sleipnirgroup-jormungandr 0.5.1.dev5__tar.gz → 0.5.1.dev7__tar.gz

{sleipnirgroup_jormungandr-0.5.1.dev5 → sleipnirgroup_jormungandr-0.5.1.dev7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.5.1.dev5
+Version: 0.5.1.dev7
 Summary: Reverse mode autodiff library and NLP solver DSL
 License-Expression: BSD-3-Clause
 License-File: LICENSE.txt

{sleipnirgroup_jormungandr-0.5.1.dev5 → sleipnirgroup_jormungandr-0.5.1.dev7}/include/sleipnir/optimization/problem.hpp

@@ -311,19 +311,11 @@ class Problem {
       return ExitStatus::SUCCESS;
     }
 
-    gch::small_vector<SetupProfiler> ad_setup_profilers;
-    ad_setup_profilers.emplace_back("setup").start();
-
     VariableMatrix<Scalar> x_ad{m_decision_variables};
 
     // Set up cost function
     Variable f = m_f.value_or(Scalar(0));
 
-    // Set up gradient autodiff
-    ad_setup_profilers.emplace_back("↳ ∇f(x)").start();
-    Gradient g{f, x_ad};
-    ad_setup_profilers.back().stop();
-
     int num_decision_variables = m_decision_variables.size();
     int num_equality_constraints = m_equality_constraints.size();
     int num_inequality_constraints = m_inequality_constraints.size();
@@ -344,13 +336,29 @@ class Problem {
         slp::println("\nInvoking Newton solver\n");
       }
 
+      gch::small_vector<SetupProfiler> ad_setup_profilers;
+      ad_setup_profilers.emplace_back("setup");
+      ad_setup_profilers.emplace_back("↳ ∇f(x)");
+      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL");
+
+      ad_setup_profilers[0].start();
+
+      // Set up gradient autodiff
+      ad_setup_profilers[1].start();
+      Gradient g{f, x_ad};
+      ad_setup_profilers[1].stop();
+
       // Set up Lagrangian Hessian autodiff
-      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL").start();
+      ad_setup_profilers[2].start();
       Hessian<Scalar, Eigen::Lower> H{f, x_ad};
-      ad_setup_profilers.back().stop();
+      ad_setup_profilers[2].stop();
 
       ad_setup_profilers[0].stop();
 
+      if (options.diagnostics) {
+        print_setup_diagnostics(ad_setup_profilers);
+      }
+
 #ifndef SLEIPNIR_DISABLE_DIAGNOSTICS
       // Sparsity pattern files written when spy flag is set
       std::unique_ptr<Spy<Scalar>> H_spy;
@@ -391,28 +399,48 @@ class Problem {
       }
 
       VariableMatrix<Scalar> c_e_ad{m_equality_constraints};
-
-      // Set up Lagrangian
       VariableMatrix<Scalar> y_ad(num_equality_constraints);
-      Variable L = f - y_ad.T() * c_e_ad;
 
-      // Set up Lagrangian Hessian autodiff
-      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL").start();
-      Hessian<Scalar, Eigen::Lower> H{L, x_ad};
-      ad_setup_profilers.back().stop();
+      gch::small_vector<SetupProfiler> ad_setup_profilers;
+      ad_setup_profilers.emplace_back("setup");
+      ad_setup_profilers.emplace_back("↳ ∇f(x)");
+      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL");
+      ad_setup_profilers.emplace_back("  ↳ ∇²ₓₓL_f");
+      ad_setup_profilers.emplace_back("  ↳ ∇²ₓₓL_c");
+      ad_setup_profilers.emplace_back("↳ ∂cₑ/∂x");
+
+      ad_setup_profilers[0].start();
+
+      // Set up gradient autodiff
+      ad_setup_profilers[1].start();
+      Gradient g{f, x_ad};
+      ad_setup_profilers[1].stop();
+
+      ad_setup_profilers[2].start();
+
+      // Set up cost part of Lagrangian Hessian autodiff
+      ad_setup_profilers[3].start();
+      Hessian<Scalar, Eigen::Lower> H_f{f, x_ad};
+      ad_setup_profilers[3].stop();
 
       // Set up constraint part of Lagrangian Hessian autodiff
-      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL_c").start();
+      ad_setup_profilers[4].start();
       Hessian<Scalar, Eigen::Lower> H_c{-y_ad.T() * c_e_ad, x_ad};
-      ad_setup_profilers.back().stop();
+      ad_setup_profilers[4].stop();
+
+      ad_setup_profilers[2].stop();
 
       // Set up equality constraint Jacobian autodiff
-      ad_setup_profilers.emplace_back("↳ ∂cₑ/∂x").start();
+      ad_setup_profilers[5].start();
       Jacobian A_e{c_e_ad, x_ad};
-      ad_setup_profilers.back().stop();
+      ad_setup_profilers[5].stop();
 
       ad_setup_profilers[0].stop();
 
+      if (options.diagnostics) {
+        print_setup_diagnostics(ad_setup_profilers);
+      }
+
 #ifndef SLEIPNIR_DISABLE_DIAGNOSTICS
       // Sparsity pattern files written when spy flag is set
       std::unique_ptr<Spy<Scalar>> H_spy;
@@ -449,7 +477,7 @@ class Problem {
           [&](const DenseVector& x, const DenseVector& y) -> SparseMatrix {
             x_ad.set_value(x);
             y_ad.set_value(y);
-            return H.value();
+            return H_f.value() + H_c.value();
           },
           [&](const DenseVector& x, const DenseVector& y) -> SparseMatrix {
             x_ad.set_value(x);
@@ -474,35 +502,56 @@ class Problem {
 
