALELIM |
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,CONVOPT |
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,SCALEOPT |
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,REDUCE |
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,EXACT_LINE_SEARCH |
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,DUMPCNORM |
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,LINTIME |
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,TRUNCATE |
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,REORDER_OPTION |
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,TOO_SMALL |
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,CNLOW |
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,CNHIGH |
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,TOWARD_BOUNDS |
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,POSITIVE_DEFINITE |
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,DETZERO |
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,STEPSIZEERR_MAX |
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,PARMRNG_MIN |
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,MIN_COEF |
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,MAX_COEF |
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,ITSCALETOL |
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,FACTOR_OPTION |
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,MAX_MINOR |
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,qrslv_PA_SIZE |
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}; |
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|
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/* |
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Subparameters implemented: (value/meaning) |
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SLV_PARAM_BOOL(&(sys->p),LIFDS) 0=>do not show full detail info for singletons |
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1=>do (this value ignored if detailed solve info not on. |
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SLV_PARAM_BOOL(&(sys->p),SAVLIN) 0=>do not append linearizations arising in the newton |
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scheme to the file SlvLinsol.dat. |
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1=>do. |
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SLV_PARAM_CHAR(&(sys->p),SCALEOPT) |
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0=>Use variable nominals and row two-norms for scaling |
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the Jacobian and rhs. |
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Use variable nominals and relation nominals for |
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scaling the Jacobian and rhs. |
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2=>Prescale by option 0 and then apply Fourer's |
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iterative scaling routine. |
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3=>Prescale by option 1 and then apply Fourer's |
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iterative scaling routine. |
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4=>Scale using only Fourer's iterative routine. |
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SLV_PARAM_BOOL(&(sys->p),RELNOMSCALE) |
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0=>use Jacobian row scaling for scaling residuals |
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for purpose of detecting descent. |
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1=>use most recently recorded relation nominals |
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for scaling residuals for purpose of |
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detecting descent. |
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The residuals will also be scaled by the |
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relation nominals AT THE CURRENT POINT |
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for determining constraint satisfaction. |
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UPRELNOM |
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0-INF=> Set number of iterations to wait |
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before updating vector of relation nominals. |
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SLV_PARAM_INT(&(sys->p),CUTOFF)] MODEL tearing/reordering cutoff number. |
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|
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[*] Generally cryptic parameters left by Joe. Someone |
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should play with and document them. See the defaults. |
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|
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*/ |
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|
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/** |
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Frequency counters |
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*/ |
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struct update_data { |
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int jacobian; /* Countdown on jacobian updating */ |
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int weights; /* Countdown on weights updating */ |
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int nominals; /* Countdown on nominals updating */ |
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int relnoms; /* Countdown on relnom updating */ |
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int iterative; /* Countdown on iterative scale update */ |
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}; |
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|
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/* |
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varpivots, relpivots used only in optimizing, if we rewrite calc_pivots |
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without them. |
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*/ |
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struct jacobian_data { |
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linsolqr_system_t sys; /* Linear system */ |
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mtx_matrix_t mtx; /* Transpose gradient of residuals */ |
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real64 *rhs; /* RHS from linear system */ |
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unsigned *varpivots; /* Pivoted variables */ |
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unsigned *relpivots; /* Pivoted relations */ |
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unsigned *subregions; /* Set of subregion indeces */ |
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dof_t *dofdata; /* dof data pointer from server */ |
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mtx_region_t reg; /* Current block region */ |
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int32 rank; /* Numerical rank of the jacobian */ |
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enum factor_method fm; /* Linear factorization method */ |
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boolean accurate; /* ? Recalculate matrix */ |
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boolean singular; /* ? Can matrix be inverted */ |
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boolean old_partition; /* old value of partition flag */ |
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}; |
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|
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struct hessian_data { |
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struct vec_vector Bs; /* Product of B and s */ |
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struct vec_vector y; /* Difference in stationaries */ |
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real64 ys; /* inner product of y and s */ |
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real64 sBs; /* inner product of s and Bs */ |
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struct hessian_data *next; /* previous iteration data */ |
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}; |
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|
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struct reduced_data { |
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real64 **mtx; /* Dense matrix */ |
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real64 *ZBs; /* Reduced Bs */ |
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real64 *Zy; /* Reduced y */ |
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int32 order; /* Degrees of freedom */ |
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boolean accurate; /* Ready to re-compute ? */ |
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}; |
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|
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struct qrslv_system_structure { |
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|
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/* Problem definition */ |
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slv_system_t slv; /* slv_system_t back-link */ |
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struct rel_relation *obj; /* Objective function: NULL = none */ |
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struct var_variable **vlist; /* Variable list (NULL terminated) */ |
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struct rel_relation **rlist; /* Relation list (NULL terminated) */ |
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|
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/* Solver information */ |
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int integrity; /* ? Has the system been created */ |
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int32 presolved; /* ? Has the system been presolved */ |
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slv_parameters_t p; /* Parameters */ |
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slv_status_t s; /* Status (as of iteration end) */ |
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struct update_data update; /* Jacobian frequency counters */ |
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int32 cap; /* Order of matrix/vectors */ |
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int32 rank; /* Symbolic rank of problem */ |
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int32 vused; /* Free and incident variables */ |
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int32 vtot; /* length of varlist */ |
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int32 rused; /* Included relations */ |
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int32 rtot; /* length of rellist */ |
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double clock; /* CPU time */ |
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void *parm_array[qrslv_PA_SIZE]; /* array of pointers to param values */ |
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struct slv_parameter pa[qrslv_PA_SIZE];/* &pa[0] => sys->p.parms */ |
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|
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/* Calculated data (scaled) */ |
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struct jacobian_data J; /* linearized system */ |
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struct hessian_data *B; /* Curvature information */ |
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struct reduced_data ZBZ; /* Reduced hessian */ |
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|
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struct vec_vector nominals; /* Variable nominals */ |
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struct vec_vector weights; /* Relation weights */ |
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struct vec_vector relnoms; /* Relation nominals */ |
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struct vec_vector variables; /* Variable values */ |
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struct vec_vector residuals; /* Relation residuals */ |
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struct vec_vector gradient; /* Objective gradient */ |
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struct vec_vector multipliers; /* Relation multipliers */ |
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struct vec_vector stationary; /* Lagrange gradient */ |
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struct vec_vector gamma; /* Feasibility steepest descent */ |
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struct vec_vector Jgamma; /* Product of J and gamma */ |
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struct vec_vector newton; /* Dependent variables */ |
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struct vec_vector Bnewton; /* Product of B and newton */ |
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struct vec_vector nullspace; /* Independent variables */ |
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struct vec_vector varstep1; /* 1st order in variables */ |
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struct vec_vector Bvarstep1; /* Product of B and varstep1 */ |
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struct vec_vector varstep2; /* 2nd order in variables */ |
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struct vec_vector Bvarstep2; /* Product of B and varstep2 */ |
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struct vec_vector mulstep1; /* 1st order in multipliers */ |
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struct vec_vector mulstep2; /* 2nd order in multipliers */ |
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struct vec_vector varstep; /* Step in variables */ |
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struct vec_vector mulstep; /* Step in multipliers */ |
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|
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real64 objective; /* Objective function evaluation */ |
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real64 phi; /* Unconstrained minimizer */ |
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real64 maxstep; /* Maximum step size allowed */ |
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real64 progress; /* Steepest directional derivative */ |
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}; |
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|
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typedef struct qrslv_system_structure *qrslv_system_t; |
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|
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|
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/*----------------------------------------------------------------------------- |
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INTEGRITY CHECKS |
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*/ |
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|
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#define OK ((int)813029392) |
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#define DESTROYED ((int)103289182) |
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/** |
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Checks sys for NULL and for integrity. |
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*/ |
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static int check_system(qrslv_system_t sys){ |
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if(sys == NULL){ |
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ERROR_REPORTER_HERE(ASC_PROG_ERROR,"NULL system handle."); |
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return 1; |
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} |
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|
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switch( sys->integrity ) { |
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case OK: |
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return 0; |
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case DESTROYED: |
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ERROR_REPORTER_HERE(ASC_PROG_ERROR,"System was recently destroyed."); |
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return 1; |
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default: |
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ERROR_REPORTER_HERE(ASC_PROG_ERROR,"System reused or never allocated."); |
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return 1; |
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} |
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} |
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|
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/*----------------------------------------------------------------------------- |
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GENERAL INPUT/OUTPUT ROUTINES |
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*/ |
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|
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#define print_var_name(a,b,c) slv_print_var_name((a),(b)->slv,(c)) |
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#define print_rel_name(a,b,c) slv_print_rel_name((a),(b)->slv,(c)) |
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|
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/*----------------------------------------------------------------------------- |
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DEBUG OUTPUT ROUTINES |
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*/ |
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/** |
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Outputs a row of dashes. |
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*/ |
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static void debug_delimiter( FILE *fp){ |
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int i; |
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for( i=0; i<60; i++ ) PUTC('-',fp); |
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PUTC('\n',fp); |
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} |
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|
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#if DEBUG |
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/** |
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Outputs a vector. |
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*/ |
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static void debug_out_vector(FILE *fp, qrslv_system_t sys |
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,struct vec_vector *vec |
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){ |
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int32 ndx; |
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FPRINTF(fp,"Norm = %g, Accurate = %s, Vector range = %d to %d\n", |
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calc_sqrt_D0(vec->norm2), vec->accurate?"TRUE":"FALSE", |
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vec->rng->low,vec->rng->high); |
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FPRINTF(fp,"Vector --> "); |
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for( ndx=vec->rng->low ; ndx<=vec->rng->high ; ++ndx ) |
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FPRINTF(fp, "%g ", vec->vec[ndx]); |
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PUTC('\n',fp); |
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} |
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|
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/** |
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Outputs all variable values in current block. |
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*/ |
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static void debug_out_var_values(FILE *fp, qrslv_system_t sys){ |
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int32 col; |
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struct var_variable *var; |
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|
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FPRINTF(fp,"Var values --> \n"); |
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for( col = sys->J.reg.col.low; col <= sys->J.reg.col.high ; col++ ) { |
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var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
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print_var_name(fp,sys,var); |
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FPRINTF(fp, "\nI\tLb\tValue\tUb\tScale\tCol\tINom\n"); |
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FPRINTF(fp,"%d\t%.4g\t%.4g\t%.4g\t%.4g\t%d\t%.4g\n", |
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var_sindex(var),var_lower_bound(var),var_value(var), |
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var_upper_bound(var),var_nominal(var), |
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col,sys->nominals.vec[col]); |
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} |
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} |
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|
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/** |
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Outputs all relation residuals in current block. |
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*/ |
