Merge pull request #76 from cvanaret/refactoring

Refactoring: split all the classes into hpp and cpp
cvanaret · Nov 6, 2024 · a77a310 · a77a310
2 parents a6aca0b + de602f0
commit a77a310
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Showing 51 changed files with 1,569 additions and 1,217 deletions.
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -56,6 +56,8 @@ file(GLOB UNO_SOURCE_FILES
    uno/optimization/*.cpp
    uno/options/*.cpp
    uno/preprocessing/*.cpp
+   uno/reformulation/*.cpp
+   uno/solvers/*.cpp
    uno/tools/*.cpp
 )
 

diff --git a/uno/ingredients/constraint_relaxation_strategies/ConstraintRelaxationStrategy.cpp b/uno/ingredients/constraint_relaxation_strategies/ConstraintRelaxationStrategy.cpp
@@ -4,7 +4,7 @@
 #include "ConstraintRelaxationStrategy.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategy.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategyFactory.hpp"
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
 #include "ingredients/subproblems/Subproblem.hpp"
 #include "ingredients/subproblems/SubproblemFactory.hpp"
 #include "linear_algebra/SymmetricMatrix.hpp"

diff --git a/uno/ingredients/constraint_relaxation_strategies/FeasibilityRestoration.cpp b/uno/ingredients/constraint_relaxation_strategies/FeasibilityRestoration.cpp
@@ -4,7 +4,7 @@
 #include <functional>
 #include "FeasibilityRestoration.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategy.hpp"
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
 #include "ingredients/subproblems/Subproblem.hpp"
 #include "linear_algebra/SymmetricIndefiniteLinearSystem.hpp"
 #include "model/Model.hpp"

diff --git a/uno/ingredients/constraint_relaxation_strategies/FeasibilityRestoration.hpp b/uno/ingredients/constraint_relaxation_strategies/FeasibilityRestoration.hpp
@@ -6,6 +6,7 @@
 
 #include <memory>
 #include "ConstraintRelaxationStrategy.hpp"
+#include "ingredients/globalization_strategies/ProgressMeasures.hpp"
 #include "reformulation/OptimalityProblem.hpp"
 #include "reformulation/l1RelaxedProblem.hpp"
 

diff --git a/uno/ingredients/constraint_relaxation_strategies/l1Relaxation.cpp b/uno/ingredients/constraint_relaxation_strategies/l1Relaxation.cpp
@@ -4,7 +4,7 @@
 #include <cassert>
 #include "l1Relaxation.hpp"
 #include "ingredients/globalization_strategies/GlobalizationStrategy.hpp"
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
 #include "ingredients/subproblems/Subproblem.hpp"
 #include "optimization/Iterate.hpp"
 #include "optimization/WarmstartInformation.hpp"
@@ -166,7 +166,7 @@ namespace uno {
          DEBUG << "Further aggressively decrease the penalty parameter to " << this->penalty_parameter << '\n';
       }
       else {
-         DEBUG << RED << "l1Relaxation: all multipliers are almost 0. The penalty parameter won't be decreased" << RESET << '\n';
+         DEBUG << "l1Relaxation: all multipliers are almost 0. The penalty parameter won't be decreased\n";
       }
    }
 

diff --git a/uno/ingredients/constraint_relaxation_strategies/l1Relaxation.hpp b/uno/ingredients/constraint_relaxation_strategies/l1Relaxation.hpp
@@ -6,6 +6,8 @@
 
 #include <memory>
 #include "ConstraintRelaxationStrategy.hpp"
+#include "ingredients/globalization_strategies/ProgressMeasures.hpp"
+#include "optimization/Multipliers.hpp"
 #include "reformulation/l1RelaxedProblem.hpp"
 
 namespace uno {

diff --git a/uno/ingredients/globalization_mechanisms/GlobalizationMechanism.hpp b/uno/ingredients/globalization_mechanisms/GlobalizationMechanism.hpp
@@ -4,7 +4,7 @@
 #ifndef UNO_GLOBALIZATIONMECHANISM_H
 #define UNO_GLOBALIZATIONMECHANISM_H
 
