Merge pull request #2 from sandialabs/dev

Merging the dev branch

.github/workflows/linux.yml

@@ -3,9 +3,9 @@ name: Linux Build and Tests
 on:
   workflow_dispatch:
   push:
-    branches: [ main ]
+    branches: [ main, dev ]
   pull_request:
-    branches: [ main ]
+    branches: [ main, dev ]
 
 jobs:
 
@@ -43,3 +43,25 @@ jobs:
         run: |
           cd build
           make test
+
+  pycoek_pybind11:
+    runs-on: ubuntu-latest
+    needs: coek-build-and-test-with-tpls
+    steps:
+      - uses: actions/checkout@v2
+      - name: run cmake
+        run: |
+          mkdir build
+          cd build
+          cmake -Dbuild_all=ON ../lib/coek
+      - name: build
+        run: |
+          cd build
+          make tpls
+          make
+      - name: build pycoek_pybind11
+        run: |
+          cd build
+          cmake -Dwith_pybind11=ON ../lib/coek
+          make
+        

ChangeLog.md

@@ -0,0 +1,8 @@
+# ChangeLog
+
+Here we list changes of Coek.  More detailed information about incremental changes can be found in the
+[commit history](https://github.com/sandialabs/coek/commits).
+
+## 1.0
+
+Initial public release.

lib/coek/coek/model/compact_model.cpp

@@ -73,7 +73,7 @@ VariableMap& CompactModel::add_variable(VariableMap& vars)
 {
 repn->variables.insert(repn->variables.end(),
     vars.begin(), vars.end());
-repn->variable_names.insert(repn->variable_names.end(), varray.variables.size(), "");
+repn->variable_names.insert(repn->variable_names.end(), vars.size(), "");
 /*
 auto end = vars.end();
 for (auto it=vars.begin(); it != end; ++it) {
@@ -88,7 +88,7 @@ VariableMap& CompactModel::add_variable(VariableMap&& vars)
 {
 repn->variables.insert(repn->variables.end(),
     vars.begin(), vars.end());
-repn->variable_names.insert(repn->variable_names.end(), varray.variables.size(), "");
+repn->variable_names.insert(repn->variable_names.end(), vars.size(), "");
 /*
 auto end = vars.end();
 for (auto it=vars.begin(); it != end; ++it) {
@@ -103,7 +103,7 @@ VariableArray& CompactModel::add_variable(VariableArray& vars)
 {
 repn->variables.insert(repn->variables.end(),
     vars.begin(), vars.end());
-repn->variable_names.insert(repn->variable_names.end(), varray.variables.size(), "");
+repn->variable_names.insert(repn->variable_names.end(), vars.size(), "");
 /*
 auto end = vars.end();
 for (auto it=vars.begin(); it != end; ++it) {
@@ -118,7 +118,7 @@ VariableArray& CompactModel::add_variable(VariableArray&& vars)
 {
 repn->variables.insert(repn->variables.end(),
     vars.begin(), vars.end());
-repn->variable_names.insert(repn->variable_names.end(), varray.variables.size(), "");
+repn->variable_names.insert(repn->variable_names.end(), vars.size(), "");
 /*
 auto end = vars.end();
 for (auto it=vars.begin(); it != end; ++it) {

lib/coek/coek/solvers/gurobi/gurobi.cpp

@@ -118,34 +118,31 @@ gmodel = new GRBModel(*env);
 assert(_model->objectives.size() == 1);
 
 // Add Gurobi variables
-for (std::vector<coek::Variable>::iterator it=_model->variables.begin(); it != _model->variables.end(); ++it) {
-    coek::VariableTerm* v = it->repn;
-    if (v->fixed) {
-	;
-    }
-    else {
-	double lb = v->lb->eval();
-	double ub = v->ub->eval();
-	if (v->binary)
-	    x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_BINARY);
-	else if (v->integer)
-	    x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_INTEGER);
-	else {
-	    if (ub >= 1e19) {
-		if (lb <= -1e19)
-		    x[ v->index ] = gmodel->addVar(-GRB_INFINITY, GRB_INFINITY, 0, GRB_CONTINUOUS);
-		else
-		    x[ v->index ] = gmodel->addVar(lb, GRB_INFINITY, 0, GRB_CONTINUOUS);
-            }
-	    else {
-		if (lb <= -1e19)
-		    x[ v->index ] = gmodel->addVar(-GRB_INFINITY, ub, 0, GRB_CONTINUOUS);
-		else
-		    x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_CONTINUOUS);
+for (auto& var : _model->variables) {
+    coek::VariableTerm* v = var->repn;
+    if (not v->fixed) {
+        double lb = v->lb->eval();
+        double ub = v->ub->eval();
+        if (v->binary)
+            x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_BINARY);
+        else if (v->integer)
+            x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_INTEGER);
+        else {
+            if (ub >= 1e19) {
+                if (lb <= -1e19)
+                    x[ v->index ] = gmodel->addVar(-GRB_INFINITY, GRB_INFINITY, 0, GRB_CONTINUOUS);
+                else
+                    x[ v->index ] = gmodel->addVar(lb, GRB_INFINITY, 0, GRB_CONTINUOUS);
+                }
+            else {
+                if (lb <= -1e19)
+                    x[ v->index ] = gmodel->addVar(-GRB_INFINITY, ub, 0, GRB_CONTINUOUS);
+                else
+                    x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_CONTINUOUS);
+                }
             }
         }
     }
-}
 
 gmodel->update();
 