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static void debug_out_rel_residuals( FILE *fp, qrslv_system_t sys){ |
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int32 row; |
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|
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FPRINTF(fp,"Rel residuals --> \n"); |
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for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high ; row++ ) { |
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struct rel_relation *rel; |
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rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
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FPRINTF(fp," %g : ",rel_residual(rel)); |
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print_rel_name(fp,sys,rel); |
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PUTC('\n',fp); |
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} |
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PUTC('\n',fp); |
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} |
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|
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/** |
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Outputs permutation and values of the nonzero elements in the |
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the jacobian matrix. |
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*/ |
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static void debug_out_jacobian( FILE *fp, qrslv_system_t sys){ |
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mtx_coord_t nz; |
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real64 value; |
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|
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nz.row = sys->J.reg.row.low; |
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for( ; nz.row <= sys->J.reg.row.high; ++(nz.row) ) { |
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FPRINTF(fp," Row %d (rel %d)\n", nz.row, |
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mtx_row_to_org(sys->J.mtx,nz.row)); |
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nz.col = mtx_FIRST; |
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while( value = mtx_next_in_row(sys->J.mtx,&nz,&(sys->J.reg.col)), |
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nz.col != mtx_LAST ) { |
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FPRINTF(fp," Col %d (var %d) has value %g\n", nz.col, |
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mtx_col_to_org(sys->J.mtx,nz.col), value); |
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} |
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} |
| 378 |
} |
| 379 |
|
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/** |
| 381 |
Outputs permutation and values of the nonzero elements in the |
| 382 |
reduced hessian matrix. |
| 383 |
*/ |
| 384 |
static void debug_out_hessian( FILE *fp, qrslv_system_t sys){ |
| 385 |
mtx_coord_t nz; |
| 386 |
|
| 387 |
for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) { |
| 388 |
nz.col = nz.row + sys->J.reg.col.high + 1 - sys->ZBZ.order; |
| 389 |
FPRINTF(fp," ZBZ[%d (var %d)] = ", |
| 390 |
nz.row, mtx_col_to_org(sys->J.mtx,nz.col)); |
| 391 |
for( nz.col = 0; nz.col < sys->ZBZ.order; nz.col++ ) { |
| 392 |
FPRINTF(fp,"%10g ",sys->ZBZ.mtx[nz.row][nz.col]); |
| 393 |
} |
| 394 |
PUTC('\n',fp); |
| 395 |
} |
| 396 |
} |
| 397 |
|
| 398 |
#endif |
| 399 |
|
| 400 |
static void debug_write_array(FILE *fp,real64 *vec, int32 length){ |
| 401 |
int32 i; |
| 402 |
for (i=0; i< length;i++) |
| 403 |
FPRINTF(fp,"%.20g\n",vec[i]); |
| 404 |
} |
| 405 |
|
| 406 |
static char savlinfilename[]="SlvLinsol.dat. \0"; |
| 407 |
static char savlinfilebase[]="SlvLinsol.dat.\0"; |
| 408 |
static int savlinnum=0; |
| 409 |
/** The number to postfix to savlinfilebase. increases with file accesses. **/ |
| 410 |
|
| 411 |
/*------------------------------------------------------------------------------ |
| 412 |
ARRAY/VECTOR OPERATIONS |
| 413 |
*/ |
| 414 |
|
| 415 |
#define destroy_array(p) if((p)!=NULL)ascfree(p) |
| 416 |
|
| 417 |
#define zero_vector(v) vec_zero(v) |
| 418 |
#define copy_vector(v,t) vec_copy((v),(t)) |
| 419 |
#define inner_product(v,u) vec_inner_product((v),(u)) |
| 420 |
#define square_norm(v) vec_square_norm(v) |
| 421 |
#define matrix_product(m,v,p,s,t) vec_matrix_product((m),(v),(p),(s),(t)) |
| 422 |
|
| 423 |
/*------------------------------------------------------------------------------ |
| 424 |
CALCULATION ROUTINES |
| 425 |
*/ |
| 426 |
|
| 427 |
#define OPTIMIZING(sys) ((sys)->ZBZ.order > 0) |
| 428 |
|
| 429 |
/** |
| 430 |
Evaluate the objective function. |
| 431 |
*/ |
| 432 |
static boolean calc_objective( qrslv_system_t sys){ |
| 433 |
int calc_ok = TRUE; |
| 434 |
#ifdef ASC_SIGNAL_TRAPS |
| 435 |
Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
| 436 |
#endif |
| 437 |
|
| 438 |
sys->objective = (sys->obj ? relman_eval(sys->obj,&calc_ok,SLV_PARAM_BOOL(&(sys->p),SAFE_CALC)) : 0.0); |
| 439 |
|
| 440 |
#ifdef ASC_SIGNAL_TRAPS |
| 441 |
Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
| 442 |
#endif |
| 443 |
return calc_ok ? TRUE : FALSE; |
| 444 |
} |
| 445 |
|
| 446 |
/** |
| 447 |
Evaluate all objectives. |
| 448 |
*/ |
| 449 |
static boolean calc_objectives( qrslv_system_t sys){ |
| 450 |
int32 len,i; |
| 451 |
static rel_filter_t rfilter; |
| 452 |
struct rel_relation **rlist=NULL; |
| 453 |
rfilter.matchbits = (REL_INCLUDED); |
| 454 |
rfilter.matchvalue =(REL_INCLUDED); |
| 455 |
rlist = slv_get_solvers_obj_list(SERVER); |
| 456 |
len = slv_get_num_solvers_objs(SERVER); |
| 457 |
boolean calc_ok = TRUE; |
| 458 |
int calc_ok_1 = 0; |
| 459 |
|
| 460 |
#ifdef ASC_SIGNAL_TRAPS |
| 461 |
Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
| 462 |
#endif |
| 463 |
|
| 464 |
for (i = 0; i < len; i++) { |
| 465 |
if(rel_apply_filter(rlist[i],&rfilter)) { |
| 466 |
relman_eval(rlist[i],&calc_ok_1,SLV_PARAM_BOOL(&(sys->p),SAFE_CALC)); |
| 467 |
if(!calc_ok_1) { |
| 468 |
#if DEBUG |
| 469 |
CONSOLE_DEBUG("error with i = %d",i); |
| 470 |
#endif |
| 471 |
calc_ok = FALSE; |
| 472 |
} |
| 473 |
} |
| 474 |
} |
| 475 |
|
| 476 |
#ifdef ASC_SIGNAL_TRAPS |
| 477 |
Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
| 478 |
#endif |
| 479 |
|
| 480 |
return calc_ok; |
| 481 |
} |
| 482 |
|
| 483 |
|
| 484 |
/** |
| 485 |
Calculates all of the residuals of included inequalities. |
| 486 |
Returns true iff (calculations preceded without error and |
| 487 |
all inequalities are satisfied.) |
| 488 |
*/ |
| 489 |
static boolean calc_inequalities( qrslv_system_t sys){ |
| 490 |
struct rel_relation **rp; |
| 491 |
boolean satisfied=TRUE; |
| 492 |
static rel_filter_t rfilter; |
| 493 |
rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
| 494 |
rfilter.matchvalue = (REL_INCLUDED | REL_ACTIVE); |
| 495 |
int calc_ok_1; |
| 496 |
boolean calc_ok = TRUE; |
| 497 |
|
| 498 |
#ifdef ASC_SIGNAL_TRAPS |
| 499 |
Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
| 500 |
#endif |
| 501 |
|
| 502 |
for (rp=sys->rlist;*rp != NULL; rp++) { |
| 503 |
if(rel_apply_filter(*rp,&rfilter)) { |
| 504 |
relman_eval(*rp,&calc_ok_1,SLV_PARAM_BOOL(&(sys->p),SAFE_CALC)); |
| 505 |
if(!calc_ok_1)calc_ok = FALSE; |
| 506 |
satisfied = satisfied && relman_calc_satisfied(*rp,SLV_PARAM_REAL(&(sys->p),FEAS_TOL)); |
| 507 |
} |
| 508 |
} |
| 509 |
|
| 510 |
#ifdef ASC_SIGNAL_TRAPS |
| 511 |
Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
| 512 |
#endif |
| 513 |
|
| 514 |
#if DEBUG |
| 515 |
CONSOLE_DEBUG("inequalities: calc_ok = %d, satisfied = %d",calc_ok, satisfied); |
| 516 |
#endif |
| 517 |
return (calc_ok && satisfied); |
| 518 |
} |
| 519 |
|
| 520 |
/** |
| 521 |
Calculates all of the residuals in the current block and computes |
| 522 |
the residual norm for block status. |
| 523 |
|
| 524 |
@return 0 on failure, non-zero on success |
| 525 |
*/ |
| 526 |
static boolean calc_residuals( qrslv_system_t sys){ |
| 527 |
int32 row; |
| 528 |
struct rel_relation *rel; |
| 529 |
double time0; |
| 530 |
boolean calc_ok = TRUE; |
| 531 |
int calc_ok_1; |
| 532 |
|
| 533 |
if(sys->residuals.accurate)return TRUE; |
| 534 |
|
| 535 |
row = sys->residuals.rng->low; |
| 536 |
time0=tm_cpu_time(); |
| 537 |
#ifdef ASC_SIGNAL_TRAPS |
| 538 |
Asc_SignalHandlerPush(SIGFPE,SIG_IGN); |
| 539 |
#endif |
| 540 |
|
| 541 |
for( ; row <= sys->residuals.rng->high; row++ ) { |
| 542 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
| 543 |
#if DEBUG |
| 544 |
if(!rel) { |
| 545 |
int r; |
| 546 |
r=mtx_row_to_org(sys->J.mtx,row); |
| 547 |
ERROR_REPORTER_HERE(ASC_PROG_ERROR |
| 548 |
,"NULL relation found at ropw %d rel %d !" |
| 549 |
,(int)row,r |
| 550 |
); |
| 551 |
} |
| 552 |
#endif |
| 553 |
sys->residuals.vec[row] = relman_eval(rel,&calc_ok_1,SLV_PARAM_BOOL(&(sys->p),SAFE_CALC)); |
| 554 |
if(!calc_ok_1){ |
| 555 |
calc_ok = FALSE; |
| 556 |
#if DEBUG |
| 557 |
CONSOLE_DEBUG("error calculating residual for row %d",row); |
| 558 |
#endif |
| 559 |
} |
| 560 |
|
| 561 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),CONVOPT),"ABSOLUTE") == 0) { |
| 562 |
relman_calc_satisfied(rel,SLV_PARAM_REAL(&(sys->p),FEAS_TOL)); |
| 563 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),CONVOPT),"RELNOM_SCALE") == 0) { |
| 564 |
relman_calc_satisfied_scaled(rel,SLV_PARAM_REAL(&(sys->p),FEAS_TOL)); |
| 565 |
} |
| 566 |
} |
| 567 |
#ifdef ASC_SIGNAL_TRAPS |
| 568 |
Asc_SignalHandlerPop(SIGFPE,SIG_IGN); |
| 569 |
#endif |
| 570 |
|
| 571 |
sys->s.block.functime += (tm_cpu_time() -time0); |
| 572 |
sys->s.block.funcs++; |
| 573 |
square_norm( &(sys->residuals) ); |
| 574 |
sys->s.block.residual = calc_sqrt_D0(sys->residuals.norm2); |
| 575 |
#if DEBUG |
| 576 |
if(!calc_ok)CONSOLE_DEBUG("error calculating residuals"); |
| 577 |
#endif |
| 578 |
return calc_ok; |
| 579 |
} |
| 580 |
|
| 581 |
|
| 582 |
/** |
| 583 |
Calculates the current block of the jacobian. |
| 584 |
It is initially unscaled. |
| 585 |
*/ |
| 586 |
static boolean calc_J( qrslv_system_t sys){ |
| 587 |
int32 row; |
| 588 |
var_filter_t vfilter; |
| 589 |
double time0; |
| 590 |
real64 resid; |
| 591 |
|
| 592 |
if(sys->J.accurate)return TRUE; |
| 593 |
|
| 594 |
calc_ok = TRUE; |
| 595 |
vfilter.matchbits = (VAR_INBLOCK | VAR_ACTIVE); |
| 596 |
vfilter.matchvalue = (VAR_INBLOCK | VAR_ACTIVE); |
| 597 |
time0=tm_cpu_time(); |
| 598 |
mtx_clear_region(sys->J.mtx,&(sys->J.reg)); |
| 599 |
for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) { |
| 600 |
struct rel_relation *rel; |
| 601 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
| 602 |
relman_diffs(rel,&vfilter,sys->J.mtx,&resid,SLV_PARAM_BOOL(&(sys->p),SAFE_CALC)); |
| 603 |
} |
| 604 |
sys->s.block.jactime += (tm_cpu_time() - time0); |
| 605 |
sys->s.block.jacs++; |
| 606 |
|
| 607 |
if(--(sys->update.nominals) <= 0 )sys->nominals.accurate = FALSE; |
| 608 |
if(--(sys->update.weights) <= 0 )sys->weights.accurate = FALSE; |
| 609 |
|
| 610 |
linsolqr_matrix_was_changed(sys->J.sys); |
| 611 |
return(calc_ok); |
| 612 |
} |
| 613 |
|
| 614 |
|
| 615 |
/** |
| 616 |
Retrieves the nominal values of all of the block variables, |
| 617 |
insuring that they are all strictly positive. |
| 618 |
*/ |
| 619 |
static void calc_nominals( qrslv_system_t sys){ |
| 620 |
int32 col; |
| 621 |
FILE *fp = MIF(sys); |
| 622 |
|
| 623 |
if(sys->nominals.accurate)return; |
| 624 |
fp = MIF(sys); |
| 625 |
col = sys->nominals.rng->low; |
| 626 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"NONE") == 0 || |
| 627 |
strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"ITERATIVE") == 0){ |
| 628 |
for( ; col <= sys->nominals.rng->high; col++ ) { |
| 629 |
sys->nominals.vec[col] = 1; |
| 630 |
} |
| 631 |
}else{ |
| 632 |
for( ; col <= sys->nominals.rng->high; col++ ) { |
| 633 |
struct var_variable *var; |
| 634 |
real64 n; |
| 635 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
| 636 |
n = var_nominal(var); |
| 637 |
if(n <= 0.0){ |
| 638 |
if(n == 0.0){ |
| 639 |
n = SLV_PARAM_REAL(&(sys->p),TOO_SMALL); |
| 640 |
|
| 641 |
ERROR_REPORTER_START_HERE(ASC_PROG_ERROR); |
| 642 |
FPRINTF(fp,"Variable '"); |
| 643 |
print_var_name(fp,sys,var); |
| 644 |
FPRINTF(fp,"' has nominal value of zero. Resetting to %g.",n); |
| 645 |
error_reporter_end_flush(); |
| 646 |
|
| 647 |
var_set_nominal(var,n); |
| 648 |
}else{ |
| 649 |
n = -n; |
| 650 |
|
| 651 |
ERROR_REPORTER_START_HERE(ASC_PROG_ERROR); |
| 652 |
FPRINTF(fp,"Variable "); |
| 653 |
print_var_name(fp,sys,var); |
| 654 |
FPRINTF(fp,"has negative nominal value. Resetting to %g.",n); |
| 655 |
error_reporter_end_flush(); |
| 656 |
|
| 657 |
var_set_nominal(var,n); |
| 658 |
} |
| 659 |
} |
| 660 |
#if DEBUG |
| 661 |
FPRINTF(fp,"Column %d is"); |
| 662 |
print_var_name(fp,sys,var); |
| 663 |
FPRINTF(fp,"\nScaling of column %d is %g\n",col,n); |
| 664 |
#endif |
| 665 |
sys->nominals.vec[col] = n; |
| 666 |
} |
| 667 |
} |
| 668 |
square_norm( &(sys->nominals) ); |
| 669 |
sys->update.nominals = SLV_PARAM_INT(&(sys->p),UPDATE_NOMINALS); |
| 670 |
sys->nominals.accurate = TRUE; |
| 671 |
} |
| 672 |
|
| 673 |
/** |
| 674 |
Calculates the weights of all of the block relations |
| 675 |
to scale the rows of the Jacobian. |
| 676 |
*/ |
| 677 |
static void calc_weights( qrslv_system_t sys){ |
| 678 |
mtx_coord_t nz; |
| 679 |
real64 sum; |
| 680 |
|
| 681 |
if(sys->weights.accurate)return; |
| 682 |
|
| 683 |
nz.row = sys->weights.rng->low; |
| 684 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"NONE") == 0 || |
| 685 |
strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"ITERATIVE") == 0) { |
| 686 |
for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
| 687 |
sys->weights.vec[nz.row] = 1; |
| 688 |
} |
| 689 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"ROW_2NORM") == 0 || |
| 690 |
strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"2NORM+ITERATIVE") == 0 |
| 691 |
){ |
| 692 |
for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
| 693 |
sum=mtx_sum_sqrs_in_row(sys->J.mtx,nz.row,&(sys->J.reg.col)); |
| 694 |
sys->weights.vec[nz.row] = (sum>0.0) ? 1.0/calc_sqrt_D0(sum) : 1.0; |
| 695 |
} |
| 696 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"RELNOM") == 0 || |
| 697 |
strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"RELNOM+ITERATIVE") == 0 |
| 698 |
){ |
| 699 |
for( ; nz.row <= sys->weights.rng->high; (nz.row)++ ) { |
| 700 |
sys->weights.vec[nz.row] = |
| 701 |
1.0/rel_nominal(sys->rlist[mtx_row_to_org(sys->J.mtx,nz.row)]); |
| 702 |
} |
| 703 |
} |
| 704 |
square_norm( &(sys->weights) ); |
| 705 |
sys->update.weights = SLV_PARAM_INT(&(sys->p),UPDATE_WEIGHTS); |
| 706 |
sys->residuals.accurate = FALSE; |
| 707 |
sys->weights.accurate = TRUE; |
| 708 |
} |
| 709 |
|
| 710 |
/** |
| 711 |
Scales the jacobian. |
| 712 |
*/ |
| 713 |
static void scale_J( qrslv_system_t sys){ |
| 714 |
int32 row; |
| 715 |
int32 col; |
| 716 |
|
| 717 |
if(sys->J.accurate)return; |
| 718 |
|
| 719 |
calc_nominals(sys); |
| 720 |
for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) |
| 721 |
mtx_mult_col(sys->J.mtx,col,sys->nominals.vec[col],&(sys->J.reg.row)); |
| 722 |
|
| 723 |
calc_weights(sys); |
| 724 |
for( row=sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) |
| 725 |
mtx_mult_row(sys->J.mtx,row,sys->weights.vec[row],&(sys->J.reg.col)); |
| 726 |
} |
| 727 |
|
| 728 |
/** |
| 729 |
...? |
| 730 |
*/ |
| 731 |
static void jacobian_scaled(qrslv_system_t sys){ |
| 732 |
int32 col; |
| 733 |
if(SLV_PARAM_BOOL(&(sys->p),DUMPCNORM)) { |
| 734 |
for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) { |
| 735 |
real64 cnorm; |
| 736 |
cnorm = |
| 737 |
calc_sqrt_D0(mtx_sum_sqrs_in_col(sys->J.mtx,col,&(sys->J.reg.row))); |
| 738 |
if(cnorm >SLV_PARAM_REAL(&(sys->p),CNHIGH) || cnorm <SLV_PARAM_REAL(&(sys->p),CNLOW)) { |
| 739 |
FPRINTF(stderr,"[col %d org %d] %g\n", col, |
| 740 |
mtx_col_to_org(sys->J.mtx,col), cnorm); |
| 741 |
} |
| 742 |
} |
| 743 |
} |
| 744 |
|
| 745 |
sys->update.jacobian = SLV_PARAM_INT(&(sys->p),UPDATE_JACOBIAN); |
| 746 |
sys->J.accurate = TRUE; |
| 747 |
sys->J.singular = FALSE; /* yet to be determined */ |
| 748 |
#if DEBUG |
| 749 |
ERROR_REPORTER_START_HERE(ASC_PROG_NOTE); |
| 750 |
FPRINTF(ASCERR,"Jacobian:\n"); |
| 751 |
debug_out_jacobian(stderr,sys); |
| 752 |
error_reporter_end_flush(); |
| 753 |
#endif |
| 754 |
} |
| 755 |
|
| 756 |
/** |
| 757 |
...? |
| 758 |
*/ |
| 759 |
static void scale_variables( qrslv_system_t sys){ |
| 760 |
int32 col; |
| 761 |
|
| 762 |
if(sys->variables.accurate)return; |
| 763 |
|
| 764 |
col = sys->variables.rng->low; |
| 765 |
for( ; col <= sys->variables.rng->high; col++ ) { |
| 766 |
struct var_variable *var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
| 767 |
sys->variables.vec[col] = var_value(var)/sys->nominals.vec[col]; |
| 768 |
} |
| 769 |
square_norm( &(sys->variables) ); |
| 770 |
sys->variables.accurate = TRUE; |
| 771 |
#if DEBUG |
| 772 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Variables: "); |
| 773 |
debug_out_vector(LIF(sys),sys,&(sys->variables)); |
| 774 |
#endif |
| 775 |
} |
| 776 |
|
| 777 |
/** |
| 778 |
Scales the previously calculated residuals. |
| 779 |
*/ |
| 780 |
static void scale_residuals( qrslv_system_t sys){ |
| 781 |
int32 row; |
| 782 |
|
| 783 |
if(sys->residuals.accurate)return; |
| 784 |
|
| 785 |
row = sys->residuals.rng->low; |
| 786 |
for( ; row <= sys->residuals.rng->high; row++ ) { |
| 787 |
struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
| 788 |
sys->residuals.vec[row] = rel_residual(rel)*sys->weights.vec[row]; |
| 789 |
} |
| 790 |
square_norm( &(sys->residuals) ); |
| 791 |
sys->residuals.accurate = TRUE; |
| 792 |
#if DEBUG |
| 793 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Residuals: "); |
| 794 |
debug_out_vector(LIF(sys),sys,&(sys->residuals)); |
| 795 |
#endif |
| 796 |
} |
| 797 |
|
| 798 |
/** |
| 799 |
Calculates relnoms for all relations in sys |
| 800 |
using variable nominals. |
| 801 |
*/ |
| 802 |
static void calc_relnoms(qrslv_system_t sys){ |
| 803 |
int32 row, col; |
| 804 |
struct var_variable *var; |
| 805 |
struct rel_relation *rel; |
| 806 |
real64 *var_list; |
| 807 |
|
| 808 |
/* CONSOLE_DEBUG("Begin 'calc_relnoms'"); */ |
| 809 |
|
| 810 |
var_list = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 811 |
col = 0; |
| 812 |
var = sys->vlist[col]; |
| 813 |
/* store current variable values and |
| 814 |
set variable value to nominal value */ |
| 815 |
while(var != NULL){ |
| 816 |
var_list[col] = var_value(var); |
| 817 |
var_set_value(var, var_nominal(var)); |
| 818 |
col++; |
| 819 |
var = sys->vlist[col]; |
| 820 |
} |
| 821 |
row = 0; |
| 822 |
rel = sys->rlist[row]; |
| 823 |
/* calculate relation nominal */ |
| 824 |
while(rel != NULL){ |
| 825 |
relman_scale(rel); |
| 826 |
row++; |
| 827 |
rel = sys->rlist[row]; |
| 828 |
} |
| 829 |
col = 0; |
| 830 |
var = sys->vlist[col]; |
| 831 |
/* restore variable values */ |
| 832 |
while(var != NULL){ |
| 833 |
var_set_value(var, var_list[col]); |
| 834 |
col++; |
| 835 |
var = sys->vlist[col]; |
| 836 |
} |
| 837 |
destroy_array(var_list); |
| 838 |
|
| 839 |
/* CONSOLE_DEBUG("End 'calc_relnoms'"); */ |
| 840 |
} |
| 841 |
|
| 842 |
|
| 843 |
/** |
| 844 |
Returns the maximum ratio of magnitudes of any two nonzero |
| 845 |
elements in the same column of mtx. Only considers elements |
| 846 |
in region reg. |
| 847 |
*/ |
| 848 |
static real64 col_max_ratio(mtx_matrix_t *mtx |
| 849 |
,mtx_region_t *reg |
| 850 |
){ |
| 851 |
real64 ratio; |
| 852 |
real64 max_ratio; |
| 853 |
real64 num, denom, dummy; |
| 854 |
mtx_coord_t coord; |
| 855 |
|
| 856 |
max_ratio = 0; |
| 857 |
for(coord.col = reg->col.low;coord.col <= reg->col.high; coord.col++){ |
| 858 |
ratio = 0; |
| 859 |
num = mtx_col_max(*mtx,&(coord),&(reg->row),&(dummy)); |
| 860 |
denom = mtx_col_min(*mtx,&(coord),&(reg->row),&(dummy),1e-7); |
| 861 |
if(denom >0){ |
| 862 |
ratio = num/denom; |
| 863 |
} |
| 864 |
if(ratio > 10000000){ |
| 865 |
/* FPRINTF(stderr,"HELPME\n");*/ |
| 866 |
} |
| 867 |
if(ratio > max_ratio){ |
| 868 |
max_ratio = ratio; |
| 869 |
} |
| 870 |
} |
| 871 |
if(max_ratio == 0){ |
| 872 |
max_ratio = 1; |
| 873 |
} |
| 874 |
return max_ratio; |
| 875 |
} |
| 876 |
|
| 877 |
/** |
| 878 |
Returns the maximum ratio of magnitudes of any two nonzero |
| 879 |
elements in the same row of mtx. Only considers elements |
| 880 |
in region reg. |
| 881 |
*/ |
| 882 |
static real64 row_max_ratio(mtx_matrix_t *mtx |
| 883 |
,mtx_region_t *reg |
| 884 |
){ |
| 885 |
real64 ratio; |
| 886 |
real64 max_ratio; |
| 887 |
real64 num, denom, dummy; |
| 888 |
mtx_coord_t coord; |
| 889 |
max_ratio = 0; |
| 890 |
|
| 891 |
for(coord.row = reg->row.low;coord.row <= reg->row.high; coord.row++) { |
| 892 |
ratio = 0; |
| 893 |
num = mtx_row_max(*mtx,&(coord),&(reg->col),&(dummy)); |
| 894 |
denom = mtx_row_min(*mtx,&(coord),&(reg->col),&(dummy),1e-7); |
| 895 |
if(denom >0){ |
| 896 |
ratio = num/denom; |
| 897 |
} |
| 898 |
if(ratio > 10000000){ |
| 899 |
/* FPRINTF(stderr,"HELPME\n");*/ |
| 900 |
} |
| 901 |
if(ratio > max_ratio){ |
| 902 |
max_ratio = ratio; |
| 903 |
} |
| 904 |
} |
| 905 |
if(max_ratio == 0){ |
| 906 |
max_ratio = 1; |
| 907 |
} |
| 908 |
return max_ratio; |
| 909 |
} |
| 910 |
|
| 911 |
/** |
| 912 |
Calculates scaling factor suggested by Fourer. |
| 913 |
For option = 0, returns scaling factor for |
| 914 |
row number loc. |
| 915 |
For option = 1, returns scaling factor for |
| 916 |
col number loc. |
| 917 |
*/ |
| 918 |
static real64 calc_fourer_scale(mtx_matrix_t mtx |
| 919 |
,mtx_region_t reg |
| 920 |
,int32 loc |
| 921 |
,int32 option |
| 922 |
){ |
| 923 |
