116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
|
unsafe impl Send for Subproblem {}
unsafe impl Sync for Subproblem {}
pub struct MMCFProblem {
pub multimodel: bool,
subs: Vec<Arc<RwLock<Subproblem>>>,
nvars: usize,
pool: Option<ThreadPool>,
}
impl Subproblem {
fn evaluate<I>(&mut self, y: &[Real], active: I) -> Result<(Real, DVector, DVector)>
where
I: IntoIterator<Item = usize>,
|
|
|
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
|
unsafe impl Send for Subproblem {}
unsafe impl Sync for Subproblem {}
pub struct MMCFProblem {
pub multimodel: bool,
subs: Vec<Arc<RwLock<Subproblem>>>,
active_constraints: Vec<usize>,
pool: Option<ThreadPool>,
}
impl Subproblem {
fn evaluate<I>(&mut self, y: &[Real], active: I) -> Result<(Real, DVector, DVector)>
where
I: IntoIterator<Item = usize>,
|
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
|
.map(RwLock::new)
.map(Arc::new)
.collect();
Ok(MMCFProblem {
multimodel: false,
subs: subproblems,
nvars: ncaps,
pool: None,
})
}
/// Compute costs for a primal solution.
pub fn get_primal_costs(&self, fidx: usize, primals: &[DVector]) -> Real {
let sub = self.subs[fidx].read().unwrap();
|
|
|
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
|
.map(RwLock::new)
.map(Arc::new)
.collect();
Ok(MMCFProblem {
multimodel: false,
subs: subproblems,
active_constraints: (0..ncaps).collect(),
pool: None,
})
}
/// Compute costs for a primal solution.
pub fn get_primal_costs(&self, fidx: usize, primals: &[DVector]) -> Real {
let sub = self.subs[fidx].read().unwrap();
|
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
|
type Err = Error;
type Primal = Vec<DVector>;
type EvalResult = SimpleEvaluation<Vec<DVector>>;
fn num_variables(&self) -> usize {
self.nvars
}
fn lower_bounds(&self) -> Option<Vec<Real>> {
Some(vec![0.0; self.nvars])
}
fn upper_bounds(&self) -> Option<Vec<Real>> {
None
}
fn num_subproblems(&self) -> usize {
if self.multimodel {
self.subs.len()
} else {
1
}
}
fn evaluate(&mut self, fidx: usize, y: &[Real], _nullstep_bound: Real, _relprec: Real) -> Result<Self::EvalResult> {
let (objective, subg, sol) = if self.multimodel {
let (objective, subg, sol) = self.subs[fidx].write().unwrap().evaluate(y, 0..self.nvars)?;
(objective, subg, vec![sol])
} else {
let mut objective = 0.0;
let mut subg = dvec![0.0; self.nvars];
let mut sols = Vec::with_capacity(self.subs.len());
for sub in &mut self.subs {
let (obj, sg, sol) = sub.write().unwrap().evaluate(y, 0..self.nvars)?;
objective += obj;
subg.add_scaled(1.0, &sg);
sols.push(sol);
}
(objective, subg, sols)
};
Ok(SimpleEvaluation {
|
|
|
|
>
>
>
|
|
>
>
>
|
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
|
type Err = Error;
type Primal = Vec<DVector>;
type EvalResult = SimpleEvaluation<Vec<DVector>>;
fn num_variables(&self) -> usize {
self.active_constraints.len()
}
fn lower_bounds(&self) -> Option<Vec<Real>> {
Some(vec![0.0; self.active_constraints.len()])
}
fn upper_bounds(&self) -> Option<Vec<Real>> {
None
}
fn num_subproblems(&self) -> usize {
if self.multimodel {
self.subs.len()
} else {
1
}
}
fn evaluate(&mut self, fidx: usize, y: &[Real], _nullstep_bound: Real, _relprec: Real) -> Result<Self::EvalResult> {
let (objective, subg, sol) = if self.multimodel {
let (objective, subg, sol) = self.subs[fidx]
.write()
.unwrap()
.evaluate(y, self.active_constraints.iter().cloned())?;
(objective, subg, vec![sol])
} else {
let mut objective = 0.0;
let mut subg = dvec![0.0; y.len()];
let mut sols = Vec::with_capacity(self.subs.len());
for sub in &mut self.subs {
let (obj, sg, sol) = sub
.write()
.unwrap()
.evaluate(y, self.active_constraints.iter().cloned())?;
objective += obj;
subg.add_scaled(1.0, &sg);
sols.push(sol);
}
(objective, subg, sols)
};
Ok(SimpleEvaluation {
|
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
|
I: Send + Copy + 'static,
{
if self.pool.is_none() {
self.start()
}
let y = y.clone();
let sub = self.subs[i].clone();
let nvars = self.nvars;
self.pool
.as_ref()
.unwrap()
.execute(move || match sub.write().unwrap().evaluate(&y, 0..nvars) {
Ok((objective, subg, primal)) => {
tx.send(Ok(EvalResult::ObjectiveValue {
index,
value: objective,
}))
.unwrap();
tx.send(Ok(EvalResult::Minorant {
|
|
|
|
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
|
I: Send + Copy + 'static,
{
if self.pool.is_none() {
self.start()
}
let y = y.clone();
let sub = self.subs[i].clone();
let active_constraints = self.active_constraints.clone();
self.pool
.as_ref()
.unwrap()
.execute(move || match sub.write().unwrap().evaluate(&y, active_constraints) {
Ok((objective, subg, primal)) => {
tx.send(Ok(EvalResult::ObjectiveValue {
index,
value: objective,
}))
.unwrap();
tx.send(Ok(EvalResult::Minorant {
|