ipopt-src 0.2.3+3.14.16

Redistribution of Coin-OR Ipopt as a crate
// Copyright (C) 2004, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Carl Laird, Andreas Waechter              IBM    2004-09-23

#include "IpRestoIterationOutput.hpp"
#include "IpRestoIpoptNLP.hpp"

#include <cmath>
#include <cstdio>

namespace Ipopt
{

RestoIterationOutput::RestoIterationOutput(
   const SmartPtr<OrigIterationOutput>& resto_orig_iteration_output
)
   : resto_orig_iteration_output_(resto_orig_iteration_output)
{ }

RestoIterationOutput::~RestoIterationOutput()
{ }

bool RestoIterationOutput::InitializeImpl(
   const OptionsList& options,
   const std::string& prefix
)
{
   options.GetBoolValue("print_info_string", print_info_string_, prefix);
   Index enum_int;
   options.GetEnumValue("inf_pr_output", enum_int, prefix);
   inf_pr_output_ = InfPrOutput(enum_int);
   options.GetIntegerValue("print_frequency_iter", print_frequency_iter_, prefix);
   options.GetNumericValue("print_frequency_time", print_frequency_time_, prefix);

   bool retval = true;
   if( IsValid(resto_orig_iteration_output_) )
   {
      retval = resto_orig_iteration_output_->Initialize(Jnlst(), IpNLP(), IpData(), IpCq(), options, prefix);
   }

   return retval;
}

void RestoIterationOutput::WriteOutput()
{
   // Get pointers to the Original NLP objects
   const RestoIpoptNLP* resto_ipopt_nlp = static_cast<const RestoIpoptNLP*>(&IpNLP());
   DBG_ASSERT(resto_ipopt_nlp);

   SmartPtr<IpoptData> orig_ip_data = &resto_ipopt_nlp->OrigIpData();
   SmartPtr<IpoptNLP> orig_ip_nlp = &resto_ipopt_nlp->OrigIpNLP();
   SmartPtr<IpoptCalculatedQuantities> orig_ip_cq = &resto_ipopt_nlp->OrigIpCq();

   // Set the iteration counter for the original NLP to the current value
   Index iter = IpData().iter_count();
   orig_ip_data->Set_iter_count(iter);

   // If a resto_orig_iteration_output object was given, first do the
   // WriteOutput method with that one
   if( IsValid(resto_orig_iteration_output_) )
   {
      resto_orig_iteration_output_->WriteOutput();
   }

   //////////////////////////////////////////////////////////////////////
   //         First print the summary line for the iteration           //
   //////////////////////////////////////////////////////////////////////

   std::string header = "iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du alpha_pr  ls\n";
   Jnlst().Printf(J_DETAILED, J_MAIN,
                  "\n\n**************************************************\n");
   Jnlst().Printf(J_DETAILED, J_MAIN,
                  "*** Summary of Iteration %" IPOPT_INDEX_FORMAT " for original NLP:", IpData().iter_count());
   Jnlst().Printf(J_DETAILED, J_MAIN,
                  "\n**************************************************\n\n");
   if( IpData().info_iters_since_header() >= 10 && !IsValid(resto_orig_iteration_output_) )
   {
      // output the header
      Jnlst().Printf(J_ITERSUMMARY, J_MAIN, "%s",
                     header.c_str());
      IpData().Set_info_iters_since_header(0);
   }
   else
   {
      Jnlst().Printf(J_DETAILED, J_MAIN, "%s",
                     header.c_str());
   }

   // For now, just print the total NLP error for the restoration
   // phase problem in the dual infeasibility column
   Number inf_du = IpCq().curr_dual_infeasibility(NORM_MAX);

   Number mu = IpData().curr_mu();
   Number dnrm = 0.;
   if( IsValid(IpData().delta()) && IsValid(IpData().delta()->x()) && IsValid(IpData().delta()->s()) )
   {
      dnrm = Max(IpData().delta()->x()->Amax(), IpData().delta()->s()->Amax());
   }

   // Set  the trial  values  for  the original  Data  object to  the
   // current restoration phase values
   SmartPtr<const Vector> x = IpData().curr()->x();
   const CompoundVector* cx = static_cast<const CompoundVector*>(GetRawPtr(x));
   DBG_ASSERT(dynamic_cast<const CompoundVector*>(GetRawPtr(x)));
   SmartPtr<const Vector> s = IpData().curr()->s();
   const CompoundVector* cs = static_cast<const CompoundVector*>(GetRawPtr(s));
   DBG_ASSERT(dynamic_cast<const CompoundVector*>(GetRawPtr(s)));

