ipopt-src 0.2.3+3.14.16

// Copyright (C) 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Andreas Waechter     IBM                  2008-09-05
//            based on IpAlgBuilder.cpp (rev 1311)

#include "IpoptConfig.h"
#include "IpInexactAlgBuilder.hpp"
#include "IpInexactData.hpp"
#include "IpInexactCq.hpp"
#include "IpNLPBoundsRemover.hpp"

#include "IpOptErrorConvCheck.hpp"
#include "IpStdAugSystemSolver.hpp"
#include "IpTSymLinearSolver.hpp"
#include "IpPDPerturbationHandler.hpp"

#include "IpBacktrackingLineSearch.hpp"
#include "IpInexactLSAcceptor.hpp"

#include "IpMonotoneMuUpdate.hpp"
#include "IpAdaptiveMuUpdate.hpp"
#include "IpLoqoMuOracle.hpp"
#include "IpDefaultIterateInitializer.hpp"
#include "IpWarmStartIterateInitializer.hpp"
#include "IpOrigIterationOutput.hpp"
#include "IpUserScaling.hpp"
#include "IpGradientScaling.hpp"
#include "IpEquilibrationScaling.hpp"
#include "IpExactHessianUpdater.hpp"

#include "IpInexactDoglegNormal.hpp"
#include "IpInexactSearchDirCalc.hpp"
#include "IpInexactNewtonNormal.hpp"
#include "IpInexactPDSolver.hpp"

#include "IpMa27TSolverInterface.hpp"
#include "IpMa57TSolverInterface.hpp"
#include "IpMc19TSymScalingMethod.hpp"
#include "IpInexactTSymScalingMethod.hpp"
#include "IpIterativePardisoSolverInterface.hpp"
#include "IpInexactNormalTerminationTester.hpp"
#include "IpInexactPDTerminationTester.hpp"

#include "IpLinearSolvers.h"

#ifdef IPOPT_HAS_WSMP
# include "IpWsmpSolverInterface.hpp"
#endif
#ifdef IPOPT_HAS_MUMPS
# include "IpMumpsSolverInterface.hpp"
#endif

namespace Ipopt
{
#if IPOPT_VERBOSITY > 0
static const Index dbg_verbosity = 0;
#endif

InexactAlgorithmBuilder::InexactAlgorithmBuilder()
   : AlgorithmBuilder()
{ }

void InexactAlgorithmBuilder::BuildIpoptObjects(
   const Journalist&                    jnlst,
   const OptionsList&                   options,
   const std::string&                   prefix,
   const SmartPtr<NLP>&                 nlp,
   SmartPtr<IpoptNLP>&                  ip_nlp,
   SmartPtr<IpoptData>&                 ip_data,
   SmartPtr<IpoptCalculatedQuantities>& ip_cq
)
{
   DBG_ASSERT(prefix == "");

   DBG_ASSERT(dynamic_cast<NLPBoundsRemover*>(GetRawPtr(nlp)));

   // use the original method to get the basic quantites
   AlgorithmBuilder::BuildIpoptObjects(jnlst, options, prefix, nlp, ip_nlp, ip_data, ip_cq);

   // Now add the objects specific for the inexact step version
   if( ip_data->HaveAddData() )
   {
      THROW_EXCEPTION(OPTION_INVALID,
                      "The Inexact step computation of Ipopt has been chosen, but some option has been set that requires additional Ipopt data beside the one for the chosen inexact step computation");
   }
   ip_data->SetAddData(new InexactData());

   if( ip_cq->HaveAddCq() )
   {
      THROW_EXCEPTION(OPTION_INVALID,
                      "The Inexact step computation of Ipopt has been chosen, but some option has been set that requires additional Ipopt calculated quantities beside the one for the chosen inexact step computation");
   }
   ip_cq->SetAddCq(new InexactCq(GetRawPtr(ip_nlp), GetRawPtr(ip_data), GetRawPtr(ip_cq)));
}

void InexactAlgorithmBuilder::RegisterOptions(
   SmartPtr<RegisteredOptions> roptions
)
{
   roptions->AddStringOption2(
      "inexact_linear_system_scaling",
      "Method for scaling the linear system for the inexact approach",
      "slack-based",
      "none", "no scaling will be performed",
      "slack-based", "scale the linear system as in paper");
}

SmartPtr<IpoptAlgorithm> InexactAlgorithmBuilder::BuildBasicAlgorithm(
   const Journalist&  /*jnlst*/,
   const OptionsList& options,
   const std::string& prefix
)
{
   DBG_START_FUN("InexactAlgorithmBuilder::BuildBasicAlgorithm",
                 dbg_verbosity);

   // Create the convergence check
   SmartPtr<ConvergenceCheck> convCheck = new OptimalityErrorConvergenceCheck();

