From 0883ba406c154b9108b0ffeb2a0dc161ca5c3eef Mon Sep 17 00:00:00 2001
From: Michiel Cottaar <michiel.cottaar@ndcn.ox.ac.uk>
Date: Wed, 21 Feb 2024 19:24:11 +0000
Subject: [PATCH] Apply random kicks to aid convergence
---
src/build_sequences.jl | 17 +++++++++++++++--
1 file changed, 15 insertions(+), 2 deletions(-)
diff --git a/src/build_sequences.jl b/src/build_sequences.jl
index 03437a1..cbd0cc7 100644
--- a/src/build_sequences.jl
+++ b/src/build_sequences.jl
@@ -1,5 +1,5 @@
module BuildSequences
-import JuMP: Model, optimizer_with_attributes, optimize!, AbstractJuMPScalar, value, solution_summary, termination_status, LOCALLY_SOLVED, OPTIMAL, num_variables
+import JuMP: Model, optimizer_with_attributes, optimize!, AbstractJuMPScalar, value, solution_summary, termination_status, LOCALLY_SOLVED, OPTIMAL, num_variables, all_variables, set_start_value, ALMOST_LOCALLY_SOLVED
import Ipopt
import Juniper
import ..Scanners: Scanner, gradient_strength
@@ -55,7 +55,20 @@ function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, model::Mo
sequence = f()
if optimise
if !iszero(num_variables(model))
- optimize!(model)
+ for attempt in 1:100
+ optimize!(model)
+ if termination_status(model) in (LOCALLY_SOLVED, OPTIMAL)
+ println("Success after $(attempt-1) restarts.")
+ break
+ else
+ old_values = value.(all_variables(model))
+ size_kick = 0.2 / attempt
+ new_values = old_values .* (2 .* size_kick .* rand(length(old_values)) .+ 1. .- size_kick)
+ for (var, v) in zip(all_variables(model), new_values)
+ set_start_value(var, v)
+ end
+ end
+ end
if !(termination_status(model) in (LOCALLY_SOLVED, OPTIMAL))
@warn "Optimisation did not report successful convergence. Please check the output sequence."
println(solution_summary(model))
--
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