   SmartPtr<IteratesVector> trial = orig_ip_data->trial()->MakeNewContainer();
   trial->Set_x(*cx->GetComp(0));
   trial->Set_s(*cs->GetComp(0));
   orig_ip_data->set_trial(trial);

   // Compute primal infeasibility
   Number inf_pr = 0.0;
   switch( inf_pr_output_ )
   {
      case INTERNAL:
         inf_pr = orig_ip_cq->trial_primal_infeasibility(NORM_MAX);
         break;
      case ORIGINAL:
         inf_pr = orig_ip_cq->unscaled_trial_nlp_constraint_violation(NORM_MAX);
         break;
   }
   // Compute original objective function
   Number f = orig_ip_cq->unscaled_trial_f();

   // Retrieve some information set in the different parts of the algorithm
   Number alpha_primal = IpData().info_alpha_primal();
   char alpha_primal_char = IpData().info_alpha_primal_char();
   Number alpha_dual = IpData().info_alpha_dual();
   Number regu_x = IpData().info_regu_x();
   char regu_x_buf[8];
   char dashes[] = "   - ";
   char* regu_x_ptr;
   if( regu_x == .0 )
   {
      regu_x_ptr = dashes;
   }
   else
   {
      Snprintf(regu_x_buf, 7, "%5.1f", std::log10(regu_x));
      regu_x_ptr = regu_x_buf;
   }
   Index ls_count = IpData().info_ls_count();
   const std::string info_string = IpData().info_string();

   Number current_time = 0.0;
   Number last_output = IpData().info_last_output();
   if( (iter % print_frequency_iter_) == 0 && (print_frequency_time_ == 0.0 || last_output < (current_time =
            WallclockTime()) - print_frequency_time_ || last_output < 0.0) )
   {
      Jnlst().Printf(J_ITERSUMMARY, J_MAIN,
                     "%4" IPOPT_INDEX_FORMAT "r%14.7e %7.2e %7.2e %5.1f %7.2e %5s %7.2e %7.2e%c%3" IPOPT_INDEX_FORMAT, iter, f, inf_pr, inf_du, std::log10(mu), dnrm, regu_x_ptr, alpha_dual, alpha_primal, alpha_primal_char, ls_count);
      if( print_info_string_ )
      {
         Jnlst().Printf(J_ITERSUMMARY, J_MAIN,
                        " %s", info_string.c_str());
      }
      else
      {
         Jnlst().Printf(J_DETAILED, J_MAIN,
                        " %s", info_string.c_str());
      }
      Jnlst().Printf(J_ITERSUMMARY, J_MAIN,
                     "\n");

      IpData().Set_info_last_output(current_time);
      IpData().Inc_info_iters_since_header();
   }

   //////////////////////////////////////////////////////////////////////
   //           Now if desired more detail on the iterates             //
   //////////////////////////////////////////////////////////////////////

   if( Jnlst().ProduceOutput(J_DETAILED, J_MAIN) )
   {
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "\n**************************************************\n");
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "*** Beginning Iteration %" IPOPT_INDEX_FORMAT " from the following point:", IpData().iter_count());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "\n**************************************************\n\n");

      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "Primal infeasibility for restoration phase problem = %.16e\n", IpCq().curr_primal_infeasibility(NORM_MAX));
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "Dual infeasibility for restoration phase problem   = %.16e\n", IpCq().curr_dual_infeasibility(NORM_MAX));

