nlpi_worhp.c
Go to the documentation of this file.
22 * @todo So far, Worhp can not handle the case that variables have been fixed before warm-starting. Remove the code in
26 /*---+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+----9----+----0----+----1----+----2*/
49 #define DEFAULT_VERBLEVEL 0 /**< default verbosity level (0: normal 1: full 2: debug >2: more debug) */
50 #define DEFAULT_SCALEDKKT TRUE /**< default whether KKT conditions are allowed to be scaled in the solver */
88 SCIP_Bool firstrun; /**< whether the next NLP solve will be the first one (with the current problem structure) */
103 int verblevel; /**< verbosity level of output of NLP solver to the screen: 0 off, 1 normal, 2 debug, > 2 more debug */
122 BMSfreeBlockMemoryArrayNull(problem->blkmem, &(problem->lastdualcons), problem->lastdualconssize);
277 /* feasible point, KKT conditions are not satisfied, and Worhp thinks that there is no objective function */
289 SCIPdebugMessage("Worhp terminated successfully with a feasible point but KKT are violated in unscaled space!\n");
327 SCIPdebugMessage("Worhp previously found acceptable solution but terminated due to limit or error!\n");
357 SCIPdebugMessage("Worhp found acceptable solution but terminated perhaps due to nondifferentiability, unboundedness or at Fritz John point!\n");
377 SCIP_ALLOC( BMSduplicateBlockMemoryArray(problem->blkmem, &problem->lastdualcons, problem->opt->Mu, problem->opt->m) );
383 SCIP_ALLOC( BMSduplicateBlockMemoryArray(problem->blkmem, &problem->lastprimal, problem->opt->X, problem->opt->n) );
468 SCIP_CALL( SCIPnlpiOracleEvalConstraintValues(problem->oracle, problem->opt->X, problem->opt->G) );
502 /* TODO this needs to be changed if we store the gradient of the objective function in a sparse format */
600 retcode = SCIPnlpiOracleEvalHessianLag(problem->oracle, problem->opt->X, TRUE, problem->wsp->ScaleObj,
610 /* an entry i with HM.perm[i] - 1 >= nnonz corresponds to an in SCIP non-existing diagonal element */
748 SCIPmessagePrintWarning(nlpidata->messagehdlr, "Lhs and rhs of constraint %d are infinite.\n", i);
907 /* TODO: Implement all necessary NLP interface methods. The methods with an #if 0 ... #else #define ... are optional
1142 * indices are given w.r.t. quadrowidxs., i.e., quadoffsets[.][i] gives the start index of row quadrowidxs[.][i] in quadvals[.]
1146 * - quadinds column indices w.r.t. quadrowidxs, i.e., quadrowidxs[quadinds[.][i]] gives the index of the variable corresponding
1152 * - exprvaridxs indices of variables in expression tree, maps variable indices in expression tree to indices in nlp
1200 * - exprvaridxs indices of variables in expression tree, maps variable indices in expression tree to indices in nlp
1213 /* We pass the objective gradient in dense form to WORHP, so if the sparsity of that gradient changes, we do not need
1214 * to reset WORHP (firstrun=TRUE). However, if the sparsity of the Hessian matrix of the objective changes, then the
