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[Nonlinear] Merge forward_storage_ϵ with reverse_storage_ϵ #2732

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Merged
merged 6 commits into from
Apr 24, 2025
Merged

[Nonlinear] Merge forward_storage_ϵ with reverse_storage_ϵ #2732

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adceb0f
[Nonlinear] Merge forward_storage_ϵ with reverse_storage_ϵ
blegat Apr 21, 2025
84f6ded
Fixes
blegat Apr 23, 2025
707ab59
Fix
blegat Apr 23, 2025
7e9c6cb
Update mathoptinterface_api.jl
odow Apr 23, 2025
0ad6caa
Update mathoptinterface_api.jl
odow Apr 23, 2025
6da0650
Fix format
blegat Apr 24, 2025
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8 changes: 4 additions & 4 deletions src/Nonlinear/ReverseAD/forward_over_reverse.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -135,7 +135,7 @@ function _hessian_slice_inner(d, ex, input_ϵ, output_ϵ, ::Type{T}) where {T}
subexpr_forward_values_ϵ[i] = _forward_eval_ϵ(
d,
subexpr,
_reinterpret_unsafe(T, subexpr.forward_storage_ϵ),
_reinterpret_unsafe(T, d.storage_ϵ),
_reinterpret_unsafe(T, subexpr.partials_storage_ϵ),
input_ϵ,
subexpr_forward_values_ϵ,
Expand All @@ -145,7 +145,7 @@ function _hessian_slice_inner(d, ex, input_ϵ, output_ϵ, ::Type{T}) where {T}
_forward_eval_ϵ(
d,
ex,
_reinterpret_unsafe(T, d.forward_storage_ϵ),
_reinterpret_unsafe(T, d.storage_ϵ),
_reinterpret_unsafe(T, d.partials_storage_ϵ),
input_ϵ,
subexpr_forward_values_ϵ,
Expand All @@ -161,7 +161,7 @@ function _hessian_slice_inner(d, ex, input_ϵ, output_ϵ, ::Type{T}) where {T}
_reverse_eval_ϵ(
output_ϵ,
ex,
_reinterpret_unsafe(T, d.reverse_storage_ϵ),
_reinterpret_unsafe(T, d.storage_ϵ),
_reinterpret_unsafe(T, d.partials_storage_ϵ),
d.subexpression_reverse_values,
subexpr_reverse_values_ϵ,
Expand All @@ -174,7 +174,7 @@ function _hessian_slice_inner(d, ex, input_ϵ, output_ϵ, ::Type{T}) where {T}
_reverse_eval_ϵ(
output_ϵ,
subexpr,
_reinterpret_unsafe(T, subexpr.reverse_storage_ϵ),
_reinterpret_unsafe(T, d.storage_ϵ),
_reinterpret_unsafe(T, subexpr.partials_storage_ϵ),
d.subexpression_reverse_values,
subexpr_reverse_values_ϵ,
Expand Down
28 changes: 13 additions & 15 deletions src/Nonlinear/ReverseAD/mathoptinterface_api.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -44,6 +44,7 @@ function MOI.initialize(d::NLPEvaluator, requested_features::Vector{Symbol})
want_hess_storage = (:HessVec in requested_features) || d.want_hess
coloring_storage = Coloring.IndexedSet(N)
max_expr_length = 0
max_expr_with_sub_length = 0
#
main_expressions = [c.expression.nodes for (_, c) in d.data.constraints]
if d.data.objective !== nothing
Expand Down Expand Up @@ -71,6 +72,8 @@ function MOI.initialize(d::NLPEvaluator, requested_features::Vector{Symbol})
)
d.subexpressions[k] = subex
d.subexpression_linearity[k] = subex.linearity
max_expr_with_sub_length =
max(max_expr_with_sub_length, length(subex.nodes))
if d.want_hess
empty!(coloring_storage)
_compute_gradient_sparsity!(coloring_storage, subex.nodes)
Expand Down Expand Up @@ -138,27 +141,22 @@ function MOI.initialize(d::NLPEvaluator, requested_features::Vector{Symbol})
