Merge pull request #1 from blegat/bl/ReverseAD

Copy source code of ReverseAD

Author: blegat

.JuliaFormatter.toml

@@ -0,0 +1,8 @@
+# Configuration file for JuliaFormatter.jl
+# For more information, see: https://domluna.github.io/JuliaFormatter.jl/stable/config/
+
+always_for_in = true
+always_use_return = true
+margin = 80
+remove_extra_newlines = true
+short_to_long_function_def = true

.github/workflows/TagBot.yml

@@ -0,0 +1,15 @@
+name: TagBot
+on:
+  issue_comment:
+    types:
+      - created
+  workflow_dispatch:
+jobs:
+  TagBot:
+    if: github.event_name == 'workflow_dispatch' || github.actor == 'JuliaTagBot'
+    runs-on: ubuntu-latest
+    steps:
+      - uses: JuliaRegistries/TagBot@v1
+        with:
+          token: ${{ secrets.GITHUB_TOKEN }}
+          ssh: ${{ secrets.DOCUMENTER_KEY }}

.github/workflows/ci.yml

@@ -0,0 +1,36 @@
+name: CI
+on:
+  push:
+    branches: [main]
+  pull_request:
+    types: [opened, synchronize, reopened]
+jobs:
+  test:
+    name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        include:
+          - version: '1.10'
+            os: ubuntu-latest
+            arch: x64
+          - version: '1'
+            os: ubuntu-latest
+            arch: x64
+    steps:
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v2
+        with:
+          version: ${{ matrix.version }}
+          arch: ${{ matrix.arch }}
+      - uses: julia-actions/cache@v1
+      - uses: julia-actions/julia-buildpkg@v1
+      - uses: julia-actions/julia-runtest@v1
+        with:
+          depwarn: error
+      - uses: julia-actions/julia-processcoverage@v1
+      - uses: codecov/codecov-action@v4
+        with:
+          file: lcov.info
+          token: ${{ secrets.CODECOV_TOKEN }}

.github/workflows/format_check.yml

@@ -0,0 +1,30 @@
+name: format-check
+on:
+  push:
+    branches:
+      - maain
+      - release-*
+  pull_request:
+    types: [opened, synchronize, reopened]
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: julia-actions/setup-julia@latest
+        with:
+          version: '1'
+      - uses: actions/checkout@v4
+      - name: Format check
+        shell: julia --color=yes {0}
+        run: |
+          using Pkg
+          Pkg.add(PackageSpec(name="JuliaFormatter", version="2"))
+          using JuliaFormatter
+          format(".", verbose=true)
+          out = String(read(Cmd(`git diff`)))
+          if isempty(out)
+              exit(0)
+          end
+          @error "Some files have not been formatted !!!"
+          write(stdout, out)
+          exit(1)

.gitignore

@@ -0,0 +1 @@
+Manifest.toml

Project.toml

@@ -2,3 +2,18 @@ name = "ArrayAD"
 uuid = "c45fa1ca-6901-44ac-ae5b-5513a4852d50"
 authors = ["Benoît Legat <benoit.legat@gmail.com>"]
 version = "0.1.0"
+
+[deps]
+DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
+NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
+SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+
+[compat]
+DataStructures = "0.18"
+ForwardDiff = "1"
+MathOptInterface = "1.40"
+NaNMath = "1"
+SparseArrays = "1.10"
+julia = "1.10"

src/ArrayAD.jl

@@ -1,5 +1,60 @@
+# Copyright (c) 2017: Miles Lubin and contributors
+# Copyright (c) 2017: Google Inc.
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 module ArrayAD
 
-greet() = print("Hello World!")
+import ForwardDiff
+import MathOptInterface as MOI
+const Nonlinear = MOI.Nonlinear
+import SparseArrays
+
+"""
+    Mode() <: AbstractAutomaticDifferentiation
+
+Fork of `MOI.Nonlinear.SparseReverseMode` to add array support.
+"""
+struct Mode <: MOI.Nonlinear.AbstractAutomaticDifferentiation end
+
+function MOI.Nonlinear.Evaluator(
+    model::MOI.Nonlinear.Model,
+    ::Mode,
+    ordered_variables::Vector{MOI.VariableIndex},
+)
+    return MOI.Nonlinear.Evaluator(
+        model,
+        NLPEvaluator(model, ordered_variables),
+    )
+end
+
+# Override basic math functions to return NaN instead of throwing errors.
+# This is what NLP solvers expect, and sometimes the results aren't needed
+# anyway, because the code may compute derivatives wrt constants.
+import NaNMath:
+    sin,
+    cos,
+    tan,
+    asin,
+    acos,
+    acosh,
+    atanh,
+    log,
+    log2,
+    log10,
+    lgamma,
+    log1p,
+    pow,
+    sqrt
+
+include("Coloring/Coloring.jl")
+include("graph_tools.jl")
+include("types.jl")
+include("utils.jl")
+
+include("reverse_mode.jl")
+include("forward_over_reverse.jl")
+include("mathoptinterface_api.jl")
 
-end # module ArrayAD
+end  # module