C++ SmartPtr::Scal方法代码示例

  bool
  RestoRestorationPhase::PerformRestoration()
  {
    DBG_START_METH("RestoRestorationPhase::PerformRestoration",
                   dbg_verbosity);
    Jnlst().Printf(J_DETAILED, J_MAIN,
                   "Performing second level restoration phase for current constriant violation %8.2e\n", IpCq().curr_constraint_violation());

    DBG_ASSERT(IpCq().curr_constraint_violation()>0.);

    // Get a grip on the restoration phase NLP and obtain the pointers
    // to the original NLP data
    SmartPtr<RestoIpoptNLP> resto_ip_nlp =
      static_cast<RestoIpoptNLP*> (&IpNLP());
    DBG_ASSERT(dynamic_cast<RestoIpoptNLP*> (&IpNLP()));
    SmartPtr<IpoptNLP> orig_ip_nlp =
      static_cast<IpoptNLP*> (&resto_ip_nlp->OrigIpNLP());
    DBG_ASSERT(dynamic_cast<IpoptNLP*> (&resto_ip_nlp->OrigIpNLP()));

    // Get the current point and create a new vector for the result
    SmartPtr<const CompoundVector> Ccurr_x =
      static_cast<const CompoundVector*> (GetRawPtr(IpData().curr()->x()));
    SmartPtr<Vector> new_x = IpData().curr()->x()->MakeNew();
    SmartPtr<CompoundVector> Cnew_x =
      static_cast<CompoundVector*> (GetRawPtr(new_x));

    // The x values remain unchanged
    SmartPtr<Vector> x = Cnew_x->GetCompNonConst(0);
    x->Copy(*Ccurr_x->GetComp(0));

    // ToDo in free mu mode - what to do here?
    Number mu = IpData().curr_mu();

    // Compute the initial values for the n and p variables for the
    // equality constraints
    Number rho = resto_ip_nlp->Rho();
    SmartPtr<Vector> nc = Cnew_x->GetCompNonConst(1);
    SmartPtr<Vector> pc = Cnew_x->GetCompNonConst(2);
    SmartPtr<const Vector> cvec = orig_ip_nlp->c(*Ccurr_x->GetComp(0));
    SmartPtr<Vector> a = nc->MakeNew();
    SmartPtr<Vector> b = nc->MakeNew();
    a->Set(mu/(2.*rho));
    a->Axpy(-0.5, *cvec);
    b->Copy(*cvec);
    b->Scal(mu/(2.*rho));
    solve_quadratic(*a, *b, *nc);
    pc->Copy(*cvec);
    pc->Axpy(1., *nc);
    DBG_PRINT_VECTOR(2, "nc", *nc);
    DBG_PRINT_VECTOR(2, "pc", *pc);

    // initial values for the n and p variables for the inequality
    // constraints
    SmartPtr<Vector> nd = Cnew_x->GetCompNonConst(3);
    SmartPtr<Vector> pd = Cnew_x->GetCompNonConst(4);
    SmartPtr<Vector> dvec = pd->MakeNew();
    dvec->Copy(*orig_ip_nlp->d(*Ccurr_x->GetComp(0)));
    dvec->Axpy(-1., *IpData().curr()->s());
    a = nd->MakeNew();
    b = nd->MakeNew();
    a->Set(mu/(2.*rho));
    a->Axpy(-0.5, *dvec);
    b->Copy(*dvec);
    b->Scal(mu/(2.*rho));
    solve_quadratic(*a, *b, *nd);
    pd->Copy(*dvec);
    pd->Axpy(1., *nd);
    DBG_PRINT_VECTOR(2, "nd", *nd);
    DBG_PRINT_VECTOR(2, "pd", *pd);

    // Now set the trial point to the solution of the restoration phase
    // s and all multipliers remain unchanged
    SmartPtr<IteratesVector> new_trial = IpData().curr()->MakeNewContainer();
    new_trial->Set_x(*new_x);
    IpData().set_trial(new_trial);

