MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_QPFailureReinitReducedHessian_Step.cpp
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00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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00041 
00042 #include <ostream>
00043 #include <typeinfo>
00044 
00045 #include "MoochoPack_QPFailureReinitReducedHessian_Step.hpp"
00046 #include "MoochoPack_MoochoAlgorithmStepNames.hpp"
00047 #include "MoochoPack_Exceptions.hpp"
00048 #include "MoochoPack_moocho_algo_conversion.hpp"
00049 #include "IterationPack_print_algorithm_step.hpp"
00050 
00051 namespace MoochoPack {
00052 
00053 QPFailureReinitReducedHessian_Step::QPFailureReinitReducedHessian_Step(
00054   const null_space_step_ptr_t& null_space_step
00055   )
00056   :null_space_step_(null_space_step)
00057   ,last_qp_failure_k_(-100) // has not failed yet.
00058 {}
00059 
00060 bool QPFailureReinitReducedHessian_Step::do_step(
00061   Algorithm& _algo, poss_type step_poss, IterationPack::EDoStepType type
00062   ,poss_type assoc_step_poss
00063   )
00064 {
00065   try {
00066     return null_space_step().do_step(_algo,step_poss,type,assoc_step_poss);
00067   }
00068   catch(const QPFailure& qp_excpt) {
00069     NLPAlgo              &algo   = rsqp_algo(_algo);
00070     NLPAlgoState         &s      = algo.rsqp_state();
00071     EJournalOutputLevel  olevel  = algo.algo_cntr().journal_output_level();
00072     std::ostream         &out    = algo.track().journal_out();
00073 
00074     if( static_cast<int>(olevel) >= static_cast<int>(PRINT_BASIC_ALGORITHM_INFO) ) {
00075       out << "\nQP failed! "
00076         << " (k = " << algo.state().k() << ")\n"
00077         << "QPFailure description: " << qp_excpt.what() << "\n";
00078     }
00079     if( s.k() >= algo.algo_cntr().max_iter() ) {
00080       if( static_cast<int>(olevel) >= static_cast<int>(PRINT_BASIC_ALGORITHM_INFO) ) {
00081         out << "\nThe maximum number of rSQP iterations\n"
00082           << " have been exceeded so quit "
00083           << " (k = " << algo.state().k() << ")\n";
00084       }
00085       algo.terminate(false);
00086       return false;
00087     }
00088     if( last_qp_failure_k_ == s.k() ) {
00089       if( static_cast<int>(olevel) >= static_cast<int>(PRINT_BASIC_ALGORITHM_INFO) ) {
00090         out << "\nThe QP failed again even with a new reduced Hessian rHL_k!"
00091           << " (k = " << algo.state().k() << ")\n"
00092           << "We quit!\n";
00093       }
00094       throw;
00095     }
00096     if( static_cast<int>(olevel) >= static_cast<int>(PRINT_BASIC_ALGORITHM_INFO) ) {
00097       out << "\nWiping out all memory for rHL and going back to reinitalize it ..."
00098         << " (k = " << algo.state().k() << ")\n";
00099     }
00100     last_qp_failure_k_ = s.k(); // Remember this for later!
00101     if( (int)olevel >= (int)PRINT_ALGORITHM_STEPS ) {
00102       out << "Wipe out all update rHL_{k} for all k\n"
00103         << "goto ReducedHessian\n";
00104     }
00105     s.rHL().set_all_not_updated();
00106     algo.do_step_next( ReducedHessian_name );
00107     return false;
00108   }
00109   return false; // will never be executed.
00110 }
00111 
00112 void QPFailureReinitReducedHessian_Step::print_step(
00113   const Algorithm& algo
00114   ,poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss
00115   ,std::ostream& out, const std::string& L
00116   ) const
00117 {
00118   out
00119     << L << "do null space step : " << typeName(null_space_step()) << std::endl;
00120   null_space_step().print_step(algo,step_poss,type,assoc_step_poss,out,L+"  ");
00121   out
00122     << L << "end null space step\n"
00123     << L << "if QPFailure was thrown then\n"
00124     << L << "  if QP failed already then\n"
00125     << L << "    rethrow QPFailure\n"
00126     << L << "  end\n"
00127     << L << "  if k > max_iter then\n"
00128     << L << "    terminate the algorithm!\n"
00129     << L << "  end\n"
00130     << L << "  set all rHL_{k} to not updated\n"
00131     << L << "  goto ReducedHessian\n"
00132     << L << "end\n"
00133     ;
00134 }
00135 
00136 } // end namespace MoochoPack
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