1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039 | // IASolverBend.cpp
// Interval Assignment for Meshkit
//
#include "meshkit/IASolverBend.hpp"
#include "meshkit/IAData.hpp"
#include "meshkit/IPData.hpp"
#include "meshkit/IPBend.hpp"
#include "meshkit/IASolution.hpp"
#include "meshkit/IABendNlp.hpp"
#include <stdio.h>
#include <math.h>
#include <limits.h>
#include "IpIpoptApplication.hpp"
namespace MeshKit
{
IASolverBend::IASolverBend(const IAData * ia_data_ptr, IASolution *relaxed_solution_ptr, <--- Member variable 'IASolverBend::myianlp' is not initialized in the constructor.<--- Member variable 'IASolverBend::bendData' is not initialized in the constructor.
const bool set_silent)
: IASolverToolInt(ia_data_ptr, relaxed_solution_ptr, true), evenConstraintsActive(false),
silent(set_silent), debugging(true)
// silent(set_silent), debugging(false)
{
ip_data(new IPData);
// initialize copies relaxed solution, then we can overwrite relaxed_solution_pointer with our integer solution
ip_data()->initialize(relaxed_solution_ptr->x_solution);
}
/** default destructor */
IASolverBend::~IASolverBend()
{
delete ip_data();
}
bool IASolverBend::solve_nlp() // IABendNlp *mynlp
{
if (debugging)
{
printf("IASolverBend::solve_nlp() == ");
printf("BEND problem formulation\n");
printf("Attempting to find a naturally-integer solution by linearizing and bending the objective function at integer values.\n");
printf("x = sum of positive and negative deltas around the floor of the relaxed solution. Deltas are within [0,1]. Deltas are dynamically added. Objective is linear function of weighted deltas, randomized to break ties.\n");
}
// solver setup
Ipopt::SmartPtr<Ipopt::IpoptApplication> app = IpoptApplicationFactory();
// jac_d_constant
if (evenConstraintsActive && !ia_data()->sumEvenConstraints.empty() )
{
app->Options()->SetStringValue("jac_d_constant", "no"); // default
}
else
{
app->Options()->SetStringValue("jac_d_constant", "yes");
}
// even with the even-constraints, the hessian is constant
app->Options()->SetStringValue("hessian_constant", "yes"); // no by default
/* try leaving defaults
// convergence parameters
// see $IPOPTDIR/Ipopt/src/Interfaces/IpIpoptApplication.cpp
// our real criteria are: all integer, constraints satisfied. How to test the "all_integer" part?
app->Options()->SetNumericValue("tol", 1e-6); //"converged" if NLP error<this, default is 1e-7. Obj are scaled to be >1, so e-2 is plenty // was 1e-2
app->Options()->SetNumericValue("max_cpu_time", sqrt( iaData->num_variables() ) ); // max time allowed in seconds
app->Options()->SetIntegerValue("max_iter", 3 * (10 + iaData->num_variables() ) ); // max number of iterations
// app->Options()->SetNumericValue("primal_inf_tol", 1e-2 );
app->Options()->SetNumericValue("dual_inf_tol", 1e-2 ); // how close to infeasibility? // was 1e-2
app->Options()->SetNumericValue("constr_viol_tol", 1e-2 ); // by how much can constraints be violated?
