Added QN |memory| to statistics

Author: cvanaret

uno/ingredients/hessian_models/ExactHessian.cpp

@@ -7,6 +7,11 @@
 
 namespace uno {
    void ExactHessian::initialize(const Model& /*model*/) {
+      // do nothing
+   }
+
+   void ExactHessian::initialize_statistics(Statistics& /*statistics*/, const Options& /*options*/) const {
+      // do nothing
    }
 
    size_t ExactHessian::number_nonzeros(const Model& model) const {

uno/ingredients/hessian_models/ExactHessian.hpp

@@ -11,6 +11,7 @@ namespace uno {
       ~ExactHessian() override = default;
 
       void initialize(const Model& model) override;
+      void initialize_statistics(Statistics& statistics, const Options& options) const override;
       [[nodiscard]] size_t number_nonzeros(const Model& model) const override;
       void notify_accepted_iterate(const Model& model, Iterate& current_iterate, Iterate& trial_iterate) override;
       void evaluate_hessian(Statistics& statistics, const Model& model, const Vector<double>& primal_variables, double objective_multiplier,

uno/ingredients/hessian_models/HessianModel.hpp

@@ -25,6 +25,7 @@ namespace uno {
       size_t evaluation_count{0};
 
       virtual void initialize(const Model& model) = 0;
+      virtual void initialize_statistics(Statistics& statistics, const Options& options) const = 0;
       [[nodiscard]] virtual size_t number_nonzeros(const Model& model) const = 0;
       virtual void notify_accepted_iterate(const Model& model, Iterate &current_iterate, Iterate &trial_iterate) = 0;
       virtual void evaluate_hessian(Statistics& statistics, const Model& model, const Vector<double>& primal_variables,

uno/ingredients/hessian_models/IdentityHessian.cpp

@@ -11,6 +11,10 @@ namespace uno {
       // do nothing
    }
 
+   void IdentityHessian::initialize_statistics(Statistics& /*statistics*/, const Options& /*options*/) const {
+      // do nothing
+   }
+
    size_t IdentityHessian::number_nonzeros(const Model& model) const {
       return model.number_variables;
    }

uno/ingredients/hessian_models/IdentityHessian.hpp

@@ -12,6 +12,7 @@ namespace uno {
       IdentityHessian() = default;
 
       void initialize(const Model& model) override;
+      void initialize_statistics(Statistics& statistics, const Options& options) const override;
       [[nodiscard]] size_t number_nonzeros(const Model& model) const override;
       void notify_accepted_iterate(const Model& model, Iterate& current_iterate, Iterate& trial_iterate) override;
       void evaluate_hessian(Statistics& statistics, const Model& model, const Vector<double>& primal_variables,

uno/ingredients/hessian_models/ZeroHessian.cpp

@@ -7,6 +7,11 @@
 
 namespace uno {
    void ZeroHessian::initialize(const Model& /*model*/) {
+      // do nothing
+   }
+
+   void ZeroHessian::initialize_statistics(Statistics& /*statistics*/, const Options& /*options*/) const {
+      // do nothing
    }
 
    size_t ZeroHessian::number_nonzeros(const Model& /*model*/) const {

uno/ingredients/hessian_models/ZeroHessian.hpp

@@ -11,6 +11,7 @@ namespace uno {
       ~ZeroHessian() override = default;
 
       void initialize(const Model& model) override;
+      void initialize_statistics(Statistics& statistics, const Options& options) const override;
       [[nodiscard]] size_t number_nonzeros(const Model& model) const override;
       void notify_accepted_iterate(const Model& model, Iterate& current_iterate, Iterate& trial_iterate) override;
       void evaluate_hessian(Statistics& statistics, const Model& model, const Vector<double>& primal_variables, double objective_multiplier,

uno/ingredients/hessian_models/quasi_newton/LBFGSHessian.cpp

@@ -33,6 +33,10 @@ namespace uno {
       this->Hessian_approximation = DenseMatrix<double>(this->dimension, this->dimension);
    }
 
+   void LBFGSHessian::initialize_statistics(Statistics& statistics, const Options& options) const {
+      statistics.add_column("QN |memory|", Statistics::double_width - 4, options.get_int("statistics_quasi_newton_memory_size"));
+   }
+
    size_t LBFGSHessian::number_nonzeros(const Model& model) const {
       // upper triangular matrix
       return (model.number_variables * (model.number_variables + 1))/2;

uno/ingredients/hessian_models/quasi_newton/LBFGSHessian.hpp

@@ -23,6 +23,7 @@ namespace uno {
       ~LBFGSHessian() override = default;
 
       void initialize(const Model& model) override;
+      void initialize_statistics(Statistics& statistics, const Options& options) const override;
       [[nodiscard]] size_t number_nonzeros(const Model& model) const override;
       void notify_accepted_iterate(const Model& model, Iterate& current_iterate, Iterate& trial_iterate) override;
       void evaluate_hessian(Statistics& statistics, const Model& model, const Vector<double>& primal_variables,

uno/layers/SubproblemLayer.hpp

@@ -27,6 +27,7 @@ namespace uno {
       }
 
       void initialize_statistics(Statistics& statistics, const Options& options) const {
+         this->hessian_model->initialize_statistics(statistics, options);
          this->regularization_strategy->initialize_statistics(statistics, options);
       }