Add SparseDiffTools jacobian

[tmigot]

#13

[codecov]

Codecov Report

Patch coverage: 96.15% and project coverage change: -0.07 ⚠️

Comparison is base (f805c74) 98.50% compared to head (b53875f) 98.44%.

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #105      +/-   ##
==========================================
- Coverage   98.50%   98.44%   -0.07%     
==========================================
  Files           8        8              
  Lines         938      964      +26     
==========================================
+ Hits          924      949      +25     
- Misses         14       15       +1     

Impacted Files	Coverage Δ
src/ADNLPModels.jl	97.05% <0.00%> (-2.95%)	⬇️
src/ad.jl	97.46% <ø> (ø)
src/sparse_derivatives.jl	100.00% <100.00%> (ø)

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[tmigot]

@amontoison I am finally ready with this! I think it will not be hard to do the same for the Hessian, later.

[dpo]

Awesome!!! Would you mind adding a couple of unit tests? They serve as documentation too.

[amontoison]

Tangi, why do you call this backend SparseForwardADJacobian?
We can decide if we want to determine the Jacobian by rows or columns.

matrix_colors(A,alg; partition_by_rows)

[tmigot]

Tangi, why do you call this backend SparseForwardADJacobian? We can decide if we want to determine the Jacobian by rows or columns.

matrix_colors(A,alg; partition_by_rows)

Because it uses a forward-mode autodiff to compute the values.

That's right, I can add these options in the backend constructor, thanks for the suggestion.

[tmigot]

Hey @amontoison ! I added the algorithm in kwargs and tests. However, no clue how to make the partition_by_rows work, so I created an issue in SparseDiffTools. So, I guess it is for later :).

[amontoison]

Thanks Tangi!
I have a few comments but it looks good to me.
I will open a PR for sparse Hessian after this one.

[amontoison]

We also have other algorithms if we want:

• GreedyD1Color ;
• BacktrackingColor;
• ContractionColor;
• GreedyStar1Color;
• GreedyStar2Color;
• AcyclicColoring.

I think that we can easily use the color function in the future that I interfaced last week in CUDA.jl.
I will open an issue in SparseDiffTools when it will be merged.

[tmigot]

Not all of them work, though^^. We could add this when documenting this feature maybe !?

[amontoison]

Ok, let's do that!

[github-actions]

Package name	latest	stable
CaNNOLeS.jl
DCISolver.jl
DerivativeFreeSolvers.jl
JSOSolvers.jl
NLPModelsIpopt.jl
OptimizationProblems.jl
Percival.jl
QuadraticModels.jl
SolverBenchmark.jl
SolverTools.jl

[tmigot]

Thanks @amontoison for the improvements!