nsajko
src/IPM/ipmdata.jl
changed.
src/IPM/MPC/MPC.jl
changed.
src/IPM/HSD/step.jl
changed.
src/IPM/MPC/step.jl
changed.
src/IPM/HSD/HSD.jl
changed.
Showing 5 of 5 files from the diff.
@@ -130,7 +130,7 @@
Loading
| 130 | 130 | c0 = pb.obj0 |
|
| 131 | 131 | if !pb.objsense |
|
| 132 | 132 | # Flip objective for maximization problem |
|
| 133 | - | c .= -c |
|
| 133 | + | c .= .-c |
|
| 134 | 134 | c0 = -c0 |
|
| 135 | 135 | end |
|
| 136 | 136 |
@@ -170,4 +170,4 @@
Loading
| 170 | 170 | u = [pb.uvar; uslack] |
|
| 171 | 171 | ||
| 172 | 172 | return IPMData(A, b, pb.objsense, c, c0, l, u) |
|
| 173 | - | end |
@@ -111,14 +111,12 @@
Loading
| 111 | 111 | # Lower-bound residual |
|
| 112 | 112 | # rl_j = l_j - (x_j - xl_j) if l_j ∈ R |
|
| 113 | 113 | # = 0 if l_j = -∞ |
|
| 114 | - | @. res.rl = (dat.l + pt.xl) - pt.x |
|
| 115 | - | res.rl .*= dat.lflag |
|
| 114 | + | @. res.rl = ((dat.l + pt.xl) - pt.x) * dat.lflag |
|
| 116 | 115 | ||
| 117 | 116 | # Upper-bound residual |
|
| 118 | 117 | # ru_j = u_j - (x_j + xu_j) if u_j ∈ R |
|
| 119 | 118 | # = 0 if u_j = +∞ |
|
| 120 | - | @. res.ru = dat.u - (pt.x + pt.xu) |
|
| 121 | - | res.ru .*= dat.uflag |
|
| 119 | + | @. res.ru = (dat.u - (pt.x + pt.xu)) * dat.uflag |
|
| 122 | 120 | ||
| 123 | 121 | # Dual residual |
|
| 124 | 122 | # rd = c - (A'y + zl - zu) |
@@ -188,8 +186,8 @@
Loading
| 188 | 186 | # Check for infeasibility certificates |
|
| 189 | 187 | if max( |
|
| 190 | 188 | norm(dat.A * pt.x, Inf), |
|
| 191 | - | norm((pt.x - pt.xl) .* dat.lflag, Inf), |
|
| 192 | - | norm((pt.x + pt.xu) .* dat.uflag, Inf) |
|
| 189 | + | norm((pt.x .- pt.xl) .* dat.lflag, Inf), |
|
| 190 | + | norm((pt.x .+ pt.xu) .* dat.uflag, Inf) |
|
| 193 | 191 | ) * (norm(dat.c, Inf) / max(1, norm(dat.b, Inf))) < - ϵi * dot(dat.c, pt.x) |
|
| 194 | 192 | # Dual infeasible, i.e., primal unbounded |
|
| 195 | 193 | mpc.primal_status = Sln_InfeasibilityCertificate |
@@ -197,7 +195,7 @@
Loading
| 197 | 195 | return nothing |
|
| 198 | 196 | end |
|
| 199 | 197 | ||
| 200 | - | δ = dat.A' * pt.y + (pt.zl .* dat.lflag) - (pt.zu .* dat.uflag) |
|
| 198 | + | δ = dat.A' * pt.y .+ (pt.zl .* dat.lflag) .- (pt.zu .* dat.uflag) |
|
| 201 | 199 | if norm(δ, Inf) * max( |
|
| 202 | 200 | norm(dat.l .* dat.lflag, Inf), |
|
| 203 | 201 | norm(dat.u .* dat.uflag, Inf), |
@@ -367,11 +365,11 @@
Loading
| 367 | 365 | # I. Recover positive primal-dual coordinates |
|
| 368 | 366 | δx = one(T) + max( |
|
| 369 | 367 | zero(T), |
|
| 370 | - | (-3 // 2) * minimum((pt.x - dat.l) .* dat.lflag), |
|
| 371 | - | (-3 // 2) * minimum((dat.u - pt.x) .* dat.uflag) |
|
| 368 | + | (-3 // 2) * minimum((pt.x .- dat.l) .* dat.lflag), |
|
| 369 | + | (-3 // 2) * minimum((dat.u .- pt.x) .* dat.uflag) |
|
| 372 | 370 | ) |
|