1215 * sparsity pattern of the Hessian of the Lagrangian may change. Thus, reset Worhp if the objective was and/or
1218 if( nquadelems > 0 || exprtree != NULL || SCIPnlpiOracleGetConstraintDegree(problem->oracle, -1) > 1 )
1256 /* So far, Worhp can not handle fixed variables (and fixed variables that have been unfixed) when applying a
1262 SCIPdebugMessage("change bounds of %d from [%g,%g] -> [%g,%g]\n", index, oldlbs[index], oldubs[index],
1308 SCIPdebugMessage("change constraint side of %d from [%g,%g] -> [%g,%g]\n", index, oldlhs, oldrhs, lhss[i], rhss[i]);
1429 * - exprvaridxs indices of variables in expression tree, maps variable indices in expression tree to indices in nlp, or NULL
1430 * - exprtree new expression tree for constraint or objective, or NULL to only remove previous tree
1498 * - varlbdualvalues initial dual values for variable lower bounds, or NULL to clear previous values
1499 * - varubdualvalues initial dual values for variable upper bounds, or NULL to clear previous values
1512 if( BMSduplicateMemoryArray(&problem->initguess, primalvalues, SCIPnlpiOracleGetNVars(problem->oracle)) == NULL )
1588 par->NLPprint = problem->verblevel - 1; /* Worhp verbosity levels: -1 = off, 0 = normal, 1 = debug, >1 = more debug */
1612 SCIPdebugMessage("Worhp started without intial primal values; make up starting guess by projecting 0 onto variable bounds\n");
1620 problem->opt->X[i] = SCIPrandomGetReal(problem->randnumgen, lb, lb + MAXPERTURB*MIN(1.0, ub-lb));
1622 problem->opt->X[i] = SCIPrandomGetReal(problem->randnumgen, ub - MAXPERTURB*MIN(1.0, ub-lb), ub);
1736 SCIPmessagePrintWarning(nlpidata->messagehdlr, "Worhp failed because of an invalid function evaluation!\n");
1792 * but if solver provides dual values for one side of variable bounds, then it must also provide those for the other side
1794 * for a ranged constraint, the dual variable is positive if the right hand side is active and negative if the left hand side is active
1800 * - consdualvalues buffer to store pointer to array to dual values of constraints, or NULL if not needed
1801 * - varlbdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
1802 * - varubdualvalues buffer to store pointer to array to dual values of variable lower bounds, or NULL if not needed
2116 * - problem datastructure for problem instance, can be NULL only if type == SCIP_NLPPAR_INFINITY
2206 * - problem datastructure for problem instance, can be NULL only if type == SCIP_NLPPAR_INFINITY
2306 SCIPmessagePrintWarning(nlpidata->messagehdlr, "optfile parameter not supported by Worhp interface yet. Ignored.\n");
2332 SCIPmessagePrintWarning(nlpidata->messagehdlr, "optfile parameter not supported by Worhp interface yet. Ignored.\n");
2421 nlpiChgLinearCoefsWorhp, nlpiChgQuadraticCoefsWorhp, nlpiChgExprtreeWorhp, nlpiChgNonlinCoefWorhp,
2422 nlpiChgObjConstantWorhp, nlpiSetInitialGuessWorhp, nlpiSolveWorhp, nlpiGetSolstatWorhp, nlpiGetTermstatWorhp,
