/*
* Copyright (c) 2019, 2020 Frank Fischer <frank-fischer@shadow-soft.de>
*
* This program is free software: you can redistribute it and/or
* modify it under the terms of the GNU General Public License as
* published by the Free Software Foundation, either version 3 of the
* License, or (at your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>
*/
//! An asynchronous first-order oracle.
use crate::{Aggregatable, DVector, Minorant, Real};
use std::sync::Arc;
/// Channel to send evaluation results to.
pub trait ResultSender<P>: Send
where
P: FirstOrderProblem,
{
type Err: std::error::Error + Send;
/// Send a new objective `value`.
fn objective(&self, value: Real) -> Result<(), Self::Err>;
/// Send a new `minorant` with associated `primal`.
fn minorant(&self, minorant: Minorant<P::Primal>) -> Result<(), Self::Err>;
/// Send an error message.
fn error(&self, err: P::Err) -> Result<(), Self::Err>;
}
/// The subgradient extender is a callback used to update existing minorants
/// given their associated primal data.
pub type SubgradientExtender<P, E> = dyn FnMut(usize, &P, &[usize]) -> Result<DVector, E> + Send;
/// Channel to send problem updates to.
pub trait UpdateSender<P>: Send
where
P: FirstOrderProblem,
{
type Err: std::error::Error + Send;
/// Add new variables with given bounds.
///
/// The oracle must provide a "subgradient extension callback", that
/// computes subgradients for the given variables based on the associated
/// primals.
fn add_variables(
&self,
bounds: Vec<(Real, Real)>,
sgext: Box<SubgradientExtender<P::Primal, P::Err>>,
) -> Result<(), Self::Err>;
/// Send an error message.
fn error(&self, err: P::Err) -> Result<(), Self::Err>;
}
/// This trait provides information available in the
/// [`FirstOrderProblem::update`] method.
pub trait UpdateState<P>: Send + 'static {
/// Whether the last step was a descent step.
fn was_descent(&self) -> bool;
/// Whether the last step was a null step.
fn was_null(&self) -> bool {
!self.was_descent()
}
/// The (old) current center of stability.
fn center(&self) -> &DVector;
/// The candidate point.
///
/// After a descent step, i.e. if [`UpdateState::was_descent`] is `true`,
/// this is the new center of stability.
fn candidate(&self) -> &DVector;
/// The current aggregated primal information.
///
/// Return the aggregated primal information for the given subproblem.
fn aggregated_primal(&self, i: usize) -> &P;
}
/// Trait for implementing a first-order problem description.
///
/// Note that all computations made by an implementation are supposed to be
/// asynchronous.
pub trait FirstOrderProblem {
/// Error raised by this oracle.
type Err;
/// The primal information associated with a minorant.
type Primal: Aggregatable + Send + 'static;
/// Return the number of variables.
fn num_variables(&self) -> usize;
/// Return the lower bounds on the variables.
///
/// If no lower bounds are specified, $-\infty$ is assumed.
///
/// The lower bounds must be less then or equal the upper bounds.
fn lower_bounds(&self) -> Option<Vec<Real>> {
None
}
/**
* Return the upper bounds on the variables.
*
* If no lower bounds are specified, $+\infty$ is assumed.
*
* The upper bounds must be greater than or equal the upper bounds.
*/
fn upper_bounds(&self) -> Option<Vec<Real>> {
None
}
/// Return the number of subproblems.
///
/// The default implementation returns `1`.
fn num_subproblems(&self) -> usize {
1
}
/// Start background processes.
///
/// This method is called right before the solver starts the solution process.
/// It can be used to setup any background tasks required for the evaluation
/// of the subfunctions.
///
/// Remember that background processes should be cleaned up when the problem
/// is deleted (e.g. by implementing the [`Drop`] trait).
///
/// The default implementation does nothing.
fn start(&mut self) {}
/// Stop background processes.
///
/// This method is called right after the solver stops the solution process.
/// It can be used to stop any background tasks required for the evaluation
/// of the subfunctions.
///
/// A correct implementation of should cleanup all processes from the [`Drop`]
/// thread.
///
/// The default implementation does nothing.
fn stop(&mut self) {}
/// Start the evaluation of the i-th subproblem at the given point.
///
/// The results of the evaluation must be passed to the provided
/// `ResultSender`. In order to work correctly, the results should contain
/// at least (an upper bound on) the objective value at $y$ as well as at
/// least one subgradient centered at $y$ eventually.
///
/// Note that the evaluation can be done asynchronously. The function
/// `evaluate` may return immediately while the computation happens in a
/// background task. The background task should pass its result to the
/// sender `tx` and finally drop `tx` when the computation is finished.
fn evaluate<S>(&mut self, i: usize, y: Arc<DVector>, tx: S) -> Result<(), Self::Err>
where
S: ResultSender<Self> + 'static,
Self: Sized;
/// Called to update the problem.
///
/// This method is called regularly by the solver. The problem should send problem update
/// information (e.g. adding new variables) to the provided channel.
///
/// The updates might be generated asynchronously.
///
/// The default implementation does nothing.
fn update<U, S>(&mut self, _state: U, _tx: S) -> Result<(), Self::Err>
where
U: UpdateState<Self::Primal>,
S: UpdateSender<Self> + 'static,
Self: Sized,
{
Ok(())
}
}