/**************************************************************** Copyright (C) 2020 AMPL Optimization, Inc.; written by David M. Gay. Was Copyright (C) 1997, 2001 Lucent Technologies All Rights Reserved Permission to use, copy, modify, and distribute this software and its documentation for any purpose and without fee is hereby granted, provided that the above copyright notice appear in all copies and that both that the copyright notice and this permission notice and warranty disclaimer appear in supporting documentation. The author and AMPL Optimization, Inc. disclaim all warranties with regard to this software, including all implied warranties of merchantability and fitness. In no event shall the author be liable for any special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or profits, whether in an action of contract, negligence or other tortious action, arising out of or in connection with the use or performance of this software. ****************************************************************/ #include "asl_pfgh.h" static void #ifdef KR_headers add_op(H, og0, t) real *H; ograd *og0; real t; #else add_op(real *H, ograd *og0, real t) #endif { ograd *og, *og1; real *Hj, t1; int j; for(og = og0; og; og = og->next) { if ((t1 = t * og->coef)) { j = og->varno; Hj = H + ((j*(j+1))>>1); for(og1 = og0;; og1 = og1->next) { Hj[og1->varno] += t1*og1->coef; if (og == og1) break; } } } } void duthes_ASL(ASL *a, real *H, int nobj, real *ow, real *y) { /* dense upper triangle of Hessian */ int i, j, n, no, noe; linarg *la, **lap, **lap1, **lape; expr_v *v; range *r, *r0; real *Hj, *cscale, *owi, *s, *si, t, t1; ograd *og, *og1; ps_func *p, *pe; psg_elem *g, *ge; ASL_pfgh *asl; asl = pscheck_ASL(a, "duthes"); xpsg_check_ASL(asl, nobj, ow, y); if (nobj >= 0 && nobj < n_obj) { no = nobj; noe = no + 1; owi = ow ? ow + no : &edag_one_ASL; } else { nobj = -1; no = noe = 0; if ((owi = ow)) noe = n_obj; } if (!asl->P.hes_setup_called) (*asl->p.Hesset)(a, 1, 0, nlo, 0, nlc); s = asl->P.dOscratch; n = c_vars >= o_vars ? c_vars : o_vars; memset(H, 0, (n*(n+1) >> 1) * sizeof(real)); r0 = (range*)&asl->P.rlist; for(r = asl->P.rlist.next; r != r0; r = r->rlist.next) { if ((j = r->n) <= 0) continue; lap = r->lap; lape = lap + j; si = s; while(lap < lape) { *si = 1; pshv_prod_ASL(asl, r, nobj, ow, y); *si++ = 0; la = *lap++; for(og = la->nz; og; og = og->next) { t = og->coef; j = og->varno; Hj = H + ((j*(j+1))>>1); for(lap1 = r->lap; lap1 < lape; ) { la = *lap1++; v = la->v; if (!(t1 = t * v->aO)) continue; for(og1 = la->nz; og1 && (i = og1->varno) <= j; og1 = og1->next) Hj[i] += t1*og1->coef; } } } } if (asl->P.nobjgroups) for(; no < noe; no++) if ((t = *owi++)) { p = asl->P.ops + no; g = p->g; for(ge = g + p->ng; g < ge; g++) if (g->g2) add_op(H, g->og, t*g->g2); } if (asl->P.ncongroups && y) { cscale = asl->i.lscale; p = asl->P.cps; for(pe = p + n_con; p < pe; p++, y++) if ((t = cscale ? *cscale++ * *y : *y)) for(g = p->g, ge = g + p->ng; g < ge; g++) if (g->g2) add_op(H, g->og, t*g->g2); } if ((s = asl->i.vscale)) for(i = 0; i < n; i++) { t = s[i]; for(j = 0; j <= i; j++) *H++ *= t * s[j]; } } /* Variant of duthes that has a final nerror argument, working similarly to the final nerror argument to objval_(), etc. */ void duthese_ASL(ASL *asl, real *H, int nobj, real *ow, real *y, fint *nerror) { Jmp_buf **Jp, *Jsave, b; Jp = !nerror || *nerror >= 0 ? &err_jmp : &err_jmp1; Jsave = *Jp; *Jp = &b; *nerror = 0; if (setjmp(b.jb)) *nerror = 1; else duthes_ASL(asl, H, nobj, ow, y); *Jp = Jsave; }