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
 
 namespace uno {
    // forward declarations

diff --git a/uno/ingredients/globalization_strategies/l1MeritFunction.cpp b/uno/ingredients/globalization_strategies/l1MeritFunction.cpp
@@ -30,7 +30,7 @@ namespace uno {
       double constrained_predicted_reduction = l1MeritFunction::constrained_merit_function(predicted_reduction, objective_multiplier);
       DEBUG << "Constrained predicted reduction: " << constrained_predicted_reduction << '\n';
       if (constrained_predicted_reduction <= 0.) {
-         WARNING << YELLOW << "The direction is not a descent direction for the merit function. You should decrease the penalty parameter.\n" << RESET;
+         WARNING  << "The direction is not a descent direction for the merit function. You should decrease the penalty parameter.\n";
       }
       // compute current exact penalty
       const double current_merit_value = l1MeritFunction::constrained_merit_function(current_progress, objective_multiplier);

diff --git a/uno/ingredients/hessian_models/HessianModelFactory.cpp b/uno/ingredients/hessian_models/HessianModelFactory.cpp
@@ -0,0 +1,27 @@
+// Copyright (c) 2018-2024 Charlie Vanaret
+// Licensed under the MIT license. See LICENSE file in the project directory for details.
+
+#include "HessianModelFactory.hpp"
+#include "HessianModel.hpp"
+#include "ConvexifiedHessian.hpp"
+#include "ExactHessian.hpp"
+#include "ZeroHessian.hpp"
+#include "solvers/DirectSymmetricIndefiniteLinearSolver.hpp"
+
+namespace uno {
+   std::unique_ptr<HessianModel> HessianModelFactory::create(const std::string& hessian_model, size_t dimension, size_t maximum_number_nonzeros,
+         bool convexify, const Options& options) {
+      if (hessian_model == "exact") {
+         if (convexify) {
+            return std::make_unique<ConvexifiedHessian>(dimension, maximum_number_nonzeros + dimension, options);
+         }
+         else {
+            return std::make_unique<ExactHessian>(dimension, maximum_number_nonzeros, options);
+         }
+      }
+      else if (hessian_model == "zero") {
+         return std::make_unique<ZeroHessian>(dimension, options);
+      }
+      throw std::invalid_argument("Hessian model " + hessian_model + " does not exist");
+   }
+} // namespace
diff --git a/uno/ingredients/hessian_models/HessianModelFactory.hpp b/uno/ingredients/hessian_models/HessianModelFactory.hpp
@@ -6,34 +6,17 @@
 
 #include <memory>
 #include <string>
-#include "HessianModel.hpp"
-#include "ConvexifiedHessian.hpp"
-#include "ExactHessian.hpp"
-#include "ZeroHessian.hpp"
-#include "solvers/DirectSymmetricIndefiniteLinearSolver.hpp"
 
 namespace uno {
+   // forward declarations
+   class HessianModel;
+   class Options;
+
    class HessianModelFactory {
    public:
       static std::unique_ptr<HessianModel> create(const std::string& hessian_model, size_t dimension, size_t maximum_number_nonzeros,
             bool convexify, const Options& options);
    };
-
-   inline std::unique_ptr<HessianModel> HessianModelFactory::create(const std::string& hessian_model, size_t dimension, size_t maximum_number_nonzeros,
-         bool convexify, const Options& options) {
-      if (hessian_model == "exact") {
-         if (convexify) {
-            return std::make_unique<ConvexifiedHessian>(dimension, maximum_number_nonzeros + dimension, options);
-         }
-         else {
-            return std::make_unique<ExactHessian>(dimension, maximum_number_nonzeros, options);
-         }
-      }
-      else if (hessian_model == "zero") {
-         return std::make_unique<ZeroHessian>(dimension, options);
-      }
-      throw std::invalid_argument("Hessian model " + hessian_model + " does not exist");
-   }
 } // namespace
 
 #endif // UNO_HESSIANMODELFACTORY_H,
diff --git a/uno/ingredients/subproblems/inequality_constrained_methods/InequalityConstrainedMethod.cpp b/uno/ingredients/subproblems/inequality_constrained_methods/InequalityConstrainedMethod.cpp
@@ -2,7 +2,8 @@
 // Licensed under the MIT license. See LICENSE file in the project directory for details.
 
 #include "InequalityConstrainedMethod.hpp"
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
+#include "optimization/Iterate.hpp"
 #include "linear_algebra/Vector.hpp"
 #include "reformulation/l1RelaxedProblem.hpp"
 #include "options/Options.hpp"

diff --git a/uno/ingredients/subproblems/inequality_constrained_methods/LPSubproblem.cpp b/uno/ingredients/subproblems/inequality_constrained_methods/LPSubproblem.cpp
@@ -2,7 +2,7 @@
 // Licensed under the MIT license. See LICENSE file in the project directory for details.
 
