[WIP] Reoptimization capabilities

bindings/AMPL/uno_ampl.cpp

@@ -11,6 +11,7 @@
 #include "AMPLUserCallbacks.hpp"
 #include "Uno.hpp"
 #include "model/ModelFactory.hpp"
+#include "optimization/WarmstartInformation.hpp"
 #include "options/DefaultOptions.hpp"
 #include "options/Options.hpp"
 #include "options/Presets.hpp"
@@ -55,7 +56,17 @@ namespace uno {
          AMPLUserCallbacks user_callbacks{};
 
          // solve the instance
-         Result result = uno.solve(*model, initial_iterate, options, user_callbacks);
+         WarmstartInformation warmstart_information{};
+         Result result = uno.solve(*model, initial_iterate, options, user_callbacks, warmstart_information);
+
+
+         auto modified_model = AMPLModel("/media/data/AMPL/CUTEst/hs015_different_bounds", options);
+         WarmstartInformation warmstart_information2{};
+         warmstart_information2.no_changes();
+         warmstart_information2.variable_bounds_changed = true;
+         result = uno.solve(modified_model, result.solution, options, user_callbacks, warmstart_information2);
+
+
          if (result.optimization_status == OptimizationStatus::SUCCESS) {
             // check result.solution.status
          }

uno/Uno.cpp

@@ -33,18 +33,17 @@ namespace uno {
    Level Logger::level = INFO;
 
    // solve without user callbacks
-   Result Uno::solve(const Model& model, Iterate& current_iterate, const Options& options) {
+   Result Uno::solve(const Model& model, Iterate& current_iterate, const Options& options, WarmstartInformation& warmstart_information) {
       // pass user callbacks that do nothing
       NoUserCallbacks user_callbacks{};
-      return this->solve(model, current_iterate, options, user_callbacks);
+      return this->solve(model, current_iterate, options, user_callbacks, warmstart_information);
    }
 
    // solve with user callbacks
-   Result Uno::solve(const Model& model, Iterate& current_iterate, const Options& options, UserCallbacks& user_callbacks) {
+   Result Uno::solve(const Model& model, Iterate& current_iterate, const Options& options, UserCallbacks& user_callbacks,
+         WarmstartInformation& warmstart_information) {
       Timer timer{};
       Statistics statistics = Uno::create_statistics(model, options);
-      WarmstartInformation warmstart_information{};
-      warmstart_information.whole_problem_changed();
 
       size_t major_iterations = 0;
       OptimizationStatus optimization_status = OptimizationStatus::SUCCESS;
@@ -64,14 +63,14 @@ namespace uno {
                DEBUG << "### Outer iteration " << major_iterations << '\n';
 
                // compute an acceptable iterate by solving a subproblem at the current point
-               warmstart_information.iterate_changed();
                this->globalization_mechanism.compute_next_iterate(statistics, model, current_iterate, trial_iterate, warmstart_information, user_callbacks);
                termination = this->termination_criteria(trial_iterate.status, major_iterations, timer.get_duration(), optimization_status);
                user_callbacks.notify_new_primals(trial_iterate.primals);
                user_callbacks.notify_new_multipliers(trial_iterate.multipliers);
 
                // the trial iterate becomes the current iterate for the next iteration
                std::swap(current_iterate, trial_iterate);
+               warmstart_information.new_iterate();
             }
          }
          catch (std::exception& exception) {
@@ -98,6 +97,7 @@ namespace uno {
       statistics.start_new_line();
       statistics.set("iter", 0);
       statistics.set("status", "initial point");
+
       this->globalization_mechanism.initialize(statistics, current_iterate, options);
       options.print_used();
       if (Logger::level == INFO) statistics.print_current_line();

uno/Uno.hpp

@@ -15,14 +15,16 @@ namespace uno {
    class Statistics;
    class Timer;
    class UserCallbacks;
+   class WarmstartInformation;
 
    class Uno {
    public:
       Uno(GlobalizationMechanism& globalization_mechanism, const Options& options);
 
       // solve with or without user callbacks
-      Result solve(const Model& model, Iterate& initial_iterate, const Options& options);
-      Result solve(const Model& model, Iterate& initial_iterate, const Options& options, UserCallbacks& user_callbacks);
+      Result solve(const Model& model, Iterate& initial_iterate, const Options& options, WarmstartInformation& warmstart_information);
+      Result solve(const Model& model, Iterate& initial_iterate, const Options& options, UserCallbacks& user_callbacks,
+         WarmstartInformation& warmstart_information);
 
       static std::string current_version();
       static void print_available_strategies();

uno/ingredients/globalization_mechanisms/TrustRegionStrategy.cpp

@@ -33,7 +33,7 @@ namespace uno {
       statistics.add_column("TR iter", Statistics::int_width + 2, options.get_int("statistics_minor_column_order"));
       statistics.add_column("TR radius", Statistics::double_width - 4, options.get_int("statistics_TR_radius_column_order"));
       statistics.set("TR radius", this->radius);
-      
+
       this->constraint_relaxation_strategy.set_trust_region_radius(this->radius);
       this->constraint_relaxation_strategy.initialize(statistics, initial_iterate, options);
    }

uno/ingredients/subproblem_solvers/BQPD/BQPDSolver.cpp

@@ -5,7 +5,6 @@
 #include "BQPDSolver.hpp"
 #include "ingredients/constraint_relaxation_strategies/OptimizationProblem.hpp"
 #include "ingredients/hessian_models/HessianModel.hpp"
-#include "linear_algebra/SymmetricMatrix.hpp"
 #include "linear_algebra/Vector.hpp"
 #include "optimization/Direction.hpp"
 #include "optimization/Iterate.hpp"

uno/optimization/WarmstartInformation.cpp

@@ -23,7 +23,7 @@ namespace uno {
       this->jacobian_sparsity_changed = false;
    }
 
-   void WarmstartInformation::iterate_changed() {
+   void WarmstartInformation::new_iterate() {
       this->objective_changed = true;
       this->constraints_changed = true;
       this->constraint_bounds_changed = true;

uno/optimization/WarmstartInformation.hpp

@@ -16,7 +16,7 @@ namespace uno {
 
       void display() const;
       void no_changes();
-      void iterate_changed();
+      void new_iterate();
       void whole_problem_changed();
       void only_objective_changed();
    };