app->Options()->SetNumericValue("compl_inf_tol", 1e-6 ); // max norm of complementary condition // was 1e-2
// second criteria convergence parameters: quit if within this tol for many iterations
// was app->Options()->SetIntegerValue("acceptable_iter", 4 + sqrt( iaData->num_variables() ) ); //as "tol"
app->Options()->SetNumericValue("acceptable_tol", 1e-6 ); //as "tol" was 1e-1
app->Options()->SetStringValue("mu_strategy", "adaptive");
// print level 0 to 12, Ipopt default is 5
const int print_level = (silent) ? 0 : 1; // simple info is 1, debug at other values
app->Options()->SetIntegerValue("print_level", print_level);
// uncomment next line to write the solution to an output file
// app->Options()->SetStringValue("output_file", "IA.out");
// The following overwrites the default name (ipopt.opt) of the options file
// app->Options()->SetStringValue("option_file_name", "IA.opt");
*/
const int print_level = 2; // simple info is 1, debug at other values
app->Options()->SetIntegerValue("print_level", print_level);
// Intialize the IpoptApplication and process the options
Ipopt::ApplicationReturnStatus status;
status = app->Initialize();
if (status != Ipopt::Solve_Succeeded) {
if (!silent)
printf("\n\n*** Error during initialization!\n");
return (int) status;
}
bool try_again = false; // only try again if we didn't converge and want to spend more time
int iter = 0;
// print();
bool solution_ok = false;
myianlp->even_constraints_active( evenConstraintsActive );
do {
if (debugging)
{
print();
printf("%d Bend iteration\n", iter );
// build the hessian, evaluate it and f at the current solution?
}
// Ask Ipopt to solve the problem
status = app->OptimizeTNLP(myianlp); // the inherited IANlp
// see /CoinIpopt/build/include/coin/IpReturnCodes_inc.h
/*
Solve_Succeeded=0,
Solved_To_Acceptable_Level=1,
Infeasible_Problem_Detected=2,
Search_Direction_Becomes_Too_Small=3,
Diverging_Iterates=4,
User_Requested_Stop=5,
Feasible_Point_Found=6,
Maximum_Iterations_Exceeded=-1,
Restoration_Failed=-2,
Error_In_Step_Computation=-3,
Maximum_CpuTime_Exceeded=-4,
Not_Enough_Degrees_Of_Freedom=-10,
Invalid_Problem_Definition=-11,
Invalid_Option=-12,
Invalid_Number_Detected=-13,
Unrecoverable_Exception=-100,
NonIpopt_Exception_Thrown=-101,
Insufficient_Memory=-102,
Internal_Error=-199
*/
bool solved_full = false;
bool solved_partial = false;
bool solved_failure = false;
bool problem_bad = false;
bool problem_unbounded = false;
(void) solved_failure;
(void) problem_bad;
(void) problem_unbounded;
switch (status) {
case Ipopt::Solve_Succeeded:
case Ipopt::Solved_To_Acceptable_Level:
case Ipopt::Feasible_Point_Found:
solved_full = true;
break;
case Ipopt::Maximum_Iterations_Exceeded:
case Ipopt::User_Requested_Stop:
case Ipopt::Maximum_CpuTime_Exceeded:
case Ipopt::Search_Direction_Becomes_Too_Small:
solved_partial = true;
break;
case Ipopt::Infeasible_Problem_Detected:
case Ipopt::Not_Enough_Degrees_Of_Freedom:
case Ipopt::Invalid_Problem_Definition:
case Ipopt::Invalid_Option:
case Ipopt::Invalid_Number_Detected:
problem_bad = true;
break;
case Ipopt::Diverging_Iterates:
problem_unbounded = true;
solved_partial = true;
break;
case Ipopt::Restoration_Failed:
case Ipopt::Error_In_Step_Computation:
case Ipopt::Unrecoverable_Exception:
case Ipopt::NonIpopt_Exception_Thrown:
case Ipopt::Insufficient_Memory:
case Ipopt::Internal_Error:
solved_failure = true;
break;
default:
break;
}
if (!silent)
{
if (solved_full) {
printf("\n\n*** BendNlp solved!\n");
}
else if (solved_partial) {
printf("\n\n*** BendNlp partial success!\n");
}
else {
printf("\n\n*** BendNlp FAILED!\n");
}
}
if (debugging)
{
printf("\nChecking solution.\n");
bool integer_sat = solution_is_integer(true);
bool even_sat = even_constraints( false, true);
bool equal_sat = equal_constraints( false, true );
printf("Bend solution summary, %s, equal-constraints %s, even-constraints %s.\n",
integer_sat ? "integer" : "NON-INTEGER",
equal_sat ? "satisfied" : "VIOLATED",
even_sat ? "satisfied" : "VIOLATED" );
}
try_again = false;
if ( solved_full || solved_partial )
{
return true;
}
else
{
// todo: tweak the problem and try again
return false;
}
} while (try_again);
return solution_ok;
}
bool IASolverBend::round_solution()
{
IASolution nlp_solution;
nlp_solution.x_solution = ia_solution()->x_solution; // vector copy
IASolverToolInt sti( ia_data(), &nlp_solution );
sti.round_solution();
if (debugging)
printf("Checking rounded bend solution.\n");
if (sti.equal_constraints(false, debugging) && sti.even_constraints(false, debugging) )
{
if (debugging)
printf("Rounding worked.\n");
// rounding was a valid integer solution
ia_solution()->x_solution.swap( nlp_solution.x_solution );
// ia_solution()->obj_value is no longer accurate, as it was for the non-rounded solution
return true;
}
return false;
}
void IASolverBend::cleanup()
{
// the solution includes the delta values.
