MoochoPack : Framework for Large-Scale Optimization Algorithms Version of the Day
MoochoPack_TangentialStepWithoutBounds_Step.cpp
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00041 
00042 #include <ostream>
00043 
00044 #include "MoochoPack_TangentialStepWithoutBounds_Step.hpp"
00045 #include "MoochoPack_EvalNewPointTailoredApproach_Step.hpp"
00046 #include "MoochoPack_Exceptions.hpp"
00047 #include "MoochoPack_moocho_algo_conversion.hpp"
00048 #include "IterationPack_print_algorithm_step.hpp"
00049 #include "NLPInterfacePack_NLPDirect.hpp"
00050 #include "AbstractLinAlgPack_MatrixSymOpNonsing.hpp"
00051 #include "AbstractLinAlgPack_MatrixOpOut.hpp"
00052 #include "AbstractLinAlgPack_VectorMutable.hpp"
00053 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00054 #include "AbstractLinAlgPack_VectorOut.hpp"
00055 #include "AbstractLinAlgPack_assert_print_nan_inf.hpp"
00056 #include "AbstractLinAlgPack_LinAlgOpPack.hpp"
00057 #include "Teuchos_dyn_cast.hpp"
00058 #include "Teuchos_Assert.hpp"
00059 
00060 
00061 namespace LinAlgOpPack {
00062   using AbstractLinAlgPack::Vp_StMtV;
00063 }
00064 
00065 
00066 namespace MoochoPack {
00067 
00068 
00069 TangentialStepWithoutBounds_Step::TangentialStepWithoutBounds_Step()
00070   :max_pz_norm_(-1.0),
00071    num_pz_damp_iters_(0)
00072 {}
00073 
00074 
00075 bool TangentialStepWithoutBounds_Step::do_step(
00076   Algorithm& _algo, poss_type step_poss, IterationPack::EDoStepType type
00077   ,poss_type assoc_step_poss
00078   )
00079 {
00080 
00081   using std::endl;
00082   using BLAS_Cpp::no_trans;
00083   using Teuchos::dyn_cast;
00084   using AbstractLinAlgPack::assert_print_nan_inf;
00085   using AbstractLinAlgPack::Vt_S;
00086   using AbstractLinAlgPack::Vp_StV;
00087   using AbstractLinAlgPack::V_InvMtV;
00088   using LinAlgOpPack::V_StV;
00089   using LinAlgOpPack::V_MtV;
00090 
00091   NLPAlgo &algo = rsqp_algo(_algo);
00092   NLPAlgoState &s = algo.rsqp_state();
00093   
00094   EJournalOutputLevel olevel = algo.algo_cntr().journal_output_level();
00095   EJournalOutputLevel ns_olevel = algo.algo_cntr().null_space_journal_output_level();
00096   std::ostream& out = algo.track().journal_out();
00097 
00098   // print step header.
00099   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00100     using IterationPack::print_algorithm_step;
00101     print_algorithm_step( algo, step_poss, type, assoc_step_poss, out );
00102   }
00103 
00104   if( algo.nlp().num_bounded_x() )
00105     TEUCHOS_TEST_FOR_EXCEPTION(
00106       true, std::logic_error
00107       ,"TangentialStepWithoutBounds_Step::do_step(...): Error, "
00108       "can't solve for pz for NLP with undecomposed constraints or "
00109       "has bounds on the variables");
00110 
00111   // Comupte qp_grad which is an approximation to rGf + Z' * HL * Y * py
00112 
00113   // qp_grad_k = rGf_k
00114   VectorMutable &qp_grad_k = s.qp_grad().set_k(0) = s.rGf().get_k(0);
00115 
00116   IterQuantityAccess<value_type> &zeta_iq = s.zeta();
00117   IterQuantityAccess<VectorMutable> &w_iq = s.w();
00118   if( w_iq.updated_k(0) && zeta_iq.updated_k(0) ) {
00119     // qp_grad += zeta * w
00120     Vp_StV( &qp_grad_k, zeta_iq.get_k(0), w_iq.get_k(0) );
00121   }
00122 
00123   // Solve the system pz = - inv(rHL) * qp_grad
00124   VectorMutable &pz_k = s.pz().set_k(0);
