Merge pull request #122 from cvanaret/ingredients

(WIP) Ingredient refactoring

CMakeLists.txt

@@ -49,15 +49,14 @@ file(GLOB UNO_SOURCE_FILES
    uno/ingredients/globalization_strategies/switching_methods/filter_methods/filters/*.cpp
    uno/ingredients/globalization_strategies/switching_methods/funnel_methods/*.cpp
    uno/ingredients/hessian_models/*.cpp
-   uno/ingredients/subproblems/*.cpp
-   uno/ingredients/subproblems/inequality_constrained_methods/*.cpp
-   uno/ingredients/subproblems/interior_point_methods/*.cpp
+   uno/ingredients/inequality_handling_methods/*.cpp
+   uno/ingredients/inequality_handling_methods/inequality_constrained_methods/*.cpp
+   uno/ingredients/inequality_handling_methods/interior_point_methods/*.cpp
+   uno/ingredients/subproblem_solvers/*.cpp
    uno/model/*.cpp
    uno/optimization/*.cpp
    uno/options/*.cpp
    uno/preprocessing/*.cpp
-   uno/reformulation/*.cpp
-   uno/solvers/*.cpp
    uno/tools/*.cpp
 )
 
@@ -115,14 +114,14 @@ else()
    endif()
 endif()
 if(HSL OR MA57)
-   list(APPEND UNO_SOURCE_FILES uno/solvers/MA57/MA57Solver.cpp)
+   list(APPEND UNO_SOURCE_FILES uno/ingredients/subproblem_solvers/MA57/MA57Solver.cpp)
    list(APPEND TESTS_UNO_SOURCE_FILES unotest/functional_tests/MA57SolverTests.cpp)
 
    find_package(BLAS REQUIRED)
    list(APPEND LIBRARIES ${BLAS_LIBRARIES})
 endif()
 if(HSL OR MA27)
-   list(APPEND UNO_SOURCE_FILES uno/solvers/MA27/MA27Solver.cpp)
+   list(APPEND UNO_SOURCE_FILES uno/ingredients/subproblem_solvers/MA27/MA27Solver.cpp)
    list(APPEND TESTS_UNO_SOURCE_FILES unotest/functional_tests/MA27SolverTests.cpp)
 
    find_package(BLAS REQUIRED)
@@ -142,7 +141,7 @@ find_library(BQPD bqpd)
 if(NOT BQPD)
    message(WARNING "Optional library BQPD was not found.")
 else()
-   list(APPEND UNO_SOURCE_FILES uno/solvers/BQPD/BQPDSolver.cpp)
+   list(APPEND UNO_SOURCE_FILES uno/ingredients/subproblem_solvers/BQPD/BQPDSolver.cpp)
    list(APPEND TESTS_UNO_SOURCE_FILES unotest/functional_tests/BQPDSolverTests.cpp)
    link_to_uno(bqpd ${BQPD})
 endif()
@@ -152,7 +151,7 @@ find_package(HIGHS)
 if(NOT HIGHS)
    message(WARNING "Optional library HiGHS was not found.")
 else()
-   list(APPEND UNO_SOURCE_FILES uno/solvers/HiGHS/HiGHSSolver.cpp)
+   list(APPEND UNO_SOURCE_FILES uno/ingredients/subproblem_solvers/HiGHS/HiGHSSolver.cpp)
    list(APPEND TESTS_UNO_SOURCE_FILES unotest/functional_tests/HiGHSSolverTests.cpp)
    link_to_uno(highs ${HIGHS})
    list(APPEND LIBRARIES highs::highs)
@@ -163,7 +162,7 @@ find_package(MUMPS)
 if(NOT MUMPS_LIBRARY)
    message(WARNING "Optional library MUMPS was not found.")
 else()
-   list(APPEND UNO_SOURCE_FILES uno/solvers/MUMPS/MUMPSSolver.cpp)
+   list(APPEND UNO_SOURCE_FILES uno/ingredients/subproblem_solvers/MUMPS/MUMPSSolver.cpp)
    list(APPEND TESTS_UNO_SOURCE_FILES unotest/functional_tests/MUMPSSolverTests.cpp)
    list(APPEND LIBRARIES ${MUMPS_LIBRARY} ${MUMPS_COMMON_LIBRARY} ${MUMPS_PORD_LIBRARY})
 