// remove those
iaSolution->x_solution.resize( (unsigned) iaData->num_variables());
}
// the objective function we should use for deriving the weights
double IASolverBend::f_x_value( double I_i, double x_i ) const
{
return myianlp->f_x_value(I_i, x_i);
}
double IASolverBend::fpow(double f) const
{
return f*f*f; // f^3
// todo, experiment with squaring, or less
}
/* Idea: a form of IARoundingNlp with larger variable bounds, but still with a natural integer solution.
x in [1..inf]
xr = x optimal relaxed solution with objective function fnlp, see IANlp.xpp
f is piecewise linear, with corners at integer values. f slopes are unique (we hope)
Slope definitions
for x between xl = floor xr and xh = ceil xr, we use the difference in fnlp between xl and xh
case A. xr > ceil g, g is goal I[i]
for x above xh,
let h+ be fnlp ( xh+1 ) - fnlp ( xh )
let kp be the number of intervals x is above xh
then slope = floor kp * h+
for x below xl, h- = sqrt(11) / 5 h+, and slope = floor km * h-
all this is weighted by some unique weight
case B. xr in [ floor g, ceil g]
h+ = fnlp ( xh+1 ) - fnlp ( xh )
h- = fnlp ( xl-1 ) - fnlp ( xl ), not used if xl == 1
case C. xr < floor g
h- = fnlp ( xl-1 ) - fnlp ( xl )
h+ = sqrt(10)/5 h-
If g < 2, then h- is unused, and h+ = as in case B
// representation:
h0 is weights 0..n-1
h+ is weights n..2n-1
h- is weights 2n..
*/
/* try parabolic constraints instead
void IASolverBend::add_bend_sum_weights(unsigned int i, const double factor)
{
// scaling issue,
// in order to overcome the slopes of the integers, the minimum slope should be larger
// than the largest active slope, where active means the weight of the bend delta at the current solution
IPBend &bend = bendData.bendVec[i];
// designed so xl is the "ideal"
// const double xl = bend.xl;
const double s = even_value(i);
const double g = s/2.;
// pluses
for (int j = 0; j < bend.numDeltaPlus; ++j)
{
double w = bendData.maxActiveVarWeight;
// if current sum is between xl and xl + 1, underweight the first delta
if ( (j == 0) && (g > bend.xl) )
{
double f = ceil(g) - g;
assert( f >= 0.499 ); // xl was chosen to be the closest integer to s/2
w *= f;
}
w *= factor * 2.2 * sqrt( 1.1 * j + 1.1 );
weights.push_back(w);
}
// minuses
for (int j = 0; j < bend.numDeltaMinus; ++j)
{
double w = bendData.maxActiveVarWeight;
if ( (j == 0) && (g < bend.xl) )
{
double f = g - floor(g);
assert( f >= 0.499 ); // xl was chosen to be the closest integer to s/2
w *= f;
}
w *= factor * 2.1 * sqrt( 1.02 * j + 1.02 );
weights.push_back(w);
}
}
*/
/*
deltapluses
// now modify weights based on tilts
for (std::vector<IPBend::IPTilt>::iterator t = bend.plusTilts.begin();
