reduced_ipopt_algorithm.h

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#ifndef REDUCED_IPOPT__ALGORITHM_H_
#define REDUCED_IPOPT__ALGORITHM_H_

#include "reducedalgorithm.h"
#include "parameterreader.h"
#include "ipopt_problem.h"

#ifdef WITH_IPOPT
//Make shure the unused variable warnings from ipopt don't bother us
#pragma GCC diagnostic push 
#pragma GCC diagnostic ignored "-Wunused-parameter"
#include "IpIpoptApplication.hpp"
#pragma GCC diagnostic pop
#endif

#include <iostream>
#include <assert.h>
#include <iomanip>

namespace DOpE
{
  template <typename PROBLEM, typename VECTOR>
    class Reduced_IpoptAlgorithm : public ReducedAlgorithm<PROBLEM, VECTOR>
  {
  public:
    Reduced_IpoptAlgorithm(PROBLEM* OP,
                           ReducedProblemInterface<PROBLEM, VECTOR>* S,
                           DOpEtypes::VectorStorageType vector_behavior,
                           ParameterReader &param_reader,
                           DOpEExceptionHandler<VECTOR>* Except=NULL,
                           DOpEOutputHandler<VECTOR>* Output=NULL,
                           int base_priority=0);
    ~Reduced_IpoptAlgorithm();

    static void declare_params(ParameterReader &param_reader);

    virtual int Solve(ControlVector<VECTOR>& q,double global_tol=-1.);

  protected:

  private:
    std::string postindex_;
    DOpEtypes::VectorStorageType vector_behavior_;

    double tol_;
    bool capture_out_;
    std::string lin_solve_;
  };

  /***************************************************************************************/
  /****************************************IMPLEMENTATION*********************************/
  /***************************************************************************************/
  using namespace dealii;

  /******************************************************/

template <typename PROBLEM, typename VECTOR>
void Reduced_IpoptAlgorithm<PROBLEM, VECTOR>::declare_params(ParameterReader &param_reader)
  {
    param_reader.SetSubsection("reduced_ipoptalgorithm parameters");
    param_reader.declare_entry("tol","1.e-5",Patterns::Double(0,1),"Tolerance");
    param_reader.declare_entry("capture ipopt output","true",Patterns::Bool(),"Select if the ipopt output should be stored in log file");
    param_reader.declare_entry("ipopt linsolve","ma27",Patterns::Selection("ma27|ma57|ma77|ma86|pardiso|wsmp|mumps"),"Linear Solver to be used in ipopt.");
    ReducedAlgorithm<PROBLEM, VECTOR>::declare_params(param_reader);
  }

/******************************************************/

template <typename PROBLEM, typename VECTOR>
Reduced_IpoptAlgorithm<PROBLEM, VECTOR>::Reduced_IpoptAlgorithm(PROBLEM* OP,
                                                                                  ReducedProblemInterface<PROBLEM, VECTOR>* S,
                                                                                  DOpEtypes::VectorStorageType vector_behavior,
                                                                                  ParameterReader &param_reader,
                                                                                  DOpEExceptionHandler<VECTOR>* Except,
                                                                                  DOpEOutputHandler<VECTOR>* Output,
                                                                                  int base_priority)
  : ReducedAlgorithm<PROBLEM, VECTOR>(OP,S,param_reader,Except,Output,base_priority)
  {

    param_reader.SetSubsection("reduced_ipoptalgorithm parameters");

    tol_        = param_reader.get_double("tol");
    capture_out_   = param_reader.get_bool("capture ipopt output");
    lin_solve_   = param_reader.get_string("ipopt linsolve");

    vector_behavior_ = vector_behavior;
    postindex_ = "_"+this->GetProblem()->GetName();

    DOpEtypes::ControlType ct = S->GetProblem()->GetSpaceTimeHandler()->GetControlType();
    if((ct != DOpEtypes::ControlType::initial) && (ct != DOpEtypes::ControlType::stationary))
    {
      throw DOpEException("The ControlType: "+ DOpEtypesToString(ct) + " is not supported.",
                          "Reduced_IpoptAlgorithm::Reduced_IpoptAlgorithm");
    }
  }

/******************************************************/

template <typename PROBLEM, typename VECTOR>
Reduced_IpoptAlgorithm<PROBLEM, VECTOR>::~Reduced_IpoptAlgorithm()
  {

  }


/******************************************************/

template <typename PROBLEM, typename VECTOR>
int Reduced_IpoptAlgorithm<PROBLEM, VECTOR>::Solve(ControlVector<VECTOR>& q,double global_tol)
{
#ifndef WITH_IPOPT
  throw DOpEException("To use this algorithm you need to have IPOPT installed! To use this set the WITH_IPOPT CompilerFlag.","Reduced_IpoptAlgorithm::Solve");
#else 
  q.ReInit();
  
  ControlVector<VECTOR> dq(q);
  ControlVector<VECTOR> q_min(q), q_max(q);
  this->GetReducedProblem()->GetControlBoxConstraints(q_min,q_max);