uno/Uno.cpp

@@ -7,14 +7,14 @@
 #include "ingredients/globalization_mechanisms/GlobalizationMechanism.hpp"
 #include "ingredients/globalization_mechanisms/GlobalizationMechanismFactory.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategyFactory.hpp"
-#include "ingredients/subproblems/SubproblemFactory.hpp"
+#include "ingredients/inequality_handling_methods/InequalityHandlingMethodFactory.hpp"
+#include "ingredients/subproblem_solvers/QPSolverFactory.hpp"
+#include "ingredients/subproblem_solvers/LPSolverFactory.hpp"
+#include "ingredients/subproblem_solvers/SymmetricIndefiniteLinearSolverFactory.hpp"
 #include "linear_algebra/Vector.hpp"
 #include "model/Model.hpp"
 #include "optimization/Iterate.hpp"
 #include "optimization/WarmstartInformation.hpp"
-#include "solvers/QPSolverFactory.hpp"
-#include "solvers/LPSolverFactory.hpp"
-#include "solvers/SymmetricIndefiniteLinearSolverFactory.hpp"
 #include "tools/Logger.hpp"
 #include "optimization/OptimizationStatus.hpp"
 #include "options/Options.hpp"
@@ -158,7 +158,7 @@ namespace uno {
       std::cout << "- Constraint relaxation strategies: " << join(ConstraintRelaxationStrategyFactory::available_strategies(), ", ") << '\n';
       std::cout << "- Globalization mechanisms: " << join(GlobalizationMechanismFactory::available_strategies(), ", ") << '\n';
       std::cout << "- Globalization strategies: " << join(GlobalizationStrategyFactory::available_strategies(), ", ") << '\n';
-      std::cout << "- Subproblems: " << join(SubproblemFactory::available_strategies(), ", ") << '\n';
+      std::cout << "- Subproblems: " << join(InequalityHandlingMethodFactory::available_strategies(), ", ") << '\n';
       std::cout << "- QP solvers: " << join(QPSolverFactory::available_solvers(), ", ") << '\n';
       std::cout << "- LP solvers: " << join(LPSolverFactory::available_solvers(), ", ") << '\n';
       std::cout << "- Linear solvers: " << join(SymmetricIndefiniteLinearSolverFactory::available_solvers(), ", ") << '\n';

uno/ingredients/constraint_relaxation_strategies/ConstraintRelaxationStrategy.cpp

@@ -2,16 +2,16 @@
 // Licensed under the MIT license. See LICENSE file in the project directory for details.
 
 #include "ConstraintRelaxationStrategy.hpp"
+#include "OptimizationProblem.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategy.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategyFactory.hpp"
 #include "optimization/Direction.hpp"
-#include "ingredients/subproblems/Subproblem.hpp"
-#include "ingredients/subproblems/SubproblemFactory.hpp"
+#include "ingredients/inequality_handling_methods/InequalityHandlingMethod.hpp"
+#include "ingredients/inequality_handling_methods/InequalityHandlingMethodFactory.hpp"
 #include "linear_algebra/SymmetricMatrix.hpp"
 #include "model/Model.hpp"
 #include "optimization/Iterate.hpp"
 #include "optimization/Multipliers.hpp"
-#include "reformulation/OptimizationProblem.hpp"
 #include "symbolic/VectorView.hpp"
 #include "symbolic/Expression.hpp"
 #include "options/Options.hpp"
@@ -22,7 +22,7 @@ namespace uno {
          size_t number_objective_gradient_nonzeros, size_t number_jacobian_nonzeros, size_t number_hessian_nonzeros, const Options& options):
          model(model),
          globalization_strategy(GlobalizationStrategyFactory::create(options.get_string("globalization_strategy"), options)),
-         subproblem(SubproblemFactory::create(number_variables, number_constraints, number_objective_gradient_nonzeros, number_jacobian_nonzeros,
+         inequality_handling_method(InequalityHandlingMethodFactory::create(number_variables, number_constraints, number_objective_gradient_nonzeros, number_jacobian_nonzeros,
                number_hessian_nonzeros, options)),
          progress_norm(norm_from_string(options.get_string("progress_norm"))),
          residual_norm(norm_from_string(options.get_string("residual_norm"))),
@@ -37,13 +37,13 @@ namespace uno {
    ConstraintRelaxationStrategy::~ConstraintRelaxationStrategy() { }
 
