Multiprecision

deps/build.log

@@ -0,0 +1,14 @@
+ERROR: LoadError: IOError: could not spawn `julia install.jl`: no such file or directory (ENOENT)
+Stacktrace:
+ [1] _spawn_primitive(::String, ::Cmd, ::Array{Any,1}) at ./process.jl:401
+ [2] setup_stdios(::getfield(Base, Symbol("##526#527")){Cmd}, ::Array{Any,1}) at ./process.jl:414
+ [3] _spawn at ./process.jl:413 [inlined]
+ [4] #run#536(::Bool, ::typeof(run), ::Cmd) at ./process.jl:727
+ [5] run(::Cmd) at ./process.jl:726
+ [6] top-level scope at /home/dussault/.julia/dev/ARCTR/deps/build.jl:1
+ [7] include at ./boot.jl:328 [inlined]
+ [8] include_relative(::Module, ::String) at ./loading.jl:1094
+ [9] include(::Module, ::String) at ./Base.jl:31
+ [10] include(::String) at ./client.jl:431
+ [11] top-level scope at none:5
+in expression starting at /home/dussault/.julia/dev/ARCTR/deps/build.jl:1

src/PreProcess/PreProcessKARC.jl

@@ -1,11 +1,18 @@
-function preprocessKARC(Hop, g, params::Tparams, calls, max_calls)
+function preprocessKARC(Hop, g, params::Tparams, calls, max_calls) #where T
     τ = params.τ
+    ζ = params.ζ
     nshifts = params.nshifts
     shifts = params.shifts
 
     n = length(g)
     gNorm2 = BLAS.nrm2(n, g, 1)
-    precision =  max(1e-12,min(0.5,(gNorm2^τ)))
+    precision =  max(1e-12,min(0.5,(gNorm2^ζ)))
+
+    #ϵ = sqrt(eps(T)) # * 100.0
+    ϵ = 1e-12#sqrt(eps()) # * 100.0
+    cgtol = max(ϵ, min(0.09, 0.01 * norm(g)^(1.0 + ζ)))
+
+
     (xShift, stats) = cg_lanczos_shift_seq(Hop,
                                            -g,
                                            shifts,
@@ -16,6 +23,17 @@ function preprocessKARC(Hop, g, params::Tparams, calls, max_calls)
                                            verbose=false,
                                            check_curvature=true)
 
+#    (xShift, stats) = cg_lanczos_shift_seq(Hop,
+#                                           -g,
+#                                           shifts,
+#                                           itmax=min(max_calls-sum(calls),2*n),
+#                                           #τ = τ,
+#                                           atol = cgtol,
+#                                           rtol = ϵ,
+#                                           verbose=false,
+#                                           check_curvature=true)
+
+
     positives = collect(findfirst(!, stats.flagged):length(stats.flagged))
 
     success = false
@@ -27,7 +45,7 @@ function preprocessKARC(Hop, g, params::Tparams, calls, max_calls)
     Ndirs = map(norm, dirs);
 
     d = g # bidon
-    return  PDataK(d, -1.0, τ, 0 , positives, xShift,   shifts, nshifts, Ndirs, true)
+    return  PDataK(d, -1.0, ζ, τ, 0 , positives, xShift,   shifts, nshifts, Ndirs, true)
 end
 
 

src/PreProcess/PreProcessKTR.jl

@@ -1,12 +1,13 @@
 export preprocessKTR, decreaseKTR
 function preprocessKTR(Hop, g, params::Tparams, calls, max_calls)
-    τ = params.τ
+    ζ = params.ζ
+    #τ = params.τ
     nshifts = params.nshifts
     shifts = params.shifts
 
     n = length(g)
     gNorm2 = BLAS.nrm2(n, g, 1)
-    precision =  max(1e-12,min(0.5,(gNorm2^τ)))
+    precision =  max(1e-12,min(0.5,(gNorm2^ζ)))
     (xShift, stats) = cg_lanczos_shift_seq(Hop,
                                            -g,
                                            shifts,
@@ -29,7 +30,7 @@ function preprocessKTR(Hop, g, params::Tparams, calls, max_calls)
 
     d = g # bidon
 
-    return  PDataK(d,-1.0,τ,0,positives,xShift,shifts,nshifts,Ndirs,true)
+    return  PDataK(d,-1.0, ζ, 0.0, 0, positives,xShift,shifts,nshifts,Ndirs,true)
 end
 
 function decreaseKTR(X :: PDataK, α:: Float64, TR:: TrustRegion)

src/PreProcess/PreProcessST_TR.jl

@@ -1,5 +1,5 @@
 function preprocessST(H, g, params::TparamsST, n1, n2)
-    τ = params.τ
+    ζ = params.ζ
 
