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added resolving capability #21

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Mar 5, 2021
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33 changes: 30 additions & 3 deletions src/interiorpointsolver.jl
Original file line number Diff line number Diff line change
Expand Up @@ -669,12 +669,39 @@ function initialize!(ips::Solver)
return REGULAR
end


function reinitialize!(ips::Solver)
ips.obj_val = ips.nlp.obj_val*ips.obj_scale[]
view(ips.x,1:ips.nlp.n) .= ips.nlp.x
view(ips.zl,1:ips.nlp.n) .= ips.nlp.zl
view(ips.zu,1:ips.nlp.n) .= ips.nlp.zu

ips.obj_val = ips.obj(ips.x)
ips.obj_grad!(ips.f,ips.x)
ips.con!(ips.c,ips.x)
ips.con_jac!(ips.x)
ips.lag_hess!(ips.x,ips.l)

theta = get_theta(ips.c)
ips.theta_max=1e4*max(1,theta)
ips.theta_min=1e-4*max(1,theta)
ips.mu=ips.opt.mu_init
ips.tau=max(ips.opt.tau_min,1-ips.opt.mu_init)
ips.filter = [(ips.theta_max,-Inf)]

return REGULAR
end

# major loops ---------------------------------------------------------
function optimize!(ips::Solver)
try
@notice(ips.logger,"This is $(introduce()), running with $(introduce(ips.linear_solver))\n")
print_init(ips)
ips.status == INITIAL && (ips.status = initialize!(ips))
if ips.status == INITIAL
@notice(ips.logger,"This is $(introduce()), running with $(introduce(ips.linear_solver))\n")
print_init(ips)
ips.status = initialize!(ips)
else # resolving the problem
ips.status = reinitialize!(ips)
end

while ips.status >= REGULAR
ips.status == REGULAR && (ips.status = regular!(ips))
Expand Down