RsBundle  Check-in [a98dc9db36]

// Copyright (c) 2016, 2017 Frank Fischer <frank-fischer@shadow-soft.de>
//
// This program is free software: you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

//! Problem description of a first-order convex optimization problem.

use crate::solver::UpdateState;
use crate::{Minorant, Real};

use std::result::Result;
use std::vec::IntoIter;

/**
 * Trait for results of an evaluation.
 *

 *
 */
pub trait FirstOrderProblem {
    /// Error raised by this oracle.
    type Err;

    /// The primal information associated with a minorant.
    type Primal;

    /// Custom evaluation result value.
    type EvalResult: Evaluation<Self::Primal>;

    /// Return the number of variables.
    fn num_variables(&self) -> usize;

        &mut self,
        i: usize,
        y: &[Real],
        nullstep_bound: Real,
        relprec: Real,
    ) -> Result<Self::EvalResult, Self::Err>;

    /// Aggregate primal information.
    ///
    /// This function is called from the solver when minorants are
    /// aggregated. The problem can use this information to aggregate
    /// the corresponding primal information.
    ///
    /// The `primals` parameters lists each minorant to be aggregated
    /// along with its coefficient.
    ///
    /// The function must return the new aggregated primal.
    ///
    /// The default implementation does nothing and simply returns the
    /// last primal. This should work if the implementing problem does
    /// not provide primal information, e.g. if `Self::Primal = ()`.
    #[allow(unused_variables)]
    fn aggregate_primals(&mut self, primals: Vec<(Real, Self::Primal)>) -> Self::Primal {
        let mut primals = primals;
        primals.pop().unwrap().1
    }

    /// Return updates of the problem.
    ///
    /// The default implementation returns no updates.
    fn update(&mut self, _state: &UpdateState<Self::Primal>) -> Result<Vec<Update>, Self::Err> {
        Ok(vec![])
    }

// Copyright (c) 2016, 2017 Frank Fischer <frank-fischer@shadow-soft.de>
//
// This program is free software: you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

use crate::mcf;
use crate::{DVector, FirstOrderProblem, Minorant, Real, SimpleEvaluation};

use log::debug;

use std::error::Error;
use std::f64::INFINITY;
use std::fmt;
use std::fs::File;

                aggr[j].add_scaled(alpha, x);
            }
        }

        aggr
    }
}

























impl FirstOrderProblem for MMCFProblem {
    type Err = Box<dyn Error>;

    type Primal = Vec<DVector>;

    type EvalResult = SimpleEvaluation<Vec<DVector>>;

                        linear: subg,
                    },
                    sols,
                )],
            })
        }
    }

    fn aggregate_primals(&mut self, primals: Vec<(Real, Vec<DVector>)>) -> Vec<DVector> {
        self.aggregate_primals_ref(&primals.iter().map(|&(alpha, ref x)| (alpha, x)).collect::<Vec<_>>())
    }
}

//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see  <http://www.gnu.org/licenses/>
//

//! The main bundle method solver.

use crate::{DVector, Real};
use crate::{Evaluation, FirstOrderProblem, HKWeighter, Update};

use crate::master::{BoxedMasterProblem, Error as MasterProblemError, MasterProblem, UnconstrainedMasterProblem};
use crate::master::{CplexMaster, MinimalMaster};

use log::{debug, info, warn};

                let (aggr_mins, aggr_primals): (Vec<_>, Vec<_>) =
                    aggr.into_iter().map(|m| (m.index, m.primal.unwrap())).unzip();
                let (aggr_min, aggr_coeffs) = self.master.aggregate(i, &aggr_mins).map_err(SolverError::Master)?;
                // append aggregated minorant
                self.minorants[i].push(MinorantInfo {
                    index: aggr_min,
                    multiplier: aggr_sum,
                    primal: Some(
                        self.problem
                            .aggregate_primals(aggr_coeffs.into_iter().zip(aggr_primals.into_iter()).collect()),
                    ),
                });
            }
        }
        Ok(())
    }

    /// Perform a descent step.