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test 1
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@nychiang
nychiang committed Nov 12, 2024
1 parent 5c19c76 commit 2f012fa
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301 changes: 182 additions & 119 deletions src/Drivers/Sparse/NlpSparseEx1.cpp
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@@ -1,7 +1,7 @@
#include "NlpSparseEx1.hpp"

#include <cmath>
#include <cstring> //for memcpy
#include <cstring> //for memcpy
#include <cstdio>

/* Test with bounds and constraints of all types. For some reason this
Expand All @@ -17,196 +17,259 @@
* x_i >=0.5, i=4,...,n
*/
SparseEx1::SparseEx1(int n, double scal_input)
: n_vars(n), n_cons{2}, scal{scal_input}
: n_vars(n),
n_cons{2},
scal{scal_input}
{
assert(n>=3);
if(n>3)
n_cons += n-3;
assert(n >= 3);
if (n > 3) {
n_cons += n - 3;
}
}

SparseEx1::~SparseEx1()
{}
SparseEx1::~SparseEx1() {}

bool SparseEx1::get_prob_sizes(size_type& n, size_type& m)
{ n=n_vars; m=n_cons; return true; }
{
n = n_vars;
m = n_cons;
return true;
}

bool SparseEx1::get_vars_info(const size_type& n, double *xlow, double* xupp, NonlinearityType* type)
bool SparseEx1::get_vars_info(const size_type& n, double* xlow, double* xupp, NonlinearityType* type)
{
assert(n==n_vars);
for(index_type i=0; i<n; i++) {
if(i==0) { xlow[i]=-1e20; xupp[i]=1e20; type[i]=hiopNonlinear; continue; }
if(i==1) { xlow[i]= 0.0; xupp[i]=1e20; type[i]=hiopNonlinear; continue; }
if(i==2) { xlow[i]= 1.5; xupp[i]=10.0; type[i]=hiopNonlinear; continue; }
//this is for x_4, x_5, ... , x_n (i>=3), which are bounded only from below
xlow[i]= 0.5; xupp[i]=1e20; type[i]=hiopNonlinear;
assert(n == n_vars);
for (index_type i = 0; i < n; i++) {
if (i == 0) {
xlow[i] = -1e20;
xupp[i] = 1e20;
type[i] = hiopNonlinear;
continue;
}
if (i == 1) {
xlow[i] = 0.0;
xupp[i] = 1e20;
type[i] = hiopNonlinear;
continue;
}
if (i == 2) {
xlow[i] = 1.5;
xupp[i] = 10.0;
type[i] = hiopNonlinear;
continue;
}
// this is for x_4, x_5, ... , x_n (i>=3), which are bounded only from below
xlow[i] = 0.5;
xupp[i] = 1e20;
type[i] = hiopNonlinear;
}
return true;
}

bool SparseEx1::get_cons_info(const size_type& m, double* clow, double* cupp, NonlinearityType* type)
{
assert(m==n_cons);
assert(m == n_cons);
index_type conidx{0};
clow[conidx]= scal*10.0; cupp[conidx]= scal*10.0; type[conidx++]=hiopInterfaceBase::hiopLinear;
clow[conidx]= scal*5.0; cupp[conidx]= 1e20; type[conidx++]=hiopInterfaceBase::hiopLinear;
for(index_type i=3; i<n_vars; i++) {
clow[conidx] = scal*1.0; cupp[conidx]= scal*2*n_vars; type[conidx++]=hiopInterfaceBase::hiopLinear;
clow[conidx] = scal * 10.0;
cupp[conidx] = scal * 10.0;
type[conidx++] = hiopInterfaceBase::hiopLinear;
clow[conidx] = scal * 5.0;
cupp[conidx] = 1e20;
type[conidx++] = hiopInterfaceBase::hiopLinear;
for (index_type i = 3; i < n_vars; i++) {
clow[conidx] = scal * 1.0;
cupp[conidx] = scal * 2 * n_vars;
type[conidx++] = hiopInterfaceBase::hiopLinear;
}
return true;
}

bool SparseEx1::get_sparse_blocks_info(size_type& nx,
size_type& nnz_sparse_Jaceq,
size_type& nnz_sparse_Jacineq,
size_type& nnz_sparse_Hess_Lagr)
size_type& nnz_sparse_Jaceq,
size_type& nnz_sparse_Jacineq,
size_type& nnz_sparse_Hess_Lagr)
{
nx = n_vars;;
nnz_sparse_Jaceq = 2;
nnz_sparse_Jacineq = 2 + 2*(n_vars-3);
nnz_sparse_Hess_Lagr = n_vars;
return true;
nx = n_vars;
;
nnz_sparse_Jaceq = 2;
nnz_sparse_Jacineq = 2 + 2 * (n_vars - 3);
nnz_sparse_Hess_Lagr = n_vars;
return true;
}

