Commit 171cb79b authored by Jaromil Najman's avatar Jaromil Najman

Release version v0.2.1

parent 412b0438
[submodule "dep/mcpp"]
path = dep/mcpp
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/mcpp.git
[submodule "dep/filib"]
path = dep/filib
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/filib.git
......@@ -34,9 +31,12 @@
[submodule "dep/clp"]
path = dep/clp
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/clp.git
[submodule "dep/libale"]
path = dep/libale
url = https://git.rwth-aachen.de/avt.svt/public/libale.git
[submodule "dep/babbase"]
path = dep/babbase
url = https://git.rwth-aachen.de/avt.svt/public/babbase.git
[submodule "dep/mcpp"]
path = dep/mcpp
url = https://git.rwth-aachen.de/avt.svt/public/thirdparty/mcpp.git
[submodule "dep/libale"]
path = dep/libale
url = https://git.rwth-aachen.de/avt.svt/public/libale.git
......@@ -84,9 +84,10 @@ if(CMAKE_SOURCE_DIR STREQUAL PROJECT_SOURCE_DIR)
function(add_dependency_subdir DEPENDENCY)
if(EXISTS ${PROJECT_SOURCE_DIR}/dep/${DEPENDENCY}/CMakeLists.txt)
add_subdirectory(${PROJECT_SOURCE_DIR}/dep/${DEPENDENCY})
message("${DEPENDENCY} done.")
message("${DEPENDENCY} OK.")
message("=================================================================")
else()
message(FATAL_ERROR "Error: Could not find CMakeLists.txt at ${PROJECT_SOURCE_DIR}/dep/${DEPENDENCY}. Did you initialize and update all submodules (cf. Readme.md)?")
message(FATAL_ERROR "Error: Could not find CMakeLists.txt at ${PROJECT_SOURCE_DIR}/dep/${DEPENDENCY}. Did you initialize and update all submodules (cf. Readme.md or doc/html/index.html)?")
endif()
endfunction(add_dependency_subdir DEPENDENCY)
add_dependency_subdir(babbase)
......@@ -114,7 +115,7 @@ if(CMAKE_SOURCE_DIR STREQUAL PROJECT_SOURCE_DIR)
# --------------- MAiNGO executable (using ALE parser) ---------------------------
if (MAiNGO_build_parser)
add_executable(MAiNGO
${PROJECT_SOURCE_DIR}/exampleAleParser/mainAleParser.cpp
${PROJECT_SOURCE_DIR}/examples/mainAleParser.cpp
)
target_link_libraries(MAiNGO maingo-core)
set_target_properties(MAiNGO PROPERTIES CXX_STANDARD 17)
......@@ -143,10 +144,7 @@ if(CMAKE_SOURCE_DIR STREQUAL PROJECT_SOURCE_DIR)
# --------------- Standalone MAiNGO executable (for C++ API) ---------------------------
if (MAiNGO_build_standalone)
add_executable(MAiNGOcpp
${PROJECT_SOURCE_DIR}/exampleCppApi/mainCppApi.cpp
)
target_include_directories(MAiNGOcpp
PRIVATE ${PROJECT_SOURCE_DIR}/example
${PROJECT_SOURCE_DIR}/examples/mainCppApi.cpp
)
target_link_libraries(MAiNGOcpp maingo-core)
set_target_properties(MAiNGOcpp PROPERTIES CXX_STANDARD 14)
......
This diff is collapsed.
Release version 0.2.1 (February 17th, 2020):
- Examples & Documentation:
- Updates in readmes and manual
- Moved example problems to folder 'examples' & added readmes for example
- Bi-objective optimization:
- Added utility for plotting Pareto fronts
- Added examples for epsilon-constraint method for bi-objective problems
- Improved output of MAiNGO (e.g., for Branch-and-Bound; missing input files; ...) and CMake
- MAiNGO algorithm:
- Added new intrinsic functions (for more details, see doc/implementedFunctions/Implemented_functions.pdf):
- covariance functions for Gaussian processes
- function 'regnormal'
- Gaussian PDF functions
- Fixes in algorithms
- Fixes in parser
- Fixes in computation of relaxations (through update of MC++).
