RsBundle  Diff

//! The main bundle method solver.

use crate::{Aggregatable, DVector, Real};
use crate::{Evaluation, FirstOrderProblem, HKWeighter, Update};

use crate::master::CplexMaster;
use crate::master::{
use crate::master::{BoxedMasterProblem, MasterProblem, MinimalMaster};
    BoxedMasterProblem, Error as MasterProblemError, MasterProblem, MinimalMaster, UnconstrainedMasterProblem,
};

use log::{debug, info, warn};

use std::error::Error;
use std::f64::{INFINITY, NEG_INFINITY};
use std::fmt;
use std::mem::swap;
use std::result::Result;
use std::time::Instant;

/// A solver error.
#[derive(Debug)]
pub enum SolverError<E> {
pub enum SolverError<E, MErr> {
    /// An error occurred during oracle evaluation.
    Evaluation(E),
    /// An error occurred during oracle update.
    Update(E),
    /// An error has been raised by the master problem.
    Master(MasterProblemError),
    Master(MErr),
    /// The oracle did not return a minorant.
    NoMinorant,
    /// The dimension of some data is wrong.
    Dimension,
    /// Some parameter has an invalid value.
    Parameter(ParameterError),
    /// The lower bound of a variable is larger than the upper bound.
    InvalidBounds { lower: Real, upper: Real },
    /// The value of a variable is outside its bounds.
    ViolatedBounds { lower: Real, upper: Real, value: Real },
    /// The variable index is out of bounds.
    InvalidVariable { index: usize, nvars: usize },
    /// Iteration limit has been reached.
    IterationLimit { limit: usize },
}

impl<E: fmt::Display> fmt::Display for SolverError<E> {
impl<E, MErr> fmt::Display for SolverError<E, MErr>
where
    E: fmt::Display,
    MErr: fmt::Display,
{
    fn fmt(&self, fmt: &mut fmt::Formatter) -> Result<(), fmt::Error> {
        use self::SolverError::*;
        match self {
            Evaluation(err) => write!(fmt, "Oracle evaluation failed: {}", err),
            Update(err) => write!(fmt, "Oracle update failed: {}", err),
            Master(err) => write!(fmt, "Master problem failed: {}", err),
            NoMinorant => write!(fmt, "The oracle did not return a minorant"),

                write!(fmt, "Variable index out of bounds, got:{} must be < {}", index, nvars)
            }
            IterationLimit { limit } => write!(fmt, "The iteration limit of {} has been reached.", limit),
        }
    }
}

impl<E: Error + 'static> Error for SolverError<E> {
impl<E, MErr> Error for SolverError<E, MErr>
where
    E: Error + 'static,
    MErr: Error + 'static,
{
    fn source(&self) -> Option<&(dyn Error + 'static)> {
        match self {
            SolverError::Evaluation(err) => Some(err),
            SolverError::Update(err) => Some(err),
            SolverError::Master(err) => Some(err),
            _ => None,
        }
    }
}

impl<E> From<ParameterError> for SolverError<E> {
    fn from(err: ParameterError) -> SolverError<E> {
impl<E, MErr> From<MErr> for SolverError<E, MErr> {
    fn from(err: MErr) -> SolverError<E, MErr> {
        SolverError::Parameter(err)
    }
}

impl<E> From<MasterProblemError> for SolverError<E> {
    fn from(err: MasterProblemError) -> SolverError<E> {
        SolverError::Master(err)
    }
}

/**
 * The current state of the bundle method.
 *

}

impl<P, M> Solver<P, M>
where
    P: FirstOrderProblem,
    P::Err: Into<Box<std::error::Error + Send + Sync + 'static>>,
    M: MasterProblem<MinorantIndex = usize>,
    M::Err: Into<Box<std::error::Error + Send + Sync + 'static>>,
{
    /**
     * Create a new solver for the given problem.
     *
     * Note that the solver owns the problem, so you cannot use the
     * same problem description elsewhere as long as it is assigned to
     * the solver. However, it is possible to get a reference to the
     * internally stored problem using `Solver::problem()`.
     */
    pub fn new_params(problem: P, params: SolverParams) -> Result<Solver<P, M>, SolverError<P::Err>> {
    pub fn new_params(problem: P, params: SolverParams) -> Result<Solver<P, M>, SolverError<P::Err, M::Err>> {
        let master: M = M::new()?;
        Ok(Solver {
            problem,
            params,
            terminator: Box::new(StandardTerminator {
                termination_precision: 1e-3,
            }),
            weighter: Box::new(HKWeighter::new()),