bool SparseEx1::eval_f(const size_type& n, const double* x, bool new_x, double& obj_value)
{
assert(n==n_vars);
obj_value=0.;
for(auto i=0;i<n;i++) obj_value += scal*0.25*pow(x[i]-1., 4);
assert(n == n_vars);
obj_value = 0.;
for (auto i = 0; i < n; i++) {
obj_value += scal * 0.25 * pow(x[i] - 1., 4);
}

return true;
}

bool SparseEx1::eval_grad_f(const size_type& n, const double* x, bool new_x, double* gradf)
{
assert(n==n_vars);
for(auto i=0;i<n;i++) gradf[i] = scal*pow(x[i]-1.,3);
assert(n == n_vars);
for (auto i = 0; i < n; i++) {
gradf[i] = scal * pow(x[i] - 1., 3);
}
return true;
}

bool SparseEx1::eval_cons(const size_type& n,
const size_type& m,
const size_type& num_cons,
const index_type* idx_cons,
const double* x,
bool new_x, double* cons)
bool SparseEx1::eval_cons(const size_type& n,
const size_type& m,
const size_type& num_cons,
const index_type* idx_cons,
const double* x,
bool new_x,
double* cons)
{
return false;
}

/* Four constraints no matter how large n is */
bool SparseEx1::eval_cons(const size_type& n,
const size_type& m,
const double* x,
bool new_x,
double* cons)
bool SparseEx1::eval_cons(const size_type& n, const size_type& m, const double* x, bool new_x, double* cons)
{
assert(n==n_vars); assert(m==n_cons);
assert(n_cons==2+n-3);
assert(n == n_vars);
assert(m == n_cons);
assert(n_cons == 2 + n - 3);

//local contributions to the constraints in cons are reset
for(auto j=0;j<m; j++) cons[j]=0.;
// local contributions to the constraints in cons are reset
for (auto j = 0; j < m; j++) {
cons[j] = 0.;
}

index_type conidx{0};
//compute the constraint one by one.
// --- constraint 1 body ---> 4*x_1 + 2*x_2 == 10
cons[conidx++] += scal*( 4*x[0] + 2*x[1]);
// compute the constraint one by one.
// --- constraint 1 body ---> 4*x_1 + 2*x_2 == 10
cons[conidx++] += scal * (4 * x[0] + 2 * x[1]);

// --- constraint 2 body ---> 2*x_1 + x_3
cons[conidx++] += scal*( 2*x[0] + 1*x[2]);
cons[conidx++] += scal * (2 * x[0] + 1 * x[2]);

// --- constraint 3 body ---> 2*x_1 + 0.5*x_i, for i>=4
for(auto i=3; i<n; i++) {
cons[conidx++] += scal*( 2*x[0] + 0.5*x[i]);
for (auto i = 3; i < n; i++) {
cons[conidx++] += scal * (2 * x[0] + 0.5 * x[i]);
}

return true;
}

bool SparseEx1::eval_Jac_cons(const size_type& n, const size_type& m,
const size_type& num_cons, const index_type* idx_cons,
const double* x, bool new_x,
const size_type& nnzJacS, index_type* iJacS, index_type* jJacS, double* MJacS)
bool SparseEx1::eval_Jac_cons(const size_type& n,
const size_type& m,
const size_type& num_cons,
const index_type* idx_cons,
const double* x,
bool new_x,
const size_type& nnzJacS,
index_type* iJacS,
index_type* jJacS,
double* MJacS)
{
return false;
}

bool SparseEx1::eval_Jac_cons(const size_type& n, const size_type& m,
const double* x, bool new_x,
const size_type& nnzJacS, index_type* iJacS, index_type* jJacS, double* MJacS)
bool SparseEx1::eval_Jac_cons(const size_type& n,
const size_type& m,
const double* x,
bool new_x,
const size_type& nnzJacS,
index_type* iJacS,
index_type* jJacS,
double* MJacS)
{
assert(n==n_vars); assert(m==n_cons);
assert(n>=3);
assert(n == n_vars);
assert(m == n_cons);
assert(n >= 3);

assert(nnzJacS == 4 + 2*(n-3));
assert(nnzJacS == 4 + 2 * (n - 3));

int nnzit{0};
index_type conidx{0};

int nnzit{0};
index_type conidx{0};

if(iJacS!=NULL && jJacS!=NULL){
// --- constraint 1 body ---> 4*x_1 + 2*x_2 == 10
iJacS[nnzit] = conidx; jJacS[nnzit++] = 0;
iJacS[nnzit] = conidx; jJacS[nnzit++] = 1;
conidx++;

