diff --git a/dev/benchmark/index.html b/dev/benchmark/index.html index f1f2428..44c6d71 100644 --- a/dev/benchmark/index.html +++ b/dev/benchmark/index.html @@ -49,50 +49,50 @@ @save "ipopt_dcildl_$(string(length(pnames))).jld2" stats

The result of the benchmark can be explored via tables,

pretty_stats(stats[:dcildl])
┌────────┬──────────┬────────┬────────┬────────┬─────────────┬───────────┬──────────────┬─────────┬───────────┬─────────────┬───────────┬────────────┬────────────┬────────────────┬────────────────┬────────────┬─────────────┬───────────┬───────────────┬───────────────┬─────────────┬─────────────────┬─────────────────┬──────────────┬──────────────────┬──────────────────┬────────────┬─────────────┬─────────────┬──────────────┬────────────────┬────────────────────┬──────────────────────┬───────────────────────┬─────────────────────┬──────────────────────┬──────────────────────┬───────────┬────────────┐
 │     id │     name │   nvar │   ncon │   nequ │      status │ objective │ elapsed_time │    iter │ dual_feas │ primal_feas │ neval_obj │ neval_grad │ neval_cons │ neval_cons_lin │ neval_cons_nln │ neval_jcon │ neval_jgrad │ neval_jac │ neval_jac_lin │ neval_jac_nln │ neval_jprod │ neval_jprod_lin │ neval_jprod_nln │ neval_jtprod │ neval_jtprod_lin │ neval_jtprod_nln │ neval_hess │ neval_hprod │ neval_jhess │ neval_jhprod │ neval_residual │ neval_jac_residual │ neval_jprod_residual │ neval_jtprod_residual │ neval_hess_residual │ neval_jhess_residual │ neval_hprod_residual │ extrainfo │ lagrangian │
 ├────────┼──────────┼────────┼────────┼────────┼─────────────┼───────────┼──────────────┼─────────┼───────────┼─────────────┼───────────┼────────────┼────────────┼────────────────┼────────────────┼────────────┼─────────────┼───────────┼───────────────┼───────────────┼─────────────┼─────────────────┼─────────────────┼──────────────┼──────────────────┼──────────────────┼────────────┼─────────────┼─────────────┼──────────────┼────────────────┼────────────────────┼──────────────────────┼───────────────────────┼─────────────────────┼──────────────────────┼──────────────────────┼───────────┼────────────┤
-│      1 │     MSS1 │     90 │     73 │      0 │ first_order │ -1.50e+01 │     2.92e+01 │    1998 │  8.44e-03 │    1.60e-06 │      2027 │       2027 │       2071 │              0 │              0 │          0 │           0 │      1998 │             0 │             0 │     1462593 │               0 │               0 │      1462597 │                0 │                0 │       1998 │           5 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.50e+01 │
-│      2 │     HS79 │      5 │      3 │      0 │ first_order │  7.88e-02 │     1.01e-03 │       8 │  1.55e-08 │    1.38e-06 │        12 │         12 │         13 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          64 │               0 │               0 │           64 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   7.88e-02 │
-│      3 │      HS7 │      2 │      1 │      0 │ first_order │ -1.73e+00 │     3.15e-04 │       4 │  1.46e-06 │    3.29e-10 │        10 │         10 │         16 │              0 │              0 │          0 │           0 │         4 │             0 │             0 │          38 │               0 │               0 │           33 │                0 │                0 │          4 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.74e+00 │
-│      4 │     HS48 │      5 │      2 │      0 │ first_order │  1.09e-15 │     9.99e-05 │       2 │  8.64e-08 │    3.75e-08 │         3 │          3 │          3 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │           8 │               0 │               0 │            8 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.05e-15 │
-│      5 │      BT9 │      4 │      2 │      0 │ first_order │ -1.00e+00 │     4.22e-04 │       5 │  1.27e-06 │    8.33e-06 │        12 │         12 │         20 │              0 │              0 │          0 │           0 │         5 │             0 │             0 │          78 │               0 │               0 │           78 │                0 │                0 │          5 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
-│      6 │     HS42 │      4 │      2 │      0 │ first_order │  1.39e+01 │     1.80e-04 │       2 │  1.99e-15 │    5.17e-09 │         5 │          5 │          5 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │          18 │               0 │               0 │           18 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.29e+01 │
-│      7 │     HS27 │      3 │      1 │      0 │ first_order │  4.00e-02 │     3.63e-04 │       9 │  8.92e-05 │    4.91e-07 │        17 │         15 │         18 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          42 │               0 │               0 │           38 │                0 │                0 │          9 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   4.00e-02 │
-│      8 │ DIXCHLNG │     10 │      5 │      0 │ first_order │  2.47e+03 │     1.15e-03 │      12 │  1.29e-01 │    2.75e-08 │        16 │         16 │         22 │              0 │              0 │          0 │           0 │        12 │             0 │             0 │         137 │               0 │               0 │          137 │                0 │                0 │         12 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.47e+03 │
-│      9 │     BT11 │      5 │      3 │      0 │ first_order │  8.25e-01 │     5.93e-04 │      13 │  7.75e-09 │    8.31e-09 │        21 │         20 │         22 │              0 │              0 │          0 │           0 │        13 │             0 │             0 │         106 │               0 │               0 │          106 │                0 │                0 │         13 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   8.25e-01 │
-│     10 │  MARATOS │      2 │      1 │      0 │ first_order │ -1.00e+00 │     1.72e-04 │       1 │  1.14e-16 │    1.68e-09 │         5 │          5 │          5 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          16 │               0 │               0 │           15 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
-│     11 │      BT6 │      5 │      2 │      0 │ first_order │  2.77e-01 │     5.07e-04 │      10 │  2.59e-06 │    6.53e-07 │        16 │         16 │         16 │              0 │              0 │          0 │           0 │        10 │             0 │             0 │          63 │               0 │               0 │           63 │                0 │                0 │         10 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.77e-01 │
-│     12 │ ORTHREGB │     27 │      6 │      0 │ first_order │  7.65e-05 │     7.82e+01 │ 1031395 │  1.00e-05 │    5.76e-06 │   1033329 │    1033329 │    1037398 │              0 │              0 │          0 │           0 │   1031395 │             0 │             0 │     6213426 │               0 │               0 │      6213428 │                0 │                0 │    1031395 │           5 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   7.65e-05 │
-│     13 │      HS6 │      2 │      1 │      0 │ first_order │  2.92e-17 │     4.26e-04 │      11 │  4.83e-09 │    7.61e-08 │        19 │         19 │         25 │              0 │              0 │          0 │           0 │        11 │             0 │             0 │          54 │               0 │               0 │           50 │                0 │                0 │         11 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.20e-17 │
-│     14 │     HS28 │      3 │      1 │      0 │ first_order │  3.80e-15 │     8.89e-05 │       2 │  6.10e-08 │    5.51e-09 │         3 │          3 │          3 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │           6 │               0 │               0 │            6 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   3.57e-15 │
-│     15 │     HS40 │      4 │      3 │      0 │ first_order │ -2.50e-01 │     2.53e-04 │       3 │  1.24e-10 │    2.07e-08 │         7 │          7 │          7 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          40 │               0 │               0 │           40 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -2.50e-01 │
-│     16 │      BT8 │      5 │      2 │      0 │ first_order │  1.00e+00 │     3.03e-04 │       1 │  1.49e-08 │    5.39e-06 │         9 │          9 │         11 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          54 │               0 │               0 │           54 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.00e+00 │
-│     17 │      BT1 │      2 │      1 │      0 │ first_order │ -1.00e+00 │     2.65e-04 │       3 │  2.85e-14 │    2.85e-10 │        10 │         10 │         12 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          32 │               0 │               0 │           28 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
-│     18 │ BYRDSPHR │      3 │      2 │      0 │ first_order │ -4.68e+00 │     2.21e-04 │       2 │  4.56e-15 │    7.48e-06 │         4 │          4 │          9 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │          26 │               0 │               0 │           25 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -4.68e+00 │
-│     19 │     HS50 │      5 │      3 │      0 │ first_order │  6.38e-09 │     2.37e-04 │       8 │  1.65e-04 │    3.43e-14 │         9 │          9 │          9 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          36 │               0 │               0 │           36 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.38e-09 │
-│     20 │     BT10 │      2 │      2 │      0 │ first_order │ -1.00e+00 │     1.92e-04 │       0 │  1.05e-14 │    4.40e-09 │         7 │          7 │          7 │              0 │              0 │          0 │           0 │         0 │             0 │             0 │          39 │               0 │               0 │           39 │                0 │                0 │          0 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.50e+00 │
-│     21 │     HS26 │      3 │      1 │      0 │ first_order │  4.83e-07 │     9.47e-04 │      25 │  1.02e-04 │    8.68e-06 │        36 │         36 │         70 │              0 │              0 │          0 │           0 │        25 │             0 │             0 │          94 │               0 │               0 │           91 │                0 │                0 │         25 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   4.83e-07 │
-│     22 │      BT7 │      5 │      3 │      0 │ first_order │  3.06e+02 │     4.43e-04 │      10 │  1.41e-09 │    1.06e-09 │        14 │         13 │         19 │              0 │              0 │          0 │           0 │        10 │             0 │             0 │          76 │               0 │               0 │           76 │                0 │                0 │         10 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   3.07e+02 │
-│     23 │      HS9 │      2 │      1 │      0 │ first_order │ -5.00e-01 │     2.52e-04 │       7 │  6.76e-10 │    3.33e-12 │        10 │          9 │         13 │              0 │              0 │          0 │           0 │         7 │             0 │             0 │          20 │               0 │               0 │           19 │                0 │                0 │          7 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -5.00e-01 │
-│     24 │ HS100LNP │      7 │      2 │      0 │ first_order │  6.81e+02 │     3.85e-04 │       8 │  1.04e-06 │    4.14e-07 │        17 │         12 │         17 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          45 │               0 │               0 │           45 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.81e+02 │
-│     25 │  GENHS28 │     10 │      8 │      0 │ first_order │  9.27e-01 │     2.85e-04 │       3 │  1.21e-14 │    5.57e-14 │         6 │          6 │          7 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          63 │               0 │               0 │           63 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   9.27e-01 │
-│     26 │      BT5 │      3 │      2 │      0 │ first_order │  9.62e+02 │     2.71e-04 │       3 │  1.11e-09 │    4.13e-08 │         7 │          7 │          9 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          36 │               0 │               0 │           36 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   9.62e+02 │
-│     27 │     HS61 │      3 │      2 │      0 │ first_order │ -1.44e+02 │     3.70e-04 │       6 │  8.42e-08 │    1.56e-06 │        10 │         10 │         18 │              0 │              0 │          0 │           0 │         6 │             0 │             0 │          56 │               0 │               0 │           56 │                0 │                0 │          6 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.44e+02 │