- MAiNGO_Reader_Writer utility:
- Now reading dict.txt file generated by GAMS convert to retain original variable and equation names (or similar).
Release version 0.2.0 (November 8th, 2019):
- Initial release
\ No newline at end of file
Subproject commit fc3e739bac4f944a37c1a779e63e05db373c0cbb
Subproject commit dcf8e1e4492fd71f79e3ce1348696c0ea622b57b
Subproject commit e84df232c629dbc81f62f1aa1e28399f06d0e8ac
Subproject commit a56017d8aa7acae3f2d28579c6b908dbe18a8f30
Subproject commit 4696b908f11e7181d591628cf7fc90a76942ead6
Subproject commit 6472d5b4079026fdaaebaef94ba95876fac54625
Subproject commit 6c688a155c95836d336b875cb00cb1c8d0727084
Subproject commit a2b5a021354f68a72bf71955b4bb1ab2e39fe90c
Subproject commit b74a7e1ca076136fd956e38b342aca991038f070
Subproject commit 15cd1f39d3812b0677790e2b04a5e0ab62ee78a7
Subproject commit 54b21bd2505026dc30557989d3a7db2c8b4e95bd
Subproject commit b910f32000a74b5351dbe9221e71c437196fb4e0
Subproject commit d0d0b6e40a854beeb7d599190c3e9e4beca7b1ee
Subproject commit 168944cfd2fa0e412c22c73025fc857a2ad5d957
Subproject commit b740b08589a698b08503a9d6095366836a204041
Subproject commit 647d9b1f08fd4617f66a4de68f43a058534654d2
Subproject commit 4bb79934b046c965190bfa7e35584f6e95716ca3
Subproject commit 369be0232c22e6d9b28eceb1a1c4daf987fe26e7
Subproject commit 8d2a4307ca166733303a993e3522f06e755f2db2
Subproject commit 9f66ada0e835f4bde8f933dce8c72082df4a0ab4
Subproject commit cfb6ea682f0dd4c1dd92cb32a45c70edcfeab9a9
Subproject commit 0586d758851e5ed5792dc75839d97eccc2032a86
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<div class="title">MAiNGO.h File Reference</div> </div>
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<div class="textblock"><code>#include &quot;<a class="el" href="_m_ai_n_g_omodel_8h_source.html">MAiNGOmodel.h</a>&quot;</code><br />
<div class="textblock"><code>#include &quot;<a class="el" href="_m_ai_n_g_odebug_8h_source.html">MAiNGOdebug.h</a>&quot;</code><br />
<code>#include &quot;<a class="el" href="_m_ai_n_g_omodel_8h_source.html">MAiNGOmodel.h</a>&quot;</code><br />
<code>#include &quot;<a class="el" href="constraint_8h_source.html">constraint.h</a>&quot;</code><br />
<code>#include &quot;<a class="el" href="logger_8h_source.html">logger.h</a>&quot;</code><br />
<code>#include &quot;<a class="el" href="manual_8h_source.html">manual.h</a>&quot;</code><br />
......
