/**************************************************************** Copyright (C) 2000 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, and that the name of Lucent or any of its entities not be used in advertising or publicity pertaining to distribution of the software without specific, written prior permission. LUCENT DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL LUCENT OR ANY OF ITS ENTITIES 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. ****************************************************************/ /* "solver" gjh computes the gradient g, Jacobian J and Lagrangian */ /* Hessian H at the current point and writes them to params in file */ /* stub.gjh. The names "g", "J", "H" can be changed by assignments */ /* in $gjh_options to g, J, and H. If keyword "sparse" appears in */ /* $gjh_options, index sets SJ and SH of the structural nonzeros in */ /* J and H are also put in stub.gjh, along with params JS{SJ} and */ /* HS{SH}, with (dense) J and H derived from JS and HS. */ #include "getstub.h" static char *gname, *Hname, *Jname; static int dense = 1; static I_Known dense_kw = { 1, &dense }, sparse_kw = { 0, &dense }; static void Sdecl(FILE *f, char *name, int m, int n) { fprintf(f, "set S%s dimen 2; param %sS{S%s};\n", name, name, name); fprintf(f, "param %s{_i1 in 1..%d, _i2 in 1..%d}%s%s then %s%s", name, m, n, "\n\t:= if (_i1,_i2) in S", name, name, "S[_i1,_i2] else 0;\n"); } static SufDecl suftab[] = { { "objweight", 0, ASL_Sufkind_obj |ASL_Sufkind_real, 0 } }; static char *usage_msg[] = { "\tto write stub.gjh with params:", "\t\tg = gradient", "\t\tJ = Jacobian", "\t\tH = Hessian", "If \"sparse\" appears in $gjh_options, sparse variants JS{SJ} of J", "and HS{SH} of H are also defined.", "Assignments in $gjh_options can change these names.", "For multiple objectives, suffix objweight gives objective weights.", 0}; static keyword keywds[] = { KW("dense", IK_val, &dense_kw, "dense-only: no HS{SH} or JS{SJ} (default)"), KW("g", C_val, &gname, "g=gradient param name"), KW("h", C_val, &Hname, "h=Hessian param name"), KW("j", C_val, &Jname, "j=Jacobian param name"), KW("sparse", IK_val, &sparse_kw, "supply sparse variants HS of H, JS of J") }; static Option_Info Oinfo = { "gjh", "gjh", "gjh_options", keywds, nkeywds, ASL_OI_want_funcadd, 0, usage_msg, 0,0,0,0, 20160215 }; int main(int argc, char **argv) { ASL *asl; FILE *f; SufDesc *ow; cgrad *cg, **cgx; char *s; const char *sc; fint *hcs, *hrow, i1, i2, nh, nn; int i, j, m, n, no; real *g, *g1, t, *x, *w, *y; asl = ASL_alloc(ASL_read_pfgh); s = getstops(argv, &Oinfo); if (!s) return 1; suf_declare(suftab, sizeof(suftab)/sizeof(SufDecl)); f = jac0dim(s,0); x = X0 = M1alloc(n_var*sizeof(real)); want_xpi0 = 2; pfgh_read(f, ASL_findgroups); ow = suf_get("objweight", ASL_Sufkind_obj); no = 0; if (w = ow->u.r) no = -1; m = n_con; if (y = pi0) for(i = 0; i < m; i++) y[i] = -y[i]; nh = sphsetup(no, w != 0, m > 0, 0); strcpy(stub_end, ".gjh"); if (!(f = fopen(filename, "w"))) { printf("Cannot open \"%s\"\n", filename); return 1; } i = 3*strlen(filename) + 60; n = n_var; if ((nn = 2*n) < i) nn = i; if (!gname || !*gname) gname = "g"; if (!Jname || !*Jname) Jname = "J"; if (!Hname || !*Hname) Hname = "H"; fprintf(f, "delete %s, %s, %sS, S%s, %s, %sS, S%s;\n", gname, Hname, Hname, Hname, Jname, Jname, Jname); fprintf(f, "param %s{1..%d} default 0;\n", gname, n); if (dense) { if (m > 0) fprintf(f, "param %s{1..%d, 1..%d} default 0;\n", Jname, m, n); else fprintf(f, "delete %s;\n", Jname); fprintf(f, "param %s{1..%d, 1..%d} default 0;\n", Hname, n, n); } else { if (m > 0) Sdecl(f, Jname, m, n); Sdecl(f, Hname, n, n); } if (nn < nh) nn = nh; if (nn < nzc) nn = nzc; g = (real*)M1alloc(nn*sizeof(real)); xknown(x); g1 = 0; if (w) { g1 = g + n; memset(g, 0, n*sizeof(real)); for(i = 0; i < n_obj; i++) { if (t = w[i]) { objgrd(i,x,g1,0); for(j = 0; j < n; j++) g[j] += t*g[j]; } } } else if (n_obj > 0) objgrd(0, x, g1 = g, 0); fprintf(f, "data;\n"); if (g1) { fprintf(f, "param %s :=\n", gname); for(i = 0; i < n; i++) if (g[i]) fprintf(f, "\t%d\t%.g\n", i+1, g[i]); fprintf(f, ";\n"); } if (nzc > 0) { jacval(x, g, 0); if (dense) fprintf(f, "param %s :=\n", Jname); else fprintf(f, "param :S%s: %sS :=\n", Jname, Jname); cgx = Cgrad; for(i = 1; i <= m; i++) if (cg = *cgx++) { if (dense) { fprintf(f, "[%d,*]\n", i); do fprintf(f, "\t%d\t%.g\n", cg->varno+1, g[cg->goff]); while(cg = cg->next); } else { do fprintf(f, "%d\t%d\t%.g\n", i, cg->varno+1, g[cg->goff]); while(cg = cg->next); } } fprintf(f, ";\n"); } sc = nh ? "" : " ;"; if (dense) fprintf(f, "param %s :=%s\n", Hname, sc); else fprintf(f, "param :S%s: %sS :=%s\n", Hname, Hname, sc); if (nh) { sphes(g, no, w, y); hcs = sputinfo->hcolstarts; hrow = sputinfo->hrownos; i1 = 0; for(j = 1; j <= n; j++) { i2 = hcs[j]; if (i1 < i2) { if (dense) { fprintf(f, "[%d,*]\n", j); do fprintf(f, "\t%ld\t%.g\n", hrow[i1]+1, g[i1]); while(++i1 < i2); } else { do fprintf(f, "%d\t%ld\t%.g\n", j, hrow[i1]+1, g[i1]); while(++i1 < i2); } } } fprintf(f, ";\n"); } fclose(f); sprintf(s = (char *)g, "gjh: \"%s\" written. Execute\n\n\tinclude \"%s\"\n\tremove \"%s\";\n", filename, filename, filename); write_sol(s, 0, 0, &Oinfo); ASL_free(&asl); return 0; }