/******************************************************************* Copyright (C) 2017, 2020 AMPL Optimization, Inc.; written by David M. Gay. 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 "nlp.h" int x0_check_ASL(ASL_fg *asl, real *X) { expr_v *V; int *vm; real *vscale, *Xe; if (x0len == 0) { x0kind = 0; return 0; } if (x0kind == ASL_first_x || memcmp(Lastx, X, x0len)) { if (asl->i.Derrs) deriv_errclear_ASL(&asl->i); want_deriv = want_derivs; memcpy(Lastx, X, x0len); asl->i.nxval++; V = var_e; Xe = (real*)((char*)X + x0len); vscale = asl->i.vscale; if ((vm = asl->i.vmap)) { if (vscale) while(X < Xe) V[*vm++].v = *vscale++ * *X++; else while(X < Xe) V[*vm++].v = *X++; } else { if (vscale) while(X < Xe) (V++)->v = *vscale++ * *X++; else while(X < Xe) (V++)->v = *X++; } x0kind = 0; if (comb) comeval_ASL(asl, 0, comb); return 1; } return 0; } int x1known_ASL(ASL *asl, real *X, fint *nerror) { Jmp_buf err_jmp0; int ij, rc; ASL_CHECK(asl, ASL_read_fg, "x1known"); rc = 1; if (asl->i.xknown_ignore) goto ret; if (nerror && *nerror >= 0) { err_jmp = &err_jmp0; ij = setjmp(err_jmp0.jb); if ((*nerror = ij)) goto done; } errno = 0; /* in case f77 set errno opening files */ rc = x0_check_ASL((ASL_fg*)asl, X); asl->i.x_known = 1; done: err_jmp = 0; ret: return rc; } static void NNOBJ_chk(ASL *asl, int i, const char *who) { ASL_CHECK(asl, ASL_read_fg, who); if (i < 0 || i >= n_obj) { fprintf(Stderr, "objval: got NOBJ = %d; expected 0 <= NOBJ < %d\n", i, n_obj); exit(1); } } real obj1val_ASL(ASL *a, int i, real *X, fint *nerror) { ASL_fg *asl; Jmp_buf err_jmp0; cde *d; expr *e1; int ij, j1, kv, *vmi; ograd *gr; real f, *vscale; NNOBJ_chk(a, i, "obj1val"); asl = (ASL_fg*)a; if (nerror && *nerror >= 0) { err_jmp = &err_jmp0; ij = setjmp(err_jmp0.jb); if ((*nerror = ij)) { f = 0.; goto done; } } want_deriv = want_derivs; errno = 0; /* in case f77 set errno opening files */ co_index = -(i + 1); if (!asl->i.x_known) x0_check_ASL(asl,X); if (!asl->i.noxval) asl->i.noxval = (int*)M1zapalloc(n_obj*sizeof(int)); if (!(x0kind & ASL_have_objcom)) { if (ncom0 > combc) comeval_ASL(asl, combc, ncom0); if (comc1 < ncom1) com1eval_ASL(asl, comc1, ncom1); x0kind |= ASL_have_objcom; } d = obj_de + i; e1 = d->e; f = (*e1->op)(e1 C_ASL); asl->i.noxval[i] = asl->i.nxval; kv = 0; vmi = 0; if ((vscale = asl->i.vscale)) kv = 2; if (asl->i.vmap) { vmi = get_vminv_ASL(a); ++kv; } gr = Ograd[i]; switch(kv) { case 3: for(; gr; gr = gr->next) { j1 = vmi[gr->varno]; f += X[j1] * vscale[j1] * gr->coef; } break; case 2: for(; gr; gr = gr->next) { j1 = gr->varno; f += X[j1] * vscale[j1] * gr->coef; } break; case 1: for(; gr; gr = gr->next) f += X[vmi[gr->varno]] * gr->coef; break; case 0: for(; gr; gr = gr->next) f += X[gr->varno] * gr->coef; } done: err_jmp = 0; return f; } void obj1grd_ASL(ASL *a, int i, real *X, real *G, fint *nerror) { ASL_fg *asl; Jmp_buf err_jmp0; cde *d; fint ne0; int ij, j, *vmi, xksave, *z; ograd *gr, **gr0; real *Adjoints, *vscale; size_t L; static char who[] = "obj1grd"; NNOBJ_chk(a, i, who); asl = (ASL_fg*)a; if (!want_derivs) No_derivs_ASL(who); ne0 = -1; if (nerror && (ne0 = *nerror) >= 0) { err_jmp = &err_jmp0; ij = setjmp(err_jmp0.jb); if ((*nerror = ij)) goto done; } errno = 0; /* in case f77 set errno opening files */ if (!asl->i.x_known) { co_index = -(i + 1); x0_check_ASL(asl,X); } if (!asl->i.noxval || asl->i.noxval[i] != asl->i.nxval) { xksave = asl->i.x_known; asl->i.x_known = 1; obj1val_ASL(a, i, X, nerror); asl->i.x_known = xksave; if (ne0 >= 0 && *nerror) goto done; } if (asl->i.Derrs) deriv_errchk_ASL(a, -(i+1), 1, 2); if (f_b) funnelset_ASL(asl, f_b); if (f_o) funnelset_ASL(asl, f_o); Adjoints = adjoints; d = obj_de + i; gr0 = Ograd + i; for(gr = *gr0; gr; gr = gr->next) Adjoints[gr->varno] = gr->coef; if ((L = d->zaplen)) { memset(adjoints_nv1, 0, L); derprop(d->d); } if (zerograds) { /* sparse gradients */ z = zerograds[i]; while((i = *z++) >= 0) G[i] = 0; } gr = *gr0; vmi = 0; if (asl->i.vmap) vmi = get_vminv_ASL(a); if ((vscale = asl->i.vscale)) { if (vmi) for(; gr; gr = gr->next) { j = vmi[i = gr->varno]; G[j] = Adjoints[i] * vscale[j]; } else for(; gr; gr = gr->next) { i = gr->varno; G[i] = Adjoints[i] * vscale[i]; } } else if (vmi) for(; gr; gr = gr->next) { i = gr->varno; G[vmi[i]] = Adjoints[i]; } else for(; gr; gr = gr->next) { i = gr->varno; G[i] = Adjoints[i]; } done: err_jmp = 0; }