mtx_coord_t coord; |
| 924 |
real64 min, max, dummy; |
| 925 |
real64 scale; |
| 926 |
|
| 927 |
if(option == 0){ |
| 928 |
if((loc < reg.row.low) || (loc > reg.row.high)){ |
| 929 |
return 1; |
| 930 |
} |
| 931 |
coord.row = loc; |
| 932 |
min = mtx_row_min(mtx,&(coord),&(reg.col),&(dummy),1e-7); |
| 933 |
max = mtx_row_max(mtx,&(coord),&(reg.col),&(dummy)); |
| 934 |
scale = min*max; |
| 935 |
if(scale > 0){ |
| 936 |
scale = sqrt(scale); |
| 937 |
}else{ |
| 938 |
scale = 1; |
| 939 |
} |
| 940 |
return scale; |
| 941 |
}else{ |
| 942 |
if(loc < reg.col.low || loc > reg.col.high){ |
| 943 |
return 1; |
| 944 |
} |
| 945 |
coord.col = loc; |
| 946 |
min = mtx_col_min(mtx,&(coord),&(reg.row),&(dummy),1e-7); |
| 947 |
max = mtx_col_max(mtx,&(coord),&(reg.row),&(dummy)); |
| 948 |
scale = min*max; |
| 949 |
if(scale > 0){ |
| 950 |
scale = sqrt(scale); |
| 951 |
}else{ |
| 952 |
scale = 1; |
| 953 |
} |
| 954 |
return scale; |
| 955 |
} |
| 956 |
} |
| 957 |
|
| 958 |
/** |
| 959 |
This funcion is an implementation of the scaling |
| 960 |
routine by Fourer on p304 of Mathematical Programing |
| 961 |
vol 23, (1982). |
| 962 |
This function will scale the Jacobian and store the scaling |
| 963 |
factors in sys->nominals and sys->weights. |
| 964 |
If the Jacobian has been previously scaled |
| 965 |
by another method (during this iteration) then these vectors |
| 966 |
should contain the scale factors used in that scaling. |
| 967 |
*/ |
| 968 |
static void scale_J_iterative(qrslv_system_t sys){ |
| 969 |
real64 rho_col_old, rho_col_new; |
| 970 |
real64 rho_row_old, rho_row_new; |
| 971 |
int32 k; |
| 972 |
int32 done; |
| 973 |
int32 row, col; |
| 974 |
|
| 975 |
real64 *colvec = sys->nominals.vec; |
| 976 |
real64 *rowvec = sys->weights.vec; |
| 977 |
real64 rowscale, colscale; |
| 978 |
|
| 979 |
rho_col_old = col_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
| 980 |
rho_row_old = row_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
| 981 |
k = 0; |
| 982 |
done = 0; |
| 983 |
while(done == 0){ |
| 984 |
k++; |
| 985 |
for(row = sys->J.reg.row.low; |
| 986 |
row <= sys->J.reg.row.high; row++){ |
| 987 |
rowscale = 1/calc_fourer_scale(sys->J.mtx,sys->J.reg,row,0); |
| 988 |
mtx_mult_row(sys->J.mtx,row,rowscale,&(sys->J.reg.col)); |
| 989 |
rowvec[row] *= rowscale; |
| 990 |
} |
| 991 |
for(col = sys->J.reg.col.low; |
| 992 |
col <= sys->J.reg.col.high; col++){ |
| 993 |
colscale = 1/calc_fourer_scale(sys->J.mtx,sys->J.reg,col,1); |
| 994 |
mtx_mult_col(sys->J.mtx,col,colscale,&(sys->J.reg.row)); |
| 995 |
colvec[col] *= colscale; |
| 996 |
} |
| 997 |
rho_col_new = col_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
| 998 |
rho_row_new = row_max_ratio(&(sys->J.mtx),&(sys->J.reg)); |
| 999 |
if((rho_col_new >= SLV_PARAM_REAL(&(sys->p),ITSCALETOL)*rho_col_old && |
| 1000 |
rho_row_new >= SLV_PARAM_REAL(&(sys->p),ITSCALETOL)*rho_row_old) |
| 1001 |
|| k >= SLV_PARAM_INT(&(sys->p),ITSCALELIM)){ |
| 1002 |
done = 1; |
| 1003 |
/* FPRINTF(stderr,"%d ITERATIVE SCALING ITERATIONS\n",k);*/ |
| 1004 |
}else{ |
| 1005 |
rho_row_old = rho_row_new; |
| 1006 |
rho_col_old = rho_col_new; |
| 1007 |
} |
| 1008 |
} |
| 1009 |
square_norm( &(sys->nominals) ); |
| 1010 |
sys->update.nominals = SLV_PARAM_INT(&(sys->p),UPDATE_NOMINALS); |
| 1011 |
sys->nominals.accurate = TRUE; |
| 1012 |
|
| 1013 |
square_norm( &(sys->weights) ); |
| 1014 |
sys->update.weights = SLV_PARAM_INT(&(sys->p),UPDATE_WEIGHTS); |
| 1015 |
sys->residuals.accurate = FALSE; |
| 1016 |
sys->weights.accurate = TRUE; |
| 1017 |
} |
| 1018 |
|
| 1019 |
/** |
| 1020 |
Scale system dependent on interface parameters |
| 1021 |
*/ |
| 1022 |
static void scale_system( qrslv_system_t sys ){ |
| 1023 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"NONE") == 0){ |
| 1024 |
if(sys->J.accurate == FALSE){ |
| 1025 |
calc_nominals(sys); |
| 1026 |
calc_weights(sys); |
| 1027 |
jacobian_scaled(sys); |
| 1028 |
} |
| 1029 |
scale_variables(sys); |
| 1030 |
scale_residuals(sys); |
| 1031 |
return; |
| 1032 |
} |
| 1033 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"ROW_2NORM") == 0 || |
| 1034 |
strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"RELNOM") == 0){ |
| 1035 |
if(sys->J.accurate == FALSE){ |
| 1036 |
scale_J(sys); |
| 1037 |
jacobian_scaled(sys); |
| 1038 |
} |
| 1039 |
scale_variables(sys); |
| 1040 |
scale_residuals(sys); |
| 1041 |
return; |
| 1042 |
} |
| 1043 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"2NORM+ITERATIVE") == 0 || |
| 1044 |
strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"RELNOM+ITERATIVE") == 0){ |
| 1045 |
if(sys->J.accurate == FALSE){ |
| 1046 |
--sys->update.iterative; |
| 1047 |
if(sys->update.iterative <= 0) { |
| 1048 |
scale_J(sys); |
| 1049 |
scale_J_iterative(sys); |
| 1050 |
sys->update.iterative = |
| 1051 |
SLV_PARAM_INT(&(sys->p),UPDATE_WEIGHTS) < SLV_PARAM_INT(&(sys->p),UPDATE_NOMINALS) ? SLV_PARAM_INT(&(sys->p),UPDATE_WEIGHTS) : SLV_PARAM_INT(&(sys->p),UPDATE_NOMINALS); |
| 1052 |
}else{ |
| 1053 |
sys->weights.accurate = TRUE; |
| 1054 |
sys->nominals.accurate = TRUE; |
| 1055 |
scale_J(sys); /* will use current scaling vectors */ |
| 1056 |
} |
| 1057 |
jacobian_scaled(sys); |
| 1058 |
} |
| 1059 |
scale_variables(sys); |
| 1060 |
scale_residuals(sys); |
| 1061 |
return; |
| 1062 |
} |
| 1063 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"ITERATIVE") == 0){ |
| 1064 |
if(sys->J.accurate == FALSE){ |
| 1065 |
--sys->update.iterative; |
| 1066 |
if(sys->update.iterative <= 0) { |
| 1067 |
calc_nominals(sys); |
| 1068 |
calc_weights(sys); |
| 1069 |
scale_J_iterative(sys); |
| 1070 |
sys->update.iterative = |
| 1071 |
SLV_PARAM_INT(&(sys->p),UPDATE_WEIGHTS) < SLV_PARAM_INT(&(sys->p),UPDATE_NOMINALS) ? SLV_PARAM_INT(&(sys->p),UPDATE_WEIGHTS) : SLV_PARAM_INT(&(sys->p),UPDATE_NOMINALS); |
| 1072 |
}else{ |
| 1073 |
sys->weights.accurate = TRUE; |
| 1074 |
sys->nominals.accurate = TRUE; |
| 1075 |
scale_J(sys); /* will use current scaling vectors */ |
| 1076 |
} |
| 1077 |
jacobian_scaled(sys); |
| 1078 |
} |
| 1079 |
scale_variables(sys); |
| 1080 |
scale_residuals(sys); |
| 1081 |
} |
| 1082 |
return; |
| 1083 |
} |
| 1084 |
|
| 1085 |
/** |
| 1086 |
Calculate scaled gradient of the objective function. |
| 1087 |
|
| 1088 |
@TODO This entire function needs to be reimplemented with relman_diffs. |
| 1089 |
*/ |
| 1090 |
static boolean calc_gradient(qrslv_system_t sys){ |
| 1091 |
|
| 1092 |
if(sys->gradient.accurate)return TRUE; |
| 1093 |
|
| 1094 |
calc_ok = TRUE; |
| 1095 |
if(!OPTIMIZING(sys)){ |
| 1096 |
zero_vector(&(sys->gradient)); |
| 1097 |
sys->gradient.norm2 = 0.0; |
| 1098 |
}else{ |
| 1099 |
ASC_PANIC("Not implemented"); |
| 1100 |
#if CANOPTIMIZE |
| 1101 |
real64 pd; |
| 1102 |
const struct var_variable **vp; |
| 1103 |
var_filter_t vfilter; |
| 1104 |
vfilter.matchbits = (VAR_INBLOCK | VAR_SVAR | VAR_ACTIVE); |
| 1105 |
vfilter.matchvalue = (VAR_INBLOCK | VAR_SVAR | VAR_ACTIVE); |
| 1106 |
zero_vector(&(sys->gradient)); |
| 1107 |
/* the next line will core dump anyway since vp not null-terminated*/ |
| 1108 |
for( vp = rel_incidence_list(sys->obj) ; *vp != NULL ; ++vp ) { |
| 1109 |
int32 col; |
| 1110 |
col = mtx_org_to_col(sys->J.mtx,var_sindex(*vp)); |
| 1111 |
if(var_apply_filter(*vp,&vfilter)){ |
| 1112 |
/* the next line will core dump anyway since _diff not implemented */ |
| 1113 |
relman_diff(sys->obj,*vp,&pd,SLV_PARAM_BOOL(&(sys->p),SAFE_CALC)); /* barf */ |
| 1114 |
sys->gradient.vec[col] = sys->nominals.vec[col]*pd; |
| 1115 |
} |
| 1116 |
} |
| 1117 |
#endif |
| 1118 |
square_norm( &(sys->gradient) ); |
| 1119 |
} |
| 1120 |
sys->gradient.accurate = TRUE; |
| 1121 |
#if DEBUG |
| 1122 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Gradient: "); |
| 1123 |
debug_out_vector(LIF(sys),sys,&(sys->gradient)); |
| 1124 |
#endif |
| 1125 |
return calc_ok; |
| 1126 |
} |
| 1127 |
|
| 1128 |
/** |
| 1129 |
Create a new hessian_data structure for storing |
| 1130 |
latest update information. |
| 1131 |
*/ |
| 1132 |
static void create_update(qrslv_system_t sys){ |
| 1133 |
struct hessian_data *update; |
| 1134 |
|
| 1135 |
if(!OPTIMIZING(sys)) |
| 1136 |
return; |
| 1137 |
|
| 1138 |
update = ASC_NEW(struct hessian_data); |
| 1139 |
update->y.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 1140 |
update->y.rng = &(sys->J.reg.col); |
| 1141 |
update->y.accurate = FALSE; |
| 1142 |
update->Bs.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 1143 |
update->Bs.rng = &(sys->J.reg.col); |
| 1144 |
update->Bs.accurate = FALSE; |
| 1145 |
update->next = sys->B; |
| 1146 |
sys->B = update; |
| 1147 |
} |
| 1148 |
|
| 1149 |
|
| 1150 |
/** |
| 1151 |
Computes a rank 2 BFGS update to the hessian matrix |
| 1152 |
B which accumulates curvature. |
| 1153 |
*/ |
| 1154 |
static void calc_B( qrslv_system_t sys){ |
| 1155 |
if(sys->s.block.iteration > 1){ |
| 1156 |
create_update(sys); |
| 1157 |
}else{ |
| 1158 |
if(sys->B){ |
| 1159 |
struct hessian_data *update; |
| 1160 |
for( update=sys->B; update != NULL; ) { |
| 1161 |
struct hessian_data *handle; |
| 1162 |
handle = update; |
| 1163 |
update = update->next; |
| 1164 |
destroy_array(handle->y.vec); |
| 1165 |
destroy_array(handle->Bs.vec); |
| 1166 |
ascfree(handle); |
| 1167 |
} |
| 1168 |
sys->B = NULL; |
| 1169 |
} |
| 1170 |
} |
| 1171 |
if(sys->B){ |
| 1172 |
real64 theta; |
| 1173 |
/* |
| 1174 |
* The y vector |
| 1175 |
*/ |
| 1176 |
if(!sys->B->y.accurate ) { |
| 1177 |
int32 col; |
| 1178 |
matrix_product(sys->J.mtx, &(sys->multipliers), |
| 1179 |
&(sys->B->y), 1.0, TRUE); |
| 1180 |
col = sys->B->y.rng->low; |
| 1181 |
for( ; col <= sys->B->y.rng->high; col++ ) { |
| 1182 |
sys->B->y.vec[col] += sys->gradient.vec[col] - |
| 1183 |
sys->stationary.vec[col]; |
| 1184 |
} |
| 1185 |
square_norm( &(sys->B->y) ); |
| 1186 |
sys->B->y.accurate = TRUE; |
| 1187 |
} |
| 1188 |
|
| 1189 |
/* |
| 1190 |
* The Bs vector |
| 1191 |
*/ |
| 1192 |
if(!sys->B->Bs.accurate ) { |
| 1193 |
struct hessian_data *update; |
| 1194 |
copy_vector(&(sys->varstep),&(sys->B->Bs)); |
| 1195 |
for( update=sys->B->next; update != NULL; update = update->next ) { |
| 1196 |
int32 col; |
| 1197 |
real64 ys = inner_product( &(update->y),&(sys->varstep) ); |
| 1198 |
real64 sBs = inner_product( &(update->Bs),&(sys->varstep) ); |
| 1199 |
col = sys->B->Bs.rng->low; |
| 1200 |
for( ; col<=sys->B->Bs.rng->high; col++) { |
| 1201 |
sys->B->Bs.vec[col] += update->ys > 0.0 ? |
| 1202 |
(update->y.vec[col])*ys/update->ys : 0.0; |
| 1203 |
sys->B->Bs.vec[col] -= update->sBs > 0.0 ? |
| 1204 |
(update->Bs.vec[col])*sBs/update->sBs : 0.0; |
| 1205 |
} |
| 1206 |
} |
| 1207 |
square_norm( &(sys->B->Bs) ); |
| 1208 |
sys->B->Bs.accurate = TRUE; |
| 1209 |
} |
| 1210 |
|
| 1211 |
sys->B->ys = inner_product( &(sys->B->y),&(sys->varstep) ); |
| 1212 |
sys->B->sBs = inner_product( &(sys->B->Bs),&(sys->varstep) ); |
| 1213 |
|
| 1214 |
if(sys->B->ys == 0.0 && sys->B->sBs == 0.0 ) { |
| 1215 |
theta = 0.0; |
| 1216 |
}else{ |
| 1217 |
theta = sys->B->ys < SLV_PARAM_REAL(&(sys->p),POSITIVE_DEFINITE)*sys->B->sBs ? |
| 1218 |
(1.0-SLV_PARAM_REAL(&(sys->p),POSITIVE_DEFINITE))*sys->B->sBs/(sys->B->sBs - sys->B->ys):1.0; |
| 1219 |
} |
| 1220 |
#if DEBUG |
| 1221 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"ys, sBs, PD, theta = %g, %g, %g, %g\n", |
| 1222 |
sys->B->ys, |
| 1223 |
sys->B->sBs, |
| 1224 |
SLV_PARAM_REAL(&(sys->p),POSITIVE_DEFINITE), |
| 1225 |
theta); |
| 1226 |
#endif |
| 1227 |
if(theta < 1.0 ) { |
| 1228 |
int32 col; |
| 1229 |
col = sys->B->y.rng->low; |
| 1230 |
for( ; col <= sys->B->y.rng->high; col++ ) |
| 1231 |
sys->B->y.vec[col] = theta*sys->B->y.vec[col] + |
| 1232 |
(1.0-theta)*sys->B->Bs.vec[col]; |
| 1233 |
square_norm( &(sys->B->y) ); |
| 1234 |
sys->B->ys = theta*sys->B->ys + (1.0-theta)*sys->B->sBs; |
| 1235 |
} |
| 1236 |
} |
| 1237 |
} |
| 1238 |
|
| 1239 |
|
| 1240 |
/** |
| 1241 |
Obtain the equations and variables which |
| 1242 |
are able to be pivoted. |
| 1243 |
@return value is the row rank deficiency, which we hope is 0. |
| 1244 |
*/ |
| 1245 |
static int calc_pivots(qrslv_system_t sys){ |
| 1246 |
int row_rank_defect=0, oldtiming; |
| 1247 |
FILE *fmtx = NULL; |
| 1248 |
|
| 1249 |
linsolqr_system_t lsys = sys->J.sys; |
| 1250 |
FILE *fp = LIF(sys); |
| 1251 |
|
| 1252 |
oldtiming = g_linsolqr_timing; |
| 1253 |
g_linsolqr_timing =SLV_PARAM_BOOL(&(sys->p),LINTIME); |
| 1254 |
linsolqr_factor(lsys,sys->J.fm); /* factor */ |
| 1255 |
g_linsolqr_timing = oldtiming; |
| 1256 |
|
| 1257 |
if(OPTIMIZING(sys)){ |
| 1258 |
CONSOLE_DEBUG("OPTIMISING"); |
| 1259 |
/* need things for nullspace move. don't care about |
| 1260 |
* dependency coefficiency in any circumstances at present. |
| 1261 |
*/ |
| 1262 |
linsolqr_calc_col_dependencies(lsys); |
| 1263 |
set_null(sys->J.relpivots,sys->cap); |
| 1264 |
set_null(sys->J.varpivots,sys->cap); |
| 1265 |
linsolqr_get_pivot_sets(lsys,sys->J.relpivots,sys->J.varpivots); |
| 1266 |
} |
| 1267 |
|
| 1268 |
sys->J.rank = linsolqr_rank(lsys); |
| 1269 |
sys->J.singular = FALSE; |
| 1270 |
row_rank_defect = sys->J.reg.row.high - sys->J.reg.row.low+1 - sys->J.rank; |
| 1271 |
if(row_rank_defect > 0) { |
| 1272 |
int32 row,krow; |
| 1273 |
mtx_sparse_t *uprows=NULL; |
| 1274 |
sys->J.singular = TRUE; |
| 1275 |
uprows = linsolqr_unpivoted_rows(lsys); |
| 1276 |
if(uprows !=NULL){ |
| 1277 |
for( krow=0; krow < uprows->len ; krow++ ) { |
| 1278 |
int32 org_row; |
| 1279 |
struct rel_relation *rel; |
| 1280 |
|
| 1281 |
org_row = uprows->idata[krow]; |
| 1282 |
row = mtx_org_to_row(sys->J.mtx,org_row); |
| 1283 |
rel = sys->rlist[org_row]; |
| 1284 |
|
| 1285 |
ERROR_REPORTER_START_HERE(ASC_PROG_WARNING); |
| 1286 |
FPRINTF(ASCERR,"Relation '"); |
| 1287 |
print_rel_name(stderr,sys,rel); |
| 1288 |
FPRINTF(ASCERR,"' is not pivoted."); |
| 1289 |
error_reporter_end_flush(); |
| 1290 |
|
| 1291 |
/* |
| 1292 |
* assign zeros to the corresponding weights |
| 1293 |
* so that subsequent calls to "scale_residuals" |
| 1294 |
* will only measure the pivoted equations. |
| 1295 |
*/ |
| 1296 |
sys->weights.vec[row] = 0.0; |
| 1297 |
sys->residuals.vec[row] = 0.0; |
| 1298 |
sys->residuals.accurate = FALSE; |
| 1299 |
mtx_mult_row(sys->J.mtx,row,0.0,&(sys->J.reg.col)); |
| 1300 |
} |
| 1301 |
mtx_destroy_sparse(uprows); |
| 1302 |
} |
| 1303 |
if(!sys->residuals.accurate ) { |
| 1304 |
square_norm( &(sys->residuals) ); |
| 1305 |
sys->residuals.accurate = TRUE; |
| 1306 |
sys->update.weights = 0; /* re-compute weights next iteration. */ |
| 1307 |
} |
| 1308 |
|
| 1309 |
ERROR_REPORTER_HERE(ASC_PROG_WARNING,"Row rank defect = %d (block = %d rows, rank = %d)" |
| 1310 |
,row_rank_defect |
| 1311 |
,sys->J.reg.row.high - sys->J.reg.row.low+1 |
| 1312 |
,sys->J.rank |
| 1313 |
); |
| 1314 |
|
| 1315 |
#ifdef ASC_WITH_MMIO |
| 1316 |
#define QRSLV_MMIO_FILE "qrslvmmio.mtx" |
| 1317 |
/* #define QRSLV_MMIO_WHOLE */ |
| 1318 |
if((fmtx = fopen(QRSLV_MMIO_FILE,"w"))){ |
| 1319 |
#ifdef QRSLV_MMIO_WHOLE |
| 1320 |
mtx_write_region_mmio(fmtx, sys->J.mtx, mtx_ENTIRE_MATRIX); |
| 1321 |
#else |
| 1322 |
mtx_write_region_mmio(fmtx, sys->J.mtx, &(sys->J.reg)); |
| 1323 |
#endif |
| 1324 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Wrote matrix to '%s' (EXPERIMENTAL!)",QRSLV_MMIO_FILE); |
| 1325 |
fclose(fmtx); |
| 1326 |
}else{ |
| 1327 |
ERROR_REPORTER_HERE(ASC_PROG_ERR, |
| 1328 |
"Unable to write matrix to '%s' (couldn't open for writing)",QRSLV_MMIO_FILE |
| 1329 |
); |
| 1330 |
} |
| 1331 |
#endif |
| 1332 |
} |
| 1333 |
|
| 1334 |
if(sys->J.rank < sys->J.reg.col.high-sys->J.reg.col.low+1 ) { |
| 1335 |
int32 col,kcol; |
| 1336 |
mtx_sparse_t *upcols=NULL; |
| 1337 |
if(NOTNULL(upcols)) { |
| 1338 |
for( kcol=0; upcols != NULL && kcol < upcols->len ; kcol++ ) { |
| 1339 |
int32 org_col; |
| 1340 |
struct var_variable *var; |
| 1341 |
|
| 1342 |
org_col = upcols->idata[kcol]; |
| 1343 |
col = mtx_org_to_col(sys->J.mtx,org_col); |
| 1344 |
var = sys->vlist[org_col]; |
| 1345 |
FPRINTF(fp,"%-40s ---> ","Variable not pivoted"); |
| 1346 |
print_var_name(fp,sys,var); |
| 1347 |
PUTC('\n',fp); |
| 1348 |
/* |
| 1349 |
* If we're not optimizing (everything should be |
| 1350 |
* pivotable) or this was one of the dependent variables, |
| 1351 |
* consider this variable as if it were fixed. |
| 1352 |
*/ |
| 1353 |
if(col <= sys->J.reg.col.high - sys->ZBZ.order ) { |
| 1354 |
mtx_mult_col(sys->J.mtx,col,0.0,&(sys->J.reg.row)); |
| 1355 |
} |
| 1356 |
} |
| 1357 |
mtx_destroy_sparse(upcols); |
| 1358 |
} |
| 1359 |
} |
| 1360 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 1361 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %d (%s)\n","Jacobian rank", sys->J.rank, |
| 1362 |
sys->J.singular ? "deficient":"full"); |
| 1363 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n","Smallest pivot", |
| 1364 |
linsolqr_smallest_pivot(sys->J.sys)); |
| 1365 |
} |
| 1366 |
return row_rank_defect; |
| 1367 |
} |
| 1368 |
|
| 1369 |
/** |
| 1370 |
Updates the reduced hessian matrix. |
| 1371 |
if !OPTIMIZING just sets zbz.accurate true and returns. |
| 1372 |
*/ |
| 1373 |
static void calc_ZBZ(qrslv_system_t sys){ |
| 1374 |
mtx_coord_t nz; |
| 1375 |
|
| 1376 |
if(sys->ZBZ.accurate ) return; |
| 1377 |
|
| 1378 |
for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) { |
| 1379 |
for( nz.col = 0; nz.col <= nz.row; nz.col++ ) { |
| 1380 |
int32 col, depr, depc; |
| 1381 |
col = nz.row+sys->J.reg.col.high+1-sys->ZBZ.order; |
| 1382 |
depr = mtx_col_to_org(sys->J.mtx,col); |
| 1383 |
col = nz.col+sys->J.reg.col.high+1-sys->ZBZ.order; |
| 1384 |
depc = mtx_col_to_org(sys->J.mtx,col); |
| 1385 |
sys->ZBZ.mtx[nz.row][nz.col] = (nz.row==nz.col ? 1.0 : 0.0); |
| 1386 |
col = sys->J.reg.col.low; |
| 1387 |
for( ; col <= sys->J.reg.col.high - sys->ZBZ.order; col++ ) { |
| 1388 |
int32 ind = mtx_col_to_org(sys->J.mtx,col); |
| 1389 |
if(set_is_member(sys->J.varpivots,ind) ) |
| 1390 |
sys->ZBZ.mtx[nz.row][nz.col] += |
| 1391 |
(-linsolqr_org_col_dependency(sys->J.sys,depr,ind))* |
| 1392 |
(-linsolqr_org_col_dependency(sys->J.sys,depc,ind)); |
| 1393 |
} |
| 1394 |
if(nz.row != nz.col ) { |
| 1395 |
sys->ZBZ.mtx[nz.col][nz.row] = |
| 1396 |
sys->ZBZ.mtx[nz.row][nz.col]; |
| 1397 |
} |
| 1398 |
} |
| 1399 |
} |
| 1400 |
if(OPTIMIZING(sys)){ |
| 1401 |
struct hessian_data *update; |
| 1402 |
for( update=sys->B; update != NULL; update = update->next ) { |
| 1403 |
for( nz.row=0; nz.row < sys->ZBZ.order; nz.row++ ) { |
| 1404 |
int32 col, dep; |
| 1405 |
col = nz.row + sys->J.reg.col.high + 1 - sys->ZBZ.order; |
| 1406 |
dep = mtx_col_to_org(sys->J.mtx,col); |
| 1407 |
sys->ZBZ.Zy[nz.row] = update->y.vec[col]; |
| 1408 |
sys->ZBZ.ZBs[nz.row] = update->Bs.vec[col]; |
| 1409 |
col = sys->J.reg.col.low; |
| 1410 |
for( ; col <= sys->J.reg.col.high - sys->ZBZ.order; col++ ) { |
| 1411 |
int32 ind = mtx_col_to_org(sys->J.mtx,col); |
| 1412 |
if(set_is_member(sys->J.varpivots,ind) ) { |
| 1413 |
sys->ZBZ.Zy[nz.row] += update->y.vec[col]* |
| 1414 |
(-linsolqr_org_col_dependency(sys->J.sys,dep,ind)); |
| 1415 |
sys->ZBZ.ZBs[nz.row] += update->Bs.vec[col]* |
| 1416 |
(-linsolqr_org_col_dependency(sys->J.sys,dep,ind)); |
| 1417 |
} |
| 1418 |
} |
| 1419 |
for( nz.col=0; nz.col <= nz.row; nz.col++ ) { |
| 1420 |
sys->ZBZ.mtx[nz.row][nz.col] += update->ys > 0.0 ? |
| 1421 |
sys->ZBZ.Zy[nz.row]*sys->ZBZ.Zy[nz.col]/update->ys : 0.0; |
| 1422 |
sys->ZBZ.mtx[nz.row][nz.col] -= update->sBs > 0.0 ? |
| 1423 |
sys->ZBZ.ZBs[nz.row]*sys->ZBZ.ZBs[nz.col]/update->sBs : 0.0; |
| 1424 |
if(nz.row != nz.col ) { |
| 1425 |
sys->ZBZ.mtx[nz.col][nz.row] = |
| 1426 |
sys->ZBZ.mtx[nz.row][nz.col]; |
| 1427 |
} |
| 1428 |
} |
| 1429 |
} |
| 1430 |
} |
| 1431 |
} |
| 1432 |
sys->ZBZ.accurate = TRUE; |
| 1433 |
#if DEBUG |
| 1434 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\nReduced Hessian: \n"); |
| 1435 |
debug_out_hessian(LIF(sys),sys); |
| 1436 |
#endif |
| 1437 |
} |
| 1438 |
|
| 1439 |
|
| 1440 |
/** |
| 1441 |
Calculates just the jacobian RHS. This function should be used to |
| 1442 |
supplement calculation of the jacobian. The vector vec must |
| 1443 |
already be calculated and scaled so as to simply be added to the |
| 1444 |
rhs. Caller is responsible for initially zeroing the rhs vector. |
| 1445 |
*/ |
| 1446 |
static void calc_rhs(qrslv_system_t sys, struct vec_vector *vec, |
| 1447 |
real64 scalar, boolean transpose |
| 1448 |
){ |
| 1449 |
if(transpose ) { /* vec is indexed by col */ |
| 1450 |
int32 col; |
| 1451 |
for( col=vec->rng->low; col<=vec->rng->high; col++ ) { |
| 1452 |
sys->J.rhs[mtx_col_to_org(sys->J.mtx,col)] += scalar*vec->vec[col]; |
| 1453 |
} |
| 1454 |
}else{ /* vec is indexed by row */ |
| 1455 |
int32 row; |
| 1456 |
for( row=vec->rng->low; row<=vec->rng->high; row++ ) { |
| 1457 |
sys->J.rhs[mtx_row_to_org(sys->J.mtx,row)] += scalar*vec->vec[row]; |
| 1458 |
} |
| 1459 |
} |
| 1460 |
linsolqr_rhs_was_changed(sys->J.sys,sys->J.rhs); |
| 1461 |
} |
| 1462 |
|
| 1463 |
|
| 1464 |
/** |
| 1465 |
Computes the lagrange multipliers for the equality constraints. |
| 1466 |
*/ |
| 1467 |
static void calc_multipliers(qrslv_system_t sys){ |
| 1468 |
|
| 1469 |
if(sys->multipliers.accurate)return; |
| 1470 |
|
| 1471 |
if(!OPTIMIZING(sys)){ |
| 1472 |
zero_vector(&(sys->multipliers)); |
| 1473 |
sys->multipliers.norm2 = 0.0; |
| 1474 |
}else{ |
| 1475 |
linsolqr_system_t lsys = sys->J.sys; |
| 1476 |
int32 row; |
| 1477 |
sys->J.rhs = linsolqr_get_rhs(lsys,0); |
| 1478 |
mtx_zero_real64(sys->J.rhs,sys->cap); |
| 1479 |
calc_rhs(sys, &(sys->gradient), -1.0, TRUE ); |
| 1480 |
linsolqr_solve(lsys,sys->J.rhs); |
| 1481 |
row = sys->multipliers.rng->low; |
| 1482 |
for( ; row <= sys->multipliers.rng->high; row++ ) { |