    void ConstraintRelaxationStrategy::set_trust_region_radius(double trust_region_radius) {
-      this->subproblem->set_trust_region_radius(trust_region_radius);
+      this->inequality_handling_method->set_trust_region_radius(trust_region_radius);
    }
 
    // with initial point
    void ConstraintRelaxationStrategy::compute_feasible_direction(Statistics& statistics, Iterate& current_iterate, Direction& direction,
          const Vector<double>& initial_point, WarmstartInformation& warmstart_information) {
-      this->subproblem->set_initial_point(initial_point);
+      this->inequality_handling_method->set_initial_point(initial_point);
       this->compute_feasible_direction(statistics, current_iterate, direction, warmstart_information);
    }
 
@@ -91,11 +91,11 @@ namespace uno {
    }
 
    void ConstraintRelaxationStrategy::compute_progress_measures(Iterate& current_iterate, Iterate& trial_iterate) {
-      if (this->subproblem->subproblem_definition_changed) {
+      if (this->inequality_handling_method->subproblem_definition_changed) {
          DEBUG << "The subproblem definition changed, the globalization strategy is reset and the auxiliary measure is recomputed\n";
          this->globalization_strategy->reset();
-         this->subproblem->set_auxiliary_measure(this->model, current_iterate);
-         this->subproblem->subproblem_definition_changed = false;
+         this->inequality_handling_method->set_auxiliary_measure(this->model, current_iterate);
+         this->inequality_handling_method->subproblem_definition_changed = false;
       }
       this->evaluate_progress_measures(trial_iterate);
    }
@@ -241,10 +241,10 @@ namespace uno {
    }
 
    size_t ConstraintRelaxationStrategy::get_hessian_evaluation_count() const {
-      return this->subproblem->get_hessian_evaluation_count();
+      return this->inequality_handling_method->get_hessian_evaluation_count();
    }
 
    size_t ConstraintRelaxationStrategy::get_number_subproblems_solved() const {
-      return this->subproblem->number_subproblems_solved;
+      return this->inequality_handling_method->number_subproblems_solved;
    }
 } // namespace

uno/ingredients/constraint_relaxation_strategies/ConstraintRelaxationStrategy.hpp

@@ -21,7 +21,7 @@ namespace uno {
    class OptimizationProblem;
    class Options;
    class Statistics;
-   class Subproblem;
+   class InequalityHandlingMethod;
    template <typename IndexType, typename ElementType>
    class SymmetricMatrix;
    class UserCallbacks;
@@ -64,7 +64,7 @@ namespace uno {
    protected:
       const Model& model;
       const std::unique_ptr<GlobalizationStrategy> globalization_strategy;
-      const std::unique_ptr<Subproblem> subproblem;
+      const std::unique_ptr<InequalityHandlingMethod> inequality_handling_method;
       const Norm progress_norm;
       const Norm residual_norm;
       const double residual_scaling_threshold;

uno/reformulation/ElasticVariables.hpp → uno/ingredients/constraint_relaxation_strategies/ElasticVariables.hpp

