history-callback.hpp

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#pragma once
 
#include "proxsuite-nlp/fwd.hpp"
#include "proxsuite-nlp/helpers-base.hpp"
#include "proxsuite-nlp/workspace.hpp"
#include "proxsuite-nlp/results.hpp"
 
namespace proxsuite {
namespace nlp {
namespace helpers {
template <typename Scalar> struct history_callback : base_callback<Scalar> {
  history_callback(bool store_pd_vars = true, bool store_values = true,
                   bool store_residuals = true)
      : store_primal_dual_vars_(store_pd_vars), store_values_(store_values),
        store_residuals_(store_residuals) {}
 
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(Scalar);
 
  struct {
    std::vector<VectorXs> xs;
    std::vector<VectorXs> lams;
    std::vector<VectorOfRef> lams_view;
    std::vector<Scalar> values;
    std::vector<Scalar> prim_infeas;
    std::vector<Scalar> dual_infeas;
    std::vector<VectorXs> ls_alphas;
    std::vector<VectorXs> ls_values;
    std::vector<Scalar> alphas;
    std::vector<Scalar> dmerit_dir;
  } storage;
 
  void call(const WorkspaceTpl<Scalar> &workspace,
            const ResultsTpl<Scalar> &results) {
    if (store_primal_dual_vars_) {
      storage.xs.push_back(results.x_opt);
      storage.lams.push_back(results.data_lams_opt);
      storage.lams_view.push_back(results.lams_opt);
    }
    if (store_values_)
      storage.values.push_back(results.value);
    if (store_residuals_) {
      storage.prim_infeas.push_back(results.prim_infeas);
      storage.dual_infeas.push_back(results.dual_infeas);
    }
    const std::size_t asize = workspace.ls_alphas.size();
    storage.ls_alphas.emplace_back(
        Eigen::Map<const VectorXs>(&workspace.ls_alphas[0], asize));
    storage.ls_values.emplace_back(
        Eigen::Map<const VectorXs>(&workspace.ls_values[0], asize));
    storage.alphas.push_back(workspace.alpha_opt);
    storage.dmerit_dir.push_back(workspace.dmerit_dir);
  }
 
protected:
  const bool store_primal_dual_vars_;
  const bool store_values_;
  const bool store_residuals_;
};
 
} // namespace helpers
} // namespace nlp
} // namespace proxsuite