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Moving solvers to their own directory
1 | /* :ex: set ts=8 */ |
2 | /* ASCEND modelling environment |
3 | Copyright (C) 2006 Carnegie Mellon University |
4 | Copyright (C) 1994 Joseph Zaher, Benjamin Andrew Allan |
5 | Copyright (C) 1993 Joseph Zaher |
6 | Copyright (C) 1990 Karl Michael Westerberg |
7 | |
8 | This program is free software; you can redistribute it and/or modify |
9 | it under the terms of the GNU General Public License as published by |
10 | the Free Software Foundation; either version 2, or (at your option) |
11 | any later version. |
12 | |
13 | This program is distributed in the hope that it will be useful, |
14 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
15 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
16 | GNU General Public License for more details. |
17 | |
18 | You should have received a copy of the GNU General Public License |
19 | along with this program; if not, write to the Free Software |
20 | Foundation, Inc., 59 Temple Place - Suite 330, |
21 | Boston, MA 02111-1307, USA. |
22 | *//** |
23 | @file |
24 | QRSLV solver module for ASCEND. |
25 | *//* |
26 | by Karl Michael Westerberg |
27 | Created: 2/6/90 |
28 | Last *CVS* version ballan 2000/01/25 02:27:32 |
29 | */ |
30 | |
31 | #include <math.h> |
32 | #include <stdarg.h> |
33 | |
34 | #define ASC_BUILDING_INTERFACE |
35 | |
36 | #include <utilities/config.h> |
37 | #include <utilities/ascConfig.h> |
38 | #ifdef ASC_SIGNAL_TRAPS |
39 | # include <utilities/ascSignal.h> |
40 | #endif |
41 | |
42 | #include <utilities/ascMalloc.h> |
43 | #include <utilities/set.h> |
44 | #include <general/mathmacros.h> |
45 | #include <general/tm_time.h> |
46 | #include <utilities/mem.h> |
47 | #include <utilities/ascPanic.h> |
48 | #include <general/list.h> |
49 | |
50 | #include <linear/mtx_vector.h> |
51 | |
52 | #include <system/calc.h> |
53 | #include <system/slv_stdcalls.h> |
54 | #include <system/relman.h> |
55 | #include <system/block.h> |
56 | #include <solver/solver.h> |
57 | |
58 | #define CANOPTIMIZE FALSE |
59 | /**< TRUE iff optimization code completed, meaning relman_diff fixed. */ |
60 | |
61 | #define DEBUG FALSE |
62 | /**< makes lots of extra spew */ |
63 | |
64 | #define QRSLV(s) ((qrslv_system_t)(s)) |
65 | #define SERVER (sys->slv) |
66 | |
67 | #define SOLVER_QRSLV_EXT 33 |
68 | |
69 | enum QRSLV_PARAMS{ |
70 | IGNORE_BOUNDS |
71 | ,SHOW_MORE_IMPT |
72 | ,RHO |
73 | ,PARTITION |
74 | ,SHOW_LESS_IMPT |
75 | ,AUTO_RESOLVE |
76 | ,TIME_LIMIT |
77 | ,ITER_LIMIT |
78 | ,STAT_TOL |
79 | ,TERM_TOL |
80 | ,SING_TOL |
81 | ,PIVOT_TOL |
82 | ,FEAS_TOL |
83 | ,LIFDS |
84 | ,SAVLIN |
85 | ,SAFE_CALC |
86 | ,RELNOMSCALE |
87 | ,CUTOFF |
88 | ,UPDATE_JACOBIAN |
89 | ,UPDATE_WEIGHTS |
90 | ,UPDATE_NOMINALS |
91 | ,UPDATE_RELNOMS |
92 | ,ITSCALELIM |
93 | ,CONVOPT |
94 | ,SCALEOPT |
95 | ,REDUCE |
96 | ,EXACT_LINE_SEARCH |
97 | ,DUMPCNORM |
98 | ,LINTIME |
99 | ,TRUNCATE |
100 | ,REORDER_OPTION |
101 | ,TOO_SMALL |
102 | ,CNLOW |
103 | ,CNHIGH |
104 | ,TOWARD_BOUNDS |
105 | ,POSITIVE_DEFINITE |
106 | ,DETZERO |
107 | ,STEPSIZEERR_MAX |
108 | ,PARMRNG_MIN |
109 | ,MIN_COEF |
110 | ,MAX_COEF |
111 | ,ITSCALETOL |
112 | ,FACTOR_OPTION |
113 | ,MAX_MINOR |
114 | ,qrslv_PA_SIZE |
115 | }; |
116 | |
117 | /* |
118 | Subparameters implemented: (value/meaning) |
119 | SLV_PARAM_BOOL(&(sys->p),LIFDS) 0=>do not show full detail info for singletons |
120 | 1=>do (this value ignored if detailed solve info not on. |
