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Add AUGLAG support for nlopt wrapper

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This commit is contained in:
tamasmeszaros 2022-11-30 18:46:52 +01:00
parent 0f34dfbeac
commit dfa6d03bed
1 changed files with 110 additions and 54 deletions
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164
src/libslic3r/Optimize/NLoptOptimizer.hpp
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@ -40,30 +40,70 @@ struct IsNLoptAlg<NLoptAlgComb<a1, a2>> {
static const constexpr bool value = true;
};
// NLopt can wrap any of its algorithms to use the augmented lagrangian method
// for deriving an object function from all equality and inequality constraints
// This way one can use algorithms that do not support these constraints natively
template<class Alg> struct NLoptAUGLAG {};
template<nlopt_algorithm a1, nlopt_algorithm a2>
struct IsNLoptAlg<NLoptAUGLAG<NLoptAlgComb<a1, a2>>> {
static const constexpr bool value = true;
};
template<nlopt_algorithm a> struct IsNLoptAlg<NLoptAUGLAG<NLoptAlg<a>>> {
static const constexpr bool value = true;
};
template<class M, class T = void>
using NLoptOnly = std::enable_if_t<IsNLoptAlg<M>::value, T>;
template<class M> struct GetNLoptAlg_ {
static constexpr nlopt_algorithm Local = NLOPT_NUM_ALGORITHMS;
static constexpr nlopt_algorithm Global = NLOPT_NUM_ALGORITHMS;
static constexpr bool IsAUGLAG = false;
};
template<nlopt_algorithm a> struct GetNLoptAlg_<NLoptAlg<a>> {
static constexpr nlopt_algorithm Local = NLOPT_NUM_ALGORITHMS;
static constexpr nlopt_algorithm Global = a;
static constexpr bool IsAUGLAG = false;
};
template<nlopt_algorithm g, nlopt_algorithm l>
struct GetNLoptAlg_<NLoptAlgComb<g, l>> {
static constexpr nlopt_algorithm Local = l;
static constexpr nlopt_algorithm Global = g;
static constexpr bool IsAUGLAG = false;
};
template<class M> constexpr nlopt_algorithm GetNLoptAlg_Global = GetNLoptAlg_<remove_cvref_t<M>>::Global;
template<class M> constexpr nlopt_algorithm GetNLoptAlg_Local = GetNLoptAlg_<remove_cvref_t<M>>::Local;
template<class M> constexpr bool IsAUGLAG = GetNLoptAlg_<remove_cvref_t<M>>::IsAUGLAG;
template<class M> struct GetNLoptAlg_<NLoptAUGLAG<M>> {
static constexpr nlopt_algorithm Local = GetNLoptAlg_Local<M>;
static constexpr nlopt_algorithm Global = GetNLoptAlg_Global<M>;
static constexpr bool IsAUGLAG = true;
};
enum class OptDir { MIN, MAX }; // Where to optimize
struct NLopt { // Helper RAII class for nlopt_opt
struct NLoptRAII { // Helper RAII class for nlopt_opt
nlopt_opt ptr = nullptr;
template<class...A> explicit NLopt(A&&...a)
template<class...A> explicit NLoptRAII(A&&...a)
{
ptr = nlopt_create(std::forward<A>(a)...);
}
NLopt(const NLopt&) = delete;
NLopt(NLopt&&) = delete;
NLopt& operator=(const NLopt&) = delete;
NLopt& operator=(NLopt&&) = delete;
NLoptRAII(const NLoptRAII&) = delete;
NLoptRAII(NLoptRAII&&) = delete;
NLoptRAII& operator=(const NLoptRAII&) = delete;
NLoptRAII& operator=(NLoptRAII&&) = delete;
~NLopt() { nlopt_destroy(ptr); }
~NLoptRAII() { nlopt_destroy(ptr); }
};
template<class Method> class NLoptOpt {};
// Map a generic function to each argument following the mapping function
template<class Fn, class...Args>
Fn for_each_argument(Fn &&fn, Args&&...args)
@ -96,10 +136,10 @@ auto wrap_tup(const std::tuple<Args...> &tup)
return std::tuple<W<Args>...>(tup);
}
// Optimizers based on NLopt.