-│     28 │     HS77 │      5 │      2 │      0 │ first_order │  2.42e-01 │     4.19e-04 │       8 │  5.56e-05 │    5.84e-06 │        15 │         14 │         15 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          57 │               0 │               0 │           57 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.42e-01 │
-│     29 │     HS39 │      4 │      2 │      0 │ first_order │ -1.00e+00 │     4.42e-04 │       5 │  1.27e-06 │    8.33e-06 │        12 │         12 │         20 │              0 │              0 │          0 │           0 │         5 │             0 │             0 │          78 │               0 │               0 │           78 │                0 │                0 │          5 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
-│     30 │  MWRIGHT │      5 │      3 │      0 │ first_order │  2.50e+01 │     4.24e-04 │       9 │  5.69e-06 │    5.54e-07 │        13 │         13 │         14 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          68 │               0 │               0 │           68 │                0 │                0 │          9 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.50e+01 │
-│     31 │      BT4 │      3 │      2 │      0 │ first_order │ -4.55e+01 │     3.19e-04 │       6 │  9.49e-07 │    8.60e-12 │        10 │         10 │         12 │              0 │              0 │          0 │           0 │         6 │             0 │             0 │          44 │               0 │               0 │           44 │                0 │                0 │          6 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -4.55e+01 │
-│     32 │      BT2 │      3 │      1 │      0 │ first_order │  3.26e-02 │     8.78e-04 │      27 │  6.49e-07 │    7.28e-12 │        45 │         36 │         54 │              0 │              0 │          0 │           0 │        27 │             0 │             0 │         106 │               0 │               0 │           99 │                0 │                0 │         27 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   3.26e-02 │
-│     33 │     HS46 │      5 │      2 │      0 │ first_order │  7.84e-07 │     4.32e-04 │       9 │  4.47e-05 │    1.44e-08 │        15 │         15 │         15 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          60 │               0 │               0 │           60 │                0 │                0 │          9 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   7.82e-07 │
-│     34 │     HS49 │      5 │      2 │      0 │ first_order │  7.74e-05 │     2.51e-04 │      10 │  1.30e-03 │    1.34e-06 │        11 │         11 │         11 │              0 │              0 │          0 │           0 │        10 │             0 │             0 │          33 │               0 │               0 │           33 │                0 │                0 │         10 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   7.74e-05 │
-│     35 │     HS78 │      5 │      3 │      0 │ first_order │ -2.92e+00 │     3.57e-04 │       3 │  7.73e-09 │    1.95e-06 │         7 │          7 │          7 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          40 │               0 │               0 │           40 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -2.92e+00 │
-│     36 │ S316-322 │      2 │      1 │      0 │ first_order │  3.34e+02 │     2.41e-04 │       1 │  5.02e-15 │    2.22e-16 │         9 │          9 │         10 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          33 │               0 │               0 │           32 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.96e+03 │
-│     37 │      FLT │      2 │      2 │      0 │ first_order │  5.55e-17 │     2.73e-04 │       1 │  1.49e-08 │    9.49e-06 │         9 │          9 │         11 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          27 │               0 │               0 │           27 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   5.55e-17 │
-│     38 │     HS51 │      5 │      3 │      0 │ first_order │  1.95e-16 │     9.30e-05 │       2 │  2.80e-08 │    1.78e-09 │         3 │          3 │          3 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │           9 │               0 │               0 │            9 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.95e-16 │
-│     39 │     HS56 │      7 │      4 │      0 │ first_order │ -3.46e+00 │     7.56e-04 │       9 │  6.13e-08 │    2.19e-06 │        13 │         13 │         26 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          85 │               0 │               0 │           86 │                0 │                0 │          9 │           5 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -3.46e+00 │
-│     40 │     BT12 │      5 │      3 │      0 │ first_order │  6.19e+00 │     4.39e-04 │       5 │  2.91e-06 │    1.26e-12 │        10 │         10 │         15 │              0 │              0 │          0 │           0 │         5 │             0 │             0 │          79 │               0 │               0 │           80 │                0 │                0 │          5 │           3 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.19e+00 │
-│     41 │ HS111LNP │     10 │      3 │      0 │ first_order │ -4.78e+01 │     5.94e-03 │      46 │  1.44e-05 │    5.40e-11 │        72 │         72 │        154 │              0 │              0 │          0 │           0 │        46 │             0 │             0 │         392 │               0 │               0 │          392 │                0 │                0 │         46 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -4.78e+01 │
-│     42 │     HS52 │      5 │      3 │      0 │ first_order │  5.33e+00 │     4.24e-04 │       8 │  5.45e-09 │    1.16e-07 │        15 │         15 │         15 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          79 │               0 │               0 │           79 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   5.33e+00 │
-│     43 │     HS47 │      5 │      3 │      0 │ first_order │ -2.67e-02 │     1.36e-03 │      39 │  1.35e-04 │    1.82e-10 │        53 │         48 │         65 │              0 │              0 │          0 │           0 │        39 │             0 │             0 │         226 │               0 │               0 │          226 │                0 │                0 │         39 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -2.67e-02 │
-│     44 │      BT3 │      5 │      3 │      0 │ first_order │  4.09e+00 │     4.03e-04 │       3 │  2.54e-07 │    2.38e-07 │         5 │          5 │         21 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          60 │               0 │               0 │           61 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   4.09e+00 │
+│      1 │     MSS1 │     90 │     73 │      0 │ first_order │ -1.50e+01 │     4.06e+00 │     128 │  3.90e-03 │    4.11e-06 │       157 │        157 │        204 │              0 │              0 │          0 │           0 │       128 │             0 │             0 │       66893 │               0 │               0 │        66897 │                0 │                0 │        128 │           5 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.50e+01 │
+│      2 │     HS79 │      5 │      3 │      0 │ first_order │  7.88e-02 │     3.56e-04 │       8 │  1.55e-08 │    1.38e-06 │        12 │         12 │         13 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          64 │               0 │               0 │           64 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   7.88e-02 │
+│      3 │      HS7 │      2 │      1 │      0 │ first_order │ -1.73e+00 │     2.78e-04 │       4 │  1.46e-06 │    3.29e-10 │        10 │         10 │         16 │              0 │              0 │          0 │           0 │         4 │             0 │             0 │          38 │               0 │               0 │           33 │                0 │                0 │          4 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.74e+00 │
+│      4 │     HS48 │      5 │      2 │      0 │ first_order │  1.09e-15 │     7.70e-05 │       2 │  8.64e-08 │    2.17e-08 │         3 │          3 │          3 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │           8 │               0 │               0 │            8 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.05e-15 │
+│      5 │      BT9 │      4 │      2 │      0 │ first_order │ -1.00e+00 │     3.31e-04 │       5 │  1.27e-06 │    8.33e-06 │        12 │         12 │         20 │              0 │              0 │          0 │           0 │         5 │             0 │             0 │          78 │               0 │               0 │           78 │                0 │                0 │          5 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
+│      6 │     HS42 │      4 │      2 │      0 │ first_order │  1.39e+01 │     1.32e-04 │       2 │  4.45e-15 │    5.17e-09 │         5 │          5 │          5 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │          18 │               0 │               0 │           18 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.29e+01 │
+│      7 │     HS27 │      3 │      1 │      0 │ first_order │  4.00e-02 │     2.96e-04 │       9 │  8.92e-05 │    4.91e-07 │        17 │         15 │         18 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          42 │               0 │               0 │           39 │                0 │                0 │          9 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   4.00e-02 │
+│      8 │ DIXCHLNG │     10 │      5 │      0 │ first_order │  2.47e+03 │     8.60e-04 │      12 │  1.29e-01 │    2.75e-08 │        16 │         16 │         22 │              0 │              0 │          0 │           0 │        12 │             0 │             0 │         137 │               0 │               0 │          137 │                0 │                0 │         12 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.47e+03 │
+│      9 │     BT11 │      5 │      3 │      0 │ first_order │  8.25e-01 │     5.04e-04 │      13 │  7.75e-09 │    8.31e-09 │        21 │         20 │         22 │              0 │              0 │          0 │           0 │        13 │             0 │             0 │         106 │               0 │               0 │          106 │                0 │                0 │         13 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   8.25e-01 │
+│     10 │  MARATOS │      2 │      1 │      0 │ first_order │ -1.00e+00 │     1.66e-04 │       1 │  1.14e-16 │    1.68e-09 │         5 │          5 │          5 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          16 │               0 │               0 │           15 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
+│     11 │      BT6 │      5 │      2 │      0 │ first_order │  2.77e-01 │     6.76e-04 │      10 │  2.59e-06 │    6.53e-07 │        16 │         16 │         16 │              0 │              0 │          0 │           0 │        10 │             0 │             0 │          63 │               0 │               0 │           63 │                0 │                0 │         10 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.77e-01 │
+│     12 │ ORTHREGB │     27 │      6 │      0 │ first_order │  8.13e-05 │     5.61e+01 │ 1011403 │  1.00e-05 │    9.69e-06 │   1013281 │    1013281 │    1017357 │              0 │              0 │          0 │           0 │   1011403 │             0 │             0 │     6092646 │               0 │               0 │      6092648 │                0 │                0 │    1011403 │           5 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   8.13e-05 │
+│     13 │      HS6 │      2 │      1 │      0 │ first_order │  2.92e-17 │     3.87e-04 │      11 │  4.83e-09 │    7.61e-08 │        19 │         19 │         25 │              0 │              0 │          0 │           0 │        11 │             0 │             0 │          54 │               0 │               0 │           51 │                0 │                0 │         11 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.20e-17 │
+│     14 │     HS28 │      3 │      1 │      0 │ first_order │  3.80e-15 │     7.49e-05 │       2 │  6.10e-08 │    5.51e-09 │         3 │          3 │          3 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │           6 │               0 │               0 │            6 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   3.57e-15 │
+│     15 │     HS40 │      4 │      3 │      0 │ first_order │ -2.50e-01 │     2.02e-04 │       3 │  1.24e-10 │    2.07e-08 │         7 │          7 │          7 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          40 │               0 │               0 │           40 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -2.50e-01 │