            nxt_mods: dvec![],
            new_cutval: 0.0,
            sgnorm: 0.0,
            expected_progress: 0.0,
            cnt_descent: 0,
            cnt_null: 0,
            start_time: Instant::now(),
            master: master,
            master: M::new()?,
            minorants: vec![],
            iterinfos: vec![],
        })
    }

    /// A new solver with default parameter.
    pub fn new(problem: P) -> Result<Solver<P, M>, SolverError<P::Err>> {
    pub fn new(problem: P) -> Result<Solver<P, M>, SolverError<P::Err, M::Err>> {
        Solver::new_params(problem, SolverParams::default())
    }

    /**
     * Set the first order problem description associated with this
     * solver.
     *

    /// Returns a reference to the solver's current problem.
    pub fn problem(&self) -> &P {
        &self.problem
    }

    /// Initialize the solver.
    pub fn init(&mut self) -> Result<(), SolverError<P::Err>> {
        self.params.check()?;
    pub fn init(&mut self) -> Result<(), SolverError<P::Err, M::Err>> {
        self.params.check().map_err(SolverError::Parameter)?;
        if self.cur_y.len() != self.problem.num_variables() {
            self.cur_valid = false;
            self.cur_y.init0(self.problem.num_variables());
        }

        let lb = self.problem.lower_bounds();
        let ub = self.problem.upper_bounds();

        Ok(())
    }

    /// Solve the problem with at most 10_000 iterations.
    ///
    /// Use `solve_with_limit` for an explicit iteration limit.
    pub fn solve(&mut self) -> Result<(), SolverError<P::Err>> {
    pub fn solve(&mut self) -> Result<(), SolverError<P::Err, M::Err>> {
        const LIMIT: usize = 10_000;
        self.solve_with_limit(LIMIT)
    }

    /// Solve the problem with explicit iteration limit.
    pub fn solve_with_limit(&mut self, iter_limit: usize) -> Result<(), SolverError<P::Err>> {
    pub fn solve_with_limit(&mut self, iter_limit: usize) -> Result<(), SolverError<P::Err, M::Err>> {
        // First initialize the internal data structures.
        self.init()?;

        if self.solve_iter(iter_limit)? {
            Ok(())
        } else {
            Err(SolverError::IterationLimit { limit: iter_limit })
        }
    }

    /// Solve the problem but stop after `niter` iterations.
    ///
    /// The function returns `Ok(true)` if the termination criterion
    /// has been satisfied. Otherwise it returns `Ok(false)` or an
    /// error code.
    ///
    /// If this function is called again, the solution process is
    /// continued from the previous point. Because of this one must
    /// call `init()` before the first call to this function.
    pub fn solve_iter(&mut self, niter: usize) -> Result<bool, SolverError<P::Err>> {
    pub fn solve_iter(&mut self, niter: usize) -> Result<bool, SolverError<P::Err, M::Err>> {
        for _ in 0..niter {
            let mut term = self.step()?;
            let changed = self.update_problem(term)?;
            // do not stop if the problem has been changed
            if changed && term == Step::Term {
                term = Step::Null
            }
            self.show_info(term);
            if term == Step::Term {
                return Ok(true);
            }
        }
        Ok(false)
    }

    /// Called to update the problem.
    ///
    /// Calling this function typically triggers the problem to
    /// separate new constraints depending on the current solution.
    fn update_problem(&mut self, term: Step) -> Result<bool, SolverError<P::Err>> {
    fn update_problem(&mut self, term: Step) -> Result<bool, SolverError<P::Err, M::Err>> {
        let updates = {
            let state = UpdateState {
                minorants: &self.minorants,
                step: term,
                iteration_info: &self.iterinfos,
                // this is a dirty trick: when updating the center, we
                // simply swapped the `cur_*` fields with the `nxt_*`

