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@abelsiqueira
abelsiqueira committed Jun 11, 2021
1 parent 0bb71a4 commit bfa274a
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Showing 8 changed files with 30 additions and 43 deletions.
36 changes: 14 additions & 22 deletions src/feasibility-form-nls.jl
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Expand Up @@ -42,30 +42,30 @@ optimization problem with constraints `F(x) = r` and objective `¹/₂‖r‖²`
function FeasibilityFormNLS(
nls::AbstractNLSModel{T, S};
name = "$(nls.meta.name)-ffnls",
) where {T,S}
) where {T, S}
nequ = nls.nls_meta.nequ
meta = nls.meta
nvar = meta.nvar + nequ
ncon = meta.ncon + nequ
nnzh = nls.nls_meta.nnzh + nequ + (meta.ncon == 0 ? 0 : meta.nnzh) # Some indexes can be repeated
x0 = similar(meta.x0, nvar)
x0[1 : meta.nvar] .= meta.x0
x0[meta.nvar + 1 : end] .= zero(T)
x0[1:(meta.nvar)] .= meta.x0
x0[(meta.nvar + 1):end] .= zero(T)
lvar = similar(meta.x0, nvar)
lvar[1 : meta.nvar] .= meta.lvar
lvar[meta.nvar + 1 : end] .= T(-Inf)
lvar[1:(meta.nvar)] .= meta.lvar
lvar[(meta.nvar + 1):end] .= T(-Inf)
uvar = similar(meta.x0, nvar)
uvar[1 : meta.nvar] .= meta.uvar
uvar[meta.nvar + 1 : end] .= T(Inf)
uvar[1:(meta.nvar)] .= meta.uvar
uvar[(meta.nvar + 1):end] .= T(Inf)
lcon = similar(meta.y0, ncon)
lcon[1 : nequ] .= zero(T)
lcon[nequ + 1 : end] .= meta.lcon
lcon[1:nequ] .= zero(T)
lcon[(nequ + 1):end] .= meta.lcon
ucon = similar(meta.y0, ncon)
ucon[1 : nequ] .= zero(T)
ucon[nequ + 1 : end] .= meta.ucon
ucon[1:nequ] .= zero(T)
ucon[(nequ + 1):end] .= meta.ucon
y0 = similar(meta.y0, ncon)
y0[1 : nequ] .= zero(T)
y0[nequ + 1 : end] .= meta.y0
y0[1:nequ] .= zero(T)
y0[(nequ + 1):end] .= meta.y0
meta = NLPModelMeta{T, S}(
nvar,
x0 = x0,
Expand All @@ -81,15 +81,7 @@ function FeasibilityFormNLS(
nnzh = nnzh,
name = name,
)
nls_meta = NLSMeta{T, S}(
nequ,
nvar,
x0 = x0,
nnzj = nequ,
nnzh = 0,
lin = 1:nequ,
nln = Int[],
)
nls_meta = NLSMeta{T, S}(nequ, nvar, x0 = x0, nnzj = nequ, nnzh = 0, lin = 1:nequ, nln = Int[])

nlp = FeasibilityFormNLS{T, S, typeof(nls)}(meta, nls_meta, nls, NLSCounters())
finalizer(nlp -> finalize(nlp.internal), nlp)
Expand Down
12 changes: 6 additions & 6 deletions src/model-interaction.jl
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Expand Up @@ -9,14 +9,14 @@ function FeasibilityFormNLS(
nnzj = meta.nnzj + nequ
nnzh = meta.nnzh + nequ
x0 = similar(meta.x0, nvar)
x0[1 : meta.nvar] .= meta.x0
x0[meta.nvar : end] .= zero(T)
x0[1:(meta.nvar)] .= meta.x0
x0[(meta.nvar):end] .= zero(T)
lvar = similar(meta.x0, nvar)
lvar[1 : meta.nvar] .= meta.lvar
lvar[meta.nvar + 1 : end] .= T(-Inf)
lvar[1:(meta.nvar)] .= meta.lvar
lvar[(meta.nvar + 1):end] .= T(-Inf)
uvar = similar(meta.x0, nvar)
uvar[1 : meta.nvar] .= meta.uvar
uvar[meta.nvar + 1 : end] .= T(Inf)
uvar[1:(meta.nvar)] .= meta.uvar
uvar[(meta.nvar + 1):end] .= T(Inf)
meta = NLPModelMeta{T, S}(
nvar,
x0 = x0,
Expand Down
12 changes: 6 additions & 6 deletions src/slack-model.jl
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Expand Up @@ -85,15 +85,15 @@ function slack_meta(meta::NLPModelMeta{T, S}; name = meta.name * "-slack") where
lvar = [meta.lvar; meta.lcon[[jlow; jupp; jrng]]] # l ≤ x and cₗ ≤ s
uvar = [meta.uvar; meta.ucon[[jlow; jupp; jrng]]] # x ≤ u and s ≤ cᵤ
lcon = similar(meta.x0, meta.ncon)
lcon[setdiff(1:meta.ncon, meta.jfix)] .= zero(T)
lcon[setdiff(1:(meta.ncon), meta.jfix)] .= zero(T)
lcon[meta.jfix] = meta.lcon[meta.jfix]
ucon = similar(meta.x0, meta.ncon)
ucon[setdiff(1:meta.ncon, meta.jfix)] .= zero(T)
ucon[setdiff(1:(meta.ncon), meta.jfix)] .= zero(T)
ucon[meta.jfix] = meta.ucon[meta.jfix]