@@ -30,4 +30,4 @@ namespace uno {
    };
 } // namespace
 
-#endif // UNO_ELASTICVARIABLES_H
+#endif // UNO_ELASTICVARIABLES_H

uno/ingredients/constraint_relaxation_strategies/FeasibilityRestoration.cpp

@@ -4,10 +4,10 @@
 #include <functional>
 #include "FeasibilityRestoration.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategy.hpp"
-#include "optimization/Direction.hpp"
-#include "ingredients/subproblems/Subproblem.hpp"
+#include "ingredients/inequality_handling_methods/InequalityHandlingMethod.hpp"
 #include "linear_algebra/SymmetricIndefiniteLinearSystem.hpp"
 #include "model/Model.hpp"
+#include "optimization/Direction.hpp"
 #include "optimization/Iterate.hpp"
 #include "optimization/WarmstartInformation.hpp"
 #include "options/Options.hpp"
@@ -45,15 +45,15 @@ namespace uno {
 
    void FeasibilityRestoration::initialize(Statistics& statistics, Iterate& initial_iterate, const Options& options) {
       // statistics
-      this->subproblem->initialize_statistics(statistics, options);
+      this->inequality_handling_method->initialize_statistics(statistics, options);
       statistics.add_column("phase", Statistics::int_width, options.get_int("statistics_restoration_phase_column_order"));
       statistics.set("phase", "OPT");
 
       // initial iterate
       initial_iterate.feasibility_residuals.lagrangian_gradient.resize(this->feasibility_problem.number_variables);
       initial_iterate.feasibility_multipliers.lower_bounds.resize(this->feasibility_problem.number_variables);
       initial_iterate.feasibility_multipliers.upper_bounds.resize(this->feasibility_problem.number_variables);
-      this->subproblem->generate_initial_iterate(this->optimality_problem, initial_iterate);
+      this->inequality_handling_method->generate_initial_iterate(this->optimality_problem, initial_iterate);
       this->evaluate_progress_measures(initial_iterate);
       this->compute_primal_dual_residuals(initial_iterate);
       this->set_statistics(statistics, initial_iterate);
@@ -74,7 +74,7 @@ namespace uno {
                statistics.set("status", std::string("infeasible " + this->subproblem_strategy));
                DEBUG << "/!\\ The subproblem is infeasible\n";
                this->switch_to_feasibility_problem(statistics, current_iterate, warmstart_information);
-               this->subproblem->set_initial_point(direction.primals);
+               this->inequality_handling_method->set_initial_point(direction.primals);
             }
             else {
                warmstart_information.no_changes();
@@ -105,14 +105,14 @@ namespace uno {
       DEBUG << "Switching from optimality to restoration phase\n";
       this->current_phase = Phase::FEASIBILITY_RESTORATION;
       this->globalization_strategy->notify_switch_to_feasibility(current_iterate.progress);
-      this->subproblem->initialize_feasibility_problem(this->feasibility_problem, current_iterate);
+      this->inequality_handling_method->initialize_feasibility_problem(this->feasibility_problem, current_iterate);
       // save the current point (progress and primals) upon switching
       this->reference_optimality_progress = current_iterate.progress;
       this->reference_optimality_primals = current_iterate.primals;
-      this->feasibility_problem.set_proximal_multiplier(this->subproblem->proximal_coefficient(current_iterate));
+      this->feasibility_problem.set_proximal_multiplier(this->inequality_handling_method->proximal_coefficient(current_iterate));
 
       current_iterate.set_number_variables(this->feasibility_problem.number_variables);
-      this->subproblem->set_elastic_variable_values(this->feasibility_problem, current_iterate);
+      this->inequality_handling_method->set_elastic_variable_values(this->feasibility_problem, current_iterate);
       DEBUG2 << "Current iterate:\n" << current_iterate << '\n';
 
