RsBundle  Diff

     *
     * This is actually the time of the last call to `Solver::init`.
     */
    start_time : Instant,

    /// The master problem.
    master: Box<MasterProblem<MinorantIndex=usize>>,

    /// The active minorant indices for each subproblem.
    minorants: Vec<Vec<usize>>,
}


impl<P> Solver<P>
    where P : for <'a> FirstOrderProblem<'a>
{
    /**

            expected_progress: 0.0,
            cnt_descent: 0,
            cnt_null: 0,
            start_time: Instant::now(),
            master: match BoxedMasterProblem::<MinimalMaster>::new() {
                Ok(master) => Box::new(master),
                Err(err) => return Err(Error::Master(Box::new(err))),
            }
            },
            minorants: vec![],
        })
    }

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

            }
        }

        self.master.set_num_subproblems(m);
        self.master.set_vars(self.problem.num_variables(), lb, ub);
        self.master.set_max_updates(self.params.max_updates);

        self.minorants = vec![vec![]; m];

        self.cur_val = 0.0;
        for i in 0..m {
            let result = match self.problem.evaluate(i, &self.cur_y, INFINITY, 0.0) {
                Ok(r) => r,
                Err(err) => return Err(Error::Eval(Box::new(err))),
            };
            self.cur_vals[i] = result.objective();
            self.cur_val += self.cur_vals[i];

            let mut minorants = result.into_iter();
            if let Some(minorant) = minorants.next() {
                self.cur_mods[i] = minorant.constant;
                self.cur_mod += self.cur_mods[i];
                try!(self.master.add_minorant(i, minorant));
                self.minorants[i].push(try!(self.master.add_minorant(i, minorant)));
            } else {
                return Err(Error::NoMinorant);
            }
        }

        self.cur_valid = true;
        self.master.set_weight(1.0);

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


    /// Reduce size of bundle.
    fn compress_bundle(&mut self) {
    fn compress_bundle(&mut self) -> Result<()> {
        for i in 0..self.problem.num_subproblems() {
            let n = self.master.num_minorants(i);
            if n >= self.params.max_bundle_size {
                self.master.aggregate(0, &(self.params.max_bundle_size-2..n).collect::<Vec<_>>());
                let mut remove = self.minorants[i].split_off(self.params.max_bundle_size-2);
                swap(&mut remove, &mut self.minorants[i]);
                self.minorants[i].push(try!(self.master.aggregate(i, &remove)));
            }
        }
        Ok(())
    }

    /// Perform a descent step.
    fn descent_step(&mut self) {
        let new_weight = self.weighter.weight(&current_state!(self, Step::Descent), &self.params);
        self.master.set_weight(new_weight);
        self.cnt_descent += 1;

        }

        let m = self.problem.num_subproblems();
        let descent_bnd = self.get_descent_bound();
        let nullstep_bnd = if m == 1 { self.get_nullstep_bound() } else { INFINITY };
        let relprec = if m == 1 { self.get_relative_precision() } else { 0.0 };

        self.compress_bundle();
        try!(self.compress_bundle());

        let mut nxt_lb = 0.0;
        let mut nxt_ub = 0.0;
        for fidx in 0..self.problem.num_subproblems() {
            let result = match self.problem.evaluate(fidx, &self.nxt_y, nullstep_bnd, relprec) {
                Ok(r) => r,
                Err(err) => return Err(Error::Eval(Box::new(err))),

            nxt_lb += fun_lb;
            nxt_ub += fun_ub;
            self.nxt_vals[fidx] = fun_ub;

            // move center of minorant to cur_y
            nxt_minorant.move_center(-1.0, &self.nxt_d);
            self.new_cutval += nxt_minorant.constant;
            try!(self.master.add_minorant(fidx, nxt_minorant));
            self.minorants[fidx].push(try!(self.master.add_minorant(fidx, nxt_minorant)));
        }

        if self.new_cutval > self.cur_val + 1e-3 {
            warn!("New minorant has higher value in center new:{} old:{}", self.new_cutval, self.cur_val);
            self.cur_val = self.new_cutval;
        }