t != bend.plusTilts.end(); ++t)
{
double tbig = t->first;
double tlit = tbig - 1;
if (tlit < g)
tlit = g;
const double ftlit = f_x_value(g, tlit);
const double ftbig = f_x_value(g, tbig);
double slope = fpow(ftbig) - fpow(ftlit);
slope *= t->second;
if (xbig >= tbig) //if +1
{
assert(w>0.);
assert(slope>0.);
w += fabs(slope);
}
}
for (std::vector<IPBend::IPTilt>::iterator t = bend.minusTilts.begin();
t != bend.minusTilts.end(); ++t)
{
double tbig = t->first;
double tlit = tbig + 1;
if (tlit > g)
tlit = g;
const double ftlit = f_x_value(g, tlit);
const double ftbig = f_x_value(g, tbig);
double slope = fpow(ftbig) - fpow(ftlit); // always positive
slope *= t->second;
if (xlit <= tbig)
{
assert(w<0.);
assert(slope>0.);
w -= fabs(slope);
}
}
deltaminuses
// done with tilts
// now modify weights based on tilts
// this is slow and could be sped up by saving prior calculations
for (std::vector<IPBend::IPTilt>::iterator t = bend.plusTilts.begin();
t != bend.plusTilts.end(); ++t)
{
double tbig = t->first;
double tlit = tbig - 1;
if (tlit < g)
tlit = g;
const double ftlit = f_x_value(g, tlit);
const double ftbig = f_x_value(g, tbig);
double slope = fpow(ftbig) - fpow(ftlit);
slope *= t->second;
if (xbig >= tbig)
{
assert(w<0.);
assert(slope>0.);
w -= fabs(slope);
}
}
for (std::vector<IPBend::IPTilt>::iterator t = bend.minusTilts.begin();
t != bend.minusTilts.end(); ++t)
{
double tbig = t->first;
double tlit = tbig + 1;
if (tlit > g)
tlit = g;
const double ftlit = f_x_value(g, tlit);
const double ftbig = f_x_value(g, tbig);
double slope = fpow(ftbig) - fpow(ftlit); // always positive
slope *= t->second;
if (xlit <= tbig)
{
assert(w>0.);
assert(slope>0.);
w += fabs(slope);
}
}
// done with tilts
*/
void IASolverBend::merge_tilts(IPBend::TiltVec &tilts)
{
if (tilts.size() < 2)
return;
std::sort( tilts.begin(), tilts.end() ); // sorts by .first
// copy into a new vec
IPBend::TiltVec new_tilts;
new_tilts.reserve(tilts.size());
// multiply tilts for the same index together, increasing them faster than additively
for (unsigned int t = 0; t < tilts.size()-1; )
{
unsigned int u = t + 1;
while (u < tilts.size() && tilts[t].first == tilts[u].first)
{
tilts[t].second *= tilts[u].second;
u++;
}
t = u;
}
tilts.swap(new_tilts);
}
void IASolverBend::tilt_weight(const IPBend::TiltVec &tilts, const int tilt_direction, const double g, const double xlit, const double xbig, const int delta_direction, double &w)
{
// O( num_deltas * num_tilts)
// this could be sped up some by saving prior calculations or
// by using the sorted order of the tilts to skip some deltas.