+│     16 │      BT8 │      5 │      2 │      0 │ first_order │  1.00e+00 │     2.15e-04 │       1 │  1.49e-08 │    5.39e-06 │         9 │          9 │         11 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          54 │               0 │               0 │           54 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.00e+00 │
+│     17 │      BT1 │      2 │      1 │      0 │ first_order │ -1.00e+00 │     2.06e-04 │       3 │  2.85e-14 │    2.85e-10 │        10 │         10 │         12 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          32 │               0 │               0 │           28 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
+│     18 │ BYRDSPHR │      3 │      2 │      0 │ first_order │ -4.68e+00 │     1.57e-04 │       2 │  3.62e-15 │    7.48e-06 │         4 │          4 │          9 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │          26 │               0 │               0 │           25 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -4.68e+00 │
+│     19 │     HS50 │      5 │      3 │      0 │ first_order │  6.38e-09 │     1.86e-04 │       8 │  1.65e-04 │    1.37e-14 │         9 │          9 │          9 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          36 │               0 │               0 │           36 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.38e-09 │
+│     20 │     BT10 │      2 │      2 │      0 │ first_order │ -1.00e+00 │     1.49e-04 │       0 │  1.05e-14 │    4.40e-09 │         7 │          7 │          7 │              0 │              0 │          0 │           0 │         0 │             0 │             0 │          39 │               0 │               0 │           39 │                0 │                0 │          0 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.50e+00 │
+│     21 │     HS26 │      3 │      1 │      0 │ first_order │  4.83e-07 │     6.85e-04 │      25 │  1.02e-04 │    8.68e-06 │        36 │         36 │         70 │              0 │              0 │          0 │           0 │        25 │             0 │             0 │          94 │               0 │               0 │           90 │                0 │                0 │         25 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   4.83e-07 │
+│     22 │      BT7 │      5 │      3 │      0 │ first_order │  3.06e+02 │     3.36e-04 │      10 │  1.41e-09 │    1.06e-09 │        14 │         13 │         19 │              0 │              0 │          0 │           0 │        10 │             0 │             0 │          76 │               0 │               0 │           76 │                0 │                0 │         10 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   3.07e+02 │
+│     23 │      HS9 │      2 │      1 │      0 │ first_order │ -5.00e-01 │     1.98e-04 │       7 │  6.76e-10 │    3.33e-12 │        10 │          9 │         13 │              0 │              0 │          0 │           0 │         7 │             0 │             0 │          20 │               0 │               0 │           19 │                0 │                0 │          7 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -5.00e-01 │
+│     24 │ HS100LNP │      7 │      2 │      0 │ first_order │  6.81e+02 │     3.42e-04 │       8 │  1.04e-06 │    4.14e-07 │        17 │         12 │         17 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          45 │               0 │               0 │           45 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.81e+02 │
+│     25 │  GENHS28 │     10 │      8 │      0 │ first_order │  9.27e-01 │     2.36e-04 │       3 │  2.14e-14 │    4.83e-14 │         6 │          6 │          7 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          63 │               0 │               0 │           63 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   9.27e-01 │
+│     26 │      BT5 │      3 │      2 │      0 │ first_order │  9.62e+02 │     2.05e-04 │       3 │  1.13e-09 │    4.13e-08 │         7 │          7 │          9 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          36 │               0 │               0 │           36 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   9.62e+02 │
+│     27 │     HS61 │      3 │      2 │      0 │ first_order │ -1.44e+02 │     2.85e-04 │       6 │  8.42e-08 │    1.56e-06 │        10 │         10 │         18 │              0 │              0 │          0 │           0 │         6 │             0 │             0 │          56 │               0 │               0 │           56 │                0 │                0 │          6 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.44e+02 │
+│     28 │     HS77 │      5 │      2 │      0 │ first_order │  2.42e-01 │     3.32e-04 │       8 │  5.56e-05 │    5.84e-06 │        15 │         14 │         15 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          57 │               0 │               0 │           57 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.42e-01 │
+│     29 │     HS39 │      4 │      2 │      0 │ first_order │ -1.00e+00 │     3.24e-04 │       5 │  1.27e-06 │    8.33e-06 │        12 │         12 │         20 │              0 │              0 │          0 │           0 │         5 │             0 │             0 │          78 │               0 │               0 │           78 │                0 │                0 │          5 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.00e+00 │
+│     30 │  MWRIGHT │      5 │      3 │      0 │ first_order │  2.50e+01 │     3.11e-04 │       9 │  5.69e-06 │    5.54e-07 │        13 │         13 │         14 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          68 │               0 │               0 │           68 │                0 │                0 │          9 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   2.50e+01 │
+│     31 │      BT4 │      3 │      2 │      0 │ first_order │ -4.55e+01 │     2.49e-04 │       6 │  9.49e-07 │    8.60e-12 │        10 │         10 │         12 │              0 │              0 │          0 │           0 │         6 │             0 │             0 │          44 │               0 │               0 │           44 │                0 │                0 │          6 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -4.55e+01 │
+│     32 │      BT2 │      3 │      1 │      0 │ first_order │  3.26e-02 │     6.89e-04 │      27 │  6.49e-07 │    7.28e-12 │        45 │         36 │         54 │              0 │              0 │          0 │           0 │        27 │             0 │             0 │         106 │               0 │               0 │           99 │                0 │                0 │         27 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   3.26e-02 │
+│     33 │     HS46 │      5 │      2 │      0 │ first_order │  7.84e-07 │     3.50e-04 │       9 │  4.47e-05 │    1.44e-08 │        15 │         15 │         15 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          60 │               0 │               0 │           60 │                0 │                0 │          9 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   7.82e-07 │
+│     34 │     HS49 │      5 │      2 │      0 │ first_order │  7.74e-05 │     2.49e-04 │      10 │  1.30e-03 │    1.34e-06 │        11 │         11 │         11 │              0 │              0 │          0 │           0 │        10 │             0 │             0 │          33 │               0 │               0 │           33 │                0 │                0 │         10 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   7.74e-05 │
+│     35 │     HS78 │      5 │      3 │      0 │ first_order │ -2.92e+00 │     2.13e-04 │       3 │  7.70e-09 │    1.95e-06 │         7 │          7 │          7 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          40 │               0 │               0 │           40 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -2.92e+00 │
+│     36 │ S316-322 │      2 │      1 │      0 │ first_order │  3.34e+02 │     1.74e-04 │       1 │  5.02e-15 │    2.22e-16 │         9 │          9 │         10 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          33 │               0 │               0 │           32 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -1.96e+03 │
+│     37 │      FLT │      2 │      2 │      0 │ first_order │  5.55e-17 │     1.97e-04 │       1 │  1.49e-08 │    9.49e-06 │         9 │          9 │         11 │              0 │              0 │          0 │           0 │         1 │             0 │             0 │          27 │               0 │               0 │           27 │                0 │                0 │          1 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   5.55e-17 │
+│     38 │     HS51 │      5 │      3 │      0 │ first_order │  1.95e-16 │     8.70e-05 │       2 │  2.80e-08 │    1.78e-09 │         3 │          3 │          3 │              0 │              0 │          0 │           0 │         2 │             0 │             0 │           9 │               0 │               0 │            9 │                0 │                0 │          2 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   1.95e-16 │
+│     39 │     HS56 │      7 │      4 │      0 │ first_order │ -3.46e+00 │     4.42e-04 │       9 │  6.13e-08 │    2.19e-06 │        13 │         13 │         26 │              0 │              0 │          0 │           0 │         9 │             0 │             0 │          85 │               0 │               0 │           86 │                0 │                0 │          9 │           5 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -3.46e+00 │
+│     40 │     BT12 │      5 │      3 │      0 │ first_order │  6.19e+00 │     3.17e-04 │       5 │  2.91e-06 │    1.04e-12 │        10 │         10 │         15 │              0 │              0 │          0 │           0 │         5 │             0 │             0 │          79 │               0 │               0 │           80 │                0 │                0 │          5 │           3 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   6.19e+00 │
+│     41 │ HS111LNP │     10 │      3 │      0 │ first_order │ -4.78e+01 │     4.97e-03 │      46 │  1.44e-05 │    5.40e-11 │        72 │         72 │        154 │              0 │              0 │          0 │           0 │        46 │             0 │             0 │         392 │               0 │               0 │          392 │                0 │                0 │         46 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -4.78e+01 │
+│     42 │     HS52 │      5 │      3 │      0 │ first_order │  5.33e+00 │     3.32e-04 │       8 │  5.45e-09 │    1.16e-07 │        15 │         15 │         15 │              0 │              0 │          0 │           0 │         8 │             0 │             0 │          79 │               0 │               0 │           79 │                0 │                0 │          8 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   5.33e+00 │
+│     43 │     HS47 │      5 │      3 │      0 │ first_order │ -2.67e-02 │     1.13e-03 │      39 │  1.35e-04 │    1.82e-10 │        53 │         48 │         65 │              0 │              0 │          0 │           0 │        39 │             0 │             0 │         226 │               0 │               0 │          226 │                0 │                0 │         39 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │  -2.67e-02 │
+│     44 │      BT3 │      5 │      3 │      0 │ first_order │  4.09e+00 │     2.89e-04 │       3 │  2.54e-07 │    2.38e-07 │         5 │          5 │         21 │              0 │              0 │          0 │           0 │         3 │             0 │             0 │          60 │               0 │               0 │           61 │                0 │                0 │          3 │           0 │           0 │            0 │              0 │                  0 │                    0 │                     0 │                   0 │                    0 │                    0 │           │   4.09e+00 │
 └────────┴──────────┴────────┴────────┴────────┴─────────────┴───────────┴──────────────┴─────────┴───────────┴─────────────┴───────────┴────────────┴────────────┴────────────────┴────────────────┴────────────┴─────────────┴───────────┴───────────────┴───────────────┴─────────────┴─────────────────┴─────────────────┴──────────────┴──────────────────┴──────────────────┴────────────┴─────────────┴─────────────┴──────────────┴────────────────┴────────────────────┴──────────────────────┴───────────────────────┴─────────────────────┴──────────────────────┴──────────────────────┴───────────┴────────────┘

