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*/
//! The main bundle method solver.
use {Real, DVector};
use {FirstOrderProblem, Evaluation, HKWeighter};
use master::{self, MasterProblem, BoxedMasterProblem, MinimalMaster};
use std::result;
use std::error;
use std::mem::swap;
use std::f64::{INFINITY, NEG_INFINITY};
use std::time::Instant;
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*/
//! The main bundle method solver.
use {Real, DVector};
use {FirstOrderProblem, Evaluation, HKWeighter};
use master::{self, MasterProblem, BoxedMasterProblem, MinimalMaster, CplexMaster};
use std::result;
use std::error;
use std::mem::swap;
use std::f64::{INFINITY, NEG_INFINITY};
use std::time::Instant;
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* 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<()> {
self.master = Box::new(BoxedMasterProblem::<MinimalMaster>::new().unwrap());
let lb = self.problem.lower_bounds().map(|v| v.to_dense());
let ub = self.problem.upper_bounds().map(|v| v.to_dense());
if let Some(ref x) = lb {
if x.len() != self.problem.num_variables() {
return Err(Error::Dimension("Dimension of lower bounds does not match number of variables"));
}
}
let m = self.problem.num_subproblems();
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* 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<()> {
let m = self.problem.num_subproblems();
self.master = if m == 1 && self.params.max_bundle_size == 2 {
debug!("Use minimal master problem");
Box::new(BoxedMasterProblem::<MinimalMaster>::new().unwrap())
} else {
debug!("Use CPLEX master problem");
Box::new(BoxedMasterProblem::<CplexMaster>::new().unwrap())
};
let lb = self.problem.lower_bounds().map(|v| v.to_dense());
let ub = self.problem.upper_bounds().map(|v| v.to_dense());
if let Some(ref x) = lb {
if x.len() != self.problem.num_variables() {
return Err(Error::Dimension("Dimension of lower bounds does not match number of variables"));
}
}
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.cur_val = 0.0;
for i in 0..m {
let result = match self.problem.evaluate(i, &self.cur_y, INFINITY, 0.0) {
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