[OS-tickets] [Optimization Services] #55: Error in gradient calculations

[Optimization Services]

#55: Error in gradient calculations
---------------------------+-----------------
 Reporter:  alundell       |      Owner:
     Type:  defect         |     Status:  new
 Priority:  major          |  Milestone:
Component:  other/unknown  |    Version:
 Keywords:                 |
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 I may have found a bug in the gradient calculations in OSInstance.

 A minimal working example (utilizing the MINLP problem available at
 http://www.gamsworld.org/minlp/minlplib2/data/osil/synthes1.osil)

 -----------------------------------------------------------------------

 FileUtil *fileUtil = new FileUtil();
 OSiLReader *osilreader = new OSiLReader();
 OSInstance *instance = NULL;

 std::string filename = "synthes1.osil";
 std::string osil = fileUtil->getFileAsChar(filename.c_str());

 instance = osilreader->readOSiL(osil);

 instance->getJacobianSparsityPattern();

 std::vector<double> point(6);
 point[0] = 0.0;
 point[1] = 0.0;
 point[2] = 1.0;
 point[3] = 0.0;
 point[4] = 0.0;
 point[5] = 0.0;

 SparseVector *sp;
 sp = instance->calculateConstraintFunctionGradient(&point.at(0), 0, true);

 std::cout << "Printing model:" << std::endl;

 std::cout << instance->printModel() << std::endl;

 std::cout << "Now printing the gradient for constraint 0" << std::endl;

 for (int i = 0; i < sp->number; i++)
 {
         std::cout << "  index: " << sp->indexes[i] << " gradient value: "
 << sp->values[i] << std::endl;
 }

 ----------------------------------------------------------------------

 When running the code above, the output is:

 -----------------------------------------------------------------------

 Printing model:

 Objectives:
 min -7*x_2 + 5*x_3 + 6*x_4 + 8*x_5 + --((10 * x_0) + (-(18 * ln( (x_1 +
 1))) - (
 19.2 * ln( (-x_1 + x_0 + 1)))))

 Constraints:
 e2  0 <= -.8*x_2 + ((.96 * ln( (-x_1 + x_0 + 1))) + (.8 * ln( (x_1 + 1))))
 e3  -2 <= -1*x_2 + -2*x_5 + ((1.2 * ln( (-x_1 + x_0 + 1))) + ln( (x_1 +
 1)))
 e4  -1*x_0 + 1*x_1 <= 0
 e5  1*x_1 + -2*x_3 <= 0
 e6  1*x_0 + -1*x_1 + -2*x_4 <= 0
 e7  1*x_3 + 1*x_4 <= 1

 Variables:
 x1: x_0  Type = C  Lower Bound =  0  Upper Bound =  2
 x2: x_1  Type = C  Lower Bound =  0  Upper Bound =  2
 x3: x_2  Type = C  Lower Bound =  0  Upper Bound =  1
 b4: x_3  Type = B  Lower Bound =  0  Upper Bound =  1
 b5: x_4  Type = B  Lower Bound =  0  Upper Bound =  1
 b6: x_5  Type = B  Lower Bound =  0  Upper Bound =  1

 Now printing the gradient for constraint 0
   index: 2 gradient value: -0.8
   index: 0 gradient value: -0.16
   index: 1 gradient value: 0.96

 -----------------------------------------------------------------------

 The gradient for the first constraint is

 nabla_(x_0) = 0.96/(1+x_0-x_1)
 nabla_(x_1) = -0.96/(1+x_0-x_1) + 0.8/(1+x_1)
 nabla_(x_2) = -0.8

 so it seems the variable indexes for variables x_0 and x_1 are in the
 wrong order. Or am I missing something?

 I am using the Windows binaries (1.7.4), which are already a year old, so
 it might be that this has been fixed already in a newer release.

--
Ticket URL: <https://projects.coin-or.org/OS/ticket/55>
Optimization Services <http://projects.coin-or.org/OS>
An interface for Web services implementing optimization.