or it can also be used to make performance profiles.

using Plots
 gr()
 
@@ -130,93 +130,93 @@
 print_pp_column(:elapsed_time, stats) # with respect to time
- + - + - + - + - + - - - - - - - - - - - - - - - - - - - - - - - - - - - + + + + + + + + + + + + + + + + + + + + + + + + + + + 
print_pp_column(:neval_jac, stats) # with respect to number of jacobian evaluations
- + - + - + - + - + - - - - - - - - - - - - - - - - - - - - - - - - - - - -

CUTEst benchmark with Knitro

In this second part, we present the result of a similar benchmark with a maximum of 10000 variables and constraints (82 problems), and including the solver KNITRO (Byrd, R. H., Nocedal, J., & Waltz, R. A. (2006). K nitro: An integrated package for nonlinear optimization. In Large-scale nonlinear optimization (pp. 35-59). Springer, Boston, MA.) via NLPModelsKnitro.jl. The script is included in /benchmark/script10000_knitro.jl). We report here a performance profile with respect to the elapsed time to solve the problems and to the sum of evaluations of objective and constrain functions, see /benchmark/figures.jl) for the code generating the profile wall.

+ + + + + + + + + + + + + + + + + + + + + + + + + + + +

CUTEst benchmark with Knitro

In this second part, we present the result of a similar benchmark with a maximum of 10000 variables and constraints (82 problems), and including the solver KNITRO (Byrd, R. H., Nocedal, J., & Waltz, R. A. (2006). K nitro: An integrated package for nonlinear optimization. In Large-scale nonlinear optimization (pp. 35-59). Springer, Boston, MA.) via NLPModelsKnitro.jl. The script is included in /benchmark/script10000_knitro.jl). We report here a performance profile with respect to the elapsed time to solve the problems and to the sum of evaluations of objective and constrain functions, see /benchmark/figures.jl) for the code generating the profile wall.

diff --git a/dev/example.ipynb b/dev/example.ipynb index 3211497..f059478 100644 --- a/dev/example.ipynb +++ b/dev/example.ipynb @@ -54,7 +54,18 @@ "metadata": {} }, { - "outputs": [], + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "WARNING: Method definition testargs(Gridap.Arrays.PosNegReindex{A, B} where B where A, Integer) in module Arrays at /home/runner/.julia/packages/Gridap/EZQEK/src/Arrays/PosNegReindex.jl:10 overwritten in module PDENLPModels at /home/runner/.julia/packages/PDENLPModels/pW0Iv/src/PDENLPModels.jl:16.\n", + "ERROR: Method overwriting is not permitted during Module precompilation. Use `__precompile__(false)` to opt-out of precompilation.\n", + "WARNING: method definition for _compute_hess_structure at /home/runner/.julia/packages/PDENLPModels/pW0Iv/src/hessian_struct_nnzh_functions.jl:70 declares type variable T but does not use it.\n", + "WARNING: method definition for _compute_hess_structure at /home/runner/.julia/packages/PDENLPModels/pW0Iv/src/hessian_struct_nnzh_functions.jl:74 declares type variable T but does not use it.\n" + ] + } + ], "cell_type": "code", "source": [ "using Gridap, PDENLPModels" @@ -305,7 +316,7 @@ { "output_type": "execute_result", "data": { - "text/plain": "1.6058259477971256e-5" + "text/plain": "1.6058259477686155e-5" }, "metadata": {}, "execution_count": 10 @@ -478,7 +489,7 @@ { "output_type": "execute_result", "data": { - "text/plain": "(38.505, 4.353176116943359)" + "text/plain": "(18.72, 3.618682861328125)" }, "metadata": {}, "execution_count": 16 @@ -503,7 +514,7 @@ { "output_type": "execute_result", "data": { - "text/plain": "((0.005425026428348349, 2.2204460492503135e-18, 4.2724309076258577e-7), (0.005425025540071225, 1.0272245532288482e-11, 9.587202964806497e-7))" + "text/plain": "((0.005425026428348349, 2.2204460492503135e-18, 4.2724309076258577e-7), (0.005425025540071131, 1.12025219639915e-11, 9.587202964804385e-7))" }, "metadata": {}, "execution_count": 17 @@ -540,11 +551,11 @@ "file_extension": ".jl", "mimetype": "application/julia", "name": "julia", - "version": "1.9.3" + "version": "1.10.0" }, "kernelspec": { - "name": "julia-1.9", - "display_name": "Julia 1.9.3", + "name": "julia-1.10", + "display_name": "Julia 1.10.0", "language": "julia" } }, diff --git a/dev/example/index.html b/dev/example/index.html index e5e1cba..feddedf 100644 --- a/dev/example/index.html +++ b/dev/example/index.html @@ -41,4 +41,4 @@ nothing #hide

NullLogger avoids printing iteration information.

using DCISolver, Logging
 
 stats_dci = dci(nlp, stats_trunk.solution, verbose = 0, atol = 1e-5, rtol = 0.0)

The problem was successfully solved, and we can extract the function evaluations from the stats.

nlp.counters

We now compare the two solvers with respect to the time spent,

stats_ipopt.elapsed_time, stats_dci.elapsed_time

and also check objective value, feasibility and dual feasibility of ipopt and dci.