00125   const MatrixSymOpNonsing &rHL_k = dyn_cast<MatrixSymOpNonsing>(s.rHL().get_k(0));
00126   V_InvMtV( &pz_k, rHL_k, no_trans, qp_grad_k );
00127   Vt_S( &pz_k, -1.0 );
00128 
00129   // nu = 0.0
00130   s.nu().set_k(0) = 0.0;
00131 
00132   value_type pz_norm_inf = -1.0;
00133   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00134     pz_norm_inf = pz_k.norm_inf();
00135     out << "\n||pz_k||inf   = " << pz_norm_inf << endl;
00136   }
00137   if( static_cast<int>(ns_olevel) >= static_cast<int>(PRINT_VECTORS) )
00138     out << "\npz_k = \n" << pz_k << std::endl;
00139 
00140   // Check to see if we need to dampen pz
00141   const bool dampen_pz = max_pz_norm() >= 0.0 && s.k() <= num_pz_damp_iters();
00142   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00143     out
00144       << "\nChecking if we need to dampen pz:"
00145       << "  ( (max_pz_norm="<<max_pz_norm()<<") >= 0.0 )"
00146       << " && ( (k="<<s.k()<<") <= (num_pz_damp_iters="<<num_pz_damp_iters()<<") ) : "
00147       << ( dampen_pz ? "true, dampen pz ..." : "false, no dampen pz!" )
00148       << endl;
00149   }
00150 
00151   if ( dampen_pz ) {
00152     // pz_new = ( max_pz_norm / pz_norm_inf ) * pz
00153     if (pz_norm_inf < 0.0 )
00154       pz_norm_inf = pz_k.norm_inf();
00155     const value_type pz_damp_factor = ( max_pz_norm() / pz_norm_inf );
00156     if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00157       out
00158         << "\npz_damp_factor = max_pz_norm / ||pz||inf = "
00159         << max_pz_norm() << " / " << pz_norm_inf << " = "
00160         << pz_damp_factor;
00161     }
00162     Vt_S( &pz_k, pz_damp_factor );
00163   }
00164 
00165   // Zpz = Z * pz
00166   V_MtV( &s.Zpz().set_k(0), s.Z().get_k(0), no_trans, pz_k );
00167 
00168   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_ALGORITHM_STEPS) ) {
00169     out << "\n||pz_k||inf   = " << s.pz().get_k(0).norm_inf()
00170         << "\n||Zpz_k||2    = " << s.Zpz().get_k(0).norm_2()  << std::endl;
00171   }
00172 
00173   if( static_cast<int>(ns_olevel) >= static_cast<int>(PRINT_VECTORS) ) {
00174     out << "\npz_k = \n" << s.pz().get_k(0);
00175     out << std::endl;
00176   }
00177 
00178   if( static_cast<int>(olevel) >= static_cast<int>(PRINT_VECTORS) ) {
00179     out << "\nnu_k = \n" << s.nu().get_k(0);
00180     out << "\nZpz_k = \n" << s.Zpz().get_k(0);
00181     out << std::endl;
00182   }
00183 
00184   if(algo.algo_cntr().check_results()) {
00185     assert_print_nan_inf(s.pz().get_k(0),  "pz_k",true,&out);
00186     assert_print_nan_inf(s.Zpz().get_k(0), "Zpz_k",true,&out);
00187   }
00188 
00189   return true;
00190 }
00191 
00192 
00193 void TangentialStepWithoutBounds_Step::print_step( const Algorithm& algo
00194   , poss_type step_poss, IterationPack::EDoStepType type, poss_type assoc_step_poss
00195   , std::ostream& out, const std::string& L ) const
00196 {
00197   out
00198     << L << "*** Calculate the null space step by solving an unconstrainted QP\n"
00199     << L << "qp_grad_k = rGf_k + zeta_k * w_k\n"
00200     << L << "solve:\n"
00201     << L << "    min     qp_grad_k' * pz_k + 1/2 * pz_k' * rHL_k * pz_k\n"
00202     << L << "    pz_k <: R^(n-r)\n"
00203     << L << "Zpz_k = Z_k * pz_k\n"
00204     << L << "nu_k = 0\n";
00205 }
00206 
00207 
00208 } // end namespace MoochoPack
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