Enable Hessian cache choice in only_fgh.

JuliaNLSolvers · Mar 31, 2018 · 0e75230 · 0e75230
1 parent bd1586d
commit 0e75230
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Showing 2 changed files with 14 additions and 6 deletions.
diff --git a/src/objective_types/incomplete.jl b/src/objective_types/incomplete.jl
@@ -85,18 +85,26 @@ function OnceDifferentiable(t::Union{InplaceObjective, NotInplaceObjective}, x::
     OnceDifferentiable(f, df, fdf, x, F)
 end
 
-function TwiceDifferentiable(t::InplaceObjective{<: Void, <: Void, H}, x::AbstractArray{T,1}, F::Real = real(zero(eltype(x)))) where {H, T}
+function TwiceDifferentiable(t::InplaceObjective{<: Void, <: Void, TH}, x::AbstractArray{T,1}, F::Real = real(zero(eltype(x))),  G::TG = similar(x), H = alloc_H(x)) where {TG, TH, T}
     f   =     x  -> t.fgh(F, nothing, nothing, x)
     df  = (G, x) -> t.fgh(nothing, G, nothing, x)
     fdf = (G, x) -> t.fgh(F, G, nothing, x)
     h   = (H, x) -> t.fgh(F, nothing, H, x)
-    TwiceDifferentiable(f, df, fdf, h, x, F)
+    TwiceDifferentiable(f, df, fdf, h, x, F, G, H)
 end
 
-function TwiceDifferentiable(t::InplaceObjective{<: Void, <: Void, H}, x::AbstractArray{T}, F::Real = real(zero(eltype(x)))) where {H, T}
+function TwiceDifferentiable(t::InplaceObjective{<: Void, <: Void, TH}, x::AbstractArray{T,1}, F::Real = real(zero(eltype(x))),  G::AbstractVector = similar(x), H = alloc_H(x)) where {TH, T}
+    f   =     x  -> t.fgh(F, nothing, nothing, x)
+    df  = (G, x) -> t.fgh(nothing, G, nothing, x)
+    fdf = (G, x) -> t.fgh(F, G, nothing, x)
+    h   = (H, x) -> t.fgh(F, nothing, H, x)
+    TwiceDifferentiable(f, df, fdf, h, x, F, G, H)
+end
+
+function TwiceDifferentiable(t::InplaceObjective{<: Void, <: Void, TH}, x::AbstractArray{T}, F::Real = real(zero(eltype(x))), G::TG = similar(x), H = alloc_H(x)) where {TG, TH, T}
     f   =     x  -> t.fgh(F, nothing, nothing, x)
     df  = (G, x) -> t.fgh(nothing, G, nothing, x)
     fdf = (G, x) -> t.fgh(F, G, nothing, x)
     h   = (H, x) -> t.fgh(H, nothing, F, x)
-    TwiceDifferentiable(f, df, fdf, h, x, F)
+    TwiceDifferentiable(f, df, fdf, h, x, F, G, H)
 end
diff --git a/src/objective_types/twicedifferentiable.jl b/src/objective_types/twicedifferentiable.jl
@@ -24,7 +24,7 @@ function TwiceDifferentiable(f, g!, fg!, h!, x::TX, F::T = real(zero(eltype(x)))
                                         [0,], [0,], [0,])
 end
 
-function TwiceDifferentiable(f, g!, h!, x::AbstractVector, F = real(zero(eltype(x))), G = similar(x), H = alloc_H(x))
+function TwiceDifferentiable(f, g!, h!, x::AbstractVector{TX}, F::T = real(zero(eltype(x))), G = similar(x), H = alloc_H(x)) where {TX, T}
     fg! = make_fdf(x, F, f, g!)
     return TwiceDifferentiable(f, g!, fg!, h!, x, F, G, H)
-end
+end