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<a href="_m_ai_n_g_odebug_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span>&#160;<span class="comment">/**********************************************************************************</span></div><div class="line"><a name="l00002"></a><span class="lineno"> 2</span>&#160;<span class="comment"> * Copyright (c) 2019 Process Systems Engineering (AVT.SVT), RWTH Aachen University</span></div><div class="line"><a name="l00003"></a><span class="lineno"> 3</span>&#160;<span class="comment"> *</span></div><div class="line"><a name="l00004"></a><span class="lineno"> 4</span>&#160;<span class="comment"> * This program and the accompanying materials are made available under the</span></div><div class="line"><a name="l00005"></a><span class="lineno"> 5</span>&#160;<span class="comment"> * terms of the Eclipse Public License 2.0 which is available at</span></div><div class="line"><a name="l00006"></a><span class="lineno"> 6</span>&#160;<span class="comment"> * http://www.eclipse.org/legal/epl-2.0.</span></div><div class="line"><a name="l00007"></a><span class="lineno"> 7</span>&#160;<span class="comment"> *</span></div><div class="line"><a name="l00008"></a><span class="lineno"> 8</span>&#160;<span class="comment"> * SPDX-License-Identifier: EPL-2.0</span></div><div class="line"><a name="l00009"></a><span class="lineno"> 9</span>&#160;<span class="comment"> *</span></div><div class="line"><a name="l00010"></a><span class="lineno"> 10</span>&#160;<span class="comment"> * @file MAiNGOdebug.h</span></div><div class="line"><a name="l00011"></a><span class="lineno"> 11</span>&#160;<span class="comment"> *</span></div><div class="line"><a name="l00012"></a><span class="lineno"> 12</span>&#160;<span class="comment"> * @brief File declaring pre-processor variables for debugging</span></div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span>&#160;<span class="comment"> *</span></div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span>&#160;<span class="comment"> **********************************************************************************/</span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span>&#160;</div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span>&#160;<span class="preprocessor">#pragma once</span></div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span>&#160;</div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span>&#160;<span class="comment">// Pre-processor variable for specific additional output in MAiNGO useful for debugging</span></div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span>&#160;<span class="preprocessor">#undef MAiNGO_DEBUG_MODE</span></div><div class="line"><a name="l00020"></a><span class="lineno"> 20</span>&#160;</div><div class="line"><a name="l00021"></a><span class="lineno"> 21</span>&#160;<span class="comment">// Pre-processor variable enabling infeasibility, optimality and feasibility checks for the lower bounding LP</span></div><div class="line"><a name="l00022"></a><span class="lineno"><a class="line" href="_m_ai_n_g_odebug_8h.html#a2426c899a5c3a34bfa2fb0f61f6dcaf5"> 22</a></span>&#160;<span class="preprocessor">#define LP__OPTIMALITY_CHECK</span></div><div class="line"><a name="l00023"></a><span class="lineno"> 23</span>&#160;</div><div class="line"><a name="l00024"></a><span class="lineno"> 24</span>&#160;<span class="comment">// Pre-processor variable enabling writing of files for the above checks</span></div><div class="line"><a name="l00025"></a><span class="lineno"> 25</span>&#160;<span class="preprocessor">#undef LP__WRITE_CHECK_FILES</span></div></div><!-- fragment --></div><!-- contents -->
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<code>#include &quot;<a class="el" href="bab_opt_var_8h_source.html">babOptVar.h</a>&quot;</code><br />