    /**
     * Initializes the master problem.
     *
     * The oracle is evaluated once at the initial center and the
     * master problem is initialized with the returned subgradient
     * information.
     */
    fn init_master(&mut self) -> Result<(), SolverError<P::Err>> {
    fn init_master(&mut self) -> Result<(), SolverError<P::Err, M::Err>> {
        let m = self.problem.num_subproblems();

        let lb = self.problem.lower_bounds().map(DVector);
        let ub = self.problem.upper_bounds().map(DVector);

        if lb
            .as_ref()

        debug!("Init master completed");

        Ok(())
    }

    /// Solve the model (i.e. master problem) to compute the next candidate.
    fn solve_model(&mut self) -> Result<(), SolverError<P::Err>> {
    fn solve_model(&mut self) -> Result<(), SolverError<P::Err, M::Err>> {
        self.master.solve(self.cur_val)?;
        self.nxt_d = self.master.get_primopt();
        self.nxt_y.add(&self.cur_y, &self.nxt_d);
        self.nxt_mod = self.master.get_primoptval();
        self.sgnorm = self.master.get_dualoptnorm2().sqrt();
        self.expected_progress = self.cur_val - self.nxt_mod;

        debug!("  cur_val ={}", self.cur_val);
        debug!("  nxt_mod ={}", self.nxt_mod);
        debug!("  expected={}", self.expected_progress);
        Ok(())
    }

    /// Reduce size of bundle.
    fn compress_bundle(&mut self) -> Result<(), SolverError<P::Err>> {
    fn compress_bundle(&mut self) -> Result<(), SolverError<P::Err, M::Err>> {
        for i in 0..self.problem.num_subproblems() {
            let n = self.master.num_minorants(i);
            if n >= self.params.max_bundle_size {
                // aggregate minorants with smallest coefficients
                self.minorants[i].sort_by_key(|m| -((1e6 * m.multiplier) as isize));
                let aggr = self.minorants[i].split_off(self.params.max_bundle_size - 2);
                let aggr_sum = aggr.iter().map(|m| m.multiplier).sum();

                });
            }
        }
        Ok(())
    }

    /// Perform a descent step.
    fn descent_step(&mut self) -> Result<(), SolverError<P::Err>> {
    fn descent_step(&mut self) -> Result<(), SolverError<P::Err, M::Err>> {
        let new_weight = self.weighter.weight(&current_state!(self, Step::Descent), &self.params);
        self.master.set_weight(new_weight)?;
        self.cnt_descent += 1;
        swap(&mut self.cur_y, &mut self.nxt_y);
        swap(&mut self.cur_val, &mut self.nxt_val);
        swap(&mut self.cur_mod, &mut self.nxt_mod);
        swap(&mut self.cur_vals, &mut self.nxt_vals);
        swap(&mut self.cur_mods, &mut self.nxt_mods);
        self.master.move_center(1.0, &self.nxt_d);
        debug!("Descent Step");
        debug!("  dir ={}", self.nxt_d);
        debug!("  newy={}", self.cur_y);
        Ok(())
    }

    /// Perform a null step.
    fn null_step(&mut self) -> Result<(), SolverError<P::Err>> {
    fn null_step(&mut self) -> Result<(), SolverError<P::Err, M::Err>> {
        let new_weight = self.weighter.weight(&current_state!(self, Step::Null), &self.params);
        self.master.set_weight(new_weight)?;
        self.cnt_null += 1;
        debug!("Null Step");
        Ok(())
    }

    /// Perform one bundle iteration.
    #[allow(clippy::collapsible_if)]
    pub fn step(&mut self) -> Result<Step, SolverError<P::Err>> {
    pub fn step(&mut self) -> Result<Step, SolverError<P::Err, M::Err>> {
        self.iterinfos.clear();

        if !self.cur_valid {
            // current point needs new evaluation
            self.init_master()?;
        }