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- reduce hesse elements
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- fixed output for constraints
- fixed matching for constraints
- active testcase for alias constraints

thanks Willi



git-svn-id: https://openmodelica.org/svn/OpenModelica/trunk@19199 f25d12d1-65f4-0310-ae8a-bbce733d8d8e
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Vitalij Ruge committed Feb 19, 2014
1 parent 2ce1ebc commit bc1bf77
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Showing 5 changed files with 127 additions and 26 deletions.
4 changes: 4 additions & 0 deletions Compiler/BackEnd/BackendDAEUtil.mo
View file
Expand Up @@ -3822,6 +3822,10 @@ algorithm
equation
failure(_ = List.getMemberOnTrue(i, vars, intEq));
then incidenceRowExp1(rest,irest,i::vars,diffindex);
case (BackendDAE.VAR(varKind = BackendDAE.OPT_CONSTR())::rest,i::irest,_,_)
equation
failure(_ = List.getMemberOnTrue(i, vars, intEq));
then incidenceRowExp1(rest,irest,i::vars,diffindex);
case (_ :: rest,_::irest,_,_)
then incidenceRowExp1(rest,irest,vars,diffindex);
end matchcontinue;
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1 change: 1 addition & 0 deletions Compiler/BackEnd/BackendDump.mo
View file
Expand Up @@ -2447,6 +2447,7 @@ algorithm
case BackendDAE.EXTOBJ(path) then "EXTOBJ: " +& Absyn.pathString(path);
case BackendDAE.JAC_VAR() then "JACOBIAN_VAR";
case BackendDAE.JAC_DIFF_VAR()then "JACOBIAN_DIFF_VAR";
case BackendDAE.OPT_CONSTR() then "OPT_CONSTR";
end match;
end kindString;

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118 changes: 102 additions & 16 deletions SimulationRuntime/c/optimization/initialOptimizer/allocate_ipopt.c
View file
Expand Up @@ -44,15 +44,16 @@

#include "../localFunction.h"

static int set_local_jac_struct(IPOPT_DATA_ *iData, int *nng);
static int local_jac_struct(IPOPT_DATA_ *iData, int *nng);
static int set_local_jac_struct(IPOPT_DATA_ *iData, int *nng, int * nH);
static int local_jac_struct(IPOPT_DATA_ *iData, int *nng, int * nH);
static int local_jac_struct_print(IPOPT_DATA_ *iData);
static int local_jac_struct_dense(IPOPT_DATA_ *iData, int * nng);
static int local_jac_struct_dense(IPOPT_DATA_ *iData, int * nng, int * nH);
static int check_nominal(IPOPT_DATA_ *iData, double min, double max, double nominal, modelica_boolean set, int i, double x0);
static int optimizer_coeff_setings(IPOPT_DATA_ *iData);
static int optimizer_bounds_setings(DATA *data, IPOPT_DATA_ *iData);
static int optimizer_time_setings(IPOPT_DATA_ *iData);
static int optimizer_print_step(IPOPT_DATA_ *iData);
static int local_diffObject_struct(IPOPT_DATA_ *iData);


/*initial*/
Expand Down Expand Up @@ -138,6 +139,10 @@ int allocateIpoptData(IPOPT_DATA_ *iData)
for(i = 0; i < 2; i++)
iData->gradFomc[i] = (double*) calloc(iData->nv, sizeof(double));

iData->gradFs = (modelica_boolean**) malloc((2) * sizeof(modelica_boolean*));
for(i = 0; i < 2; i++)
iData->gradFs[i] = (modelica_boolean*) calloc(iData->nv, sizeof(modelica_boolean));

iData->numJ = (double**) malloc(iData->nJ * sizeof(double*));
for(i = 0; i < iData->nJ; i++)
iData->numJ[i] = (double*) calloc(iData->nv, sizeof(double));
Expand Down Expand Up @@ -196,8 +201,10 @@ int freeIpoptData(IPOPT_DATA_ *iData)
free(iData->numJ);
free(iData->knowedJ);

for(i=0;i<2;++i)
for(i=0;i<2;++i){
free(iData->gradFomc[i]);
free(iData->gradFs[i]);
}

for(i = 0; i < iData->nv; i++){
free(iData->oH[i]);
Expand Down Expand Up @@ -288,7 +295,7 @@ int freeIpoptData(IPOPT_DATA_ *iData)
**/
int loadDAEmodel(DATA *data, IPOPT_DATA_ *iData)
{
int id;
int id, nH;
double *c;

iData->nx = data->modelData.nStates;
Expand Down Expand Up @@ -321,9 +328,11 @@ int loadDAEmodel(DATA *data, IPOPT_DATA_ *iData)
optimizer_coeff_setings(iData);

