RsBundle  Diff

    Descent,
    /// No step but the algorithm has been terminated.
    Term,
}


/// Information about a minorant.
#[derive(Debug, Clone)]
struct MinorantInfo<Pr> {
    /// The minorant's index in the master problem
    index: usize,
    /// Current multiplier.
    multiplier: usize,
    /// Primal associated with this minorant.
    primal: Option<Pr>,
}

/**
 * Implementation of a bundle method.
 */
pub struct Solver<P, Pr, E>
    where P : for <'a> FirstOrderProblem<'a,Primal=Pr,EvalResult=E>,
          E : Evaluation<Pr>,
{
    /// The first order problem description.
    problem : P,

    /// The solver parameter.
    pub params : SolverParams,

     */
    start_time : Instant,

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

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


impl<P, Pr, E> Solver<P, Pr, E>
    where P : for <'a> FirstOrderProblem<'a, Primal=Pr,EvalResult=E>,
          E : Evaluation<Pr>
{
    /**
     * 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, Pr, E>> {
        Ok(Solver{
            problem: problem,
            params:  params,
            terminator: Box::new(StandardTerminator { termination_precision: 1e-3 }),
            weighter: Box::new(HKWeighter::new()),
            cur_y : dvec![],
            cur_val : 0.0,

                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,Pr,E>> {
        Solver::new_params(problem, SolverParams::default())
    }

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

            }
        }

        try!(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::with_capacity(m);
        for _ in 0..m { self.minorants.push(vec![]); }

        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, primal)) = minorants.next() {
                self.cur_mods[i] = minorant.constant;
                self.cur_mod += self.cur_mods[i];
                self.minorants[i].push(MinorantInfo {
                    index: try!(self.master.add_minorant(i, minorant)),
                    multiplier: 0,
                    primal: Some(primal),
                });
            } else {
                return Err(Error::NoMinorant);
            }
        }

        self.cur_valid = true;

        for i in 0..self.problem.num_subproblems() {
            let n = self.master.num_minorants(i);
            if n >= self.params.max_bundle_size {
                for m in self.minorants[i].iter_mut() {
                    m.multiplier = (1e6 * self.master.multiplier(m.index)) as usize;
                }
                self.minorants[i].sort_by_key(|m| -(m.multiplier as isize));
                let aggr = self.minorants[i].split_off(self.params.max_bundle_size-2);
                let (aggr_mins, aggr_primals) : (Vec<_>, Vec<_>) = aggr.into_iter().map(|m| {
                    (m.index, m.primal.unwrap())
                }).unzip();
                let (aggr_min, aggr_coeffs) = try!(self.master.aggregate(i, &aggr_mins));
                self.minorants[i].push(MinorantInfo{
                    index: aggr_min,
                    multiplier: 0,
                    primal: Some(self.problem.aggregate_primals(&aggr_coeffs, aggr_primals)),
                });
            }
        }
        Ok(())
    }

    /// Perform a descent step.

        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");
    }

    /// Perform one bundle iteration.
    pub fn step(&mut self) -> Result<Step>
    {
        if !self.cur_valid {
            // current point needs new evaluation
            try!(self.init_master());
        }

        try!(self.solve_model());
        if self.terminator.terminate(&current_state!(self, Step::Term), &self.params) {

                Ok(r) => r,
                Err(err) => return Err(Error::Eval(Box::new(err))),
            };

            let fun_ub = result.objective();

            let mut minorants = result.into_iter();
            let mut nxt_minorant;
            let nxt_primal;
            match minorants.next() {
                Some((m, p)) => {
                    nxt_minorant = m;
                    nxt_primal = p;
                },
                None => return Err(Error::NoMinorant)

            }
            let fun_lb = nxt_minorant.constant;

            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;
            self.minorants[fidx].push(MinorantInfo{
                index: try!(self.master.add_minorant(fidx, nxt_minorant)),
                multiplier: 0,
                primal: Some(nxt_primal),
            });
        }

        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;
        }