Merge pull request #2535 from ERGO-Code/ipx-cupldlp-logging

Ipx cupldlp logging

Author: jajhall

highs/ipm/ipx/ipm.cc

@@ -821,13 +821,15 @@ void IPM::PrintHeader() {
   std::stringstream h_logging_stream;
   h_logging_stream.str(std::string());
   h_logging_stream
-    << (kTerminationLogging ? "\n" : "")
-    << " "  << Format("Iter", 4)
-    << "  " << Format("P.res", 8) << " " << Format("D.res", 8)
-    << "  " << Format("P.obj", 15) << " " << Format("D.obj", 15)
-    << "  " << Format("mu", 8);
+    << " " << Format("Iter", 4)
+    << "  " << Format("primal obj", 15)
+    << "  " << Format("dual obj", 15)
+    << "  " << Format("pinf", 9)
+    << "  " << Format("dinf", 9)
+    << "  " << Format("gap", 8);
+    //  h_logging_stream << "  " << Format("mu", 8);
   if (!control_.timelessLog())
-    h_logging_stream << "  " << Format("Time", 7);
+    h_logging_stream << "  " << Format("time", 7);
   control_.hLog(h_logging_stream);
   control_.Debug()
     << "  " << Format("stepsizes", 9)
@@ -841,17 +843,29 @@ void IPM::PrintHeader() {
 void IPM::PrintOutput() {
     const bool ipm_optimal = iterate_->feasible() && iterate_->optimal();
 
-    if (kTerminationLogging) PrintHeader();
+    double logging_pobj = iterate_->pobjective_after_postproc();
+    double logging_dobj = iterate_->dobjective_after_postproc();
+    double logging_presidual = iterate_->presidual();
+    double logging_dresidual = iterate_->dresidual();
+
+    // Now logging relative primal and dual infeasibility, and also
+    // the relative primal dual objective gap
+    logging_presidual /= iterate_->bounds_measure_;
+    logging_dresidual /= iterate_->costs_measure_;
+    double logging_gap = std::abs(logging_pobj - logging_dobj) /
+      (1.0+0.5 *std::fabs(logging_pobj + logging_dobj));
+
     std::stringstream h_logging_stream;
     h_logging_stream.str(std::string());
     h_logging_stream
       << " "  << Format(info_->iter, 3)
       << (ipm_optimal ? "*" : " ")
-      << "  " << Scientific(iterate_->presidual(), 8, 2)
-      << " "  << Scientific(iterate_->dresidual(), 8, 2)
-      << "  " << Scientific(iterate_->pobjective_after_postproc(), 15, 8)
-      << " "  << Scientific(iterate_->dobjective_after_postproc(), 15, 8)
-      << "  " << Scientific(iterate_->mu(), 8, 2);
+      << "  " << Scientific(logging_pobj, 15, 8)
+      << "  " << Scientific(logging_dobj, 15, 8)
+      << "  " << Scientific(logging_presidual, 9, 2)
+      << "  " << Scientific(logging_dresidual, 9, 2)
+      << "  " << Scientific(logging_gap, 8, 2);
+    //    h_logging_stream << "  " << Scientific(iterate_->mu(), 8, 2);
     if (!control_.timelessLog())
       h_logging_stream << "  " << Fixed(control_.Elapsed(), 6, 0) << "s";
     control_.hLog(h_logging_stream);

highs/ipm/ipx/iterate.cc

@@ -55,6 +55,9 @@ Iterate::Iterate(const Model& model) : model_(model) {
         }
     }
     assert_consistency();
+    this->bounds_measure_ = 1.0 + model_.norm_bounds();
+    this->costs_measure_ = 1.0 + model_.norm_c();
+    
 }
 
 void Iterate::Initialize(const Vector& x, const Vector& xl, const Vector& xu,
@@ -219,40 +222,21 @@ double Iterate::mu_max() const { Evaluate(); return mu_max_; }
 
 bool Iterate::feasible() const {
     Evaluate();
-    const double bounds_measure = 1.0 + model_.norm_bounds();
-    const double costs_measure = 1.0 + model_.norm_c();
-    const double rel_presidual = presidual_ / bounds_measure;
-    const double rel_dresidual = dresidual_ / costs_measure;
-    const bool primal_feasible = presidual_ <= feasibility_tol_ * (bounds_measure);
-    const bool dual_feasible = dresidual_ <= feasibility_tol_ * (costs_measure);
+    const bool primal_feasible = presidual_ <= feasibility_tol_ * bounds_measure_;
+    const bool dual_feasible = dresidual_ <= feasibility_tol_ * costs_measure_;
     const bool is_feasible = primal_feasible && dual_feasible;
-    if (kTerminationLogging) {
-      printf("\nIterate::feasible presidual_ = %11.4g; bounds_measure = %11.4g; "
-	     "rel_presidual = %11.4g; feasibility_tol = %11.4g: primal_feasible = %d\n",
-	     presidual_, bounds_measure, rel_presidual, feasibility_tol_, primal_feasible);
-      printf("Iterate::feasible dresidual_ = %11.4g;  costs_measure = %11.4g; "
-	     "rel_dresidual = %11.4g; feasibility_tol = %11.4g:   dual_feasible = %d\n",
-	     dresidual_, costs_measure, rel_dresidual, feasibility_tol_, dual_feasible);
-    }
     return is_feasible;
 }
 
