Package 'Uno'

MUMPS version reached through rmumps

Description

The version of the MUMPS linear solver that Uno's interior-point preset uses, as provided by the installed rmumps package, or 'NA' for a build made without MUMPS ('R_UNO_NO_MUMPS=1').

Usage

uno_mumps_version()

Value

A character scalar such as '"5.9.1"', or 'NA_character_'.

Examples

uno_mumps_version()

---

Uno solver options

Description

Every option the linked Uno accepts in the 'options' argument of [uno_solve()], with its declared type ('"integer"', '"double"', '"bool"' or ‘"string"'), as read from Uno’s C API option iterator.

Usage

uno_options()

Value

A data frame with the columns 'name' and 'type', one row per option, sorted by name.

Examples

opts <- uno_options()
head(opts)
opts[opts$name == "preset", ]

---

Solve a nonlinear program with Uno

Description

Solve a nonlinear program with Uno

Usage

uno_solve(
  n,
  lb,
  ub,
  sense,
  obj,
  grad,
  m,
  cl,
  cu,
  cons,
  jac_rows,
  jac_cols,
  jac,
  hess_rows,
  hess_cols,
  hess,
  x0,
  preset,
  base_indexing,
  verbose,
  options = list(),
  lagrangian_sign = c("negative", "positive"),
  dual0 = NULL,
  iter_callback = NULL,
  log_callback = NULL,
  name = NULL
)

Arguments

n	number of variables.
lb, ub	variable lower/upper bounds (length 'n'; use '-Inf'/'Inf').
sense	'"minimize"' or '"maximize"'.
obj, grad	objective 'function(x)' and its gradient 'function(x)'.
m	number of constraints (0 for unconstrained).
cl, cu	constraint lower/upper bounds (length 'm').
cons	constraint 'function(x)' returning a length-'m' vector.
jac_rows, jac_cols	COO row/column indices of the Jacobian nonzeros.
jac	Jacobian 'function(x)' returning the nonzero values.
hess_rows, hess_cols	COO indices of the lower-triangular Hessian.
hess	Lagrangian Hessian 'function(x, sigma, lambda)' returning the lower-triangular nonzero values, or 'NULL' (Uno then uses an L-BFGS approximation, which the HiGHS subproblem solver cannot use).
x0	initial primal iterate (length 'n').
preset	Uno preset, e.g. '"filtersqp"' (SQP) or '"ipopt"' (interior point, using MUMPS as the linear solver).
base_indexing	0 for C-style or 1 for Fortran-style COO indices.
verbose	if ‘FALSE', suppress Uno’s solution printout.
options	a named list of Uno solver options applied AFTER the preset (so they override it), e.g. 'list(max_iterations = 200L, primal_tolerance = 1e-8, linear_solver = "MUMPS")'; [uno_options()] lists them. Each value is coerced to the option's declared Uno type; an unknown option name or an unacceptable value raises an error.
lagrangian_sign	the Lagrangian multiplier sign convention the 'hess' callback uses: '"positive"' for $L = \sigma f + y^\top c$ (the standard convention used by IPOPT and the sparsediff oracle) or '"negative"' for $L = \sigma f - y^\top c$. Defaults to ‘"negative"', matching Uno’s own C-API default. **Must match the convention your 'hess' returns**, otherwise the Lagrangian Hessian's constraint terms get the wrong sign (invisible when all constraints are linear, since their Hessian is zero).
dual0	optional warm-start dual iterate, or ‘NULL' (Uno’s default).
iter_callback	optional 'function(info)' called at each acceptable iterate; return 'TRUE' to terminate the solve early. 'info' is a named list with 'primals', 'lower_bound_dual', 'upper_bound_dual', 'constraint_dual', 'objective_multiplier', and the 'primal_feasibility'/'stationarity'/ 'complementarity' residuals. Errors in the callback are caught and treated as "do not terminate". 'NULL' disables it.
log_callback	optional ‘function(text)' that receives Uno’s output stream in chunks (a sink for the solver log); ‘NULL' sends Uno’s output to the R console. Independent of 'verbose' (which controls how much Uno prints).
name	optional model name (a string) shown in Uno's log; 'NULL' for Uno's default.

Value

a named list. The 'optimization_status' and 'solution_status' are **named integers** of the form ‘c(SUCCESS = 0L)': the value is Uno’s enum code and the name is its canonical label, so you can key a status map by 'names(status)' and still read the code (e.g. 'status[[1L]]'). The labels are those of Uno's C API (see [uno_status_labels()]). The list also holds the objective, primal and dual solutions ('constraint_dual', 'lower_bound_dual', 'upper_bound_dual'), KKT residuals, and per-callback evaluation counters.

Interrupting a solve

Uno installs its own 'SIGINT' handler for the duration of a solve: a Ctrl-C stops the solve cleanly at the next iteration with ‘optimization_status' 'USER_INTERRUPTION', and R’s handler is restored afterwards. Uno resets 'SIGINT' to the default action after the first Ctrl-C, so a second Ctrl-C before the solve returns terminates the R process. An interrupt that arrives inside a MUMPS factorization is caught by rmumps (version 5.2.1-44 or later) and reported the same way.

---

Uno status labels

Description

The optimization and solution statuses of the linked Uno, as named integer vectors: the names are the labels [uno_solve()] returns in ‘optimization_status' and 'solution_status', the values are Uno’s enum codes. Generated from Uno's C API header at build time, so they follow the bundled Uno exactly.

Usage

uno_status_labels()

Value

A list with two named integer vectors, 'optimization' and 'solution'.

Examples

uno_status_labels()

---

Linked Uno version

Description

Returns the version string of the Uno C++ library this package is built against.

Value

A character scalar, e.g. "2.9.2".

Examples

uno_version()

---