-    return  PDataST(H, g, τ, true)
+    return  PDataST(H, g, ζ, true)
 end

src/PreProcess/TParamsKARC.jl

@@ -1,11 +1,12 @@
 mutable struct TparamsKARC{T} <: Tparams{T}  # specific parameters for this Krylov variant
+    ζ :: T
     τ :: T
     shifts :: Array{T, 1}
     nshifts :: Int
-    function TparamsKARC{T}() where T
-        τ = 0.5
-        shifts = 10.0.^(collect(-15.0:1.0:15.0))
+    function TparamsKARC{T}(shifts; τin::T = 1.0, ζin ::T = 0.5) where T
+        τ = τin  #  temporary testing
+        ζ = ζin  #  inexact Newton
         nshifts = size(shifts, 1)
-        return new{T}(τ, shifts, nshifts)
+        return new{T}(ζ, τ, shifts, nshifts)
     end
 end

src/PreProcess/TParamsKTR.jl

@@ -1,13 +1,13 @@
 export TparamsKTR
 
 mutable struct TparamsKTR{T} <: Tparams{T}  # specific parameters for this Krylov variant
-    τ :: T
+    ζ :: T
     shifts :: Array{T, 1}
     nshifts :: Int
-    function TparamsKTR{T}() where T
-        τ = 0.5
+    function TparamsKTR{T}(; ζin ::T = 0.5) where T
+        ζ = ζin
         shifts = [0.0; 10.0.^(collect(-15.0:1.0:15.0))]
         nshifts = size(shifts, 1)
-        return new{T}(τ, shifts, nshifts)
+        return new{T}(ζ, shifts, nshifts)
     end
 end

src/PreProcess/TParamsST.jl

@@ -1,10 +1,10 @@
 export TparamsST
 
 mutable struct TparamsST{T} <: Tparams{T}  # specific parameters for this Krylov variant
-    τ :: T
+    ζ :: T
 
     function TparamsST{T}() where T
-        τ = 0.5
-        return new{T}(τ)
+        ζ = 0.5
+        return new{T}(ζ)
     end
 end

src/SolveModel/SolveModelST_TR.jl

@@ -2,7 +2,7 @@ function solve_modelST_TR(nlp_stop, X :: PDataST, δ:: T; cgtol :: T = 0.1) wher
 # cas particulier Steihaug-Toint
     ϵ = sqrt(eps(T)) # * 100.0
     n = length(X.g)
-    cgtol = max(ϵ, min(cgtol, 9 * cgtol / 10, 0.01 * norm(X.g)^(1.0 + X.τ)))
+    cgtol = max(ϵ, min(cgtol, 9 * cgtol / 10, 0.01 * norm(X.g)^(1.0 + X.ζ)))
 
     (d, cg_stats) = cg(X.H, -X.g, atol = cgtol, rtol = ϵ,
                      radius = δ,  itmax = max(2 * n, 50),

src/Solvers/ARCqKOp1.jl

@@ -0,0 +1,4 @@
+fname = :ARCqKOp1
+shifts = 10.0.^(collect(-15.0:1.0:15.0))
+c = Combi(hessian_operator,PDataK,solve_modelKARC,preprocessKARC,decreaseKARC,TparamsKARC(shifts))
+include("Template.jl")

src/Solvers/ARCqKOp1.jl~

@@ -0,0 +1,3 @@
+fname = :ARCqKOp
+c = Combi(hessian_operator,PDataK,solve_modelKARC,preprocessKARC,decreaseKARC,TparamsKARC())
+include("Template.jl")

src/Solvers/SolversStopping/ARCqKOp.jl

@@ -1,5 +1,6 @@
 export ARCqKOp
 
+
 function ARCqKOp(nlp 		:: AbstractNLPModel,
               	nlpstop 	:: NLPStopping;
 				kwargs...

src/Solvers/SolversStopping/ARCqKOp0_5.jl

@@ -0,0 +1,17 @@
+export ARCqKOp05
+
+
+function ARCqKOp05(nlp 		:: AbstractNLPModel,
+              	   nlpstop 	:: NLPStopping;
+		   kwargs...
+               	   )
+
+    shifts = 10.0.^(collect(-15.0:0.50:15.0))
+
+    return TRARC2(nlp,
+		  nlpstop;
+		  TR = TrustRegion(10.0),
+		  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts)),
+		  kwargs...
+		  )
+end

src/Solvers/SolversStopping/ARCqKOp0_5.jl~

@@ -0,0 +1,16 @@
+export ARCqKOp2
+
+shifts = 10.0.^(collect(-15.0:2.0:15.0))
+
+function ARCqKOp2(nlp 		:: AbstractNLPModel,
+              	nlpstop 	:: NLPStopping;
+				kwargs...
+               		)
+
+	return TRARC2(nlp,
+				  nlpstop;
+				  TR = TrustRegion(10.0),
+				  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts)),
+				  kwargs...
+				  )
+end

