Changeset 1173

Timestamp:

08/02/08 09:24:27 (4 months ago)

Author:

dmitrey.kroshko

Message:

some ralg changes (handling out of dom cases) + "isNaNInConstraintsAllowed" parameter (for NLP/NSP problems) + update in tests/chain.py + some other changes

Files:

• trunk/openopt/scikits/openopt/Kernel/BaseProblem.py (modified) (1 diff)
• trunk/openopt/scikits/openopt/Kernel/Point.py (modified) (3 diffs)
• trunk/openopt/scikits/openopt/Kernel/runProbSolver.py (modified) (1 diff)
• trunk/openopt/scikits/openopt/solvers/UkrOpt/ralg_oo.py (modified) (8 diffs)
• trunk/openopt/scikits/openopt/tests/chain.py (modified) (2 diffs)

trunk/openopt/scikits/openopt/Kernel/BaseProblem.py

@@ -256 +256 @@
-        #self.check = Check()
-        self.args = args()
+        self.isNaNInConstraintsAllowed = False
-        self.consMode = 'all' # TODO: remove it?
-        #self.parallel = Parallel()

trunk/openopt/scikits/openopt/Kernel/Point.py

@@ -1 +1 @@
-# created by Dmitrey
-
+, where
-__docformat__ = "restructuredtext en"
-empty_arr = array(())
@@ -163 +163 @@
-                if any(self.c() > criticalResidualValue): return False
-
+            if not self.p.isNaNInConstraintsAllowed:
+                if oldPoint.__nnan__()  > self.__nnan__(): return True
+                elif oldPoint.__nnan__()  < self.__nnan__(): return False
+                # TODO: check me
+                if self.mr() <= self.p.contol and oldPointResidual <= self.p.contol and self.__nnan__() != 0: return self.mr() < oldPointResidual
+
-            if self.mr() < oldPointResidual and self.p.contol < oldPointResidual: return True
-
@@ -196 +202 @@
-            if any(self.c() > contol): return False
-        return True
+
+    def __nnan__(self):
+        # returns number of nans in constraints
+        r = 0
+        c = self.c()
+        if any(isnan(c)):
+            r += len(where(isnan(c))[0])
+        h = self.h()
+        if any(isnan(h)):
+            r += len(where(isnan(h))[0])
+        return r
+

trunk/openopt/scikits/openopt/Kernel/runProbSolver.py

@@ -58 +58 @@
-        elif hasattr(p, key):
-            setattr(p, key, value)
-
+ (this one has been not found in neither prob nor solver parameters)
-
-    p.iterValues = EmptyClass()

trunk/openopt/scikits/openopt/solvers/UkrOpt/ralg_oo.py

@@ -19 +19 @@
-    S = 0
-    T = float64
+
+    showLS = False
+    show_nnan = False
-    needRej = lambda self, p, b, g_dilated, g: norm(g_dilated)  < 1e-10*norm(g)
-    #checkTurnByGradient = True
@@ -47 +50 @@
-        x = x0.copy()
-        xPrevIter = x0.copy()
-start
+iter
-        prevIterPoint = p.point(x)
-
-start
+iter
-        if not any(g):
-            p.istop = SMALL_DF
@@ -74 +77 @@
-            doBackwardSearch = 1
-            for ls in xrange(p.maxLineSearch):
-
-                ls1 += 1
-                x -= hs * g1#dotwise
@@ -86 +88 @@
-
-                newPoint = p.point(x)
+                if self.show_nnan: p.info('ls: %d nnan: %d' % (ls, newPoint.__nnan__()))
-
-                if ls == 0:
@@ -144 +147 @@
-            if itn == 0:
-                g2 = self.__getRalgDirection__(newPoint)
-
-
+
+
+
+
+
-
-            # set dilation direction:
+            if sum(p.dotmult(g, g2))>0:
+                p.debugmsg('ralg warning: slope angle less than pi/2. No dilation for the iter.')
+                doDilation = False
-            if prevIterPointIsFeasible == currIterPointIsFeasible == True:
-                g1 = g2 - g
@@ -153 +162 @@
-                #doDilation = False
-                g1 = g2-g
-                if sum(p.dotmult(g, g2))>0:
-                    p.debugmsg('ralg warning: slope angle less than pi/2. No dilation for the iter.')
-                    doDilation = False
-            elif prevIterPointIsFeasible:
-                g1 = g2.copy()
@@ -198 +204 @@
-                    if currIterPointIsFeasible or not prevIterPointIsFeasible or cond_same_point: s2 = p.istop
-                    p.stopdict.pop(SMALL_DELTA_X)
+                if s2 and (any(isnan(iterPoint.c())) or any(isnan(iterPoint.h()))) \
+                and not p.isNaNInConstraintsAllowed\
+                and not cond_same_point:
+                    s2 = 0
-                if not s2 and any(p.stopdict.values()):
-                    for key,  val in p.stopdict.iteritems():
@@ -222 +232 @@
-        maxRes = point.mr()
-
-
+
+
+
-            dmr = point.dmr()
-            if self.S == 0:

trunk/openopt/scikits/openopt/tests/chain.py

@@ -113 +113 @@
-   return r
-
-1
+0
-r = p.solve('ralg')
-
@@ -124 +124 @@
-# 122  1.854e+02              -2.10
-#istop:  4 (|| F[k] - F[k-1] || < ftol)
-       
+    
-#objFunValue: 185.4275 (feasible, max constraint =  0.008)