overhauled physics engine
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Dynamitos
Vendored
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/* -------------------------------------------------------------
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This file is a component of SDPA
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Copyright (C) 2004-2013 SDPA Project
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation; either version 2 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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------------------------------------------------------------- */
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/*--------------------------------------------------
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sdpa_solve.cpp
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--------------------------------------------------*/
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#include "sdpa_call.h"
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#include "sdpa_linear.h"
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#include "sdpa_io.h"
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using namespace sdpa;
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void SDPA::initializeSolve()
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{
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TimeStart(FILE_CHANGE_START1);
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TimeEnd(FILE_CHANGE_END1);
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com.FileChange += TimeCal(FILE_CHANGE_START1,
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FILE_CHANGE_END1);
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com.TotalTime += TimeCal(FILE_CHANGE_START1,
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FILE_CHANGE_END1);
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inputData.initialize_index();
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// rMessage("inputData = "); inputData.display();
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currentPt.initialize(m, bs);
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currentPt.makeCliques(bs, inputData);
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// rMessage("order = "); currentPt.order.display();
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currentPt.order.displayStatistics(Display, currentPt.cholmodSpace);
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currentPt.order.displayStatistics(fpout, currentPt.cholmodSpace);
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currentPt.setInitialPoint(bs, param.lambdaStar);
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inputData.assignAgg(currentPt.cholmodSpace);
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inputData.assignBlockIndex(currentPt.order);
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currentPt.cholmodSpace.assignBlockIndex(currentPt.order);
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// rMessage("currentPt.initial = "); currentPt.display();
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newton.initialize(m,bs);
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int nBlock2 = bs.SDP_nBlock + bs.LP_nBlock;
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chordal.initialize(&newton.sparse_bMat);
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chordal.ordering_bMat(m, nBlock2, inputData, Display, fpout);
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newton.initialize_bMat(m, chordal, inputData, Display, fpout);
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mu.initialize(param.lambdaStar);
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TimeStart(UPDATE_START);
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currentPt.cholmodSpace.computeResiduals(inputData, currentPt.order);
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TimeEnd(UPDATE_END);
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com.updateRes += TimeCal(UPDATE_START,UPDATE_END);
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// currentPt.cholmodSpace.display();
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// inputData.display();
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currentRes.initialize();
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currentRes.update(currentPt.cholmodSpace);
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currentRes.copyToInit();
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// rMessage("currentRes = "); currentRes.display();
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beta.initialize(param.betaStar);
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theta.initialize(param, currentRes);
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solveInfo.initialize(inputData, currentPt, mu.initial,
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param.omegaStar);
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phase.initialize(currentRes, solveInfo, param, currentPt.nDim);
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// writeInputSparse((char*)"tmp.dat-s",(char*)"%+8.3e");
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}
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void SDPA::solve()
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{
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pIteration = 0;
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TimeStart(MAIN_LOOP_START1);
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IO::printHeader(fpout,Display);
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while (phase.updateCheck(currentRes, solveInfo, param)
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&& pIteration < param.maxIteration) {
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// Mehrotra's Predictor
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TimeEnd(THIS_ITERATION_TIME);
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#if 0
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rMessage("++ " << pIteration << " turn ++ with "
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<< TimeCal(MAIN_LOOP_START1, THIS_ITERATION_TIME)
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<< " seconds in main loop");
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#endif
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TimeStart(MEHROTRA_PREDICTOR_START1);
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// set variable of Mehrotra
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reduction.MehrotraPredictor(phase);
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beta.Predictor(phase, reduction, param);
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// rMessage("reduction = "); reduction.display();
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// rMessage("phase = "); phase.display();
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// rMessage("beta.predictor.value = " << beta.value);
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// rMessage(" mu = " << mu.current);
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// rMessage("currentPt = "); currentPt.display();
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// rMessage("currentRes = "); currentRes.display();
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// inputData.display();
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bool isSuccessCholesky;
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isSuccessCholesky = newton.Mehrotra(Newton::PREDICTOR,
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m, inputData, chordal,
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currentPt, currentRes,
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mu, beta, reduction,
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phase, com,
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Display, fpout);
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if (isSuccessCholesky == false) {
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break;
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}
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#if 0
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newton.checkDirection(m, inputData, currentPt, currentRes,
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mu, beta, reduction, phase, com, Display, fpout);
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#endif
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// rMessage("order = "); currentPt.order.display();
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// rMessage("currentPt.cholmodSpace = "); currentPt.cholmodSpace.display();
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TimeEnd(MEHROTRA_PREDICTOR_END1);
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com.Predictor += TimeCal(MEHROTRA_PREDICTOR_START1,
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MEHROTRA_PREDICTOR_END1);
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TimeStart(STEP_PRE_START1);
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alpha.MehrotraPredictor(inputData, currentPt, phase, reduction,
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mu, theta, param, com);
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// rMessage("alpha predictor = "); alpha.display();
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TimeStart(STEP_PRE_END1);
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com.StepPredictor += TimeCal(STEP_PRE_START1,STEP_PRE_END1);
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// rMessage("alphaStar = " << param.alphaStar);
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IO::printOneIteration(pIteration, mu, theta, solveInfo,
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alpha, beta, fpout, Display);
