ipopt-src 0.2.3+3.14.16

// Copyright (C) 2007, 2009 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Lifeng Chen/Zaiwen Wen      Columbia Univ

#include "IpPiecewisePenalty.hpp"
#include "IpJournalist.hpp"
#include "IpRestoPhase.hpp"
#include "IpAlgTypes.hpp"

namespace Ipopt
{

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

PiecewisePenalty::PiecewisePenalty(
   Index dim
)
   : dim_(dim),
     min_piece_penalty_(0),  // ToDo make it regular option here or elsewhere?
     max_piece_number_(100)  // ToDo make it regular option here or elsewhere?
{
}

bool PiecewisePenalty::Acceptable(
   Number Fzconst,
   Number Fzlin
)
{
   DBG_START_METH("PiebcewisePenalty::Acceptable", dbg_verbosity);
   // cppcheck-suppress assertWithSideEffect
   DBG_ASSERT(!IsPiecewisePenaltyListEmpty());
   bool acceptable = false;
   std::vector<PiecewisePenEntry>::iterator iter;
   // Avoid the entries of the piecewise penalty list becoming too many.
   // Here, we require the entry number is less than or equal to max_piece_number,
   // unless the entries are accepted by the regular Armijo conditions.
   Index size = (Index) PiecewisePenalty_list_.size();
   if( size >= max_piece_number_ )
   {
      Number trial_inf = Fzlin;
      Number trial_barrier = Fzconst;
      // First check the starting entry of the list.
      iter = PiecewisePenalty_list_.begin();
      Number value = iter->barrier_obj + iter->pen_r * iter->infeasi - trial_barrier - iter->pen_r * trial_inf;
      if( value >= 0. )
      {
         ++iter;
         value = iter->barrier_obj + iter->pen_r * iter->infeasi - trial_barrier - iter->pen_r * trial_inf;
         if( value <= 0. )
         {
            return false;
         }
      }
      // Then check the ending entry of the list.
      iter = PiecewisePenalty_list_.end()--;
      value = iter->barrier_obj + iter->pen_r * iter->infeasi - trial_barrier - iter->pen_r * trial_inf;
      if( value <= 0. && trial_inf <= iter->infeasi )
      {
         return false;
      }
      // Check the next to the ending entry.
      if( value >= 0. && trial_inf >= iter->infeasi )
      {
         iter -= 1;
         value = iter->barrier_obj + iter->pen_r * iter->infeasi - trial_barrier - iter->pen_r * trial_inf;
         if( value <= 0. )
         {
            return false;
         }
      }
      // Finally, check the middle entries of the list.
      for( iter = PiecewisePenalty_list_.begin() + 1; iter != PiecewisePenalty_list_.end(); ++iter )
      {
         Number value_left, value_mid, value_right;
         value_mid = iter->barrier_obj + iter->pen_r * iter->infeasi - trial_barrier - iter->pen_r * trial_inf;
         ++iter;
         value_right = iter->barrier_obj + iter->pen_r * iter->infeasi - trial_barrier - iter->pen_r * trial_inf;
         iter -= 2;
         value_left = iter->barrier_obj + iter->pen_r * iter->infeasi - trial_barrier - iter->pen_r * trial_inf;
         ++iter;
         if( value_left <= 0. && value_mid >= 0. && value_right <= 0. )
         {
            return false;
         }
      }
   }
   // Check if the trial point is acceptable to the piecewise list
   for( iter = PiecewisePenalty_list_.begin(); iter != PiecewisePenalty_list_.end(); ++iter )
   {
      Number Fz = Fzconst + iter->pen_r * (Fzlin - iter->infeasi) - iter->barrier_obj;
      if( Fz < 0. )
      {
         acceptable = true;
         break;
      }
   }
   iter = PiecewisePenalty_list_.end() - 1;
   if( acceptable == false && Fzlin < iter->infeasi )
   {
      acceptable = true;
   }
   return acceptable;
}

Number PiecewisePenalty::BiggestBarr()
{
   DBG_START_METH("PiecewisePenalty::BiggestBarr", dbg_verbosity);
   // cppcheck-suppress assertWithSideEffect
   DBG_ASSERT(!IsPiecewisePenaltyListEmpty());
   Number value = -1e20;
   if( !PiecewisePenalty_list_.empty() )
   {
      value = PiecewisePenalty_list_.back().barrier_obj;
   }
   return value;
}

void PiecewisePenalty::UpdateEntry(
   Number barrier_obj,
   Number infeasi
)
{

   DBG_START_METH("PiecewisePenalty::UpdateEntry", dbg_verbosity);
   // cppcheck-suppress assertWithSideEffect
   DBG_ASSERT(!IsPiecewisePenaltyListEmpty());

