Multistart.hpp

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// Copyright (c) Sleipnir contributors
 
#pragma once
 
#include <algorithm>
#include <future>
#include <span>
 
#include "sleipnir/optimization/SolverStatus.hpp"
#include "sleipnir/util/FunctionRef.hpp"
#include "sleipnir/util/small_vector.hpp"
 
namespace sleipnir {
 
template <typename DecisionVariables>
struct MultistartResult {
  SolverStatus status;
  DecisionVariables variables;
};
 
template <typename DecisionVariables>
MultistartResult<DecisionVariables> Multistart(
    function_ref<MultistartResult<DecisionVariables>(
        const DecisionVariables& initialGuess)>
        solve,
    std::span<const DecisionVariables> initialGuesses) {
  small_vector<std::future<MultistartResult<DecisionVariables>>> futures;
  futures.reserve(initialGuesses.size());
 
  for (const auto& initialGuess : initialGuesses) {
    futures.emplace_back(std::async(std::launch::async, solve, initialGuess));
  }
 
  small_vector<MultistartResult<DecisionVariables>> results;
  results.reserve(futures.size());
 
  for (auto& future : futures) {
    results.emplace_back(future.get());
  }
 
  return *std::min_element(
      results.cbegin(), results.cend(), [](const auto& a, const auto& b) {
        // Prioritize successful solve
        if (a.status.exitCondition == SolverExitCondition::kSuccess &&
            b.status.exitCondition != SolverExitCondition::kSuccess) {
          return true;
        }
 
        // Otherwise prioritize solution with lower cost
        return a.status.cost < b.status.cost;
      });
}
 
}  // namespace sleipnir