  ConstraintVector<VECTOR> constraints(this->GetReducedProblem()->GetProblem()->GetSpaceTimeHandler(),vector_behavior_);
  
  unsigned int iter=0;
  double cost=0.;
  double cost_start=0.;
  std::stringstream out;
  this->GetOutputHandler()->InitNewtonOut(out);
  global_tol =  std::max(tol_,global_tol);

  out << "**************************************************\n";
  out << "*        Starting Solution using IPOPT           *\n";
  out << "*   Solving : "<<this->GetProblem()->GetName()<<"\t*\n";
  out << "*  CDoFs : ";
  q.PrintInfos(out);
  out << "*  SDoFs : ";
  this->GetReducedProblem()->StateSizeInfo(out);
  out << "*  Constraints : ";
  constraints.PrintInfos(out);
  out << "**************************************************";
  this->GetOutputHandler()->Write(out,1+this->GetBasePriority(),1,1);

  this->GetOutputHandler()->SetIterationNumber(iter,"Opt_Ipopt"+postindex_);

  this->GetOutputHandler()->Write(q,"Control"+postindex_,"control");

  try
  {
     cost_start = cost = this->GetReducedProblem()->ComputeReducedCostFunctional(q);
  }
  catch(DOpEException& e)
  {
    this->GetExceptionHandler()->HandleCriticalException(e,"Reduced_IpoptAlgorithm::Solve");
  }

  this->GetOutputHandler()->InitOut(out);
  out<< "CostFunctional: " << cost;
  this->GetOutputHandler()->Write(out,2+this->GetBasePriority());
  this->GetOutputHandler()->InitNewtonOut(out);

  out<<"************************************************\n";
  out<<"*               Calling IPOPT                  *\n";
  if(capture_out_)
    out<<"*  output will be written to logfile only!     *\n";
  else
    out<<"*  output will not be written to logfile!      *\n";
  out<<"************************************************\n\n";
  this->GetOutputHandler()->Write(out,1+this->GetBasePriority());
  
  this->GetOutputHandler()->DisallowAllOutput();
  if(capture_out_)
    this->GetOutputHandler()->StartSaveCTypeOutputToLog();

  int ret_val = -1;
  {
    // Create a new instance of your nlp 
    //  (use a SmartPtr, not raw)
    //Ipopt_Problem<ReducedProblemInterface<PROBLEM,VECTOR, dopedim,dealdim>,VECTOR> 
    //  ip_prob((this->GetReducedProblem()),q,&q_min,&q_max,constraints);
    Ipopt::SmartPtr<Ipopt::TNLP> mynlp = new 
      Ipopt_Problem<ReducedProblemInterface<PROBLEM,VECTOR>,VECTOR>(
        ret_val, this->GetReducedProblem(),q,&q_min,&q_max,constraints);

    //Ipopt::IpoptApplication app;
    Ipopt::SmartPtr<Ipopt::IpoptApplication> app = IpoptApplicationFactory();
    // Change some options
    // Note: The following choices are only examples, they might not be
    //       suitable for your optimization problem.
    app->Options()->SetNumericValue("tol", tol_);
    app->Options()->SetStringValue("mu_strategy", "adaptive");
    app->Options()->SetStringValue("output_file", this->GetOutputHandler()->GetResultsDir()+"ipopt.out");
    app->Options()->SetStringValue("linear_solver", lin_solve_);
    app->Options()->SetStringValue("hessian_approximation","limited-memory");

    // Intialize the IpoptApplication and process the options
    Ipopt::ApplicationReturnStatus status;
    status = app->Initialize();
    if (status != Ipopt::Solve_Succeeded) {
      this->GetOutputHandler()->Write("\n\n*** Error during initialization!\n",1+this->GetBasePriority());
      abort();
    }

    // Ask Ipopt to solve the problem
    status = app->OptimizeTNLP(mynlp);
  } 
  
  if(capture_out_)
    this->GetOutputHandler()->StopSaveCTypeOutputToLog();
  this->GetOutputHandler()->ResumeOutput();
  out<<"\n************************************************\n";
  out<<"*               IPOPT Finished                 *\n";
  out<<"*          with Exit Code: "<<std::setw(3)<<ret_val;
  if(ret_val == 1)
    out<<" (success)       *\n";
  else
    out<<" (unknown error: "<<ret_val<<") *\n";
  out<<"************************************************\n";
  //FIXME What is the result...
  this->GetOutputHandler()->Write(out,1+this->GetBasePriority());

  iter++;
  this->GetOutputHandler()->SetIterationNumber(iter,"Opt_Ipopt"+postindex_);

  this->GetOutputHandler()->Write(q,"Control"+postindex_,"control");
  try
  {
     cost = this->GetReducedProblem()->ComputeReducedCostFunctional(q);
  }
  catch(DOpEException& e)
  {
    this->GetExceptionHandler()->HandleCriticalException(e,"Reduced_IpoptAlgorithm::Solve");
  }
  //We are done write total evaluation
  this->GetOutputHandler()->InitOut(out);
  out<< "CostFunctional: " << cost;
  this->GetOutputHandler()->Write(out,2+this->GetBasePriority());
  this->GetOutputHandler()->InitNewtonOut(out);
  try
    {
      this->GetReducedProblem()->ComputeReducedFunctionals(q);
    }
    catch(DOpEException& e)
    {
      this->GetExceptionHandler()->HandleCriticalException(e,"Reduced_IpoptAlgorithm::Solve");
    }

  out << "**************************************************\n";
  out << "*        Stopping Solution Using IPOPT           *\n";
  out << "*             Relative reduction in cost functional:"<<std::scientific << std::setw(11) << this->GetOutputHandler()->ZeroTolerance((cost-cost_start)/fabs(0.5*(cost_start+cost)),1.0) <<"          *\n";
  out.precision(7);
  out << "*             Final value: "<<cost<<"                                     *\n";             
  out << "**************************************************";
  this->GetOutputHandler()->Write(out,1+this->GetBasePriority(),1,1);
  return iter;
#endif //Endof ifdef WITH_IPOPT
}

/*****************************END_OF_NAMESPACE_DOpE*********************************/
}
#endif