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Merged
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Dec 19, 2022
Merged

Pre-allocate vector in FeasibilityFormNLS #78

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41 changes: 24 additions & 17 deletions src/feasibility-form-nls.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -27,6 +27,8 @@ mutable struct FeasibilityFormNLS{T, S, M <: AbstractNLSModel{T, S}} <: Abstract
nls_meta::NLSMeta{T, S}
internal::M
counters::NLSCounters

tmp::S # pre-allocated vector of length nvar
end

function NLPModels.show_header(io::IO, nls::FeasibilityFormNLS)
Expand Down Expand Up @@ -84,7 +86,8 @@ function FeasibilityFormNLS(
)
nls_meta = NLSMeta{T, S}(nequ, nvar, x0 = x0, nnzj = nequ, nnzh = 0, lin = 1:nequ)

nlp = FeasibilityFormNLS{T, S, typeof(nls)}(meta, nls_meta, nls, NLSCounters())
tmp = similar(nls.meta.x0)
nlp = FeasibilityFormNLS{T, S, typeof(nls)}(meta, nls_meta, nls, NLSCounters(), tmp)
finalizer(nlp -> finalize(nlp.internal), nlp)

return nlp
Expand Down Expand Up @@ -239,12 +242,14 @@ function NLPModels.jtprod!(
@lencheck nlp.meta.ncon v
increment!(nlp, :neval_jtprod)
n, m, ne = nlp.internal.meta.nvar, nlp.internal.meta.ncon, nlp.internal.nls_meta.nequ
x = @view xr[1:n]
@views jtprod_residual!(nlp.internal, x, v[1:ne], jtv[1:n])
if m > 0
@views jtv[1:n] .+= jtprod(nlp.internal, x, v[(ne + 1):end])
@views begin
jtprod_residual!(nlp.internal, xr[1:n], v[1:ne], jtv[1:n])
if m > 0
jtprod!(nlp.internal, xr[1:n], v[(ne + 1):end], nlp.tmp)
jtv[1:n] .+= nlp.tmp
end
jtv[(n + 1):end] .= .-v[1:ne]
end
@views jtv[(n + 1):end] .= -v[1:ne]
return jtv
end

Expand All @@ -258,12 +263,14 @@ function NLPModels.jtprod_nln!(
@lencheck nlp.meta.nnln v
increment!(nlp, :neval_jtprod_nln)
n, m, ne = nlp.internal.meta.nvar, nlp.internal.meta.nnln, nlp.internal.nls_meta.nequ
x = @view xr[1:n]
@views jtprod_residual!(nlp.internal, x, v[1:ne], jtv[1:n])
if m > 0
@views jtv[1:n] .+= jtprod_nln(nlp.internal, x, v[(ne + 1):end])
@views begin
jtprod_residual!(nlp.internal, xr[1:n], v[1:ne], jtv[1:n])
if m > 0
jtprod_nln!(nlp.internal, xr[1:n], v[(ne + 1):end], nlp.tmp)
jtv[1:n] .+= nlp.tmp
end
jtv[(n + 1):end] .= .-v[1:ne]
end
@views jtv[(n + 1):end] .= -v[1:ne]
return jtv
end

Expand Down Expand Up @@ -333,26 +340,26 @@ end

function NLPModels.hprod!(
nlp::FeasibilityFormNLS,
xr::AbstractVector,
xr::AbstractVector{T},
y::AbstractVector,
v::AbstractVector,
hv::AbstractVector;
obj_weight::Real = one(eltype(xr)),
)
obj_weight::Real = one(T),
) where {T}
@lencheck nlp.meta.nvar xr v hv
@lencheck nlp.meta.ncon y
n, m, ne = nlp.internal.meta.nvar, nlp.internal.meta.ncon, nlp.internal.nls_meta.nequ
x = @view xr[1:n]
T = eltype(xr)
if m > 0
@views hprod!(nlp.internal, x, y[(ne + 1):end], v[1:n], hv[1:n], obj_weight = zero(T))
else
fill!(hv, zero(T))
end
for i = 1:ne
@views hv[1:n] .+= hprod_residual(nlp.internal, x, i, v[1:n]) * y[i]
hprod_residual!(nlp.internal, x, i, v[1:n], nlp.tmp)
@views hv[1:n] .+= nlp.tmp .* y[i]
end
@views hv[(n + 1):end] .= obj_weight * v[(n + 1):end]
@views hv[(n + 1):end] .= obj_weight .* v[(n + 1):end]
return hv
end

Expand Down
4 changes: 2 additions & 2 deletions src/model-interaction.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -34,8 +34,8 @@ function FeasibilityFormNLS(
name = name,
)
nls_meta = NLSMeta{T, S}(nequ, nvar, x0 = x0, nnzj = nequ, nnzh = 0)

nlp = FeasibilityFormNLS{T, S, FeasibilityResidual{T, S}}(meta, nls_meta, nls, NLSCounters())
tmp = similar(nls.meta.x0)
nlp = FeasibilityFormNLS{T, S, FeasibilityResidual{T, S}}(meta, nls_meta, nls, NLSCounters(), tmp)
finalizer(nlp -> finalize(nlp.internal), nlp)

return nlp
Expand Down