(stats_ipopt.objective, stats_ipopt.primal_feas, stats_ipopt.dual_feas),
-(stats_dci.objective, stats_dci.primal_feas, stats_dci.dual_feas)

Overall DCISolver is doing great for solving large-scale optimization problems!

This page was generated using Literate.jl.

+(stats_dci.objective, stats_dci.primal_feas, stats_dci.dual_feas)

Overall DCISolver is doing great for solving large-scale optimization problems!

This page was generated using Literate.jl.

diff --git a/dev/fine-tuneDCI/index.html b/dev/fine-tuneDCI/index.html index 1deefda..bfbc677 100644 --- a/dev/fine-tuneDCI/index.html +++ b/dev/fine-tuneDCI/index.html @@ -67,4 +67,4 @@ | ----------- | ------------- | ------- | --------------------------------------------------------------- | | compρ_p1 | AbstractFloat | 0.75 | update ρ as `ρ = max(min(ngp, p1) * ρmax, ϵ)`. | | compρ_p2 | AbstractFloat | 0.90 | update ρ as `ρ = primalnorm * p2` if not sufficiently feasible. | -| ρbar | AbstractFloat | 2.0 | radius of the larger cylinder is `ρbar * ρ`. |

The computation of ρ can also be modified by importing compute_ρ(dualnorm, primalnorm, norm∇fx, ρmax, ϵ, iter, meta::MetaDCI)

+| ρbar | AbstractFloat | 2.0 | radius of the larger cylinder is `ρbar * ρ`. |

The computation of ρ can also be modified by importing compute_ρ(dualnorm, primalnorm, norm∇fx, ρmax, ϵ, iter, meta::MetaDCI)

diff --git a/dev/index.html b/dev/index.html index 8fbd546..2a8bc46 100644 --- a/dev/index.html +++ b/dev/index.html @@ -15,8 +15,8 @@ primal feasibility: 3.4316988473115373e-7 dual feasibility: 7.333598945847062e-5 solution: [1.0000001718172222 1.000000171352633] - multipliers: [6.92439097973984e-310] + multipliers: [2.12626899628e-312] iterations: 12 - elapsed time: 0.6005809307098389 + elapsed time: 0.30879902839660645 solver specific: - lagrangian: -2.97353301931873e-12

Bug reports and discussions

If you think you found a bug, feel free to open an issue. Focused suggestions and requests can also be opened as issues. Before opening a pull request, start an issue or a discussion on the topic, please.

If you want to ask a question not suited for a bug report, feel free to start a discussion here. This forum is for general discussion about this repository and the JuliaSmoothOptimizers, so questions about any of our packages are welcome.

+ lagrangian: -2.97353301931873e-12

Bug reports and discussions

If you think you found a bug, feel free to open an issue. Focused suggestions and requests can also be opened as issues. Before opening a pull request, start an issue or a discussion on the topic, please.

If you want to ask a question not suited for a bug report, feel free to start a discussion here. This forum is for general discussion about this repository and the JuliaSmoothOptimizers, so questions about any of our packages are welcome.

diff --git a/dev/ipopt_dcildl_44.jld2 b/dev/ipopt_dcildl_44.jld2 index 8571091..cc4f169 100644 Binary files a/dev/ipopt_dcildl_44.jld2 and b/dev/ipopt_dcildl_44.jld2 differ diff --git a/dev/reference/index.html b/dev/reference/index.html index 61b9823..a27138b 100644 --- a/dev/reference/index.html +++ b/dev/reference/index.html @@ -1,19 +1,19 @@ -Reference · DCISolver.jl
Edit on GitHub

Reference

​

Contents

​

​

Index

​

​

DCISolver.TR_solvers — Constant
TR_solvers = Dict(:TR_lsmr => TR_lsmr_struct, :TR_dogleg => TR_dogleg_struct)

Dictonary of the possible structures for the trust-region step.

source
DCISolver.comp_λ_solvers — Constant
comp_λ_solvers = Dict(:cgls => comp_λ_cgls)

Dictonary of the possible structures for the computation of the Lagrange multipliers.

source
DCISolver.solver_correspondence — Constant
solver_correspondence = Dict(:ma57 => MA57Struct, :ldlfact => LDLFactorizationStruct)

Dictonary of the possible structures for the factorization.

source
DCISolver.DCIWorkspace — Type
DCIWorkspace(nlp, meta, x = nlp.meta.x0)

Pre-allocate the memory used during the dci call. Returns a DCIWorkspace structure.

source
DCISolver.MetaDCI — Type
MetaDCI(x, y; kwargs...)
-MetaDCI(nlp::AbstractNLPModel, x = nlp.meta.x0, y = nlp.meta.y0; kwargs...)

Structure containing all the parameters used in the dci call. x is an intial guess, and y is an initial guess for the Lagrange multiplier. Returns a MetaDCI structure.

Arguments

The keyword arguments may include:

  • atol::T=T(1e-5): absolute tolerance.
  • rtol::T=T(1e-5): relative tolerance.
  • ctol::T=T(1e-5): feasibility tolerance.
  • unbounded_threshold::T=T(-1e5): below this threshold the problem is unbounded.
  • verbose::Int = 0: if > 0, display iteration details every verbose iteration.
  • max_eval::Integer=50000: maximum number of cons + obj evaluations.
  • max_time::Float64=120.0: maximum number of seconds.
  • max_iter::Integer=500: maximum number of iterations.
  • max_iter_normal_step::Integer=typemax(Int): maximum number of iterations in normal step.
  • λ_struct::comp_λ_cgls=comp_λ_cgls(length(x0), length(y0), S).
  • linear_solver::Symbol=:ldlfact: Solver for the factorization. options: :ma57.
  • decrease_γ::T=T(0.1): Regularization for the factorization: reduce γ if possible, > √eps(T), between tangent steps.
  • increase_γ::T=T(100.0): Regularization for the factorization: up γ if possible, < 1/√eps(T), during the factorization.
  • δmin::T=√eps(T): Regularization for the factorization: smallest value of δ used for the regularization.
  • feas_step::Symbol=:feasibility_step: Normal step.
  • feas_η₁::T=T(1e-3): Feasibility step: decrease the trust-region radius when Ared/Pred < η₁.
  • feas_η₂::T=T(0.66): Feasibility step: increase the trust-region radius when Ared/Pred > η₂.
  • feas_σ₁::T=T(0.25): Feasibility step: decrease coefficient of the trust-region radius.
  • feas_σ₂::T=T(2.0): Feasibility step: increase coefficient of the trust-region radius.
  • feas_Δ₀::T=one(T): Feasibility step: initial radius.
  • bad_steps_lim::Integer=3: Feasibility step: consecutive bad steps before using a second order step.
  • feas_expected_decrease::T=T(0.95): Feasibility step: bad steps are when ‖c(z)‖ / ‖c(x)‖ >feas_expected_decrease.
  • TR_compute_step::Symbol=:TR_lsmr: Compute the direction in feasibility step: options: :TR_dogleg.
  • TR_struct::Union{TR_lsmr_struct, TR_dogleg_struct}=TR_lsmr_struct(length(x0), length(y0), S).
  • compρ_p1::T=T(0.75): update ρ as ρ = max(min(ngp, p1) * ρmax, ϵ).
  • compρ_p2::T=T(0.90): update ρ as ρ = primalnorm * p2 if not sufficiently feasible.
  • ρbar::T=T(2.0): radius of the larger cylinder is ρbar * ρ.
  • tan_Δ::T=one(T): Tangent step trust-region parameters: initial trust-region radius.
  • tan_η₁::T=T(1e-2): Tangent step trust-region parameters: decrease the trust-region radius when Ared/Pred < η₁.
  • tan_η₂::T=T(0.75): Tangent step trust-region parameters: increase the trust-region radius when Ared/Pred > η₂.
  • tan_σ₁::T=T(0.25): Tangent step trust-region parameters: decrease coefficient of the trust-region radius.
  • tan_σ₂::T=T(2.0): Tangent step trust-region parameters: increase coefficient of the trust-region radius.
  • tan_small_d::T=eps(T): Tangent step trust-region parameters: ||d|| is too small.
  • increase_Δtg::T=10: Tangent step trust-region parameters: increase if possible, < 1 / √eps(T), the Δtg between tangent steps.