<code>#include &quot;<a class="el" href="bab_utils_8h_source.html">babUtils.h</a>&quot;</code><br />
<code>#include &quot;ffunc.hpp&quot;</code><br />
<code>#include &quot;<a class="el" href="function_wrapper_8h_source.html">functionWrapper.h</a>&quot;</code><br />
<code>#include &lt;vector&gt;</code><br />
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<div class="ttc" id="classmaingo_1_1_m_ai_n_g_omodel_eps_con_html_af97462f303e12760d3bff115983515d4"><div class="ttname"><a href="classmaingo_1_1_m_ai_n_g_omodel_eps_con.html#af97462f303e12760d3bff115983515d4">maingo::MAiNGOmodelEpsCon::get_initial_point</a></div><div class="ttdeci">virtual std::vector&lt; double &gt; get_initial_point()</div><div class="ttdoc">Virtual function which has to be implemented by the user in order to enable getting data on the initi...</div><div class="ttdef"><b>Definition:</b> MAiNGOmodelEpsCon.h:66</div></div>
<div class="ttc" id="structmaingo_1_1_evaluation_container_html"><div class="ttname"><a href="structmaingo_1_1_evaluation_container.html">maingo::EvaluationContainer</a></div><div class="ttdoc">Struct for storing the values returned by model evaluation at the given point &quot;var&quot;.</div><div class="ttdef"><b>Definition:</b> evaluationContainer.h:192</div></div>
<div class="ttc" id="classmaingo_1_1_m_ai_n_g_omodel_eps_con_html_a2f0d0fb0d9bc6abc37e3ba544612ef98"><div class="ttname"><a href="classmaingo_1_1_m_ai_n_g_omodel_eps_con.html#a2f0d0fb0d9bc6abc37e3ba544612ef98">maingo::MAiNGOmodelEpsCon::evaluate_user_model</a></div><div class="ttdeci">virtual EvaluationContainer evaluate_user_model(const std::vector&lt; Var &gt; &amp;optVars)=0</div><div class="ttdoc">Virtual function which has to be implemented by the user in order to enable evaluation of the model.</div></div>
<div class="ttc" id="classmaingo_1_1_m_ai_n_g_omodel_html"><div class="ttname"><a href="classmaingo_1_1_m_ai_n_g_omodel.html">maingo::MAiNGOmodel</a></div><div class="ttdoc">This class is the base class for models to be solved by MAiNGO.</div><div class="ttdef"><b>Definition:</b> MAiNGOmodel.h:86</div></div>
<div class="ttc" id="classmaingo_1_1_m_ai_n_g_omodel_html"><div class="ttname"><a href="classmaingo_1_1_m_ai_n_g_omodel.html">maingo::MAiNGOmodel</a></div><div class="ttdoc">This class is the base class for models to be solved by MAiNGO.</div><div class="ttdef"><b>Definition:</b> MAiNGOmodel.h:91</div></div>
<div class="ttc" id="classmaingo_1_1_m_ai_n_g_omodel_eps_con_html_a5999eaab9bb4b9c7dba95ed6553da048"><div class="ttname"><a href="classmaingo_1_1_m_ai_n_g_omodel_eps_con.html#a5999eaab9bb4b9c7dba95ed6553da048">maingo::MAiNGOmodelEpsCon::set_epsilon</a></div><div class="ttdeci">void set_epsilon(const std::vector&lt; double &gt; &amp;epsilon)</div><div class="ttdoc">Function for changing the epsilon-parameters.</div><div class="ttdef"><b>Definition:</b> MAiNGOmodelEpsCon.h:73</div></div>
<div class="ttc" id="classmaingo_1_1_m_ai_n_g_omodel_eps_con_html_a4c8484eaefea039156dceeac768e0996"><div class="ttname"><a href="classmaingo_1_1_m_ai_n_g_omodel_eps_con.html#a4c8484eaefea039156dceeac768e0996">maingo::MAiNGOmodelEpsCon::_objectiveIndex</a></div><div class="ttdeci">size_t _objectiveIndex</div><div class="ttdef"><b>Definition:</b> MAiNGOmodelEpsCon.h:100</div></div>
<div class="ttc" id="namespacemaingo_html"><div class="ttname"><a href="namespacemaingo.html">maingo</a></div><div class="ttdoc">namespace holding all essentials of MAiNGO</div><div class="ttdef"><b>Definition:</b> aleModel.h:31</div></div>
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<h1><a class="anchor" id="LBS"></a>
Lower bounding solvers</h1>
Lower Bounding Solvers</h1>
