public bool Solve(EquationSystem problem)
{
if (Subproblems != null)
{
Subproblems.Clear();
}
this.ProblemData = problem;
ProblemData.CreateIndex();
ProblemData.GenerateJacobian();
Decompose(problem);
if (IsOverconstrained && IsInsufficientRank)
{
return(false);
}
Newton newtonSubsolver = new Newton();
newtonSubsolver.MaximumIterations = NewtonMaxIter;
newtonSubsolver.Tolerance = NewtonTolerance;
newtonSubsolver.DoLinesearch = DoLinesearch;
newtonSubsolver.LambdaMin = MinNewtonLambda;
//newtonSubsolver.BrakeFactor = 0.99;
//newtonSubsolver.OnLog += OnLog;
// newtonSubsolver.OnLogSuccess += OnLogSuccess;
newtonSubsolver.OnLogError += OnLogError;
newtonSubsolver.OnLogWarning += OnLogWarning;
int i = 1;
// LogInfo("Solving decomposed sub-problems...");
bool hasError = false;
var watch = System.Diagnostics.Stopwatch.StartNew();
foreach (var decomposedNlp in _decomposedNlps)
{
if (decomposedNlp.Variables.Count == 0)
{
continue;
}
var statusmessage = "Solving problem " + i + " of " + _decomposedNlps.Count + " (Size: " + decomposedNlp.Variables.Count + ")";
// PublishProgress(statusmessage, (int)((i / (double)_decomposedNlps.Count) * 100));
// PublishStatus(statusmessage);
newtonSubsolver.Solve(decomposedNlp);
if (!newtonSubsolver.IsConverged)
{
var eval = new Evaluator();
// PublishStatus("Solving problem " + decomposedNlp.Name + " failed!");
hasError = true;
LogError("Solving problem " + decomposedNlp.Name + " (Size: " + decomposedNlp.Variables.Count + ") failed!");
LogError("The 20 most problematic constraints are:");
foreach (var eq in decomposedNlp.Equations.OrderByDescending(c => Math.Abs(c.Residual(eval))).Take(Math.Min(20, decomposedNlp.Equations.Count)))
{
LogError(String.Format("{2,-20} {3,-10} {4,-15} {0,20} ( {1} )", eq.Residual(eval).ToString("G8"), eq, eq.ModelClass, eq.ModelName, eq.Group));
}
LogError("");
break;
}
else
{
//LogSuccess("Problem " + decomposedNlp.Name + " solved in " + subsolver.Iterations + " iterations.");
}
i++;
}
watch.Stop();
if (!hasError)
{
LogSuccess("Problem " + problem.Name + " was successfully solved (" + watch.Elapsed.TotalSeconds.ToString("0.00") + " seconds)");
return(true);
}
else
{
LogError("Problem " + problem.Name + " was not successfully solved (Result = " + ")");
return(false);
}
//PublishStatus("Solution finished...");
// PublishProgress("No background work", 0);
}