Reintroduced stopping condition in driver to stop at a maximum

Andrew Lambe · dpo · commit 7320c188fbb0 · 2017-01-29T12:22:42.000-05:00
number of iterations. Updated some documentation as well.
diff --git a/nlp/drivers/nlp_auglag.py b/nlp/drivers/nlp_auglag.py
@@ -37,6 +37,7 @@ def auglag_stats(auglag):
 auglag_logger = config_logger("nlp.auglag",
                               "%(name)-8s %(levelname)-5s %(message)s",
                               level=logging.WARN if nprobs > 1 else logging.INFO)
+
 # Create TRON logger.
 tron_logger = config_logger("nlp.tron",
                             "%(name)-8s %(levelname)-5s %(message)s",
@@ -50,7 +51,7 @@ def auglag_stats(auglag):
 for problem in sys.argv[1:]:
     model = PySparseAmplModel(problem)
     model.compute_scaling_obj()
-    auglag = Auglag(model, TRON, maxtime=900)
+    auglag = Auglag(model, TRON, maxupdate=100)
     try:
         auglag.solve()
         status = auglag.status
diff --git a/nlp/optimize/auglag.py b/nlp/optimize/auglag.py
@@ -55,6 +55,8 @@ def __init__(self, model, bc_solver, **kwargs):
             :reltol:           relative stopping tolerance     (1.0e-5)
             :abstol:           absolute stopping tolerance     (1.0e-12)
             :maxiter:          maximum number of iterations    (max(1000, 10n))
+            :maxupdate:        maximum number of penalty or multiplier
+                               updates                         (100)
             :ny:               apply Nocedal/Yuan linesearch   (False)
             :nbk:              max number of backtracking steps in Nocedal/Yuan
                                linesearch                      (5)
@@ -69,7 +71,9 @@ def __init__(self, model, bc_solver, **kwargs):
         :Exit codes:
             :opt:    Optimal solution found
             :iter:   Maximum iteration reached
-            :stal:   Not making sufficient progress
+            :feas:   Feasible, but not optimal, solution found
+            :fail:   Cannot make further progress from current point
+            :stal:   Problem converged to an infeasible point
             :time:   Time limit exceeded
         """
         self.model = AugmentedLagrangian(model, **kwargs)
@@ -106,6 +110,8 @@ def __init__(self, model, bc_solver, **kwargs):
         self.maxiter = kwargs.get("maxiter",
                                   100 * self.model.model.original_n)
 
+        self.maxupdate = kwargs.get("maxupdate",100)
+
         # Maximum run time
         self.maxtime = kwargs.get("maxtime", 1800.)
 
@@ -401,7 +407,7 @@ def solve(self, **kwargs):
             except UserExitRequest:
                 self.status = "usr"
 
-            exitIter = self.niter_total > self.maxiter
+            exitIter = self.niter_total > self.maxiter or self.iter > self.maxupdate
 
             exitTime = (cputime() - tick) > self.maxtime
 