For more details, we refer to the package documentation fine-tuneDCI.md.

source
DCISolver.SymCOOSolver — Type

An SymCOOSolver is an interface to allow simple usage of different solvers. Ideally, having rows, cols, vals and the dimension ndim of a symmetric matrix should allow the user to call M = LinearSolver(ndim, rows, cols, vals) factorize!(M) solve!(x, M, b) # Also x = M \ b Only the lower triangle of the matrix should be passed.

source
DCISolver.TR_dogleg_struct — Type
`TR_dogleg_struct(m, n, ::DataType; kwargs...)`

Keyword arguments correspond to input parameters of lsmr from Krylov.jl used in the computation of the dogleg for the trust-region step. Returns a TR_dogleg_struct structure.

source
DCISolver.TR_lsmr_struct — Type
`TR_lsmr_struct(m, n, ::DataType; kwargs...)`

Keyword arguments correspond to input parameters of lsmr from Krylov.jl used in the computation of the trust-region step. Returns a TR_lsmr_struct structure.

source
DCISolver.comp_λ_cgls — Type
`comp_λ_cgls(m, n, ::DataType; kwargs...)`

Keyword arguments correspond to input parameters of cgls from Krylov.jl used in the computation of the Lagrange multipliers. Returns a comp_λ_cgls structure.

source
Base.success — Function
success(M :: SymCOOSolver)

Returns whether factorize!(M) was successful.

source
DCISolver.TR_dogleg — Method
TR_dogleg(cz, Jz, ctol, Δ, normcz, Jd, meta)

Compute a direction d such that

\[\begin{aligned} +Reference · DCISolver.jl

Edit on GitHub

Reference

​

Contents

​

​

Index

​

​

DCISolver.TR_solvers — Constant
TR_solvers = Dict(:TR_lsmr => TR_lsmr_struct, :TR_dogleg => TR_dogleg_struct)

Dictonary of the possible structures for the trust-region step.

source
DCISolver.comp_λ_solvers — Constant
comp_λ_solvers = Dict(:cgls => comp_λ_cgls)

Dictonary of the possible structures for the computation of the Lagrange multipliers.

source
DCISolver.solver_correspondence — Constant
solver_correspondence = Dict(:ma57 => MA57Struct, :ldlfact => LDLFactorizationStruct)

Dictonary of the possible structures for the factorization.

source
DCISolver.DCIWorkspace — Type
DCIWorkspace(nlp, meta, x = nlp.meta.x0)

Pre-allocate the memory used during the dci call. Returns a DCIWorkspace structure.

source
DCISolver.MetaDCI — Type
MetaDCI(x, y; kwargs...)
+MetaDCI(nlp::AbstractNLPModel, x = nlp.meta.x0, y = nlp.meta.y0; kwargs...)

Structure containing all the parameters used in the dci call. x is an intial guess, and y is an initial guess for the Lagrange multiplier. Returns a MetaDCI structure.

Arguments

The keyword arguments may include:

  • atol::T=T(1e-5): absolute tolerance.
  • rtol::T=T(1e-5): relative tolerance.
  • ctol::T=T(1e-5): feasibility tolerance.
  • unbounded_threshold::T=T(-1e5): below this threshold the problem is unbounded.
  • verbose::Int = 0: if > 0, display iteration details every verbose iteration.
  • max_eval::Integer=50000: maximum number of cons + obj evaluations.
  • max_time::Float64=120.0: maximum number of seconds.
  • max_iter::Integer=500: maximum number of iterations.
  • max_iter_normal_step::Integer=typemax(Int): maximum number of iterations in normal step.
  • λ_struct::comp_λ_cgls=comp_λ_cgls(length(x0), length(y0), S).
  • linear_solver::Symbol=:ldlfact: Solver for the factorization. options: :ma57.
  • decrease_γ::T=T(0.1): Regularization for the factorization: reduce γ if possible, > √eps(T), between tangent steps.
  • increase_γ::T=T(100.0): Regularization for the factorization: up γ if possible, < 1/√eps(T), during the factorization.
  • δmin::T=√eps(T): Regularization for the factorization: smallest value of δ used for the regularization.
  • feas_step::Symbol=:feasibility_step: Normal step.
  • feas_η₁::T=T(1e-3): Feasibility step: decrease the trust-region radius when Ared/Pred < η₁.
  • feas_η₂::T=T(0.66): Feasibility step: increase the trust-region radius when Ared/Pred > η₂.
  • feas_σ₁::T=T(0.25): Feasibility step: decrease coefficient of the trust-region radius.
  • feas_σ₂::T=T(2.0): Feasibility step: increase coefficient of the trust-region radius.
  • feas_Δ₀::T=one(T): Feasibility step: initial radius.
  • bad_steps_lim::Integer=3: Feasibility step: consecutive bad steps before using a second order step.
  • feas_expected_decrease::T=T(0.95): Feasibility step: bad steps are when ‖c(z)‖ / ‖c(x)‖ >feas_expected_decrease.
  • TR_compute_step::Symbol=:TR_lsmr: Compute the direction in feasibility step: options: :TR_dogleg.
  • TR_struct::Union{TR_lsmr_struct, TR_dogleg_struct}=TR_lsmr_struct(length(x0), length(y0), S).
  • compρ_p1::T=T(0.75): update ρ as ρ = max(min(ngp, p1) * ρmax, ϵ).
  • compρ_p2::T=T(0.90): update ρ as ρ = primalnorm * p2 if not sufficiently feasible.
  • ρbar::T=T(2.0): radius of the larger cylinder is ρbar * ρ.
  • tan_Δ::T=one(T): Tangent step trust-region parameters: initial trust-region radius.
  • tan_η₁::T=T(1e-2): Tangent step trust-region parameters: decrease the trust-region radius when Ared/Pred < η₁.
  • tan_η₂::T=T(0.75): Tangent step trust-region parameters: increase the trust-region radius when Ared/Pred > η₂.
  • tan_σ₁::T=T(0.25): Tangent step trust-region parameters: decrease coefficient of the trust-region radius.
  • tan_σ₂::T=T(2.0): Tangent step trust-region parameters: increase coefficient of the trust-region radius.
  • tan_small_d::T=eps(T): Tangent step trust-region parameters: ||d|| is too small.
  • increase_Δtg::T=10: Tangent step trust-region parameters: increase if possible, < 1 / √eps(T), the Δtg between tangent steps.

For more details, we refer to the package documentation fine-tuneDCI.md.

source
DCISolver.SymCOOSolver — Type

An SymCOOSolver is an interface to allow simple usage of different solvers. Ideally, having rows, cols, vals and the dimension ndim of a symmetric matrix should allow the user to call M = LinearSolver(ndim, rows, cols, vals) factorize!(M) solve!(x, M, b) # Also x = M \ b Only the lower triangle of the matrix should be passed.

source
DCISolver.TR_dogleg_struct — Type
`TR_dogleg_struct(m, n, ::DataType; kwargs...)`

Keyword arguments correspond to input parameters of lsmr from Krylov.jl used in the computation of the dogleg for the trust-region step. Returns a TR_dogleg_struct structure.

source
DCISolver.TR_lsmr_struct — Type
`TR_lsmr_struct(m, n, ::DataType; kwargs...)`

Keyword arguments correspond to input parameters of lsmr from Krylov.jl used in the computation of the trust-region step. Returns a TR_lsmr_struct structure.

source
DCISolver.comp_λ_cgls — Type
`comp_λ_cgls(m, n, ::DataType; kwargs...)`

Keyword arguments correspond to input parameters of cgls from Krylov.jl used in the computation of the Lagrange multipliers. Returns a comp_λ_cgls structure.

source
Base.success — Function
success(M :: SymCOOSolver)

Returns whether factorize!(M) was successful.

source
DCISolver.TR_dogleg — Method
TR_dogleg(cz, Jz, ctol, Δ, normcz, Jd, meta)

Compute a direction d such that

\[\begin{aligned} \min_{d} \quad & \|c + Jz' d \| \\ \text{s.t.} \quad & \|d\| \leq \Delta, -\end{aligned}\]

using a dogleg.

Output

  • d: solution
  • Jd: product of the solution with J.
  • infeasible: true if the problem is infeasible.
  • solved: true if the problem has been successfully solved.
source
DCISolver.TR_lsmr — Method
TR_lsmr(cz, Jz, ctol, Δ, normcz, Jd, meta)

Compute a direction d such that

\[\begin{aligned} +\end{aligned}\]

using a dogleg.