@@ -175,8 +172,6 @@ if (nobj > 1) {
 try {
     coek::QuadraticExpr repn;
     for (auto& con : model.repn->constraints) {
-        //crepn[i].collect_terms(_model->constraints[i]);
-        //Constraint c = cval->expand();
         add_gurobi_constraint(gmodel, con, x, repn);
         }
     }
@@ -200,11 +195,11 @@ try {
         // TODO: Is there a string description of the solver status?
 
         // Collect values of Gurobi variables
-        for (std::vector<coek::Variable>::iterator it=_model->variables.begin(); it != _model->variables.end(); ++it) {
+        for (auto& var : _model->variables) {
             coek::VariableTerm* v = it->repn;
-	    if (!(v->fixed)) {
-		v->set_value( x[v->index].get(GRB_DoubleAttr_X) );
-	    }
+	        if (not v->fixed) {
+		        v->set_value( x[v->index].get(GRB_DoubleAttr_X) );
+	            }
             }
         }
     }
@@ -236,8 +231,8 @@ assert(model.objectives.size() == 1);
 std::cout << "BUILDING GUROBI MODEL" << std::endl << std::flush;
 
 // Add Gurobi variables
-for (std::vector<coek::Variable>::iterator it=model.variables.begin(); it != model.variables.end(); ++it) {
-    coek::VariableTerm* v = it->repn;
+for (auto& var : model->variables) {
+    coek::VariableTerm* v = var->repn;
     double lb = v->lb->eval();
     double ub = v->ub->eval();
     if (v->binary)
@@ -363,33 +358,30 @@ if (initial_solve()) {
     assert(_model->objectives.size() == 1);
 
     // Add Gurobi variables
-    for (std::vector<coek::Variable>::iterator it=_model->variables.begin(); it != _model->variables.end(); ++it) {
-      coek::VariableTerm* v = it->repn;
-      if (v->fixed) {
-	  ;
-      }
-      else {
-	  double lb = v->lb->eval();
-	  double ub = v->ub->eval();
-	  if (v->binary)
-	      x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_BINARY);
-	  else if (v->integer)
-	      x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_INTEGER);
-      else {
-	  if (ub >= 1e19) {
-	      if (lb <= -1e19)
-		  x[ v->index ] = gmodel->addVar(-GRB_INFINITY, GRB_INFINITY, 0, GRB_CONTINUOUS);
-	      else
-		  x[ v->index ] = gmodel->addVar(lb, GRB_INFINITY, 0, GRB_CONTINUOUS);
-	  }
-	  else {
-	      if (lb <= -1e19)
-		  x[ v->index ] = gmodel->addVar(-GRB_INFINITY, ub, 0, GRB_CONTINUOUS);
-	      else
-		  x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_CONTINUOUS);
-	  }
-      }
-      }
+    for (auto& var : _model->variables) {
+      coek::VariableTerm* v = var->repn;
+      if (not v->fixed) {
+          double lb = v->lb->eval();
+          double ub = v->ub->eval();
+          if (v->binary)
+              x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_BINARY);
+          else if (v->integer)
+              x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_INTEGER);
+          else {
+              if (ub >= 1e19) {
+                  if (lb <= -1e19)
+                    x[ v->index ] = gmodel->addVar(-GRB_INFINITY, GRB_INFINITY, 0, GRB_CONTINUOUS);
+                  else
+                    x[ v->index ] = gmodel->addVar(lb, GRB_INFINITY, 0, GRB_CONTINUOUS);
+                }
+            else {
+                if (lb <= -1e19)
+                    x[ v->index ] = gmodel->addVar(-GRB_INFINITY, ub, 0, GRB_CONTINUOUS);
+                else
+                    x[ v->index ] = gmodel->addVar(lb, ub, 0, GRB_CONTINUOUS);
+                }
+            }
+        }
     }
 
     gmodel->update();
@@ -398,9 +390,9 @@ if (initial_solve()) {
     int nobj=0;
     try {
       coek::QuadraticExpr orepn;
-      for (auto it=model.repn->objectives.begin(); it != model.repn->objectives.end(); ++it) {
-        Expression tmp = it->expr();
-        add_gurobi_objective(gmodel, tmp, it->sense(), x, orepn);
+      for (auto& obj : model.repn->objectives) {
+        Expression tmp = obj->expr();
+        add_gurobi_objective(gmodel, tmp, obj->sense(), x, orepn);
         nobj++;
       }
     }
@@ -419,10 +411,8 @@ if (initial_solve()) {
     // Add Gurobi constraints
     try {
       coek::QuadraticExpr repn;
-      for (auto it=_model->constraints.begin(); it != _model->constraints.end(); ++it) {
-        //crepn[i].collect_terms(_model->constraints[i]);
-        //Constraint c = cval->expand();
-        add_gurobi_constraint(gmodel, *it, x, repn);
+      for (auto& con : model->constraints) {
+        add_gurobi_constraint(gmodel, con, x, repn);
       }
     }
     catch (GRBException e) {

