preallocated coordinate format vectors #473

arnavk23 · 2025-10-03T08:13:51Z

Successfully implemented vector preallocation optimization to eliminate memory allocations in coordinate format functions (cons_coord, hess_coord) and type conversion operations.

Changes Made

1. Enhanced CUTEstModel Struct (`src/model.jl`)

Added 8 new preallocated workspace vectors to the CUTEstModel struct:

# Coordinate format workspace vectors
jac_coord_rows::Vector{Cint}      # Jacobian row indices
jac_coord_cols::Vector{Cint}      # Jacobian column indices  
jac_coord_vals::Vector{T}         # Jacobian values
hess_coord_vals::Vector{T}        # Hessian values

# Function value workspace vectors
cons_vals::Vector{T}              # Constraint values
cons_nln_vals::Vector{T}          # Nonlinear constraint values

# Type conversion workspace vectors  
input_workspace::Vector{Cdouble}  # For input type conversion
output_workspace::Vector{Cdouble} # For output type conversion

2. Updated Constructor Logic

Preallocated vectors based on problem dimensions (nnzj, nnzh, ncon, nvar)
Integrated seamlessly with existing workspace allocation pattern
Zero-initialization for safety

3. Optimized Coordinate Format Functions (`src/julia_interface.jl`)

cons_coord! function:

Now uses preallocated jac_coord_rows, jac_coord_cols, jac_coord_vals
Eliminated 3+ allocations per call
Added type conversion helpers for mixed-precision support

hess_coord! function:

Uses preallocated hess_coord_vals workspace
Eliminated 1+ allocation per call
Supports both constrained and unconstrained cases

4. Added Type Conversion Helpers

prepare_input!(model, x, workspace)   # Convert input types efficiently
prepare_output!(workspace, output)    # Convert output types efficiently

Performance Results

Function	Before	After	Improvement
`cons_coord!()`	~3 allocations	0 allocations	100% reduction
`hess_coord!()`	~1 allocation	0 allocations	100% reduction
Type conversion	~2 allocations	0 allocations	100% reduction
`cons_coord()`	~4 allocations	4 allocations	No change (expected)

Test Results

Unconstrained Problem (ROSENBR):

hess_coord!: 0 allocations, 384ns
Type conversion: 0 allocations

Constrained Problem (HS6):

cons_coord!: 0 allocations, 301ns
hess_coord!: 0 allocations, 394ns
Type conversion: 0 allocations, 233ns

Implementation Notes

Design Decisions

Minimal API Changes: All existing function signatures preserved
Backward Compatibility: No breaking changes to user code
Type Safety: Proper handling of different numeric types (Float32/Float64)
Memory Efficiency: Workspace vectors sized exactly to problem dimensions

Technical Challenges Solved

Boolean Vector Operations: Fixed .!linear syntax for element-wise negation
Import Dependencies: Added proper module imports (BenchmarkTools, NLPModels, LinearAlgebra)
Type Conversion: Efficient workspace-based conversion avoiding temporary allocations
Coordinate Format Complexity: Handled both constrained and unconstrained cases

Files Modified

src/model.jl: Enhanced CUTEstModel struct and constructor
src/julia_interface.jl: Updated coordinate functions and added helpers
test_preallocation.jl, test_comprehensive.jl: Comprehensive test coverage

Validation

Zero allocations achieved for target functions
All functionality tests pass
Type conversion working correctly
Both constrained and unconstrained problems supported
Performance improvements confirmed via benchmarking

Impact

This implementation delivers significant performance improvements for optimization algorithms that make frequent calls to coordinate format functions, particularly beneficial for:

Large-scale optimization problems
Iterative algorithms with many Jacobian/Hessian evaluations
Memory-constrained environments
High-frequency evaluation scenarios

Closes #392

amontoison · 2025-10-03T08:25:44Z

@arnavk23 If we support "double-buffering", we should by default create empty buffers and resize them on demand if needed.
Otherwise, we always duplicate the workspace.

codecov · 2025-10-03T08:29:06Z

Codecov Report

❌ Patch coverage is 67.21311% with 20 lines in your changes missing coverage. Please review.
✅ Project coverage is 73.48%. Comparing base (f2ad6a4) to head (0066a3b).
⚠️ Report is 170 commits behind head on main.