121 | SLV_PARAM_BOOL(&(sys->p),SAVLIN) 0=>do not append linearizations arising in the newton |
122 | scheme to the file SlvLinsol.dat. |
123 | 1=>do. |
124 | SLV_PARAM_CHAR(&(sys->p),SCALEOPT) |
125 | 0=>Use variable nominals and row two-norms for scaling |
126 | the Jacobian and rhs. |
127 | Use variable nominals and relation nominals for |
128 | scaling the Jacobian and rhs. |
129 | 2=>Prescale by option 0 and then apply Fourer's |
130 | iterative scaling routine. |
131 | 3=>Prescale by option 1 and then apply Fourer's |
132 | iterative scaling routine. |
133 | 4=>Scale using only Fourer's iterative routine. |
134 | SLV_PARAM_BOOL(&(sys->p),RELNOMSCALE) |
135 | 0=>use Jacobian row scaling for scaling residuals |
136 | for purpose of detecting descent. |
137 | 1=>use most recently recorded relation nominals |
138 | for scaling residuals for purpose of |
139 | detecting descent. |
140 | The residuals will also be scaled by the |
141 | relation nominals AT THE CURRENT POINT |
142 | for determining constraint satisfaction. |
143 | UPRELNOM |
144 | 0-INF=> Set number of iterations to wait |
145 | before updating vector of relation nominals. |
146 | SLV_PARAM_INT(&(sys->p),CUTOFF)] MODEL tearing/reordering cutoff number. |
147 | |
148 | [*] Generally cryptic parameters left by Joe. Someone |
149 | should play with and document them. See the defaults. |
150 | |
151 | */ |
152 | |
153 | /** |
154 | Frequency counters |
155 | */ |
156 | struct update_data { |
157 | int jacobian; /* Countdown on jacobian updating */ |
158 | int weights; /* Countdown on weights updating */ |
159 | int nominals; /* Countdown on nominals updating */ |
160 | int relnoms; /* Countdown on relnom updating */ |
161 | int iterative; /* Countdown on iterative scale update */ |
162 | }; |
163 | |
164 | /* |
165 | varpivots, relpivots used only in optimizing, if we rewrite calc_pivots |
166 | without them. |
167 | */ |
168 | struct jacobian_data { |
169 | linsolqr_system_t sys; /* Linear system */ |
170 | mtx_matrix_t mtx; /* Transpose gradient of residuals */ |
171 | real64 *rhs; /* RHS from linear system */ |
172 | unsigned *varpivots; /* Pivoted variables */ |
173 | unsigned *relpivots; /* Pivoted relations */ |
174 | unsigned *subregions; /* Set of subregion indeces */ |
175 | dof_t *dofdata; /* dof data pointer from server */ |
176 | mtx_region_t reg; /* Current block region */ |
177 | int32 rank; /* Numerical rank of the jacobian */ |
178 | enum factor_method fm; /* Linear factorization method */ |
179 | boolean accurate; /* ? Recalculate matrix */ |
180 | boolean singular; /* ? Can matrix be inverted */ |
181 | boolean old_partition; /* old value of partition flag */ |
182 | }; |
183 | |
184 | struct hessian_data { |
185 | struct vec_vector Bs; /* Product of B and s */ |
186 | struct vec_vector y; /* Difference in stationaries */ |
187 | real64 ys; /* inner product of y and s */ |
188 | real64 sBs; /* inner product of s and Bs */ |
189 | struct hessian_data *next; /* previous iteration data */ |
190 | }; |
191 | |
192 | struct reduced_data { |
193 | real64 **mtx; /* Dense matrix */ |
194 | real64 *ZBs; /* Reduced Bs */ |
195 | real64 *Zy; /* Reduced y */ |
196 | int32 order; /* Degrees of freedom */ |
197 | boolean accurate; /* Ready to re-compute ? */ |
198 | }; |
199 | |
200 | struct qrslv_system_structure { |
201 | |
202 | /* Problem definition */ |
203 | slv_system_t slv; /* slv_system_t back-link */ |
