large bound duals warning is displayed only once

Author: cnpetra

src/Optimization/hiopAlgFilterIPM.cpp

@@ -97,7 +97,8 @@ hiopAlgFilterIPMBase::hiopAlgFilterIPMBase(hiopNlpFormulation* nlp_in, const boo
       d_soc(nullptr),
       within_FR_(within_FR),
       pd_perturb_(nullptr),
-      fact_acceptor_(nullptr)
+      fact_acceptor_(nullptr),
+      warn_large_bnd_duals_(false)
 {
   // force completion of the nlp's initialization
   nlp->finalizeInitialization();
@@ -662,7 +663,7 @@ bool hiopAlgFilterIPMBase::evalNlpAndLogErrors(const hiopIterate& it,
   }
 
   nlp->log->printf(hovIteration, "nrmOneDualEqu %g   nrmOneDualBo %g\n", nrmDualEqu, nrmDualBou);
-  if(nrmDualBou > 1e+10) {
+  if(nrmDualBou > 1e+10 && !warn_large_bnd_duals_) {
     nlp->log->printf(hovWarning,
                      "Unusually large bound dual variables (norm1=%g) occured, \n"
                      "          which may cause numerical instabilities, convergence issues, \n"
@@ -673,7 +674,8 @@ bool hiopAlgFilterIPMBase::evalNlpAndLogErrors(const hiopIterate& it,
 
     nlp->log->printf(hovWarning,
                      "HiOp options 'fixed_var_tolerance', 'bound_relax_perturb', or \n"
-                     "          'elastic_mode' may remedy this issue. Also see 'scaling_type' option.\n");
+                     "          'elastic_mode' may remedy this issue. Also see 'scaling_type' option.\n");    
+    warn_large_bnd_duals_ = true;
   }
 
   // scaling factors
@@ -710,99 +712,6 @@ bool hiopAlgFilterIPMBase::evalNlpAndLogErrors(const hiopIterate& it,
   return true;
 }
 
-// bool hiopAlgFilterIPMBase::evalNlpAndLogErrors2(const hiopIterate& it,
-//                                                const hiopResidual& resid,
-//                                                const double& mu,
-//                                                double& nlpoptim,
-//                                                double& nlpfeas,
-//                                                double& nlpcomplem,
-//                                                double& nlpoverall,
-//                                                double& logoptim,
-//                                                double& logfeas,
-//                                                double& logcomplem,
-//                                                double& logoverall,
-//                                                double& cons_violation)
-// {
-//   nlp->runStats.tmSolverInternal.start();
-
-//   size_type n = nlp->n_complem();
-//   double sc;
-//   double sd;
-//   double nrmDualBou;
-//   double nrmDualEqu;
-//   if(!it.compute_sc_sd(sc, sd, nrmDualEqu, nrmDualBou)) {
-//     return false;
-//   }
-
-//   nlp->log->printf(hovWarning, "nrmOneDualEqu %g   nrmOneDualBo %g\n", nrmDualEqu, nrmDualBou);
-//   if(nrmDualBou > 1e+10) {
-//     nlp->log->printf(hovWarning,
-//                      "Unusually large bound dual variables (norm1=%g) occured, "
-//                      "which may cause numerical instabilities if it persists. Convergence "
-//                      " issues or inacurate optimal solutions may be experienced. Possible causes: "
-//                      " tight bounds or bad scaling of the optimization variables.\n",
-//                      nrmDualBou);
-//     if(nlp->options->GetString("fixed_var") == "remove") {
-//       nlp->log->printf(hovWarning,
-//                        "For example, increase 'fixed_var_tolerance' to remove "
-//                        "additional variables.\n");
-//     } else if(nlp->options->GetString("fixed_var") == "relax") {
-//       nlp->log->printf(hovWarning,
-//                        "For example, increase 'fixed_var_tolerance' to relax "
-//                        "aditional (tight) variables and/or increase 'fixed_var_perturb' "
-//                        "to decrease the tightness.\n");
-//     } else {
-//       nlp->log->printf(hovWarning,
-//                        "Potential fixes: fix or relax variables with tight bounds "
-//                        "(see 'fixed_var' option) or rescale variables.\n");
-//     }
-//   }
-
-//   // scaling factors
-//   //sd = max { p_smax, ||zl||_M + ||zu||_M + (||vl||_1 + ||vu||_1)/m } /p_smax
-//   //sc = max { p_smax, ||zl||_M + ||zu||_M } /p_smax
-//   //nlpoptim = ||gradf + Jc'*yc + Jd'*Jd - M*zl - M*zu||_Hinv
-//   //           ||yd+vl-vu||_inf
-//   //nlpfeas = ||crhs- c||_inf
-//   //          ||drs- d||_inf
-//   //          ||x-sxl-xl||_inf
-//   //          ||x-sxu+xu||_inf
-//   //          ||d-sdl-dl||
-//   //          
-//   //double sd = fmax(p_smax, (nrmDualBou + nrmDualEqu) / (n + m)) / p_smax;
-//   //double sc = n == 0 ? 0 : fmax(p_smax, nrmDualBou / n) / p_smax;
-
-//   sd = fmax(p_smax, sd) / p_smax;
-//   sc = n == 0 ? 0 : fmax(p_smax, sc) / p_smax;
-
-//   sd = fmin(sd, 1e+8);
-//   sc = fmin(sc, 1e+8);
-
-//   // actual nlp errors
-//   resid.getNlpErrors(nlpoptim, nlpfeas, nlpcomplem, cons_violation);
-
-//   // finally, the scaled nlp error
-//   nlpoverall = fmax(nlpoptim / sd, fmax(cons_violation, nlpcomplem / sc));
-
-//   nlp->log->printf(hovWarning,
-//                    "nlpoverall %g  nloptim %g  sd %g  nlpfeas %g  nlpcomplem %g  sc %g cons_violation %g\n",
-//                    nlpoverall,
-//                    nlpoptim,
-//                    sd,
-//                    nlpfeas,
-//                    nlpcomplem,
-//                    cons_violation,
-//                    sc);
-
-//   // actual log errors
-//   resid.getBarrierErrors(logoptim, logfeas, logcomplem);
-
-//   // finally, the scaled barrier error
-//   logoverall = fmax(logoptim / sd, fmax(cons_violation, logcomplem / sc));
-//   nlp->runStats.tmSolverInternal.stop();
-//   return true;
-// }
-
 bool hiopAlgFilterIPMBase::evalNlp_funcOnly(hiopIterate& iter, double& f, hiopVector& c, hiopVector& d)
 {
   bool new_x = true;

src/Optimization/hiopAlgFilterIPM.hpp

@@ -345,9 +345,13 @@ class hiopAlgFilterIPMBase
 
   /* Flag to tell if this is a FR problem */
   bool within_FR_;
-
+ 
   hiopPDPerturbation* pd_perturb_;
   hiopFactAcceptor* fact_acceptor_;
+
+  /// Flag that tracks whether the warning "Unusually large bound dual variables" has been issued.
+  bool warn_large_bnd_duals_;
+
 };
 
 class hiopAlgFilterIPMQuasiNewton : public hiopAlgFilterIPMBase