| 373 | - | pt.xl .= ((pt.x - dat.l) .+ δx) .* dat.lflag |
|
| 374 | - | pt.xu .= ((dat.u - pt.x) .+ δx) .* dat.uflag |
|
| 371 | + | @. pt.xl = ((pt.x - dat.l) + δx) * dat.lflag |
|
| 372 | + | @. pt.xu = ((dat.u - pt.x) + δx) * dat.uflag |
|
| 375 | 373 | ||
| 376 | 374 | z = dat.c - dat.A' * pt.y |
|
| 377 | 375 | #= |
@@ -385,8 +383,8 @@
Loading
| 385 | 383 | no | no | 0 | 0 | |
|
| 386 | 384 | ----+-----+--------+---------+ |
|
| 387 | 385 | =# |
|
| 388 | - | pt.zl .= ( z ./ (dat.lflag + dat.uflag)) .* dat.lflag |
|
| 389 | - | pt.zu .= (-z ./ (dat.lflag + dat.uflag)) .* dat.uflag |
|
| 386 | + | @. pt.zl = ( z / (dat.lflag + dat.uflag)) * dat.lflag |
|
| 387 | + | @. pt.zu = (-z / (dat.lflag + dat.uflag)) * dat.uflag |
|
| 390 | 388 | ||
| 391 | 389 | δz = one(T) + max(zero(T), (-3 // 2) * minimum(pt.zl), (-3 // 2) * minimum(pt.zu)) |
|
| 392 | 390 | pt.zl[dat.lflag] .+= δz |
@@ -58,7 +58,7 @@
Loading
| 58 | 58 | # Compute hx, hy, hz from first augmented system solve |
|
| 59 | 59 | hx = tzeros(Tv, n) |
|
| 60 | 60 | hy = tzeros(Tv, m) |
|
| 61 | - | ξ_ = dat.c - ((pt.zl ./ pt.xl) .* dat.l) .* dat.lflag - ((pt.zu ./ pt.xu) .* dat.u) .* dat.uflag |
|
| 61 | + | ξ_ = @. (dat.c - ((pt.zl / pt.xl) * dat.l) * dat.lflag - ((pt.zu / pt.xu) * dat.u) * dat.uflag) |
|
| 62 | 62 | KKT.solve!(hx, hy, hsd.kkt, dat.b, ξ_) |
|
| 63 | 63 | ||
| 64 | 64 | # Recover h0 = ρg + κ / τ - c'hx + b'hy - u'hz |
@@ -67,7 +67,7 @@
Loading
| 67 | 67 | h0 = ( |
|
| 68 | 68 | dot(dat.l .* dat.lflag, (dat.l .* θl) .* dat.lflag) |
|
| 69 | 69 | + dot(dat.u .* dat.uflag, (dat.u .* θu) .* dat.uflag) |
|
| 70 | - | - dot(c + (θl .* dat.l) .* dat.lflag + (θu .* dat.u) .* dat.uflag, hx) |
|
| 70 | + | - dot((@. (c + (θl * dat.l) * dat.lflag + (θu * dat.u) * dat.uflag)), hx) |
|
| 71 | 71 | + dot(b, hy) |
|
| 72 | 72 | + pt.κ / pt.τ |
|
| 73 | 73 | + hsd.regG |
@@ -77,9 +77,9 @@
Loading
| 77 | 77 | @timeit hsd.timer "Newton" solve_newton_system!(Δ, hsd, hx, hy, h0, |
|
| 78 | 78 | # Right-hand side of Newton system |
|
| 79 | 79 | res.rp, res.rl, res.ru, res.rd, res.rg, |
|
| 80 | - | -(pt.xl .* pt.zl) .* dat.lflag, |
|
| 81 | - | -(pt.xu .* pt.zu) .* dat.uflag, |
|
| 82 | - | -pt.τ * pt.κ |
|
| 80 | + | .-(pt.xl .* pt.zl) .* dat.lflag, |
|
| 81 | + | .-(pt.xu .* pt.zu) .* dat.uflag, |
|
| 82 | + | .-pt.τ * pt.κ |
|
| 83 | 83 | ) |
|
| 84 | 84 | ||
| 85 | 85 | # Step length for affine-scaling direction |
@@ -91,8 +91,8 @@
Loading
| 91 | 91 | @timeit hsd.timer "Newton" solve_newton_system!(Δ, hsd, hx, hy, h0, |
|
| 92 | 92 | # Right-hand side of Newton system |
|
| 93 | 93 | η .* res.rp, η .* res.rl, η .* res.ru, η .* res.rd, η * res.rg, |
|
| 94 | - | (-pt.xl .* pt.zl .+ γ * pt.μ .- Δ.xl .* Δ.zl) .* dat.lflag, |
|
| 95 | - | (-pt.xu .* pt.zu .+ γ * pt.μ .- Δ.xu .* Δ.zu) .* dat.uflag, |
