From a05ac42c1d3f05aebe08bb69ad5be28e93a64722 Mon Sep 17 00:00:00 2001
From: Michiel Cottaar <michiel.cottaar@ndcn.ox.ac.uk>
Date: Thu, 11 Apr 2024 15:53:44 +0100
Subject: [PATCH] Keep optimising until stable objective_value is reached
---
src/build_sequences.jl | 15 ++++++++++-----
1 file changed, 10 insertions(+), 5 deletions(-)
diff --git a/src/build_sequences.jl b/src/build_sequences.jl
index 7691c40..89d7d75 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, all_variables, set_start_value, ALMOST_LOCALLY_SOLVED
+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, objective_value
import Ipopt
import Juniper
import ..Scanners: Scanner, gradient_strength, Default_Scanner
@@ -54,6 +54,7 @@ function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, model::Mo
sequence = f()
if optimise
if !iszero(num_variables(model))
+ min_objective = Inf
for attempt in 1:n_attempts
if attempt != 1
old_values = value.(all_variables(model))
@@ -65,8 +66,12 @@ function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, model::Mo
end
optimize!(model)
if termination_status(model) in (LOCALLY_SOLVED, OPTIMAL)
- println("Optimisation succeeded after $(attempt-1) restarts.")
- break
+ if objective_value(model) < min_objective
+ min_objective = objective_value(model)
+ elseif isapprox(min_objective, objective_value(model), rtol=1e-6)
+ println("Optimisation succeeded after $(attempt-1) restarts.")
+ break
+ end
end
end
if !(termination_status(model) in (LOCALLY_SOLVED, OPTIMAL))
@@ -84,7 +89,7 @@ function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, model::Mo
end
end
-function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, optimiser_constructor; optimise=true, n_attempts=100, kwargs...)
+function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, optimiser_constructor; optimise=true, n_attempts=1000, kwargs...)
if optimise || GLOBAL_MODEL[] == IGNORE_MODEL
model = Model(optimizer_with_attributes(optimiser_constructor, [string(k) => v for (k, v) in kwargs]...))
else
@@ -93,7 +98,7 @@ function build_sequence(f::Function, scanner::Union{Nothing, Scanner}, optimiser
build_sequence(f, scanner, model, optimise, n_attempts)
end
-function build_sequence(f::Function, scanner::Union{Nothing, Scanner}=Default_Scanner; print_level=2, kwargs...)
+function build_sequence(f::Function, scanner::Union{Nothing, Scanner}=Default_Scanner; print_level=0, kwargs...)
build_sequence(f, scanner, Ipopt.Optimizer; print_level=print_level, kwargs...)
end
--
GitLab