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Merged
nurkanovic merged 2 commits into from
Feb 28, 2025
Merged

Start moving mpecopt work to namespace #11

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710cc77
move options and mass rename
apozharski Feb 28, 2025
51e1adf
move Mpecopt -> mpecopt.Solver
apozharski Feb 28, 2025
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16 changes: 8 additions & 8 deletions benchmarks/macmpec/run_macmpec_experiments_debug.m
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Expand Up @@ -60,39 +60,39 @@
"$\ell_{\infty}$-MPEC","Reg-MPEC-stop",'mpecopt','reg','reg','reg'];


default_opts1 = MPECOptimizerOptions();
default_opts1 = mpecopt.Options();
default_opts1.solver_name = solver_names{1};
default_opts1.settings_lpec.lpec_solver = "Gurobi";

default_opts2 = MPECOptimizerOptions();
default_opts2 = mpecopt.Options();
default_opts2.solver_name = solver_names{2};
default_opts2.settings_lpec.lpec_solver = "Highs";
default_opts2.rho_TR_phase_i_init = 1e-3;

default_opts3 = MPECOptimizerOptions();
default_opts3 = mpecopt.Options();
default_opts3.solver_name = solver_names{3};
default_opts3.settings_lpec.lpec_solver = "Reg";
default_opts3.stop_if_S_stationary = 0;

default_opts4 = MPECOptimizerOptions();
default_opts4 = mpecopt.Options();
default_opts4.solver_name = solver_names{4};
default_opts4.settings_lpec.lpec_solver = "Ell_1";

default_opts5 = MPECOptimizerOptions();
default_opts5 = mpecopt.Options();
default_opts5.solver_name = solver_names{5};
default_opts5.settings_lpec.lpec_solver = "Ell_inf";


default_opts6 = MPECOptimizerOptions();
default_opts6 = mpecopt.Options();
default_opts6.solver_name = solver_names{6};
default_opts6.settings_lpec.lpec_solver = "Reg";
default_opts6.stop_if_S_stationary = 1;

default_opts7 = MPECOptimizerOptions();
default_opts7 = mpecopt.Options();
default_opts7.solver_name = solver_names{7};
% default_opts7.settings_lpec.lpec_solver = 'Scholtes';

default_opts8 = MPECOptimizerOptions();
default_opts8 = mpecopt.Options();
default_opts8.solver_name = solver_names{8};
% default_opts8.settings_lpec.lpec_solver = 'Scholtes';

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6 changes: 3 additions & 3 deletions benchmarks/macmpec/run_macmpec_experiments_general.m
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Expand Up @@ -54,15 +54,15 @@
solver_functions = {@mpec_optimizer,@mpec_optimizer,@mpec_optimizer,...
@mpec_homotopy_solver,@mpec_homotopy_solver,@mpec_homotopy_solver};

default_opts1 = MPECOptimizerOptions();
default_opts1 = mpecopt.Options();
default_opts1.solver_name = solver_names{1};

default_opts2 = MPECOptimizerOptions();
default_opts2 = mpecopt.Options();
default_opts2.solver_name = solver_names{2};
default_opts2.settings_lpec.lpec_solver = "Highs";
default_opts2.rho_TR_phase_i_init = 1e-3;

default_opts3 = MPECOptimizerOptions();
default_opts3 = mpecopt.Options();
default_opts3.solver_name = solver_names{3};
default_opts3.relax_and_project_homotopy_parameter_steering = "Ell_1";
% default_opts3.bnlp_projection_strategy = "Simple";
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10 changes: 5 additions & 5 deletions benchmarks/macmpec/run_macmpec_experiments_lpec.m
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Expand Up @@ -51,24 +51,24 @@
solver_functions = {@mpec_optimizer,@mpec_optimizer,@mpec_optimizer,...
@mpec_optimizer,@mpec_optimizer,@mpec_optimizer};