 #include "LPSubproblem.hpp"
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
 #include "optimization/WarmstartInformation.hpp"
 #include "reformulation/OptimizationProblem.hpp"
 #include "solvers/LPSolver.hpp"
@@ -18,6 +18,8 @@ namespace uno {
          zero_hessian(SymmetricMatrix<size_t, double>::zero(number_variables)) {
    }
 
+   LPSubproblem::~LPSubproblem() { }
+
    void LPSubproblem::generate_initial_iterate(const OptimizationProblem& /*problem*/, Iterate& /*initial_iterate*/) {
    }
 

diff --git a/uno/ingredients/subproblems/inequality_constrained_methods/LPSubproblem.hpp b/uno/ingredients/subproblems/inequality_constrained_methods/LPSubproblem.hpp
@@ -16,6 +16,7 @@ namespace uno {
    public:
       LPSubproblem(size_t number_variables, size_t number_constraints, size_t number_objective_gradient_nonzeros, size_t number_jacobian_nonzeros,
             const Options& options);
+      ~LPSubproblem();
 
       void generate_initial_iterate(const OptimizationProblem& problem, Iterate& initial_iterate) override;
       void solve(Statistics& statistics, const OptimizationProblem& problem, Iterate& current_iterate,  const Multipliers& current_multipliers,

diff --git a/uno/ingredients/subproblems/inequality_constrained_methods/QPSubproblem.cpp b/uno/ingredients/subproblems/inequality_constrained_methods/QPSubproblem.cpp
@@ -2,7 +2,7 @@
 // Licensed under the MIT license. See LICENSE file in the project directory for details.
 
 #include "QPSubproblem.hpp"
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
 #include "ingredients/hessian_models/HessianModelFactory.hpp"
 #include "linear_algebra/SymmetricMatrix.hpp"
 #include "optimization/Iterate.hpp"
@@ -29,6 +29,8 @@ namespace uno {
                options)) {
    }
 
+   QPSubproblem::~QPSubproblem() { }
+
    void QPSubproblem::initialize_statistics(Statistics& statistics, const Options& options) {
       if (this->use_regularization) {
          statistics.add_column("regularization", Statistics::double_width, options.get_int("statistics_regularization_column_order"));

diff --git a/uno/ingredients/subproblems/inequality_constrained_methods/QPSubproblem.hpp b/uno/ingredients/subproblems/inequality_constrained_methods/QPSubproblem.hpp
@@ -15,6 +15,7 @@ namespace uno {
    public:
       QPSubproblem(size_t number_variables, size_t number_constraints, size_t number_objective_gradient_nonzeros, size_t number_jacobian_nonzeros,
             size_t number_hessian_nonzeros, const Options& options);
+      ~QPSubproblem();
 
       void initialize_statistics(Statistics& statistics, const Options& options) override;
       void generate_initial_iterate(const OptimizationProblem& problem, Iterate& initial_iterate) override;

diff --git a/uno/ingredients/subproblems/interior_point_methods/PrimalDualInteriorPointSubproblem.cpp b/uno/ingredients/subproblems/interior_point_methods/PrimalDualInteriorPointSubproblem.cpp
@@ -3,7 +3,8 @@
 
 #include <cmath>
 #include "PrimalDualInteriorPointSubproblem.hpp"
-#include "ingredients/subproblems/Direction.hpp"
+#include "optimization/Direction.hpp"
+#include "optimization/Iterate.hpp"
 #include "ingredients/hessian_models/HessianModelFactory.hpp"
 #include "linear_algebra/SparseStorageFactory.hpp"
 #include "solvers/DirectSymmetricIndefiniteLinearSolver.hpp"
@@ -49,12 +50,12 @@ namespace uno {
          l1_constraint_violation_coefficient(options.get_double("l1_constraint_violation_coefficient")) {
    }
 
-   inline void PrimalDualInteriorPointSubproblem::initialize_statistics(Statistics& statistics, const Options& options) {
+   void PrimalDualInteriorPointSubproblem::initialize_statistics(Statistics& statistics, const Options& options) {
       statistics.add_column("regularization", Statistics::double_width - 1, options.get_int("statistics_regularization_column_order"));
       statistics.add_column("barrier param.", Statistics::double_width - 1, options.get_int("statistics_barrier_parameter_column_order"));
    }
 
