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SolverCore.GenericExecutionStatsType
GenericExecutionStats(nlp; ...)

A GenericExecutionStats is a struct for storing output information of solvers. It contains the following fields:

  • status: Indicates the output of the solver. Use show_statuses() for the full list;
  • solution: The final approximation returned by the solver (default: an uninitialzed vector like nlp.meta.x0);
  • objective: The objective value at solution (default: Inf);
  • dual_feas: The dual feasibility norm at solution (default: Inf);
  • primal_feas: The primal feasibility norm at solution (default: 0.0 if uncontrained, Inf otherwise);
  • multipliers: The Lagrange multiplers wrt to the constraints (default: an uninitialzed vector like nlp.meta.y0);
  • multipliers_L: The Lagrange multiplers wrt to the lower bounds on the variables (default: an uninitialzed vector like nlp.meta.x0 if there are bounds, or a zero-length vector if not);
  • multipliers_U: The Lagrange multiplers wrt to the upper bounds on the variables (default: an uninitialzed vector like nlp.meta.x0 if there are bounds, or a zero-length vector if not);
  • iter: The number of iterations computed by the solver (default: -1);
  • elapsed_time: The elapsed time computed by the solver (default: Inf);
  • solver_specific::Dict{Symbol,Any}: A solver specific dictionary.

The constructor preallocates storage for the fields above. Special storage may be used for multipliers_L and multipliers_U by passing them to the constructor. For instance, if a problem has few bound constraints, those multipliers could be held in sparse vectors.

The following fields indicate whether the information above has been updated and is reliable:

  • solution_reliable
  • objective_reliable
  • residuals_reliable (for dual_feas and primal_feas)
  • multipliers_reliable (for multiplers)
  • bounds_multipliers_reliable (for multipliers_L and multipliers_U)
  • iter_reliable
  • time_reliable
  • solver_specific_reliable.

Setting fields using one of the methods set_solution!(), set_objective!(), etc., also marks the field value as reliable.

The reset!() method marks all fields as unreliable.

nlp is mandatory to set default optional fields. All other variables can be input as keyword arguments.

Notice that GenericExecutionStats does not compute anything, it simply stores.

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LinearOperators.reset!Method
reset!(stats::GenericExecutionStats)

Reset the internal flags of stats to false to Indicate that the contents should not be trusted.

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SolverCore.log_headerMethod
log_header(colnames, coltypes)

Creates a header using the names in colnames formatted according to the types in coltypes. Uses internal formatting specification given by SolverCore.formats and default header translation given by SolverCore.default_headers.

Input:

  • colnames::Vector{Symbol}: Column names.
  • coltypes::Vector{DataType}: Column types.

Keyword arguments:

  • hdr_override::Dict{Symbol,String}: Overrides the default headers.
  • colsep::Int: Number of spaces between columns (Default: 2)

See also log_row.

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SolverCore.log_rowMethod
log_row(vals)

Creates a table row from the values on vals according to their types. Pass the names and types of vals to log_header for a logging table. Uses internal formatting specification given by SolverCore.formats.

To handle a missing value, add the type instead of the number:

@info log_row(Any[1.0, 1])
@info log_row(Any[Float64, Int])

Prints

[ Info:  1.0e+00       1
[ Info:        -       -

Keyword arguments:

  • colsep::Int: Number of spaces between columns (Default: 2)
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SolverCore.set_bounds_multipliers!Method
set_bounds_multipliers!(stats::GenericExecutionStats{T, S, V}, zL::V, zU::V)

Register zL and zU as optimal multipliers associated to lower-bounded and upper-bounded constraints, respectively, in stats and mark them as reliable.

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SolverCore.set_constraint_multipliers!Method
set_constraint_multipliers!(stats::GenericExecutionStats{T, S, V}, y::S, zL::V, zU::V)

Register y as optimal multipliers associated to general constraints in stats and mark them as reliable.

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SolverCore.set_dual_residual!Method
set_dual_residual!(stats::GenericExecutionStats{T, S, V}, dual::T)

Register dual as optimal dual feasibility residuals in stats and mark it as reliable.

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SolverCore.set_iter!Method
set_iter!(stats::GenericExecutionStats, iter::Int)

Register iter as optimal iteration number in stats and mark it as reliable.

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SolverCore.set_multipliers!Method
set_multipliers!(stats::GenericExecutionStats{T, S, V}, y::S, zL::V, zU::V)

Register y, zL and zU as optimal multipliers associated to general constraints, lower-bounded and upper-bounded constraints, respectively, in stats and mark them as reliable.

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SolverCore.set_objective!Method
set_objective!(stats::GenericExecutionStats{T, S, V}, val::T)

Register val as optimal objective value in stats and mark it as reliable.

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SolverCore.set_primal_residual!Method
set_primal_residual!(stats::GenericExecutionStats{T, S, V}, primal::T)

Register primal as optimal primal residuals in stats and mark it as reliable.

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SolverCore.set_residuals!Method
set_residuals!(stats::GenericExecutionStats{T, S, V}, primal::T, dual::T)

Register primal and dual as optimal primal and dual feasibility residuals, respectively, in stats and mark them as reliable.

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SolverCore.set_solution!Method
set_solution!(stats::GenericExecutionStats, x::AbstractVector)

Register x as optimal solution in stats and mark it as reliable.

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SolverCore.set_solver_specific!Method
set_solver_specific!(stats::GenericExecutionStats, field::Symbol, value)

Register value as a solver-specific value identified by field in stats and mark it as reliable.

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SolverCore.set_status!Method
set_status!(stats::GenericExecutionStats, status::Symbol)

Register status as final status in stats and mark it as reliable.

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SolverCore.set_time!Method
set_time!(stats::GenericExecutionStats, time::Float64)

Register time as optimal solution time in stats and mark it as reliable.

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SolverCore.solve!Method
solve!(solver, model; kwargs...)
solve!(solver, model, stats; kwargs...)

Apply solver to model.

Arguments

  • solver::AbstractOptimizationSolver: solver structure to hold all storage necessary for a solve
  • model::AbstractNLPModel: the model solved, see NLPModels.jl
  • stats::GenericExecutionStats: stats structure to hold solution information.

The first invocation allocates and returns a new GenericExecutionStats. The second one fills out a preallocated stats structure and allows for efficient re-solves.

The kwargs are passed to the solver.

Return Value

  • stats::GenericExecutionStats: stats structure holding solution information.
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