default_opts1 = MPECOptimizerOptions();
default_opts1 = mpecopt.Options();
default_opts1.solver_name = solver_names{1};
default_opts1.settings_lpec.lpec_solver = "Gurobi";

default_opts2 = MPECOptimizerOptions();
default_opts2 = mpecopt.Options();
default_opts2.solver_name = solver_names{2};
default_opts2.settings_lpec.lpec_solver = "Highs";
default_opts2.rho_TR_phase_i_init = 1e-3;

default_opts3 = MPECOptimizerOptions();
default_opts3 = mpecopt.Options();
default_opts3.solver_name = solver_names{3};
default_opts3.settings_lpec.lpec_solver = "Reg";

default_opts4 = MPECOptimizerOptions();
default_opts4 = mpecopt.Options();
default_opts4.solver_name = solver_names{4};
default_opts4.settings_lpec.lpec_solver = "Ell_1";

default_opts5 = MPECOptimizerOptions();
default_opts5 = mpecopt.Options();
default_opts5.solver_name = solver_names{5};
default_opts5.settings_lpec.lpec_solver = "Ell_inf";

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12 changes: 6 additions & 6 deletions benchmarks/macmpec/run_macmpec_experiments_phase_i.m
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Expand Up @@ -54,27 +54,27 @@
solver_functions = {@mpec_optimizer,@mpec_optimizer,@mpec_optimizer,...
@mpec_optimizer,@mpec_optimizer,@mpec_optimizer};

default_opts1 = MPECOptimizerOptions();
default_opts1 = mpecopt.Options();
default_opts1.solver_name = solver_names{1};

default_opts2 = MPECOptimizerOptions();
default_opts2 = mpecopt.Options();
default_opts2.solver_name = solver_names{2};
default_opts2.bnlp_projection_strategy = "Simple";

default_opts3 = MPECOptimizerOptions();
default_opts3 = mpecopt.Options();
default_opts3.solver_name = solver_names{3};
default_opts3.relax_and_project_homotopy_parameter_steering = "Ell_inf";

default_opts4 = MPECOptimizerOptions();
default_opts4 = mpecopt.Options();
default_opts4.solver_name = solver_names{4};
default_opts4.relax_and_project_homotopy_parameter_steering = "Ell_1";

default_opts5 = MPECOptimizerOptions();
default_opts5 = mpecopt.Options();
default_opts5.solver_name = solver_names{5};
default_opts5.initialization_strategy = "FeasibilityEll1General";
default_opts5.rho_TR_phase_i_init = 1e0;

default_opts6 = MPECOptimizerOptions();
default_opts6 = mpecopt.Options();
default_opts6.solver_name = solver_names{6};
default_opts6.initialization_strategy = "FeasibilityEllInfGeneral";
default_opts6.rho_TR_phase_i_init = 1e0;
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2 changes: 1 addition & 1 deletion benchmarks/macmpec/solve_single_macmpec_problem.m
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Expand Up @@ -78,7 +78,7 @@
% solver_initalization.w0 = w_opt;
%% mpecopt
fprintf('Problem info, n_w = %d, n_g = %d, n_comp = %d, name = %s\n', length(w),length(g),length(G),name)
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.settings_lpec.lpec_solver = 'Highs_casadi';

[results,stats] = mpec_optimizer(mpec, solver_initalization, solver_settings);
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6 changes: 3 additions & 3 deletions benchmarks/nonlinear_mpec_benchmark/run_nonlinear_mpec_benchmark.m
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Expand Up @@ -80,15 +80,15 @@
solver_functions = {@mpec_optimizer,@mpec_optimizer,@mpec_optimizer,...
@mpec_homotopy_solver,@mpec_homotopy_solver,@mpec_homotopy_solver};

default_opts1 = MPECOptimizerOptions();
default_opts1 = mpecopt.Options();
default_opts1.solver_name = solver_names{1};

default_opts2 = MPECOptimizerOptions();
default_opts2 = mpecopt.Options();
default_opts2.solver_name = solver_names{2};
default_opts2.settings_lpec.lpec_solver = "Highs";
default_opts2.rho_TR_phase_i_init = 1e-3;

default_opts3 = MPECOptimizerOptions();
default_opts3 = mpecopt.Options();
default_opts3.solver_name = solver_names{3};
default_opts3.relax_and_project_homotopy_parameter_steering = "Ell_1";