204 | struct rel_relation *obj; /* Objective function: NULL = none */ |
205 | struct var_variable **vlist; /* Variable list (NULL terminated) */ |
206 | struct rel_relation **rlist; /* Relation list (NULL terminated) */ |
207 | |
208 | /* Solver information */ |
209 | int integrity; /* ? Has the system been created */ |
210 | int32 presolved; /* ? Has the system been presolved */ |
211 | slv_parameters_t p; /* Parameters */ |
212 | slv_status_t s; /* Status (as of iteration end) */ |
213 | struct update_data update; /* Jacobian frequency counters */ |
214 | int32 cap; /* Order of matrix/vectors */ |
215 | int32 rank; /* Symbolic rank of problem */ |
216 | int32 vused; /* Free and incident variables */ |
217 | int32 vtot; /* length of varlist */ |
218 | int32 rused; /* Included relations */ |
219 | int32 rtot; /* length of rellist */ |
220 | double clock; /* CPU time */ |
221 | void *parm_array[qrslv_PA_SIZE]; /* array of pointers to param values */ |
222 | struct slv_parameter pa[qrslv_PA_SIZE];/* &pa[0] => sys->p.parms */ |
223 | |
224 | /* Calculated data (scaled) */ |
225 | struct jacobian_data J; /* linearized system */ |
226 | struct hessian_data *B; /* Curvature information */ |
227 | struct reduced_data ZBZ; /* Reduced hessian */ |
228 | |
229 | struct vec_vector nominals; /* Variable nominals */ |
230 | struct vec_vector weights; /* Relation weights */ |
231 | struct vec_vector relnoms; /* Relation nominals */ |
232 | struct vec_vector variables; /* Variable values */ |
233 | struct vec_vector residuals; /* Relation residuals */ |
234 | struct vec_vector gradient; /* Objective gradient */ |
235 | struct vec_vector multipliers; /* Relation multipliers */ |
236 | struct vec_vector stationary; /* Lagrange gradient */ |
237 | struct vec_vector gamma; /* Feasibility steepest descent */ |
238 | struct vec_vector Jgamma; /* Product of J and gamma */ |
239 | struct vec_vector newton; /* Dependent variables */ |
240 | struct vec_vector Bnewton; /* Product of B and newton */ |
241 | struct vec_vector nullspace; /* Independent variables */ |
242 | struct vec_vector varstep1; /* 1st order in variables */ |
243 | struct vec_vector Bvarstep1; /* Product of B and varstep1 */ |
244 | struct vec_vector varstep2; /* 2nd order in variables */ |
245 | struct vec_vector Bvarstep2; /* Product of B and varstep2 */ |
246 | struct vec_vector mulstep1; /* 1st order in multipliers */ |
247 | struct vec_vector mulstep2; /* 2nd order in multipliers */ |
248 | struct vec_vector varstep; /* Step in variables */ |
249 | struct vec_vector mulstep; /* Step in multipliers */ |
250 | |
251 | real64 objective; /* Objective function evaluation */ |
252 | real64 phi; /* Unconstrained minimizer */ |
253 | real64 maxstep; /* Maximum step size allowed */ |
254 | real64 progress; /* Steepest directional derivative */ |
255 | }; |
256 | |
257 | typedef struct qrslv_system_structure *qrslv_system_t; |
258 | |
259 | |
260 | /*----------------------------------------------------------------------------- |
261 | INTEGRITY CHECKS |
262 | */ |
263 | |
264 | #define OK ((int)813029392) |
265 | #define DESTROYED ((int)103289182) |
266 | /** |
267 | Checks sys for NULL and for integrity. |
268 | */ |
269 | static int check_system(qrslv_system_t sys){ |
270 | if(sys == NULL){ |
271 | ERROR_REPORTER_HERE(ASC_PROG_ERROR,"NULL system handle."); |
272 | return 1; |
273 | } |
274 | |
275 | switch( sys->integrity ) { |
276 | case OK: |
277 | return 0; |
278 | case DESTROYED: |
