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unsafe impl Send for Subproblem {}
unsafe impl Sync for Subproblem {}
pub struct MMCFProblem {
pub multimodel: bool,
subs: Vec<Arc<RwLock<Subproblem>>>,
nvars: usize,
active_constraints: Vec<usize>,
pool: Option<ThreadPool>,
}
impl Subproblem {
fn evaluate<I>(&mut self, y: &[Real], active: I) -> Result<(Real, DVector, DVector)>
where
I: IntoIterator<Item = usize>,
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.map(RwLock::new)
.map(Arc::new)
.collect();
Ok(MMCFProblem {
multimodel: false,
subs: subproblems,
nvars: ncaps,
active_constraints: (0..ncaps).collect(),
pool: None,
})
}
/// Compute costs for a primal solution.
pub fn get_primal_costs(&self, fidx: usize, primals: &[DVector]) -> Real {
let sub = self.subs[fidx].read().unwrap();
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type Err = Error;
type Primal = Vec<DVector>;
type EvalResult = SimpleEvaluation<Vec<DVector>>;
fn num_variables(&self) -> usize {
self.nvars
self.active_constraints.len()
}
fn lower_bounds(&self) -> Option<Vec<Real>> {
Some(vec![0.0; self.nvars])
Some(vec![0.0; self.active_constraints.len()])
}
fn upper_bounds(&self) -> Option<Vec<Real>> {
None
}
fn num_subproblems(&self) -> usize {
if self.multimodel {
self.subs.len()
} else {
1
}
}
fn evaluate(&mut self, fidx: usize, y: &[Real], _nullstep_bound: Real, _relprec: Real) -> Result<Self::EvalResult> {
let (objective, subg, sol) = if self.multimodel {
let (objective, subg, sol) = self.subs[fidx].write().unwrap().evaluate(y, 0..self.nvars)?;
let (objective, subg, sol) = self.subs[fidx]
.write()
.unwrap()
.evaluate(y, self.active_constraints.iter().cloned())?;
(objective, subg, vec![sol])
} else {
let mut objective = 0.0;
let mut subg = dvec![0.0; self.nvars];
let mut subg = dvec![0.0; y.len()];
let mut sols = Vec::with_capacity(self.subs.len());
for sub in &mut self.subs {
let (obj, sg, sol) = sub.write().unwrap().evaluate(y, 0..self.nvars)?;
let (obj, sg, sol) = sub
.write()
.unwrap()
.evaluate(y, self.active_constraints.iter().cloned())?;
objective += obj;
subg.add_scaled(1.0, &sg);
sols.push(sol);
}
(objective, subg, sols)
};
Ok(SimpleEvaluation {
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I: Send + Copy + 'static,
{
if self.pool.is_none() {
self.start()
}
let y = y.clone();
let sub = self.subs[i].clone();
let nvars = self.nvars;
let active_constraints = self.active_constraints.clone();
self.pool
.as_ref()
.unwrap()
.execute(move || match sub.write().unwrap().evaluate(&y, 0..nvars) {
.execute(move || match sub.write().unwrap().evaluate(&y, active_constraints) {
Ok((objective, subg, primal)) => {
tx.send(Ok(EvalResult::ObjectiveValue {
index,
value: objective,
}))
.unwrap();
tx.send(Ok(EvalResult::Minorant {
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