sleipnirgroup-jormungandr 0.4.1.dev10__tar.gz → 0.4.1.dev12__tar.gz

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.4.1.dev10
+Version: 0.4.1.dev12
 Summary: Reverse mode autodiff library and NLP solver DSL
 License-Expression: BSD-3-Clause
 License-File: LICENSE.txt

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/include/sleipnir/optimization/solver/exit_status.hpp

@@ -27,8 +27,9 @@ enum class ExitStatus : int8_t {
   /// The backtracking line search failed, and the problem isn't locally
   /// infeasible.
   LINE_SEARCH_FAILED = -5,
-  /// The solver encountered nonfinite initial cost or constraints and gave up.
-  NONFINITE_INITIAL_COST_OR_CONSTRAINTS = -6,
+  /// The solver encountered nonfinite initial cost, constraints, or derivatives
+  /// and gave up.
+  NONFINITE_INITIAL_GUESS = -6,
   /// The solver encountered diverging primal iterates xₖ and/or sₖ and gave up.
   DIVERGING_ITERATES = -7,
   /// The solver returned its solution so far after exceeding the maximum number
@@ -77,9 +78,9 @@ struct std::formatter<slp::ExitStatus> {
         return m_underlying.format("factorization failed", ctx);
       case LINE_SEARCH_FAILED:
         return m_underlying.format("line search failed", ctx);
-      case NONFINITE_INITIAL_COST_OR_CONSTRAINTS:
-        return m_underlying.format("nonfinite initial cost or constraints",
-                                   ctx);
+      case NONFINITE_INITIAL_GUESS:
+        return m_underlying.format(
+            "nonfinite initial cost, constraints, or derivatives", ctx);
       case DIVERGING_ITERATES:
         return m_underlying.format("diverging iterates", ctx);
       case MAX_ITERATIONS_EXCEEDED:

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/include/sleipnir/optimization/solver/interior_point.hpp

@@ -17,6 +17,7 @@
 #include "sleipnir/optimization/solver/interior_point_matrix_callbacks.hpp"
 #include "sleipnir/optimization/solver/iteration_info.hpp"
 #include "sleipnir/optimization/solver/options.hpp"
+#include "sleipnir/optimization/solver/util/all_finite.hpp"
 #include "sleipnir/optimization/solver/util/append_as_triplets.hpp"
 #include "sleipnir/optimization/solver/util/error_estimate.hpp"
 #include "sleipnir/optimization/solver/util/filter.hpp"
@@ -258,9 +259,10 @@ ExitStatus interior_point(
     return ExitStatus::TOO_FEW_DOFS;
   }
 
-  // Check whether initial guess has finite f(xₖ), cₑ(xₖ), and cᵢ(xₖ)
-  if (!isfinite(f) || !c_e.allFinite() || !c_i.allFinite()) {
-    return ExitStatus::NONFINITE_INITIAL_COST_OR_CONSTRAINTS;
+  // Check whether initial guess has finite cost, constraints, and derivatives
+  if (!isfinite(f) || !all_finite(g) || !all_finite(H) || !c_e.allFinite() ||
+      !all_finite(A_e) || !c_i.allFinite() || !all_finite(A_i)) {
+    return ExitStatus::NONFINITE_INITIAL_GUESS;
   }
 
 #ifdef SLEIPNIR_ENABLE_BOUND_PROJECTION

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/include/sleipnir/optimization/solver/newton.hpp

@@ -16,6 +16,7 @@
 #include "sleipnir/optimization/solver/iteration_info.hpp"
 #include "sleipnir/optimization/solver/newton_matrix_callbacks.hpp"
 #include "sleipnir/optimization/solver/options.hpp"
+#include "sleipnir/optimization/solver/util/all_finite.hpp"
 #include "sleipnir/optimization/solver/util/error_estimate.hpp"
 #include "sleipnir/optimization/solver/util/filter.hpp"
 #include "sleipnir/optimization/solver/util/kkt_error.hpp"
@@ -122,9 +123,9 @@ ExitStatus newton(
   slp_assert(H.rows() == matrices.num_decision_variables);
   slp_assert(H.cols() == matrices.num_decision_variables);
 
