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Multiple centrality corrections #15

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merged 6 commits into from
Oct 12, 2018
Merged

Multiple centrality corrections #15

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95e9711
Broken multiple corrections
mtanneau Oct 4, 2018
d81d5dd
Rename tolerance parameters
mtanneau Oct 9, 2018
18d4851
Working version of multiple corrections
mtanneau Oct 11, 2018
dc02cd0
Multiple Centrality corrections working
mtanneau Oct 12, 2018
d27ac52
Clean code
mtanneau Oct 12, 2018
b54a0b9
Clean code
mtanneau Oct 12, 2018
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56 changes: 32 additions & 24 deletions src/env.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -16,13 +16,20 @@ mutable struct TulipEnv
Stopping criteria & tolerances
=======================================================#

barrier_iter_max::IntParam # Maximum number of barrier iterations
time_limit::FloatParam # Time limit (in seconds)
barrier_iter_max::IntParam # Maximum number of barrier iterations
time_limit::FloatParam # Time limit (in seconds)

barrier_tol_feas::FloatParam # Primal feasibility tolerance
barrier_tol_opt::FloatParam # Dual feasibility tolerance
barrier_tol_conv::FloatParam # Optimality gap tolerance
barrier_tol_infeas::FloatParam # Infeasibility tolerance
barrier_tol_pfeas::FloatParam # Primal feasibility tolerance
barrier_tol_dfeas::FloatParam # Dual feasibility tolerance
barrier_tol_conv::FloatParam # Optimality gap tolerance
barrier_tol_infeas::FloatParam # Infeasibility tolerance

beta1::FloatParam
beta2::FloatParam
beta3::FloatParam
beta4::FloatParam

barrier_max_num_cor::IntParam # Max number of centrality corrections


#=======================================================
Expand All @@ -40,11 +47,19 @@ mutable struct TulipEnv
env.verbose = RealParam(:verbose, 0, 0, 1)
env.barrier_iter_max = RealParam(:barrier_iter_max, 100, 0, typemax(Int64))
env.time_limit = RealParam(:time_limit, Inf, 0.0, Inf)
env.barrier_tol_feas = RealParam(:barrier_tol_feas, 10.0^-8, 0.0, 1.0)
env.barrier_tol_opt = RealParam(:barrier_tol_opt, 10.0^-8, 0.0, 1.0)

env.barrier_tol_pfeas = RealParam(:barrier_tol_pfeas, 10.0^-8, 0.0, 1.0)
env.barrier_tol_dfeas = RealParam(:barrier_tol_dfeas, 10.0^-8, 0.0, 1.0)
env.barrier_tol_conv = RealParam(:barrier_tol_conv, 10.0^-8, 0.0, 1.0)
env.barrier_tol_infeas = RealParam(:barrier_tol_infeas, 10.0^-8, 0.0, 1.0)

env.beta1 = RealParam(:beta1, 0.1, 0.0, 1.0)
env.beta2 = RealParam(:beta2, 10.0^-8, 0.0, 1.0)
env.beta3 = RealParam(:beta3, 0.9999, 0.0, 1.0)
env.beta4 = RealParam(:beta4, 1e-1, 0.0, 1.0)

env.barrier_max_num_cor = RealParam(:barrier_max_num_cor, 5, 0, typemax(Int64))

return env
end

Expand All @@ -71,26 +86,19 @@ Retrieve parameter value. Raises an error if parameter does not exist.

getindex(env::TulipEnv, p::String)

getindex(env::TulipEnv, ::Type{Val{:<param>}})
"""
getindex(env::TulipEnv, p::Symbol) = get_param_value(Core.getfield(env, p))
getindex(env::TulipEnv, param::String) = getindex(env, Symbol(param))

getindex(env::TulipEnv, ::Type{Val{:algo}}) = env.algo.val

getindex(env::TulipEnv, ::Type{Val{:verbose}}) = env.verbose.val

getindex(env::TulipEnv, ::Type{Val{:barrier_iter_max}}) = env.barrier_iter_max.val

getindex(env::TulipEnv, ::Type{Val{:time_limit}}) = env.time_limit.val

getindex(env::TulipEnv, ::Type{Val{:barrier_tol_feas}}) = env.barrier_tol_feas.val

getindex(env::TulipEnv, ::Type{Val{:barrier_tol_opt}}) = env.barrier_tol_opt.val

getindex(env::TulipEnv, ::Type{Val{:barrier_tol_conv}}) = env.barrier_tol_conv.val

getindex(env::TulipEnv, ::Type{Val{:barrier_tol_infeas}}) = env.barrier_tol_infeas.val
# import Base.getproperty
# function getproperty(env::TulipEnv, name::Symbol)
# p = Core.getfield(env, name)
# if isa(p, AbstractParam)
# return p.val
# else
# return p
# end
# end

"""
setindex!(env, v, p)
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