Multiobj emulator: before NL conversion #237 #239

So that QP/nonlinearities can be combined before they are made expressions
ampl · Nov 21, 2024 · ebc442f · ebc442f
1 parent 140cb61
commit ebc442f
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Showing 4 changed files with 26 additions and 10 deletions.
diff --git a/include/mp/flat/constr_2_expr.h b/include/mp/flat/constr_2_expr.h
@@ -284,7 +284,10 @@ class Constraints2Expr {
 
   /// Convert objectives
   void ConvertObjectivesWithExpressions() {
-    auto& objs = MPD( get_objectives() );
+    auto& objs_emulated = MPD( get_emulated_objectives() );
+    auto& objs_original = MPD( get_objectives() );
+    auto& objs
+        = objs_emulated.size() ? objs_emulated : objs_original;
     for (size_t iobj=0; iobj<objs.size(); ++iobj) {
       HandleLogicalArgs(objs[iobj].GetLinTerms(), iobj);
       HandleLogicalArgs(objs[iobj].GetQPTerms(), iobj);

diff --git a/include/mp/flat/converter.h b/include/mp/flat/converter.h
@@ -273,14 +273,14 @@ class FlatConverter :
       // MP_DISPATCH( PreprocessIntermediate() );     // preprocess after each level
       constr_depth_ = 1;  // Workaround. TODO have maps as special constraints
 			MP_DISPATCH( ConvertMaps() );
-      MP_DISPATCH( PreprocessFlatFinal() );               // final flat model prepro
+      MP_DISPATCH( PreprocessFlatFinal() );           // final flat model prepro
+      MP_DISPATCH( ConsiderEmulatingMultiobj() );     // Before NL conversion
       if constexpr (IfAcceptingNLOutput()) {
         if (IfWantNLOutput()) {
-          MPD( Convert2NL() );
+          MPD( Convert2NL() );                        // Possibly for emulated objectives
           MPD( PreprocessNLFinal() );
         }
       }
-      MP_DISPATCH( ConsiderEmulatingMultiobj() );     // After NL conversion
     } catch (const ConstraintConversionFailure& cff) {
       MP_RAISE(cff.message());
     }

diff --git a/include/mp/flat/converter_multiobj.h b/include/mp/flat/converter_multiobj.h
@@ -38,6 +38,13 @@ class MOManager {
 
 
 public:
+  /// Retrieve emulated objectives, const
+  const std::vector<QuadraticObjective>&
+  get_emulated_objectives() const { return obj_new_; }
+  /// Retrieve emulated objectives
+  std::vector<QuadraticObjective>&
+  get_emulated_objectives() { return obj_new_; }
+
   /// Is MOManager active?
   /// This is relevant after initialization via
   /// ConsiderEmulatingMultiobj().
@@ -138,24 +145,28 @@ class MOManager {
     obj_new_tolr_.reserve(pr_map.size());
     for (const auto& pr_level: pr_map) {
       const auto& i0_vec = pr_level.second;
-      obj_new_.push_back(obj_orig.at(i0_vec.front()));
-      obj_new_.back().set_sense(obj_orig.front().obj_sense());      // "Legacy" obj:multi:weight
+      const auto& obj_orig_1st = obj_orig.at(i0_vec.front());
+      const auto objwgt_1st = objwgt.at(i0_vec.front());
+      obj_new_.push_back(obj_orig_1st);
+      obj_new_.back().set_sense(obj_orig.front().obj_sense());  // "Legacy" obj:multi:weight
       obj_new_.back().set_sense_true(obj_orig.front().obj_sense_true());
-      obj_new_.back().GetLinTerms() *= objwgt.at(i0_vec.front());   // Use weight
-      obj_new_.back().GetQPTerms() *= objwgt.at(i0_vec.front());
+      obj_new_.back().GetLinTerms() *= objwgt_1st;   // Use weight
+      obj_new_.back().GetQPTerms() *= objwgt_1st;
       obj_new_tola_.push_back(objtola.at(i0_vec.front()));
       obj_new_tolr_.push_back(objtolr.at(i0_vec.front()));
+      assert (!obj_orig_1st.HasExpr());              // should be before NL conversion
       for (auto i0i=i0_vec.size(); --i0i; ) {
         // Add next objective with weight and sense factor
         double sensef
-            = (obj_orig.at(i0_vec.front()).obj_sense() == obj_orig.at(i0_vec[i0i]).obj_sense())
+            = (obj_orig_1st.obj_sense() == obj_orig.at(i0_vec[i0i]).obj_sense())
                   ? 1.0 : -1.0;
         auto lt1 = obj_orig.at(i0_vec[i0i]).GetLinTerms();
         lt1 *= sensef * objwgt.at(i0_vec[i0i]);
         auto qt1 = obj_orig.at(i0_vec[i0i]).GetQPTerms();
         qt1 *= sensef * objwgt.at(i0_vec[i0i]);
         obj_new_.back().GetLinTerms().add(lt1);
         obj_new_.back().GetQPTerms().add(qt1);
+        assert (!obj_orig.at(i0_vec[i0i]).HasExpr());
         // Max the tolerances
         obj_new_tola_.back() = std::max(obj_new_tola_.back(), objtola.at(i0_vec[i0i]));
         obj_new_tolr_.back() = std::max(obj_new_tolr_.back(), objtolr.at(i0_vec[i0i]));
@@ -290,6 +301,7 @@ class MOManager {
     }
   }
 
+
 private:
   MOManagerStatus status_ {MOManagerStatus::NOT_SET};
   std::vector<QuadraticObjective> obj_new_;     // ranked aggregated objectives

diff --git a/include/mp/flat/nl_expr/model_api_base.h b/include/mp/flat/nl_expr/model_api_base.h
@@ -289,7 +289,8 @@ class BasicExprModelAPI
   /// or for the implicit InitExpression().
   Expr GetInitExpression(int i_expr) {
     /// FlatConverter should have marked all expressions;
-    assert(i_expr < (int)is_expr_stored_.size());
+    MP_ASSERT_ALWAYS(i_expr < (int)is_expr_stored_.size(),
+                     "unexpected expression index");
     // if (i_expr >= (int)is_expr_stored_.size()) {
   //     is_expr_stored_.resize(int(i_expr*1.3)+1);
   //     expr_stored_.resize(int(i_expr*1.3)+1);