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12 changes: 6 additions & 6 deletions benchmarks/nonlinear_mpec_benchmark/run_nonlinear_mpec_benchmark_phase_i.m
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Expand Up @@ -84,27 +84,27 @@
solver_functions = {@mpec_optimizer,@mpec_optimizer,@mpec_optimizer,...
@mpec_optimizer,@mpec_optimizer,@mpec_optimizer};

default_opts1 = MPECOptimizerOptions();
default_opts1 = mpecopt.Options();
default_opts1.solver_name = solver_names{1};

default_opts2 = MPECOptimizerOptions();
default_opts2 = mpecopt.Options();
default_opts2.solver_name = solver_names{2};
default_opts2.bnlp_projection_strategy = "Simple";

default_opts3 = MPECOptimizerOptions();
default_opts3 = mpecopt.Options();
default_opts3.solver_name = solver_names{3};
default_opts3.relax_and_project_homotopy_parameter_steering = "Ell_inf";

default_opts4 = MPECOptimizerOptions();
default_opts4 = mpecopt.Options();
default_opts4.solver_name = solver_names{4};
default_opts4.relax_and_project_homotopy_parameter_steering = "Ell_1";

default_opts5 = MPECOptimizerOptions();
default_opts5 = mpecopt.Options();
default_opts5.solver_name = solver_names{5};
default_opts5.initialization_strategy = "FeasibilityEll1General";
default_opts5.rho_TR_phase_i_init = 1e0;

default_opts6 = MPECOptimizerOptions();
default_opts6 = mpecopt.Options();
default_opts6.solver_name = solver_names{6};
default_opts6.initialization_strategy = "FeasibilityEllInfGeneral";
default_opts6.rho_TR_phase_i_init = 1e0;
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2 changes: 1 addition & 1 deletion benchmarks/nonlinear_mpec_benchmark/solve_single_problem_nonlinear_mpec.m
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Expand Up @@ -117,7 +117,7 @@
% solver_initalization.w0 = w_opt_homotopy;
% mpecopt
fprintf('Problem info, n_w = %d, n_g = %d, n_comp = %d, name = %s\n', length(w),length(g),length(G),mpec_name)
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.plot_mpec_multipliers = true;
% solver_settings.rho_TR_phase_i_init = 1e1;
solver_settings.stop_if_S_stationary = 0;
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2 changes: 1 addition & 1 deletion benchmarks/nonlinear_mpec_benchmark/try_early_termination.m
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Expand Up @@ -28,7 +28,7 @@
solver_names = ["MPEC armin", 'Scholtes direct']; % names of solvers (used for plotting) (strings)
solver_functions = {@mpec_optimizer, @mpec_homotopy_solver};

default_opts1 = MPECOptimizerOptions();
default_opts1 = mpecopt.Options();
default_opts1.solver_name = solver_names{1};
default_opts1.initialization_strategy = 'RelaxAndProject';
default_opts1.relax_and_project_homotopy_parameter_steering = "Direct";
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4 changes: 2 additions & 2 deletions examples/byrd2008_example3_mpcc.m
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Expand Up @@ -26,7 +26,7 @@
f_opt_homotopy = full(result_homotopy.f);
w_opt_homotopy = full(result_homotopy.x);
%% Settings
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.consider_all_complementarities_in_lpec = false;
solver_settings.plot_lpec_iterate = 1;
% solver_settings.settings_lpec.lpec_solver = 'Ell_inf';
Expand All @@ -37,7 +37,7 @@
% [result_active_set,stats_active_set] = mpec_optimizer(mpec, solver_initalization, solver_settings);

