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evaluator.jl
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183 lines (162 loc) · 5.72 KB
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# Largely inspired by MathOptInterface/src/Nonlinear/parse.jl
# Most functions have been copy-pasted and slightly modified to adapt to small changes in OperatorRegistry and Model.
function MOI.initialize(evaluator::Evaluator, features::Vector{Symbol})
start_time = time()
empty!(evaluator.ordered_constraints)
evaluator.eval_objective_timer = 0.0
evaluator.eval_objective_gradient_timer = 0.0
evaluator.eval_constraint_timer = 0.0
evaluator.eval_constraint_gradient_timer = 0.0
evaluator.eval_constraint_jacobian_timer = 0.0
evaluator.eval_hessian_objective_timer = 0.0
evaluator.eval_hessian_constraint_timer = 0.0
evaluator.eval_hessian_lagrangian_timer = 0.0
append!(evaluator.ordered_constraints, keys(evaluator.model.constraints))
# Every backend supports :ExprGraph, so don't forward it.
filter!(f -> f != :ExprGraph, features)
if evaluator.backend !== nothing
MOI.initialize(evaluator.backend, features)
elseif !isempty(features)
@assert evaluator.backend === nothing # ==> ExprGraphOnly used
error(
"Unable to initialize `Nonlinear.Evaluator` because the " *
"following features are not supported: $features",
)
end
evaluator.initialize_timer = time() - start_time
return
end
function MOI.eval_objective(evaluator::Evaluator, x)
start = time()
obj = MOI.eval_objective(evaluator.backend, x)
evaluator.eval_objective_timer += time() - start
return obj
end
function MOI.eval_objective_gradient(evaluator::Evaluator, g, x)
start = time()
MOI.eval_objective_gradient(evaluator.backend, g, x)
evaluator.eval_objective_gradient_timer += time() - start
return
end
function MOI.eval_constraint_gradient(evaluator::Evaluator, ∇g, x, i)
start = time()
MOI.eval_constraint_gradient(evaluator.backend, ∇g, x, i)
evaluator.eval_constraint_gradient_timer += time() - start
return
end
function MOI.constraint_gradient_structure(evaluator::Evaluator, i)
return MOI.constraint_gradient_structure(evaluator.backend, i)
end
function MOI.eval_constraint(evaluator::Evaluator, g, x)
start = time()
MOI.eval_constraint(evaluator.backend, g, x)
evaluator.eval_constraint_timer += time() - start
return
end
function MOI.jacobian_structure(evaluator::Evaluator)
return MOI.jacobian_structure(evaluator.backend)
end
function MOI.eval_constraint_jacobian(evaluator::Evaluator, J, x)
start = time()
MOI.eval_constraint_jacobian(evaluator.backend, J, x)
evaluator.eval_constraint_jacobian_timer += time() - start
return
end
function MOI.hessian_objective_structure(evaluator::Evaluator)
return MOI.hessian_objective_structure(evaluator.backend)
end
function MOI.hessian_constraint_structure(evaluator::Evaluator, i)
return MOI.hessian_constraint_structure(evaluator.backend, i)
end
function MOI.hessian_lagrangian_structure(evaluator::Evaluator)
return MOI.hessian_lagrangian_structure(evaluator.backend)
end
function MOI.eval_hessian_objective(evaluator::Evaluator, H, x)
start = time()
MOI.eval_hessian_objective(evaluator.backend, H, x)
evaluator.eval_hessian_objective_timer += time() - start
return
end
function MOI.eval_hessian_constraint(evaluator::Evaluator, H, x, i)
start = time()
MOI.eval_hessian_constraint(evaluator.backend, H, x, i)
evaluator.eval_hessian_constraint_timer += time() - start
return
end
function MOI.eval_hessian_lagrangian(evaluator::Evaluator, H, x, σ, μ)
start = time()
MOI.eval_hessian_lagrangian(evaluator.backend, H, x, σ, μ)
evaluator.eval_hessian_lagrangian_timer += time() - start
return
end
function MOI.eval_constraint_jacobian_product(evaluator::Evaluator, y, x, w)
start = time()
MOI.eval_constraint_jacobian_product(evaluator.backend, y, x, w)
evaluator.eval_constraint_jacobian_timer += time() - start
return
end
function MOI.eval_constraint_jacobian_transpose_product(
evaluator::Evaluator,
y,
x,
w,
)
start = time()
MOI.eval_constraint_jacobian_transpose_product(evaluator.backend, y, x, w)
evaluator.eval_constraint_jacobian_timer += time() - start
return
end
function MOI.eval_hessian_lagrangian_product(
evaluator::Evaluator,
H,
x,
v,
σ,
μ,
)
start = time()
MOI.eval_hessian_lagrangian_product(evaluator.backend, H, x, v, σ, μ)
evaluator.eval_hessian_lagrangian_timer += time() - start
return
end
function eval_univariate_hessian(
registry::OperatorRegistry,
id::Integer,
x::T,
) where {T}
if id <= registry.univariate_user_operator_start
ret = _eval_univariate_2nd_deriv(id, x)
if ret === nothing
op = registry.univariate_operators[id]
error("Hessian is not defined for operator $op")
end
return ret::T
end
offset = id - registry.univariate_user_operator_start
operator = registry.registered_univariate_operators[offset]
return eval_univariate_hessian(operator, x)
end
"""
adjacency_matrix(nodes::Vector{Node})
Compute the sparse adjacency matrix describing the parent-child relationships in
`nodes`.
The element `(i, j)` is `true` if there is an edge *from* `node[j]` to
`node[i]`. Since we get a column-oriented matrix, this gives us a fast way to
look up the edges leaving any node (that is, the children).
"""
function adjacency_matrix(nodes::Vector{Node})
N = length(nodes)
I, J = Vector{Int}(undef, N), Vector{Int}(undef, N)
numnz = 0
for (i, node) in enumerate(nodes)
if node.parent < 0
continue
end
numnz += 1
I[numnz] = i
J[numnz] = node.parent
end
resize!(I, numnz)
resize!(J, numnz)
return SparseArrays.sparse(I, J, ones(Bool, numnz), N, N)
end