Examples of usage
Using CUTEst Models
using NLPModels
using CUTEst
using NLPModelsAlgencan
set_mastsif()
nlp = CUTEstModel("HS6")
stats = algencan(nlp)
print(stats)
finalize(nlp)
┌ Info: using problem repository
└ ENV["MASTSIF"] = "/home/travis/.julia/artifacts/a7ea0d0aaf29a39ca0fe75588fc077cdd5b5ed54/optrove-sif-99c5b38e7d03"
┌ Info: using full SIF collection located at
└ ENV["MASTSIF"] = "/home/travis/.julia/artifacts/a7ea0d0aaf29a39ca0fe75588fc077cdd5b5ed54/optrove-sif-99c5b38e7d03"
==============================================================================
This is ALGENCAN 3.1.1.
ALGENCAN, an Augmented Lagrangian method for nonlinear programming, is part of
the TANGO Project: Trustable Algorithms for Nonlinear General Optimization.
See http://www.ime.usp.br/~egbirgin/tango/ for details.
==============================================================================
There are no strings to be processed in the array of parameters.
The specification file is not being used.
Available HSL subroutines = NONE
ALGENCAN PARAMETERS:
firstde = T
seconde = T
truehpr = T
hptype in TN = TRUEHP
lsslvr in TR = NONE/NONE
lsslvr in NW = NONE/NONE
lsslvr in ACCPROC = NONE/NONE
innslvr = TN
accproc = F
rmfixv = T
slacks = F
scale = T
epsfeas = 1.0000D-08
epsopt = 1.0000D-08
efstain = 1.0000D-04
eostain = 1.0000D-12
efacc = 1.0000D-04
eoacc = 1.0000D-04
iprint = 10
ncomp = 6
Specification filename = ''
Output filename = ''
Solution filename = ''
Number of variables : 2
Number of equality constraints : 1
Number of inequality constraints : 0
Number of bound constraints : 0
Number of fixed variables : 0
There are no fixed variables to be removed.
Objective function scale factor : 2.3D-01
Smallest constraints scale factor : 4.2D-02
Entry to ALGENCAN.
Number of variables : 2
Number of constraints: 1
out penalt objective infeas scaled scaled infeas norm |Grad| inner Newton
ite function ibilty obj-funct infeas +compl graLag infeas totit forKKT
0 4.840D+00 4.D+00 1.100D+00 2.D-01 2.D-01 1.D+00 2.D-01 0 0 0
1 1.D+01 3.989D-11 2.D-04 9.066D-12 9.D-06 9.D-06 8.D-05 8.D-06 8C 0 0
2 1.D+01 5.001D-18 2.D-04 1.137D-18 1.D-05 1.D-05 9.D-10 8.D-06 9C 0 0
3 1.D+02 1.728D-23 4.D-11 3.927D-24 2.D-12 2.D-12 2.D-12 1.D-12 10C 0 0
Flag of ALGENCAN: Solution was found.
User-provided subroutines calls counters:
Subroutine fsub (coded=F): 0
Subroutine gsub (coded=F): 0
Subroutine hsub (coded=F): 0
Subroutine csub (coded=F): 0 ( 0 calls per constraint in avg)
Subroutine jacsub (coded=F): 0 ( 0 calls per constraint in avg)
Subroutine hcsub (coded=F): 0 ( 0 calls per constraint in avg)
Subroutine fcsub (coded=T): 20
Subroutine gjacsub (coded=T): 21
Subroutine gjacpsub (coded=F): 0
Subroutine hlsub (coded=T): 10
Subroutine hlpsub (coded=F): 0
Total CPU time in seconds = 0.34
Generic Execution stats
status: first-order stationary
objective value: 1.7279793074334713e-23
primal feasibility: 3.986144747614162e-11
dual feasibility: 1.895396718364487e-12
solution: [1.000000000004157 1.0000000000123]
multipliers: [-1.2975731600306517e-15]
iterations: -1
elapsed time: 1.106540038
Utilizing a specification file
spec.dat
FEASIBILITY-TOLERANCE 1.0e-5
OPTIMALITY-TOLERANCE 1.0e-5
STAINF-FEASIBILITY-TOLERANCE 3.162278e-03
STAINF-OPTIMALITY-TOLERANCE 3.162278e-08
ACC-FEASIBILITY-THRESHOLD 3.162278e-3
ACC-OPTIMALITY-THRESHOLD 3.162278e-3
ITERATIONS-OUTPUT-DETAIL 10
NUMBER-OF-ARRAYS-COMPONENTS-IN-OUTPUT 0
SKIP-ACCELERATION-PROCESS 1
Code
using NLPModels
using CUTEst
using NLPModelsAlgencan
set_mastsif()
nlp = CUTEstModel("HS6")
stats = algencan(nlp, specfnm="specfnm.dat")
print(stats)
finalize(nlp)
┌ Info: using full SIF collection located at
└ ENV["MASTSIF"] = "/home/travis/.julia/artifacts/a7ea0d0aaf29a39ca0fe75588fc077cdd5b5ed54/optrove-sif-99c5b38e7d03"
==============================================================================
This is ALGENCAN 3.1.1.