-  // Check whether initial guess has finite f(xₖ)
-  if (!isfinite(f)) {
-    return ExitStatus::NONFINITE_INITIAL_COST_OR_CONSTRAINTS;
+  // Check whether initial guess has finite cost and derivatives
+  if (!isfinite(f) || !all_finite(g) || !all_finite(H)) {
+    return ExitStatus::NONFINITE_INITIAL_GUESS;
   }
 
   int iterations = 0;

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/include/sleipnir/optimization/solver/sqp.hpp

@@ -16,6 +16,7 @@
 #include "sleipnir/optimization/solver/iteration_info.hpp"
 #include "sleipnir/optimization/solver/options.hpp"
 #include "sleipnir/optimization/solver/sqp_matrix_callbacks.hpp"
+#include "sleipnir/optimization/solver/util/all_finite.hpp"
 #include "sleipnir/optimization/solver/util/append_as_triplets.hpp"
 #include "sleipnir/optimization/solver/util/error_estimate.hpp"
 #include "sleipnir/optimization/solver/util/filter.hpp"
@@ -200,9 +201,10 @@ ExitStatus sqp(const SQPMatrixCallbacks<Scalar>& matrix_callbacks,
     return ExitStatus::TOO_FEW_DOFS;
   }
 
-  // Check whether initial guess has finite f(xₖ) and cₑ(xₖ)
-  if (!isfinite(f) || !c_e.allFinite()) {
-    return ExitStatus::NONFINITE_INITIAL_COST_OR_CONSTRAINTS;
+  // Check whether initial guess has finite cost, constraints, and derivatives
+  if (!isfinite(f) || !all_finite(g) || !all_finite(H) || !c_e.allFinite() ||
+      !all_finite(A_e)) {
+    return ExitStatus::NONFINITE_INITIAL_GUESS;
   }
 
   int iterations = 0;

sleipnirgroup_jormungandr-0.4.1.dev12/include/sleipnir/optimization/solver/util/all_finite.hpp

@@ -0,0 +1,26 @@
+// Copyright (c) Sleipnir contributors
+
+#pragma once
+
+#include <cmath>
+
+#include <Eigen/SparseCore>
+
+/// Returns true if elements of sparse matrix are all finite.
+///
+/// @param mat Sparse matrix.
+/// @return True if elements of sparse matrix are all finite.
+template <typename Derived>
+bool all_finite(const Eigen::SparseCompressedBase<Derived>& mat) {
+  using std::isfinite;
+
+  for (int k = 0; k < mat.outerSize(); ++k) {
+    for (typename Derived::InnerIterator it{mat, k}; it; ++it) {
+      if (!isfinite(it.value())) {
+        return false;
+      }
+    }
+  }
+
+  return true;
+}

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/python/cpp/docstrings.hpp

@@ -160,9 +160,9 @@ static const char *__doc_slp_ExitStatus_MAX_ITERATIONS_EXCEEDED =
 R"doc(The solver returned its solution so far after exceeding the maximum
 number of iterations.)doc";
 
-static const char *__doc_slp_ExitStatus_NONFINITE_INITIAL_COST_OR_CONSTRAINTS =
-R"doc(The solver encountered nonfinite initial cost or constraints and gave
-up.)doc";
+static const char *__doc_slp_ExitStatus_NONFINITE_INITIAL_GUESS =
+R"doc(The solver encountered nonfinite initial cost, constraints, or
+derivatives and gave up.)doc";
 
 static const char *__doc_slp_ExitStatus_SUCCESS = R"doc(Solved the problem to the desired tolerance.)doc";
 

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/python/cpp/optimization/solver/bind_exit_status.cpp

