composite.cc

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Copyright (c) 2017, Alexander W Winkler. All rights reserved.
 
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#include <ifopt/composite.h>
 
#include <iostream>
#include <iomanip>
 
namespace ifopt {
 
Component::Component (int num_rows, const std::string& name)
{
  num_rows_ = num_rows;
  name_ = name;
}
 
int
Component::GetRows () const
{
  return num_rows_;
}
 
void
Component::SetRows (int num_rows)
{
  num_rows_ = num_rows;
}
 
std::string
Component::GetName () const
{
  return name_;
}
 
void Component::Print (double tol, int& index) const
{
  // calculate squared bound violation
  VectorXd x = GetValues();
  VecBound bounds = GetBounds();
 
  std::vector<int> viol_idx;
  for (std::size_t i=0; i<bounds.size(); ++i) {
    double lower = bounds.at(i).lower_;
    double upper = bounds.at(i).upper_;
    double val = x(i);
    if (val < lower-tol || upper+tol < val)
      viol_idx.push_back(i); // constraint out of bounds
  }
 
  std::string black = "\033[0m";
  std::string red   = "\033[31m";
  std::string color = viol_idx.empty()? black : red;
 
  std::cout.precision(2);
  std::cout << std::fixed
            << std::left
            << std::setw(30) << name_
            << std::right
            << std::setw(4) << num_rows_
            << std::setw(9) << index
            << std::setfill ('.')
            << std::setw(7) << index+num_rows_-1
            << std::setfill (' ')
            << color
            << std::setw(12) << viol_idx.size()
            << black
            << std::endl;
 
  index += num_rows_;
}
 
Composite::Composite (const std::string& name, bool is_cost) :Component(0, name)
{
  is_cost_ = is_cost;
}
 
void
Composite::AddComponent (const Component::Ptr& c)
{
  // at this point the number of rows must be specified.
  assert(c->GetRows() != kSpecifyLater);
 
  components_.push_back(c);
 
  if (is_cost_)
    SetRows(1);
  else
    SetRows(GetRows()+ c->GetRows());
}
 
void
Composite::ClearComponents ()
{
  components_.clear();
  SetRows(0);
}
 
const Component::Ptr
Composite::GetComponent (std::string name) const
{
  for (const auto& c : components_)
    if (c->GetName() == name)
      return c;
 
  assert(false); // component with name doesn't exist, abort program
  return Component::Ptr();
}
 
Composite::VectorXd
Composite::GetValues () const
{
  VectorXd g_all = VectorXd::Zero(GetRows());
 
  int row = 0;
  for (const auto& c : components_) {
    int n_rows = c->GetRows();
    VectorXd g = c->GetValues();
    g_all.middleRows(row, n_rows) += g;
 
    if (!is_cost_)
      row += n_rows;
  }
  return g_all;
}
 
void
Composite::SetVariables (const VectorXd& x)
{
  int row = 0;
  for (auto& c : components_) {
    int n_rows = c->GetRows();
    c->SetVariables(x.middleRows(row,n_rows));
    row += n_rows;
  }
}
 
Composite::Jacobian
Composite::GetJacobian () const
{ // set number of variables only the first time this function is called,
  // since number doesn't change during the optimization. Improves efficiency.
  if (n_var == -1)
    n_var = components_.empty() ? 0 : components_.front()->GetJacobian().cols();
 
  Jacobian jacobian(GetRows(), n_var);
  
  if (n_var == 0) return jacobian;
 
  int row = 0;
  std::vector< Eigen::Triplet<double> > triplet_list;
 
  for (const auto& c : components_) {
    const Jacobian& jac = c->GetJacobian();
    triplet_list.reserve(triplet_list.size()+jac.nonZeros());
 
    for (int k=0; k<jac.outerSize(); ++k)
      for (Jacobian::InnerIterator it(jac,k); it; ++it)
        triplet_list.push_back(Eigen::Triplet<double>(row+it.row(), it.col(), it.value()));
 
    if (!is_cost_)
      row += c->GetRows();
  }
 
  jacobian.setFromTriplets(triplet_list.begin(), triplet_list.end());
  return jacobian;
}
 
Composite::VecBound
Composite::GetBounds () const
{
  VecBound bounds_;
  for (const auto& c : components_) {
    VecBound b = c->GetBounds();
    bounds_.insert(bounds_.end(), b.begin(), b.end());
  }
 
  return bounds_;
}
 
const Composite::ComponentVec
Composite::GetComponents () const
{
  return components_;
}
 
void
Composite::PrintAll () const
{
  int index = 0;
  double tol = 0.001; 
 
  std::cout << GetName() << ":\n";
  for (auto c : components_) {
    std::cout << "   "; // indent components
    c->Print(tol, index);
  }
  std::cout << std::endl;
}
 
} /* namespace opt */