       if (Logger::level == INFO) statistics.print_current_line();
@@ -122,7 +122,7 @@ namespace uno {
    void FeasibilityRestoration::solve_subproblem(Statistics& statistics, const OptimizationProblem& problem, Iterate& current_iterate,
          const Multipliers& current_multipliers, Direction& direction, WarmstartInformation& warmstart_information) {
       direction.set_dimensions(problem.number_variables, problem.number_constraints);
-      this->subproblem->solve(statistics, problem, current_iterate, current_multipliers, direction, warmstart_information);
+      this->inequality_handling_method->solve(statistics, problem, current_iterate, current_multipliers, direction, warmstart_information);
       direction.norm = norm_inf(view(direction.primals, 0, this->model.number_variables));
       DEBUG3 << direction << '\n';
    }
@@ -143,15 +143,15 @@ namespace uno {
       trial_iterate.set_number_variables(this->optimality_problem.number_variables);
       current_iterate.objective_multiplier = trial_iterate.objective_multiplier = 1.;
 
-      this->subproblem->exit_feasibility_problem(this->optimality_problem, trial_iterate);
+      this->inequality_handling_method->exit_feasibility_problem(this->optimality_problem, trial_iterate);
       // set a cold start in the subproblem solver
       warmstart_information.whole_problem_changed();
    }
 
    bool FeasibilityRestoration::is_iterate_acceptable(Statistics& statistics, Iterate& current_iterate, Iterate& trial_iterate, const Direction& direction,
          double step_length, WarmstartInformation& warmstart_information, UserCallbacks& user_callbacks) {
       // TODO pick right multipliers
-      this->subproblem->postprocess_iterate(this->current_problem(), trial_iterate);
+      this->inequality_handling_method->postprocess_iterate(this->current_problem(), trial_iterate);
       this->compute_progress_measures(current_iterate, trial_iterate);
       trial_iterate.objective_multiplier = this->current_problem().get_objective_multiplier();
 
@@ -201,15 +201,15 @@ namespace uno {
    void FeasibilityRestoration::evaluate_progress_measures(Iterate& iterate) const {
       this->set_infeasibility_measure(iterate);
       this->set_objective_measure(iterate);
-      this->subproblem->set_auxiliary_measure(this->model, iterate);
+      this->inequality_handling_method->set_auxiliary_measure(this->model, iterate);
    }
 
    ProgressMeasures FeasibilityRestoration::compute_predicted_reduction_models(Iterate& current_iterate, const Direction& direction, double step_length) {
       return {
          this->compute_predicted_infeasibility_reduction_model(current_iterate, direction.primals, step_length),
          this->first_order_predicted_reduction ? this->compute_predicted_objective_reduction_model(current_iterate, direction.primals, step_length) :
-            this->compute_predicted_objective_reduction_model(current_iterate, direction.primals, step_length, this->subproblem->get_lagrangian_hessian()),
-         this->subproblem->compute_predicted_auxiliary_reduction_model(this->model, current_iterate, direction.primals, step_length)
+            this->compute_predicted_objective_reduction_model(current_iterate, direction.primals, step_length, this->inequality_handling_method->get_lagrangian_hessian()),
+         this->inequality_handling_method->compute_predicted_auxiliary_reduction_model(this->model, current_iterate, direction.primals, step_length)
       };
    }
 

uno/ingredients/constraint_relaxation_strategies/FeasibilityRestoration.hpp

@@ -7,8 +7,8 @@
 #include <memory>
 #include "ConstraintRelaxationStrategy.hpp"
 #include "ingredients/globalization_strategies/ProgressMeasures.hpp"
-#include "reformulation/OptimalityProblem.hpp"
-#include "reformulation/l1RelaxedProblem.hpp"
+#include "OptimalityProblem.hpp"
+#include "l1RelaxedProblem.hpp"
 
 namespace uno {
    enum class Phase {FEASIBILITY_RESTORATION = 1, OPTIMALITY = 2};

uno/reformulation/OptimalityProblem.hpp → uno/ingredients/constraint_relaxation_strategies/OptimalityProblem.hpp

@@ -37,4 +37,4 @@ namespace uno {
    };
 } // namespace
 
-#endif // UNO_OPTIMALITYPROBLEM_H
+#endif // UNO_OPTIMALITYPROBLEM_H