/***********************/
set_local_jac_struct(iData,&id);
local_diffObject_struct(iData);
set_local_jac_struct(iData, &id, &nH);

iData->njac = iData->deg*(iData->nlocalJac-iData->nx+iData->nsi*iData->nlocalJac+iData->deg*iData->nsi*iData->nx)-iData->deg*id;
iData->nhess = 0.5*iData->nv*(iData->nv + 1)*(1+iData->deg*iData->nsi);
iData->nhess = nH*(1+iData->deg*iData->nsi);

/***********************/
iData->x0 = iData->data->localData[1]->realVars;
Expand All @@ -334,7 +343,7 @@ int loadDAEmodel(DATA *data, IPOPT_DATA_ *iData)
if(ACTIVE_STREAM(LOG_IPOPT_FULL))
optimizer_print_step(iData);

if(ACTIVE_STREAM(LOG_IPOPT_JAC) && ACTIVE_STREAM(LOG_IPOPT_HESSE))
if(ACTIVE_STREAM(LOG_IPOPT_JAC) || ACTIVE_STREAM(LOG_IPOPT_HESSE))
local_jac_struct_print(iData);

return 0;
Expand Down Expand Up @@ -370,7 +379,7 @@ int move_grid(IPOPT_DATA_ *iData)
* function calculates a jacobian matrix struct
* author: vitalij
*/
static int local_jac_struct_dense(IPOPT_DATA_ *iData, int * nng)
static int local_jac_struct_dense(IPOPT_DATA_ *iData, int * nng, int * nH)
{
int **J;
short **Hg;
Expand All @@ -395,14 +404,15 @@ static int local_jac_struct_dense(IPOPT_DATA_ *iData, int * nng)
Hg[i][j] = 1;

*nng = iData->nc * iData->nv;
*nH = 0.5*(iData->nv+1)*iData->nv;
return 0;
}

/*
* function calculates a jacobian matrix struct
* author: Willi
*/
static int local_jac_struct(IPOPT_DATA_ *iData, int * nng)
static int local_jac_struct(IPOPT_DATA_ *iData, int * nng, int * nH)
{
DATA * data = iData->data;
const int index = 2;
Expand All @@ -411,10 +421,15 @@ static int local_jac_struct(IPOPT_DATA_ *iData, int * nng)
int i,j,l,ii,nx, id;
int *cC,*lindex;
int nJ = (int)(iData->nJ);
modelica_boolean ** dF;
double nnH;

id = 0;
nnH = 0;

J = iData->knowedJ;
Hg = iData->Hg;
dF = iData->gradFs;

nx = data->simulationInfo.analyticJacobians[index].sizeCols;
cC = (int*)data->simulationInfo.analyticJacobians[index].sparsePattern.colorCols;
Expand Down Expand Up @@ -456,18 +471,30 @@ static int local_jac_struct(IPOPT_DATA_ *iData, int * nng)
J[ii][ii] = 1.0;
}


for(i = 0; i <iData->nv; ++i)
for(j = 0; j < iData->nv; ++j)
{
for(ii = 0; ii < nJ; ++ii)
if(J[ii][i]*J[ii][j])
Hg[i][j] = 1;

for(ii = 0; ii < 2; ++ii)
if(dF[ii][i]*dF[ii][j])
Hg[i][j] = 1;
}

for(i = 0; i <iData->nv; ++i)
for(j = 0; j < i+1; ++j)
++nnH;


*nng = id;
*nH = (int)nnH;

return 0;
}

static int set_local_jac_struct(IPOPT_DATA_ *iData, int *nng)
static int set_local_jac_struct(IPOPT_DATA_ *iData, int *nng ,int *nH)
{
char *cflags;
iData->useNumJac = 0;
Expand All @@ -484,9 +511,57 @@ static int set_local_jac_struct(IPOPT_DATA_ *iData, int *nng)
}

if(iData->useNumJac == 2){
local_jac_struct_dense(iData, nng);
} else {
local_jac_struct(iData, nng);
local_jac_struct_dense(iData, nng, nH);
}else {
local_jac_struct(iData, nng, nH);
}
return 0;
}

/*
* function calculates struct of symbolic colored gradient "matrix"
* author: vitalij
*/
static int local_diffObject_struct(IPOPT_DATA_ *iData)
{
DATA * data = iData->data;
const int index = 3;
int i,j,l,ii,nx;
int *cC,*lindex;

