Package {Uno}

Uno: R interface to the Uno nonlinear optimization solver

Description

R bindings to Uno (Unifying Nonlinear Optimization), a C++ solver for nonlinearly constrained optimization, via Uno's C API. The HiGHS QP/LP subproblem solver is built from source for the SQP presets; the MUMPS linear solver used by the interior-point preset is reached at run time through the rmumps package (bound when the namespace loads; see uno_mumps_version). Intended as a nonlinear (DNLP) backend for CVXR; this is the R analog of the unopy Python package.

Author(s)

Maintainer: Balasubramanian Narasimhan naras@stanford.edu

Authors:

• Balasubramanian Narasimhan naras@stanford.edu

• Charlie Vanaret (Designed and implemented Uno) [copyright holder]

• Sven Leyffer (Co-developed the Uno framework) [copyright holder]

Other contributors:

• HiGHS development team (Bundled HiGHS LP/QP/MIP solver (MIT); see inst/COPYRIGHTS) [copyright holder]

See Also

uno_solve to solve a nonlinear program, uno_version for the linked Uno version, uno_options and uno_status_labels for what the linked Uno accepts and returns.

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

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()