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fill-in! with the same jacobian matrix #103

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merged 4 commits into from
Aug 18, 2022
Merged

fill-in! with the same jacobian matrix #103

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5ed6bef
fill-in! with the same jacobian matrix
tmigot Aug 18, 2022
a0e5888
add `convert` keyword in `fill_in!`
tmigot Aug 18, 2022
3c390b0
test show
tmigot Aug 18, 2022
ed66c06
fix2
tmigot Aug 18, 2022
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27 changes: 20 additions & 7 deletions src/Stopping/NLPStoppingmod.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -217,6 +217,7 @@ function fill_in!(
lambda::Union{T, Nothing} = nothing,
mu::Union{T, Nothing} = nothing,
matrix_info::Bool = true,
convert::Bool = true,
kwargs...,
) where {Pb, M, SRC, MStp, LoS, S, T}
gfx = isnothing(fx) ? obj(stp.pb, x) : fx
Expand All @@ -225,11 +226,17 @@ function fill_in!(
if isnothing(Hx) && matrix_info
gHx = hess(stp.pb, x).data
else
gHx = Hx
gHx = isnothing(Hx) ? zeros(eltype(T), 0, 0) : Hx
end

if stp.pb.meta.ncon > 0
gJx = isnothing(Jx) ? jac(stp.pb, x) : Jx
gJx = if !isnothing(Jx)
Jx
elseif typeof(stp.current_state.Jx) <: LinearOperator
jac_op(stp.pb, x)
else # typeof(stp.current_state.Jx) <: SparseArrays.SparseMatrixCSC
jac(stp.pb, x)
end
gcx = isnothing(cx) ? cons(stp.pb, x) : cx
else
gJx = stp.current_state.Jx
Expand All @@ -239,13 +246,18 @@ function fill_in!(
#update the Lagrange multiplier if one of the 2 is asked
if (stp.pb.meta.ncon > 0 || has_bounds(stp.pb)) && (isnothing(lambda) || isnothing(mu))
lb, lc = _compute_mutliplier(stp.pb, x, ggx, gcx, gJx; kwargs...)
elseif stp.pb.meta.ncon == 0 && !has_bounds(stp.pb) && isnothing(lambda)
lb, lc = mu, stp.current_state.lambda
else
lb, lc = mu, lambda
lb = if isnothing(mu) & has_bounds(stp.pb)
zeros(eltype(T), get_nvar(stp.pb))
elseif isnothing(mu) & !has_bounds(stp.pb)
zeros(eltype(T), 0)
else
mu
end
lc = isnothing(lambda) ? zeros(eltype(T), get_ncon(stp.pb)) : lambda
end

return update!(stp, x = x, fx = gfx, gx = ggx, Hx = gHx, cx = gcx, Jx = gJx, mu = lb, lambda = lc)
return update!(stp, x = x, fx = gfx, gx = ggx, Hx = gHx, cx = gcx, Jx = gJx, mu = lb, lambda = lc, convert = convert)
end

function fill_in!(
Expand All @@ -255,14 +267,15 @@ function fill_in!(
gx::Union{T, Nothing} = nothing,
f₀::Union{T, Nothing} = nothing,
g₀::Union{T, Nothing} = nothing,
convert::Bool = true,
kwargs...,
) where {Pb, M, SRC, S, T, MStp, LoS}
gfx = isnothing(fx) ? obj(stp.pb, x) : fx
ggx = isnothing(gx) ? grad(stp.pb, x) : gx
gf₀ = isnothing(f₀) ? obj(stp.pb, 0.0) : f₀
gg₀ = isnothing(g₀) ? grad(stp.pb, 0.0) : g₀

return update!(stp.current_state, x = x, fx = gfx, gx = ggx, f₀ = gf₀, g₀ = gg₀)
return update!(stp.current_state, x = x, fx = gfx, gx = ggx, f₀ = gf₀, g₀ = gg₀, convert = convert)
end

"""
Expand Down