% Create solver object
solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
% solve problem
[result_active_set,stats_active_set] = solver.solve(solver_initalization);

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2 changes: 1 addition & 1 deletion examples/cardinality_optimization.m
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Expand Up @@ -47,7 +47,7 @@
f_opt_homotopy = full(result_homotopy.f);
w_opt_homotopy = full(result_homotopy.x);
%% Settings
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
% solver_settings.settings_lpec.lpec_solver = "Highs_casadi";
% solver_settings.settings_lpec.lpec_solver = "Gurobi";
solver_settings.rho_TR_phase_i_init = 1e-1;
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4 changes: 2 additions & 2 deletions examples/different_stationarity_types.m
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Expand Up @@ -39,11 +39,11 @@
w_opt_reg = full(sol.x);
f_opt_reg = full(sol.f);
%% mpecopt
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.initialization_strategy = "TakeInitialGuessDirectly";
% [result_active_set,stats_active_set] = mpec_optimizer(mpec, solver_initalization, solver_settings);

solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
[result_active_set,stats_active_set] = solver.solve(solver_initalization);

w_opt_active_set = full(result_active_set.x);
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2 changes: 1 addition & 1 deletion examples/examples_in_mpecopt_paper/global_vs_local_min_in_lpec.m
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Expand Up @@ -24,7 +24,7 @@
mpec = struct('x', x,'f',f, 'g',g,'G',G,'H',H);
solver_initalization = struct('x0', x0, 'lbx',lbx, 'ubx',ubx,'lbg',lbg, 'ubg',ubg);
%% Settings
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.initialization_strategy = "TakeInitialGuessDirectly";
solver_settings.consider_all_complementarities_in_lpec = 1;
solver_settings.rho_TR_phase_ii_init = 1.5;
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2 changes: 1 addition & 1 deletion examples/examples_in_mpecopt_paper/lpec_projection_example.m
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Expand Up @@ -35,7 +35,7 @@
%% Settings
% x0 = [1/a;0];
% x0 = [2;0];
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.settings_lpec.lpec_solver ="Gurobi";
solver_settings.initialization_strategy = "RelaxAndProject";
x0 = [0;0.5];
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2 changes: 1 addition & 1 deletion examples/examples_in_mpecopt_paper/scale1_mpcc.m
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Expand Up @@ -32,7 +32,7 @@
%% Settings
% x0 = [1/a;0];
x0 = [1/a;0];
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.settings_lpec.lpec_solver ="Gurobi";
solver_settings.initialization_strategy = "TakeInitialGuessDirectly";
solver_settings.consider_all_complementarities_in_lpec = 1;
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2 changes: 1 addition & 1 deletion examples/examples_in_mpecopt_paper/wrong_bnlp_identification.m
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Expand Up @@ -41,7 +41,7 @@

tau0 = (settings.kappa)^(settings.max_iter-1)*tau0;
%%
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
% solver_initalization = struct('x0', x0, 'lbx',lbx, 'ubx',ubx,'lbg',lbg, 'ubg',ubg);
% [result_active_set,stats_active_set] = mpec_optimizer(mpec, solver_initalization, solver_settings);
% x_opt_active_set = full(result_active_set.x);
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4 changes: 2 additions & 2 deletions examples/getting_started.m
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Expand Up @@ -45,7 +45,7 @@

%% MPECopt
% Solver settings
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
% change some settings
solver_settings.settings_lpec.lpec_solver = 'Highs_casadi' ; % 'Gurobi'; for best perfomance; 'Highs_casadi' - via CasADi conic
solver_settings.settings_casadi_nlp.ipopt.linear_solver = 'mumps'; % 'ma27' for better perfomance
Expand All @@ -55,7 +55,7 @@
% Call solver
% [result_active_set,stats_active_set] = mpec_optimizer(mpec, solver_initalization, solver_settings);

solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
% solve problem
[result_active_set,stats_active_set] = solver.solve(solver_initalization);