for (IPBend::TiltVec::const_iterator t = tilts.begin();
t != tilts.end(); ++t)
{
if (0 && debugging)
{
printf(" tilt (%d) %f at %d\n", tilt_direction, t->second, t->first);
}
double tbig = t->first;
double tlit = tbig - tilt_direction;
// if tilt_direction is negative, then tlit index is larger than tbig,
// but always tlit has smaller f value than tbig
double slope = (tilt_direction > 0) ? raw_weight(g, tlit, tbig) : -raw_weight(g, tbig, tlit);
assert(slope > 0. ); // always defined this way because of tilt_direction
assert(t->second > 0.);
slope *= t->second;
// impose an absolute minimum slope of 0.1, to get out of flat regions around g
if (tilt_direction > 0 && (xbig >= tbig))
{
if (delta_direction > 0)
{
assert(w>0.);
w += fabs(slope);
}
else
{
assert(w<0.);
w -= fabs(slope);
}
}
else if (tilt_direction < 0 && (xlit <= tbig))
{
if (delta_direction > 0)
{
assert(w<0.);
w -= fabs(slope);
}
else {
assert(w>0.);
w += fabs(slope);
}
}
}
}
double IASolverBend::raw_weight( const double g, double xlit, double xbig)
{
assert(xlit < xbig);
// special handling when crossing goal to avoid zero slope
if ( xlit < g && xbig > g )
{
if ( g - xlit < xbig - g)
xlit = g;
else
xbig = g;
}
assert( xbig >= 1.);
assert( xlit >= 1.);
const double flit = f_x_value(g, xlit);
const double fbig = f_x_value(g, xbig);
const double w = fpow(fbig) - fpow(flit);
return w;
}
void IASolverBend::add_bend_weights(unsigned int i)
{
// shorthands
IPBend &bend = bendData.bendVec[i];
const double xl = bend.xl;
const double g = iaData->I[i]; // goal
// current x solution for finding active weight
const double x = iaSolution->x_solution[i];
// pluses
for (int j = 0; j < bend.numDeltaPlus; ++j)
{
double xlit = xl + j;
double xbig = xlit + 1.;
double w = raw_weight( g, xlit, xbig );
if (0 && debugging)
{
printf("x[%u], g %f, xl %f, dplus[%u] raw_w %f\n", i, g, xl, j, w);<--- %u in format string (no. 4) requires 'unsigned int' but the argument type is 'int'.
}
// now modify weights based on tilts
tilt_weight(bend.plusTilts, 1, g, xlit, xbig, 1, w);
tilt_weight(bend.minusTilts, -1, g, xlit, xbig, 1, w);
if (0 && debugging)
{
if ( bend.plusTilts.size() || bend.minusTilts.size() )
printf(" tilted_w %f\n", w);
}
weights.push_back(w);
// active? or nearly active
if (x <= xbig + 1. && x >= xlit)
{
// biggest?
if (fabs(w) > bendData.maxActiveVarWeight)
bendData.maxActiveVarWeight = fabs(w);
}
}
// minuses
for (int j = 0; j < bend.numDeltaMinus; ++j)
{
double xbig = xl - j;
double xlit = xbig - 1.;
assert(xlit >= 1.); // if this fails, then the numDeltaMinus is too large
double w = - raw_weight( g, xlit, xbig );
if (0 && debugging)
{
printf("x[%u], g %f, xl %f, dminus[%u] raw_w %f\n", i, g, xl, j, w);<--- %u in format string (no. 4) requires 'unsigned int' but the argument type is 'int'.
}
// now modify weights based on tilts
tilt_weight(bend.plusTilts, 1, g, xlit, xbig, -1, w);
tilt_weight(bend.minusTilts, -1, g, xlit, xbig, -1, w);
if (0 && debugging)
{
if ( bend.plusTilts.size() || bend.minusTilts.size() )
printf(" tilted_w %f\n", w);
}
weights.push_back(w);
// active? or nearly active
if (x <= xbig && x >= xlit - 1.)
{
// biggest?