    IpData().Append_info_string("R");

    return true;
  }

  bool RestoIterateInitializer::SetInitialIterates()
  {
    DBG_START_METH("RestoIterateInitializer::SetInitialIterates",
                   dbg_verbosity);

    // Get a grip on the restoration phase NLP and obtain the pointers
    // to the original NLP data
    SmartPtr<RestoIpoptNLP> resto_ip_nlp =
      static_cast<RestoIpoptNLP*> (&IpNLP());
    SmartPtr<IpoptNLP> orig_ip_nlp =
      static_cast<IpoptNLP*> (&resto_ip_nlp->OrigIpNLP());
    SmartPtr<IpoptData> orig_ip_data =
      static_cast<IpoptData*> (&resto_ip_nlp->OrigIpData());
    SmartPtr<IpoptCalculatedQuantities> orig_ip_cq =
      static_cast<IpoptCalculatedQuantities*> (&resto_ip_nlp->OrigIpCq());

    // Set the value of the barrier parameter
    Number resto_mu;
    resto_mu = Max(orig_ip_data->curr_mu(),
                   orig_ip_cq->curr_c()->Amax(),
                   orig_ip_cq->curr_d_minus_s()->Amax());
    IpData().Set_mu(resto_mu);
    Jnlst().Printf(J_DETAILED, J_INITIALIZATION,
                   "Initial barrier parameter resto_mu = %e\n", resto_mu);

    /////////////////////////////////////////////////////////////////////
    //                   Initialize primal varialbes                   //
    /////////////////////////////////////////////////////////////////////

    // initialize the data structures in the restoration phase NLP
    IpData().InitializeDataStructures(IpNLP(), false, false, false,
                                      false, false);

    SmartPtr<Vector> new_x = IpData().curr()->x()->MakeNew();
    SmartPtr<CompoundVector> Cnew_x =
      static_cast<CompoundVector*> (GetRawPtr(new_x));

    // Set the trial x variables from the original NLP
    Cnew_x->GetCompNonConst(0)->Copy(*orig_ip_data->curr()->x());

    // Compute the initial values for the n and p variables for the
    // equality constraints
    Number rho = resto_ip_nlp->Rho();
    DBG_PRINT((1,"rho = %e\n", rho));
    SmartPtr<Vector> nc = Cnew_x->GetCompNonConst(1);
    SmartPtr<Vector> pc = Cnew_x->GetCompNonConst(2);
    SmartPtr<const Vector> cvec = orig_ip_cq->curr_c();
    DBG_PRINT_VECTOR(2, "cvec", *cvec);
    SmartPtr<Vector> a = nc->MakeNew();
    SmartPtr<Vector> b = nc->MakeNew();
    a->Set(resto_mu/(2.*rho));
    a->Axpy(-0.5, *cvec);
    b->Copy(*cvec);
    b->Scal(resto_mu/(2.*rho));
    DBG_PRINT_VECTOR(2, "a", *a);
    DBG_PRINT_VECTOR(2, "b", *b);
    solve_quadratic(*a, *b, *nc);
    pc->Copy(*cvec);
    pc->Axpy(1., *nc);
    DBG_PRINT_VECTOR(2, "nc", *nc);
    DBG_PRINT_VECTOR(2, "pc", *pc);

    // initial values for the n and p variables for the inequality
    // constraints
    SmartPtr<Vector> nd = Cnew_x->GetCompNonConst(3);
    SmartPtr<Vector> pd = Cnew_x->GetCompNonConst(4);
    cvec = orig_ip_cq->curr_d_minus_s();
    a = nd->MakeNew();
    b = nd->MakeNew();
    a->Set(resto_mu/(2.*rho));
    a->Axpy(-0.5, *cvec);
    b->Copy(*cvec);
    b->Scal(resto_mu/(2.*rho));
    solve_quadratic(*a, *b, *nd);
    pd->Copy(*cvec);
    pd->Axpy(1., *nd);
    DBG_PRINT_VECTOR(2, "nd", *nd);
    DBG_PRINT_VECTOR(2, "pd", *pd);