| 1483 |
struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
| 1484 |
sys->multipliers.vec[row] = linsolqr_var_value( |
| 1485 |
lsys,sys->J.rhs,mtx_row_to_org(sys->J.mtx,row) |
| 1486 |
); |
| 1487 |
rel_set_multiplier(rel,sys->multipliers.vec[row]* |
| 1488 |
sys->weights.vec[row]); |
| 1489 |
|
| 1490 |
} |
| 1491 |
if(SLV_PARAM_BOOL(&(sys->p),SAVLIN)) { |
| 1492 |
FILE *ldat; |
| 1493 |
int32 ov; |
| 1494 |
sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++); |
| 1495 |
ldat=fopen(savlinfilename,"w"); |
| 1496 |
FPRINTF(ldat, |
| 1497 |
"================= multipliersrhs (orgcoled) itn %d =====\n", |
| 1498 |
sys->s.iteration); |
| 1499 |
debug_write_array(ldat,sys->J.rhs,sys->cap); |
| 1500 |
FPRINTF(ldat, |
| 1501 |
"================= multipliers (orgrowed) ============\n"); |
| 1502 |
for(ov=0 ; ov < sys->cap; ov++ ) |
| 1503 |
FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov)); |
| 1504 |
fclose(ldat); |
| 1505 |
} |
| 1506 |
square_norm( &(sys->multipliers) ); |
| 1507 |
} |
| 1508 |
sys->multipliers.accurate = TRUE; |
| 1509 |
#if DEBUG |
| 1510 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Multipliers: "); |
| 1511 |
debug_out_vector(LIF(sys),sys,&(sys->multipliers)); |
| 1512 |
#endif |
| 1513 |
} |
| 1514 |
|
| 1515 |
|
| 1516 |
/** |
| 1517 |
Computes the gradient of the lagrangian which |
| 1518 |
should be zero at the optimum solution. |
| 1519 |
*/ |
| 1520 |
static void calc_stationary( qrslv_system_t sys){ |
| 1521 |
if(sys->stationary.accurate ) |
| 1522 |
return; |
| 1523 |
|
| 1524 |
if(!OPTIMIZING(sys)){ |
| 1525 |
zero_vector(&(sys->stationary)); |
| 1526 |
sys->stationary.norm2 = 0.0; |
| 1527 |
}else{ |
| 1528 |
int32 col; |
| 1529 |
matrix_product(sys->J.mtx, &(sys->multipliers), |
| 1530 |
&(sys->stationary), 1.0, TRUE); |
| 1531 |
col = sys->stationary.rng->low; |
| 1532 |
for( ; col <= sys->stationary.rng->high; col++ ) |
| 1533 |
sys->stationary.vec[col] += sys->gradient.vec[col]; |
| 1534 |
square_norm( &(sys->stationary) ); |
| 1535 |
} |
| 1536 |
sys->stationary.accurate = TRUE; |
| 1537 |
#if DEBUG |
| 1538 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Stationary: "); |
| 1539 |
debug_out_vector(LIF(sys),sys,&(sys->stationary)); |
| 1540 |
#endif |
| 1541 |
} |
| 1542 |
|
| 1543 |
|
| 1544 |
/** |
| 1545 |
Calculate the gamma vector. |
| 1546 |
*/ |
| 1547 |
static void calc_gamma( qrslv_system_t sys){ |
| 1548 |
if(sys->gamma.accurate)return; |
| 1549 |
|
| 1550 |
matrix_product(sys->J.mtx, &(sys->residuals), |
| 1551 |
&(sys->gamma), -1.0, TRUE); |
| 1552 |
square_norm( &(sys->gamma) ); |
| 1553 |
sys->gamma.accurate = TRUE; |
| 1554 |
#if DEBUG |
| 1555 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Gamma: "); |
| 1556 |
debug_out_vector(LIF(sys),sys,&(sys->gamma)); |
| 1557 |
#endif |
| 1558 |
} |
| 1559 |
|
| 1560 |
/** |
| 1561 |
Calculate the Jgamma vector. |
| 1562 |
*/ |
| 1563 |
static void calc_Jgamma( qrslv_system_t sys){ |
| 1564 |
if(sys->Jgamma.accurate)return; |
| 1565 |
|
| 1566 |
matrix_product(sys->J.mtx, &(sys->gamma), |
| 1567 |
&(sys->Jgamma), 1.0, FALSE); |
| 1568 |
square_norm( &(sys->Jgamma) ); |
| 1569 |
sys->Jgamma.accurate = TRUE; |
| 1570 |
#if DEBUG |
| 1571 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Jgamma: "); |
| 1572 |
debug_out_vector(LIF(sys),sys,&(sys->Jgamma)); |
| 1573 |
#endif |
| 1574 |
} |
| 1575 |
|
| 1576 |
|
| 1577 |
/** |
| 1578 |
Computes a step to solve the linearized equations. |
| 1579 |
*/ |
| 1580 |
static void calc_newton( qrslv_system_t sys){ |
| 1581 |
linsolqr_system_t lsys = sys->J.sys; |
| 1582 |
int32 col; |
| 1583 |
|
| 1584 |
if(sys->newton.accurate)return; |
| 1585 |
|
| 1586 |
sys->J.rhs = linsolqr_get_rhs(lsys,1); |
| 1587 |
mtx_zero_real64(sys->J.rhs,sys->cap); |
| 1588 |
calc_rhs(sys, &(sys->residuals), -1.0, FALSE); |
| 1589 |
linsolqr_solve(lsys,sys->J.rhs); |
| 1590 |
col = sys->newton.rng->low; |
| 1591 |
for( ; col <= sys->newton.rng->high; col++ ) { |
| 1592 |
sys->newton.vec[col] = |
| 1593 |
linsolqr_var_value(lsys,sys->J.rhs,mtx_col_to_org(sys->J.mtx,col)); |
| 1594 |
} |
| 1595 |
if(SLV_PARAM_BOOL(&(sys->p),SAVLIN)) { |
| 1596 |
FILE *ldat; |
| 1597 |
int32 ov; |
| 1598 |
sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++); |
| 1599 |
ldat=fopen(savlinfilename,"w"); |
| 1600 |
FPRINTF(ldat,"================= resids (orgrowed) itn %d =====\n", |
| 1601 |
sys->s.iteration); |
| 1602 |
debug_write_array(ldat,sys->J.rhs,sys->cap); |
| 1603 |
FPRINTF(ldat,"================= vars (orgcoled) ============\n"); |
| 1604 |
for(ov=0 ; ov < sys->cap; ov++ ) |
| 1605 |
FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov)); |
| 1606 |
fclose(ldat); |
| 1607 |
} |
| 1608 |
square_norm( &(sys->newton) ); |
| 1609 |
sys->newton.accurate = TRUE; |
| 1610 |
#if DEBUG |
| 1611 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Newton: "); |
| 1612 |
debug_out_vector(LIF(sys),sys,&(sys->newton)); |
| 1613 |
#endif |
| 1614 |
} |
| 1615 |
|
| 1616 |
|
| 1617 |
/** |
| 1618 |
Computes an update to the product B and newton. |
| 1619 |
*/ |
| 1620 |
static void calc_Bnewton( qrslv_system_t sys){ |
| 1621 |
if(sys->Bnewton.accurate)return; |
| 1622 |
|
| 1623 |
if(!OPTIMIZING(sys)){ |
| 1624 |
zero_vector(&(sys->Bnewton)); |
| 1625 |
sys->Bnewton.norm2 = 0.0; |
| 1626 |
}else{ |
| 1627 |
struct hessian_data *update; |
| 1628 |
copy_vector(&(sys->newton),&(sys->Bnewton)); |
| 1629 |
for( update=sys->B; update != NULL; update = update->next ) { |
| 1630 |
int32 col; |
| 1631 |
real64 Yn = inner_product( &(update->y),&(sys->newton) ); |
| 1632 |
real64 sBn = inner_product( &(update->Bs),&(sys->newton) ); |
| 1633 |
col = sys->Bnewton.rng->low; |
| 1634 |
for( ; col <= sys->Bnewton.rng->high; col++ ) { |
| 1635 |
sys->Bnewton.vec[col] += update->ys > 0.0 ? |
| 1636 |
(update->y.vec[col])*Yn/update->ys : 0.0; |
| 1637 |
sys->Bnewton.vec[col] -= update->sBs > 0.0 ? |
| 1638 |
(update->Bs.vec[col])*sBn/update->sBs : 0.0; |
| 1639 |
} |
| 1640 |
} |
| 1641 |
square_norm( &(sys->Bnewton) ); |
| 1642 |
} |
| 1643 |
sys->Bnewton.accurate = TRUE; |
| 1644 |
#if DEBUG |
| 1645 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Bnewton: "); |
| 1646 |
debug_out_vector(LIF(sys),sys,&(sys->Bnewton)); |
| 1647 |
#endif |
| 1648 |
} |
| 1649 |
|
| 1650 |
|
| 1651 |
/** |
| 1652 |
Calculate the nullspace move if OPTIMIZING. |
| 1653 |
*/ |
| 1654 |
static void calc_nullspace( qrslv_system_t sys){ |
| 1655 |
if(sys->nullspace.accurate)return; |
| 1656 |
|
| 1657 |
if(!OPTIMIZING(sys)){ |
| 1658 |
zero_vector(&(sys->nullspace)); |
| 1659 |
sys->nullspace.norm2 = 0.0; |
| 1660 |
}else{ |
| 1661 |
mtx_coord_t nz; |
| 1662 |
zero_vector(&(sys->nullspace)); |
| 1663 |
for( nz.row=0; nz.row < sys->ZBZ.order; nz.row++ ) { |
| 1664 |
int32 col, dep, ndx; |
| 1665 |
col = nz.row+sys->J.reg.col.high+1-sys->ZBZ.order; |
| 1666 |
dep = mtx_col_to_org(sys->J.mtx,col); |
| 1667 |
sys->nullspace.vec[col] = -sys->stationary.vec[col] - |
| 1668 |
sys->Bnewton.vec[col]; |
| 1669 |
ndx = sys->J.reg.col.low; |
| 1670 |
for( ; ndx <= sys->J.reg.col.high - sys->ZBZ.order; ndx++ ) { |
| 1671 |
int32 ind = mtx_col_to_org(sys->J.mtx,ndx); |
| 1672 |
if(set_is_member(sys->J.varpivots,ind)){ |
| 1673 |
sys->nullspace.vec[col] -= |
| 1674 |
(sys->stationary.vec[ndx] + sys->Bnewton.vec[ndx])* |
| 1675 |
(-linsolqr_org_col_dependency(sys->J.sys,dep,ind)); |
| 1676 |
} |
| 1677 |
} |
| 1678 |
} |
| 1679 |
/* |
| 1680 |
* Must invert ZBZ first. It's symmetric so |
| 1681 |
* can find Cholesky factors. Essentially, find |
| 1682 |
* the "square root" of the matrix such that |
| 1683 |
* |
| 1684 |
* T |
| 1685 |
* L U = U U = ZBZ, where U is an upper triangular |
| 1686 |
* matrix. |
| 1687 |
*/ |
| 1688 |
for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) { |
| 1689 |
for( nz.col = nz.row; nz.col < sys->ZBZ.order; nz.col++ ) { |
| 1690 |
int32 col; |
| 1691 |
for( col = 0; col < nz.row; col++ ) |
| 1692 |
sys->ZBZ.mtx[nz.row][nz.col] -= |
| 1693 |
sys->ZBZ.mtx[nz.row][col]* |
| 1694 |
sys->ZBZ.mtx[col][nz.col]; |
| 1695 |
if(nz.row == nz.col ) |
| 1696 |
sys->ZBZ.mtx[nz.row][nz.col] = |
| 1697 |
calc_sqrt_D0(sys->ZBZ.mtx[nz.row][nz.col]); |
| 1698 |
else { |
| 1699 |
sys->ZBZ.mtx[nz.row][nz.col] /= |
| 1700 |
sys->ZBZ.mtx[nz.row][nz.row]; |
| 1701 |
sys->ZBZ.mtx[nz.col][nz.row] = |
| 1702 |
sys->ZBZ.mtx[nz.row][nz.col]; |
| 1703 |
} |
| 1704 |
} |
| 1705 |
} |
| 1706 |
#if DEBUG |
| 1707 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\nInverse Reduced Hessian: \n"); |
| 1708 |
debug_out_hessian(LIF(sys),sys); |
| 1709 |
#endif |
| 1710 |
/* |
| 1711 |
* forward substitute |
| 1712 |
*/ |
| 1713 |
for( nz.row = 0; nz.row < sys->ZBZ.order; nz.row++ ) { |
| 1714 |
int32 offset = sys->J.reg.col.high+1-sys->ZBZ.order; |
| 1715 |
for( nz.col = 0; nz.col < nz.row; nz.col++ ) { |
| 1716 |
sys->nullspace.vec[nz.row+offset] -= |
| 1717 |
sys->nullspace.vec[nz.col+offset]* |
| 1718 |
sys->ZBZ.mtx[nz.row][nz.col]; |
| 1719 |
} |
| 1720 |
sys->nullspace.vec[nz.row+offset] /= |
| 1721 |
sys->ZBZ.mtx[nz.row][nz.row]; |
| 1722 |
} |
| 1723 |
|
| 1724 |
/* |
| 1725 |
* backward substitute |
| 1726 |
*/ |
| 1727 |
for( nz.row = sys->ZBZ.order-1; nz.row >= 0; nz.row-- ) { |
| 1728 |
int32 offset = sys->J.reg.col.high+1-sys->ZBZ.order; |
| 1729 |
for( nz.col = nz.row+1; nz.col < sys->ZBZ.order; nz.col++ ) { |
| 1730 |
sys->nullspace.vec[nz.row+offset] -= |
| 1731 |
sys->nullspace.vec[nz.col+offset]* |
| 1732 |
sys->ZBZ.mtx[nz.row][nz.col]; |
| 1733 |
} |
| 1734 |
sys->nullspace.vec[nz.row+offset] /= |
| 1735 |
sys->ZBZ.mtx[nz.row][nz.row]; |
| 1736 |
} |
| 1737 |
square_norm( &(sys->nullspace) ); |
| 1738 |
} |
| 1739 |
sys->nullspace.accurate = TRUE; |
| 1740 |
#if DEBUG |
| 1741 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Nullspace: "); |
| 1742 |
debug_out_vector(LIF(sys),sys,&(sys->nullspace)); |
| 1743 |
#endif |
| 1744 |
} |
| 1745 |
|
| 1746 |
/** |
| 1747 |
Calculate the 1st order descent direction for phi |
| 1748 |
in the variables. |
| 1749 |
*/ |
| 1750 |
static void calc_varstep1( qrslv_system_t sys){ |
| 1751 |
if(sys->varstep1.accurate ) |
| 1752 |
return; |
| 1753 |
|
| 1754 |
if(!OPTIMIZING(sys)){ |
| 1755 |
copy_vector(&(sys->gamma),&(sys->varstep1)); |
| 1756 |
sys->varstep1.norm2 = sys->gamma.norm2; |
| 1757 |
}else{ |
| 1758 |
int32 col; |
| 1759 |
col = sys->varstep1.rng->low; |
| 1760 |
for( ; col <= sys->varstep1.rng->high; col++ ) |
| 1761 |
sys->varstep1.vec[col] = SLV_PARAM_REAL(&(sys->p),RHO)*sys->gamma.vec[col] - |
| 1762 |
sys->stationary.vec[col]; |
| 1763 |
square_norm( &(sys->varstep1) ); |
| 1764 |
} |
| 1765 |
sys->varstep1.accurate = TRUE; |
| 1766 |
#if DEBUG |
| 1767 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Varstep1: "); |
| 1768 |
debug_out_vector(LIF(sys),sys,&(sys->varstep1)); |
| 1769 |
#endif |
| 1770 |
} |
| 1771 |
|
| 1772 |
|
| 1773 |
/** |
| 1774 |
Computes an update to the product B and varstep1. |
| 1775 |
*/ |
| 1776 |
static void calc_Bvarstep1( qrslv_system_t sys){ |
| 1777 |
if(sys->Bvarstep1.accurate ) |
| 1778 |
return; |
| 1779 |
|
| 1780 |
if(!OPTIMIZING(sys)){ |
| 1781 |
zero_vector(&(sys->Bvarstep1)); |
| 1782 |
sys->Bvarstep1.norm2 = 0.0; |
| 1783 |
}else{ |
| 1784 |
struct hessian_data *update; |
| 1785 |
copy_vector(&(sys->varstep1),&(sys->Bvarstep1)); |
| 1786 |
for( update=sys->B; update != NULL; update = update->next ) { |
| 1787 |
int32 col; |
| 1788 |
real64 yv = inner_product( &(update->y),&(sys->varstep1) ); |
| 1789 |
real64 sBv = inner_product( &(update->Bs),&(sys->varstep1) ); |
| 1790 |
col = sys->Bvarstep1.rng->low; |
| 1791 |
for( ; col <= sys->Bvarstep1.rng->high; col++ ) { |
| 1792 |
sys->Bvarstep1.vec[col] += update->ys > 0.0 ? |
| 1793 |
(update->y.vec[col])*yv/update->ys : 0.0; |
| 1794 |
sys->Bvarstep1.vec[col] -= update->sBs > 0.0 ? |
| 1795 |
(update->Bs.vec[col])*sBv/update->sBs : 0.0; |
| 1796 |
} |
| 1797 |
} |
| 1798 |
square_norm( &(sys->Bvarstep1) ); |
| 1799 |
} |
| 1800 |
sys->Bvarstep1.accurate = TRUE; |
| 1801 |
#if DEBUG |
| 1802 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Bvarstep1: "); |
| 1803 |
debug_out_vector(LIF(sys),sys,&(sys->Bvarstep1)); |
| 1804 |
#endif |
| 1805 |
} |
| 1806 |
|
| 1807 |
|
| 1808 |
/** |
| 1809 |
Calculate the 2nd order descent direction for phi |
| 1810 |
in the variables. |
| 1811 |
*/ |
| 1812 |
static void calc_varstep2( qrslv_system_t sys){ |
| 1813 |
if(sys->varstep2.accurate ) |
| 1814 |
return; |
| 1815 |
|
| 1816 |
if(!OPTIMIZING(sys)){ |
| 1817 |
copy_vector(&(sys->newton),&(sys->varstep2)); |
| 1818 |
sys->varstep2.norm2 = sys->newton.norm2; |
| 1819 |
}else{ |
| 1820 |
int32 col; |
| 1821 |
col = sys->varstep2.rng->low; |
| 1822 |
for( ; col <= sys->varstep2.rng->high - sys->ZBZ.order ; ++col ) { |
| 1823 |
int32 dep; |
| 1824 |
int32 ind = mtx_col_to_org(sys->J.mtx,col); |
| 1825 |
sys->varstep2.vec[col] = sys->newton.vec[col]; |
| 1826 |
if(set_is_member(sys->J.varpivots,ind) ) { |
| 1827 |
dep = sys->varstep2.rng->high + 1 - sys->ZBZ.order; |
| 1828 |
for( ; dep <= sys->varstep2.rng->high; dep++ ) |
| 1829 |
sys->varstep2.vec[col] += sys->nullspace.vec[dep]* |
| 1830 |
(-linsolqr_org_col_dependency(sys->J.sys,dep,ind)); |
| 1831 |
} |
| 1832 |
} |
| 1833 |
col = sys->varstep2.rng->high + 1 - sys->ZBZ.order; |
| 1834 |
for( ; col <= sys->varstep2.rng->high; ++col ) |
| 1835 |
sys->varstep2.vec[col] = sys->nullspace.vec[col] + |
| 1836 |
sys->newton.vec[col]; |
| 1837 |
square_norm( &(sys->varstep2) ); |
| 1838 |
} |
| 1839 |
sys->varstep2.accurate = TRUE; |
| 1840 |
#if DEBUG |
| 1841 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Varstep2: "); |
| 1842 |
debug_out_vector(LIF(sys),sys,&(sys->varstep2)); |
| 1843 |
#endif |
| 1844 |
} |
| 1845 |
|
| 1846 |
|
| 1847 |
/** |
| 1848 |
Computes an update to the product B and varstep2. |
| 1849 |
*/ |
| 1850 |
static void calc_Bvarstep2( qrslv_system_t sys){ |
| 1851 |
if(sys->Bvarstep2.accurate ) |
| 1852 |
return; |
| 1853 |
|
| 1854 |
if(!OPTIMIZING(sys)){ |
| 1855 |
zero_vector(&(sys->Bvarstep2)); |
| 1856 |
sys->Bvarstep2.norm2 = 0.0; |
| 1857 |
}else{ |
| 1858 |
struct hessian_data *update; |
| 1859 |
copy_vector(&(sys->varstep2),&(sys->Bvarstep2)); |
| 1860 |
for( update=sys->B; update != NULL; update = update->next ) { |
| 1861 |
int32 col; |
| 1862 |
real64 yv = inner_product( &(update->y),&(sys->varstep2) ); |
| 1863 |
real64 sBv = inner_product( &(update->Bs),&(sys->varstep2) ); |
| 1864 |
col = sys->Bvarstep2.rng->low; |
| 1865 |
for( ; col <= sys->Bvarstep2.rng->high; col++ ) { |
| 1866 |
sys->Bvarstep2.vec[col] += update->ys > 0.0 ? |
| 1867 |
(update->y.vec[col])*yv/update->ys : 0.0; |
| 1868 |
sys->Bvarstep2.vec[col] -= update->sBs > 0.0 ? |
| 1869 |
(update->Bs.vec[col])*sBv/update->sBs : 0.0; |
| 1870 |
} |
| 1871 |
} |
| 1872 |
square_norm( &(sys->Bvarstep2) ); |
| 1873 |
} |
| 1874 |
sys->Bvarstep2.accurate = TRUE; |
| 1875 |
#if DEBUG |
| 1876 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Bvarstep2: "); |
| 1877 |
debug_out_vector(LIF(sys),sys,&(sys->Bvarstep2)); |
| 1878 |
#endif |
| 1879 |
} |
| 1880 |
|
| 1881 |
|
| 1882 |
/** |
| 1883 |
Calculate the negative gradient direction of phi in the |
| 1884 |
multipliers. |
| 1885 |
*/ |
| 1886 |
static void calc_mulstep1( qrslv_system_t sys){ |
| 1887 |
if(sys->mulstep1.accurate ) |
| 1888 |
return; |
| 1889 |
|
| 1890 |
if(!OPTIMIZING(sys)){ |
| 1891 |
zero_vector(&(sys->mulstep1)); |
| 1892 |
sys->mulstep1.norm2 = 0.0; |
| 1893 |
}else{ |
| 1894 |
int32 row; |
| 1895 |
row = sys->mulstep1.rng->low; |
| 1896 |
for( ; row <= sys->mulstep1.rng->high; row++ ) |
| 1897 |
sys->mulstep1.vec[row] = -sys->residuals.vec[row]; |
| 1898 |
square_norm( &(sys->mulstep1) ); |
| 1899 |
} |
| 1900 |
sys->mulstep1.accurate = TRUE; |
| 1901 |
#if DEBUG |
| 1902 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Mulstep1: "); |
| 1903 |
debug_out_vector(LIF(sys),sys,&(sys->mulstep1)); |
| 1904 |
#endif |
| 1905 |
} |
| 1906 |
|
| 1907 |
|
| 1908 |
/** |
| 1909 |
Calculate the mulstep2 direction of phi in the |
| 1910 |
multipliers. |
| 1911 |
*/ |
| 1912 |
static void calc_mulstep2( qrslv_system_t sys){ |
| 1913 |
if(sys->mulstep2.accurate ) |
| 1914 |
return; |
| 1915 |
|
| 1916 |
if(!OPTIMIZING(sys)){ |
| 1917 |
zero_vector(&(sys->mulstep2)); |
| 1918 |
sys->mulstep2.norm2 = 0.0; |
| 1919 |
}else{ |
| 1920 |
linsolqr_system_t lsys = sys->J.sys; |
| 1921 |
int32 row; |
| 1922 |
sys->J.rhs = linsolqr_get_rhs(lsys,2); |
| 1923 |
mtx_zero_real64(sys->J.rhs,sys->cap); |
| 1924 |
calc_rhs(sys, &(sys->Bvarstep2), -1.0, TRUE); |
| 1925 |
calc_rhs(sys, &(sys->stationary), -1.0, TRUE); |
| 1926 |
linsolqr_solve(lsys,sys->J.rhs); |
| 1927 |
row = sys->mulstep2.rng->low; |
| 1928 |
for( ; row <= sys->mulstep2.rng->high; row++ ) |
| 1929 |
sys->mulstep2.vec[row] = linsolqr_var_value |
| 1930 |
(lsys,sys->J.rhs,mtx_row_to_org(sys->J.mtx,row)); |
| 1931 |
if(SLV_PARAM_BOOL(&(sys->p),SAVLIN)) { |
| 1932 |
FILE *ldat; |
| 1933 |
int32 ov; |
| 1934 |
sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++); |
| 1935 |
ldat=fopen(savlinfilename,"w"); |
| 1936 |
FPRINTF(ldat, |
| 1937 |
"================= mulstep2rhs (orgcoled) itn %d =======\n", |
| 1938 |
sys->s.iteration); |
| 1939 |
debug_write_array(ldat,sys->J.rhs,sys->cap); |
| 1940 |
FPRINTF(ldat, |
| 1941 |
"================= mulstep2vars (orgrowed) ============\n"); |
| 1942 |
for(ov=0 ; ov < sys->cap; ov++ ) |
| 1943 |
FPRINTF(ldat,"%.20g\n",linsolqr_var_value(lsys,sys->J.rhs,ov)); |
| 1944 |
fclose(ldat); |
| 1945 |
} |
| 1946 |
square_norm( &(sys->mulstep2) ); |
| 1947 |
} |
| 1948 |
sys->mulstep2.accurate = TRUE; |
| 1949 |
#if DEBUG |
| 1950 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Mulstep2: "); |
| 1951 |
debug_out_vector(LIF(sys),sys,&(sys->mulstep2)); |
| 1952 |
#endif |
| 1953 |
} |
| 1954 |
|
| 1955 |
|
| 1956 |
/** |
| 1957 |
Computes the global minimizing function Phi. |
| 1958 |
*/ |
| 1959 |
static void calc_phi( qrslv_system_t sys){ |
| 1960 |
if(!OPTIMIZING(sys)){ |
| 1961 |
sys->phi = 0.5*sys->residuals.norm2; |
| 1962 |
}else{ |
| 1963 |
sys->phi = sys->objective; |
| 1964 |
sys->phi += inner_product( &(sys->multipliers),&(sys->residuals) ); |
| 1965 |
sys->phi += 0.5*SLV_PARAM_REAL(&(sys->p),RHO)*sys->residuals.norm2; |
| 1966 |
} |
| 1967 |
} |
| 1968 |
|
| 1969 |
/*------------------------------------------------------------------------------ |
| 1970 |
STEP CALCULATION STUFF |
| 1971 |
|
| 1972 |
* OK. Here's where we compute the actual step to be taken. It will |
| 1973 |
* be some linear combination of the 1st order and 2nd order steps. |
| 1974 |
*/ |
| 1975 |
|
| 1976 |
typedef real64 sym_2x2_t[3]; /* Stores symmetric 2x2 matrices */ |
| 1977 |
|
| 1978 |
struct parms_t { |
| 1979 |
real64 low,high,guess; /* Used to search for parameter */ |
| 1980 |
}; |
| 1981 |
|
| 1982 |
struct calc_step_vars { |
| 1983 |
sym_2x2_t coef1, coef2; |
| 1984 |
real64 rhs[2]; /* RHS for 2x2 system */ |
| 1985 |
struct parms_t parms; |
| 1986 |
real64 alpha1, alpha2; |
| 1987 |
real64 error; /* Error between step norm and sys->maxstep */ |
| 1988 |
}; |
| 1989 |
|
| 1990 |
/** |
| 1991 |
Calculates 2x2 system (coef1,coef2,rhs). |
| 1992 |
*/ |
| 1993 |
static void calc_2x2_system(qrslv_system_t sys, struct calc_step_vars *vars){ |
| 1994 |
vars->coef1[0] = (2.0*sys->phi/sys->newton.norm2)* |
| 1995 |
calc_sqrt_D0(sys->newton.norm2)/calc_sqrt_D0(sys->gamma.norm2); |
| 1996 |
vars->coef1[1] = 1.0; |
| 1997 |
vars->coef1[2] = (sys->Jgamma.norm2/sys->gamma.norm2)* |
| 1998 |
calc_sqrt_D0(sys->newton.norm2)/calc_sqrt_D0(sys->gamma.norm2); |
| 1999 |
|
| 2000 |
vars->coef2[0] = 1.0; |
| 2001 |
vars->coef2[1] = 2.0*sys->phi/ |
| 2002 |
calc_sqrt_D0(sys->newton.norm2)/calc_sqrt_D0(sys->gamma.norm2); |
| 2003 |
vars->coef2[2] = 1.0; |
| 2004 |
|
| 2005 |
vars->rhs[0] = 2.0*sys->phi/ |
| 2006 |
sys->maxstep/calc_sqrt_D0(sys->gamma.norm2); |
| 2007 |
vars->rhs[1] = calc_sqrt_D0(sys->newton.norm2)/sys->maxstep; |
| 2008 |
} |
| 2009 |
|
| 2010 |
/** |
| 2011 |
Determines alpha1 and alpha2 from the parameter (guess). |
| 2012 |
*/ |
| 2013 |
static void coefs_from_parm( qrslv_system_t sys, struct calc_step_vars *vars){ |
| 2014 |
|
| 2015 |
sym_2x2_t coef; /* Actual coefficient matrix */ |
| 2016 |
real64 det; /* Determinant of coefficient matrix */ |
| 2017 |
int i; |
| 2018 |
|
| 2019 |
for(i=0; i<3; ++i) coef[i]= vars->coef1[i] + vars->parms.guess * vars->coef2[i]; |
| 2020 |
|
| 2021 |
det = coef[0]*coef[2] - coef[1]*coef[1]; |
| 2022 |
if(det < 0.0){ |
| 2023 |
ERROR_REPORTER_HERE(ASC_PROG_ERROR,"Unexpected negative determinant %f.", det); |
| 2024 |
} |
| 2025 |
|
| 2026 |
if(det <= SLV_PARAM_REAL(&(sys->p),DETZERO) ) { |
| 2027 |
/* |
| 2028 |
varstep2 and varstep1 are essentially parallel: |
| 2029 |
adjust length of either |
| 2030 |
*/ |
| 2031 |
vars->alpha2 = 0.0; |
| 2032 |
vars->alpha1 = 1.0; |
| 2033 |
}else{ |
| 2034 |
vars->alpha2 = (vars->rhs[0]*coef[2] - vars->rhs[1]*coef[1])/det; |
| 2035 |
vars->alpha1 = (vars->rhs[1]*coef[0] - vars->rhs[0]*coef[1])/det; |
| 2036 |
} |
| 2037 |
} |
| 2038 |
|
| 2039 |
/** |
| 2040 |
Computes step vector length based on 1st order and 2nd order |
| 2041 |
vectors and their coefficients. |
| 2042 |
*/ |
| 2043 |
static real64 step_norm2( qrslv_system_t sys, struct calc_step_vars *vars){ |
| 2044 |
return sys->maxstep*sys->maxstep* |
| 2045 |
(vars->alpha2 * vars->alpha2 + |
| 2046 |
vars->alpha2 * vars->alpha1 * sys->phi/ |
| 2047 |
calc_sqrt_D0(sys->varstep2.norm2 + sys->mulstep2.norm2)/ |
| 2048 |
calc_sqrt_D0(sys->varstep1.norm2 + sys->mulstep1.norm2) + |
| 2049 |
vars->alpha1 * vars->alpha1); |
| 2050 |
} |
| 2051 |
|
| 2052 |
/** |
