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jump >= 0.21
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montyvesselinov committed Mar 23, 2020
1 parent aee8bb7 commit 357d407
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Showing 3 changed files with 19 additions and 16 deletions.
6 changes: 3 additions & 3 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "Mads"
uuid = "d6bdc55b-bd94-5012-933c-1f73fc2ee992"
version = "0.10.0"
version = "0.10.1"

[deps]
AffineInvariantMCMC = "a0f608ac-68d0-5108-ad9a-0cdca73324f3"
Expand Down Expand Up @@ -69,11 +69,11 @@ Documenter = "^0"
DocumenterMarkdown = "^0"
FileIO = "^1"
Gadfly = "^1"
Images = "< 1"
Images = "^0"
Ipopt = "^0"
JLD2 = "^0"
JSON = "^0"
JuMP = "< 0.20.2"
JuMP = "^0"
Kriging = "^0"
LsqFit = "^0"
MathProgBase = "^0"
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3 changes: 2 additions & 1 deletion src-new/MadsBSS.jl
Original file line number Diff line number Diff line change
Expand Up @@ -69,7 +69,8 @@ function NMFipopt(X::Matrix, nk::Integer, retries::Integer=1; random::Bool=false
Hbest = Array{Float64}(undef, nk, nC)
phi_best = Inf
for r = 1:retries
m = JuMP.Model(JuMP.with_optimizer(Ipopt.Optimizer; max_iter=maxiter, print_level=verbosity))
m = JuMP.Model(Ipopt.Optimizer)
JuMP.set_optimizer_attributes(m, "max_iter" => maxiter, "print_level" => verbosity)
#IMPORTANT the order at which parameters are defined is very important
if r == 1 && sizeof(initW) != 0
@JuMP.variable(m, W[i=1:nP, k=1:nk] >= 0., start=initW[i, k])
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26 changes: 14 additions & 12 deletions src-new/MadsInfoGap.jl
Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,8 @@ function infogap_jump(madsdata::AbstractDict=Dict(); horizons::Vector=[0.05, 0.1
for h in horizons
phi_best = 0
for r = 1:retries
m = JuMP.Model(JuMP.with_optimizer(Ipopt.Optimizer, max_iter=maxiter, print_level=verbosity))
m = JuMP.Model(Ipopt.Optimizer)
JuMP.set_optimizer_attributes(m, "max_iter" => maxiter, "print_level" => verbosity)
if r > 1 || random
for i = 1:np
pinit[i] = rand() * (pmax[i] - pmin[i]) + pmin[i]
Expand All @@ -46,12 +47,12 @@ function infogap_jump(madsdata::AbstractDict=Dict(); horizons::Vector=[0.05, 0.1
@JuMP.NLconstraint(m, o[2] == p[1] * (ti[2]^p[4]) + p[2] * ti[2] + p[3])
@JuMP.NLconstraint(m, o[3] == p[1] * (ti[3]^p[4]) + p[2] * ti[3] + p[3])
@JuMP.NLconstraint(m, o[4] == p[1] * (ti[4]^p[4]) + p[2] * ti[4] + p[3])
@JuMP.constraint(m, p[i=1:np] .>= pmin[i=1:np])
@JuMP.constraint(m, p[i=1:np] .<= pmax[i=1:np])
#@JuMP.constraint(m, o[i=1:no] .>= omin[i=1:no])
#@JuMP.constraint(m, o[i=1:no] .<= omax[i=1:no])
@JuMP.constraint(m, o[i=1:no] .>= t[i=1:no]-h)
@JuMP.constraint(m, o[i=1:no] .<= t[i=1:no]+h)
@JuMP.constraint(m, p[1:np] .>= pmin[1:np])
@JuMP.constraint(m, p[1:np] .<= pmax[1:np])
#@JuMP.constraint(m, o[1:no] .>= omin[1:no])
#@JuMP.constraint(m, o[1:no] .<= omax[1:no])
@JuMP.constraint(m, o[1:no] .>= t[1:no]-h)
@JuMP.constraint(m, o[1:no] .<= t[1:no]+h)
#@JuMP.NLobjective(m, Min, sum(w[i] * ((p[1] * (ti[i]^p[2]) + p[3] * ti[i] + p[4]) - t[i])^2 for i=1:no))
@JuMP.NLobjective(m, Max, p[1] * (ti[5]^p[4]) + p[2] * ti[5] + p[3])
JuMP.optimize!(m)
Expand Down Expand Up @@ -183,7 +184,8 @@ function infogap_jump_polinomial(madsdata::AbstractDict=Dict(); horizons::Vector
for mm = ("Min", "Max")
phi_best = (mm == "Max") ? -Inf : Inf
for r = 1:retries
m = JuMP.Model(JuMP.with_optimizer(Ipopt.Optimizer, max_iter=maxiter, print_level=verbosity))
m = JuMP.Model(Ipopt.Optimizer)
JuMP.set_optimizer_attributes(m, "max_iter" => maxiter, "print_level" => verbosity)
if r == 1 && !random
for i = 1:np
pi[i] = pinit[i]
Expand All @@ -196,10 +198,10 @@ function infogap_jump_polinomial(madsdata::AbstractDict=Dict(); horizons::Vector
# @show pi
@JuMP.variable(m, p[i = 1:np], start = pi[i])
@JuMP.variable(m, o[1:no])
@JuMP.constraint(m, p[i = 1:np] .>= pmin[i = 1:np])
@JuMP.constraint(m, p[i = 1:np] .<= pmax[i = 1:np])
@JuMP.constraint(m, o[i = 1:no] .>= time[i = 1:no] - h)
@JuMP.constraint(m, o[i = 1:no] .<= time[i = 1:no] + h)
@JuMP.constraint(m, p[1:np] .>= pmin[1:np])
@JuMP.constraint(m, p[1:np] .<= pmax[1:np])
@JuMP.constraint(m, o[1:no] .>= time[1:no] .- h)
@JuMP.constraint(m, o[1:no] .<= time[1:no] .+ h)
if model == 1
@JuMP.NLobjective(m, Symbol(mm), p[1] * ti[5] + p[2])
@JuMP.NLconstraint(m, o[1] == p[1] * ti[1] + p[2])
Expand Down

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