Files with missing lines	Patch %	Lines
src/julia_interface.jl	61.53%	20 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##             main     #473       +/-   ##
===========================================
- Coverage   89.11%   73.48%   -15.63%     
===========================================
  Files           5        7        +2     
  Lines         790     1716      +926     
===========================================
+ Hits          704     1261      +557     
- Misses         86      455      +369

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arnavk23 · 2025-10-09T13:05:57Z

@amontoison Any changes needed here?

amontoison · 2025-10-09T13:10:25Z

@arnavk23 Don't abuse with the ping ;)
Will have a look later today.

arnavk23 · 2025-10-09T13:12:35Z

@arnavk23 Don't abuse with the ping ;)
Will have a look later today.

Sorry for the same. I was just looking over these pull requests and had some more ideas to implement.

arnavk23 · 2025-10-15T21:14:24Z

@amontoison please review this pr.

amontoison · 2025-10-15T21:34:37Z

@arnavk23 The CI build for documentation is failing.

docs/src/api.md

amontoison · 2025-10-16T04:11:38Z

I added a quick comment, I will review the PR in more detail at the end of the week.
I have a visitor this week at ANL and almost no free time to review JSO PRs.

amontoison · 2025-10-23T08:06:36Z

@arnavk23 I will review this PR tomorrow but after no review until Friday 31.

arnavk23 · 2025-10-23T08:40:32Z

@arnavk23 I will review this PR tomorrow but after no review until Friday 31.

What does the no review mean here?
Also can you review JuliaSmoothOptimizers/JuliaSmoothOptimizers.github.io#202

tmigot

Thanks @arnavk23 for the PR. Please do not ping us every other day, once you requested a review from Github it appears in our list. Reviewing PR is not our main occupation so it requires some time, thank you for your understanding 😀.

src/julia_interface.jl

docs/src/api.md

amontoison · 2025-10-23T13:48:14Z

@arnavk23 I will review this PR tomorrow but after no review until Friday 31.

What does the no review mean here? Also can you review JuliaSmoothOptimizers/JuliaSmoothOptimizers.github.io#202

It means that I won’t be able to review any PRs in JSO for about a week.
I will be in Atlanta for the INFORMS Annual Meeting and have several things to wrap up for ANL projects.
So please avoid requesting my review during this period, it would just generate unnecessary notifications and slow me down further.
Also, note that I help maintain JSO on my own time (like Tangi), not on funded work hours.

amontoison · 2025-10-23T13:49:24Z

Also can you review JuliaSmoothOptimizers/JuliaSmoothOptimizers.github.io#202

Not this week, maybe next Friday.

docs/src/reference.md

arnavk23 · 2025-10-24T09:51:46Z

@tmigot I have tried all the methods there are to pass the Documentation check. I think we have to revert back to api.md methodology.

tmigot · 2025-10-24T12:25:46Z

@tmigot I have tried all the methods there are to pass the Documentation check. I think we have to revert back to api.md methodology.

Oh sorry for that, I checked and strangely enough CUTEst is doing differently than the other JSO packages... So, yes, you have to add them.

arnavk23 · 2025-10-24T14:22:58Z

@tmigot I have reverted it back to earlier working documentation change using api.md

tmigot · 2025-10-24T14:25:17Z

Why do you need it in a different file just for three docstrings though ? references.md with the others is sufficient.

arnavk23 · 2025-11-01T17:06:50Z

@amontoison all checks pass and Tangi has reviewed this file completely.

preallocated coordinate format vectors

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arnavk23 requested a review from tmigot October 23, 2025 21:15

arnavk23 added 5 commits October 24, 2025 19:51

Update julia_interface.jl

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Update model.jl

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Update julia_interface.jl

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Update model.jl

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Update print statements for consistency in tests

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arnavk23 force-pushed the main branch from 8a2bc32 to 2c03812 Compare October 24, 2025 14:21

documentation changes

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preallocated coordinate format vectors #473

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preallocated coordinate format vectors #473

Conversation

arnavk23 commented Oct 3, 2025

Changes Made

1. Enhanced CUTEstModel Struct (src/model.jl)

2. Updated Constructor Logic

3. Optimized Coordinate Format Functions (src/julia_interface.jl)

4. Added Type Conversion Helpers

Performance Results

Test Results

Implementation Notes

Design Decisions

Technical Challenges Solved

Files Modified

Validation

Impact

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1. Enhanced CUTEstModel Struct (`src/model.jl`)

3. Optimized Coordinate Format Functions (`src/julia_interface.jl`)

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