Added some different funnel update strategies

uno.options

@@ -134,6 +134,7 @@ funnel_delta 0.999
 funnel_ubd 1.0
 funnel_fact 1.5
 funnel_switching_infeasibility_exponent 2
+funnel_update_strategy 1
 
 funnel_check_current_point no
 

uno/ingredients/globalization_strategy/FunnelMethod.cpp

@@ -19,7 +19,8 @@ FunnelMethod::FunnelMethod(const Options& options) :
  options.get_double("funnel_kappa_infeasibility_1"),
  options.get_double("funnel_kappa_infeasibility_2"),
  options.get_double("funnel_beta"),
- options.get_double("funnel_gamma")
+ options.get_double("funnel_gamma"),
+ options.get_int("funnel_update_strategy")
  }),
  check_for_current_iterate(options.get_bool("funnel_check_current_point"))
 {}
@@ -33,6 +34,7 @@ void FunnelMethod::initialize(Statistics& statistics, const Iterate& initial_ite
  double upper_bound = std::max(this->parameters.initial_upper_bound,
  this->parameters.initial_multiplication * initial_iterate.progress.infeasibility);
 
+ std::cout << "Funnel width: " << upper_bound << std::endl;
  this->funnel_width = upper_bound;
  this->first_iteration_in_solver_phase = true;
  statistics.set("funnel width", this->get_infeasibility_upper_bound());
@@ -120,21 +122,35 @@ bool FunnelMethod::is_infeasibility_sufficiently_reduced(const ProgressMeasures&
 
 void FunnelMethod::update_funnel_width(double current_infeasibility_measure, double trial_infeasibility_measure)
 {
- if (trial_infeasibility_measure <= current_infeasibility_measure)
+ if (this->parameters.funnel_update_strategy == 1)
  {
- this->funnel_width = std::max(trial_infeasibility_measure + this->parameters.kappa_infeasibility_2 * (current_infeasibility_measure - trial_infeasibility_measure), this->parameters.kappa_infeasibility_1 *this->funnel_width);
+ if (trial_infeasibility_measure <= current_infeasibility_measure)
+ {
+ this->funnel_width = std::max(trial_infeasibility_measure + this->parameters.kappa_infeasibility_2 * (current_infeasibility_measure - trial_infeasibility_measure), this->parameters.kappa_infeasibility_1 *this->funnel_width);
+ }
+ else
+ {
+ DEBUG << "Trial infeasibility higher than current infeasibility" << "\n";
+ this->funnel_width = this->parameters.kappa_infeasibility_1 *this->funnel_width;
+ }
  }
- else
+ else if (this->parameters.funnel_update_strategy == 2)
+ {
+ this->funnel_width = trial_infeasibility_measure + this->parameters.kappa_infeasibility_2 * (this->funnel_width - trial_infeasibility_measure);
+ std::cout << "Update 2" << std::endl;
+ }
+ else if (this->parameters.funnel_update_strategy == 3)
  {
- DEBUG << "Trial infeasibility higher than current infeasibility" << "\n";
  this->funnel_width = this->parameters.kappa_infeasibility_1 *this->funnel_width;
  }
+ std::cout << "Funnel width: " << this->funnel_width << std::endl;
  DEBUG << "\t\tNew funnel parameter is: " << this->funnel_width << "\n"; 
 }
 
 void FunnelMethod::update_funnel_width_restoration(double current_infeasibility_measure)
 {
  this->funnel_width = current_infeasibility_measure + this->parameters.kappa_infeasibility_2 * (this->funnel_width - current_infeasibility_measure);
+ std::cout << "Funnel width: " << this->funnel_width << std::endl;
  DEBUG << "\t\tNew funnel parameter is: " << this->funnel_width << "\n"; 
 }
 
@@ -267,6 +283,6 @@ bool FunnelMethod::is_feasibility_iterate_acceptable(Statistics& statistics, con
  DEBUG << "Trial iterate (h-type) was rejected by violating the Armijo condition\n";
  }
  Iterate::number_eval_objective--;
- statistics.set("status", std::string(accept ? "accepted" : "rejected") + " (Armijo)");
+ statistics.set("status", std::string(accept ? "accepted" : "rejected") + " (restoration)");
  return accept;
 }

uno/ingredients/globalization_strategy/FunnelMethod.hpp

@@ -22,6 +22,7 @@ struct FunnelMethodParameters {
  double kappa_infeasibility_2;
  double beta; /*!< Margin around funnel */
  double gamma; /*!< For acceptability wrt current point. Margin around objective value */
+ int funnel_update_strategy;
 };
 
 /*! \class FunnelMethod

uno/tools/Options.cpp

@@ -170,6 +170,7 @@ void find_preset(const std::string& preset_name, Options& options) {
  options["funnel_ubd"] = "1.0";
  options["funnel_fact"] = "1.5";
  options["funnel_switching_infeasibility_exponent"] = "2";
+ options["funnel_update_strategy"] = "2";
  }
  else {
  throw std::runtime_error("The preset " + preset_name + " is not known.");