| 2053 |
Re-guesses the parameters based on step size vs. target value. |
| 2054 |
*/ |
| 2055 |
static void adjust_parms( qrslv_system_t sys, struct calc_step_vars *vars){ |
| 2056 |
vars->error = (calc_sqrt_D0(step_norm2(sys,vars))/sys->maxstep) - 1.0; |
| 2057 |
if(vars->error > 0.0 ) { |
| 2058 |
/* Increase parameter (to decrease step length) */ |
| 2059 |
vars->parms.low = vars->parms.guess; |
| 2060 |
vars->parms.guess = (vars->parms.high>3.0*vars->parms.guess) |
| 2061 |
? 2.0*vars->parms.guess |
| 2062 |
: 0.5*(vars->parms.low + vars->parms.high); |
| 2063 |
}else{ |
| 2064 |
/* Decrease parameter (to increase step norm) */ |
| 2065 |
vars->parms.high = vars->parms.guess; |
| 2066 |
vars->parms.guess = 0.5*(vars->parms.low + vars->parms.high); |
| 2067 |
} |
| 2068 |
} |
| 2069 |
|
| 2070 |
/** |
| 2071 |
Computes the step based on the coefficients in vars. |
| 2072 |
*/ |
| 2073 |
static void compute_step( qrslv_system_t sys, struct calc_step_vars *vars){ |
| 2074 |
int32 row,col; |
| 2075 |
real64 tot1_norm2, tot2_norm2; |
| 2076 |
|
| 2077 |
tot1_norm2 = sys->varstep1.norm2 + sys->mulstep1.norm2; |
| 2078 |
tot2_norm2 = sys->varstep2.norm2 + sys->mulstep2.norm2; |
| 2079 |
if(!sys->varstep.accurate ) { |
| 2080 |
for( col=sys->varstep.rng->low ; col<=sys->varstep.rng->high ; ++col ) |
| 2081 |
if((vars->alpha2 == 1.0) && (vars->alpha1 == 0.0) ) { |
| 2082 |
sys->varstep.vec[col] = sys->maxstep * |
| 2083 |
sys->varstep2.vec[col]/calc_sqrt_D0(tot2_norm2); |
| 2084 |
}else if((vars->alpha2 == 0.0) && (vars->alpha1 == 1.0) ) { |
| 2085 |
sys->varstep.vec[col] = sys->maxstep * |
| 2086 |
sys->varstep1.vec[col]/calc_sqrt_D0(tot1_norm2); |
| 2087 |
}else if((vars->alpha2 != 0.0) && (vars->alpha1 != 0.0) ) { |
| 2088 |
sys->varstep.vec[col] = sys->maxstep* |
| 2089 |
( |
| 2090 |
vars->alpha2*sys->varstep2.vec[col]/calc_sqrt_D0(tot2_norm2) + |
| 2091 |
vars->alpha1*sys->varstep1.vec[col]/calc_sqrt_D0(tot1_norm2) |
| 2092 |
); |
| 2093 |
} |
| 2094 |
sys->varstep.accurate = TRUE; |
| 2095 |
} |
| 2096 |
if(!sys->mulstep.accurate ) { |
| 2097 |
for( row=sys->mulstep.rng->low ; row<=sys->mulstep.rng->high ; ++row ) |
| 2098 |
if((vars->alpha2 == 1.0) && (vars->alpha1 == 0.0) ) { |
| 2099 |
sys->mulstep.vec[row] = sys->maxstep * |
| 2100 |
sys->mulstep2.vec[row]/calc_sqrt_D0(tot2_norm2); |
| 2101 |
}else if((vars->alpha2 == 0.0) && (vars->alpha1 == 1.0) ) { |
| 2102 |
sys->mulstep.vec[row] = sys->maxstep * |
| 2103 |
sys->mulstep1.vec[row]/calc_sqrt_D0(tot1_norm2); |
| 2104 |
}else if((vars->alpha2 != 0.0) && (vars->alpha1 != 0.0) ) { |
| 2105 |
sys->mulstep.vec[row] = sys->maxstep* |
| 2106 |
( |
| 2107 |
vars->alpha2*sys->mulstep2.vec[row]/calc_sqrt_D0(tot2_norm2) + |
| 2108 |
vars->alpha1*sys->mulstep1.vec[row]/calc_sqrt_D0(tot1_norm2) |
| 2109 |
); |
| 2110 |
} |
| 2111 |
sys->mulstep.accurate = TRUE; |
| 2112 |
} |
| 2113 |
#if DEBUG |
| 2114 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Varstep: "); |
| 2115 |
debug_out_vector(LIF(sys),sys,&(sys->varstep)); |
| 2116 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Mulstep: "); |
| 2117 |
debug_out_vector(LIF(sys),sys,&(sys->mulstep)); |
| 2118 |
#endif |
| 2119 |
} |
| 2120 |
|
| 2121 |
|
| 2122 |
/** |
| 2123 |
Calculates step vector, based on sys->maxstep, and the varstep2/ |
| 2124 |
varstep1 and mulstep2/mulstep1 vectors. Nothing is assumed to be |
| 2125 |
calculated, except the weights and the jacobian (scaled). Also, |
| 2126 |
the step is not checked for legitimacy. |
| 2127 |
NOTE: the step is scaled. |
| 2128 |
*/ |
| 2129 |
static void calc_step( qrslv_system_t sys, int minor){ |
| 2130 |
|
| 2131 |
struct calc_step_vars vars; |
| 2132 |
real64 tot1_norm2, tot2_norm2; |
| 2133 |
|
| 2134 |
if(sys->varstep.accurate && sys->mulstep.accurate ) |
| 2135 |
return; |
| 2136 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2137 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\n%-40s ---> %d\n", " Step trial",minor); |
| 2138 |
} |
| 2139 |
|
| 2140 |
tot1_norm2 = sys->varstep1.norm2 + sys->mulstep1.norm2; |
| 2141 |
tot2_norm2 = sys->varstep2.norm2 + sys->mulstep2.norm2; |
| 2142 |
if((tot1_norm2 == 0.0) && (tot2_norm2 == 0.0) ) { |
| 2143 |
/* Take no step at all */ |
| 2144 |
vars.alpha1 = 0.0; |
| 2145 |
vars.alpha2 = 0.0; |
| 2146 |
sys->maxstep = 0.0; |
| 2147 |
sys->varstep.norm2 = 0.0; |
| 2148 |
sys->mulstep.norm2 = 0.0; |
| 2149 |
|
| 2150 |
}else if(tot2_norm2 > 0.0 && OPTIMIZING(sys)){ |
| 2151 |
/* Stay in varstep2 direction */ |
| 2152 |
vars.alpha1 = 0.0; |
| 2153 |
vars.alpha2 = 1.0; |
| 2154 |
sys->maxstep = MIN(sys->maxstep,calc_sqrt_D0(tot2_norm2)); |
| 2155 |
sys->varstep.norm2 = calc_sqr_D0(sys->maxstep)* |
| 2156 |
sys->varstep2.norm2/tot2_norm2; |
| 2157 |
sys->mulstep.norm2 = calc_sqr_D0(sys->maxstep)* |
| 2158 |
sys->mulstep2.norm2/tot2_norm2; |
| 2159 |
|
| 2160 |
}else if((tot2_norm2>0.0)&&(calc_sqrt_D0(tot2_norm2)<=sys->maxstep) ) { |
| 2161 |
/* Attempt step in varstep2 direction */ |
| 2162 |
vars.alpha1 = 0.0; |
| 2163 |
vars.alpha2 = 1.0; |
| 2164 |
sys->maxstep = calc_sqrt_D0(tot2_norm2); |
| 2165 |
sys->varstep.norm2 = calc_sqr_D0(sys->maxstep)* |
| 2166 |
sys->varstep2.norm2/tot2_norm2; |
| 2167 |
sys->mulstep.norm2 = calc_sqr_D0(sys->maxstep)* |
| 2168 |
sys->mulstep2.norm2/tot2_norm2; |
| 2169 |
|
| 2170 |
}else if((tot2_norm2==0.0 || sys->s.block.current_size==1) && |
| 2171 |
(tot1_norm2 > 0.0) ) { |
| 2172 |
/* Attempt step in varstep1 direction */ |
| 2173 |
vars.alpha1 = 1.0; |
| 2174 |
vars.alpha2 = 0.0; |
| 2175 |
if( (sys->gamma.norm2/sys->Jgamma.norm2)* |
| 2176 |
calc_sqrt_D0(sys->gamma.norm2) <= sys->maxstep ) |
| 2177 |
sys->maxstep = (sys->gamma.norm2/sys->Jgamma.norm2)* |
| 2178 |
calc_sqrt_D0(sys->gamma.norm2); |
| 2179 |
sys->varstep.norm2 = calc_sqr_D0(sys->maxstep)* |
| 2180 |
sys->varstep1.norm2/tot1_norm2; |
| 2181 |
sys->mulstep.norm2 = calc_sqr_D0(sys->maxstep)* |
| 2182 |
sys->mulstep1.norm2/tot1_norm2; |
| 2183 |
|
| 2184 |
}else{ |
| 2185 |
/* Attempt step in varstep1-varstep2 direction */ |
| 2186 |
vars.parms.low = 0.0; |
| 2187 |
vars.parms.high = MAXDOUBLE; |
| 2188 |
vars.parms.guess = 1.0; |
| 2189 |
calc_2x2_system(sys,&vars); |
| 2190 |
do { |
| 2191 |
coefs_from_parm(sys, &vars); |
| 2192 |
adjust_parms(sys, &vars); |
| 2193 |
} while( fabs(vars.error) > SLV_PARAM_REAL(&(sys->p),STEPSIZEERR_MAX) && |
| 2194 |
vars.parms.high - vars.parms.low > SLV_PARAM_REAL(&(sys->p),PARMRNG_MIN) ); |
| 2195 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2196 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2197 |
" parameter high", vars.parms.high); |
| 2198 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2199 |
" parameter low", vars.parms.low); |
| 2200 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2201 |
" Error in step length", vars.error); |
| 2202 |
} |
| 2203 |
sys->varstep.norm2 = step_norm2(sys, &vars); |
| 2204 |
sys->mulstep.norm2 = 0.0; |
| 2205 |
} |
| 2206 |
|
| 2207 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2208 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", " Alpha1 coefficient (normalized)", |
| 2209 |
vars.alpha1); |
| 2210 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", " Alpha2 coefficient (normalized)", |
| 2211 |
vars.alpha2); |
| 2212 |
} |
| 2213 |
compute_step(sys,&vars); |
| 2214 |
return; |
| 2215 |
|
| 2216 |
} |
| 2217 |
|
| 2218 |
/*------------------------------------------------------------------------------ |
| 2219 |
VARIABLE VALUES MAINTENANCE |
| 2220 |
*/ |
| 2221 |
|
| 2222 |
/** |
| 2223 |
Restores the values of the variables before applying |
| 2224 |
a step. |
| 2225 |
*/ |
| 2226 |
static void restore_variables( qrslv_system_t sys){ |
| 2227 |
int32 col; |
| 2228 |
real64 *vec; |
| 2229 |
vec = (sys->nominals.vec); |
| 2230 |
for( col = sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) { |
| 2231 |
struct var_variable *var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
| 2232 |
var_set_value(var,sys->variables.vec[col]*vec[col]); |
| 2233 |
} |
| 2234 |
} |
| 2235 |
|
| 2236 |
|
| 2237 |
/** |
| 2238 |
Calculates the maximum fraction of the step which can be |
| 2239 |
taken without going out of bounds. If the entire step can be |
| 2240 |
taken, 1.0 is returned. Otherwise a value less than 1 is |
| 2241 |
returned. It is assumed that the current variable values |
| 2242 |
are within their bounds. The step must be calculated. |
| 2243 |
*/ |
| 2244 |
static real64 required_coef_to_stay_inbounds( qrslv_system_t sys){ |
| 2245 |
real64 mincoef; |
| 2246 |
int32 col; |
| 2247 |
real64 *vec; |
| 2248 |
vec = (sys->nominals.vec); |
| 2249 |
|
| 2250 |
if(sys->p.ignore_bounds ) |
| 2251 |
return(1.0); |
| 2252 |
|
| 2253 |
mincoef = 1.0; |
| 2254 |
for( col=sys->varstep.rng->low; col <= sys->varstep.rng->high; col++ ) { |
| 2255 |
struct var_variable *var; |
| 2256 |
real64 coef,dx,val,bnd; |
| 2257 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
| 2258 |
coef = 1.0; |
| 2259 |
dx = sys->varstep.vec[col] * vec[col]; |
| 2260 |
bnd = var_upper_bound(var); |
| 2261 |
if((val=var_value(var)) + dx > bnd ) |
| 2262 |
coef = MIN((bnd-val)/dx, 1.0); |
| 2263 |
bnd = var_lower_bound(var); |
| 2264 |
if(val + dx < bnd ) |
| 2265 |
coef = MIN((bnd-val)/dx, 1.0); |
| 2266 |
if(coef < mincoef ) |
| 2267 |
mincoef = coef; |
| 2268 |
} |
| 2269 |
return(mincoef); |
| 2270 |
} |
| 2271 |
|
| 2272 |
|
| 2273 |
/** |
| 2274 |
Adds sys->varstep to the variable values in block: projecting |
| 2275 |
near bounds. |
| 2276 |
*/ |
| 2277 |
static void apply_step( qrslv_system_t sys){ |
| 2278 |
FILE *lif = LIF(sys); |
| 2279 |
int nproj = 0; |
| 2280 |
real64 bounds_coef = 1.0; |
| 2281 |
int32 col; |
| 2282 |
real64 *vec; |
| 2283 |
vec = (sys->nominals.vec); |
| 2284 |
|
| 2285 |
if(SLV_PARAM_BOOL(&(sys->p),TRUNCATE) && (!sys->p.ignore_bounds)) |
| 2286 |
bounds_coef = required_coef_to_stay_inbounds(sys); |
| 2287 |
|
| 2288 |
for( col=sys->varstep.rng->low; col <= sys->varstep.rng->high; col++ ) { |
| 2289 |
struct var_variable *var; |
| 2290 |
real64 dx,val,bnd; |
| 2291 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
| 2292 |
dx = vec[col]*sys->varstep.vec[col]; |
| 2293 |
val = var_value(var); |
| 2294 |
if(bounds_coef < 1.0) { |
| 2295 |
dx = dx*SLV_PARAM_REAL(&(sys->p),TOWARD_BOUNDS)*bounds_coef; |
| 2296 |
sys->varstep.vec[col] = dx/vec[col]; |
| 2297 |
}else{ |
| 2298 |
if(!sys->p.ignore_bounds ) { |
| 2299 |
if(val + dx > (bnd=var_upper_bound(var)) ) { |
| 2300 |
dx = SLV_PARAM_REAL(&(sys->p),TOWARD_BOUNDS)*(bnd-val); |
| 2301 |
sys->varstep.vec[col] = dx/vec[col]; |
| 2302 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2303 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> ", |
| 2304 |
" Variable projected to upper bound"); |
| 2305 |
print_var_name(lif,sys,var); PUTC('\n',lif); |
| 2306 |
} |
| 2307 |
++nproj; |
| 2308 |
}else if(val + dx < (bnd=var_lower_bound(var)) ) { |
| 2309 |
dx = SLV_PARAM_REAL(&(sys->p),TOWARD_BOUNDS)*(bnd-val); |
| 2310 |
sys->varstep.vec[col] = dx/vec[col]; |
| 2311 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2312 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> ", |
| 2313 |
" Variable projected to lower bound"); |
| 2314 |
print_var_name(lif,sys,var); PUTC('\n',lif); |
| 2315 |
} |
| 2316 |
++nproj; |
| 2317 |
} |
| 2318 |
} |
| 2319 |
} |
| 2320 |
var_set_value(var,val+dx); |
| 2321 |
} |
| 2322 |
|
| 2323 |
if(!sys->p.ignore_bounds ) { |
| 2324 |
if(nproj > 0) { |
| 2325 |
square_norm(&(sys->varstep)); |
| 2326 |
sys->progress = calc_sqrt_D0 |
| 2327 |
(calc_sqrt_D0((sys->varstep.norm2 + sys->mulstep.norm2)* |
| 2328 |
(sys->varstep1.norm2 + sys->mulstep1.norm2))); |
| 2329 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2330 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", " Projected step length (scaled)", |
| 2331 |
calc_sqrt_D0(sys->varstep.norm2 + sys->mulstep.norm2)); |
| 2332 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2333 |
" Projected progress", sys->progress); |
| 2334 |
} |
| 2335 |
} |
| 2336 |
if(bounds_coef < 1.0) { |
| 2337 |
square_norm(&(sys->varstep)); |
| 2338 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2339 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2340 |
" Truncated step length (scaled)", |
| 2341 |
calc_sqrt_D0(sys->varstep.norm2 + sys->mulstep.norm2)); |
| 2342 |
} |
| 2343 |
sys->progress = calc_sqrt_D0 |
| 2344 |
(calc_sqrt_D0((sys->varstep.norm2 + sys->mulstep.norm2)* |
| 2345 |
(sys->varstep1.norm2 + sys->mulstep1.norm2))); |
| 2346 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2347 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2348 |
" Truncated progress", sys->progress); |
| 2349 |
} |
| 2350 |
} |
| 2351 |
} |
| 2352 |
|
| 2353 |
/* Allow weighted residuals to be recalculated at new point */ |
| 2354 |
sys->residuals.accurate = FALSE; |
| 2355 |
|
| 2356 |
return; |
| 2357 |
} |
| 2358 |
|
| 2359 |
/** |
| 2360 |
This function should be called when the step is accepted. |
| 2361 |
*/ |
| 2362 |
static void step_accepted( qrslv_system_t sys){ |
| 2363 |
/* Maintain update status on jacobian and weights */ |
| 2364 |
if(--(sys->update.jacobian) <= 0) |
| 2365 |
sys->J.accurate = FALSE; |
| 2366 |
|
| 2367 |
sys->ZBZ.accurate = FALSE; |
| 2368 |
sys->variables.accurate = FALSE; |
| 2369 |
sys->gradient.accurate = FALSE; |
| 2370 |
sys->multipliers.accurate = FALSE; |
| 2371 |
sys->stationary.accurate = FALSE; |
| 2372 |
sys->newton.accurate = FALSE; |
| 2373 |
sys->Bnewton.accurate = FALSE; |
| 2374 |
sys->nullspace.accurate = FALSE; |
| 2375 |
sys->gamma.accurate = FALSE; |
| 2376 |
sys->Jgamma.accurate = FALSE; |
| 2377 |
sys->varstep1.accurate = FALSE; |
| 2378 |
sys->Bvarstep1.accurate = FALSE; |
| 2379 |
sys->varstep2.accurate = FALSE; |
| 2380 |
sys->Bvarstep2.accurate = FALSE; |
| 2381 |
sys->mulstep1.accurate = FALSE; |
| 2382 |
sys->mulstep2.accurate = FALSE; |
| 2383 |
sys->varstep.accurate = FALSE; |
| 2384 |
sys->mulstep.accurate = FALSE; |
| 2385 |
|
| 2386 |
if(!OPTIMIZING(sys)){ |
| 2387 |
sys->ZBZ.accurate = TRUE; |
| 2388 |
sys->gradient.accurate = TRUE; |
| 2389 |
sys->multipliers.accurate = TRUE; |
| 2390 |
sys->stationary.accurate = TRUE; |
| 2391 |
sys->Bnewton.accurate = TRUE; |
| 2392 |
sys->nullspace.accurate = TRUE; |
| 2393 |
sys->Bvarstep1.accurate = TRUE; |
| 2394 |
sys->Bvarstep2.accurate = TRUE; |
| 2395 |
} |
| 2396 |
} |
| 2397 |
|
| 2398 |
/** |
| 2399 |
This function changes sys->maxstep to the given number and should be |
| 2400 |
called whenever sys->maxstep is to be changed. |
| 2401 |
*/ |
| 2402 |
static void change_maxstep( qrslv_system_t sys, real64 maxstep){ |
| 2403 |
sys->maxstep = maxstep; |
| 2404 |
sys->varstep.accurate = FALSE; |
| 2405 |
if(OPTIMIZING(sys))sys->mulstep.accurate = FALSE; |
| 2406 |
} |
| 2407 |
|
| 2408 |
|
| 2409 |
/*------------------------------------------------------------------------------ |
| 2410 |
BLOCK ROUTINES |
| 2411 |
*/ |
| 2412 |
|
| 2413 |
/** |
| 2414 |
Returns TRUE if the current block is feasible, FALSE otherwise. |
| 2415 |
It is assumed that the residuals have been computed. |
| 2416 |
*/ |
| 2417 |
static boolean block_feasible( qrslv_system_t sys){ |
| 2418 |
int32 row; |
| 2419 |
|
| 2420 |
if(!sys->s.calc_ok ) |
| 2421 |
return(FALSE); |
| 2422 |
|
| 2423 |
for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) { |
| 2424 |
struct rel_relation *rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
| 2425 |
if(!rel_satisfied(rel) ) return FALSE; |
| 2426 |
} |
| 2427 |
return TRUE; |
| 2428 |
} |
| 2429 |
|
| 2430 |
/** |
| 2431 |
Moves on to the next block, updating all of the solver information. |
| 2432 |
To move to the first block, set sys->s.block.current_block to -1 before |
| 2433 |
calling. If already at the last block, then sys->s.block.current_block |
| 2434 |
will equal the number of blocks and the system will be declared |
| 2435 |
converged. Otherwise, the residuals for the new block will be computed |
| 2436 |
and sys->s.calc_ok set according. |
| 2437 |
*/ |
| 2438 |
static void move_to_next_block( qrslv_system_t sys){ |
| 2439 |
struct var_variable *var; |
| 2440 |
struct rel_relation *rel; |
| 2441 |
int32 row; |
| 2442 |
int32 col; |
| 2443 |
int32 ci; |
| 2444 |
boolean ok; |
| 2445 |
|
| 2446 |
if(sys->s.block.current_block >= 0 ) { |
| 2447 |
|
| 2448 |
|
| 2449 |
/* Record cost accounting info here. */ |
| 2450 |
ci=sys->s.block.current_block; |
| 2451 |
sys->s.cost[ci].size = sys->s.block.current_size; |
| 2452 |
sys->s.cost[ci].iterations = sys->s.block.iteration; |
| 2453 |
sys->s.cost[ci].funcs = sys->s.block.funcs; |
| 2454 |
sys->s.cost[ci].jacs = sys->s.block.jacs; |
| 2455 |
sys->s.cost[ci].functime = sys->s.block.functime; |
| 2456 |
sys->s.cost[ci].jactime = sys->s.block.jactime; |
| 2457 |
sys->s.cost[ci].time = sys->s.block.cpu_elapsed; |
| 2458 |
sys->s.cost[ci].resid = sys->s.block.residual; |
| 2459 |
|
| 2460 |
/* De-initialize previous block */ |
| 2461 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && (sys->s.block.current_size >1 || |
| 2462 |
SLV_PARAM_BOOL(&(sys->p),LIFDS))) { |
| 2463 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Block %d converged.\n", |
| 2464 |
sys->s.block.current_block); |
| 2465 |
} |
| 2466 |
for( col=sys->J.reg.col.low; col <= sys->J.reg.col.high; col++ ) { |
| 2467 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
| 2468 |
var_set_in_block(var,FALSE); |
| 2469 |
} |
| 2470 |
for( row=sys->J.reg.row.low; row <= sys->J.reg.row.high; row++ ) { |
| 2471 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
| 2472 |
rel_set_in_block(rel,FALSE); |
| 2473 |
} |
| 2474 |
sys->s.block.previous_total_size += sys->s.block.current_size; |
| 2475 |
} |
| 2476 |
|
| 2477 |
sys->s.block.current_block++; |
| 2478 |
if(sys->s.block.current_block < sys->s.block.number_of ) { |
| 2479 |
|
| 2480 |
/* Initialize next block */ |
| 2481 |
if(OPTIMIZING(sys)){ |
| 2482 |
mtx_region(&(sys->J.reg), 0, sys->rank-1, 0, sys->vused-1 ); |
| 2483 |
}else{ |
| 2484 |
sys->J.reg = |
| 2485 |
(slv_get_solvers_blocks(SERVER))->block[sys->s.block.current_block]; |
| 2486 |
} |
| 2487 |
|
| 2488 |
row = sys->J.reg.row.high - sys->J.reg.row.low + 1; |
| 2489 |
col = sys->J.reg.col.high - sys->J.reg.col.low + 1; |
| 2490 |
sys->s.block.current_size = MAX(row,col); |
| 2491 |
|
| 2492 |
sys->s.block.iteration = 0; |
| 2493 |
sys->s.block.cpu_elapsed = 0.0; |
| 2494 |
sys->s.block.functime = 0.0; |
| 2495 |
sys->s.block.jactime = 0.0; |
| 2496 |
sys->s.block.funcs = 0; |
| 2497 |
sys->s.block.jacs = 0; |
| 2498 |
|
| 2499 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && (SLV_PARAM_BOOL(&(sys->p),LIFDS) || |
| 2500 |
sys->s.block.current_size > 1)) { |
| 2501 |
debug_delimiter(LIF(sys)); |
| 2502 |
debug_delimiter(LIF(sys)); |
| 2503 |
} |
| 2504 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && SLV_PARAM_BOOL(&(sys->p),LIFDS)) { |
| 2505 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\n%-40s ---> %d in [%d..%d]\n", |
| 2506 |
"Current block number", sys->s.block.current_block, |
| 2507 |
0, sys->s.block.number_of-1); |
| 2508 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %d\n", "Current block size", |
| 2509 |
sys->s.block.current_size); |
| 2510 |
} |
| 2511 |
sys->s.calc_ok = TRUE; |
| 2512 |
|
| 2513 |
if(!(ok = calc_objective(sys)) ) { |
| 2514 |
ERROR_REPORTER_HERE(ASC_PROG_WARNING,"Objective calculation errors detected"); |
| 2515 |
} |
| 2516 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && sys->obj) { |
| 2517 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", "Objective", sys->objective); |
| 2518 |
} |
| 2519 |
sys->s.calc_ok = sys->s.calc_ok && ok; |
| 2520 |
|
| 2521 |
if(!(sys->p.ignore_bounds) ) { |
| 2522 |
slv_ensure_bounds(SERVER, sys->J.reg.col.low, |
| 2523 |
sys->J.reg.col.high,MIF(sys)); |
| 2524 |
} |
| 2525 |
|
| 2526 |
sys->residuals.accurate = FALSE; |
| 2527 |
if(!(ok = calc_residuals(sys)) ) { |
| 2528 |
/* error_reporter will have been called somewhere else already */ |
| 2529 |
CONSOLE_DEBUG("Residual calculation errors detected in move_to_next_block."); |
| 2530 |
} |
| 2531 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && |
| 2532 |
(sys->s.block.current_size >1 || |
| 2533 |
SLV_PARAM_BOOL(&(sys->p),LIFDS)) ) { |
| 2534 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", "Residual norm (unscaled)", |
| 2535 |
sys->s.block.residual); |
| 2536 |
} |
| 2537 |
sys->s.calc_ok = sys->s.calc_ok && ok; |
| 2538 |
|
| 2539 |
/* Must be updated as soon as required */ |
| 2540 |
sys->J.accurate = FALSE; |
| 2541 |
sys->update.weights = 0; |
| 2542 |
sys->update.nominals = 0; |
| 2543 |
sys->update.relnoms = 0; |
| 2544 |
sys->update.iterative = 0; |
| 2545 |
sys->ZBZ.accurate = FALSE; |
| 2546 |
sys->variables.accurate = FALSE; |
| 2547 |
sys->gradient.accurate = FALSE; |
| 2548 |
sys->multipliers.accurate = FALSE; |
| 2549 |
sys->stationary.accurate = FALSE; |
| 2550 |
sys->newton.accurate = FALSE; |
| 2551 |
sys->Bnewton.accurate = FALSE; |
| 2552 |
sys->nullspace.accurate = FALSE; |
| 2553 |
sys->gamma.accurate = FALSE; |
| 2554 |
sys->Jgamma.accurate = FALSE; |
| 2555 |
sys->varstep1.accurate = FALSE; |
| 2556 |
sys->Bvarstep1.accurate = FALSE; |
| 2557 |
sys->varstep2.accurate = FALSE; |
| 2558 |
sys->Bvarstep2.accurate = FALSE; |
| 2559 |
sys->mulstep1.accurate = FALSE; |
| 2560 |
sys->mulstep2.accurate = FALSE; |
| 2561 |
sys->varstep.accurate = FALSE; |
| 2562 |
sys->mulstep.accurate = FALSE; |
| 2563 |
|
| 2564 |
if(!OPTIMIZING(sys)){ |
| 2565 |
sys->ZBZ.accurate = TRUE; |
| 2566 |
sys->gradient.accurate = TRUE; |
| 2567 |
sys->multipliers.accurate = TRUE; |
| 2568 |
sys->stationary.accurate = TRUE; |
| 2569 |
sys->Bnewton.accurate = TRUE; |
