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Pre-allocate multiplier in FeasibilityResidual to save allocs #72

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Merged
merged 4 commits into from
Sep 10, 2022
Merged

Pre-allocate multiplier in FeasibilityResidual to save allocs #72

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70b4ce5
pre-allocate multiplier in FeasibilityResidual to save allocs
tmigot Sep 7, 2022
249abfe
Update src/feasibility-residual.jl
tmigot Sep 9, 2022
2ffaab1
Update src/feasibility-residual.jl
tmigot Sep 9, 2022
7cd30c9
fix `x0`
tmigot Sep 9, 2022
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17 changes: 10 additions & 7 deletions src/feasibility-residual.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,8 @@ mutable struct FeasibilityResidual{T, S, M <: AbstractNLPModel{T, S}} <: Abstrac
nls_meta::NLSMeta{T, S}
counters::NLSCounters
nlp::M

y::S # pre-allocated vector of length nequ
end

function NLPModels.show_header(io::IO, nls::FeasibilityResidual)
Expand Down Expand Up @@ -64,7 +66,8 @@ function FeasibilityResidual(
nnzj = 0,
)
nls_meta = NLSMeta{T, S}(m, n, nnzj = nlp.meta.nnzj, nnzh = nlp.meta.nnzh, lin = nlp.meta.lin)
nls = FeasibilityResidual(meta, nls_meta, NLSCounters(), nlp)
y = similar(nlp.meta.x0, nls_meta.nequ)
nls = FeasibilityResidual(meta, nls_meta, NLSCounters(), nlp, y)
finalizer(nls -> finalize(nls.nlp), nls)

return nls
Expand Down Expand Up @@ -145,9 +148,9 @@ end
function NLPModels.jth_hess_residual(nls::FeasibilityResidual, x::AbstractVector, i::Int)
increment!(nls, :neval_jhess_residual)
T = eltype(x)
y = zeros(T, nls.nls_meta.nequ)
y[i] = one(T)
return hess(nls.nlp, x, y, obj_weight = zero(T))
nls.y .= zero(T)
nls.y[i] = one(T)
return hess(nls.nlp, x, nls.y, obj_weight = zero(T))
end

function NLPModels.hprod_residual!(
Expand All @@ -159,9 +162,9 @@ function NLPModels.hprod_residual!(
)
increment!(nls, :neval_hprod_residual)
T = eltype(x)
y = zeros(T, nls.nls_meta.nequ)
y[i] = one(T)
return hprod!(nls.nlp, x, y, v, Hiv, obj_weight = zero(T))
nls.y .= zero(T)
nls.y[i] = one(T)
return hprod!(nls.nlp, x, nls.y, v, Hiv, obj_weight = zero(T))
end

function NLPModels.hess(
Expand Down