|
| 94 | + | (.-pt.xl .* pt.zl .+ γ * pt.μ .- Δ.xl .* Δ.zl) .* dat.lflag, |
|
| 95 | + | (.-pt.xu .* pt.zu .+ γ * pt.μ .- Δ.xu .* Δ.zu) .* dat.uflag, |
|
| 96 | 96 | -pt.τ * pt.κ + γ * pt.μ - Δ.τ * Δ.κ |
|
| 97 | 97 | ) |
|
| 98 | 98 | α = max_step_length(pt, Δ) |
@@ -222,9 +222,9 @@
Loading
| 222 | 222 | ||
| 223 | 223 | @timeit hsd.timer "Δτ" Δ.τ = ( |
|
| 224 | 224 | ξg_ |
|
| 225 | - | + dot(dat.c |
|
| 226 | - | + ((pt.zl ./ pt.xl) .* dat.l) .* dat.lflag |
|
| 227 | - | + ((pt.zu ./ pt.xu) .* dat.u) .* dat.uflag |
|
| 225 | + | + dot((@. (dat.c |
|
| 226 | + | + ((pt.zl / pt.xl) * dat.l) * dat.lflag |
|
| 227 | + | + ((pt.zu / pt.xu) * dat.u) * dat.uflag)) |
|
| 228 | 228 | , Δ.x) |
|
| 229 | 229 | - dot(dat.b, Δ.y) |
|
| 230 | 230 | ) / h0 |
@@ -236,12 +236,10 @@
Loading
| 236 | 236 | ||
| 237 | 237 | # III. Recover Δxl, Δxu |
|
| 238 | 238 | @timeit hsd.timer "Δxl" begin |
|
| 239 | - | @. Δ.xl = -ξl + Δ.x - Δ.τ .* (dat.l .* dat.lflag) |
|
| 240 | - | Δ.xl .*= dat.lflag |
|
| 239 | + | @. Δ.xl = (-ξl + Δ.x - Δ.τ .* (dat.l .* dat.lflag)) * dat.lflag |
|
| 241 | 240 | end |
|
| 242 | 241 | @timeit hsd.timer "Δxu" begin |
|
| 243 | - | @. Δ.xu = ξu - Δ.x + Δ.τ .* (dat.u .* dat.uflag) |
|
| 244 | - | Δ.xu .*= dat.uflag |
|
| 242 | + | @. Δ.xu = ( ξu - Δ.x + Δ.τ .* (dat.u .* dat.uflag)) * dat.uflag |
|
| 245 | 243 | end |
|
| 246 | 244 | ||
| 247 | 245 | # IV. Recover Δzl, Δzu |
@@ -179,12 +179,10 @@
Loading
| 179 | 179 | ||
| 180 | 180 | # II. Recover Δxl, Δxu |
|
| 181 | 181 | @timeit mpc.timer "Δxl" begin |
|
| 182 | - | @. Δ.xl = -ξl + Δ.x |
|
| 183 | - | Δ.xl .*= dat.lflag |
|
| 182 | + | @. Δ.xl = (-ξl + Δ.x) * dat.lflag |
|
| 184 | 183 | end |
|
| 185 | 184 | @timeit mpc.timer "Δxu" begin |
|
| 186 | - | @. Δ.xu = ξu - Δ.x |
|
| 187 | - | Δ.xu .*= dat.uflag |
|
| 185 | + | @. Δ.xu = ( ξu - Δ.x) * dat.uflag |
|
| 188 | 186 | end |
|
| 189 | 187 | ||
| 190 | 188 | # III. Recover Δzl, Δzu |
@@ -259,8 +257,8 @@
Loading
| 259 | 257 | # Step length for affine-scaling direction |
|
| 260 | 258 | αp_aff, αd_aff = mpc.αp, mpc.αd |
|
| 261 | 259 | μₐ = ( |
|
| 262 | - | dot((pt.xl + αp_aff .* Δ.xl) .* dat.lflag, pt.zl + αd_aff .* Δ.zl) |
|
| 263 | - | + dot((pt.xu + αp_aff .* Δ.xu) .* dat.uflag, pt.zu + αd_aff .* Δ.zu) |
|
| 260 | + | dot((@. ((pt.xl + αp_aff * Δ.xl) * dat.lflag)), pt.zl .+ αd_aff .* Δ.zl) |
|
| 261 | + | + dot((@. ((pt.xu + αp_aff * Δ.xu) * dat.uflag)), pt.zu .+ αd_aff .* Δ.zu) |
|
| 264 | 262 | ) / pt.p |
|
| 265 | 263 | σ = clamp((μₐ / pt.μ)^3, sqrt(eps(T)), one(T) - sqrt(eps(T))) |
|
| 266 | 264 |
@@ -296,8 +294,8 @@
Loading
| 296 | 294 | αd_ = min(αd + δ, one(T)) |
|
| 297 | 295 | ||
| 298 | 296 | g = dot(pt.xl, pt.zl) + dot(pt.xu, pt.zu) |
|