ALGENCAN, an Augmented Lagrangian method for nonlinear programming, is part of
the TANGO Project: Trustable Algorithms for Nonlinear General Optimization.
See http://www.ime.usp.br/~egbirgin/tango/ for details.
==============================================================================
There are no strings to be processed in the array of parameters.
The specification file was found.
Processing specification file:
FEASIBILITY-TOLERANCE 1.00000000D-05
OPTIMALITY-TOLERANCE 1.00000000D-05
STAINF-FEASIBILITY-TOLERANCE 3.16227800D-03
STAINF-OPTIMALITY-TOLERANCE 3.16227800D-08
ACC-FEASIBILITY-THRESHOLD 3.16227800D-03
ACC-OPTIMALITY-THRESHOLD 3.16227800D-03
ITERATIONS-OUTPUT-DETAIL 10
NUMBER-OF-ARRAYS-COMPONENTS-IN-OUTPUT 0
SKIP-ACCELERATION-PROCESS
Available HSL subroutines = NONE
ALGENCAN PARAMETERS:
firstde = T
seconde = T
truehpr = T
hptype in TN = TRUEHP
lsslvr in TR = NONE/NONE
lsslvr in NW = NONE/NONE
lsslvr in ACCPROC = NONE/NONE
innslvr = TN
accproc = F
rmfixv = T
slacks = F
scale = T
epsfeas = 1.0000D-05
epsopt = 1.0000D-05
efstain = 3.1623D-03
eostain = 3.1623D-08
efacc = 3.1623D-03
eoacc = 3.1623D-03
iprint = 10
ncomp = 0
Specification filename = 'specfnm.dat'
Output filename = ''
Solution filename = ''
Number of variables : 2
Number of equality constraints : 1
Number of inequality constraints : 0
Number of bound constraints : 0
Number of fixed variables : 0
There are no fixed variables to be removed.
Objective function scale factor : 2.3D-01
Smallest constraints scale factor : 4.2D-02
Entry to ALGENCAN.
Number of variables : 2
Number of constraints: 1
out penalt objective infeas scaled scaled infeas norm |Grad| inner Newton
ite function ibilty obj-funct infeas +compl graLag infeas totit forKKT
0 4.840D+00 4.D+00 1.100D+00 2.D-01 2.D-01 1.D+00 2.D-01 0 0 0
1 1.D+01 2.214D-05 2.D-03 5.032D-06 7.D-05 7.D-05 2.D-03 6.D-05 7C 0 0
2 1.D+01 1.450D-10 2.D-03 3.296D-11 6.D-05 6.D-05 7.D-05 5.D-05 8C 0 0
3 1.D+02 1.994D-14 2.D-05 4.533D-15 9.D-07 9.D-07 7.D-08 8.D-07 9C 0 0
4 1.D+02 5.646D-22 1.D-09 1.283D-22 6.D-11 6.D-11 1.D-11 5.D-11 10C 0 0
Flag of ALGENCAN: Solution was found.
User-provided subroutines calls counters:
Subroutine fsub (coded=F): 0
Subroutine gsub (coded=F): 0
Subroutine hsub (coded=F): 0
Subroutine csub (coded=F): 0 ( 0 calls per constraint in avg)
Subroutine jacsub (coded=F): 0 ( 0 calls per constraint in avg)
Subroutine hcsub (coded=F): 0 ( 0 calls per constraint in avg)
Subroutine fcsub (coded=T): 23
Subroutine gjacsub (coded=T): 24
Subroutine gjacpsub (coded=F): 0
Subroutine hlsub (coded=T): 10
Subroutine hlpsub (coded=F): 0
Total CPU time in seconds = 0.00
Generic Execution stats
status: first-order stationary
objective value: 5.646322815701419e-22
primal feasibility: 1.4843615225856865e-9
dual feasibility: 6.18483967744036e-11
solution: [0.999999999976238 1.0000000001009122]
multipliers: [-1.5356314551376866e-13]
iterations: -1
elapsed time: 0.099272039