| 2570 |
sys->nullspace.accurate = TRUE; |
| 2571 |
sys->Bvarstep1.accurate = TRUE; |
| 2572 |
sys->Bvarstep2.accurate = TRUE; |
| 2573 |
} |
| 2574 |
|
| 2575 |
}else{ |
| 2576 |
/* |
| 2577 |
* Before we claim convergence, we must check if we left behind |
| 2578 |
* some unassigned relations. If and only if they happen to be |
| 2579 |
* satisfied at the current point, convergence has been obtained. |
| 2580 |
* |
| 2581 |
* Also insures that all included relations have valid residuals. |
| 2582 |
* Included inequalities will have correct residuals. |
| 2583 |
* Unsatisfied included inequalities cause inconsistency. |
| 2584 |
* |
| 2585 |
* This of course ignores that fact an objective function might |
| 2586 |
* be present. Then, feasibility isn't enough, is it now. |
| 2587 |
*/ |
| 2588 |
if(sys->s.struct_singular ) { |
| 2589 |
/* black box w/singletons provoking bug here, maybe */ |
| 2590 |
sys->s.block.current_size = sys->rused - sys->rank; |
| 2591 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2592 |
debug_delimiter(LIF(sys)); |
| 2593 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %d\n", "Unassigned Relations", |
| 2594 |
sys->s.block.current_size); |
| 2595 |
} |
| 2596 |
sys->J.reg.row.low = sys->J.reg.col.low = sys->rank; |
| 2597 |
sys->J.reg.row.high = sys->J.reg.col.high = sys->rused - 1; |
| 2598 |
sys->residuals.accurate = FALSE; |
| 2599 |
if(!(ok=calc_residuals(sys)) ) { |
| 2600 |
FPRINTF(MIF(sys), |
| 2601 |
"Residual calculation errors detected in leftover equations.\n"); |
| 2602 |
} |
| 2603 |
|
| 2604 |
/** @TODO does this 'ok' needed to be ANDed with sys->s.calc_ok? */ |
| 2605 |
|
| 2606 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2607 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", "Residual norm (unscaled)", |
| 2608 |
sys->s.block.residual); |
| 2609 |
} |
| 2610 |
if(block_feasible(sys) ) { |
| 2611 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2612 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\nUnassigned relations ok. Lucky you.\n"); |
| 2613 |
} |
| 2614 |
sys->s.converged = TRUE; |
| 2615 |
}else{ |
| 2616 |
ERROR_REPORTER_HERE(ASC_PROG_WARNING,"Problem inconsistent: unassigned relations not satisfied"); |
| 2617 |
/* if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2618 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\nProblem inconsistent: %s.\n", |
| 2619 |
"Unassigned relations not satisfied"); |
| 2620 |
} |
| 2621 |
*/ |
| 2622 |
sys->s.inconsistent = TRUE; |
| 2623 |
} |
| 2624 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 2625 |
debug_delimiter(LIF(sys)); |
| 2626 |
} |
| 2627 |
}else{ |
| 2628 |
sys->s.converged = TRUE; |
| 2629 |
} |
| 2630 |
/* nearly done checking. Must verify included inequalities if |
| 2631 |
we think equalities are ok. */ |
| 2632 |
if(sys->s.converged) { |
| 2633 |
ok = calc_inequalities(sys); |
| 2634 |
if(!ok && sys->s.inconsistent){ |
| 2635 |
sys->s.inconsistent = TRUE; |
| 2636 |
ERROR_REPORTER_HERE(ASC_PROG_ERR,"System marked inconsistent after inspecting inequalities"); |
| 2637 |
} |
| 2638 |
} |
| 2639 |
} |
| 2640 |
} |
| 2641 |
|
| 2642 |
/** |
| 2643 |
Calls the appropriate reorder function on a block |
| 2644 |
*/ |
| 2645 |
static void reorder_new_block(qrslv_system_t sys){ |
| 2646 |
int32 method; |
| 2647 |
if(sys->s.block.current_block < sys->s.block.number_of ) { |
| 2648 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),REORDER_OPTION),"SPK1") == 0) { |
| 2649 |
method = 2; |
| 2650 |
}else{ |
| 2651 |
method = 1; |
| 2652 |
} |
| 2653 |
|
| 2654 |
if(sys->s.block.current_block <= sys->s.block.current_reordered_block && |
| 2655 |
sys->s.cost[sys->s.block.current_block].reorder_method == method && |
| 2656 |
sys->s.block.current_block >= 0 ) { |
| 2657 |
#if DEBUG |
| 2658 |
FPRINTF(stderr,"YOU JUST AVOIDED A REORDERING\n"); |
| 2659 |
#endif |
| 2660 |
slv_set_up_block(SERVER,sys->s.block.current_block); |
| 2661 |
/* tell linsol to bless it and get on with things */ |
| 2662 |
linsolqr_reorder(sys->J.sys,&(sys->J.reg),natural); |
| 2663 |
return; /*must have been reordered since last system build*/ |
| 2664 |
} |
| 2665 |
|
| 2666 |
/* Let the slv client function take care of reordering things |
| 2667 |
* and setting in block flags. |
| 2668 |
*/ |
| 2669 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),REORDER_OPTION),"SPK1") == 0) { |
| 2670 |
sys->s.cost[sys->s.block.current_block].reorder_method = 2; |
| 2671 |
slv_spk1_reorder_block(SERVER,sys->s.block.current_block,1); |
| 2672 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),REORDER_OPTION),"TEAR_DROP") == 0) { |
| 2673 |
sys->s.cost[sys->s.block.current_block].reorder_method = 1; |
| 2674 |
slv_tear_drop_reorder_block(SERVER,sys->s.block.current_block |
| 2675 |
,SLV_PARAM_INT(&(sys->p),CUTOFF), 0,mtx_SPK1 |
| 2676 |
); |
| 2677 |
/* khack: try tspk1 for transpose case */ |
| 2678 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),REORDER_OPTION),"OVER_TEAR") == 0) { |
| 2679 |
sys->s.cost[sys->s.block.current_block].reorder_method = 1; |
| 2680 |
slv_tear_drop_reorder_block(SERVER,sys->s.block.current_block |
| 2681 |
,SLV_PARAM_INT(&(sys->p),CUTOFF), 1,mtx_SPK1 |
| 2682 |
); |
| 2683 |
}else{ |
| 2684 |
sys->s.cost[sys->s.block.current_block].reorder_method = 1; |
| 2685 |
ERROR_REPORTER_START_NOLINE(ASC_PROG_ERROR); |
| 2686 |
FPRINTF(MIF(sys),"QRSlv called with unknown reorder option\n"); |
| 2687 |
FPRINTF(MIF(sys),"QRSlv using single edge tear drop (TEAR_DROP).\n"); |
| 2688 |
error_reporter_end_flush(); |
| 2689 |
|
| 2690 |
slv_tear_drop_reorder_block(SERVER,sys->s.block.current_block, |
| 2691 |
SLV_PARAM_INT(&(sys->p),CUTOFF),0,mtx_SPK1); |
| 2692 |
} |
| 2693 |
/* tell linsol to bless it and get on with things */ |
| 2694 |
linsolqr_reorder(sys->J.sys,&(sys->J.reg),natural); |
| 2695 |
if(sys->s.block.current_block > sys->s.block.current_reordered_block) { |
| 2696 |
sys->s.block.current_reordered_block = sys->s.block.current_block; |
| 2697 |
} |
| 2698 |
} |
| 2699 |
} |
| 2700 |
|
| 2701 |
/** |
| 2702 |
Moves to next unconverged block, assuming that the current block has |
| 2703 |
converged (or is -1, to start). |
| 2704 |
*/ |
| 2705 |
static void find_next_unconverged_block( qrslv_system_t sys){ |
| 2706 |
|
| 2707 |
do{ |
| 2708 |
move_to_next_block(sys); |
| 2709 |
#if DEBUG |
| 2710 |
debug_out_var_values(stderr,sys); |
| 2711 |
debug_out_rel_residuals(stderr,sys); |
| 2712 |
#endif |
| 2713 |
}while(!sys->s.converged && block_feasible(sys) && !OPTIMIZING(sys)); |
| 2714 |
|
| 2715 |
reorder_new_block(sys); |
| 2716 |
} |
| 2717 |
|
| 2718 |
/*------------------------------------------------------------------------------ |
| 2719 |
ITERATION BEGIN/END ROUTINES |
| 2720 |
*/ |
| 2721 |
|
| 2722 |
/** |
| 2723 |
Prepares sys for entering an iteration, increasing the iteration counts |
| 2724 |
and starting the clock. |
| 2725 |
*/ |
| 2726 |
static void iteration_begins( qrslv_system_t sys){ |
| 2727 |
sys->clock = tm_cpu_time(); |
| 2728 |
++(sys->s.block.iteration); |
| 2729 |
++(sys->s.iteration); |
| 2730 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)&& (sys->s.block.current_size >1 || |
| 2731 |
SLV_PARAM_BOOL(&(sys->p),LIFDS))) { |
| 2732 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\n%-40s ---> %d\n", |
| 2733 |
"Iteration", sys->s.block.iteration); |
| 2734 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %d\n", |
| 2735 |
"Total iteration", sys->s.iteration); |
| 2736 |
} |
| 2737 |
} |
| 2738 |
|
| 2739 |
/** |
| 2740 |
Prepares sys for exiting an iteration, stopping the clock and recording |
| 2741 |
the cpu time. |
| 2742 |
*/ |
| 2743 |
static void iteration_ends( qrslv_system_t sys){ |
| 2744 |
double cpu_elapsed; /* elapsed this iteration */ |
| 2745 |
|
| 2746 |
cpu_elapsed = (double)(tm_cpu_time() - sys->clock); |
| 2747 |
sys->s.block.cpu_elapsed += cpu_elapsed; |
| 2748 |
sys->s.cpu_elapsed += cpu_elapsed; |
| 2749 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && (sys->s.block.current_size >1 || |
| 2750 |
SLV_PARAM_BOOL(&(sys->p),LIFDS))) { |
| 2751 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2752 |
"Elapsed time", sys->s.block.cpu_elapsed); |
| 2753 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 2754 |
"Total elapsed time", sys->s.cpu_elapsed); |
| 2755 |
} |
| 2756 |
} |
| 2757 |
|
| 2758 |
/** |
| 2759 |
Updates the solver status. |
| 2760 |
*/ |
| 2761 |
static void update_status( qrslv_system_t sys){ |
| 2762 |
boolean unsuccessful; |
| 2763 |
|
| 2764 |
if(!sys->s.converged ) { |
| 2765 |
sys->s.time_limit_exceeded = |
| 2766 |
(sys->s.block.cpu_elapsed >= SLV_PARAM_INT(&(sys->p),TIME_LIMIT)); |
| 2767 |
sys->s.iteration_limit_exceeded = |
| 2768 |
(sys->s.block.iteration >= SLV_PARAM_INT(&(sys->p),ITER_LIMIT)); |
| 2769 |
} |
| 2770 |
|
| 2771 |
unsuccessful = sys->s.diverged || sys->s.inconsistent || |
| 2772 |
sys->s.iteration_limit_exceeded || sys->s.time_limit_exceeded; |
| 2773 |
|
| 2774 |
#if DEBUG |
| 2775 |
if(unsuccessful){ |
| 2776 |
CONSOLE_DEBUG("unsuccessful: diverged = %d, inconsistent = %d, iter_limit = %d, time_limit = %d" |
| 2777 |
,sys->s.diverged, sys->s.inconsistent |
| 2778 |
,sys->s.iteration_limit_exceeded, sys->s.time_limit_exceeded |
| 2779 |
); |
| 2780 |
} |
| 2781 |
#endif |
| 2782 |
|
| 2783 |
sys->s.ready_to_solve = !unsuccessful && !sys->s.converged; |
| 2784 |
#if DEBUG |
| 2785 |
CONSOLE_DEBUG("Updating solver status: unsuccessful = %d, calc_ok = %d, struct_sing = %d" |
| 2786 |
,unsuccessful,sys->s.calc_ok,sys->s.struct_singular |
| 2787 |
); |
| 2788 |
#endif |
| 2789 |
|
| 2790 |
sys->s.ok = !unsuccessful && sys->s.calc_ok && !sys->s.struct_singular; |
| 2791 |
} |
| 2792 |
|
| 2793 |
|
| 2794 |
static |
| 2795 |
int32 qrslv_get_default_parameters(slv_system_t server, SlvClientToken asys |
| 2796 |
,slv_parameters_t *parameters |
| 2797 |
){ |
| 2798 |
qrslv_system_t sys = NULL; |
| 2799 |
union parm_arg lo,hi,val; |
| 2800 |
struct slv_parameter *new_parms = NULL; |
| 2801 |
int32 make_macros = 0; |
| 2802 |
|
| 2803 |
if(server != NULL && asys != NULL) { |
| 2804 |
sys = QRSLV(asys); |
| 2805 |
make_macros = 1; |
| 2806 |
} |
| 2807 |
|
| 2808 |
#ifndef NDEBUG /* keep purify from whining on UMR */ |
| 2809 |
lo.argr = hi.argr = val.argr = 0.0; |
| 2810 |
#endif |
| 2811 |
|
| 2812 |
if(parameters->parms == NULL) { |
| 2813 |
/* an external client wants our parameter list. |
| 2814 |
* an instance of qrslv_system_structure has this pointer |
| 2815 |
* already set in qrslv_create |
| 2816 |
*/ |
| 2817 |
new_parms = ASC_NEW_ARRAY_OR_NULL(struct slv_parameter,qrslv_PA_SIZE); |
| 2818 |
if(new_parms == NULL) { |
| 2819 |
return -1; |
| 2820 |
} |
| 2821 |
parameters->parms = new_parms; |
| 2822 |
parameters->dynamic_parms = 1; |
| 2823 |
} |
| 2824 |
|
| 2825 |
parameters->num_parms = 0; |
| 2826 |
asc_assert(qrslv_PA_SIZE==44); |
| 2827 |
/* begin defining parameters */ |
| 2828 |
|
| 2829 |
slv_param_bool(parameters,IGNORE_BOUNDS |
| 2830 |
,(SlvParameterInitBool){{"ignorebounds" |
| 2831 |
,"ignore bounds?",-1 |
| 2832 |
,"ignore bounds?" |
| 2833 |
}, 0} |
| 2834 |
); |
| 2835 |
|
| 2836 |
slv_param_bool(parameters,SHOW_MORE_IMPT |
| 2837 |
,(SlvParameterInitBool){{"showmoreimportant" |
| 2838 |
,"showmoreimportant",-1 |
| 2839 |
,"showmoreimportant" |
| 2840 |
}, 1} |
| 2841 |
); |
| 2842 |
|
| 2843 |
slv_param_real(parameters,RHO |
| 2844 |
,(SlvParameterInitReal){{"rho" |
| 2845 |
,"penalty parameter",1 |
| 2846 |
,"penalty parameter" |
| 2847 |
}, 100, 0, 10e100} |
| 2848 |
); |
| 2849 |
|
| 2850 |
slv_param_bool(parameters,PARTITION |
| 2851 |
,(SlvParameterInitBool){{"partition" |
| 2852 |
,"partitioning enabled",2 |
| 2853 |
,"partitioning enabled" |
| 2854 |
}, 1} |
| 2855 |
); |
| 2856 |
|
| 2857 |
slv_param_bool(parameters,SHOW_LESS_IMPT |
| 2858 |
,(SlvParameterInitBool){{"showlessimportant" |
| 2859 |
,"detailed solving info",2 |
| 2860 |
,"detailed solving info" |
| 2861 |
}, 0} |
| 2862 |
); |
| 2863 |
|
| 2864 |
slv_param_bool(parameters,AUTO_RESOLVE |
| 2865 |
,(SlvParameterInitBool){{"autoresolve" |
| 2866 |
,"auto-resolve",2 |
| 2867 |
,"auto-resolve" |
| 2868 |
}, 1} |
| 2869 |
); |
| 2870 |
|
| 2871 |
slv_param_int(parameters,TIME_LIMIT |
| 2872 |
,(SlvParameterInitInt){{"timelimit" |
| 2873 |
,"time limit (CPU sec/block)",1 |
| 2874 |
,"time limit (CPU sec/block)" |
| 2875 |
}, 1500, 1, 20000} |
| 2876 |
); |
| 2877 |
|
| 2878 |
slv_param_int(parameters,ITER_LIMIT |
| 2879 |
,(SlvParameterInitInt){{"iterationlimit" |
| 2880 |
,"max iterations/block",1 |
| 2881 |
,"max iterations/block" |
| 2882 |
}, 30, 1, 20000} |
| 2883 |
); |
| 2884 |
|
| 2885 |
/** @TODO improve description of this one */ |
| 2886 |
slv_param_real(parameters,STAT_TOL |
| 2887 |
,(SlvParameterInitReal){{"stattol" |
| 2888 |
,"stattol",-1 |
| 2889 |
,"For optimizing and when block is feasible, a block's" |
| 2890 |
" interation ends when the stationary norm2 value is beneath" |
| 2891 |
" this tolerance. (Need better explanation)" |
| 2892 |
}, 1e-6, 0, 1.0} |
| 2893 |
); |
| 2894 |
|
| 2895 |
slv_param_real(parameters,TERM_TOL |
| 2896 |
,(SlvParameterInitReal){{"termtol" |
| 2897 |
,"termtol",-1 |
| 2898 |
,"For non-optimising systems, minimum value of gamma 2-norm" |
| 2899 |
" considered OK. If the value is smaller than this, problem" |
| 2900 |
" is considered to have diverged. (Need better explanation)" |
| 2901 |
}, 1e-12, 0, 1.0} |
| 2902 |
); |
| 2903 |
|
| 2904 |
slv_param_real(parameters,SING_TOL |
| 2905 |
,(SlvParameterInitReal){{"singtol" |
| 2906 |
,"epsilon (min pivot)",1 |
| 2907 |
,"Minimum acceptable pivot value (sent to linsolqr)" |
| 2908 |
}, 1e-12, 1e-12, 1.0} |
| 2909 |
); |
| 2910 |
|
| 2911 |
slv_param_real(parameters,PIVOT_TOL |
| 2912 |
,(SlvParameterInitReal){{"pivottol" |
| 2913 |
,"condition tolerance",1 |
| 2914 |
,"Pivot tolerance ('condition tolerance') (Need better explanation)" |
| 2915 |
}, 0.5, 0, 1} |
| 2916 |
); |
| 2917 |
|
| 2918 |
slv_param_real(parameters,FEAS_TOL |
| 2919 |
,(SlvParameterInitReal){{"feastol" |
| 2920 |
,"max residual (absolute)",1 |
| 2921 |
,"max residual (absolute)" |
| 2922 |
}, 1e-8, 1e-13, 100000.5} |
| 2923 |
); |
| 2924 |
|
| 2925 |
slv_param_bool(parameters,LIFDS |
| 2926 |
,(SlvParameterInitBool){{"lifds" |
| 2927 |
,"show singletons details",2 |
| 2928 |
,"If TRUE, QRSlv will show direct-solve progress (but only if" |
| 2929 |
" showlessimportant is also TRUE)" |
| 2930 |
}, 0} |
| 2931 |
); |
| 2932 |
|
| 2933 |
slv_param_bool(parameters,SAVLIN |
| 2934 |
,(SlvParameterInitBool){{"savlin" |
| 2935 |
,"write to file SlvLinsol.dat",2 |
| 2936 |
,"If TRUE, write out matrix data file at each iteration to SlvLinsol.dat" |
| 2937 |
}, 0} |
| 2938 |
); |
| 2939 |
|
| 2940 |
slv_param_bool(parameters,SAFE_CALC |
| 2941 |
,(SlvParameterInitBool){{"safe_calc" |
| 2942 |
,"safe calculations",2 |
| 2943 |
,"Use safe calculation routines" |
| 2944 |
}, 1} |
| 2945 |
); |
| 2946 |
|
| 2947 |
slv_param_bool(parameters,RELNOMSCALE |
| 2948 |
,(SlvParameterInitBool){{"relnomscale" |
| 2949 |
,"calc rel nominals",2 |
| 2950 |
,"Scale residuals by relation nominals for evaluating progress" |
| 2951 |
}, 1} |
| 2952 |
); |
| 2953 |
|
| 2954 |
slv_param_int(parameters,CUTOFF |
| 2955 |
,(SlvParameterInitInt){{"cutoff" |
| 2956 |
,"block size cutoff (MODEL-based)",2 |
| 2957 |
,"Cutoff is the block size cutoff for MODEL-based reordering of partitions" |
| 2958 |
}, 500, 0, 20000} |
| 2959 |
); |
| 2960 |
|
| 2961 |
|
| 2962 |
slv_param_int(parameters,UPDATE_JACOBIAN |
| 2963 |
,(SlvParameterInitInt){{"upjac" |
| 2964 |
,"Jacobian update frequency",3 |
| 2965 |
,"Update jacobian every this many major iterations" |
| 2966 |
}, 1, 0, 20000} |
| 2967 |
); |
| 2968 |
|
| 2969 |
slv_param_int(parameters,UPDATE_WEIGHTS |
| 2970 |
,(SlvParameterInitInt){{"upwts" |
| 2971 |
,"Row scaling update frequency",3 |
| 2972 |
,"Update row scalings every this many major iterations" |
| 2973 |
}, 1, 0, 20000} |
| 2974 |
); |
| 2975 |
|
| 2976 |
slv_param_int(parameters,UPDATE_NOMINALS |
| 2977 |
,(SlvParameterInitInt){{"upnom" |
| 2978 |
,"Column scaling update frequency",3 |
| 2979 |
,"Update column scalings every this many major iterations" |
| 2980 |
}, 1000, 0, 20000} |
| 2981 |
); |
| 2982 |
|
| 2983 |
slv_param_int(parameters,UPDATE_RELNOMS |
| 2984 |
,(SlvParameterInitInt){{"uprelnom" |
| 2985 |
,"Relation nominal update frequency",3 |
| 2986 |
,"Update relation nominal scalings every this many major iterations" |
| 2987 |
}, 5, 0, 20000} |
| 2988 |
); |
| 2989 |
|
| 2990 |
slv_param_int(parameters,ITSCALELIM |
| 2991 |
,(SlvParameterInitInt){{"itscalelim" |
| 2992 |
,"Iteration lim for iterative scale",3 |
| 2993 |
,"Max iterations for iterative scaling" |
| 2994 |
}, 10, 0, 20000} |
| 2995 |
); |
| 2996 |
|
| 2997 |
slv_param_char(parameters,CONVOPT |
| 2998 |
,(SlvParameterInitChar){{"convopt" |
| 2999 |
,"convergence test",1 |
| 3000 |
,"convergence test" |
| 3001 |
}, "ABSOLUTE"}, (char *[]){"ABSOLUTE","RELNOM_SCALE",NULL} |
| 3002 |
); |
| 3003 |
|
| 3004 |
slv_param_char(parameters,SCALEOPT |
| 3005 |
,(SlvParameterInitChar){{"scaleopt" |
| 3006 |
,"jacobian scaling option",1 |
| 3007 |
,"Jacobian scaling option. See qrslv.c." |
| 3008 |
}, "ROW_2NORM"}, (char *[]){"NONE","ROW_2NORM","RELNOM",NULL} |
| 3009 |
); |
| 3010 |
|
| 3011 |
slv_param_bool(parameters,REDUCE |
| 3012 |
,(SlvParameterInitBool){{"reduce" |
| 3013 |
,"step reduction on?",2 |
| 3014 |
,"Require misunderstood reduction somewhere in the stepping algorithm" |
| 3015 |
}, 0} |
| 3016 |
); |
| 3017 |
|
| 3018 |
slv_param_bool(parameters,EXACT_LINE_SEARCH |
| 3019 |
,(SlvParameterInitBool){{"exact" |
| 3020 |
,"exact line search",2 |
| 3021 |
,"Require residual >= some other number in the stepping algorithm" |
| 3022 |
}, 0} |
| 3023 |
); |
| 3024 |
|
| 3025 |
slv_param_bool(parameters,DUMPCNORM |
| 3026 |
,(SlvParameterInitBool){{"cncols" |
| 3027 |
,"Check poorly scaled columns",2 |
| 3028 |
,"Check jacobian for poorly scaled columns and whine if found" |
| 3029 |
}, 0} |
| 3030 |
); |
| 3031 |
|
| 3032 |
slv_param_bool(parameters,LINTIME |
| 3033 |
,(SlvParameterInitBool){{"lintime" |
| 3034 |
,"Enable linsolqr timing",2 |
| 3035 |
,"Enable linsolqr factor timing" |
| 3036 |
}, 0} |
| 3037 |
); |
| 3038 |
|
| 3039 |
slv_param_bool(parameters,TRUNCATE |
| 3040 |
,(SlvParameterInitBool){{"btrunc" |
| 3041 |
,"truncate whole step vector",2 |
| 3042 |
,"Truncate whole step vector rather than componentwise at variable bound" |
| 3043 |
}, 0} |
| 3044 |
); |
| 3045 |
|
| 3046 |
slv_param_char(parameters,REORDER_OPTION |
| 3047 |
,(SlvParameterInitChar){{"reorder" |
| 3048 |
,"reorder method",1 |
| 3049 |
,"Block reordering algorithm." |
| 3050 |
}, "SPK1"}, (char*[]){"SPK1","TEAR_DROP","OVER_TEAR",NULL} |
| 3051 |
); |
| 3052 |
|
| 3053 |
slv_param_real(parameters,TOO_SMALL |
| 3054 |
,(SlvParameterInitReal){{"toosmall" |
| 3055 |
,"default for zero nominal",3 |
| 3056 |
,"Var nominal to use if user specifies 0.0" |
| 3057 |
}, 1e-8, 1e-12, 1.5} |
| 3058 |
); |
| 3059 |
|
| 3060 |
slv_param_real(parameters,CNLOW |
| 3061 |
,(SlvParameterInitReal){{"cnlow" |
| 3062 |
,"smallest allowable column norm",3 |
| 3063 |
,"Smallest column norm we won't complain about if checking" |
| 3064 |
}, 0.01, 0, 100000000.5} |
| 3065 |
); |
| 3066 |
|
| 3067 |
slv_param_real(parameters,CNHIGH |
| 3068 |
,(SlvParameterInitReal){{"cnhigh" |
| 3069 |
,"largest allowable column norm",3 |
| 3070 |
,"Largest column norm we won't complain about if checking" |
| 3071 |
}, 100.0, 0, 100000000.5} |
| 3072 |
); |
| 3073 |
|
| 3074 |
slv_param_real(parameters,TOWARD_BOUNDS |
| 3075 |
,(SlvParameterInitReal){{"tobnds" |
| 3076 |
,"fraction move to bounds",3 |
| 3077 |
,"If bound is in the way, we go this fraction toward it" |
| 3078 |
}, 0.95, 0, 1.0} |
| 3079 |
); |
| 3080 |
|
| 3081 |
slv_param_real(parameters,POSITIVE_DEFINITE |
| 3082 |
,(SlvParameterInitReal){{"posdef" |
| 3083 |
,"Positive Definite Hessian Check",3 |
| 3084 |
,"Hessian fudge number when optimizing" |
| 3085 |
}, 0.01, 0, 1.0} |
| 3086 |
); |
| 3087 |
|
| 3088 |
slv_param_real(parameters,DETZERO |
| 3089 |
,(SlvParameterInitReal){{"detzero" |
| 3090 |
,"Min newt/grad determinant ||",3 |
| 3091 |
,"Minimum 2x2 determinant of newton/gradient we consider non-parallel" |
| 3092 |
}, 1e-8, 0, 1.0} |
| 3093 |
); |
| 3094 |
|
| 3095 |
slv_param_real(parameters,STEPSIZEERR_MAX |
| 3096 |
,(SlvParameterInitReal){{"steperrmax" |
| 3097 |
,"Step size precision",3 |
| 3098 |
,"Step size must be determined this precisely, or prngmin happy" |
| 3099 |
}, 1e-4, 1e-10, 1.0} |
| 3100 |
); |
| 3101 |
|
| 3102 |
slv_param_real(parameters,PARMRNG_MIN |
| 3103 |
,(SlvParameterInitReal){{"prngmin" |
| 3104 |
,"Parameter range tolerance (in-loop)",3 |
| 3105 |
,"Parameter range must be this narrow to exit inner loop if step size unhappy" |
| 3106 |
}, 1e-12, 1e-12, 1.0} |
| 3107 |
); |
| 3108 |
|
| 3109 |
slv_param_real(parameters,MIN_COEF |
| 3110 |
,(SlvParameterInitReal){{"mincoef" |
| 3111 |
,"'Largest' drop in maxstep allowed",3 |
| 3112 |
,"'Largest' drop in maxstep allowed" |
| 3113 |
}, 0.05, 1e-5, 1.0} |
| 3114 |
); |
| 3115 |
|
| 3116 |
slv_param_real(parameters,MAX_COEF |
| 3117 |
,(SlvParameterInitReal){{"maxcoef" |
| 3118 |
,"'Smallest' drop in maxstep allowed",3 |
| 3119 |
,"'Smallest' drop in maxstep allowed" |
| 3120 |
}, 0.99999, 0, 1.0} |
| 3121 |
); |
| 3122 |
|
| 3123 |
slv_param_real(parameters,ITSCALETOL |
| 3124 |
,(SlvParameterInitReal){{"itscaletol" |
| 3125 |
,"Iterative scaling tolerance",3 |
| 3126 |
,"scale termination ratio for iterative method" |
| 3127 |
}, 0.99999, 0, 1.0} |
| 3128 |
); |
