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