2425 nlpiGetIntParWorhp, nlpiSetIntParWorhp, nlpiGetRealParWorhp, nlpiSetRealParWorhp, nlpiGetStringParWorhp, nlpiSetStringParWorhp,
2451 return "Nonlinear programming solver developed at Research Institute Steinbeis (www.worhp.de)";
Definition: type_nlpi.h:46
static SCIP_DECL_NLPICHGEXPRTREE(nlpiChgExprtreeWorhp)
Definition: nlpi_worhp.c:1433
Definition: type_nlpi.h:65
SCIP_RETCODE SCIPnlpiOracleEvalConstraintValues(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *convals)
Definition: nlpioracle.c:2438
#define BMSfreeBlockMemoryArrayNull(mem, ptr, num)
Definition: memory.h:459
static SCIP_DECL_NLPICHGOBJCONSTANT(nlpiChgObjConstantWorhp)
Definition: nlpi_worhp.c:1480
Definition: type_nlpi.h:64
const SCIP_Real * SCIPnlpiOracleGetVarUbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2228
methods to interpret (evaluate) an expression tree "fast"
SCIP_RETCODE SCIPnlpiOracleGetJacobianSparsity(SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2513
Definition: type_nlpi.h:51
static SCIP_DECL_NLPIGETINTPAR(nlpiGetIntParWorhp)
Definition: nlpi_worhp.c:1925
SCIP_RETCODE SCIPnlpiOracleGetHessianLagSparsity(SCIP_NLPIORACLE *oracle, const int **offset, const int **col)
Definition: nlpioracle.c:2793
int SCIPnlpiOracleGetNVars(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2198
Definition: type_nlpi.h:66
static SCIP_DECL_NLPICHGVARBOUNDS(nlpiChgVarBoundsWorhp)
Definition: nlpi_worhp.c:1242
static SCIP_DECL_NLPISETSTRINGPAR(nlpiSetStringParWorhp)
Definition: nlpi_worhp.c:2326
static SCIP_DECL_NLPICHGQUADCOEFS(nlpiChgQuadraticCoefsWorhp)
Definition: nlpi_worhp.c:1409
static SCIP_DECL_NLPIGETPROBLEMPOINTER(nlpiGetProblemPointerWorhp)
Definition: nlpi_worhp.c:1087
static void invalidateSolution(SCIP_NLPIPROBLEM *problem)
Definition: nlpi_worhp.c:114
static SCIP_DECL_NLPICHGNONLINCOEF(nlpiChgNonlinCoefWorhp)
Definition: nlpi_worhp.c:1459
internal methods for NLPI solver interfaces
static SCIP_RETCODE evaluateWorhpRun(SCIP_NLPIPROBLEM *problem)
Definition: nlpi_worhp.c:136
Definition: type_nlpi.h:79
SCIP_RETCODE SCIPnlpiOracleSetObjective(SCIP_NLPIORACLE *oracle, const SCIP_Real constant, int nlin, const int *lininds, const SCIP_Real *linvals, int nquadelems, const SCIP_QUADELEM *quadelems, const int *exprvaridxs, const SCIP_EXPRTREE *exprtree)
Definition: nlpioracle.c:1610
static SCIP_DECL_NLPISETINTPAR(nlpiSetIntParWorhp)
Definition: nlpi_worhp.c:2012
methods to store an NLP and request function, gradient, and hessian values
Definition: type_nlpi.h:82
static SCIP_DECL_NLPISETINITIALGUESS(nlpiSetInitialGuessWorhp)
Definition: nlpi_worhp.c:1502
static SCIP_DECL_NLPIGETWARMSTARTMEMO(nlpiGetWarmstartMemoWorhp)
Definition: nlpi_worhp.c:1889
SCIP_Real SCIPnlpiOracleGetConstraintLhs(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:2279
SCIP_Real SCIPrandomGetReal(SCIP_RANDNUMGEN *randnumgen, SCIP_Real minrandval, SCIP_Real maxrandval)
Definition: misc.c:9967
Definition: struct_message.h:36