      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_x||_inf   = %.16e\n", IpData().curr()->x()->Amax());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_s||_inf   = %.16e\n", IpData().curr()->s()->Amax());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_y_c||_inf = %.16e\n", IpData().curr()->y_c()->Amax());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_y_d||_inf = %.16e\n", IpData().curr()->y_d()->Amax());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_z_L||_inf = %.16e\n", IpData().curr()->z_L()->Amax());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_z_U||_inf = %.16e\n", IpData().curr()->z_U()->Amax());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_v_L||_inf = %.16e\n", IpData().curr()->v_L()->Amax());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "||curr_v_U||_inf = %.16e\n", IpData().curr()->v_U()->Amax());
   }
   if( Jnlst().ProduceOutput(J_MOREDETAILED, J_MAIN) )
   {
      if( IsValid(IpData().delta()) )
      {
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "\n||delta_x||_inf   = %.16e\n", IpData().delta()->x()->Amax());
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "||delta_s||_inf   = %.16e\n", IpData().delta()->s()->Amax());
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "||delta_y_c||_inf = %.16e\n", IpData().delta()->y_c()->Amax());
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "||delta_y_d||_inf = %.16e\n", IpData().delta()->y_d()->Amax());
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "||delta_z_L||_inf = %.16e\n", IpData().delta()->z_L()->Amax());
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "||delta_z_U||_inf = %.16e\n", IpData().delta()->z_U()->Amax());
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "||delta_v_L||_inf = %.16e\n", IpData().delta()->v_L()->Amax());
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "||delta_v_U||_inf = %.16e\n", IpData().delta()->v_U()->Amax());
      }
      else
      {
         Jnlst().Printf(J_MOREDETAILED, J_MAIN,
                        "\nNo search direction has been computed yet.\n");
      }
   }
   if( Jnlst().ProduceOutput(J_VECTOR, J_MAIN) )
   {
      IpData().curr()->x()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_x");
      IpData().curr()->s()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_s");

      IpData().curr()->y_c()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_y_c");
      IpData().curr()->y_d()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_y_d");

      IpCq().curr_slack_x_L()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_slack_x_L");
      IpCq().curr_slack_x_U()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_slack_x_U");
      IpData().curr()->z_L()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_z_L");
      IpData().curr()->z_U()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_z_U");

      IpCq().curr_slack_s_L()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_slack_s_L");
      IpCq().curr_slack_s_U()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_slack_s_U");
      IpData().curr()->v_L()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_v_L");
      IpData().curr()->v_U()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_v_U");
   }
   if( Jnlst().ProduceOutput(J_MOREVECTOR, J_MAIN) )
   {
      IpCq().curr_grad_lag_x()->Print(Jnlst(), J_MOREVECTOR, J_MAIN, "curr_grad_lag_x");
      IpCq().curr_grad_lag_s()->Print(Jnlst(), J_MOREVECTOR, J_MAIN, "curr_grad_lag_s");
      if( IsValid(IpData().delta()) )
      {
         IpData().delta()->Print(Jnlst(), J_MOREVECTOR, J_MAIN, "delta");
      }
   }

   if( Jnlst().ProduceOutput(J_DETAILED, J_MAIN) )
   {
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "\n\n***Current NLP Values for Iteration (Restoration phase problem) %" IPOPT_INDEX_FORMAT ":\n", IpData().iter_count());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "\n                                   (scaled)                 (unscaled)\n");
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "Objective...............: %24.16e  %24.16e\n", IpCq().curr_f(), IpCq().unscaled_curr_f());
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "Dual infeasibility......: %24.16e  %24.16e\n", IpCq().curr_dual_infeasibility(NORM_MAX), IpCq().unscaled_curr_dual_infeasibility(NORM_MAX));
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "Constraint violation....: %24.16e  %24.16e\n", IpCq().curr_nlp_constraint_violation(NORM_MAX), IpCq().unscaled_curr_nlp_constraint_violation(NORM_MAX));
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "Complementarity.........: %24.16e  %24.16e\n", IpCq().curr_complementarity(0., NORM_MAX), IpCq().unscaled_curr_complementarity(0., NORM_MAX));
      Jnlst().Printf(J_DETAILED, J_MAIN,
                     "Overall NLP error.......: %24.16e  %24.16e\n\n", IpCq().curr_nlp_error(), IpCq().unscaled_curr_nlp_error());
   }
   if( Jnlst().ProduceOutput(J_VECTOR, J_MAIN) )
   {
      IpCq().curr_grad_f()->Print(Jnlst(), J_VECTOR, J_MAIN, "grad_f");
      IpCq().curr_c()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_c");
      IpCq().curr_d()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_d");
      IpCq().curr_d_minus_s()->Print(Jnlst(), J_VECTOR, J_MAIN, "curr_d - curr_s");
   }

   if( Jnlst().ProduceOutput(J_MATRIX, J_MAIN) )
   {
      IpCq().curr_jac_c()->Print(Jnlst(), J_MATRIX, J_MAIN, "jac_c");
      IpCq().curr_jac_d()->Print(Jnlst(), J_MATRIX, J_MAIN, "jac_d");
      IpData().W()->Print(Jnlst(), J_MATRIX, J_MAIN, "W");
   }

   Jnlst().Printf(J_DETAILED, J_MAIN,
                  "\n\n");
}

} // namespace Ipopt