/*ToDo*/
nx = data->simulationInfo.analyticJacobians[index].sizeCols;


cC = (int*)data->simulationInfo.analyticJacobians[index].sparsePattern.colorCols;
lindex = (int*)data->simulationInfo.analyticJacobians[index].sparsePattern.leadindex;

for(i = 1; i < data->simulationInfo.analyticJacobians[index].sparsePattern.maxColors + 1; ++i){
for(ii = 0; ii<nx; ++ii){
if(cC[ii] == i){
data->simulationInfo.analyticJacobians[index].seedVars[ii] = 1.0;
}
}

data->callback->functionJacC_column(data);

for(ii = 0; ii < nx; ++ii){
if(cC[ii] == i){
if(ii == 0) j = 0;
else j = lindex[ii-1];

for(; j<lindex[ii]; ++j){
l = data->simulationInfo.analyticJacobians[index].sparsePattern.index[j];
iData->gradFs[l][ii] = (modelica_boolean)1;
}
}
}

for(ii = 0; ii<nx; ++ii){
if(cC[ii] == i){
data->simulationInfo.analyticJacobians[index].seedVars[ii] = 0.0;
}
}
}
return 0;
}
Expand All @@ -497,9 +572,11 @@ static int local_jac_struct_print(IPOPT_DATA_ *iData)
int nJ = (int)(iData->nx+iData->nc);
int **J;
short **Hg;
modelica_boolean ** dF;

J = iData->knowedJ;
Hg = iData->Hg;
dF = iData->gradFs;

printf("\n*****JAC******");
for(ii = 0; ii < nJ; ++ii){
Expand All @@ -508,6 +585,15 @@ static int local_jac_struct_print(IPOPT_DATA_ *iData)
printf("%i \t",J[ii][j]);
printf("\n");
}

printf("\n*****GRAD******");
for(ii = 0; ii < 2; ++ii){
printf("\n");
for(j =0;j<iData->nv;++j)
printf("%i \t",dF[ii][j]);
printf("\n");
}

printf("\n*****HESSE******");
for(ii = 0; ii < iData->nv; ++ii){
printf("\n");
Expand Down Expand Up @@ -661,7 +747,7 @@ static int optimizer_bounds_setings(DATA *data, IPOPT_DATA_ *iData)

printf("\nInput[%i]:%s(start = %g, nominal = %g%s",i, tmpname[i-iData->nx] ,start[i-iData->nx], iData->vnom[i], buffer);

if (iData->umax[i-iData->nx]*iData->scalVar[i] < 1e20)
if (iData->umax[i-iData->nx] < 1e20)
sprintf(buffer, ", max = %g", iData->umax[i-iData->nx]);
else
sprintf(buffer, ", max = +Inf");
Expand Down
1 change: 1 addition & 0 deletions SimulationRuntime/c/optimization/ipoptODEstruct.h
View file
Expand Up @@ -165,6 +165,7 @@ typedef struct IPOPT_DATA_
double * gradF_;
double * gradF0;
double * gradF00;
modelica_boolean ** gradFs;
int **knowedJ;
double **numJ;
long double ***H;
Expand Down
29 changes: 19 additions & 10 deletions SimulationRuntime/c/optimization/lagrangeFun/ipopt_hessian.c
View file
Expand Up @@ -71,8 +71,10 @@ Bool ipopt_h(int n, double *v, Bool new_x, double obj_factor, int m, double *lam
for(p = 0;p <iData->deg+1;++p){
for(j=0;j< iData->nv;++j){
for(l = 0; l< j+1; ++l){
iRow[k] = r + j;
iCol[k++] = c + l;
if(iData->Hg[j][l]){
iRow[k] = r + j;
iCol[k++] = c + l;
}
}
}
r += iData->nv;
Expand All @@ -82,19 +84,22 @@ Bool ipopt_h(int n, double *v, Bool new_x, double obj_factor, int m, double *lam
for(p = 1;p <iData->deg+1;++p){
for(j=0;j< iData->nv;++j){
for(l = 0; l< j+1; ++l){
iRow[k] = r + j;
iCol[k++] = c + l;
}
if(iData->Hg[j][l]){
iRow[k] = r + j;
iCol[k++] = c + l;
}
}
}
r += iData->nv;
c += iData->nv;
}
}
}
/*
/*
for(i=0;i<nele_hess;++i)
printf("\nH(%i,%i) = 1;", iRow[i]+1, iCol[i]+1);
*/

}else{
double *x;
double *ll;
Expand Down Expand Up @@ -135,8 +140,10 @@ Bool ipopt_h(int n, double *v, Bool new_x, double obj_factor, int m, double *lam

for(i=0;i< iData->nv;++i)
for(j = 0; j< i+1; ++j){
sumLagrange(iData, &sum, ii, i, j, p, mayer_yes);
values[k++] = sum;
if(iData->Hg[i][j]){
sumLagrange(iData, &sum, ii, i, j, p, mayer_yes);
values[k++] = sum;
}
}

r += iData->nv;
Expand All @@ -153,8 +160,10 @@ Bool ipopt_h(int n, double *v, Bool new_x, double obj_factor, int m, double *lam

for(i=0;i< iData->nv;++i)
for(j = 0; j< i+1; ++j){
sumLagrange(iData, &sum, ii, i, j, p, mayer_yes);
values[k++] = sum;
if(iData->Hg[i][j]){
sumLagrange(iData, &sum, ii, i, j, p, mayer_yes);
values[k++] = sum;
}
}

r += iData->nv;
Expand Down

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