Output

  • d: solution
  • Jd: product of the solution with J.
  • infeasible: true if the problem is infeasible.
  • solved: true if the problem has been successfully solved.
source
DCISolver.TR_lsmr — Method
TR_lsmr(cz, Jz, ctol, Δ, normcz, Jd, meta)

Compute a direction d such that

\[\begin{aligned} \min_{d} \quad & \|c + Jz' d \| \\ \text{s.t.} \quad & \|d\| \leq \Delta, -\end{aligned}\]

using lsmr method from Krylov.jl.

Output

  • d: solution
  • Jd: product of the solution with J.
  • infeasible: true if the problem is infeasible.
  • solved: true if the problem has been successfully solved.
source
DCISolver._compute_gradient_step! — Method
_compute_gradient_step!(nlp, gBg, g, Δ, dcp)

Solve the following problem

\[\begin{aligned} +\end{aligned}\]

using lsmr method from Krylov.jl.

Output

  • d: solution
  • Jd: product of the solution with J.
  • infeasible: true if the problem is infeasible.
  • solved: true if the problem has been successfully solved.
source
DCISolver._compute_gradient_step! — Method
_compute_gradient_step!(nlp, gBg, g, Δ, dcp)

Solve the following problem

\[\begin{aligned} \min_{α} \quad & q(-α g) \\ \text{s.t.} \quad & \|αg\| \leq \Delta. -\end{aligned}\]

Output

The returned arguments are:

  • dcp_on_boundary true if ‖αg‖ = Δ,
  • dcp = - α g,
  • dcpBdcp = α^2 gBg,
  • α the solution.
source
DCISolver._compute_newton_step! — Method
_compute_newton_step!(nlp, LDL, g, γ, δ, dcp, vals, meta, workspace)

Compute a Newton direction dn via a factorization of an SQD matrix.

Output

  • dn: solution
  • dnBdn and dcpBdn: updated scalar products.
  • γ_too_large: true if the regularization is too large.
  • γ: updated value of the regularization γ.
  • δ: updated value of the regularization δ.
  • vals: updated value of the SQD matrix.
source
DCISolver._compute_step_length — Method
_compute_step_length(norm2dn, dotdndcp, norm2dcp, Δ)

Given two directions dcp and dn, compute the largest 0 ≤ τ ≤ 1 such that ‖dn + τ (dcp -dn)‖ = Δ. Returns τ.

source
DCISolver.compute_descent_direction! — Method
(d, dBd, status, γ, δ, vals) = compute_descent_direction!(nlp::AbstractNLPModel, gBg, g, Δ, LDL, γ, δ, vals, d, meta, workspace)

Compute a direction d solution of

\[\begin{aligned} +\end{aligned}\]

Output

The returned arguments are:

  • dcp_on_boundary true if ‖αg‖ = Δ,
  • dcp = - α g,
  • dcpBdcp = α^2 gBg,
  • α the solution.
source
DCISolver._compute_newton_step! — Method
_compute_newton_step!(nlp, LDL, g, γ, δ, dcp, vals, meta, workspace)

Compute a Newton direction dn via a factorization of an SQD matrix.

Output

  • dn: solution
  • dnBdn and dcpBdn: updated scalar products.
  • γ_too_large: true if the regularization is too large.
  • γ: updated value of the regularization γ.
  • δ: updated value of the regularization δ.
  • vals: updated value of the SQD matrix.
source
DCISolver._compute_step_length — Method
_compute_step_length(norm2dn, dotdndcp, norm2dcp, Δ)

Given two directions dcp and dn, compute the largest 0 ≤ τ ≤ 1 such that ‖dn + τ (dcp -dn)‖ = Δ. Returns τ.

source
DCISolver.compute_descent_direction! — Method
(d, dBd, status, γ, δ, vals) = compute_descent_direction!(nlp::AbstractNLPModel, gBg, g, Δ, LDL, γ, δ, vals, d, meta, workspace)

Compute a direction d solution of

\[\begin{aligned} \min_{d} \quad & q(d) \\ \text{s.t.} \quad & \|d\| \leq \Delta. -\end{aligned}\]

Output

The returned arguments are:

  • d: the computed direction.
  • dBd: updated scalar product.
  • status: computation status.
  • γ, δ: updated values for the regularization parameters.
  • vals: update values for the SQD system.

Return status has four possible outcomes:

  • :cauchy_step
  • :newton
  • :dogleg
  • :interior_cauchy_step when γ is too large.
source
DCISolver.compute_gBg — Method
compute_gBg(nlp, rows, cols, vals, ∇ℓzλ)

Compute gBg = ∇ℓxλ' * B * ∇ℓxλ, where B is a symmetric sparse matrix whose lower triangular is given in COO-format.

source
DCISolver.compute_lx! — Method
compute_lx!(Jx, ∇fx, λ, meta)

Compute the solution of ‖Jx' λ - ∇fx‖ using solvers from Krylov.jl as defined by meta.λ_struct.comp_λ_solver. Return the solution λ.

source
DCISolver.compute_ρ — Method
compute_ρ(dualnorm, primalnorm, norm∇fx, ρmax, ϵ, iter, meta::MetaDCI)
-compute_ρ(dualnorm, primalnorm, norm∇fx, ρmax, ϵ, iter, p1, p2)

Update and return the trust-cylinder radius ρ.

Theory asks for ngp ρmax 10^-4 < ρ <= ngp ρmax There are no evaluations of functions here.

ρ = O(‖g_p(z)‖) and in the paper ρ = ν n_p(z) ρ_max with n_p(z) = norm(g_p(z)) / (norm(g(z)) + 1).

source
DCISolver.dci — Method
dci(nlp; kwargs...)
+\end{aligned}\]
Output
The returned arguments are:
  • d: the computed direction.
  • dBd: updated scalar product.
  • status: computation status.
  • γ, δ: updated values for the regularization parameters.
  • vals: update values for the SQD system.
Return status has four possible outcomes:
  • :cauchy_step
  • :newton
  • :dogleg
  • :interior_cauchy_step when γ is too large.
source
DCISolver.compute_gBg — Method
compute_gBg(nlp, rows, cols, vals, ∇ℓzλ)

Compute gBg = ∇ℓxλ' * B * ∇ℓxλ, where B is a symmetric sparse matrix whose lower triangular is given in COO-format.

source
DCISolver.compute_lx! — Method
compute_lx!(Jx, ∇fx, λ, meta)

Compute the solution of ‖Jx' λ - ∇fx‖ using solvers from Krylov.jl as defined by meta.λ_struct.comp_λ_solver. Return the solution λ.

source
DCISolver.compute_ρ — Method
compute_ρ(dualnorm, primalnorm, norm∇fx, ρmax, ϵ, iter, meta::MetaDCI)
+compute_ρ(dualnorm, primalnorm, norm∇fx, ρmax, ϵ, iter, p1, p2)

Update and return the trust-cylinder radius ρ.

Theory asks for ngp ρmax 10^-4 < ρ <= ngp ρmax There are no evaluations of functions here.

ρ = O(‖g_p(z)‖) and in the paper ρ = ν n_p(z) ρ_max with n_p(z) = norm(g_p(z)) / (norm(g(z)) + 1).

source
DCISolver.dci — Method
dci(nlp; kwargs...)
 dci(nlp, x; kwargs...)
 dci(nlp, meta, x)

Compute a local minimum of an equality-constrained optimization problem using DCI algorithm from Bielschowsky & Gomes (2008).

Arguments

  • nlp::AbstractNLPModel: the model solved, see NLPModels.jl.
  • x: Initial guess. If x is not specified, then nlp.meta.x0 is used.
  • meta: The keyword arguments are used to initialize a MetaDCI.

For advanced usage, the principal call to the solver uses a DCIWorkspace.

solve!(workspace, nlp)
 solve!(workspace, nlp, stats)

Output

The returned value is a GenericExecutionStats, see SolverCore.jl.

Callback

The callback is called at each iteration. The expected signature of the callback is callback(nlp, workspace, stats), and its output is ignored. Changing any of the input arguments will affect the subsequent iterations. In particular, setting stats.status = :user will stop the algorithm. All relevant information should be available in nlp and workspace. Notably, you can access, and modify, the following:

  • workspace: current workspace;
  • stats: structure holding the output of the algorithm (GenericExecutionStats), which contains, among other things:
    • stats.dual_feas: norm of current gradient;
    • stats.iter: current iteration counter;
    • stats.objective: current objective function value;
    • stats.status: current status of the algorithm. Should be :unknown unless the algorithm has attained a stopping criterion. Changing this to anything will stop the algorithm, but you should use :user to properly indicate the intention.
    • stats.elapsed_time: elapsed time in seconds.