@@ -24,9 +24,8 @@ void bind_exit_status(nb::enum_<ExitStatus>& e) {
           DOC(slp, ExitStatus, FACTORIZATION_FAILED));
   e.value("LINE_SEARCH_FAILED", ExitStatus::LINE_SEARCH_FAILED,
           DOC(slp, ExitStatus, LINE_SEARCH_FAILED));
-  e.value("NONFINITE_INITIAL_COST_OR_CONSTRAINTS",
-          ExitStatus::NONFINITE_INITIAL_COST_OR_CONSTRAINTS,
-          DOC(slp, ExitStatus, NONFINITE_INITIAL_COST_OR_CONSTRAINTS));
+  e.value("NONFINITE_INITIAL_GUESS", ExitStatus::NONFINITE_INITIAL_GUESS,
+          DOC(slp, ExitStatus, NONFINITE_INITIAL_GUESS));
   e.value("DIVERGING_ITERATES", ExitStatus::DIVERGING_ITERATES,
           DOC(slp, ExitStatus, DIVERGING_ITERATES));
   e.value("MAX_ITERATIONS_EXCEEDED", ExitStatus::MAX_ITERATIONS_EXCEEDED,

{sleipnirgroup_jormungandr-0.4.1.dev10 → sleipnirgroup_jormungandr-0.4.1.dev12}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.4.1.dev10"
+__version__ = "0.4.1.dev12"

{sleipnirgroup_jormungandr-0.4.1.dev10/python/test/optimization → sleipnirgroup_jormungandr-0.4.1.dev12/python/test/optimization/solver}/exit_status_test.py

@@ -71,22 +71,52 @@ def test_locally_infeasible_inequality_constraints():
     assert problem.solve(diagnostics=True) == ExitStatus.LOCALLY_INFEASIBLE
 
 
-def test_nonfinite_initial_cost_or_constraints():
+def test_nonfinite_cost():
     problem = Problem()
-
     x = problem.decision_variable()
-    x.set_value(-1)
+    problem.minimize(1 / x)
+
+    assert problem.solve() == ExitStatus.NONFINITE_INITIAL_GUESS
 
+
+def test_nonfinite_gradient():
+    problem = Problem()
+    x = problem.decision_variable()
     problem.minimize(sqrt(x))
 
-    assert problem.cost_function_type() == ExpressionType.NONLINEAR
-    assert problem.equality_constraint_type() == ExpressionType.NONE
-    assert problem.inequality_constraint_type() == ExpressionType.NONE
+    assert problem.solve() == ExitStatus.NONFINITE_INITIAL_GUESS
 
-    assert (
-        problem.solve(diagnostics=True)
-        == ExitStatus.NONFINITE_INITIAL_COST_OR_CONSTRAINTS
-    )
+
+def test_nonfinite_equality_constraint():
+    problem = Problem()
+    x = problem.decision_variable()
+    problem.subject_to(1 / x == 1)
+
+    assert problem.solve() == ExitStatus.NONFINITE_INITIAL_GUESS
+
+
+def test_nonfinite_equality_constraint_jacobian():
+    problem = Problem()
+    x = problem.decision_variable()
+    problem.subject_to(sqrt(x) == 1)
+
+    assert problem.solve() == ExitStatus.NONFINITE_INITIAL_GUESS
+
+
+def test_nonfinite_inequality_constraint():
+    problem = Problem()
+    x = problem.decision_variable()
+    problem.subject_to(1 / x > 1)
+
+    assert problem.solve() == ExitStatus.NONFINITE_INITIAL_GUESS
+
+
+def test_nonfinite_inequality_constraint_jacobian():
+    problem = Problem()
+    x = problem.decision_variable()
+    problem.subject_to(sqrt(x) > 1)
+
+    assert problem.solve() == ExitStatus.NONFINITE_INITIAL_GUESS
 
 
 def test_diverging_iterates():