sleipnirgroup-jormungandr 0.5.1.dev6__tar.gz → 0.5.1.dev7__tar.gz

{sleipnirgroup_jormungandr-0.5.1.dev6 → sleipnirgroup_jormungandr-0.5.1.dev7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sleipnirgroup-jormungandr
-Version: 0.5.1.dev6
+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.dev6 → 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();
@@ -344,10 +336,22 @@ 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();
 
@@ -395,25 +399,41 @@ 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();
 
@@ -457,7 +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);
@@ -482,32 +502,49 @@ 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();
 
@@ -575,7 +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 {

{sleipnirgroup_jormungandr-0.5.1.dev6 → sleipnirgroup_jormungandr-0.5.1.dev7}/python/src/sleipnir/__init__.py

@@ -2,4 +2,4 @@
 
 from ._sleipnir import *
 
-__version__ = "0.5.1.dev6"
+__version__ = "0.5.1.dev7"