| 3129 |
|
| 3130 |
slv_param_char(parameters,FACTOR_OPTION |
| 3131 |
,(SlvParameterInitChar){{"bppivoting" |
| 3132 |
,"linear method",1 |
| 3133 |
,"Linear method choice" |
| 3134 |
}, "Fastest-SPK1/MR-RANKI"}, (char *[]){ |
| 3135 |
"SPK1/RANKI","SPK1/RANKI+ROW", |
| 3136 |
"Fast-SPK1/RANKI","Fast-SPK1/RANKI+ROW", |
| 3137 |
"Fastest-SPK1/MR-RANKI","CondQR","CPQR",NULL |
| 3138 |
} /*,"GAUSS","GAUSS_EASY" currently only works for ken */ |
| 3139 |
); |
| 3140 |
|
| 3141 |
slv_param_int(parameters,MAX_MINOR |
| 3142 |
,(SlvParameterInitInt){{"maxminor" |
| 3143 |
,"maximum line search iterations",2 |
| 3144 |
,"Stop line search after this many minor iterations" |
| 3145 |
}, 30, 5, 100} |
| 3146 |
); |
| 3147 |
|
| 3148 |
asc_assert(parameters->num_parms==qrslv_PA_SIZE); |
| 3149 |
|
| 3150 |
return 1; |
| 3151 |
} |
| 3152 |
|
| 3153 |
/*------------------------------------------------------------------------------ |
| 3154 |
EXTERNAL ROUTINES |
| 3155 |
|
| 3156 |
see slv_client.h |
| 3157 |
*/ |
| 3158 |
|
| 3159 |
static SlvClientToken qrslv_create(slv_system_t server, int *statusindex) |
| 3160 |
{ |
| 3161 |
qrslv_system_t sys; |
| 3162 |
|
| 3163 |
sys = (qrslv_system_t)asccalloc(1, sizeof(struct qrslv_system_structure) ); |
| 3164 |
if(sys==NULL) { |
| 3165 |
*statusindex = 1; |
| 3166 |
return sys; |
| 3167 |
} |
| 3168 |
SERVER = server; |
| 3169 |
sys->p.parms = sys->pa; |
| 3170 |
sys->p.dynamic_parms = 0; |
| 3171 |
qrslv_get_default_parameters(server,(SlvClientToken)sys,&(sys->p)); |
| 3172 |
sys->integrity = OK; |
| 3173 |
sys->presolved = 0; |
| 3174 |
sys->p.output.more_important = stdout; |
| 3175 |
sys->p.output.less_important = stdout; |
| 3176 |
sys->J.old_partition = TRUE; |
| 3177 |
sys->p.whose = (*statusindex); |
| 3178 |
|
| 3179 |
sys->s.ok = TRUE; |
| 3180 |
sys->s.calc_ok = TRUE; |
| 3181 |
sys->s.costsize = 0; |
| 3182 |
sys->s.cost = NULL; /* redundant, but sanity preserving */ |
| 3183 |
sys->vlist = slv_get_solvers_var_list(server); |
| 3184 |
sys->rlist = slv_get_solvers_rel_list(server); |
| 3185 |
sys->obj = slv_get_obj_relation(server); |
| 3186 |
if(sys->vlist == NULL) { |
| 3187 |
ascfree(sys); |
| 3188 |
FPRINTF(stderr,"QRSlv called with no variables.\n"); |
| 3189 |
*statusindex = -2; |
| 3190 |
return NULL; /* FIXME probably a leak here */ |
| 3191 |
} |
| 3192 |
if(sys->rlist == NULL && sys->obj == NULL) { |
| 3193 |
ascfree(sys); |
| 3194 |
FPRINTF(stderr,"QRSlv called with no relations or objective.\n"); |
| 3195 |
*statusindex = -1; |
| 3196 |
return NULL; /* FIXME probably a leak here */ |
| 3197 |
} |
| 3198 |
/* we don't give a damn about the objective list or the pars or |
| 3199 |
* bounds or extrels or any of the other crap. |
| 3200 |
*/ |
| 3201 |
slv_check_var_initialization(server); |
| 3202 |
*statusindex = 0; |
| 3203 |
|
| 3204 |
return((SlvClientToken)sys); |
| 3205 |
|
| 3206 |
} |
| 3207 |
|
| 3208 |
static void destroy_matrices( qrslv_system_t sys) |
| 3209 |
{ |
| 3210 |
if(sys->J.sys ) { |
| 3211 |
int count = linsolqr_number_of_rhs(sys->J.sys)-1; |
| 3212 |
for( ; count >= 0; count-- ) { |
| 3213 |
destroy_array(linsolqr_get_rhs(sys->J.sys,count)); |
| 3214 |
} |
| 3215 |
mtx_destroy(linsolqr_get_matrix(sys->J.sys)); |
| 3216 |
linsolqr_set_matrix(sys->J.sys,NULL); |
| 3217 |
linsolqr_destroy(sys->J.sys); |
| 3218 |
if(sys->J.relpivots ) set_destroy( sys->J.relpivots ); |
| 3219 |
if(sys->J.varpivots ) set_destroy( sys->J.varpivots ); |
| 3220 |
sys->J.sys = NULL; |
| 3221 |
} |
| 3222 |
if(sys->B ) { |
| 3223 |
struct hessian_data *update; |
| 3224 |
for( update=sys->B; update != NULL; ) { |
| 3225 |
struct hessian_data *handle; |
| 3226 |
handle = update; |
| 3227 |
update = update->next; |
| 3228 |
destroy_array(handle->y.vec); |
| 3229 |
destroy_array(handle->Bs.vec); |
| 3230 |
ascfree(handle); |
| 3231 |
} |
| 3232 |
sys->B = NULL; |
| 3233 |
} |
| 3234 |
if(sys->ZBZ.order > 0 ) { |
| 3235 |
int i; |
| 3236 |
for( i = 0; i < sys->ZBZ.order; i++ ) |
| 3237 |
destroy_array(sys->ZBZ.mtx[i]); |
| 3238 |
destroy_array(sys->ZBZ.mtx); |
| 3239 |
destroy_array(sys->ZBZ.ZBs); |
| 3240 |
destroy_array(sys->ZBZ.Zy); |
| 3241 |
sys->ZBZ.order = 0; |
| 3242 |
} |
| 3243 |
} |
| 3244 |
|
| 3245 |
static void destroy_vectors( qrslv_system_t sys) |
| 3246 |
{ |
| 3247 |
destroy_array(sys->nominals.vec); |
| 3248 |
destroy_array(sys->weights.vec); |
| 3249 |
destroy_array(sys->relnoms.vec); |
| 3250 |
destroy_array(sys->variables.vec); |
| 3251 |
destroy_array(sys->residuals.vec); |
| 3252 |
destroy_array(sys->gradient.vec); |
| 3253 |
destroy_array(sys->multipliers.vec); |
| 3254 |
destroy_array(sys->stationary.vec); |
| 3255 |
destroy_array(sys->newton.vec); |
| 3256 |
destroy_array(sys->Bnewton.vec); |
| 3257 |
destroy_array(sys->nullspace.vec); |
| 3258 |
destroy_array(sys->gamma.vec); |
| 3259 |
destroy_array(sys->Jgamma.vec); |
| 3260 |
destroy_array(sys->varstep1.vec); |
| 3261 |
destroy_array(sys->Bvarstep1.vec); |
| 3262 |
destroy_array(sys->varstep2.vec); |
| 3263 |
destroy_array(sys->Bvarstep2.vec); |
| 3264 |
destroy_array(sys->mulstep1.vec); |
| 3265 |
destroy_array(sys->mulstep2.vec); |
| 3266 |
destroy_array(sys->varstep.vec); |
| 3267 |
destroy_array(sys->mulstep.vec); |
| 3268 |
} |
| 3269 |
|
| 3270 |
static int qrslv_eligible_solver(slv_system_t server) |
| 3271 |
{ |
| 3272 |
struct rel_relation **rp; |
| 3273 |
rel_filter_t rfilter; |
| 3274 |
|
| 3275 |
rfilter.matchbits = (REL_INCLUDED | REL_ACTIVE); |
| 3276 |
rfilter.matchvalue = (REL_INCLUDED | REL_ACTIVE); |
| 3277 |
|
| 3278 |
if(!slv_count_solvers_rels(server,&rfilter)) { |
| 3279 |
return (FALSE); |
| 3280 |
} |
| 3281 |
|
| 3282 |
for( rp=slv_get_solvers_rel_list(server); *rp != NULL ; ++rp ) { |
| 3283 |
if(rel_less(*rp) || rel_greater(*rp) ) return(FALSE); |
| 3284 |
} |
| 3285 |
return(TRUE); |
| 3286 |
} |
| 3287 |
|
| 3288 |
static |
| 3289 |
void qrslv_get_parameters(slv_system_t server, SlvClientToken asys, |
| 3290 |
slv_parameters_t *parameters) |
| 3291 |
{ |
| 3292 |
qrslv_system_t sys; |
| 3293 |
(void) server; |
| 3294 |
sys = QRSLV(asys); |
| 3295 |
if(check_system(sys)) return; |
| 3296 |
mem_copy_cast(&(sys->p),parameters,sizeof(slv_parameters_t)); |
| 3297 |
} |
| 3298 |
|
| 3299 |
static void qrslv_set_parameters(slv_system_t server, SlvClientToken asys, |
| 3300 |
slv_parameters_t *parameters) |
| 3301 |
{ |
| 3302 |
qrslv_system_t sys; |
| 3303 |
(void) server; |
| 3304 |
sys = QRSLV(asys); |
| 3305 |
if(check_system(sys)) return; |
| 3306 |
mem_copy_cast(parameters,&(sys->p),sizeof(slv_parameters_t)); |
| 3307 |
} |
| 3308 |
|
| 3309 |
static int qrslv_get_status(slv_system_t server, SlvClientToken asys |
| 3310 |
,slv_status_t *status |
| 3311 |
){ |
| 3312 |
qrslv_system_t sys; |
| 3313 |
(void) server; |
| 3314 |
sys = QRSLV(asys); |
| 3315 |
if(check_system(sys))return 1; |
| 3316 |
mem_copy_cast(&(sys->s),status,sizeof(slv_status_t)); |
| 3317 |
return 0; |
| 3318 |
} |
| 3319 |
|
| 3320 |
static linsolqr_system_t qrslv_get_linsolqr_sys(slv_system_t server, |
| 3321 |
SlvClientToken asys) |
| 3322 |
{ |
| 3323 |
qrslv_system_t sys; |
| 3324 |
(void) server; |
| 3325 |
sys = QRSLV(asys); |
| 3326 |
if(check_system(sys)) return NULL; |
| 3327 |
return(sys->J.sys); |
| 3328 |
} |
| 3329 |
|
| 3330 |
/** |
| 3331 |
Performs structural analysis on the system, setting the flags in |
| 3332 |
status. The problem must be set up, the relation/variable list |
| 3333 |
must be non-NULL. The |
| 3334 |
jacobian (linear) system must be created and have the correct order |
| 3335 |
(stored in sys->cap). Everything else will be determined here. |
| 3336 |
On entry there isn't yet a correspondence between var_sindex and |
| 3337 |
jacobian column. Here we establish that. |
| 3338 |
*/ |
| 3339 |
static void structural_analysis(slv_system_t server, qrslv_system_t sys){ |
| 3340 |
var_filter_t vfilter; |
| 3341 |
rel_filter_t rfilter; |
| 3342 |
|
| 3343 |
/* The server has marked incidence flags already. */ |
| 3344 |
|
| 3345 |
/* count included equalities */ |
| 3346 |
rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
| 3347 |
rfilter.matchvalue = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
| 3348 |
sys->rused = slv_count_solvers_rels(server,&rfilter); |
| 3349 |
|
| 3350 |
/* count free and incident vars */ |
| 3351 |
vfilter.matchbits = (VAR_FIXED | VAR_INCIDENT | VAR_SVAR | VAR_ACTIVE); |
| 3352 |
vfilter.matchvalue = (VAR_INCIDENT | VAR_SVAR | VAR_ACTIVE); |
| 3353 |
sys->vused = slv_count_solvers_vars(server,&vfilter); |
| 3354 |
|
| 3355 |
/* Symbolic analysis */ |
| 3356 |
sys->rtot = slv_get_num_solvers_rels(server); |
| 3357 |
sys->vtot = slv_get_num_solvers_vars(server); |
| 3358 |
if(sys->rtot) { |
| 3359 |
slv_block_partition(server); |
| 3360 |
} |
| 3361 |
sys->J.dofdata = slv_get_dofdata(server); |
| 3362 |
sys->rank = sys->J.dofdata->structural_rank; |
| 3363 |
sys->ZBZ.order = sys->obj ? (sys->vused - sys->rank) : 0; |
| 3364 |
if(!(SLV_PARAM_BOOL(&(sys->p),PARTITION)) || OPTIMIZING(sys) ) { |
| 3365 |
/* maybe we should reorder blocks here? maybe not */ |
| 3366 |
slv_block_unify(server); |
| 3367 |
} |
| 3368 |
|
| 3369 |
if(slv_check_bounds(SERVER,sys->vused,-1,"fixed ")){ |
| 3370 |
sys->s.inconsistent = 1; |
| 3371 |
} |
| 3372 |
|
| 3373 |
/* Initialize Status */ |
| 3374 |
sys->s.over_defined = (sys->rused > sys->vused); |
| 3375 |
sys->s.under_defined = (sys->rused < sys->vused); |
| 3376 |
sys->s.struct_singular = (sys->rank < sys->rused); |
| 3377 |
sys->s.block.number_of = (slv_get_solvers_blocks(SERVER))->nblocks; |
| 3378 |
} |
| 3379 |
|
| 3380 |
static void set_factor_options (qrslv_system_t sys) |
| 3381 |
{ |
| 3382 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"SPK1/RANKI") == 0) { |
| 3383 |
sys->J.fm = ranki_kw; |
| 3384 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"SPK1/RANKI+ROW") == 0) { |
| 3385 |
sys->J.fm = ranki_jz; |
| 3386 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"Fast-SPK1/RANKI") == 0) { |
| 3387 |
sys->J.fm = ranki_kw2; |
| 3388 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"Fast-SPK1/RANKI+ROW") == 0) { |
| 3389 |
sys->J.fm = ranki_jz2; |
| 3390 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"Fastest-SPK1/MR-RANKI") == 0) { |
| 3391 |
sys->J.fm = ranki_ba2; |
| 3392 |
/* }else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"GAUSS") == 0) { |
| 3393 |
sys->J.fm = gauss_ba2; |
| 3394 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"GAUSS_EASY") == 0) { |
| 3395 |
sys->J.fm = gauss_easy; |
| 3396 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"NGSLV-2-LEVEL") == 0) { |
| 3397 |
sys->J.fm = ranki_kt2;*/ |
| 3398 |
}else{ |
| 3399 |
sys->J.fm = ranki_ba2; |
| 3400 |
} |
| 3401 |
mtx_set_order(sys->J.mtx,sys->cap); |
| 3402 |
|
| 3403 |
linsolqr_set_matrix(sys->J.sys,sys->J.mtx); |
| 3404 |
linsolqr_prep(sys->J.sys,linsolqr_fmethod_to_fclass(sys->J.fm)); |
| 3405 |
linsolqr_set_pivot_zero(sys->J.sys, SLV_PARAM_REAL(&(sys->p),SING_TOL)); |
| 3406 |
|
| 3407 |
/* KHACK NOTE: looks like drop tol never set on interface */ |
| 3408 |
linsolqr_set_drop_tolerance(sys->J.sys, sys->p.tolerance.drop); |
| 3409 |
linsolqr_set_pivot_tolerance(sys->J.sys, SLV_PARAM_REAL(&(sys->p),PIVOT_TOL)); |
| 3410 |
/* this next one is fishy, but we don't use qr so not panicking */ |
| 3411 |
linsolqr_set_condition_tolerance(sys->J.sys, SLV_PARAM_REAL(&(sys->p),PIVOT_TOL)); |
| 3412 |
} |
| 3413 |
|
| 3414 |
/* |
| 3415 |
configures linsolqr system, among other things. |
| 3416 |
sets type to be ranki_kw or ranki_jz as determined by |
| 3417 |
parameters. |
| 3418 |
*/ |
| 3419 |
static void create_matrices(slv_system_t server, qrslv_system_t sys) |
| 3420 |
{ |
| 3421 |
sys->J.sys = linsolqr_create(); |
| 3422 |
sys->J.mtx = mtx_create(); |
| 3423 |
|
| 3424 |
set_factor_options(sys); |
| 3425 |
|
| 3426 |
/* rhs 0 for sys->multipliers */ |
| 3427 |
sys->J.rhs = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3428 |
linsolqr_add_rhs(sys->J.sys,sys->J.rhs,TRUE); |
| 3429 |
/* rhs 1 for sys->newton */ |
| 3430 |
sys->J.rhs = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3431 |
linsolqr_add_rhs(sys->J.sys,sys->J.rhs,FALSE); |
| 3432 |
/* rhs 2 for sys->mulstep2 */ |
| 3433 |
sys->J.rhs = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3434 |
linsolqr_add_rhs(sys->J.sys,sys->J.rhs,TRUE); |
| 3435 |
sys->J.relpivots = set_create(sys->cap); |
| 3436 |
sys->J.varpivots = set_create(sys->cap); |
| 3437 |
|
| 3438 |
structural_analysis(server,sys); |
| 3439 |
sys->ZBZ.mtx = ASC_NEW_ARRAY_OR_NULL(real64 *,sys->ZBZ.order); |
| 3440 |
if(sys->ZBZ.mtx ) { |
| 3441 |
int i; |
| 3442 |
for( i=0; i<sys->ZBZ.order; i++ ) { |
| 3443 |
sys->ZBZ.mtx[i] = ASC_NEW_ARRAY_OR_NULL(real64, sys->ZBZ.order); |
| 3444 |
} |
| 3445 |
} |
| 3446 |
sys->ZBZ.ZBs = ASC_NEW_ARRAY_OR_NULL(real64, sys->ZBZ.order); |
| 3447 |
sys->ZBZ.Zy = ASC_NEW_ARRAY_OR_NULL(real64, sys->ZBZ.order); |
| 3448 |
} |
| 3449 |
|
| 3450 |
static void create_vectors(sys) |
| 3451 |
qrslv_system_t sys; |
| 3452 |
{ |
| 3453 |
sys->nominals.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3454 |
sys->nominals.rng = &(sys->J.reg.col); |
| 3455 |
sys->weights.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3456 |
sys->weights.rng = &(sys->J.reg.row); |
| 3457 |
sys->relnoms.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3458 |
sys->relnoms.rng = &(sys->J.reg.row); |
| 3459 |
sys->variables.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3460 |
sys->variables.rng = &(sys->J.reg.col); |
| 3461 |
sys->residuals.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3462 |
sys->residuals.rng = &(sys->J.reg.row); |
| 3463 |
if(OPTIMIZING(sys)){ |
| 3464 |
sys->gradient.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3465 |
sys->gradient.rng = &(sys->J.reg.col); |
| 3466 |
sys->multipliers.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3467 |
sys->multipliers.rng = &(sys->J.reg.row); |
| 3468 |
sys->stationary.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3469 |
sys->stationary.rng = &(sys->J.reg.col); |
| 3470 |
}else{ |
| 3471 |
sys->gradient.vec = NULL; |
| 3472 |
sys->multipliers.vec = NULL; |
| 3473 |
sys->stationary.vec = NULL; |
| 3474 |
} |
| 3475 |
sys->newton.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3476 |
sys->newton.rng = &(sys->J.reg.col); |
| 3477 |
if(OPTIMIZING(sys)){ |
| 3478 |
sys->Bnewton.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3479 |
sys->Bnewton.rng = &(sys->J.reg.col); |
| 3480 |
sys->nullspace.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3481 |
sys->nullspace.rng = &(sys->J.reg.col); |
| 3482 |
}else{ |
| 3483 |
sys->Bnewton.vec = NULL; |
| 3484 |
sys->nullspace.vec = NULL; |
| 3485 |
} |
| 3486 |
sys->gamma.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3487 |
sys->gamma.rng = &(sys->J.reg.col); |
| 3488 |
sys->Jgamma.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3489 |
sys->Jgamma.rng = &(sys->J.reg.row); |
| 3490 |
|
| 3491 |
sys->varstep1.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3492 |
sys->varstep1.rng = &(sys->J.reg.col); |
| 3493 |
if(OPTIMIZING(sys)){ |
| 3494 |
sys->Bvarstep1.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3495 |
sys->Bvarstep1.rng = &(sys->J.reg.col); |
| 3496 |
}else{ |
| 3497 |
sys->Bvarstep1.vec = NULL; |
| 3498 |
} |
| 3499 |
sys->varstep2.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3500 |
sys->varstep2.rng = &(sys->J.reg.col); |
| 3501 |
if(OPTIMIZING(sys)){ |
| 3502 |
sys->Bvarstep2.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3503 |
sys->Bvarstep2.rng = &(sys->J.reg.col); |
| 3504 |
}else{ |
| 3505 |
sys->Bvarstep2.vec = NULL; |
| 3506 |
} |
| 3507 |
sys->mulstep1.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3508 |
sys->mulstep1.rng = &(sys->J.reg.row); |
| 3509 |
sys->mulstep2.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3510 |
sys->mulstep2.rng = &(sys->J.reg.row); |
| 3511 |
sys->varstep.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3512 |
sys->varstep.rng = &(sys->J.reg.col); |
| 3513 |
sys->mulstep.vec = ASC_NEW_ARRAY_OR_NULL(real64,sys->cap); |
| 3514 |
sys->mulstep.rng = &(sys->J.reg.row); |
| 3515 |
} |
| 3516 |
|
| 3517 |
/** |
| 3518 |
Here we will check if any fixed or included flags have |
| 3519 |
changed since the last presolve. |
| 3520 |
*/ |
| 3521 |
static int32 qrslv_dof_changed(qrslv_system_t sys){ |
| 3522 |
int32 ind, result = 0; |
| 3523 |
/* Currently we have two copies of the fixed and included flags |
| 3524 |
which must be kept in sync. The var_fixed and rel_included |
| 3525 |
functions perform the syncronization and hence must be called |
| 3526 |
over the whole var list and rel list respectively. When we move |
| 3527 |
to using only one set of flags (bit flags) this function can |
| 3528 |
be changed to return 1 at the first indication of a change |
| 3529 |
in the dof. */ |
| 3530 |
|
| 3531 |
/* search for vars that were fixed and are now free */ |
| 3532 |
for( ind = sys->vused; ind < sys->vtot; ++ind ) { |
| 3533 |
if(!var_fixed(sys->vlist[ind]) && var_active(sys->vlist[ind]) ) { |
| 3534 |
++result; |
| 3535 |
} |
| 3536 |
} |
| 3537 |
/* search for rels that were unincluded and are now included */ |
| 3538 |
for( ind = sys->rused; ind < sys->rtot; ++ind ) { |
| 3539 |
if(rel_included(sys->rlist[ind]) && rel_active(sys->rlist[ind])) { |
| 3540 |
++result; |
| 3541 |
} |
| 3542 |
} |
| 3543 |
/* search for vars that were free and are now fixed */ |
| 3544 |
for( ind = sys->vused -1; ind >= 0; --ind ) { |
| 3545 |
if(var_fixed(sys->vlist[ind]) || !var_active(sys->vlist[ind])) { |
| 3546 |
++result; |
| 3547 |
} |
| 3548 |
} |
| 3549 |
/* search for rels that were included and are now unincluded */ |
| 3550 |
for( ind = sys->rused -1; ind >= 0; --ind ) { |
| 3551 |
if(!rel_included(sys->rlist[ind]) || !rel_active(sys->rlist[ind]) ) { |
| 3552 |
++result; |
| 3553 |
} |
| 3554 |
} |
| 3555 |
return result; |
| 3556 |
} |
| 3557 |
|
| 3558 |
static void reset_cost(struct slv_block_cost *cost,int32 costsize){ |
| 3559 |
int32 ind; |
| 3560 |
for( ind = 0; ind < costsize; ++ind ) { |
| 3561 |
cost[ind].size = 0; |
| 3562 |
cost[ind].iterations = 0; |
| 3563 |
cost[ind].funcs = 0; |
| 3564 |
cost[ind].jacs = 0; |
| 3565 |
cost[ind].functime = 0; |
| 3566 |
cost[ind].jactime = 0; |
| 3567 |
cost[ind].time = 0; |
| 3568 |
cost[ind].resid = 0; |
| 3569 |
} |
| 3570 |
} |
| 3571 |
|
| 3572 |
static void qrslv_update_linsolqr(qrslv_system_t sys){ |
| 3573 |
if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"SPK1/RANKI") == 0) { |
| 3574 |
sys->J.fm = ranki_kw; |
| 3575 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"SPK1/RANKI+ROW") == 0) { |
| 3576 |
sys->J.fm = ranki_jz; |
| 3577 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"Fast-SPK1/RANKI") == 0) { |
| 3578 |
sys->J.fm = ranki_kw2; |
| 3579 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"Fast-SPK1/RANKI+ROW") == 0) { |
| 3580 |
sys->J.fm = ranki_jz2; |
| 3581 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"Fastest-SPK1/MR-RANKI") == 0) { |
| 3582 |
sys->J.fm = ranki_ba2; |
| 3583 |
/* }else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"GAUSS_EASY") == 0) { |
| 3584 |
sys->J.fm = gauss_easy; |
| 3585 |
}else if(strcmp(SLV_PARAM_CHAR(&(sys->p),FACTOR_OPTION),"NGSLV-2-LEVEL") == 0) { |
| 3586 |
sys->J.fm = ranki_kt2;*/ |
| 3587 |
}else{ |
| 3588 |
sys->J.fm = ranki_ba2; |
| 3589 |
} |
| 3590 |
linsolqr_set_pivot_zero(sys->J.sys, SLV_PARAM_REAL(&(sys->p),SING_TOL)); |
| 3591 |
linsolqr_set_drop_tolerance(sys->J.sys, sys->p.tolerance.drop); |
| 3592 |
linsolqr_set_pivot_tolerance(sys->J.sys, SLV_PARAM_REAL(&(sys->p),PIVOT_TOL)); |
| 3593 |
/* this next one is fishy, but we don't use qr so not panicking */ |
| 3594 |
linsolqr_set_condition_tolerance(sys->J.sys, SLV_PARAM_REAL(&(sys->p),PIVOT_TOL)); |
| 3595 |
} |
| 3596 |
|
| 3597 |
static int qrslv_presolve(slv_system_t server, SlvClientToken asys){ |
| 3598 |
struct var_variable **vp; |
| 3599 |
struct rel_relation **rp; |
| 3600 |
int32 cap, ind; |
| 3601 |
int32 matrix_creation_needed = 1; |
| 3602 |
qrslv_system_t sys; |
| 3603 |
|
| 3604 |
sys = QRSLV(asys); |
| 3605 |
iteration_begins(sys); |
| 3606 |
check_system(sys); |
| 3607 |
if(sys->vlist == NULL ) { |
| 3608 |
ERROR_REPORTER_START_HERE(ASC_PROG_ERROR); |
| 3609 |
FPRINTF(stderr,"Variable list was never set."); |
| 3610 |
error_reporter_end_flush(); |
| 3611 |
return 1; |
| 3612 |
} |
| 3613 |
if(sys->rlist == NULL && sys->obj == NULL ) { |
| 3614 |
ERROR_REPORTER_START_HERE(ASC_PROG_ERROR); |
| 3615 |
FPRINTF(stderr,"Relation list and objective never set."); |
| 3616 |
error_reporter_end_flush(); |
| 3617 |
return 1; |
| 3618 |
} |
| 3619 |
|
| 3620 |
if(sys->presolved > 0) { /* system has been presolved before */ |
| 3621 |
if(!qrslv_dof_changed(sys) /* no changes in fixed or included flags */ |
| 3622 |
&& SLV_PARAM_BOOL(&(sys->p),PARTITION) == sys->J.old_partition) { |
| 3623 |
#if DEBUG |
| 3624 |
FPRINTF(stderr,"YOU JUST AVOIDED MATRIX DESTRUCTION/CREATION\n"); |
| 3625 |
#endif |
| 3626 |
matrix_creation_needed = 0; |
| 3627 |
} |
| 3628 |
} |
| 3629 |
|
| 3630 |
rp=sys->rlist; |
| 3631 |
for( ind = 0; ind < sys->rtot; ++ind ) { |
| 3632 |
rel_set_satisfied(rp[ind],FALSE); |
| 3633 |
} |
| 3634 |
if(matrix_creation_needed){ |
| 3635 |
|
| 3636 |
cap = slv_get_num_solvers_rels(SERVER); |
| 3637 |
sys->cap = slv_get_num_solvers_vars(SERVER); |
| 3638 |
sys->cap = MAX(sys->cap,cap); |
| 3639 |
vp=sys->vlist; |
| 3640 |
for( ind = 0; ind < sys->vtot; ++ind ) { |
| 3641 |
var_set_in_block(vp[ind],FALSE); |
| 3642 |
} |
| 3643 |
rp=sys->rlist; |
| 3644 |
for( ind = 0; ind < sys->rtot; ++ind ) { |
| 3645 |
rel_set_in_block(rp[ind],FALSE); |
