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let value = if lower > 0.0 {
lower
} else if upper < 0.0 {
upper
} else {
0.0
};
newvars.push((lower - value, upper - value));
newvars.push((lower - value, upper - value, value));
}
Update::AddVariableValue { lower, upper, value } => {
if lower > upper {
return Err(Error::InvalidBounds(lower, upper));
}
if value < lower || value > upper {
return Err(Error::ViolatedBounds(lower, upper, value));
}
newvars.push((lower - value, upper - value));
newvars.push((lower - value, upper - value, value));
}
}
}
if !newvars.is_empty() {
let mut problem = &mut self.problem;
let minorants = &self.minorants;
self.master.add_vars(&newvars,
self.master.add_vars(&newvars.iter().map(|v| (v.1, v.2)).collect::<Vec<_>>(),
&mut move |fidx, minidx, vars| {
problem.extend_subgradient(minorants[fidx][minidx].primal.as_ref().unwrap(), vars)
.map(DVector)
.unwrap()
});
let newn = self.cur_y.len() + newvars.len();
self.cur_y.resize(newn, 0.0);
self.cur_y.extend(newvars.iter().map(|v| v.2));
self.nxt_d.resize(newn, 0.0);
self.nxt_y.resize(newn, 0.0);
self.nxt_y.extend(newvars.iter().map(|v| v.2));
Ok(true)
} else {
Ok(false)
}
}
/// Return the current aggregated primal information for a subproblem.
|