    // Leave the slacks unchanged
    SmartPtr<const Vector> new_s = orig_ip_data->curr()->s();

    // Now set the primal trial variables
    DBG_PRINT_VECTOR(2,"new_s",*new_s);
    DBG_PRINT_VECTOR(2,"new_x",*new_x);
    SmartPtr<IteratesVector> trial = IpData().curr()->MakeNewContainer();
    trial->Set_primal(*new_x, *new_s);
    IpData().set_trial(trial);

    DBG_PRINT_VECTOR(2, "resto_c", *IpCq().trial_c());
    DBG_PRINT_VECTOR(2, "resto_d_minus_s", *IpCq().trial_d_minus_s());

    /////////////////////////////////////////////////////////////////////
    //                   Initialize bound multipliers                  //
    /////////////////////////////////////////////////////////////////////

    SmartPtr<Vector> new_z_L = IpData().curr()->z_L()->MakeNew();
    SmartPtr<CompoundVector> Cnew_z_L =
      static_cast<CompoundVector*> (GetRawPtr(new_z_L));
    DBG_ASSERT(IsValid(Cnew_z_L));
//.........这里部分代码省略.........

  void GradientScaling::DetermineScalingParametersImpl(
    const SmartPtr<const VectorSpace> x_space,
    const SmartPtr<const VectorSpace> p_space,
    const SmartPtr<const VectorSpace> c_space,
    const SmartPtr<const VectorSpace> d_space,
    const SmartPtr<const MatrixSpace> jac_c_space,
    const SmartPtr<const MatrixSpace> jac_d_space,
    const SmartPtr<const SymMatrixSpace> h_space,
    const Matrix& Px_L, const Vector& x_L,
    const Matrix& Px_U, const Vector& x_U,
    Number& df,
    SmartPtr<Vector>& dx,
    SmartPtr<Vector>& dc,
    SmartPtr<Vector>& dd)
  {
    DBG_ASSERT(IsValid(nlp_));

    SmartPtr<Vector> x = x_space->MakeNew();
    SmartPtr<Vector> p = p_space->MakeNew();
    if (!nlp_->GetStartingPoint(GetRawPtr(x), true,
				GetRawPtr(p), true,
                                NULL, false,
                                NULL, false,
                                NULL, false,
                                NULL, false)) {
      THROW_EXCEPTION(FAILED_INITIALIZATION,
                      "Error getting initial point from NLP in GradientScaling.\n");
    }

    //
    // Calculate grad_f scaling
    //
    SmartPtr<Vector> grad_f = x_space->MakeNew();
    if (nlp_->Eval_grad_f(*x, *p, *grad_f)) {
      double max_grad_f = grad_f->Amax();
      df = 1.;
      if (scaling_obj_target_gradient_ == 0.) {
        if (max_grad_f > scaling_max_gradient_) {
          df = scaling_max_gradient_ / max_grad_f;
        }
      }
      else {
        if (max_grad_f == 0.) {
          Jnlst().Printf(J_WARNING, J_INITIALIZATION,
                         "Gradient of objective function is zero at starting point.  Cannot determine scaling factor based on scaling_obj_target_gradient option.\n");
        }
        else {
          df = scaling_obj_target_gradient_ / max_grad_f;
        }
      }
      df = Max(df, scaling_min_value_);
      Jnlst().Printf(J_DETAILED, J_INITIALIZATION,
                     "Scaling parameter for objective function = %e\n", df);
    }
    else {
      Jnlst().Printf(J_WARNING, J_INITIALIZATION,
                     "Error evaluating objective gradient at user provided starting point.\n  No scaling factor for objective function computed!\n");
      df = 1.;
    }
    //
    // No x scaling
    //
    dx = NULL;