if (fabs(w) > bendData.maxActiveVarWeight)
bendData.maxActiveVarWeight = fabs(w);
}
}
}
void IASolverBend::initialize_ip_bends()
{
// problem layout:
// vars:
// x variables that are supposed to be integer
// sums that are supposed to be even
// for i = 0 .. iaData->num_variables()
// x[i] delta pluses
// x[i] delta minuses
//
// constraints
// base-problem
// equal
// even
// x=deltas, x = xl(const) + deltasplus - deltasminus, <==> x - deltasplus + deltasminus = -xl
// s=deltas
//
bendData.numSumVars = (int) iaData->sumEvenConstraints.size();
bendData.sumVarStart = iaData->num_variables();
// loop over the vars,
// finding upper and lower rounding values
// assign weights
bendData.bendVec.resize( iaData->num_variables() ); // + bendData.numSumVars if we want to do those using bends rather than waves
weights.reserve(bendData.bendVec.size()*4);
bendData.maxActiveVarWeight = 0.;
int d_start = iaData->num_variables();
for (int i = 0; i < iaData->num_variables(); ++i)
{
IPBend &bend = bendData.bendVec[i]; // shorthand
bend.deltaIStart = d_start;
double x = ipData->relaxedSolution[i];
// fix any out-of-bounds roundoff issue
if ( x < 1. )
x = 1.;
double xl = bend.xl = floor(x);
assert(xl >= 1.);
// to do, experimenting with starting with +2, -1
// if ( x - floor(x) > 0.5 )
{
bend.numDeltaPlus = 2;
bend.numDeltaMinus = 1;
}
// just one bend, two deltas, is a bad idea, because it can lead to an unbounded objective funtion
// else
// {
// bend.numDeltaPlus = 1;
// bend.numDeltaMinus = 1;
// }
/*
// debug, test negative deltas by starting with an xl that's too high
x += 2.;
xl = bend.xl = floor(x);
bend.numDeltaPlus = 1;
bend.numDeltaMinus = 1;
*/
// avoid minus deltas that allow the x solution to be less than 1
if (bend.numDeltaMinus > xl - 1. )
bend.numDeltaMinus = xl - 1;
// always have at least one deltaMinus and one deltaPlus, so that the full range of x can be represented
assert( ( xl == 1 ) || (bend.numDeltaMinus >= 1) );
assert( bend.numDeltaPlus >= 1 );
d_start += bend.num_deltas();
add_bend_weights( i );
}
/* handle the sum-evens using parabolic constraints intead.
// initialize all the sum-evens to have no bends - try to enforce those after iteration 1
// as the initial int rounding could change the sum values a lot,
// and unlike the x's there is no intrinsic goal for them.
for (int i = 0; i < bendData.numSumVars; ++i)
{
IPBend &bend = bendData.bendVec[i + bendData.sumVarStart]; // shorthand
// get current sum-even-value
double s = even_value(i);
bend.xl = floor( s / 2. + 0.5 ); // closest integer to s/2
bend.numDeltaMinus = 1;
bend.numDeltaPlus = 1;
bend.deltaIStart = d_start;
add_bend_sum_weights( i, 0. );
d_start += bend.num_deltas();
}
*/
// gather the weights in a vector
// uniquify the weights
weights.uniquify(1., 1.e6); // 1.e4 ??
// also do that later in a lazy fasion after we see which vars are not integer
}
bool IASolverBend::update_ip_bends()
{
// ===============
// check that the structure of the deltas is as expected
// 1, 1, 1, 0.5, 0, 0, 0 or
// 1, 1, 1, 1, 1, 1, 3
if (debugging)
{
for (int i = 0; i < iaData->num_variables(); ++i)
{
IPBend &bend = bendData.bendVec[i]; // shorthand
bool plus_deltas = false;
(void) plus_deltas;
double xprior = 1.;
for (int j = 0; j < bend.numDeltaPlus-1; ++j)
{
const int di = bend.deltaIStart + j;
const double xp = iaSolution->x_solution[ di ];
assert(xp <= xprior + 0.1 );
xprior = xp;
if (xprior < 0.9)
xprior = 0.;
if (xp > 0.1)
plus_deltas = true;
}
const int diplast = bend.deltaIStart + bend.numDeltaPlus-1;
const double xp = iaSolution->x_solution[ diplast ];
assert( xprior > 0.9 || xp < 1. );
if ( xp > 0.1 )
plus_deltas = true;
bool minus_deltas = false;
(void) minus_deltas;
xprior = 1.;
for (int j = 0; j < bend.numDeltaMinus-1; ++j)
{
const int di = bend.deltaIStart + bend.numDeltaPlus + j;
const double xm = iaSolution->x_solution[ di ];
assert( xm <= xprior + 0.1);
xprior = xm;
if (xprior < 0.9)
xprior = 0.;
if (xm > 0.1)
minus_deltas = true;
}
const int dimlast = bend.deltaIStart + bend.numDeltaPlus + bend.numDeltaMinus-1;
const double xm = iaSolution->x_solution[ dimlast ];
assert( xprior > 0.9 || xm < 1. );
if (xm > 0.1)
minus_deltas = true;
assert( ! (plus_deltas && minus_deltas) );
}
}
// ===============
// real algorithm
// ====== new bends
bool new_bend = false; // was at least one new bend added?
