IPX now logging as HiPO

Author: jajhall

highs/ipm/ipx/ipm.cc

@@ -823,11 +823,14 @@ void IPM::PrintHeader() {
   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("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)
@@ -842,16 +845,29 @@ 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 /= (1.0 + iterate_->bounds_measure_);
+    logging_dresidual /= (1.0 + 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,
@@ -219,20 +222,18 @@ 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 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 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);
+	     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);
+	     dresidual_, costs_measure_, rel_dresidual, feasibility_tol_, dual_feasible);
     }
     return is_feasible;
 }

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.