SCIP_RETCODE SCIPnlpiOracleEvalObjectiveValue(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Real *objval)
Definition: nlpioracle.c:2400
Definition: struct_misc.h:259
static SCIP_DECL_NLPIGETSOLUTION(nlpiGetSolutionWorhp)
Definition: nlpi_worhp.c:1806
Definition: type_nlpi.h:47
SCIP_RETCODE SCIPnlpiSetRealPar(SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem, SCIP_NLPPARAM type, SCIP_Real dval)
Definition: nlpi.c:672
Definition: type_nlpi.h:81
SCIP_RETCODE SCIPnlpiOracleEvalObjectiveGradient(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *objval, SCIP_Real *objgrad)
Definition: nlpioracle.c:2464
SCIP_RETCODE SCIPnlpiOracleDelConsSet(SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1827
SCIP_RETCODE SCIPnlpiOracleChgObjConstant(SCIP_NLPIORACLE *oracle, SCIP_Real objconstant)
Definition: nlpioracle.c:2182
Definition: type_nlpi.h:78
int SCIPnlpiOracleGetNConstraints(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2208
Definition: type_nlpi.h:67
static SCIP_DECL_NLPIGETSTRINGPAR(nlpiGetStringParWorhp)
Definition: nlpi_worhp.c:2300
SCIP_RETCODE SCIPnlpiSetMessageHdlr(SCIP_NLPI *nlpi, SCIP_MESSAGEHDLR *messagehdlr)
Definition: nlpi.c:722
#define BMSduplicateBlockMemoryArray(mem, ptr, source, num)
Definition: memory.h:453
int SCIPnlpiOracleGetConstraintDegree(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:2320
Definition: type_retcode.h:47
Definition: type_nlpi.h:63
SCIP_RETCODE SCIPnlpiOracleChgExprtree(SCIP_NLPIORACLE *oracle, int considx, const int *exprvaridxs, const SCIP_EXPRTREE *exprtree)
Definition: nlpioracle.c:2100
SCIP_RETCODE SCIPnlpiOracleCreate(BMS_BLKMEM *blkmem, SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:1328
Definition: type_nlpi.h:52
const SCIP_Real * SCIPnlpiOracleGetVarLbs(SCIP_NLPIORACLE *oracle)
Definition: nlpioracle.c:2218
static SCIP_DECL_NLPISETMESSAGEHDLR(nlpiSetMessageHdlrWorhp)
Definition: nlpi_worhp.c:2350
SCIP_RETCODE SCIPnlpiOracleChgVarBounds(SCIP_NLPIORACLE *oracle, int nvars, const int *indices, const SCIP_Real *lbs, const SCIP_Real *ubs)
Definition: nlpioracle.c:1647
Definition: type_retcode.h:42
Definition: type_retcode.h:48
SCIP_RETCODE SCIPnlpiOracleAddVars(SCIP_NLPIORACLE *oracle, int nvars, const SCIP_Real *lbs, const SCIP_Real *ubs, const char **varnames)
Definition: nlpioracle.c:1447
static SCIP_DECL_NLPIADDCONSTRAINTS(nlpiAddConstraintsWorhp)
Definition: nlpi_worhp.c:1161
void SCIPmessagePrintWarning(SCIP_MESSAGEHDLR *messagehdlr, const char *formatstr,...)
Definition: message.c:418
void SCIPnlpStatisticsSetNIterations(SCIP_NLPSTATISTICS *statistics, int niterations)
Definition: nlpi.c:838
internal miscellaneous methods
void SCIPrandomFree(SCIP_RANDNUMGEN **randnumgen, BMS_BLKMEM *blkmem)
Definition: misc.c:9929
static SCIP_DECL_NLPIDELVARSET(nlpiDelVarSetWorhp)
Definition: nlpi_worhp.c:1331
Definition: type_retcode.h:33
static SCIP_DECL_NLPIGETTERMSTAT(nlpiGetTermstatWorhp)
Definition: nlpi_worhp.c:1781
void SCIPnlpStatisticsSetTotalTime(SCIP_NLPSTATISTICS *statistics, SCIP_Real totaltime)