<p>MAiNGO currently supports four different lower bounding solvers, namely a MAiNGO internal solver, a solver based on interval arithmetics only, CLP and CPLEX. The <a class="el" href="namespacemaingo_1_1lbp.html#a93b68678c7bf3f3767b5ac7adf55a4beab21ba68ca9d31ece2a6ac8006b39027e">MAiNGO</a> internal solver relaxes constraints via natural interval extensions, linearizes the McCormick relaxations of the objective function at the mid point and then solves this very simple linear program. The <a class="el" href="namespacemaingo_1_1lbp.html#a93b68678c7bf3f3767b5ac7adf55a4beabbf2c359f240461a8859bea8b628179d">interval-based</a> solver uses interval arithmetics only in order to solve the lower bounding problem. Both solvers, <a class="el" href="namespacemaingo_1_1lbp.html#a93b68678c7bf3f3767b5ac7adf55a4beab21ba68ca9d31ece2a6ac8006b39027e">MAiNGO</a> and <a class="el" href="namespacemaingo_1_1lbp.html#a93b68678c7bf3f3767b5ac7adf55a4beabbf2c359f240461a8859bea8b628179d">interval-based</a> do not support OBBT or multiple-point linearization strategies. <a class="el" href="namespacemaingo_1_1lbp.html#a93b68678c7bf3f3767b5ac7adf55a4bea7461c27f75e0601f39252dd553b686e6">CPLEX</a> is the third supported lower bounding solver and supports the full range of options implemented in MAiNGO. Note that the current version of CPLEX cannot work with values &gt;1e19. This is automatically detected within MAiNGO and handled appropriately. <a class="el" href="namespacemaingo_1_1lbp.html#a93b68678c7bf3f3767b5ac7adf55a4bea0a3210e4f9065f1ead5177bfdfbc27d1">CLP</a> is the fourth supported lower bounding solver and supports the full range of options implemented in MAiNGO. Note that while CLP may be faster for small problems than CPLEX, it is more error-prone (all errors are caught by MAiNGO and handled properly). It is recommended to use <a class="el" href="namespacemaingo_1_1lbp.html#a93b68678c7bf3f3767b5ac7adf55a4bea7461c27f75e0601f39252dd553b686e6">CPLEX</a> as lower bounding solver to achieve best computational results.</p>
<h1><a class="anchor" id="UBS"></a>
Upper bounding solvers</h1>
Upper Bounding Solvers</h1>
<p>MAiNGO currently supports local solvers found in the NLopt package, IPOPT and Knitro. Additionally, you can optimize without any local solver by the use of <a class="el" href="namespacemaingo_1_1ubp.html#acc8477a9a8bca6eb434b2bd647f62f9dac9dd69c054981d95b5633af8eada06b7">simple function evaluations</a>. <a class="el" href="namespacemaingo_1_1ubp.html#acc8477a9a8bca6eb434b2bd647f62f9dac449153333e544edc3b78977ab02ea20">IPOPT</a> is an interior point optimizer. The NLopt package provides the two derivative free solvers <a class="el" href="namespacemaingo_1_1ubp.html#acc8477a9a8bca6eb434b2bd647f62f9dac5701f2847e960c47f46914beac6a128">Cobyla</a> and <a class="el" href="namespacemaingo_1_1ubp.html#acc8477a9a8bca6eb434b2bd647f62f9da54ed347065f9c65c37a71a3cb4db7451">Bobyqa</a> and two gradient-based solvers <a class="el" href="namespacemaingo_1_1ubp.html#acc8477a9a8bca6eb434b2bd647f62f9da816c98ce5f16248a60f78e76bc534823">LBFGS</a> and <a class="el" href="namespacemaingo_1_1ubp.html#acc8477a9a8bca6eb434b2bd647f62f9da24b4fd10f12919d2825cb493c71d3cf8">SLSQP</a>. <a class="el" href="namespacemaingo_1_1ubp.html#acc8477a9a8bca6eb434b2bd647f62f9da6cc859f77befbec62acf36cb2ef82683">Knitro</a> is a commercial local (MI)NLP solver consisting of many different algorithms. For additional information, visit <a href="https://projects.coin-or.org/Ipopt">https://projects.coin-or.org/Ipopt</a> , <a href="https://nlopt.readthedocs.io/en/latest/">https://nlopt.readthedocs.io/en/latest/</a> and <a href="https://www.artelys.com/docs/knitro/2_userGuide/feasibility.html">https://www.artelys.com/docs/knitro/2_userGuide/feasibility.html</a> . </p>
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