cleaned up iterateAL in the spirit of

3464fe0 #84
alexe15 · Apr 17, 2020 · a640297 · a640297
1 parent 3464fe0
commit a640297
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Showing 2 changed files with 34 additions and 36 deletions.
diff --git a/src/core/createLocSolAndSens.m b/src/core/createLocSolAndSens.m
@@ -9,8 +9,7 @@
 end
 
 % create local solvers 
-% [ sProb.nnlp, sProb.gBounds, sProb.rhoCas, sProb.lamCas, sProb.SSig ] = ...
-%                                            createLocalSolvers(sProb, opts);
+% [ sProb.nnlp, sProb.gBounds, sProb.rhoCas, sProb.lamCas, sProb.SSig ] = createLocalSolvers(sProb, opts);
 
 % compute sensitivities (gradient, Jacobian, ...)
 sProb.rhoCas = opts.sym('rho',1,1);

diff --git a/src/core/iterateAL.m b/src/core/iterateAL.m
@@ -7,43 +7,16 @@
 iterTimer = tic;
 i         = 1;
 iter.i    = 1;
-while (i <= opts.maxiter) && ( (strcmp(opts.term_eps,'false')) || (iter.logg.consViol(i) >= opts.term_eps))
-
+while (i <= opts.maxiter) && ( (strcmp(opts.term_eps,'false')) || (iter.logg.consViol(i) >= opts.term_eps))            
     % solve local NLPs and evaluate sensitivities
-   if (strcmp( opts.parfor, 'true' ))
+   if (strcmp(opts.parfor, 'true' ))
         [ iter.loc, timers, opts ] = parallelStepDecentral( sProb, iter, timers, opts );
    else
         [ timers, opts, iter ] = parallelStepCentral( sProb, iter, timers, opts );
    end
     % set up and solve the coordination QP
     tic
-    iter.lamOld      = iter.lam;
-    if strcmp(opts.innerAlg, 'none')
-        % update scaling matrix for consensus violation slack
-        if strcmp(opts.DelUp,'true') 
-            if i > 2                            
-                [opts.Del, iter.consViol] = computeDynSig(opts.Del,...
-                         [sProb.AA{:}]*vertcat(iter.yy{:}),iter.consViol, 'Del');
-            else
-                iter.consViol = [sProb.AA{:}]*vertcat(iter.yy{:});
-            end
-        end
-
-        % set up and solve coordination QP
-        [ HQP, gQP, AQP, bQP]   = createCoordQP( sProb, iter, opts );
-        [ xs, lamTot]           = solveQP(HQP,gQP,AQP,bQP,opts.solveQP);    
-        [ iter.ddelx iter.lam ] = decomposeX(xs, lamTot, iter, opts);
-    else 
-        % solve coordination QP decentrally
-        iter.loc.cond           = condenseLocally(sProb, iter);
-        % solve condensed QP by decentralized CG/ADMM
-        [ iter.llam, iter.lam, iter.comm ] = ...
-                              solveQPdecNew(iter.loc.cond, iter.lam, opts);
-       % [ iter.llam, iter.lam ] = solveQPdecOld(iter.loc.cond, iter.lam, ...
-      %                                                 opts, iter, sProb );
-        % expand again locally based on computed \lamda
-        iter.ddelx              = expandLocally(iter.llam, iter.loc.cond);
-    end        
+    iter = setup_and_solve_QP(sProb, iter, opts, i);
     timers.QPtotTime      = timers.QPtotTime + toc;   
 
     % do a line search on the QP step?
@@ -53,7 +26,7 @@
     end
 
     % compute the ALADIN step
-    iter.yyOld            = iter.yy; 
+    iter.yyOld  = iter.yy; 
     [ iter.yy, iter.lam ] = computeALstep( iter );
 
     % rho update
@@ -67,18 +40,18 @@
 
     % logging of variables?
     loggFl = true;
-    if loggFl == true
+    if loggFl
         logValues;
     end
 
     % plot iterates?
-    if strcmp(opts.plot,'true') 
+    if opts.plot
        tic
        plotIterates;
        timers.plotTimer = timers.plotTimer + toc;
     end
 
-    i      = i+1;
+    i = i+1;
     iter.i = i;
 end
 timers.iterTime = toc(iterTimer);
@@ -89,3 +62,29 @@
 
 end
 
+function iter = setup_and_solve_QP(prob, iter, opts, i)
+    iter.lamOld = iter.lam;
+    if strcmp(opts.innerAlg, 'none')
+        % update scaling matrix for consensus violation slack
+        if strcmp(opts.DelUp,'true') 
+            if i > 2                            
+                [opts.Del, iter.consViol] = computeDynSig(opts.Del,...
+                         [prob.AA{:}]*vertcat(iter.yy{:}),iter.consViol, 'Del');
+            else
+                iter.consViol = [prob.AA{:}]*vertcat(iter.yy{:});
+            end
+        end
+        % set up and solve coordination QP
+        [ HQP, gQP, AQP, bQP]   = createCoordQP( prob, iter, opts );
+        [ xs, lamTot]           = solveQP(HQP, gQP, AQP, bQP, opts.solveQP);    
+        [ iter.ddelx, iter.lam ] = decomposeX(xs, lamTot, iter, opts);
+    else 
+        % solve coordination QP decentrally
+        iter.loc.cond           = condenseLocally(prob, iter);
+        % solve condensed QP by decentralized CG/ADMM
+        [ iter.llam, iter.lam, iter.comm ] = solveQPdecNew(iter.loc.cond, iter.lam, opts);
+        % expand again locally based on computed \lamda
+        iter.ddelx = expandLocally(iter.llam, iter.loc.cond);
+    end        
+end
+