    dc = NULL;
    if (c_space->Dim()>0) {
      //
      // Calculate c scaling
      //
      SmartPtr<Matrix> jac_c = jac_c_space->MakeNew();
      if (nlp_->Eval_jac_c(*x, *p, *jac_c)) {
        dc = c_space->MakeNew();
        const double dbl_min = std::numeric_limits<double>::min();
        dc->Set(dbl_min);
        jac_c->ComputeRowAMax(*dc, false);
        Number arow_max = dc->Amax();
        if (scaling_constr_target_gradient_<=0.) {
          if (arow_max > scaling_max_gradient_) {
            dc->ElementWiseReciprocal();
            dc->Scal(scaling_max_gradient_);
            SmartPtr<Vector> dummy = dc->MakeNew();
            dummy->Set(1.);
            dc->ElementWiseMin(*dummy);
          }
          else {
            dc = NULL;
          }
        }
        else {
          dc->Set(scaling_constr_target_gradient_/arow_max);
        }
        if (IsValid(dc) && scaling_min_value_ > 0.) {
          SmartPtr<Vector> tmp = dc->MakeNew();
          tmp->Set(scaling_min_value_);
          dc->ElementWiseMax(*tmp);
        }
      }
      else {
        Jnlst().Printf(J_WARNING, J_INITIALIZATION,
                       "Error evaluating Jacobian of equality constraints at user provided starting point.\n  No scaling factors for equality constraints computed!\n");
//.........这里部分代码省略.........

  void SensAlgorithm::UnScaleIteratesVector(SmartPtr<IteratesVector> *V) {

    // unscale the iterates vector
    // pretty much a copy from IpOrigIpopt::finalize_solution
    
    SmartPtr<const Vector> unscaled_x;
    unscaled_x = IpNLP().NLP_scaling()->unapply_vector_scaling_x((*V)->x());
    DBG_ASSERT(IsValid(unscaled_x));
    (*V)->Set_x(*unscaled_x);
    unscaled_x = NULL ;

    SmartPtr<const Matrix> Px_L = IpNLP().Px_L();
    SmartPtr<const Matrix> Px_U = IpNLP().Px_U();
    SmartPtr<const VectorSpace> x_space = IpNLP().x_space();

    SmartPtr<const Vector> y_c = (*V)->y_c();
    SmartPtr<const Vector> y_d = (*V)->y_d();
    
    SmartPtr<const Vector> z_L = (*V)->z_L();
    SmartPtr<const Vector> z_U = (*V)->z_U();

    
    // unscale y_c
    SmartPtr<const Vector> unscaled_yc;
    SmartPtr<const Vector> unscaled_yd;
    SmartPtr<const Vector> unscaled_z_L;
    SmartPtr<const Vector> unscaled_z_U;


    Number obj_unscale_factor = IpNLP().NLP_scaling()->unapply_obj_scaling(1.);
    if (obj_unscale_factor!=1.) {
      
      SmartPtr<Vector> tmp = IpNLP().NLP_scaling()->apply_vector_scaling_x_LU_NonConst(*Px_L, z_L, *x_space);
      tmp->Scal(obj_unscale_factor);
      unscaled_z_L = ConstPtr(tmp);    
      
      tmp = IpNLP().NLP_scaling()->apply_vector_scaling_x_LU_NonConst(*Px_U, z_U, *x_space);
      tmp->Scal(obj_unscale_factor);
      unscaled_z_U = ConstPtr(tmp);

      tmp = IpNLP().NLP_scaling()->apply_vector_scaling_c_NonConst(y_c);
      tmp->Scal(obj_unscale_factor);
      unscaled_yc = ConstPtr(tmp);
      
      tmp = IpNLP().NLP_scaling()->apply_vector_scaling_d_NonConst(y_d);
      tmp->Scal(obj_unscale_factor);
      unscaled_yd = ConstPtr(tmp);
      