bool randomized = false;
int d_start = iaData->num_variables();
for (int i = 0; i < iaData->num_variables(); ++i)
{
IPBend &bend = bendData.bendVec[i]; // shorthand
// delta > 1?
// add more deltas
const int num_delta_plus_old = bend.numDeltaPlus;
const int num_delta_minus_old = bend.numDeltaMinus;
if (bend.numDeltaPlus > 0)
{
const int di = bend.deltaIStart + num_delta_plus_old - 1;
const double xp = iaSolution->x_solution[ di ];
if (xp > 1.01)
{
double num_dp_added = floor(xp + 0.1);
// sanity bound checks
// at most double the number of delta pluses
// there are two to start with, so this adds at least two
double max_add = bend.numDeltaPlus;
if (num_dp_added > max_add)
num_dp_added = max_add;
if (bend.numDeltaPlus > bend.num_deltas_max() - num_dp_added)
num_dp_added = bend.num_deltas_max() - bend.numDeltaPlus;
bend.numDeltaPlus += num_dp_added;
if (bend.numDeltaPlus > num_delta_plus_old)
new_bend = true;
if (debugging)
{
const double xl = bend.xl; // relaxed solution
const double g = iaData->I[i]; // goal
printf("%d x (goal %f relaxed_floor %g) %f delta_plus[%d]=%f -> %g more delta pluses.\n", i, g, xl, iaSolution->x_solution[i], num_delta_plus_old-1, xp, num_dp_added );
}
}
}
if (bend.numDeltaMinus > 0)
{
const int di = bend.deltaIStart + num_delta_plus_old + num_delta_minus_old - 1;
const double xm = iaSolution->x_solution[ di ];
if (xm > 1.01 && bend.numDeltaMinus < bend.xl - 1)
{
double num_dm_added = floor(xm + 0.1);
// sanity bound checks
// at most double +1 the number of delta minuses
// there is one to start with, so this adds at least two
double max_add = bend.numDeltaMinus+1;
if (num_dm_added > max_add)
num_dm_added = max_add;
if (bend.numDeltaMinus > bend.num_deltas_max() - num_dm_added)
num_dm_added = bend.num_deltas_max() - bend.numDeltaMinus;
// don't let x go below 1
bend.numDeltaMinus += num_dm_added;
if ( bend.numDeltaMinus > bend.xl - 1 )
{
bend.numDeltaMinus = bend.xl - 1;
num_dm_added = bend.numDeltaMinus - num_delta_minus_old;
}
if (bend.numDeltaMinus > num_delta_minus_old)
new_bend = true;
if (debugging)
{
const double xl = bend.xl; // relaxed solution
const double g = iaData->I[i]; // goal
printf("%d x (goal %f relaxed_floor %g) %f delta_minus[%d]=%f -> %g more delta minuses.\n", i, g, xl, iaSolution->x_solution[i], num_delta_minus_old-1, xm, num_dm_added );
}
}
}
bend.deltaIStart = d_start;
d_start += bend.num_deltas();
}
// ======= new tilts
// check for fractional deltas
// only do this if no new bends were added
bool new_tilt = false; // was at least one new tilt added?
