src/tolerance.rs

Thu, 08 Dec 2022 14:10:07 +0200

author
Tuomo Valkonen <tuomov@iki.fi>
date
Thu, 08 Dec 2022 14:10:07 +0200
changeset 21
0771706f472f
parent 0
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permissions
-rw-r--r--

Save more CSV files when iteration-wise plotting is enabled.

This helps to generate TikZ illustrations for presentations.

0
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1 //! Tolerance update schemes for subproblem solution quality
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2 use serde::{Serialize, Deserialize};
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3 use numeric_literals::replace_float_literals;
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4 use crate::types::*;
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5
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6 /// Update style for optimality system solution tolerance
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7 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
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8 #[allow(dead_code)]
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9 pub enum Tolerance<F : Float> {
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10 /// $ε_k = εθ^k$ for the `factor` $θ$ and initial tolerance $ε$.
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11 Exponential{ factor : F, initial : F },
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12 /// $ε_k = ε/(1+θk)^p$ for the `factor` $θ$, `exponent` $p$, and initial tolerance $ε$.
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13 Power{ factor : F, exponent : F, initial : F},
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14 /// $ε_k = εθ^{⌊k^p⌋}$ for the `factor` $θ$, initial tolerance $ε$, and exponent $p$.
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15 SlowExp{ factor : F, exponent : F, initial : F }
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16 }
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17
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18 #[replace_float_literals(F::cast_from(literal))]
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19 impl<F : Float> Default for Tolerance<F> {
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20 fn default() -> Self {
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21 Tolerance::Power {
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22 initial : 0.5,
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23 factor : 0.2,
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24 exponent : 1.4 // 1.5 works but is already slower in practise on our examples.
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25 }
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26 }
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27 }
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28
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29 #[replace_float_literals(F::cast_from(literal))]
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30 impl<F : Float> Tolerance<F> {
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31 /// Get the initial tolerance
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32 pub fn initial(&self) -> F {
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33 match self {
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34 &Tolerance::Exponential { initial, .. } => initial,
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35 &Tolerance::Power { initial, .. } => initial,
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36 &Tolerance::SlowExp { initial, .. } => initial,
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37 }
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38 }
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39
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40 /// Get mutable reference to the initial tolerance
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41 fn initial_mut(&mut self) -> &mut F {
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42 match self {
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43 Tolerance::Exponential { ref mut initial, .. } => initial,
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44 Tolerance::Power { ref mut initial, .. } => initial,
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45 Tolerance::SlowExp { ref mut initial, .. } => initial,
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46 }
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47 }
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48
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49 /// Set the initial tolerance
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50 pub fn set_initial(&mut self, set : F) {
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51 *self.initial_mut() = set;
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52 }
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53
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54 /// Update `tolerance` for iteration `iter`.
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55 /// `tolerance` may or may not be used depending on the specific
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56 /// update scheme.
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57 pub fn update(&self, tolerance : F, iter : usize) -> F {
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58 match self {
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59 &Tolerance::Exponential { factor, .. } => {
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60 tolerance * factor
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61 },
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62 &Tolerance::Power { factor, exponent, initial } => {
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63 initial /(1.0 + factor * F::cast_from(iter)).powf(exponent)
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64 },
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65 &Tolerance::SlowExp { factor, exponent, initial } => {
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66 // let m = (speed
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67 // * factor.powi(-(iter as i32))
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68 // * F::cast_from(iter).powf(-exponent)
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69 // ).floor().as_();
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70 let m = F::cast_from(iter).powf(exponent).floor().as_();
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71 initial * factor.powi(m)
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72 },
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73 }
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74 }
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75 }
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76
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77 impl<F: Float> std::ops::MulAssign<F> for Tolerance<F> {
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78 fn mul_assign(&mut self, factor : F) {
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79 *self.initial_mut() *= factor;
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80 }
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81 }
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82
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83 impl<F: Float> std::ops::Mul<F> for Tolerance<F> {
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84 type Output = Tolerance<F>;
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85 fn mul(mut self, factor : F) -> Self::Output {
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86 *self.initial_mut() *= factor;
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87 self
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88 }
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89 }

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