Definition: nlpi.c:848
Worhp NLP interface.
Definition: type_retcode.h:46
SCIP_RETCODE SCIPcreateNlpSolverWorhp(BMS_BLKMEM *blkmem, SCIP_NLPI **nlpi, SCIP_Bool useip)
Definition: nlpi_worhp.c:2369
static SCIP_DECL_NLPIGETREALPAR(nlpiGetRealParWorhp)
Definition: nlpi_worhp.c:2124
static SCIP_DECL_NLPIDELCONSSET(nlpiDelConstraintSetWorhp)
Definition: nlpi_worhp.c:1358
SCIP_Real SCIPnlpiOracleGetConstraintRhs(SCIP_NLPIORACLE *oracle, int considx)
Definition: nlpioracle.c:2292
SCIP_RETCODE SCIPnlpiOracleFree(SCIP_NLPIORACLE **oracle)
Definition: nlpioracle.c:1355
Definition: type_retcode.h:34
methods for catching the user CTRL-C interrupt
Definition: type_nlpi.h:54
SCIP_RETCODE SCIPnlpiOraclePrintProblem(SCIP_NLPIORACLE *oracle, SCIP_MESSAGEHDLR *messagehdlr, FILE *file)
Definition: nlpioracle.c:2935
SCIP_RETCODE SCIPnlpiOracleSetProblemName(SCIP_NLPIORACLE *oracle, const char *name)
Definition: nlpioracle.c:1412
static SCIP_DECL_NLPICHGCONSSIDES(nlpiChgConsSidesWorhp)
Definition: nlpi_worhp.c:1291
SCIP_RETCODE SCIPnlpiOracleAddConstraints(SCIP_NLPIORACLE *oracle, int nconss, const SCIP_Real *lhss, const SCIP_Real *rhss, const int *nlininds, int *const *lininds, SCIP_Real *const *linvals, const int *nquadelems, SCIP_QUADELEM *const *quadelems, int *const *exprvaridxs, SCIP_EXPRTREE *const *exprtrees, const char **consnames)
Definition: nlpioracle.c:1532
Definition: type_nlpi.h:50
static SCIP_DECL_NLPISETOBJECTIVE(nlpiSetObjectiveWorhp)
Definition: nlpi_worhp.c:1207
SCIP_RETCODE SCIPnlpiOracleChgLinearCoefs(SCIP_NLPIORACLE *oracle, int considx, int nentries, const int *varidxs, const SCIP_Real *newcoefs)
Definition: nlpioracle.c:1905
SCIP_RETCODE SCIPnlpiOracleChgQuadCoefs(SCIP_NLPIORACLE *oracle, int considx, int nquadelems, const SCIP_QUADELEM *quadelems)
Definition: nlpioracle.c:2002
static SCIP_DECL_NLPIFREEPROBLEM(nlpiFreeProblemWorhp)
Definition: nlpi_worhp.c:1035
SCIP_RETCODE SCIPnlpiOracleChgConsSides(SCIP_NLPIORACLE *oracle, int nconss, const int *indices, const SCIP_Real *lhss, const SCIP_Real *rhss)
Definition: nlpioracle.c:1683
static SCIP_DECL_NLPIGETSOLVERPOINTER(nlpiGetSolverPointerWorhp)
Definition: nlpi_worhp.c:968
Definition: type_nlpi.h:74
Definition: type_nlpi.h:53
Definition: type_nlpi.h:76
SCIP_RETCODE SCIPnlpiCreate(SCIP_NLPI **nlpi, const char *name, const char *description, int priority, SCIP_DECL_NLPICOPY((*nlpicopy)), SCIP_DECL_NLPIFREE((*nlpifree)), SCIP_DECL_NLPIGETSOLVERPOINTER((*nlpigetsolverpointer)), SCIP_DECL_NLPICREATEPROBLEM((*nlpicreateproblem)), SCIP_DECL_NLPIFREEPROBLEM((*nlpifreeproblem)), SCIP_DECL_NLPIGETPROBLEMPOINTER((*nlpigetproblempointer)), SCIP_DECL_NLPIADDVARS((*nlpiaddvars)), SCIP_DECL_NLPIADDCONSTRAINTS((*nlpiaddconstraints)), SCIP_DECL_NLPISETOBJECTIVE((*nlpisetobjective)), SCIP_DECL_NLPICHGVARBOUNDS((*nlpichgvarbounds)), SCIP_DECL_NLPICHGCONSSIDES((*nlpichgconssides)), SCIP_DECL_NLPIDELVARSET((*nlpidelvarset)), SCIP_DECL_NLPIDELCONSSET((*nlpidelconsset)