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if (currentPt.update(alpha,com)==false) {
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// if step length is too short,
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// we finish algorithm
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rMessage("cannot move");
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pIteration++;
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break;
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}
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// rMessage("currentPt = ");
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// currentPt.display();
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// rMessage("updated");
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const double old_mu = mu.current;
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theta.update(reduction,alpha);
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// rMessage("theta = "); theta.display();
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// rMessage("Before mu update");
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mu.update(currentPt);
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// rMessage("mu = "); mu.display();
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currentPt.cholmodSpace.computeResiduals(inputData, currentPt.order);
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currentRes.update(currentPt.cholmodSpace);
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// rMessage("currentPt = "); currentPt.display();
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theta.update_exact(currentRes, param);
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// rMessage("theta.exact = "); theta.display();
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solveInfo.update(inputData, currentPt, currentRes, mu, theta, param);
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// printDimacsEasy();
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pIteration++;
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// rMessage("currentPt = "); currentPt.display();
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// rMessage("No Centering"); continue;
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// Centering
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if ((alpha.primal < 0.3)
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||(alpha.dual < 0.3)
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||((phase.value == SolveInfo::pdFEAS)
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&&(old_mu * 0.5 < mu.current))) {
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TimeStart(CORRECTOR_START1);
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reduction.MehrotraPredictor(phase);
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#if 1
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beta.Centering();
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#else
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beta.MehrotraCorrector(phase, alpha, currentPt, mu, param);
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rMessage("beta = "); beta.display();
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#endif
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isSuccessCholesky = newton.Mehrotra(Newton::PREDICTOR,
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m, inputData, chordal,
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currentPt, currentRes,
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mu, beta, reduction,
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phase, com,
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Display, fpout);
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if (isSuccessCholesky == false) {
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break;
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}
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TimeEnd(CORRECTOR_END1);
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com.Corrector += TimeCal(CORRECTOR_START1, CORRECTOR_END1);
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TimeStart(CORRECTOR_STEP_START1);
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#if 0
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newton.checkDirection(m, inputData, currentPt, currentRes,
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mu, beta, reduction, phase, com, Display, fpout);
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#endif
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alpha.Centering(currentPt, param, com);
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TimeEnd(CORRECTOR_STEP_END1);
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com.StepCorrector += TimeCal(CORRECTOR_STEP_START1,
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CORRECTOR_STEP_END1);
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IO::printOneIteration(pIteration, mu, theta, solveInfo,
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alpha, beta, fpout, Display);
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if (currentPt.update(alpha,com)==false) {
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// if step length is too short,
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// we finish algorithm
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rMessage("cannot move");
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pIteration++;
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break;
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}
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theta.update(reduction,alpha);
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mu.update(currentPt);
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currentPt.cholmodSpace.computeResiduals(inputData, currentPt.order);
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currentRes.update(currentPt.cholmodSpace);
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theta.update_exact(currentRes, param);
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solveInfo.update(inputData, currentPt, currentRes, mu, theta, param);
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// printDimacsEasy();
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pIteration++;
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}
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} // end of MAIN_LOOP
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if (pIteration == param.maxIteration) {
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rMessage("maxIteration is reached");
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}
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TimeEnd(MAIN_LOOP_END1);
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com.MainLoop = TimeCal(MAIN_LOOP_START1,
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MAIN_LOOP_END1);
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com.TotalTime += com.MainLoop;
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currentRes.update(currentPt.cholmodSpace);
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#if REVERSE_PRIMAL_DUAL
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Lal::let(currentPt.cholmodSpace.yVec,
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'=',currentPt.cholmodSpace.yVec,'*',&DMONE);
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phase.reverse();
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#endif
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IO::printLastInfo(pIteration, mu, theta, solveInfo, alpha, beta,
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currentRes, phase, currentPt,
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inputData, com.TotalTime, com,
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param, fpout, Display);
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bool Xmake = IO::judgeXmake(param);
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bool Zmake = IO::judgeZmake(param);
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currentPt.makeFinalSolution(Xmake, Zmake, bs);
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IO::printSolution(bs, currentPt, param, fpout, Xmake, Zmake);
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// com.display(fpout);
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if (Display) {
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fprintf(Display, " main loop time = %.6f\n",com.MainLoop);
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fprintf(Display, " total time = %.6f\n",com.TotalTime);
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fprintf(Display, "file check time = %.6f\n",com.FileCheck);
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fprintf(Display, "file change time = %.6f\n",com.FileChange);
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fprintf(Display, "file read time = %.6f\n",com.FileRead);
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}
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if (fpout) {
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fprintf(fpout, " main loop time = %.6f\n",com.MainLoop);
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fprintf(fpout, " total time = %.6f\n",com.TotalTime);
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fprintf(fpout, " file check time = %.6f\n",com.FileCheck);
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fprintf(fpout, " file change time = %.6f\n",com.FileChange);
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fprintf(fpout, " file read time = %.6f\n",com.FileRead);
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}
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}
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