template<nlopt_algorithm alg> class NLoptOpt<NLoptAlg<alg>> {
protected:
template<class M, class = NLoptOnly<M>>
class NLoptOpt {
StopCriteria m_stopcr;
StopCriteria m_loc_stopcr;
OptDir m_dir = OptDir::MIN;
static constexpr double ConstraintEps = 1e-6;
@ -154,7 +194,7 @@ protected:
}
template<size_t N>
static void set_up(NLopt &nl,
static void set_up(NLoptRAII &nl,
const Bounds<N> &bounds,
const StopCriteria &stopcr)
{
@ -180,7 +220,7 @@ protected:
}
template<class Fn, size_t N, class...EqFns, class...IneqFns>
Result<N> optimize(NLopt &nl, Fn &&fn, const Input<N> &initvals,
Result<N> optimize(NLoptRAII &nl, Fn &&fn, const Input<N> &initvals,
const std::tuple<EqFns...> &equalities,
const std::tuple<IneqFns...> &inequalities)
{
@ -221,36 +261,6 @@ protected:
return r;
}
public:
template<class Func, size_t N, class...EqFns, class...IneqFns>
Result<N> optimize(Func&& func,
const Input<N> &initvals,
const Bounds<N>& bounds,
const std::tuple<EqFns...> &equalities,
const std::tuple<IneqFns...> &inequalities)
{
NLopt nl{alg, N};
set_up(nl, bounds, m_stopcr);
return optimize(nl, std::forward<Func>(func), initvals,
equalities, inequalities);
}
explicit NLoptOpt(const StopCriteria &stopcr = {}) : m_stopcr(stopcr) {}
void set_criteria(const StopCriteria &cr) { m_stopcr = cr; }
const StopCriteria &get_criteria() const noexcept { return m_stopcr; }
void set_dir(OptDir dir) noexcept { m_dir = dir; }
void seed(long s) { nlopt_srand(s); }
};
template<nlopt_algorithm glob, nlopt_algorithm loc>
class NLoptOpt<NLoptAlgComb<glob, loc>>: public NLoptOpt<NLoptAlg<glob>>
{
using Base = NLoptOpt<NLoptAlg<glob>>;
StopCriteria m_loc_stopcr;
public:
template<class Fn, size_t N, class...EqFns, class...IneqFns>
@ -260,22 +270,59 @@ public:
const std::tuple<EqFns...> &equalities,
const std::tuple<IneqFns...> &inequalities)
{
NLopt nl_glob{glob, N}, nl_loc{loc, N};
if constexpr (IsAUGLAG<M>) {
NLoptRAII nl_wrap{NLOPT_AUGLAG, N};
set_up(nl_wrap, bounds, get_criteria());
Base::set_up(nl_glob, bounds, Base::get_criteria());
Base::set_up(nl_loc, bounds, m_loc_stopcr);
nlopt_set_local_optimizer(nl_glob.ptr, nl_loc.ptr);
NLoptRAII nl_glob{GetNLoptAlg_Global<M>, N};
set_up(nl_glob, bounds, get_criteria());
nlopt_set_local_optimizer(nl_wrap.ptr, nl_glob.ptr);
return Base::optimize(nl_glob, std::forward<Fn>(f), initvals,
equalities, inequalities);
if constexpr (GetNLoptAlg_Local<M> < NLOPT_NUM_ALGORITHMS) {
NLoptRAII nl_loc{GetNLoptAlg_Local<M>, N};
set_up(nl_loc, bounds, m_loc_stopcr);
nlopt_set_local_optimizer(nl_glob.ptr, nl_loc.ptr);
return optimize(nl_wrap, std::forward<Fn>(f), initvals,
equalities, inequalities);
} else {
return optimize(nl_wrap, std::forward<Fn>(f), initvals,
equalities, inequalities);
}
} else {
NLoptRAII nl_glob{GetNLoptAlg_Global<M>, N};
set_up(nl_glob, bounds, get_criteria());
if constexpr (GetNLoptAlg_Local<M> < NLOPT_NUM_ALGORITHMS) {
NLoptRAII nl_loc{GetNLoptAlg_Local<M>, N};
set_up(nl_loc, bounds, m_loc_stopcr);
nlopt_set_local_optimizer(nl_glob.ptr, nl_loc.ptr);
return optimize(nl_glob, std::forward<Fn>(f), initvals,
equalities, inequalities);
} else {
return optimize(nl_glob, std::forward<Fn>(f), initvals,
equalities, inequalities);
}
}
assert(false);
return {};
}
explicit NLoptOpt(StopCriteria stopcr = {})
: Base{stopcr}, m_loc_stopcr{stopcr}
explicit NLoptOpt(const StopCriteria &stopcr_glob = {})
: m_stopcr(stopcr_glob)
{}
void set_criteria(const StopCriteria &cr) { m_stopcr = cr; }
const StopCriteria &get_criteria() const noexcept { return m_stopcr; }
void set_loc_criteria(const StopCriteria &cr) { m_loc_stopcr = cr; }
const StopCriteria &get_loc_criteria() const noexcept { return m_loc_stopcr; }
void set_dir(OptDir dir) noexcept { m_dir = dir; }
void seed(long s) { nlopt_srand(s); }
};
template<class Alg> struct AlgFeatures_ {
@ -345,8 +392,12 @@ using AlgNLoptORIG_DIRECT = detail::NLoptAlg<NLOPT_GN_ORIG_DIRECT>;
using AlgNLoptISRES = detail::NLoptAlg<NLOPT_GN_ISRES>;
using AlgNLoptAGS = detail::NLoptAlg<NLOPT_GN_AGS>;
using AlgNLoptMLSL = detail::NLoptAlgComb<NLOPT_GN_MLSL, NLOPT_LN_SBPLX>;
using AlgNLoptMLSL_Cobyla = detail::NLoptAlgComb<NLOPT_GN_MLSL, NLOPT_LN_COBYLA>;
using AlgNLoptMLSL = detail::NLoptAlgComb<NLOPT_GN_MLSL_LDS, NLOPT_LN_SBPLX>;
using AlgNLoptMLSL_Cobyla = detail::NLoptAlgComb<NLOPT_GN_MLSL, NLOPT_LN_COBYLA>;
using AlgNLoptGenetic_Subplx = detail::NLoptAlgComb<NLOPT_GN_ESCH, NLOPT_LN_SBPLX>;
// To craft auglag algorithms (constraint support through object function transformation)
using detail::NLoptAUGLAG;
namespace detail {
@ -370,6 +421,11 @@ template<> struct AlgFeatures_<AlgNLoptAGS> {
static constexpr bool SupportsEqualities = true;
};
template<class M> struct AlgFeatures_<NLoptAUGLAG<M>> {
static constexpr bool SupportsInequalities = true;
static constexpr bool SupportsEqualities = true;
};
} // namespace detail
}} // namespace Slic3r::opt