x0 = similar(meta.x0, meta.nvar + ns)
x0[1 : meta.nvar] .= meta.x0
x0[meta.nvar : end] .= zero(T)
x0[1:(meta.nvar)] .= meta.x0
x0[(meta.nvar):end] .= zero(T)
return NLPModelMeta(
meta.nvar + ns,
x0 = x0,
Expand Down Expand Up @@ -132,8 +132,8 @@ function SlackNLSModel(

meta = slack_meta(model.meta, name = name)
x0 = similar(model.meta.x0, model.meta.nvar + ns)
x0[model.meta.nvar : end] .= zero(T)
x0[1 : model.meta.nvar] .= model.meta.x0
x0[(model.meta.nvar):end] .= zero(T)
x0[1:(model.meta.nvar)] .= model.meta.x0
nls_meta = NLSMeta{T, S}(
model.nls_meta.nequ,
model.meta.nvar + ns,
Expand Down
5 changes: 3 additions & 2 deletions test/nlp/quasi-newton.jl
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Expand Up @@ -5,8 +5,9 @@
c(x) = [x[1] - 2x[2] + 1; -x[1]^2 / 4 - x[2]^2 + 1]
J(x) = [1.0 -2.0; -0.5x[1] -2.0x[2]]

for (QNM, QNO) in [(LSR1Model, LSR1Operator), (LBFGSModel, LBFGSOperator)],
T in [Float64, Float32]
for (QNM, QNO) in [(LSR1Model, LSR1Operator), (LBFGSModel, LBFGSOperator)],
T in [Float64, Float32]

nlp = QNM(SimpleNLPModel(T))
n = nlp.meta.nvar
m = nlp.meta.ncon
Expand Down
1 change: 0 additions & 1 deletion test/nlp/slack-model.jl
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Expand Up @@ -7,7 +7,6 @@
J(x) = [1.0 -2.0 0; -0.5x[1] -2.0x[2] -1]
H(x, y) = H(x) + y[2] * [-0.5 0 0; 0 -2.0 0; 0 0 0]


nlp = SlackModel(SimpleNLPModel(T))
n = nlp.meta.nvar
m = nlp.meta.ncon
Expand Down
4 changes: 1 addition & 3 deletions test/nls/feasibility-form-nls.jl
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Expand Up @@ -4,7 +4,6 @@
JF(x) = Float64[0 0 1 0; 0 0 0 1]
HF(x, w) = zeros(4, 4)


nls = FeasibilityFormNLS(SimpleNLSModel(T))
n = nls.meta.nvar
m = nls.meta.ncon
Expand All @@ -23,7 +22,7 @@
@test jprod_residual(nls, x, v) ≈ JF(x) * v
@test jtprod_residual(nls, x, w) ≈ JF(x)' * w
@test jprod_residual!(nls, jac_structure_residual(nls)..., jac_coord_residual(nls, x), v, Jv) ≈
JF(x) * v
JF(x) * v
@test jtprod_residual!(
nls,
jac_structure_residual(nls)...,
Expand Down Expand Up @@ -76,7 +75,6 @@
J(x) = [-1 0 -1 0; -20x[1] 10 0 -1; 1 2x[2] 0 0; 2x[1] 1 0 0; 2x[1] 2x[2] 0 0]
H(x, y) = H(x) + diagm(0 => [-20y[2] + 2y[4] + 2y[5]; 2y[3] + 2y[5]; 0; 0])


nls = FeasibilityFormNLS(SimpleNLSModel(T))
n = nls.meta.nvar
m = nls.meta.ncon
Expand Down
2 changes: 0 additions & 2 deletions test/nls/feasibility-residual.jl
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Expand Up @@ -4,7 +4,6 @@
JF(x) = [1.0 -2.0 0; -0.5x[1] -2.0x[2] -1]
HF(x, w) = w[2] * diagm(0 => [-0.5; -2.0; 0.0])


nls = FeasibilityResidual(SimpleNLPModel(T))
n = nls.meta.nvar
ne = nls_meta(nls).nequ
Expand Down Expand Up @@ -69,7 +68,6 @@
∇f(x) = JF(x)' * F(x)
H(x) = JF(x)' * JF(x) + HF(x, F(x))


nls = FeasibilityResidual(SimpleNLPModel(T))
n = nls.meta.nvar

Expand Down
1 change: 0 additions & 1 deletion test/nls/slack-model.jl
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Expand Up @@ -4,7 +4,6 @@
JF(x) = [-1.0 0 0 0; -20*x[1] 10 0 0]
HF(x, w) = w[2] * diagm(0 => [-20.0; zeros(3)])


nls = SlackNLSModel(SimpleNLSModel(T))
n = nls.meta.nvar
m = nls.meta.ncon
Expand Down

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@abelsiqueira
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@JuliaRegistrator register()

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Registration pull request updated: JuliaRegistries/General/38667

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.2.0 -m "<description of version>" bfa274ad13ebbc9c3d8ef603f2ce9ec3dafa6eea
git push origin v0.2.0

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