Replaced WarmstartInformation.problem_structure_changed with two flag…

…s: hessian_sparsity_changed and jacobian_sparsity_changed. This should allow a finer control in the subproblem solvers.
cvanaret · Dec 9, 2024 · 2a2b105 · 2a2b105
1 parent cdcf8c3
commit 2a2b105
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Showing 4 changed files with 18 additions and 12 deletions.
diff --git a/uno/linear_algebra/SymmetricIndefiniteLinearSystem.hpp b/uno/linear_algebra/SymmetricIndefiniteLinearSystem.hpp
@@ -92,10 +92,10 @@ namespace uno {
    template <typename ElementType>
    void SymmetricIndefiniteLinearSystem<ElementType>::factorize_matrix(DirectSymmetricIndefiniteLinearSolver<size_t, ElementType>& linear_solver,
          WarmstartInformation& warmstart_information) {
-      if (warmstart_information.problem_structure_changed) {
+      if (warmstart_information.hessian_sparsity_changed || warmstart_information.jacobian_sparsity_changed) {
          DEBUG << "Performing symbolic analysis of the indefinite system\n";
          linear_solver.do_symbolic_analysis(this->matrix);
-         warmstart_information.problem_structure_changed = false;
+         warmstart_information.hessian_sparsity_changed = warmstart_information.jacobian_sparsity_changed = false;
       }
       DEBUG << "Performing numerical factorization of the indefinite system\n";
       linear_solver.do_numerical_factorization(this->matrix);

diff --git a/uno/optimization/WarmstartInformation.cpp b/uno/optimization/WarmstartInformation.cpp
@@ -6,19 +6,21 @@
 
 namespace uno {
    void WarmstartInformation::display() const {
-      std::cout << "Objective: " << std::boolalpha << this->objective_changed << '\n';
-      std::cout << "Constraints: " << std::boolalpha << this->constraints_changed << '\n';
-      std::cout << "Constraint bounds: " << std::boolalpha << this->constraint_bounds_changed << '\n';
-      std::cout << "Variable bounds: " << std::boolalpha << this->variable_bounds_changed << '\n';
-      std::cout << "Problem structure: " << std::boolalpha << this->problem_structure_changed << '\n';
+      std::cout << "Objective changed: " << std::boolalpha << this->objective_changed << '\n';
+      std::cout << "Constraints changed: " << std::boolalpha << this->constraints_changed << '\n';
+      std::cout << "Constraint bounds changed: " << std::boolalpha << this->constraint_bounds_changed << '\n';
+      std::cout << "Variable bounds changed: " << std::boolalpha << this->variable_bounds_changed << '\n';
+      std::cout << "Hessian sparsity changed: " << std::boolalpha << this->hessian_sparsity_changed << '\n';
+      std::cout << "Jacobian sparsity changed: " << std::boolalpha << this->jacobian_sparsity_changed << '\n';
    }
 
    void WarmstartInformation::no_changes() {
       this->objective_changed = false;
       this->constraints_changed = false;
       this->constraint_bounds_changed = false;
       this->variable_bounds_changed = false;
-      this->problem_structure_changed = false;
+      this->hessian_sparsity_changed = false;
+      this->jacobian_sparsity_changed = false;
    }
 
    void WarmstartInformation::iterate_changed() {
@@ -33,14 +35,16 @@ namespace uno {
       this->constraints_changed = true;
       this->constraint_bounds_changed = true;
       this->variable_bounds_changed = true;
-      this->problem_structure_changed = true;
+      this->hessian_sparsity_changed = true;
+      this->jacobian_sparsity_changed = true;
    }
 
    void WarmstartInformation::only_objective_changed() {
       this->objective_changed = true;
       this->constraints_changed = false;
       this->constraint_bounds_changed = false;
       this->variable_bounds_changed = false;
-      this->problem_structure_changed = false;
+      this->hessian_sparsity_changed = false;
+      this->jacobian_sparsity_changed = false;
    }
 } // namespace
diff --git a/uno/optimization/WarmstartInformation.hpp b/uno/optimization/WarmstartInformation.hpp
@@ -10,7 +10,9 @@ namespace uno {
       bool constraints_changed{true};
       bool constraint_bounds_changed{true};
       bool variable_bounds_changed{true};
-      bool problem_structure_changed{true};
+      // bool problem_structure_changed{true};
+      bool hessian_sparsity_changed{true};
+      bool jacobian_sparsity_changed{true};
 
       void display() const;
       void no_changes();

diff --git a/uno/solvers/BQPD/BQPDSolver.cpp b/uno/solvers/BQPD/BQPDSolver.cpp
@@ -166,7 +166,7 @@ namespace uno {
    BQPDMode BQPDSolver::determine_mode(const WarmstartInformation& warmstart_information) const {
       BQPDMode mode = (this->number_calls == 0) ? BQPDMode::ACTIVE_SET_EQUALITIES : BQPDMode::USER_DEFINED;
       // if problem structure changed, use cold start
-      if (warmstart_information.problem_structure_changed) {
+      if (warmstart_information.hessian_sparsity_changed || warmstart_information.jacobian_sparsity_changed) {
          mode = BQPDMode::ACTIVE_SET_EQUALITIES;
       }
       // if only the variable bounds changed, reuse the active set estimate and the Jacobian information