   Number Gzi1, Gzi2;
   Number epsM = 0.0; //1e-20;
   Number TmpPen = 0.0;
   // construt a temp list, copy current list to the temp list
   std::vector<PiecewisePenEntry> TmpList(PiecewisePenalty_list_);
   // Erases the elements of current list
   PiecewisePenalty_list_.clear();
   std::vector<PiecewisePenEntry>::iterator iter = TmpList.begin(), iter2;
   Gzi1 = barrier_obj + iter->pen_r * (infeasi - iter->infeasi) - iter->barrier_obj;
   for( ; iter <= TmpList.end() - 1; ++iter )
   {
      // Be careful about this
      if( TmpList.size() > 1 && iter <= TmpList.end() - 2 )
      {
         iter2 = iter + 1;
         Gzi2 = barrier_obj + iter2->pen_r * (infeasi - iter2->infeasi) - iter2->barrier_obj;
      }
      else
      {
         Gzi2 = infeasi - iter->infeasi;
      }
      if( Gzi1 < -epsM && Gzi2 >= epsM )
      {
         if( IsPiecewisePenaltyListEmpty() )
         {
            AddEntry(TmpPen, barrier_obj, infeasi);
         }
         if( Gzi2 > epsM )
         {
            TmpPen = (iter->barrier_obj - barrier_obj) / (infeasi - iter->infeasi);
            AddEntry(TmpPen, iter->barrier_obj, iter->infeasi);
         }
      }
      if( Gzi1 >= epsM && Gzi2 < -epsM )
      {
         if( Gzi1 > epsM )
         {
            AddEntry(iter->pen_r, iter->barrier_obj, iter->infeasi);
         }
         TmpPen = (iter->barrier_obj - barrier_obj) / (infeasi - iter->infeasi);
         AddEntry(TmpPen, barrier_obj, infeasi);
      }
      if( Gzi1 >= epsM && Gzi2 >= epsM )
      {
         AddEntry(iter->pen_r, iter->barrier_obj, iter->infeasi);
      }
      // handle the last point
      if( iter == TmpList.end() - 1 )
      {
         if( Gzi1 < -epsM && Gzi2 < -epsM )
         {
            if( IsPiecewisePenaltyListEmpty() )
            {
               AddEntry(0.0, barrier_obj, infeasi);
            }
         }
      }
      Gzi1 = Gzi2;
   }
   dim_ = (Index) PiecewisePenalty_list_.size();
}

/*
 void PiecewisePenalty::Clear()
 {

 DBG_START_METH("PenaltyLineSearch::Filter::Clear", dbg_verbosity);
 while (!PiecewisePenalty_list_.empty()) {
 PiecewisePenEntry entry = PiecewisePenalty_list_.back();
 PiecewisePenalty_list_.pop_back();
 delete entry;
 }

 }
 */

void PiecewisePenalty::Print(
   const Journalist& jnlst
)
{
   // DBG_START_METH("FilterLineSearch::Filter::Print", dbg_verbosity);
   jnlst.Printf(J_DETAILED, J_LINE_SEARCH,
                "The current piecewise penalty has %zd entries.\n", PiecewisePenalty_list_.size());
   jnlst.Printf(J_DETAILED, J_LINE_SEARCH,
                "We only allow %" IPOPT_INDEX_FORMAT " entries.\n", max_piece_number_);
   jnlst.Printf(J_DETAILED, J_LINE_SEARCH,
                "The min piecewise penalty is %g.\n", min_piece_penalty_);
   if( !jnlst.ProduceOutput(J_DETAILED, J_LINE_SEARCH) )
   {
      return;
   }
   Index count = 0;
   for( std::vector<PiecewisePenEntry>::iterator iter = PiecewisePenalty_list_.begin(); iter != PiecewisePenalty_list_.end(); ++iter )
   {
      if( count % 10 == 0 )
      {
         jnlst.Printf(J_DETAILED, J_LINE_SEARCH,
                      "                pen_r                    barrier_obj            infeasi\n");
      }
      count++;
      jnlst.Printf(J_DETAILED, J_LINE_SEARCH,
                   "%5" IPOPT_INDEX_FORMAT, count);
      jnlst.Printf(J_DETAILED, J_LINE_SEARCH,
                   " %23.16e %23.16e  %23.16e \n", iter->pen_r, iter->barrier_obj, iter->infeasi);
   }
}

} // namespace Ipopt