   SmartPtr<InexactNormalTerminationTester> NormalTester;
   SmartPtr<SparseSymLinearSolverInterface> SolverInterface;
   std::string linear_solver;
   options.GetStringValue("linear_solver", linear_solver, prefix);

   if( linear_solver == "ma27" )
   {
      SolverInterface = new Ma27TSolverInterface(GetHSLLoader(options, prefix));
   }

   else if( linear_solver == "ma57" )
   {
      SolverInterface = new Ma57TSolverInterface(GetHSLLoader(options, prefix));
   }

   else if( linear_solver == "pardiso" )
   {
      NormalTester = new InexactNormalTerminationTester();
      SmartPtr<IterativeSolverTerminationTester> pd_tester = new InexactPDTerminationTester();
      SolverInterface = new IterativePardisoSolverInterface(*NormalTester, *pd_tester, GetPardisoLoader(options, prefix));
   }

#ifdef IPOPT_HAS_WSMP
   else if( linear_solver == "wsmp" )
   {
      SolverInterface = new WsmpSolverInterface();
   }
#endif

#ifdef IPOPT_HAS_MUMPS
   else if( linear_solver == "mumps" )
   {
      SolverInterface = new MumpsSolverInterface();
      linear_solver = MumpsSolverInterface::GetName();
   }
#endif

   else
   {
      THROW_EXCEPTION(OPTION_INVALID, "Inexact version not available for this selection of linear solver.");
   }

   SmartPtr<TSymScalingMethod> ScalingMethod;

   std::string inexact_linear_system_scaling;
   options.GetStringValue("inexact_linear_system_scaling", inexact_linear_system_scaling, prefix);
   if( inexact_linear_system_scaling == "slack-based" )
   {
      ScalingMethod = new InexactTSymScalingMethod();
   }

   SmartPtr<SymLinearSolver> ScaledSolver = new TSymLinearSolver(SolverInterface, ScalingMethod);

   SmartPtr<AugSystemSolver> AugSolver = new StdAugSystemSolver(*ScaledSolver);

   // Create the object for initializing the iterates Initialization
   // object.  We include both the warm start and the defaut
   // initializer, so that the warm start options can be activated
   // without having to rebuild the algorithm
   SmartPtr<IterateInitializer> WarmStartInitializer = new WarmStartIterateInitializer();
   SmartPtr<IterateInitializer> IterInitializer = new DefaultIterateInitializer(NULL, WarmStartInitializer, NULL);

   // Create the line search to be used by the main algorithm
   SmartPtr<BacktrackingLSAcceptor> LSacceptor = new InexactLSAcceptor();
   SmartPtr<LineSearch> lineSearch = new BacktrackingLineSearch(LSacceptor, NULL, convCheck);

   // Create the mu update that will be used by the main algorithm
   SmartPtr<MuUpdate> MuUpdate;
   std::string smuupdate;
   options.GetStringValue("mu_strategy", smuupdate, prefix);
   if( smuupdate == "monotone" )
   {
      MuUpdate = new MonotoneMuUpdate(GetRawPtr(lineSearch));
   }
   else if( smuupdate == "adaptive" )
   {
      // for now, we only allow Loqo oracle since it does not require
      // linear system solve
      SmartPtr<MuOracle> muOracle = new LoqoMuOracle();
      SmartPtr<MuOracle> FixMuOracle = new LoqoMuOracle();
      MuUpdate = new AdaptiveMuUpdate(GetRawPtr(lineSearch), muOracle, FixMuOracle);
   }

   // Create the object for the iteration output
   SmartPtr<IterationOutput> IterOutput = new OrigIterationOutput();

   // Get the Hessian updater for the main algorithm
   SmartPtr<HessianUpdater> HessUpdater = new ExactHessianUpdater();

   SmartPtr<InexactNewtonNormalStep> NewtonNormalStep = new InexactNewtonNormalStep(AugSolver);

   SmartPtr<InexactNormalStepCalculator> normal_step_calculator = new InexactDoglegNormalStep(NewtonNormalStep,
      NormalTester);

   SmartPtr<PDPerturbationHandler> perturbHandler = new PDPerturbationHandler();

   SmartPtr<InexactPDSolver> inexact_pd_solver = new InexactPDSolver(*AugSolver, *perturbHandler);

   SmartPtr<SearchDirectionCalculator> SearchDirCalc = new InexactSearchDirCalculator(normal_step_calculator,
      inexact_pd_solver);

   // Create the main algorithm
   SmartPtr<IpoptAlgorithm> alg = new IpoptAlgorithm(SearchDirCalc, GetRawPtr(lineSearch), MuUpdate, convCheck,
      IterInitializer, IterOutput, HessUpdater, NULL, linear_solver);

   return alg;
}

void AddInexactDefaultOptions(
   OptionsList& options_list
)
{
   options_list.SetIntegerValueIfUnset("max_soc", 0);
   options_list.SetStringValueIfUnset("constraint_violation_norm_type", "2-norm");
   options_list.SetNumericValueIfUnset("constr_mult_init_max", 0.);

   // TODO: Find out about the following:
   //options_list.SetNumericValueIfUnset("bound_relax_factor", 0.);
   options_list.SetNumericValueIfUnset("kappa_d", 0.);
   options_list.SetStringValueIfUnset("linear_solver", "pardiso");
   options_list.SetStringValue("linear_scaling_on_demand", "no");
   options_list.SetStringValue("replace_bounds", "yes");
}

} // namespace