    }
    else {
      
      unscaled_z_L = IpNLP().NLP_scaling()->apply_vector_scaling_x_LU(*Px_L, z_L, *x_space);
      unscaled_z_U = IpNLP().NLP_scaling()->apply_vector_scaling_x_LU(*Px_U, z_U, *x_space);
      unscaled_yc = IpNLP().NLP_scaling()->apply_vector_scaling_c(y_c);
      unscaled_yd = IpNLP().NLP_scaling()->apply_vector_scaling_d(y_d);
      
    }

    (*V)->Set_z_U(*unscaled_z_U);
    (*V)->Set_z_L(*unscaled_z_L);
    (*V)->Set_y_c(*unscaled_yc);
    (*V)->Set_y_d(*unscaled_yd);
    
  }

//.........这里部分代码省略.........
   // d_L
   d_L_ = d_l_space_->MakeNewCompoundVector();
   d_L_->SetComp(0, *orig_ip_nlp_->d_L());

   // d_U
   d_U_ = d_u_space_->MakeNewCompoundVector();
   d_U_->SetComp(0, *orig_ip_nlp_->d_U());

   // Px_L
   Px_L_ = px_l_space_->MakeNewCompoundMatrix();
   Px_L_->SetComp(0, 0, *orig_ip_nlp_->Px_L());
   // Identities are auto-created (true flag passed into SetCompSpace)

   // Px_U
   Px_U_ = px_u_space_->MakeNewCompoundMatrix();
   Px_U_->SetComp(0, 0, *orig_ip_nlp_->Px_U());
   // Remaining matrices will be zero'ed out

   // Pd_L
   //Pd_L_ = orig_ip_nlp_->Pd_L();
   Pd_L_ = pd_l_space_->MakeNewCompoundMatrix();
   Pd_L_->SetComp(0, 0, *orig_ip_nlp_->Pd_L());

   // Pd_U
   //Pd_U_ = orig_ip_nlp_->Pd_U();
   Pd_U_ = pd_u_space_->MakeNewCompoundMatrix();
   Pd_U_->SetComp(0, 0, *orig_ip_nlp_->Pd_U());

   // Getting the NLP scaling

   SmartPtr<const MatrixSpace> scaled_jac_c_space;
   SmartPtr<const MatrixSpace> scaled_jac_d_space;
   SmartPtr<const SymMatrixSpace> scaled_h_space;
   NLP_scaling()->DetermineScaling(GetRawPtr(x_space_), c_space_, d_space_, GetRawPtr(jac_c_space_),
      GetRawPtr(jac_d_space_), GetRawPtr(h_space_), scaled_jac_c_space, scaled_jac_d_space, scaled_h_space, *Px_L_,
      *x_L_, *Px_U_, *x_U_);
   // For now we assume that no scaling is done inside the NLP_Scaling
   DBG_ASSERT(scaled_jac_c_space == jac_c_space_); DBG_ASSERT(scaled_jac_d_space == jac_d_space_); DBG_ASSERT(scaled_h_space == h_space_);

   /////////////////////////////////////////////////////////////////////////
   // Create and initialize the vectors for the restoration phase problem //
   /////////////////////////////////////////////////////////////////////////

   // Vector x
   SmartPtr<CompoundVector> comp_x = x_space_->MakeNewCompoundVector();
   if( init_x )
   {
      comp_x->GetCompNonConst(0)->Copy(*orig_ip_data_->curr()->x());
      comp_x->GetCompNonConst(1)->Set(1.0);
      comp_x->GetCompNonConst(2)->Set(1.0);
      comp_x->GetCompNonConst(3)->Set(1.0);
      comp_x->GetCompNonConst(4)->Set(1.0);
   }
   x = GetRawPtr(comp_x);

   // Vector y_c
   y_c = c_space_->MakeNew();
   if( init_y_c )
   {
      y_c->Set(0.0);  // ToDo
   }

   // Vector y_d
   y_d = d_space_->MakeNew();
   if( init_y_d )
   {