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parse constraints and their multipliers (#198)
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* parse constraints and their multipliers

* some code cleanup

* some code cleanup

* separate files for test problems
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@PierreMartinon
PierreMartinon authored Aug 9, 2024
1 parent 99a469a commit 23c7637
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2 changes: 1 addition & 1 deletion Project.toml
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@@ -1,7 +1,7 @@
name = "CTDirect"
uuid = "790bbbee-bee9-49ee-8912-a9de031322d5"
authors = ["Olivier Cots <[email protected]>"]
version = "0.11.0"
version = "0.11.1"

[deps]
ADNLPModels = "54578032-b7ea-4c30-94aa-7cbd1cce6c9a"
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1 change: 1 addition & 0 deletions docs/Project.toml
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@@ -1,5 +1,6 @@
[deps]
CTBase = "54762871-cc72-4466-b8e8-f6c8b58076cd"
CTDirect = "790bbbee-bee9-49ee-8912-a9de031322d5"
Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
DocumenterMermaid = "a078cd44-4d9c-4618-b545-3ab9d77f9177"
HSL = "34c5aeac-e683-54a6-a0e9-6e0fdc586c50"
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27 changes: 5 additions & 22 deletions ext/CTSolveExtMadNLP.jl
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Expand Up @@ -33,35 +33,18 @@ function CTDirect.solve_docp(tag::CTDirect.MadNLPTag, docp::CTDirect.DOCP, nlp;
end


function CTBase.OptimalControlSolution(docp, docp_solution_madnlp::MadNLP.MadNLPExecutionStats)

# could pass some status info too (get_status ?)
solution = docp_solution_madnlp.solution

# time grid
N = docp.dim_NLP_steps
T = zeros(N+1)
for i=1:N+1
T[i] = CTDirect.get_unnormalized_time(solution, docp, docp.NLP_normalized_time_grid[i])
end
function CTBase.OptimalControlSolution(docp, docp_solution::MadNLP.MadNLPExecutionStats)

# adjust objective sign for maximization problems
if is_min(docp.ocp)
objective = docp_solution_madnlp.objective
objective = docp_solution.objective
else
objective = - docp_solution_madnlp.objective
objective = - docp_solution.objective
end

# recover primal variables
X, U, v = CTDirect.parse_DOCP_solution_primal(docp, solution)

# recover costate
P = CTDirect.parse_DOCP_solution_dual(docp, docp_solution_madnlp.multipliers)
# call lower level constructor
return OptimalControlSolution(docp, primal=docp_solution.solution, dual=docp_solution.multipliers, objective=objective, iterations=docp_solution.iter, constraints_violation=docp_solution.primal_feas, message="MadNLP", mult_LB=docp_solution.multipliers_L, mult_UB=docp_solution.multipliers_U)

# build and return OCP solution
return CTDirect.OCPSolutionFromDOCP_raw(docp, T, X, U, v, P,
objective=objective, iterations=docp_solution_madnlp.iter,constraints_violation=docp_solution_madnlp.primal_feas,
message="MadNLP")
end


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4 comments on commit 23c7637

@PierreMartinon
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@PierreMartinon PierreMartinon commented on 23c7637 Aug 9, 2024 •
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@JuliaRegistrator register()

Release notes:

  • added parsing of constraints multipliers
  • separate source files for tests problems
  • more streamlined OptimalControlSolution constructors

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Registration pull request created: JuliaRegistries/General/112758

Tip: Release Notes

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"Release notes:" and it will be added to the registry PR, and if TagBot is installed it will also be added to the
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@JuliaRegistrator register

Release notes:

## Breaking changes

- blah

To add them here just re-invoke and the PR will be updated.

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.11.1 -m "<description of version>" 23c76374fb91f65f8d10c03b7d8ff5c75a5f4076
git push origin v0.11.1

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@JuliaRegistrator register()

Release notes:

  • added parsing of constraints multipliers
  • separate source files for tests problems
  • more streamlined OptimalControlSolution constructors

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Registration pull request updated: JuliaRegistries/General/112758

Tagging

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.11.1 -m "<description of version>" 23c76374fb91f65f8d10c03b7d8ff5c75a5f4076
git push origin v0.11.1

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