279 | ERROR_REPORTER_HERE(ASC_PROG_ERROR,"System was recently destroyed."); |
280 | return 1; |
281 | default: |
282 | ERROR_REPORTER_HERE(ASC_PROG_ERROR,"System reused or never allocated."); |
283 | return 1; |
284 | } |
285 | } |
286 | |
287 | /*----------------------------------------------------------------------------- |
288 | GENERAL INPUT/OUTPUT ROUTINES |
289 | */ |
290 | |
291 | #define print_var_name(a,b,c) slv_print_var_name((a),(b)->slv,(c)) |
292 | #define print_rel_name(a,b,c) slv_print_rel_name((a),(b)->slv,(c)) |
293 | |
294 | /*----------------------------------------------------------------------------- |
295 | DEBUG OUTPUT ROUTINES |
296 | */ |
297 | /** |
298 | Outputs a row of dashes. |
299 | */ |
300 | static void debug_delimiter( FILE *fp){ |
301 | int i; |
302 | for( i=0; i<60; i++ ) PUTC('-',fp); |
303 | PUTC('\n',fp); |
304 | } |
305 | |
306 | #if DEBUG |
307 | /** |
308 | Outputs a vector. |
309 | */ |
310 | static void debug_out_vector(FILE *fp, qrslv_system_t sys |
311 | ,struct vec_vector *vec |
312 | ){ |
313 | int32 ndx; |
314 | FPRINTF(fp,"Norm = %g, Accurate = %s, Vector range = %d to %d\n", |
315 | calc_sqrt_D0(vec->norm2), vec->accurate?"TRUE":"FALSE", |
316 | vec->rng->low,vec->rng->high); |
317 | FPRINTF(fp,"Vector --> "); |
318 | for( ndx=vec->rng->low ; ndx<=vec->rng->high ; ++ndx ) |
319 | FPRINTF(fp, "%g ", vec->vec[ndx]); |
320 | PUTC('\n',fp); |
321 | } |
322 | |
323 | /** |
324 | Outputs all variable values in current block. |
325 | */ |
326 | static void debug_out_var_values(FILE *fp, qrslv_system_t sys){ |
327 | int32 col; |
328 | struct var_variable *var; |
329 | |
330 | FPRINTF(fp,"Var values --> \n"); |
331 | for( col = sys->J.reg.col.low; col <= sys->J.reg.col.high ; col++ ) { |
332 | var = sys->vlist[mtx_col_to_org(sys->J.mtx,col)]; |
333 | print_var_name(fp,sys,var); |
334 | FPRINTF(fp, "\nI\tLb\tValue\tUb\tScale\tCol\tINom\n"); |
335 | FPRINTF(fp,"%d\t%.4g\t%.4g\t%.4g\t%.4g\t%d\t%.4g\n", |
336 | var_sindex(var),var_lower_bound(var),var_value(var), |
337 | var_upper_bound(var),var_nominal(var), |
338 | col,sys->nominals.vec[col]); |
339 | } |
340 | } |
341 | |
342 | /** |
343 | Outputs all relation residuals in current block. |
344 | */ |
345 | static void debug_out_rel_residuals( FILE *fp, qrslv_system_t sys){ |
346 | int32 row; |
347 | |
348 | FPRINTF(fp,"Rel residuals --> \n"); |
349 | for( row = sys->J.reg.row.low; row <= sys->J.reg.row.high ; row++ ) { |
350 | struct rel_relation *rel; |
351 | rel = sys->rlist[mtx_row_to_org(sys->J.mtx,row)]; |
352 | FPRINTF(fp," %g : ",rel_residual(rel)); |
353 | print_rel_name(fp,sys,rel); |
354 | PUTC('\n',fp); |
355 | } |
356 | PUTC('\n',fp); |
357 | } |
358 | |
359 | /** |
360 | Outputs permutation and values of the nonzero elements in the |
361 | the jacobian matrix. |
362 | */ |
363 | static void debug_out_jacobian( FILE *fp, qrslv_system_t sys){ |
364 | mtx_coord_t nz; |
365 | real64 value; |
366 | |
367 | nz.row = sys->J.reg.row.low; |
368 | for( ; nz.row <= sys->J.reg.row.high; ++(nz.row) ) { |
369 | FPRINTF(fp," Row %d (rel %d)\n", nz.row, |
370 | mtx_row_to_org(sys->J.mtx,nz.row)); |
371 | nz.col = mtx_FIRST; |
372 | while( value = mtx_next_in_row(sys->J.mtx,&nz,&(sys->J.reg.col)), |
373 | nz.col != mtx_LAST ) { |
374 | FPRINTF(fp," Col %d (var %d) has value %g\n", nz.col, |
375 | mtx_col_to_org(sys->J.mtx,nz.col), value); |
376 | } |
377 | } |
378 | } |
379 | |
380 | /** |
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_ |