CUTEstLoader.hpp

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#pragma once
 
#include <alpaqa/util/problem.hpp>
 
#include <iosfwd>
#include <memory>
#include <string>
 
/// Wrapper for CUTEst problems loaded from an external shared library.
///
/// @warning  The lifetime of the wrapper should be at least as long as the
///           lifetime of the @ref CUTEstProblem::problem member. Do not make
///           a copy of the problem that could outlive the wrapper.
///
/// @ingroup  grp_ExternalProblemLoaders
class CUTEstProblem {
 
  public:
    /// Load a CUTEst problem from the given shared library and OUTSDIF.d file.
    CUTEstProblem(const char *so_fname, const char *outsdif_fname);
    /// @copydoc CUTEstProblem::CUTEstProblem(const char*, const char *)
    CUTEstProblem(const std::string &so_fname,
                  const std::string &outsdif_fname);
    CUTEstProblem(CUTEstProblem &&);
    CUTEstProblem &operator=(CUTEstProblem &&);
    ~CUTEstProblem();
 
  public:
    /// The report generated by CUTEst.
    ///
    /// @see `man CUTEST_creport` and `man CUTEST_ureport`
    struct Report {
        /// Name of the problem.
        std::string name;
 
        /// Number of independent variables.
        unsigned nvar = 0;
        /// Number of constraints.
        unsigned ncon = 0;
 
        /// Status returned by CUTEst.
        /// @todo   I don't think this is useful, remove it.
        enum Status {
            Success         = 0,    ///< Successful call.
            AllocationError = 1,    ///< Array allocation/deallocation error.
            ArrayBoundError = 2,    ///< Array bound error.
            EvaluationError = 3,    ///< Evaluation error.
        } status = Status::Success; ///< Exit status.
 
        /// Function call counters.
        ///
        /// @note   Note that hessian_times_vector, constraints and constraints_grad
        ///         may account for codes which allow the evaluation of a
        ///         selection of constraints only and may thus be much smaller
        ///         than the number of constraints times the number of
        ///         iterations.
        struct {
            /// Number of calls to the objective function.
            unsigned objective = 0;
            /// Number of calls to the objective gradient.
            unsigned objective_grad = 0;
            /// Number of calls to the objective Hessian.
            unsigned objective_hess = 0;
            /// Number of Hessian times vector products.
            unsigned hessian_times_vector = 0;
            /// Number of calls to the constraint functions.
            unsigned constraints = 0;
            /// Number of calls to the constraint gradients.
            unsigned constraints_grad = 0;
            /// Number of calls to the constraint Hessians.
            unsigned constraints_hess = 0;
        } calls; ///< Function call counters.
 
        /// CPU time (in seconds) for CUTEST_csetup.
        double time_setup = 0;
        /// CPU time (in seconds) since the end of CUTEST_csetup.
        double time = 0;
    };
 
    Report get_report() const;
 
  public:
    alpaqa::Problem problem; ///< Problem statement (bounds, objective, constraints)
    std::string name                = "<UNKNOWN>"; ///< Problem name
    unsigned number_box_constraints = 0; ///< The number of box constraints on x
    alpaqa::vec x0; ///< Initial value of decision variables
    alpaqa::vec y0; ///< Initial value of Lagrange multipliers
 
  private:
    std::unique_ptr<class CUTEstLoader> implementation;
};
 
/// @related    CUTEstProblem::Report
std::ostream &operator<<(std::ostream &, const CUTEstProblem::Report &);
/// @related    CUTEstProblem::Report::Status
const char *enum_name(CUTEstProblem::Report::Status);
/// @related    CUTEstProblem::Report::Status
std::ostream &operator<<(std::ostream &, CUTEstProblem::Report::Status);