private static SolverResult Solve(JacobianHelper jacobianHelper, Double[] lowerBounds, Double[] upperBounds,
Double[] cLowerBounds, Double[] cUpperBoundsBounds, Func <Double[], Double[]> constraintCallback,
Jacobian jac, IpoptParams ipoptParams,
Double[] avg, Double[] stdDev)
{
var res = new SolverResult(new Double[0], -1);
using (var sut = new IpoptReconciliationProblem(jacobianHelper, lowerBounds, upperBounds, cLowerBounds,
cUpperBoundsBounds, constraintCallback, jac, ipoptParams, ir => { }))
{
res = sut.Solve(avg, stdDev);
}
return(res);
}
private void SetOptions(IpoptParams ipoptParams)
{
this.AddOption("tol", ipoptParams.Tolerance);
this.AddOption("max_iter", ipoptParams.MaximumIterations);
this.AddOption("dual_inf_tol", ipoptParams.DualInfeasibilityTolerance);
this.AddOption("constr_viol_tol", ipoptParams.ConstraintViolationTolerance);
this.AddOption("compl_inf_tol", ipoptParams.ComplementaryInfTolerance);
// Acceptable solution
this.AddOption("acceptable_iter", ipoptParams.AcceptableIterationNumber);
this.AddOption("acceptable_tol", ipoptParams.AcceptableTolerance);
this.AddOption("acceptable_obj_change_tol", ipoptParams.AcceptableObjFctChange);
this.AddOption("acceptable_dual_inf_tol", ipoptParams.AcceptableDualInfeasibilityTolerance);
this.AddOption("acceptable_constr_viol_tol", ipoptParams.AcceptableConstraintViolationTolerance);
// Initialization
this.AddOption("bound_mult_init_val", ipoptParams.BoundMultiplier);
this.AddOption("bound_mult_init_method", ipoptParams.BoundMultiplierInitializationMethod);
this.AddOption("mu_init", ipoptParams.MuInit);
this.AddOption("mu_strategy", ipoptParams.MuStrategy);
//this.AddOption("nlp_upper_bound_inf", 1e-8);
//this.AddOption("bound_relax_factor", 1e-4);
//this.AddOption("nlp_scaling_min_value", 0.1);
//this.AddOption("bound_push", 1e-16);
//this.AddOption("bound_frac", 1e-16);
this.AddOption("alpha_for_y", ipoptParams.AlphaForY);
//this.AddOption("quality_function_max_section_steps",3);
this.AddOption("recalc_y_feas_tol", ipoptParams.RecalcYFeasTol);
this.AddOption("recalc_y", ipoptParams.RecalcY);
if (!String.IsNullOrEmpty(ipoptParams.LogFilePath))
{
this.OpenOutputFile(ipoptParams.LogFilePath, ipoptParams.LogLevel);
}
//JsonFile.Save(ipoptParams, @"d:\tmp\ipoptParams.json");
this.AddOption("nlp_scaling_max_gradient", ipoptParams.MaxGradient);
this.AddOption("mumps_scaling", ipoptParams.MumpsScaling);
this._jacobianEvaluationFrequency = ipoptParams.JacFreq;
}
public IpoptReconciliationProblem(JacobianHelper jacobianHelper, Double[] lowerBounds,
Double[] upperBounds, Double[] constraintLowerBounds, Double[] constraintUpperBounds,
Func <Double[], Double[]> constraints, Jacobian jacobian, IpoptParams ipoptParams,
Action <IterationResult> callback)
: base(
lowerBounds.Length, lowerBounds, upperBounds, constraintLowerBounds.Length, constraintLowerBounds,
constraintUpperBounds, jacobian.iRow.Length, 0, true, true, true)
{
this._jacobianHelper = jacobianHelper;
this._constraints = constraints;
this._jacobian = jacobian;
this._callback = callback;
this.SetOptions(ipoptParams);
}
private static void Main(String[] args)
{
var baseDirectory = AppDomain.CurrentDomain.BaseDirectory;
var data = Path.Combine(baseDirectory,
$@"..\..\data\data.json");
var recResults = JsonFile.Load <ReconciliationResults>(data);
var constraints = 2;
var results = recResults.Results
//.OrderBy(d => d.TagName)
.ToList();
var dic = results.Select((d, i) => new { Name = d.TagName, Index = i })
.ToDictionary(d => d.Name, d => d.Index);
var avg = results.Select(d => d.AverageValue).ToArray();
var stdDev = results.Select(d => d.StdDev).ToArray();
var lowerBounds = results.Select(d => d.Min).ToArray();
var upperBounds = results.Select(d => d.Max).ToArray();
var cLowerBounds = Enumerable.Range(0, constraints).Select(d => - Double.Epsilon).ToArray();
var cUpperBoundsBounds = cLowerBounds.Select(d => Double.Epsilon).ToArray();
var jacobianHelper = new JacobianHelper();
Func <Double[], Double[]> constraintCallback = values =>
{
var gasHpToComp = values[dic["Gas Outlet HP to Comp (kSm3/d)"]];
var gasLpToComp = values[dic["Gas Outlet LP to Comp (kSm3/d)"]];
var flareRecovery = values[dic["Flares Recovery"]];
var flareLP2 = dic.ContainsKey("Gas Comp LP2 to HP Flare (kSm3/d)")
? values[dic["Gas Comp LP2 to HP Flare (kSm3/d)"]]
: 0;
var gasBeforeTeg = gasHpToComp + gasLpToComp + flareRecovery + flareLP2;
var teg = values[dic["Gas TEG"]];
var r1 = gasBeforeTeg - teg;
var gasExport = values[dic["Gas Export"]];
var hp1Flare = values[dic["Gas Comp HP1 to HP Flare"]];
var fuelgas = values[dic["Fuel Gas"]];
var gasLift = values[dic["Gas Lift"]];
var gasAfterTeg = gasExport + hp1Flare + fuelgas + gasLift;
var r2 = teg - gasAfterTeg;
return(new[] { r2, r1 });
};
var jac = jacobianHelper.ComputeJacobian(avg, constraintCallback);
const String fileName = "ipoptLog";
var ipoptParams = new IpoptParams
{
LogLevel = 12
};
for (var i = 0; i < 5; i++)
{
ipoptParams.LogFilePath = Path.Combine(baseDirectory, $"{fileName}.{i}.txt");
var res = Solve(jacobianHelper, lowerBounds, upperBounds, cLowerBounds, cUpperBoundsBounds,
constraintCallback, jac, ipoptParams, avg, stdDev);
Console.WriteLine("Resolution " + i + " - result: " + res.ReturnCode);
}
Console.WriteLine("Complete. Press any key to continue");
Console.ReadLine();
}