References

This method implements the Dynamic Control of Infeasibility for equality-constrained problems described in

Dynamic Control of Infeasibility in Equality Constrained Optimization
@@ -22,8 +22,8 @@
 https://doi.org/10.1137/070679557

Examples

using ADNLPModels, DCISolver
 nlp = ADNLPModel(x -> 100 * (x[2] - x[1]^2)^2 + (x[1] - 1)^2, [-1.2; 1.0])
 stats = dci(nlp, verbose = 0)
-stats
source
DCISolver.factorize! — Function
factorize!(M :: SymCOOSolver)

Calls the factorization of the symmetric solver given by M. Use success(M) to check whether the factorization was successful.

source
DCISolver.feasibility_step — Method
feasibility_step(nls, x, cx, normcx, Jx, ρ, ctol, meta, workspace; kwargs...)

Approximately solves min ‖c(x)‖ using a trust-region Levenberg-Marquardt method, i.e. given xₖ, finds min ‖cₖ + Jₖd‖.

Arguments

  • η₁::AbstractFloat = meta.feas_η₁: decrease the trust-region radius when Ared/Pred < η₁.
  • η₂::AbstractFloat = meta.feas_η₂: increase the trust-region radius when Ared/Pred > η₂.
  • σ₁::AbstractFloat = meta.feas_σ₁: decrease coefficient of the trust-region radius.
  • σ₂::AbstractFloat = meta.feas_σ₂:increase coefficient of the trust-region radius.
  • Δ₀::T = meta.feas_Δ₀: initial trust-region radius.
  • bad_steps_lim::Integer = meta.bad_steps_lim: consecutive bad steps before using a second order step.
  • expected_decrease::T = meta.feas_expected_decrease: bad steps are when ‖c(z)‖ / ‖c(x)‖ >feas_expected_decrease.
  • max_eval::Int = 1_000: maximum evaluations.
  • max_time::AbstractFloat = 60.0: maximum time.
  • max_feas_iter::Int = typemax(Int64): maximum number of iterations.

Output

  • z, cz, normcz, Jz: the new iterate, and updated evaluations.
  • status: Computation status. Possible outcomes are: :success, max_eval, max_time, max_iter, unknown_tired, :infeasible, :unknown.
source
DCISolver.normal_step! — Method
normal_step!(nlp, x, cx, Jx, fx, ∇fx, λ, ℓxλ, ∇ℓxλ, dualnorm, primalnorm, ρmax, ϵp, max_eval, max_time, max_iter, meta, workspace)

Normal step: find z such that ||h(z)|| ≤ ρ where `` is the trust-cylinder radius.

Output

  • z, cz, fz, ℓzλ, ∇ℓzλ: the new iterate, and updated evaluations.
  • ρ: updated trust-cylinder radius.
  • primalnorm, dualnorm: updated primal and dual feasibility norms.
  • status: Computation status. The possible outcomes are: :init_success, :success, :max_eval, :max_time, :max_iter, :unknown_tired, :infeasible, :unknown.
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DCISolver.regularized_coo_saddle_system! — Method
regularized_coo_saddle_system!(nlp, rows, cols, vals, γ = γ, δ = δ)

Compute the structure for the saddle system [H + γI [Jᵀ]; J -δI] in COO-format (rows, cols, vals) in the following order: H, J, γ, -δ,.

source
DCISolver.tangent_step! — Method
(z, cz, fz, status, Δ, Δℓ, γ, δ) = tangent_step!(nlp, z, λ, cz, normcz, fz, LDL, vals, g, ℓzλ, gBg, ρ, γ, δ, meta, workspace; kwargs...)

Solve the following problem

\[\begin{aligned} +stats

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DCISolver.factorize! — Function
factorize!(M :: SymCOOSolver)

Calls the factorization of the symmetric solver given by M. Use success(M) to check whether the factorization was successful.

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DCISolver.feasibility_step — Method
feasibility_step(nls, x, cx, normcx, Jx, ρ, ctol, meta, workspace; kwargs...)

Approximately solves min ‖c(x)‖ using a trust-region Levenberg-Marquardt method, i.e. given xₖ, finds min ‖cₖ + Jₖd‖.

Arguments

  • η₁::AbstractFloat = meta.feas_η₁: decrease the trust-region radius when Ared/Pred < η₁.
  • η₂::AbstractFloat = meta.feas_η₂: increase the trust-region radius when Ared/Pred > η₂.
  • σ₁::AbstractFloat = meta.feas_σ₁: decrease coefficient of the trust-region radius.
  • σ₂::AbstractFloat = meta.feas_σ₂:increase coefficient of the trust-region radius.
  • Δ₀::T = meta.feas_Δ₀: initial trust-region radius.
  • bad_steps_lim::Integer = meta.bad_steps_lim: consecutive bad steps before using a second order step.
  • expected_decrease::T = meta.feas_expected_decrease: bad steps are when ‖c(z)‖ / ‖c(x)‖ >feas_expected_decrease.
  • max_eval::Int = 1_000: maximum evaluations.
  • max_time::AbstractFloat = 60.0: maximum time.
  • max_feas_iter::Int = typemax(Int64): maximum number of iterations.

Output

  • z, cz, normcz, Jz: the new iterate, and updated evaluations.
  • status: Computation status. Possible outcomes are: :success, max_eval, max_time, max_iter, unknown_tired, :infeasible, :unknown.
source
DCISolver.normal_step! — Method
normal_step!(nlp, x, cx, Jx, fx, ∇fx, λ, ℓxλ, ∇ℓxλ, dualnorm, primalnorm, ρmax, ϵp, max_eval, max_time, max_iter, meta, workspace)

Normal step: find z such that ||h(z)|| ≤ ρ where `` is the trust-cylinder radius.

Output

  • z, cz, fz, ℓzλ, ∇ℓzλ: the new iterate, and updated evaluations.
  • ρ: updated trust-cylinder radius.
  • primalnorm, dualnorm: updated primal and dual feasibility norms.
  • status: Computation status. The possible outcomes are: :init_success, :success, :max_eval, :max_time, :max_iter, :unknown_tired, :infeasible, :unknown.
source
DCISolver.regularized_coo_saddle_system! — Method
regularized_coo_saddle_system!(nlp, rows, cols, vals, γ = γ, δ = δ)

Compute the structure for the saddle system [H + γI [Jᵀ]; J -δI] in COO-format (rows, cols, vals) in the following order: H, J, γ, -δ,.

source
DCISolver.tangent_step! — Method
(z, cz, fz, status, Δ, Δℓ, γ, δ) = tangent_step!(nlp, z, λ, cz, normcz, fz, LDL, vals, g, ℓzλ, gBg, ρ, γ, δ, meta, workspace; kwargs...)

Solve the following problem

\[\begin{aligned} \min_{d} \quad & q(d):=\frac{1}{2} d^T B d + d^T g \\ \text{s.t.} \quad & Ad = 0, & \|d\| \leq \Delta, -\end{aligned}\]

where B is an approximation of the Hessian of the Lagrangian, A is the jacobian matrix, and g is the projected gradient.

Output

  • z, cz, and fz: the new iterate, and updated evaluations.
  • status: computation status.
  • Δ: trust-region parameter.
  • Δℓ: differential in Lagrangian computation.
  • γ, δ: updated values for the regularization parameters.

Return status with possible outcomes:

  • :cauchy_step, :newton, :dogleg if successful step.
  • :unknown if we didn't enter the loop.
  • :small_horizontal_step.
  • :tired if we stop due to max_eval or max_time.
  • :success if we computed z such that ‖c(z)‖ ≤ meta.ρbar * ρ and Δℓ ≥ η₁ q(d).

See SolverTools.jl for SolverTools.aredpred

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SolverCore.solve! — Function
solve!(x, M :: SymCOOSolver, b)

Solve the system $M x = b$. factorize!(M) should be called first.

source
+\end{aligned}\]

where B is an approximation of the Hessian of the Lagrangian, A is the jacobian matrix, and g is the projected gradient.

Output

  • z, cz, and fz: the new iterate, and updated evaluations.
  • status: computation status.
  • Δ: trust-region parameter.
  • Δℓ: differential in Lagrangian computation.
  • γ, δ: updated values for the regularization parameters.

Return status with possible outcomes:

  • :cauchy_step, :newton, :dogleg if successful step.
  • :unknown if we didn't enter the loop.
  • :small_horizontal_step.
  • :tired if we stop due to max_eval or max_time.
  • :success if we computed z such that ‖c(z)‖ ≤ meta.ρbar * ρ and Δℓ ≥ η₁ q(d).

See SolverTools.jl for SolverTools.aredpred

source
SolverCore.solve! — Function
solve!(x, M :: SymCOOSolver, b)

Solve the system $M x = b$. factorize!(M) should be called first.

source
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