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4 changes: 2 additions & 2 deletions examples/kirches2022_aug_lag_bnlp.m
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Expand Up @@ -63,15 +63,15 @@
x_opt_scholtes = full(result_scholtes.x);

% x0 = w_opt_scholtes;
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.initialization_strategy = "TakeInitialGuessDirectly";
solver_settings.consider_all_complementarities_in_lpec = true;
solver_settings.settings_lpec.lpec_solver = "Projected_Gradient"; % for bound constraints, LPEC has explicit solution.
% solver_settings.settings_lpec.lpec_solver = "Gurobi"; % for bound constraints, LPEC has explicit solution.
solver_initalization.x0 = x0;
%
% [result_active_set,stats_active_set] = mpec_optimizer(mpec, solver_initalization, solver_settings);
solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
% solve problem
[result_active_set,stats_active_set] = solver.solve(solver_initalization);

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4 changes: 2 additions & 2 deletions examples/kirches2022_ex1.m
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Expand Up @@ -38,14 +38,14 @@
x_opt_scholtes = full(result_scholtes.x);

% x0 = w_opt_scholtes;
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
% solver_settings.initialization_strategy = "TakeInitialGuessDirectly";
solver_settings.consider_all_complementarities_in_lpec = true;
solver_settings.tol_B_stationarity = 1e-8;
solver_settings.rho_TR_phase_ii_init = 1e-2;
% solver_initalization.x0 = x0;

solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
[result_active_set,stats_active_set] = solver.solve(solver_initalization);


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4 changes: 2 additions & 2 deletions examples/knitro_example.m
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Expand Up @@ -45,13 +45,13 @@
lbg = zeros(4,1);
ubg = zeros(4,1);

solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.relax_and_project_homotopy_parameter_steering = "Direct";
solver_settings.initialization_strategy = "FeasibilityEll1General";


% [sol_active_set,stats_active_set] = mpec_optimizer(mpec, solver_initalization, solver_settings);
solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
[sol_active_set,stats_active_set] = solver.solve(solver_initalization);


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4 changes: 2 additions & 2 deletions examples/leyffer2007_ex1.m
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Expand Up @@ -31,7 +31,7 @@
w_opt = full(result_scholtes.x);
f_opt_scholtes = full(result_scholtes.f);
% Pivoting
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.settings_lpec.lpec_solver = "Highs_casadi";
solver_settings.initialization_strategy ="RelaxAndProject";
solver_settings.relax_and_project_homotopy_parameter_steering = "Ell_inf";
Expand All @@ -40,7 +40,7 @@
% solver_settings.initialization_strategy ="TakeProvidedActiveSet";
% solver_initalization.y0 = 0;

solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
[result_active_set,stats_active_set] = solver.solve(solver_initalization);

w_opt_active_set = full(result_active_set.x);
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4 changes: 2 additions & 2 deletions examples/leyffer2007_ex2.m
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Expand Up @@ -30,7 +30,7 @@
f_opt_scholtes = full(result_homotopy.f);
%%
% Pivoting
solver_settings = MPECOptimizerOptions();
solver_settings = mpecopt.Options();
solver_settings.settings_lpec.lpec_solver ="Highs";
solver_settings.initialization_strategy = "TakeInitialGuessDirectly";
solver_settings.consider_all_complementarities_in_lpec = 1; % indentifying the biactive set fails and wrong sol?
Expand All @@ -45,7 +45,7 @@

% [result_active_set,stats_active_set] = mpec_optimizer(mpec, solver_initalization, solver_settings);

solver = Mpecopt(mpec, solver_settings);
solver = mpecopt.Solver(mpec, solver_settings);
[result_active_set,stats_active_set] = solver.solve(solver_initalization);

x_opt_active_set = full(result_active_set.x);
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