lib/coek/coek/solvers/ipopt/ipopt_capi.cpp

@@ -1,6 +1,7 @@
 #include <memory>
 #include <cassert>
 
+#include "coek/util/sequence.hpp"
 #include "coek/api/expression.hpp"
 #include "coek/api/objective.hpp"
 #include "coek/api/constraint.hpp"
@@ -429,8 +430,8 @@ if (start_from_last_x) {
         this);
     }
 else {
-    for (size_t i=0; i<model.num_variables(); i++) {
-        auto v = model.get_variable(i);
+    for (size_t i : coek::range(model.num_variables())) {
+        const auto& v = model.get_variable(i);
         last_x[i] = v.value();
         }
     status = (*IpoptSolve_func_ptr)(
@@ -445,11 +446,12 @@ else {
     }
 
 if (status == Solve_Succeeded) {
-    //std::cout << std::endl << std::endl << "*** The problem solved in " << last_iter_count << " iterations!" << std::endl;
+    #ifdef DEBUG
+    std::cout << std::endl << std::endl << "*** The problem solved in " << last_iter_count << " iterations!" << std::endl;
+    std::cout << std::endl << std::endl << "*** The final value of the objective function is " << last_objval << '.' << std::endl;
+    #endif
 
-    //std::cout << std::endl << std::endl << "*** The final value of the objective function is " << last_objval << '.' << std::endl;
-
-    for (size_t i=0; i<model.num_variables(); i++) {
+    for (size_t i : coek::range(model.num_variables())) {
         auto v = model.get_variable(i);
         v.value( last_x[i] );
         }

lib/coek/coek/solvers/ipopt/ipopt_solver.cpp

@@ -23,7 +23,9 @@ return repn->perform_solve();
 
 int IpoptSolver::resolve()
 {
+#ifdef DEBUG
 auto start = std::chrono::high_resolution_clock::now();
+#endif
 
 if (not initial_solve())
     model->reset();
@@ -36,9 +38,11 @@ else
     repn->set_start_from_last_x(false);
 int status = repn->perform_solve();
 
+#ifdef DEBUG
 auto curr = std::chrono::high_resolution_clock::now();
 std::chrono::duration<double> diff = curr-start;
-//std::cout << "Time to solve: " << diff.count() << " s\n";
+std::cout << "Time to solve: " << diff.count() << " s\n";
+#endif
 
 return status;
 }

lib/coek/examples/invquad_array_resolve.cpp

@@ -7,19 +7,19 @@ void invquad_array_resolve()
 coek::Model m;
 
 size_t N=5;
-std::vector<coek::Parameter> p(N);
+auto p = coek::parameter("p", N);
 for (auto& param : p)
     param.value(0.5);
 
 // Initialize variables and add them to the model
-auto x = coek::variable("x", p.size())
+auto x = coek::variable("x", N)
                     .bounds(-10,10).value(0.0);
 m.add(x);
 
 // Create objective and add it to the model
 auto e = coek::expression();
-for (size_t i : coek::range(p.size()))
-    e -= (x(i)-p[i])*(x(i)-p[i]);
+for (size_t i : coek::range(N))
+    e -= (x(i)-p(i))*(x(i)-p(i));
 m.add_objective( e );
 
 // Optimize the model
@@ -30,13 +30,13 @@ solver.load(nlp);
 
 solver.resolve();
 // x^*_i = -10
-for (size_t i=0; i<p.size(); i++)
+for (size_t i : coek::range(N))
     std::cout << "Value of " << x(i).name() << ": " << x(i).value() << std::endl;
 
 for (auto& param : p)
     param.value(-0.5);
 solver.resolve();
 // x^*_i = -10
-for (size_t i=0; i<p.size(); i++)
+for (size_t i : coek::range(N))
     std::cout << "Value of " << x(i).name() << ": " << x(i).value() << std::endl;
 }

lib/coek/examples/invquad_array_solve.cpp

@@ -7,7 +7,7 @@ void invquad_array_solve()
 coek::Model m;
 
 size_t N=10;
-std::vector<coek::Parameter> p(10);
+auto p = coek::parameter("p", N);
 for (auto& param : p)
     param.value(0.5);
 
@@ -18,8 +18,8 @@ m.add(x);
 
 // Create objective and add it to the model
 auto e = coek::expression();
-for (size_t i : coek::range(p.size()))
-    e -= (x(i)-p[i])*(x(i)-p[i]);
+for (size_t i : coek::range(N))
+    e -= (x(i)-p(i))*(x(i)-p(i));
 m.add_objective( e );
 
 // Optimize the model
@@ -29,6 +29,6 @@ solver.set_option("print_level", 0);
 solver.solve(nlp);
 
 // x^*_i = -10
-for (size_t i=0; i<N; i++)
+for (size_t i : coek::range(N))
     std::cout << "Value of " << x(i).name() << ": " << x(i).value() << std::endl;
 }