`hs87` differs from Hock–Schittkowski and CUTEs in two constraints and the objective

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Valutazione

Difficoltà
4/5
Tempo stimato
3-5 giorni
Idoneità per principianti
45/100
Tipo di issue
Bug
Chiarezza
Abbastanza chiara
Stato di attività
Attiva
Stack tecnologico
julia

Direzione di ricerca

Start with src/ADNLPProblems/hs87.jl and compare its constraints and piecewise objective with the linked HS87.SIF and CUTEst references; inspect the corresponding PureJuMP implementation for the breakpoint and Inf behavior. Check the metadata for the notes and :best_known_upper_bound as well. Done means the two constraints, objective behavior, and metadata agree with the stated references and the reported values are valid for the corrected problem.

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Descrizione

bug

Here's what Hock-Schittkowski and CUTEst use for the constraints:

Image

This package differs for two of them:

The remaining violation in the SIF formulation comes from b. With Colville's b = 1.48477 instead of the printed 1.48577, all four constraints at x* are below 1e-4 (see CUTEst's COLVILLE6, and ralna/SIF@8832f70 for the sources). The constants d and e are cos and sin of b - 0.00889 with b = 1.48477. #478 adds colville6. With the two errors above fixed, hs87 would equal CUTEst's HS87.

The piecewise-linear objective is also handled differently at the breakpoints. HS87.SIF uses 30 x1 for x1 < 300 and 31 x1 for x1 ≥ 300, and 28 x2, 29 x2, 30 x2 on [0, 100), [100, 200) and [200, ∞).

  • ADNLPProblems writes f1 and f2 as sums of indicator products with closed intervals, so both pieces count at a breakpoint. At x = (300, 50, …) it returns 19700, where SIF gives 10700 and PureJuMP gives 10400. At x2 = 100 and x2 = 200 it returns 57 x2 and 59 x2.
  • PureJuMP's if/elseif chain picks the lower piece at each breakpoint. SIF picks the upper piece.
  • Outside the pieces' ranges, which are also outside the variable bounds, both versions try to return Inf. In PureJuMP, f1 calls eltype(x)(Inf), where x is the vector of JuMP variables. That throws MethodError: no method matching VariableRef(::Float64) whenever the operator is evaluated with x1 > 400 or x1 < 0. f2 uses eltype(t) and does not have this problem.

Smaller metadata points: the notes contain a second, unrelated classification line (PLR-AN-5-10), and :best_known_upper_bound is Inf. The SOLTN value in HS87.SIF is 8927.5977. hs87's objective at x* is 8927.5964, but x* is not feasible for b = 1.48577, so that value is not a valid upper bound for this problem.

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