src/Solvers/SolversStopping/ARCqKOp1.jl

@@ -0,0 +1,19 @@
+export ARCqKOp1
+
+
+function ARCqKOp1(nlp 		:: AbstractNLPModel,
+              	  nlpstop 	:: NLPStopping;
+                  ζ = 0.5,
+                  τ = 1.0,
+		  kwargs...
+               	  )
+
+    shifts = 10.0.^(collect(-15.0:1.0:15.0))
+
+    return TRARC2(nlp,
+		  nlpstop;
+		  TR = TrustRegion(10.0),
+		  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts, ζin = ζ, τin = τ)),
+		  kwargs...
+		  )
+end

src/Solvers/SolversStopping/ARCqKOp1.jl~

@@ -0,0 +1,16 @@
+export ARCqKOp1
+
+shifts = 10.0.^(collect(-15.0:1.0:15.0))
+
+function ARCqKOp1(nlp 		:: AbstractNLPModel,
+              	nlpstop 	:: NLPStopping;
+				kwargs...
+               		)
+
+	return TRARC2(nlp,
+				  nlpstop;
+				  TR = TrustRegion(10.0),
+				  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts)),
+				  kwargs...
+				  )
+end

src/Solvers/SolversStopping/ARCqKOp1b.jl

@@ -0,0 +1,19 @@
+export ARCqKOp1b
+
+
+function ARCqKOp1b(nlp 		:: AbstractNLPModel,
+              	  nlpstop 	:: NLPStopping;
+                  ζ = 0.5,
+                  τ = 0.5,
+		  kwargs...
+               	  )
+
+    shifts = 10.0.^(collect(-15.0:1.0:15.0))
+
+    return TRARC2(nlp,
+		  nlpstop;
+		  TR = TrustRegion(10.0),
+		  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts, ζin = ζ, τin = τ)),
+		  kwargs...
+		  )
+end

src/Solvers/SolversStopping/ARCqKOp1b.jl~

@@ -0,0 +1,19 @@
+export ARCqKOp1
+
+
+function ARCqKOp1(nlp 		:: AbstractNLPModel,
+              	  nlpstop 	:: NLPStopping;
+                  ζ = 0.5,
+                  τ = 1.0,
+		  kwargs...
+               	  )
+
+    shifts = 10.0.^(collect(-15.0:1.0:15.0))
+
+    return TRARC2(nlp,
+		  nlpstop;
+		  TR = TrustRegion(10.0),
+		  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts, ζin = ζ, τin = τ)),
+		  kwargs...
+		  )
+end

src/Solvers/SolversStopping/ARCqKOp2.jl

@@ -0,0 +1,17 @@
+export ARCqKOp2
+
+
+function ARCqKOp2(nlp 		:: AbstractNLPModel,
+              	nlpstop 	:: NLPStopping;
+				kwargs...
+               		)
+
+    shifts = 10.0.^(collect(-15.0:2.0:15.0))
+
+    return TRARC2(nlp,
+		  nlpstop;
+		  TR = TrustRegion(10.0),
+		  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts)),
+		  kwargs...
+		  )
+end

src/Solvers/SolversStopping/ARCqKOp2.jl~

@@ -0,0 +1,16 @@
+export ARCqKOp2
+
+shifts = 10.0.^(collect(-15.0:2.0:15.0))
+
+function ARCqKOp2(nlp 		:: AbstractNLPModel,
+              	nlpstop 	:: NLPStopping;
+				kwargs...
+               		)
+
+	return TRARC2(nlp,
+				  nlpstop;
+				  TR = TrustRegion(10.0),
+				  c = Combi(hessian_operator, PDataK{eltype(nlp.meta.x0)}, solve_modelKARC, preprocessKARC, decreaseKARC, TparamsKARC{eltype(nlp.meta.x0)}(shifts)),
+				  kwargs...
+				  )
+end

src/Solvers/SolversStopping/solvers_stopping.jl

@@ -54,6 +54,18 @@ push!(ALL_solvers_stopping, TRLDLt_abs)
 include("ARCqKOp.jl")
 push!(ALL_solvers_stopping, ARCqKOp)
 
+include("ARCqKOp1.jl")
+push!(ALL_solvers_stopping, ARCqKOp1)
+
+include("ARCqKOp1b.jl")
+push!(ALL_solvers_stopping, ARCqKOp1b)
+
+include("ARCqKOp2.jl")
+push!(ALL_solvers_stopping, ARCqKOp2)
+
+include("ARCqKOp0_5.jl")
+push!(ALL_solvers_stopping, ARCqKOp05)
+
 include("ARCqKSparse.jl")
 push!(ALL_solvers_stopping, ARCqKsparse)
 

src/Solvers/solvers.jl

@@ -42,6 +42,9 @@ push!(ALL_solvers,eval(fname))
 include("ARCqKOp.jl")			   #works in 0.7/1.1
 push!(ALL_solvers,eval(fname))
 
+include("ARCqKOp1.jl")			   #works in 0.7/1.1
+push!(ALL_solvers,eval(fname))
+
 
 include("ARCqKsparse.jl")          #works in 0.7/1.1
 push!(ALL_solvers,eval(fname))