       VariableMatrix<Scalar> c_e_ad{m_equality_constraints};
       VariableMatrix<Scalar> c_i_ad{m_inequality_constraints};
-
-      // Set up Lagrangian
       VariableMatrix<Scalar> y_ad(num_equality_constraints);
       VariableMatrix<Scalar> z_ad(num_inequality_constraints);
-      Variable L = f - y_ad.T() * c_e_ad - z_ad.T() * c_i_ad;
 
-      // Set up Lagrangian Hessian autodiff
-      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL").start();
-      Hessian<Scalar, Eigen::Lower> H{L, x_ad};
-      ad_setup_profilers.back().stop();
+      gch::small_vector<SetupProfiler> ad_setup_profilers;
+      ad_setup_profilers.emplace_back("setup");
+      ad_setup_profilers.emplace_back("↳ ∇f(x)");
+      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL");
+      ad_setup_profilers.emplace_back("  ↳ ∇²ₓₓL_f");
+      ad_setup_profilers.emplace_back("  ↳ ∇²ₓₓL_c");
+      ad_setup_profilers.emplace_back("↳ ∂cₑ/∂x");
+      ad_setup_profilers.emplace_back("↳ ∂cᵢ/∂x");
+
+      ad_setup_profilers[0].start();
+
+      // Set up gradient autodiff
+      ad_setup_profilers[1].start();
+      Gradient g{f, x_ad};
+      ad_setup_profilers[1].stop();
+
+      ad_setup_profilers[2].start();
+
+      // Set up cost part of Lagrangian Hessian autodiff
+      ad_setup_profilers[3].start();
+      Hessian<Scalar, Eigen::Lower> H_f{f, x_ad};
+      ad_setup_profilers[3].stop();
 
       // Set up constraint part of Lagrangian Hessian autodiff
-      ad_setup_profilers.emplace_back("↳ ∇²ₓₓL_c").start();
+      ad_setup_profilers[4].start();
       Hessian<Scalar, Eigen::Lower> H_c{-y_ad.T() * c_e_ad - z_ad.T() * c_i_ad,
                                         x_ad};
-      ad_setup_profilers.back().stop();
+      ad_setup_profilers[4].stop();
+
+      ad_setup_profilers[2].stop();
 
       // Set up equality constraint Jacobian autodiff
-      ad_setup_profilers.emplace_back("↳ ∂cₑ/∂x").start();
+      ad_setup_profilers[5].start();
       Jacobian A_e{c_e_ad, x_ad};
-      ad_setup_profilers.back().stop();
+      ad_setup_profilers[5].stop();
 
       // Set up inequality constraint Jacobian autodiff
-      ad_setup_profilers.emplace_back("↳ ∂cᵢ/∂x").start();
+      ad_setup_profilers[6].start();
       Jacobian A_i{c_i_ad, x_ad};
-      ad_setup_profilers.back().stop();
+      ad_setup_profilers[6].stop();
 
       ad_setup_profilers[0].stop();
 
+      if (options.diagnostics) {
+        print_setup_diagnostics(ad_setup_profilers);
+      }
+
 #ifndef SLEIPNIR_DISABLE_DIAGNOSTICS
       // Sparsity pattern files written when spy flag is set
       std::unique_ptr<Spy<Scalar>> H_spy;
@@ -563,7 +612,7 @@ class Problem {
             x_ad.set_value(x);
             y_ad.set_value(y);
             z_ad.set_value(z);
-            return H.value();
+            return H_f.value() + H_c.value();
           },
           [&](const DenseVector& x, const DenseVector& y,
               const DenseVector& z) -> SparseMatrix {
@@ -599,7 +648,6 @@ class Problem {
     }
 
     if (options.diagnostics) {
-      print_autodiff_diagnostics(ad_setup_profilers);
       slp::println("\nExit: {}", status);
     }
 

{sleipnirgroup_jormungandr-0.5.1.dev5 → sleipnirgroup_jormungandr-0.5.1.dev7}/include/sleipnir/util/print_diagnostics.hpp

@@ -318,17 +318,17 @@ inline void print_solver_diagnostics(
 #endif
 
 #ifndef SLEIPNIR_DISABLE_DIAGNOSTICS
-/// Prints autodiff diagnostics.
+/// Prints setup diagnostics.
 ///
-/// @param setup_profilers Autodiff setup profilers.
-inline void print_autodiff_diagnostics(
+/// @param setup_profilers Setup profilers.
+inline void print_setup_diagnostics(
     const gch::small_vector<SetupProfiler>& setup_profilers) {
   auto setup_duration = to_ms(setup_profilers[0].duration());
 
   // Print heading
   slp::println("┏{:━^21}┯{:━^18}┯{:━^10}┯{:━^9}┯{:━^4}┓", "", "", "", "", "");
-  slp::println("┃{:^21}│{:^18}│{:^10}│{:^9}│{:^4}┃", "autodiff trace",
-               "percent", "total (ms)", "each (ms)", "runs");
+  slp::println("┃{:^21}│{:^18}│{:^10}│{:^9}│{:^4}┃", "setup trace", "percent",
+               "total (ms)", "each (ms)", "runs");
   slp::println("┡{:━^21}┷{:━^18}┷{:━^10}┷{:━^9}┷{:━^4}┩", "", "", "", "", "");
 
   // Print setup profilers
@@ -344,7 +344,7 @@ inline void print_autodiff_diagnostics(
   slp::println("└{:─^66}┘", "");
 }
 #else
-#define print_autodiff_diagnostics(...)
+#define print_setup_diagnostics(...)
 #endif
 
 }  // namespace slp

{sleipnirgroup_jormungandr-0.5.1.dev5 → sleipnirgroup_jormungandr-0.5.1.dev7}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.5.1.dev5"
+__version__ = "0.5.1.dev7"