 bool Iterate::optimal() const {
     Evaluate();
     double pobj = pobjective_after_postproc();
     double dobj = dobjective_after_postproc();
-    double obj = 0.5 * (pobj + dobj);
+    double ave_obj = 0.5 * (pobj + dobj);
     double gap = pobj - dobj;
     const double abs_gap = std::abs(gap);
-    const double obj_measure = 1.0+std::abs(obj);
+    const double obj_measure = 1.0+std::abs(ave_obj);
     const bool is_optimal = abs_gap <= optimality_tol_ * obj_measure;
-    if (kTerminationLogging) {
-      const double rel_gap = abs_gap / obj_measure; 
-      printf("Iterate::optimal     abs_gap = %11.4g;"
-	     " obj_measure    = %11.4g; rel_gap       = %11.4g;"
-	     "  optimality_tol = %11.4g:   optimal       = %d\n",
-	     abs_gap, obj_measure, rel_gap, optimality_tol_, is_optimal);
-    }
     return is_optimal;
 }
 

highs/ipm/ipx/iterate.h

@@ -199,6 +199,9 @@ class Iterate {
     // The method can only be called after Postprocess().
     void DropToComplementarity(Vector& x, Vector& y, Vector& z) const;
 
+    double bounds_measure_;
+    double costs_measure_;
+
 private:
     // A (primal or dual) variable that is required to be positive in the IPM is
     // not moved closer to zero than kBarrierMin.

highs/ipm/ipx/utils.h

@@ -4,8 +4,6 @@
 #include <vector>
 #include "ipm/ipx/ipx_internal.h"
 
-const bool kTerminationLogging = false;
-
 namespace ipx {
 
 bool AllFinite(const Vector& x);

highs/pdlp/cupdlp/cupdlp_solver.c

@@ -843,15 +843,14 @@ void PDHG_Print_Iter(CUPDLPwork *pdhg) {
   else
     cupdlp_snprintf(timeString, 8, "%6ds", (cupdlp_int)timers->dSolvingTime);
 
-  // cupdlp_printf("%9d  %+15.8e  %+15.8e  %+8.2e  %8.2e  %10.2e  %8.2e %7s
-  // [L]\n",
-  //               timers->nIter, resobj->dPrimalObj, resobj->dDualObj,
-  //               resobj->dDualityGap, resobj->dComplementarity,
-  //               resobj->dPrimalFeas, resobj->dDualFeas, timeString);
-
+  CUPDLPscaling *scaling = pdhg->scaling;
+  const double gap_log_value = resobj->dRelObjGap;
+  const double primal_feas_log_value = resobj->dPrimalFeas / (1.0 + scaling->dNormRhs);
+  const double dual_feas_log_value = resobj->dDualFeas / (1.0 + scaling->dNormCost);
   cupdlp_printf("%9d  %+15.8e  %+15.8e  %+8.2e  %10.2e  %8.2e %7s [L]\n",
                 timers->nIter, resobj->dPrimalObj, resobj->dDualObj,
-                resobj->dDualityGap, resobj->dPrimalFeas, resobj->dDualFeas,
+		//                resobj->dDualityGap, resobj->dPrimalFeas, resobj->dDualFeas,
+		gap_log_value, primal_feas_log_value, dual_feas_log_value,
                 timeString);
 }
 
@@ -865,16 +864,15 @@ void PDHG_Print_Iter_Average(CUPDLPwork *pdhg) {
   else
     cupdlp_snprintf(timeString, 8, "%6ds", (cupdlp_int)timers->dSolvingTime);
 
-  // cupdlp_printf("%9d  %+15.8e  %+15.8e  %+8.2e  %8.2e  %10.2e  %8.2e %7s
-  // [A]\n",
-  //               timers->nIter, resobj->dPrimalObjAverage,
-  //               resobj->dDualObjAverage, resobj->dDualityGapAverage,
-  //               resobj->dComplementarityAverage, resobj->dPrimalFeasAverage,
-  //               resobj->dDualFeasAverage, timeString);
+  CUPDLPscaling *scaling = pdhg->scaling;
+  const double gap_log_value = resobj->dRelObjGapAverage;
+  const double primal_feas_log_value = resobj->dPrimalFeasAverage / (1.0 + scaling->dNormRhs);
+  const double dual_feas_log_value = resobj->dDualFeasAverage / (1.0 + scaling->dNormCost);
   cupdlp_printf("%9d  %+15.8e  %+15.8e  %+8.2e  %10.2e  %8.2e %7s [A]\n",
                 timers->nIter, resobj->dPrimalObjAverage,
-                resobj->dDualObjAverage, resobj->dDualityGapAverage,
-                resobj->dPrimalFeasAverage, resobj->dDualFeasAverage,
+                resobj->dDualObjAverage,
+		//		resobj->dDualityGapAverage, resobj->dPrimalFeasAverage, resobj->dDualFeasAverage,
+		gap_log_value, primal_feas_log_value, dual_feas_log_value,
                 timeString);
 }