-   inline void PrimalDualInteriorPointSubproblem::generate_initial_iterate(const OptimizationProblem& problem, Iterate& initial_iterate) {
+   void PrimalDualInteriorPointSubproblem::generate_initial_iterate(const OptimizationProblem& problem, Iterate& initial_iterate) {
       if (problem.has_inequality_constraints()) {
          throw std::runtime_error("The problem has inequality constraints. Create an instance of HomogeneousEqualityConstrainedModel");
       }
@@ -497,7 +498,7 @@ namespace uno {
                }
             }
             else {
-               WARNING << YELLOW << "Barrier subproblem: the bounds are in the wrong order in the lower bound multiplier reset" << RESET << '\n';
+               WARNING << "Barrier subproblem: the bounds are in the wrong order in the lower bound multiplier reset\n";
             }
          }
 
@@ -515,7 +516,7 @@ namespace uno {
                }
             }
             else {
-               WARNING << YELLOW << "Barrier subproblem: the bounds are in the wrong order in the upper bound multiplier reset" << RESET << '\n';
+               WARNING << "Barrier subproblem: the bounds are in the wrong order in the upper bound multiplier reset\n";
             }
          }
       }

diff --git a/uno/model/BoundRelaxedModel.cpp b/uno/model/BoundRelaxedModel.cpp
@@ -0,0 +1,25 @@
+// Copyright (c) 2018-2024 Charlie Vanaret
+// Licensed under the MIT license. See LICENSE file in the project directory for details.
+
+#include "BoundRelaxedModel.hpp"
+#include "optimization/Iterate.hpp"
+#include "options/Options.hpp"
+
+namespace uno {
+   BoundRelaxedModel::BoundRelaxedModel(std::unique_ptr<Model> original_model, const Options& options):
+         Model(original_model->name + " -> bounds relaxed", original_model->number_variables, original_model->number_constraints,
+               original_model->objective_sign),
+         model(std::move(original_model)),
+         relaxation_factor(options.get_double("tolerance")) {
+   }
+
+   double BoundRelaxedModel::variable_lower_bound(size_t variable_index) const {
+      const double lower_bound = this->model->variable_lower_bound(variable_index);
+      return lower_bound - this->relaxation_factor * std::max(1., std::abs(lower_bound));
+   }
+
+   double BoundRelaxedModel::variable_upper_bound(size_t variable_index) const {
+      const double upper_bound = this->model->variable_upper_bound(variable_index);
+      return upper_bound + this->relaxation_factor * std::max(1., std::abs(upper_bound));
+   }
+} // namespace
diff --git a/uno/model/BoundRelaxedModel.hpp b/uno/model/BoundRelaxedModel.hpp
@@ -4,11 +4,13 @@
 #ifndef UNO_BOUNDRELAXEDMODEL_H
 #define UNO_BOUNDRELAXEDMODEL_H
 
+#include <memory>
 #include "Model.hpp"
-#include "optimization/Iterate.hpp"
-#include "options/Options.hpp"
 
 namespace uno {
+   // forward declaration
+   class Options;
+
    class BoundRelaxedModel: public Model {
    public:
       BoundRelaxedModel(std::unique_ptr<Model> original_model, const Options& options);
@@ -64,23 +66,6 @@ namespace uno {
       const std::unique_ptr<Model> model{};
       const double relaxation_factor;
    };
-
-   inline BoundRelaxedModel::BoundRelaxedModel(std::unique_ptr<Model> original_model, const Options& options):
-         Model(original_model->name + " -> bounds relaxed", original_model->number_variables, original_model->number_constraints,
-               original_model->objective_sign),
-         model(std::move(original_model)),
-         relaxation_factor(options.get_double("tolerance")) {
-   }
-
-   inline double BoundRelaxedModel::variable_lower_bound(size_t variable_index) const {
-      const double lower_bound = this->model->variable_lower_bound(variable_index);
-      return lower_bound - this->relaxation_factor * std::max(1., std::abs(lower_bound));
-   }
-
-   inline double BoundRelaxedModel::variable_upper_bound(size_t variable_index) const {
-      const double upper_bound = this->model->variable_upper_bound(variable_index);
-      return upper_bound + this->relaxation_factor * std::max(1., std::abs(upper_bound));
-   }
 } // namespace
 
 #endif // UNO_BOUNDRELAXEDMODEL_H