if (!new_bend)
{
// the weight indices being current relies on there being no new bends added in the prior loop
//IAWeights::iterator wi = weights.begin();
int num_new_tilts = 0;
for (int i = 0; i < iaData->num_variables(); ++i)
{
const double x = iaSolution->x_solution[i]; // current solution
if (!is_integer(x))
{
IPBend &bend = bendData.bendVec[i]; // shorthand
const double g = iaData->I[i]; // goal
const int xf = floor(x); // int below x
const int xc = xf+1.; // int above x
IPBend::IPTilt tilt;
double r = ((double) rand() / RAND_MAX); // in 0,1
tilt.second = 1.8 + r/2.;
// if we are on a very flat part of the curve, straddling a goal,
// increase the slope by a lot more
if (fabs(x-g) < 1.1)
tilt.second *= 3.756;
// xc is farther from the goal, checks for case that the interval straddles the goal
// tilt the positive branch
if (xc - g > g - xf)
{
tilt.first = xc;
tilt.second += x - xf;
bend.plusTilts.push_back(tilt);
merge_tilts(bend.plusTilts);
}
// tilt the negative branch
else
{
tilt.first = xf;
tilt.second += xc - x;
bend.minusTilts.push_back(tilt);
std::sort( bend.minusTilts.begin(), bend.minusTilts.end() ); // sorts by .first
merge_tilts(bend.minusTilts);
}
++num_new_tilts;
}
} // for i
new_tilt = (num_new_tilts > 0);
if (debugging && num_new_tilts)
{
printf("%d stubborn non-integer delta in solution\n", num_new_tilts);
}
}
// if nothing changed, no need to redo weights, unless randomizing
if ( !(new_bend || new_tilt || randomized) )
return false;
// generate new deltas and weights
weights.clear();
for (int i = 0; i < iaData->num_variables(); ++i)
{
add_bend_weights(i);
}
// if delta non-integer, apply tilts
// randomize weight w/ excluded middle
// for (unsigned int j = 0; j < dp_non_int.size(); ++j)
// {
// int k = bend.deltaIStart - iaData->num_variables() + dp_non_int[j];
// // this might make weights tend to zero. Revisit later
// weights[ k ] *= 1. + 0.2 * IAWeights::rand_excluded_middle();
// }
// for (unsigned int j = 0; j < dm_non_int.size(); ++j)
// {
// int k = bend.deltaIStart + bend.numDeltaPlus - iaData->num_variables() + dm_non_int[j];
// // this might make weights tend to zero. Revisit later
// weights[ k ] *= 1. + 0.2 * IAWeights::rand_excluded_middle();
// }
//
// todo: check that weights are still increasing with increasing k
weights.uniquify(1., 1e6); // 1e4?
// return if something changed
return new_bend || new_tilt || randomized;
}
bool IASolverBend::solve()
{
if (debugging)
{
}
myianlp = new IABendNlp(iaData, ipData, &bendData, iaSolution, &weights, silent);
Ipopt::SmartPtr<Ipopt::TNLP> mynlp = myianlp; // Ipopt requires the use of smartptrs!
// set initial ip bends from relaxed solution
initialize_ip_bends();
int iter = 0, bend_updates = 0;
bool try_again = true;
bool success = false;
evenConstraintsActive = false;
const int max_last_iter = 4 * ( 2 + iaData->num_variables() );
const int max_first_iter = max_last_iter / 2;
do
{
// call the nlp solver
bool solved = solve_nlp();
try_again = false;
if (solved)
{
// update bends based on solution
bool changed = update_ip_bends();
if (changed)
{
++bend_updates;
try_again = true;
}
// try again if sum-evens not already satisfied
if (!even_constraints())
try_again = true;
// if nothing changed, or we've had enough initial iterations,
// then activate the sum-even parabola constraints
if (!changed || (iter > max_first_iter))
{
evenConstraintsActive = true;
// zzyk switch over to the augmented problem,
// with linear constraints and standard goals for the sum-even variables.
}
}
// avoid infinite loop if the method isn't working
++iter;
if ( iter > max_last_iter )
try_again = false;
}
while (try_again);
//zzyk debug performance
std::cout << iter << " bend iterations, " << bend_updates << " bend updates" << std::endl;
cleanup();
success = solution_is_integer() && all_constraints();
if (success)
{
if (!silent)
printf("IASolverBend produced integer and even solution\n");
}
else
{
return false;
}
return success;
}
} // namespace MeshKit
|