| 3646 |
rel_set_satisfied(rp[ind],FALSE); |
| 3647 |
} |
| 3648 |
|
| 3649 |
sys->presolved = 1; /* full presolve recognized here */ |
| 3650 |
sys->J.old_partition = SLV_PARAM_BOOL(&(sys->p),PARTITION); |
| 3651 |
destroy_matrices(sys); |
| 3652 |
destroy_vectors(sys); |
| 3653 |
create_matrices(server,sys); |
| 3654 |
create_vectors(sys); |
| 3655 |
|
| 3656 |
sys->s.block.current_reordered_block = -2; |
| 3657 |
}else{ |
| 3658 |
qrslv_update_linsolqr(sys); |
| 3659 |
} |
| 3660 |
|
| 3661 |
/* Reset status */ |
| 3662 |
sys->s.iteration = 0; |
| 3663 |
sys->s.cpu_elapsed = 0.0; |
| 3664 |
sys->s.converged = sys->s.diverged = sys->s.inconsistent = FALSE; |
| 3665 |
sys->s.block.previous_total_size = 0; |
| 3666 |
sys->s.costsize = 1+sys->s.block.number_of; |
| 3667 |
|
| 3668 |
if(matrix_creation_needed){ |
| 3669 |
destroy_array(sys->s.cost); |
| 3670 |
sys->s.cost = ASC_NEW_ARRAY_CLEAR(struct slv_block_cost,sys->s.costsize); |
| 3671 |
for( ind = 0; ind < sys->s.costsize; ++ind ) { |
| 3672 |
sys->s.cost[ind].reorder_method = -1; |
| 3673 |
} |
| 3674 |
}else{ |
| 3675 |
reset_cost(sys->s.cost,sys->s.costsize); |
| 3676 |
} |
| 3677 |
|
| 3678 |
/* set to go to first unconverged block */ |
| 3679 |
sys->s.block.current_block = -1; |
| 3680 |
sys->s.block.current_size = 0; |
| 3681 |
sys->s.calc_ok = TRUE; |
| 3682 |
sys->s.block.iteration = 0; |
| 3683 |
sys->objective = MAXDOUBLE/2000.0; |
| 3684 |
|
| 3685 |
update_status(sys); |
| 3686 |
iteration_ends(sys); |
| 3687 |
sys->s.cost[sys->s.block.number_of].time=sys->s.cpu_elapsed; |
| 3688 |
|
| 3689 |
return 0; |
| 3690 |
} |
| 3691 |
|
| 3692 |
#ifdef THIS_IS_AN_UNUSED_FUNCTION |
| 3693 |
static boolean qrslv_change_basis(qrslv_system_t sys,int32 var, |
| 3694 |
mtx_range_t *rng){ |
| 3695 |
(void) sys; |
| 3696 |
(void) rng; |
| 3697 |
(void) var; |
| 3698 |
#if REIMPLEMENT |
| 3699 |
boolean didit; |
| 3700 |
didit = mtx_make_col_independent(sys->J.mtx, |
| 3701 |
mtx_org_to_col(sys->J.mtx,var),rng); |
| 3702 |
if(didit && SLV_PARAM_BOOL(&(sys->p),PARTITION) && !OPTIMIZING(sys) ) { |
| 3703 |
struct slv_block_cost oldpresolve; |
| 3704 |
int32 oldblocks; |
| 3705 |
oldblocks = sys->s.block.number_of; |
| 3706 |
oldpresolve = sys->s.cost[sys->s.costsize-1]; |
| 3707 |
mtx_partition(sys->J.mtx); /* this call needs to be replaced */ |
| 3708 |
sys->s.block.number_of = |
| 3709 |
(slv_get_solvers_blocks(SERVER))->nblocks; |
| 3710 |
if(oldblocks != sys->s.block.number_of) { |
| 3711 |
ascfree(sys->s.cost); |
| 3712 |
sys->s.costsize = sys->s.block.number_of+1; |
| 3713 |
sys->s.cost = ASC_NEW_ARRAY_OR_NULL_CLEAR(struct slv_block_cost, sys->s.costsize); |
| 3714 |
sys->s.cost[sys->s.costsize-1] = oldpresolve; |
| 3715 |
} |
| 3716 |
} |
| 3717 |
return didit; |
| 3718 |
#else |
| 3719 |
return 0; |
| 3720 |
#endif |
| 3721 |
} |
| 3722 |
#endif /* THIS_IS_AN_UNUSED_FUNCTION */ |
| 3723 |
|
| 3724 |
static int qrslv_resolve(slv_system_t server, SlvClientToken asys){ |
| 3725 |
struct var_variable **vp; |
| 3726 |
struct rel_relation **rp; |
| 3727 |
qrslv_system_t sys; |
| 3728 |
(void) server; |
| 3729 |
sys = QRSLV(asys); |
| 3730 |
|
| 3731 |
check_system(sys); |
| 3732 |
for( vp = sys->vlist ; *vp != NULL ; ++vp ) { |
| 3733 |
var_set_in_block(*vp,FALSE); |
| 3734 |
} |
| 3735 |
for( rp = sys->rlist ; *rp != NULL ; ++rp ) { |
| 3736 |
rel_set_in_block(*rp,FALSE); |
| 3737 |
rel_set_satisfied(*rp,FALSE); |
| 3738 |
} |
| 3739 |
|
| 3740 |
/* Reset status */ |
| 3741 |
sys->s.iteration = 0; |
| 3742 |
sys->s.cpu_elapsed = 0.0; |
| 3743 |
sys->s.converged = sys->s.diverged = sys->s.inconsistent = FALSE; |
| 3744 |
sys->s.block.previous_total_size = 0; |
| 3745 |
|
| 3746 |
/* go to first unconverged block */ |
| 3747 |
sys->s.block.current_block = -1; |
| 3748 |
sys->s.block.current_size = 0; |
| 3749 |
sys->s.calc_ok = TRUE; |
| 3750 |
sys->s.block.iteration = 0; |
| 3751 |
sys->objective = MAXDOUBLE/2000.0; |
| 3752 |
|
| 3753 |
update_status(sys); |
| 3754 |
return 0; |
| 3755 |
} |
| 3756 |
|
| 3757 |
|
| 3758 |
static int qrslv_iterate(slv_system_t server, SlvClientToken asys){ |
| 3759 |
qrslv_system_t sys; |
| 3760 |
FILE *mif; |
| 3761 |
FILE *lif; |
| 3762 |
real64 bounds_coef=1.0; |
| 3763 |
real64 previous = 0.0; |
| 3764 |
real64 oldphi; |
| 3765 |
boolean first=TRUE, bounds_ok=FALSE, |
| 3766 |
new_ok=FALSE, descent_ok=FALSE; |
| 3767 |
int minor = 0,ds_status=0, rank_defect=0; |
| 3768 |
double time0; |
| 3769 |
|
| 3770 |
/* CONSOLE_DEBUG("Begin 'qrslv_iterate'"); */ |
| 3771 |
sys = QRSLV(asys); |
| 3772 |
mif = MIF(sys); |
| 3773 |
lif = LIF(sys); |
| 3774 |
if(server == NULL || sys==NULL) return 1; |
| 3775 |
if(check_system(QRSLV(sys))) return 2; |
| 3776 |
if(!sys->s.ready_to_solve){ |
| 3777 |
ERROR_REPORTER_HERE(ASC_USER_ERROR,"Not ready to solve."); |
| 3778 |
return 3; |
| 3779 |
} |
| 3780 |
|
| 3781 |
if(sys->s.block.current_block==-1) { |
| 3782 |
find_next_unconverged_block(sys); |
| 3783 |
if(!sys->s.calc_ok){ |
| 3784 |
#if DEBUG |
| 3785 |
CONSOLE_DEBUG("Calculation errors after find_next_unconverged_block"); |
| 3786 |
#endif |
| 3787 |
return 10; |
| 3788 |
} |
| 3789 |
update_status(sys); |
| 3790 |
if(SLV_PARAM_BOOL(&(sys->p),RELNOMSCALE) == 1 /*|| (strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"RELNOM") == 0) || |
| 3791 |
(strcmp(SLV_PARAM_CHAR(&(sys->p),SCALEOPT),"RELNOM+ITERATIVE") == 0)*/ ){ |
| 3792 |
calc_relnoms(sys); |
| 3793 |
} |
| 3794 |
return 0; /* not sure if this is an error? */ |
| 3795 |
} |
| 3796 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && (sys->s.block.current_size >1 || |
| 3797 |
SLV_PARAM_BOOL(&(sys->p),LIFDS))) { |
| 3798 |
debug_delimiter(lif); |
| 3799 |
} |
| 3800 |
iteration_begins(sys); |
| 3801 |
|
| 3802 |
#if !CANOPTIMIZE |
| 3803 |
if(OPTIMIZING(sys)){ |
| 3804 |
ERROR_REPORTER_START_HERE(ASC_PROG_ERROR); |
| 3805 |
FPRINTF(stderr,"QRSlv cannot presently optimize."); |
| 3806 |
error_reporter_end_flush(); |
| 3807 |
|
| 3808 |
sys->s.diverged = 1; |
| 3809 |
iteration_ends(sys); |
| 3810 |
update_status(sys); |
| 3811 |
return 4; |
| 3812 |
} |
| 3813 |
#endif |
| 3814 |
/* |
| 3815 |
* Attempt direct solve if appropriate |
| 3816 |
*/ |
| 3817 |
|
| 3818 |
if(!OPTIMIZING(sys) |
| 3819 |
&& sys->s.block.iteration == 1 && sys->s.block.current_size == 1 |
| 3820 |
){ |
| 3821 |
struct var_variable *var; |
| 3822 |
struct rel_relation *rel; |
| 3823 |
var = sys->vlist[mtx_col_to_org(sys->J.mtx,sys->J.reg.col.low)]; |
| 3824 |
rel = sys->rlist[mtx_row_to_org(sys->J.mtx,sys->J.reg.row.low)]; |
| 3825 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && SLV_PARAM_BOOL(&(sys->p),LIFDS)) { |
| 3826 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> (%d)", "Singleton relation", |
| 3827 |
mtx_row_to_org(sys->J.mtx,sys->J.reg.row.low)); |
| 3828 |
print_rel_name(lif,sys,rel); PUTC('\n',lif); |
| 3829 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> (%d)", "Singleton variable", |
| 3830 |
mtx_col_to_org(sys->J.mtx,sys->J.reg.col.low)); |
| 3831 |
print_var_name(lif,sys,var); PUTC('\n',lif); |
| 3832 |
} |
| 3833 |
|
| 3834 |
/* Attempt direct solve */ |
| 3835 |
/* CONSOLE_DEBUG("Attempting direct solve..."); */ |
| 3836 |
time0=tm_cpu_time(); |
| 3837 |
ds_status=slv_direct_solve(SERVER,rel,var,mif,SLV_PARAM_REAL(&(sys->p),FEAS_TOL), |
| 3838 |
SLV_PARAM_BOOL(&(sys->p),IGNORE_BOUNDS),0); |
| 3839 |
sys->s.block.functime += (tm_cpu_time()-time0); |
| 3840 |
|
| 3841 |
switch( ds_status ) { |
| 3842 |
case 0: |
| 3843 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 3844 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Unable to directly solve symbolically.\n"); |
| 3845 |
} |
| 3846 |
break; |
| 3847 |
case 1: |
| 3848 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT) && SLV_PARAM_BOOL(&(sys->p),LIFDS)) { |
| 3849 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"Directly solved.\n"); |
| 3850 |
} |
| 3851 |
sys->s.calc_ok = calc_residuals(sys); |
| 3852 |
if(sys->s.calc_ok) { |
| 3853 |
iteration_ends(sys); |
| 3854 |
find_next_unconverged_block(sys); |
| 3855 |
update_status(sys); |
| 3856 |
return 0; |
| 3857 |
} |
| 3858 |
ERROR_REPORTER_HERE(ASC_PROG_ERR |
| 3859 |
,"Direct-solve found numerically impossible equation, given" |
| 3860 |
" variable values solved in previous blocks." |
| 3861 |
); |
| 3862 |
case -1: |
| 3863 |
|
| 3864 |
sys->s.inconsistent = TRUE; |
| 3865 |
|
| 3866 |
ERROR_REPORTER_START_NOLINE(ASC_PROG_ERROR); |
| 3867 |
FPRINTF(ASCERR,"Direct solution of relation '"); |
| 3868 |
print_rel_name(ASCERR,sys,rel); |
| 3869 |
FPRINTF(ASCERR,"' gave a\nvalue of '"); |
| 3870 |
print_var_name(ASCERR,sys,var); |
| 3871 |
FPRINTF(ASCERR,"' outside its bounds."); |
| 3872 |
error_reporter_end_flush(); |
| 3873 |
|
| 3874 |
iteration_ends(sys); |
| 3875 |
update_status(sys); |
| 3876 |
return 5; |
| 3877 |
} |
| 3878 |
} /* if fails with a 0, go on to newton a 1x1 */ |
| 3879 |
if(!calc_J(sys)){ |
| 3880 |
ERROR_REPORTER_START_NOLINE(ASC_PROG_ERROR); |
| 3881 |
FPRINTF(MIF(sys),"Jacobian calculation errors detected."); |
| 3882 |
error_reporter_end_flush(); |
| 3883 |
} |
| 3884 |
|
| 3885 |
/* CONSOLE_DEBUG("Scale system..."); */ |
| 3886 |
|
| 3887 |
scale_system(sys); |
| 3888 |
|
| 3889 |
if(!calc_gradient(sys)){ |
| 3890 |
ERROR_REPORTER_NOLINE(ASC_PROG_ERROR,"QRSlv: Gradient calculation errors detected."); |
| 3891 |
FPRINTF(MIF(sys),"QRSlv: Gradient calculation errors detected.\n"); |
| 3892 |
error_reporter_end_flush(); |
| 3893 |
} |
| 3894 |
set_factor_options(sys); /* KHACK: new call to fix lack of proper update */ |
| 3895 |
rank_defect = calc_pivots(sys); |
| 3896 |
if(SLV_PARAM_BOOL(&(sys->p),SAVLIN)) { |
| 3897 |
FILE *ldat; |
| 3898 |
sprintf(savlinfilename,"%s%d",savlinfilebase,savlinnum++); |
| 3899 |
ldat=fopen(savlinfilename,"w"); |
| 3900 |
FPRINTF(ldat,"================= block %d, major itn %d ============\n", |
| 3901 |
sys->s.block.current_block, sys->s.iteration); |
| 3902 |
mtx_write_region(ldat,sys->J.mtx,&(sys->J.reg)); |
| 3903 |
fclose(ldat); |
| 3904 |
} |
| 3905 |
calc_B(sys); |
| 3906 |
calc_ZBZ(sys); /* only call */ |
| 3907 |
calc_multipliers(sys); |
| 3908 |
calc_stationary(sys); |
| 3909 |
|
| 3910 |
if(OPTIMIZING(sys) |
| 3911 |
&& block_feasible(sys) |
| 3912 |
&& calc_sqrt_D0(sys->stationary.norm2) <= SLV_PARAM_REAL(&(sys->p),STAT_TOL) |
| 3913 |
){ |
| 3914 |
iteration_ends(sys); |
| 3915 |
find_next_unconverged_block(sys); |
| 3916 |
update_status(sys); |
| 3917 |
return 0; |
| 3918 |
} |
| 3919 |
calc_phi(sys); |
| 3920 |
|
| 3921 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 3922 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n","Phi", sys->phi); |
| 3923 |
} |
| 3924 |
|
| 3925 |
calc_gamma(sys); |
| 3926 |
calc_Jgamma(sys); |
| 3927 |
|
| 3928 |
if(!OPTIMIZING(sys) |
| 3929 |
&& sys->gamma.norm2 <= SLV_PARAM_REAL(&(sys->p),TERM_TOL)*sys->phi |
| 3930 |
){ |
| 3931 |
ERROR_REPORTER_START_NOLINE(ASC_PROG_ERROR); |
| 3932 |
FPRINTF(ASCERR,"QRSlv: Problem diverged: Gamma norm too small (termtol=%g)." |
| 3933 |
,SLV_PARAM_REAL(&(sys->p),TERM_TOL) |
| 3934 |
); |
| 3935 |
error_reporter_end_flush(); |
| 3936 |
|
| 3937 |
sys->s.diverged = TRUE; |
| 3938 |
iteration_ends(sys); |
| 3939 |
update_status(sys); |
| 3940 |
return 6; |
| 3941 |
} |
| 3942 |
|
| 3943 |
/* CONSOLE_DEBUG("calc_newton..."); */ |
| 3944 |
|
| 3945 |
calc_newton(sys); |
| 3946 |
|
| 3947 |
/* if(sys->residuals.norm2 > 1.0e-32) { |
| 3948 |
norm2 = inner_product(&(sys->newton),&(sys->gamma))/sys->residuals.norm2; |
| 3949 |
if(fabs(norm2 - 1.0) > 1e-4 ) { |
| 3950 |
FPRINTF(MIF(sys),"WARNING:(qrslv) qrslv_iterate\n"); |
| 3951 |
FPRINTF(MIF(sys)," Jacobian inverse inaccurate.\n"); |
| 3952 |
FPRINTF(MIF(sys)," Smallest pivot = %g, JJ' norm2 = %g\n", |
| 3953 |
linsolqr_smallest_pivot(sys->J.sys), norm2); |
| 3954 |
} |
| 3955 |
}*/ |
| 3956 |
/* if we're at the solution, who cares. in fact, why are we here? */ |
| 3957 |
|
| 3958 |
calc_Bnewton(sys); |
| 3959 |
calc_nullspace(sys); /* only call */ |
| 3960 |
|
| 3961 |
calc_varstep1(sys); |
| 3962 |
calc_Bvarstep1(sys); |
| 3963 |
calc_varstep2(sys); /* only call */ |
| 3964 |
calc_Bvarstep2(sys); |
| 3965 |
calc_mulstep1(sys); |
| 3966 |
calc_mulstep2(sys); |
| 3967 |
|
| 3968 |
first = TRUE; |
| 3969 |
oldphi = sys->phi; |
| 3970 |
while (first || !bounds_ok || !new_ok || !descent_ok){ |
| 3971 |
|
| 3972 |
minor++; |
| 3973 |
|
| 3974 |
/* detect runaway minor loop -- AWW, Nov 2004 */ |
| 3975 |
if(minor >= SLV_PARAM_INT(&(sys->p),MAX_MINOR)){ |
| 3976 |
ERROR_REPORTER_HERE(ASC_PROG_ERR,"QRSlv exceeded max line search iterations. Check for variables on bounds."); |
| 3977 |
sys->s.inconsistent = TRUE; |
| 3978 |
iteration_ends(sys); |
| 3979 |
update_status(sys); |
| 3980 |
return 7; |
| 3981 |
} /* end -- AWW */ |
| 3982 |
|
| 3983 |
if(first) { |
| 3984 |
change_maxstep(sys, MAXDOUBLE); |
| 3985 |
first = FALSE; |
| 3986 |
}else{ |
| 3987 |
if(!bounds_ok) { |
| 3988 |
real64 maxstep_coef; |
| 3989 |
maxstep_coef = 0.5*(1.0 + SLV_PARAM_REAL(&(sys->p),TOWARD_BOUNDS)*bounds_coef); |
| 3990 |
if(maxstep_coef < SLV_PARAM_REAL(&(sys->p),MIN_COEF)) maxstep_coef = SLV_PARAM_REAL(&(sys->p),MIN_COEF); |
| 3991 |
if(maxstep_coef > SLV_PARAM_REAL(&(sys->p),MAX_COEF)) maxstep_coef = SLV_PARAM_REAL(&(sys->p),MAX_COEF); |
| 3992 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 3993 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 3994 |
" Step reduction (bounds not ok)", maxstep_coef); |
| 3995 |
} |
| 3996 |
restore_variables(sys); |
| 3997 |
change_maxstep(sys, maxstep_coef*sys->maxstep); |
| 3998 |
}else{ |
| 3999 |
if(!new_ok) { |
| 4000 |
real64 maxstep_coef; |
| 4001 |
maxstep_coef = 0.50; |
| 4002 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 4003 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 4004 |
" Step reduction (calculations not ok)", maxstep_coef); |
| 4005 |
} |
| 4006 |
restore_variables(sys); |
| 4007 |
change_maxstep(sys, maxstep_coef*sys->maxstep); |
| 4008 |
}else{ |
| 4009 |
if(!descent_ok) { |
| 4010 |
real64 maxstep_coef; |
| 4011 |
previous = MIN(sys->phi, oldphi); |
| 4012 |
if(OPTIMIZING(sys)){ |
| 4013 |
maxstep_coef = 0.5; |
| 4014 |
}else{ |
| 4015 |
real64 denom; |
| 4016 |
denom = sys->phi - oldphi + |
| 4017 |
sys->maxstep*calc_sqrt_D0(sys->gamma.norm2); |
| 4018 |
maxstep_coef = denom > 0.0 ? 0.5* |
| 4019 |
sys->maxstep*calc_sqrt_D0(sys->gamma.norm2)/denom : SLV_PARAM_REAL(&(sys->p),MAX_COEF); |
| 4020 |
} |
| 4021 |
if(maxstep_coef < SLV_PARAM_REAL(&(sys->p),MIN_COEF)) maxstep_coef = SLV_PARAM_REAL(&(sys->p),MIN_COEF); |
| 4022 |
if(maxstep_coef > SLV_PARAM_REAL(&(sys->p),MAX_COEF)) maxstep_coef = SLV_PARAM_REAL(&(sys->p),MAX_COEF); |
| 4023 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 4024 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 4025 |
" Step reduction (descent not ok)",maxstep_coef); |
| 4026 |
} |
| 4027 |
sys->phi = oldphi; |
| 4028 |
restore_variables(sys); |
| 4029 |
change_maxstep(sys, maxstep_coef*sys->maxstep); |
| 4030 |
} |
| 4031 |
} |
| 4032 |
} |
| 4033 |
} |
| 4034 |
|
| 4035 |
calc_step(sys, minor); |
| 4036 |
sys->progress = calc_sqrt_D0( |
| 4037 |
calc_sqrt_D0((sys->varstep.norm2+sys->mulstep.norm2)* |
| 4038 |
(sys->varstep1.norm2+sys->mulstep1.norm2))); |
| 4039 |
sys->maxstep = calc_sqrt_D0(sys->varstep.norm2 + sys->mulstep.norm2); |
| 4040 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 4041 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 4042 |
" Suggested step length (scaled)", sys->maxstep); |
| 4043 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", |
| 4044 |
" Suggested progress", sys->progress); |
| 4045 |
} |
| 4046 |
|
| 4047 |
if(sys->progress <= SLV_PARAM_REAL(&(sys->p),TERM_TOL)) { |
| 4048 |
ERROR_REPORTER_START_NOLINE(ASC_PROG_ERROR); |
| 4049 |
FPRINTF(ASCERR,"QRSlv: Problem diverged: Suggested progress too small."); |
| 4050 |
error_reporter_end_flush(); |
| 4051 |
|
| 4052 |
sys->s.diverged = TRUE; |
| 4053 |
iteration_ends(sys); |
| 4054 |
update_status(sys); |
| 4055 |
return 8; |
| 4056 |
} |
| 4057 |
|
| 4058 |
|
| 4059 |
/* |
| 4060 |
Check bounds. |
| 4061 |
*/ |
| 4062 |
bounds_ok = ( |
| 4063 |
(!SLV_PARAM_BOOL(&(sys->p),SLV_PARAM_BOOL(&(sys->p),REDUCE))) |
| 4064 |
|| (SLV_PARAM_BOOL(&(sys->p),IGNORE_BOUNDS)) |
| 4065 |
|| ((bounds_coef=required_coef_to_stay_inbounds(sys)) == 1.0) |
| 4066 |
); |
| 4067 |
if(!bounds_ok){ |
| 4068 |
previous = oldphi; |
| 4069 |
continue; |
| 4070 |
} |
| 4071 |
|
| 4072 |
/* |
| 4073 |
Apply step. |
| 4074 |
*/ |
| 4075 |
apply_step(sys); |
| 4076 |
if(sys->progress <= SLV_PARAM_REAL(&(sys->p),TERM_TOL)) { |
| 4077 |
ERROR_REPORTER_START_NOLINE(ASC_PROG_ERROR); |
| 4078 |
FPRINTF(ASCERR,"Problem diverged: Applied progress too small."); |
| 4079 |
error_reporter_end_flush(); |
| 4080 |
|
| 4081 |
restore_variables(sys); |
| 4082 |
sys->s.diverged = TRUE; |
| 4083 |
iteration_ends(sys); |
| 4084 |
update_status(sys); |
| 4085 |
return 9; |
| 4086 |
} |
| 4087 |
|
| 4088 |
/* |
| 4089 |
Check calculations at new point. |
| 4090 |
*/ |
| 4091 |
new_ok = (calc_objective(sys) && calc_residuals(sys)); |
| 4092 |
/* calculate all included objectives |
| 4093 |
* need error checking here |
| 4094 |
* should combine with above line??? |
| 4095 |
*/ |
| 4096 |
calc_objectives(sys); |
| 4097 |
if(!sys->s.calc_ok) { |
| 4098 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 4099 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE," Step accepted.\n"); |
| 4100 |
} |
| 4101 |
if(new_ok) |
| 4102 |
FPRINTF(mif,"\nCalculation errors resolved.\n"); |
| 4103 |
step_accepted(sys); |
| 4104 |
sys->s.calc_ok = new_ok; |
| 4105 |
iteration_ends(sys); |
| 4106 |
update_status(sys); |
| 4107 |
return 0; |
| 4108 |
} |
| 4109 |
if(!new_ok){ |
| 4110 |
previous = oldphi; |
| 4111 |
continue; |
| 4112 |
} |
| 4113 |
|
| 4114 |
/* |
| 4115 |
Check for descent |
| 4116 |
*/ |
| 4117 |
scale_residuals(sys); |
| 4118 |
calc_phi(sys); |
| 4119 |
sys->phi += inner_product( &(sys->mulstep),&(sys->residuals) ); |
| 4120 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 4121 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", " Anticipated phi",sys->phi); |
| 4122 |
} |
| 4123 |
descent_ok = (sys->phi < oldphi); |
| 4124 |
if(SLV_PARAM_BOOL(&(sys->p),EXACT_LINE_SEARCH)) |
| 4125 |
descent_ok = (descent_ok && (sys->phi >= previous)); |
| 4126 |
} /* end while */ |
| 4127 |
|
| 4128 |
step_accepted(sys); |
| 4129 |
if(SLV_PARAM_BOOL(&(sys->p),SHOW_LESS_IMPT)) { |
| 4130 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE," Step accepted.\n"); |
| 4131 |
if(sys->obj) { |
| 4132 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"\n%-40s ---> %g\n", "Objective", sys->objective); |
| 4133 |
} |
| 4134 |
ERROR_REPORTER_HERE(ASC_PROG_NOTE,"%-40s ---> %g\n", "Residual norm (unscaled)", |
| 4135 |
sys->s.block.residual); |
| 4136 |
} |
| 4137 |
|
| 4138 |
/* |
| 4139 |
Check for equation solving convergence within the block |
| 4140 |
*/ |
| 4141 |
#if DEBUG |
| 4142 |
FPRINTF(stderr,"******end of iteration*************\n"); |
| 4143 |
debug_out_var_values(LIF(sys), sys); |
| 4144 |
debug_out_rel_residuals(LIF(sys), sys); |
| 4145 |
FPRINTF(stderr,"***********************************\n"); |
| 4146 |
#endif |
| 4147 |
|
| 4148 |
/* CONSOLE_DEBUG("Iteration ends..."); */ |
| 4149 |
|
| 4150 |
iteration_ends(sys); |
| 4151 |
if(!OPTIMIZING(sys) && block_feasible(sys)){ |
| 4152 |
if(rank_defect){ |
| 4153 |
ERROR_REPORTER_HERE(ASC_PROG_ERR,"Block %d was singular one step before convergence." |
| 4154 |
" You may wish to check for numeric dependency at solution." |
| 4155 |
, sys->s.block.current_block); |
| 4156 |
} |
| 4157 |
find_next_unconverged_block(sys); |
| 4158 |
} |
| 4159 |
update_status(sys); |
| 4160 |
return 0; |
| 4161 |
} |
| 4162 |
|
| 4163 |
|
| 4164 |
static int qrslv_solve(slv_system_t server, SlvClientToken asys){ |
| 4165 |
int err = 0; |
| 4166 |
qrslv_system_t sys; |
| 4167 |
sys = QRSLV(asys); |
| 4168 |
if(server == NULL || sys==NULL) return 1; |
| 4169 |
if(check_system(sys)) return 1; |
| 4170 |
while(sys->s.ready_to_solve) err = err | qrslv_iterate(server,sys); |
| 4171 |
if(err)ERROR_REPORTER_HERE(ASC_PROG_ERR,"Solver error %d",err); |
| 4172 |
return err; |
| 4173 |
} |
| 4174 |
|
| 4175 |
static mtx_matrix_t qrslv_get_jacobian(slv_system_t server, SlvClientToken sys){ |
| 4176 |
if(server == NULL || sys==NULL) return NULL; |
| 4177 |
if(check_system(QRSLV(sys))) return NULL; |
| 4178 |
return QRSLV(sys)->J.mtx; |
| 4179 |
} |
| 4180 |
|
| 4181 |
static int qrslv_destroy(slv_system_t server, SlvClientToken asys){ |
| 4182 |
qrslv_system_t sys; |
| 4183 |
(void) server; |
| 4184 |
sys = QRSLV(asys); |
| 4185 |
if(check_system(sys)) return 1; |
| 4186 |
slv_destroy_parms(&(sys->p)); |
| 4187 |
destroy_matrices(sys); |
| 4188 |
destroy_vectors(sys); |
| 4189 |
sys->integrity = DESTROYED; |
| 4190 |
if(sys->s.cost) ascfree(sys->s.cost); |
| 4191 |
ascfree( (POINTER)asys ); |
| 4192 |
return 0; |
| 4193 |
} |
| 4194 |
|
| 4195 |
|
| 4196 |
static const SlvFunctionsT qrslv_internals = { |
| 4197 |
SOLVER_QRSLV_EXT |
| 4198 |
,"QRSlv" |
| 4199 |
,qrslv_create |
| 4200 |
,qrslv_destroy |
| 4201 |
,qrslv_eligible_solver |
| 4202 |
,qrslv_get_default_parameters |
| 4203 |
,qrslv_get_parameters |
| 4204 |
,qrslv_set_parameters |
| 4205 |
,qrslv_get_status |
| 4206 |
,qrslv_solve |
| 4207 |
,qrslv_presolve |
| 4208 |
,qrslv_iterate |
| 4209 |
,qrslv_resolve |
| 4210 |
,qrslv_get_linsolqr_sys |
| 4211 |
,qrslv_get_jacobian |
| 4212 |
,NULL |
| 4213 |
}; |
| 4214 |
|
| 4215 |
ASC_EXPORT int qrslv_register(void){ |
| 4216 |
return solver_register(&qrslv_internals); |
| 4217 |
} |
| 4218 |
|