nlopt_aug_lag.cpp

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#include <nlopt.hpp>

#include "base_nlopt.h"
#include "nlopt_aug_lag.h"

namespace pagmo { namespace algorithm {


nlopt_aug_lag::nlopt_aug_lag(int aux_algo_id, int max_iter, const double &ftol, const double &xtol, int aux_max_iter, const double &aux_ftol, const double &aux_xtol):base_nlopt(nlopt::AUGLAG,true,false,max_iter,ftol,xtol), m_aux_algo_id(aux_algo_id), m_aux_max_iter(aux_max_iter), m_aux_ftol(aux_ftol), m_aux_xtol(aux_xtol) {
        if ( (aux_ftol <= 0) || (aux_xtol <= 0) ) {
                pagmo_throw(value_error,"tolerances for the local optimizer must be positive");
        }
        if ((aux_algo_id >4)||(aux_algo_id<1)) {
                pagmo_throw(value_error,"local algorithm id must be one of 1.2.3.4");
        }
}

base_ptr nlopt_aug_lag::clone() const
{
        return base_ptr(new nlopt_aug_lag(*this));
}

void nlopt_aug_lag::set_local(size_t d) const{
        nlopt::opt aux_opt(nlopt::LN_SBPLX,1);
        switch(m_aux_algo_id)
        {
                case 1:
                        aux_opt = nlopt::opt(nlopt::LN_SBPLX,d);
                break;
                case 2:
                        aux_opt= nlopt::opt(nlopt::LN_COBYLA,d);
                break;
                case 3:
                        aux_opt = nlopt::opt(nlopt::LN_BOBYQA,d);
                break;
                case 4:
                        aux_opt = nlopt::opt(nlopt::LD_LBFGS,d);
                break;
        }
        aux_opt.set_ftol_abs(m_aux_ftol);
        aux_opt.set_xtol_abs(m_aux_xtol);
        aux_opt.set_maxeval(m_aux_max_iter);
        m_opt.set_local_optimizer(aux_opt);
}

std::string nlopt_aug_lag::human_readable_extra() const
{
        std::ostringstream oss;
        oss << "max_iter: " << m_max_iter << ' ';
        oss << "ftol: " << m_ftol << " ";
        oss << "xtol: " << m_xtol << " ";
        oss << "aux_max_iter: " << m_aux_max_iter << ' ';
        oss << "aux_ftol: " << m_aux_ftol << " ";
        oss << "aux_xtol: " << m_aux_xtol;

        return oss.str();
}

std::string nlopt_aug_lag::get_name() const
{
        std::string local;
        switch(m_aux_algo_id)
        {
                case 1:
                        local = "sbplx";
                break;
                case 2:
                        local = "cobyla";
                break;
                case 3:
                        local = "bobyqa";
                break;
                case 4:
                        local = "lbfgs";
                break;
        }
        
        return "Augmented Lagrangian - " + local + " (NLOPT)";
}

}}

BOOST_CLASS_EXPORT_IMPLEMENT(pagmo::algorithm::nlopt_aug_lag)