), SCIP_DECL_NLPICHGLINEARCOEFS((*nlpichglinearcoefs)), SCIP_DECL_NLPICHGQUADCOEFS((*nlpichgquadcoefs)), SCIP_DECL_NLPICHGEXPRTREE((*nlpichgexprtree)), SCIP_DECL_NLPICHGNONLINCOEF((*nlpichgnonlincoef)), SCIP_DECL_NLPICHGOBJCONSTANT((*nlpichgobjconstant)), SCIP_DECL_NLPISETINITIALGUESS((*nlpisetinitialguess)), SCIP_DECL_NLPISOLVE((*nlpisolve)), SCIP_DECL_NLPIGETSOLSTAT((*nlpigetsolstat)), SCIP_DECL_NLPIGETTERMSTAT((*nlpigettermstat)), SCIP_DECL_NLPIGETSOLUTION((*nlpigetsolution)), SCIP_DECL_NLPIGETSTATISTICS((*nlpigetstatistics)), SCIP_DECL_NLPIGETWARMSTARTSIZE((*nlpigetwarmstartsize)), SCIP_DECL_NLPIGETWARMSTARTMEMO((*nlpigetwarmstartmemo)), SCIP_DECL_NLPISETWARMSTARTMEMO((*nlpisetwarmstartmemo)), SCIP_DECL_NLPIGETINTPAR((*nlpigetintpar)), SCIP_DECL_NLPISETINTPAR((*nlpisetintpar)), SCIP_DECL_NLPIGETREALPAR((*nlpigetrealpar)), SCIP_DECL_NLPISETREALPAR((*nlpisetrealpar)), SCIP_DECL_NLPIGETSTRINGPAR((*nlpigetstringpar)), SCIP_DECL_NLPISETSTRINGPAR((*nlpisetstringpar)), SCIP_DECL_NLPISETMESSAGEHDLR((*nlpisetmessagehdlr)), SCIP_NLPIDATA *nlpidata)
Definition: nlpi.c:41
SCIP_RETCODE SCIPnlpiOracleDelVarSet(SCIP_NLPIORACLE *oracle, int *delstats)
Definition: nlpioracle.c:1717
Definition: type_nlpi.h:48
static SCIP_DECL_NLPICHGLINEARCOEFS(nlpiChgLinearCoefsWorhp)
Definition: nlpi_worhp.c:1383
static SCIP_RETCODE initWorhp(SCIP_NLPI *nlpi, SCIP_NLPIPROBLEM *problem)
Definition: nlpi_worhp.c:642
Definition: type_nlpi.h:45
SCIP_RETCODE SCIPnlpiOracleChgExprParam(SCIP_NLPIORACLE *oracle, int considx, int paramidx, SCIP_Real paramval)
Definition: nlpioracle.c:2157
static SCIP_DECL_NLPIGETSTATISTICS(nlpiGetStatisticsWorhp)
Definition: nlpi_worhp.c:1847
SCIP_RETCODE SCIPnlpiOracleEvalHessianLag(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real objfactor, const SCIP_Real *lambda, SCIP_Real *hessian)
Definition: nlpioracle.c:2892
public methods for message output
static SCIP_DECL_NLPIGETWARMSTARTSIZE(nlpiGetWarmstartSizeWorhp)
Definition: nlpi_worhp.c:1869
Definition: nlpioracle.c:58
static SCIP_DECL_NLPISETREALPAR(nlpiSetRealParWorhp)
Definition: nlpi_worhp.c:2211
SCIP_RETCODE SCIPrandomCreate(SCIP_RANDNUMGEN **randnumgen, BMS_BLKMEM *blkmem, unsigned int initialseed)
Definition: misc.c:9913
Definition: type_nlpi.h:80
Definition: type_nlpi.h:49
SCIP_RETCODE SCIPnlpiOracleSetInfinity(SCIP_NLPIORACLE *oracle, SCIP_Real infinity)
Definition: nlpioracle.c:1384
static SCIP_DECL_NLPISETWARMSTARTMEMO(nlpiSetWarmstartMemoWorhp)
Definition: nlpi_worhp.c:1906
Definition: type_nlpi.h:62
static SCIP_DECL_NLPICREATEPROBLEM(nlpiCreateProblemWorhp)
Definition: nlpi_worhp.c:983
SCIP_RETCODE SCIPnlpiOracleEvalJacobian(SCIP_NLPIORACLE *oracle, const SCIP_Real *x, SCIP_Bool isnewx, SCIP_Real *convals, SCIP_Real *jacobi)
Definition: nlpioracle.c:2654
Definition: type_nlpi.h:75
Definition: type_retcode.h:35
static SCIP_DECL_NLPIGETSOLSTAT(nlpiGetSolstatWorhp)
Definition: nlpi_worhp.c:1764
Definition: nlpi_all.c:47
Definition: struct_nlpi.h:35