| 299 | - | gₐ = dot((pt.xl + mpc.αp .* Δ.xl) .* dat.lflag, pt.zl + mpc.αd .* Δ.zl) + |
|
| 300 | - | dot((pt.xu + mpc.αp .* Δ.xu) .* dat.uflag, pt.zu + mpc.αd .* Δ.zu) |
|
| 297 | + | gₐ = dot((@. ((pt.xl + mpc.αp * Δ.xl) * dat.lflag)), pt.zl .+ mpc.αd .* Δ.zl) + |
|
| 298 | + | dot((@. ((pt.xu + mpc.αp * Δ.xu) * dat.uflag)), pt.zu .+ mpc.αd .* Δ.zu) |
|
| 301 | 299 | μ = (gₐ / g) * (gₐ / g) * (gₐ / pt.p) |
|
| 302 | 300 | ||
| 303 | 301 | # Newton RHS |
@@ -88,14 +88,12 @@
Loading
| 88 | 88 | # Lower-bound residual |
|
| 89 | 89 | # rl_j = τ*l_j - (x_j - xl_j) if l_j ∈ R |
|
| 90 | 90 | # = 0 if l_j = -∞ |
|
| 91 | - | @. res.rl = - pt.x + pt.xl + pt.τ * dat.l |
|
| 92 | - | res.rl .*= dat.lflag |
|
| 91 | + | @. res.rl = (- pt.x + pt.xl + pt.τ * dat.l) * dat.lflag |
|
| 93 | 92 | ||
| 94 | 93 | # Upper-bound residual |
|
| 95 | 94 | # ru_j = τ*u_j - (x_j + xu_j) if u_j ∈ R |
|
| 96 | 95 | # = 0 if u_j = +∞ |
|
| 97 | - | @. res.ru = - pt.x - pt.xu + pt.τ * dat.u |
|
| 98 | - | res.ru .*= dat.uflag |
|
| 96 | + | @. res.ru = (- pt.x - pt.xu + pt.τ * dat.u) * dat.uflag |
|
| 99 | 97 | ||
| 100 | 98 | # Dual residual |
|
| 101 | 99 | # rd = t*c - A'y - zl + zu |
@@ -173,8 +171,8 @@
Loading
| 173 | 171 | # Check for infeasibility certificates |
|
| 174 | 172 | if max( |
|
| 175 | 173 | norm(dat.A * pt.x, Inf), |
|
| 176 | - | norm((pt.x - pt.xl) .* dat.lflag, Inf), |
|
| 177 | - | norm((pt.x + pt.xu) .* dat.uflag, Inf) |
|
| 174 | + | norm((pt.x .- pt.xl) .* dat.lflag, Inf), |
|
| 175 | + | norm((pt.x .+ pt.xu) .* dat.uflag, Inf) |
|
| 178 | 176 | ) * (norm(dat.c, Inf) / max(1, norm(dat.b, Inf))) < - ϵi * dot(dat.c, pt.x) |
|
| 179 | 177 | # Dual infeasible, i.e., primal unbounded |
|
| 180 | 178 | hsd.primal_status = Sln_InfeasibilityCertificate |
@@ -182,7 +180,7 @@
Loading
| 182 | 180 | return nothing |
|
| 183 | 181 | end |
|
| 184 | 182 | ||
| 185 | - | δ = dat.A' * pt.y + (pt.zl .* dat.lflag) - (pt.zu .* dat.uflag) |
|
| 183 | + | δ = dat.A' * pt.y .+ (pt.zl .* dat.lflag) .- (pt.zu .* dat.uflag) |
|
| 186 | 184 | if norm(δ, Inf) * max( |
|
| 187 | 185 | norm(dat.l .* dat.lflag, Inf), |
|
| 188 | 186 | norm(dat.u .* dat.uflag, Inf), |
| Files | Coverage |
|---|---|
| src | 89.02% |
| Project Totals (43 files) | 89.02% |
3212011870
3212011870
3212011870
3212011870
3212011870
3212011870
3212011870
3212011870
3212011870
Sunburst
The inner-most circle is the entire project, moving away from the center are folders then, finally, a single file.
The size and color of each slice is representing the number of statements and the coverage, respectively.
Icicle
The top section represents the entire project. Proceeding with folders and finally individual files.
The size and color of each slice is representing the number of statements and the coverage, respectively.
