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pdlp update

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This commit is contained in:
Corentin Le Molgat
2023-04-05 14:21:02 +02:00
parent 01ee2f8863
commit dfaa097cf5
2 changed files with 10 additions and 28 deletions
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14
ortools/pdlp/primal_dual_hybrid_gradient.cc
View File

@@ -493,6 +493,7 @@ class PreprocessSolver {
// A counter used to trigger writing iteration headers.
int log_counter_ = 0;
absl::Time time_of_last_log_ = absl::InfinitePast();
IterationStatsCallback iteration_stats_callback_;
};
@@ -1454,7 +1455,11 @@ PreprocessSolver::UpdateIterationStatsAndCheckTermination(
last_dual_start_point, stats);
}
constexpr int kLogEvery = 15;
if (params.verbosity_level() >= 2) {
absl::Time logging_time = absl::Now();
if (params.verbosity_level() >= 2 &&
(params.log_interval_seconds() == 0.0 ||
logging_time - time_of_last_log_ >=
absl::Seconds(params.log_interval_seconds()))) {
if (log_counter_ == 0) {
LogIterationStatsHeader(params.verbosity_level(),
params.use_feasibility_polishing());
@@ -1475,9 +1480,10 @@ PreprocessSolver::UpdateIterationStatsAndCheckTermination(
original_bound_norms_, POINT_TYPE_CURRENT_ITERATE);
}
}
}
if (++log_counter_ >= kLogEvery) {
log_counter_ = 0;
time_of_last_log_ = logging_time;
if (++log_counter_ >= kLogEvery) {
log_counter_ = 0;
}
}
if (iteration_stats_callback_ != nullptr) {
iteration_stats_callback_(

24
ortools/pdlp/primal_dual_hybrid_gradient_test.cc
View File

@@ -1917,30 +1917,6 @@ TEST_F(FeasibilityPolishingTest, IterationLimitIncludesFeasibilityPhases) {
output.solve_log.iteration_count());
}
// Verifies that the primal and dual solution satisfy the bounds constraints.
// This function uses ASSERTS rather than EXPECTs because it's used with large
// QPs that would spam the logs otherwise.
void VerifyBoundConstraints(const QuadraticProgram& qp,
const VectorXd primal_solution,
const VectorXd dual_solution) {
for (int64_t i = 0; i < primal_solution.size(); ++i) {
ASSERT_TRUE(std::isfinite(primal_solution[i]))
<< i << " " << primal_solution[i];
ASSERT_GE(primal_solution[i], qp.variable_lower_bounds[i]);
ASSERT_LE(primal_solution[i], qp.variable_upper_bounds[i]);
}
for (int i = 0; i < dual_solution.size(); ++i) {
ASSERT_TRUE(std::isfinite(dual_solution[i]))
<< i << " " << dual_solution[i];
if (!std::isfinite(qp.constraint_lower_bounds[i])) {
ASSERT_LE(dual_solution[i], 0);
}
if (!std::isfinite(qp.constraint_upper_bounds[i])) {
ASSERT_GE(dual_solution[i], 0);
}
}
}
// This test doesn't attempt to check what is logged. Rather, it just verifies
// that the code succeeds at each verbosity level. Other than having the
// verbosity level as a parameter, and fixing the other parameters, it is the