// --- constraint 2 body ---> 2*x_1 + x_3
iJacS[nnzit] = conidx; jJacS[nnzit++] = 0;
iJacS[nnzit] = conidx; jJacS[nnzit++] = 2;
conidx++;

// --- constraint 3 body ---> 2*x_1 + 0.5*x_i, for i>=4
for(auto i=3; i<n; i++){
iJacS[nnzit] = conidx; jJacS[nnzit++] = 0;
iJacS[nnzit] = conidx; jJacS[nnzit++] = i;
conidx++;
}
assert(nnzit == nnzJacS);
if (iJacS != NULL && jJacS != NULL) {
// --- constraint 1 body ---> 4*x_1 + 2*x_2 == 10
iJacS[nnzit] = conidx;
jJacS[nnzit++] = 0;
iJacS[nnzit] = conidx;
jJacS[nnzit++] = 1;
conidx++;

// --- constraint 2 body ---> 2*x_1 + x_3
iJacS[nnzit] = conidx;
jJacS[nnzit++] = 0;
iJacS[nnzit] = conidx;
jJacS[nnzit++] = 2;
conidx++;

// --- constraint 3 body ---> 2*x_1 + 0.5*x_i, for i>=4
for (auto i = 3; i < n; i++) {
iJacS[nnzit] = conidx;
jJacS[nnzit++] = 0;
iJacS[nnzit] = conidx;
jJacS[nnzit++] = i;
conidx++;
}
assert(nnzit == nnzJacS);
}

//values for sparse Jacobian if requested by the solver
nnzit = 0;
if(MJacS!=NULL) {
// --- constraint 1 body ---> 4*x_1 + 2*x_2 == 10
MJacS[nnzit++] = scal*4;
MJacS[nnzit++] = scal*2;

// --- constraint 2 body ---> 2*x_1 + x_3
MJacS[nnzit++] = scal*2;
MJacS[nnzit++] = scal*1;

// --- constraint 3 body ---> 2*x_1 + 0.5*x_4
for(auto i=3; i<n; i++){
MJacS[nnzit++] = scal*2;
MJacS[nnzit++] = scal*0.5;
}
assert(nnzit == nnzJacS);
// values for sparse Jacobian if requested by the solver
nnzit = 0;
if (MJacS != NULL) {
// --- constraint 1 body ---> 4*x_1 + 2*x_2 == 10
MJacS[nnzit++] = scal * 4;
MJacS[nnzit++] = scal * 2;

// --- constraint 2 body ---> 2*x_1 + x_3
MJacS[nnzit++] = scal * 2;
MJacS[nnzit++] = scal * 1;

// --- constraint 3 body ---> 2*x_1 + 0.5*x_4
for (auto i = 3; i < n; i++) {
MJacS[nnzit++] = scal * 2;
MJacS[nnzit++] = scal * 0.5;
}
return true;
assert(nnzit == nnzJacS);
}
return true;
}

bool SparseEx1::eval_Hess_Lagr(const size_type& n, const size_type& m,
const double* x, bool new_x, const double& obj_factor,
const double* lambda, bool new_lambda,
const size_type& nnzHSS, index_type* iHSS, index_type* jHSS, double* MHSS)
bool SparseEx1::eval_Hess_Lagr(const size_type& n,
const size_type& m,
const double* x,
bool new_x,
const double& obj_factor,
const double* lambda,
bool new_lambda,
const size_type& nnzHSS,
index_type* iHSS,
index_type* jHSS,
double* MHSS)
{
//Note: lambda is not used since all the constraints are linear and, therefore, do
//not contribute to the Hessian of the Lagrangian
assert(nnzHSS == n);
// Note: lambda is not used since all the constraints are linear and, therefore, do
// not contribute to the Hessian of the Lagrangian
assert(nnzHSS == n);

if(iHSS!=NULL && jHSS!=NULL) {
for(int i=0; i<n; i++) iHSS[i] = jHSS[i] = i;
if (iHSS != NULL && jHSS != NULL) {
for (int i = 0; i < n; i++) {
iHSS[i] = jHSS[i] = i;
}
}

if(MHSS!=NULL) {
for(int i=0; i<n; i++) MHSS[i] = scal * obj_factor * 3*pow(x[i]-1., 2);
if (MHSS != NULL) {
for (int i = 0; i < n; i++) {
MHSS[i] = scal * obj_factor * 3 * pow(x[i] - 1., 2);
}
return true;
}
return true;
}

bool SparseEx1::get_starting_point(const size_type& n, double* x0)
{
assert(n==n_vars);
for(auto i=0; i<n; i++)
x0[i]=0.0;
assert(n == n_vars);
for (auto i = 0; i < n; i++) {
x0[i] = 0.0;
}
return true;
}
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