end
# 10 is hardcoded upper bound to avoid excess memory allocation
max_chunk = min(max_chunk, 10)
max_expr_with_sub_length = max(max_expr_with_sub_length, max_expr_length)
if d.want_hess || want_hess_storage
d.input_ϵ = zeros(max_chunk * N)
d.output_ϵ = zeros(max_chunk * N)
#
len = max_chunk * max_expr_length
d.forward_storage_ϵ = zeros(len)
d.partials_storage_ϵ = zeros(len)
d.reverse_storage_ϵ = zeros(len)
d.partials_storage_ϵ = zeros(max_chunk * max_expr_length)
d.storage_ϵ = zeros(max_chunk * max_expr_with_sub_length)
#
len = max_chunk * length(d.subexpressions)
d.subexpression_forward_values_ϵ = zeros(len)
d.subexpression_reverse_values_ϵ = zeros(len)
#
for k in d.subexpression_order
len = max_chunk * length(d.subexpressions[k].nodes)
resize!(d.subexpressions[k].forward_storage_ϵ, len)
fill!(d.subexpressions[k].forward_storage_ϵ, 0.0)
resize!(d.subexpressions[k].partials_storage_ϵ, len)
fill!(d.subexpressions[k].partials_storage_ϵ, 0.0)
resize!(d.subexpressions[k].reverse_storage_ϵ, len)
fill!(d.subexpressions[k].reverse_storage_ϵ, 0.0)
end
d.max_chunk = max_chunk
if d.want_hess
Expand Down Expand Up @@ -350,7 +348,7 @@ function MOI.eval_hessian_lagrangian_product(d::NLPEvaluator, h, x, v, σ, μ)
subexpr_forward_values_ϵ[i] = _forward_eval_ϵ(
d,
subexpr,
reinterpret(T, subexpr.forward_storage_ϵ),
reinterpret(T, d.storage_ϵ),
reinterpret(T, subexpr.partials_storage_ϵ),
input_ϵ,
subexpr_forward_values_ϵ,
Expand All @@ -361,13 +359,13 @@ function MOI.eval_hessian_lagrangian_product(d::NLPEvaluator, h, x, v, σ, μ)
subexpr_reverse_values_ϵ = reinterpret(T, d.subexpression_reverse_values_ϵ)
fill!(subexpr_reverse_values_ϵ, zero(T))
fill!(d.subexpression_reverse_values, 0.0)
fill!(d.reverse_storage_ϵ, 0.0)
fill!(d.storage_ϵ, 0.0)
fill!(output_ϵ, zero(T))
if d.objective !== nothing
_forward_eval_ϵ(
d,
something(d.objective),
reinterpret(T, d.forward_storage_ϵ),
reinterpret(T, d.storage_ϵ),
reinterpret(T, d.partials_storage_ϵ),
input_ϵ,
subexpr_forward_values_ϵ,
Expand All @@ -376,7 +374,7 @@ function MOI.eval_hessian_lagrangian_product(d::NLPEvaluator, h, x, v, σ, μ)
_reverse_eval_ϵ(
output_ϵ,
something(d.objective),
reinterpret(T, d.reverse_storage_ϵ),
reinterpret(T, d.storage_ϵ),
reinterpret(T, d.partials_storage_ϵ),
d.subexpression_reverse_values,
subexpr_reverse_values_ϵ,
Expand All @@ -388,7 +386,7 @@ function MOI.eval_hessian_lagrangian_product(d::NLPEvaluator, h, x, v, σ, μ)
_forward_eval_ϵ(
d,
con,
reinterpret(T, d.forward_storage_ϵ),
reinterpret(T, d.storage_ϵ),
reinterpret(T, d.partials_storage_ϵ),
input_ϵ,
subexpr_forward_values_ϵ,
Expand All @@ -397,7 +395,7 @@ function MOI.eval_hessian_lagrangian_product(d::NLPEvaluator, h, x, v, σ, μ)
_reverse_eval_ϵ(
output_ϵ,
con,
reinterpret(T, d.reverse_storage_ϵ),
reinterpret(T, d.storage_ϵ),
reinterpret(T, d.partials_storage_ϵ),
d.subexpression_reverse_values,
subexpr_reverse_values_ϵ,
Expand All @@ -411,7 +409,7 @@ function MOI.eval_hessian_lagrangian_product(d::NLPEvaluator, h, x, v, σ, μ)
_reverse_eval_ϵ(
output_ϵ,
subexpr,
reinterpret(T, subexpr.reverse_storage_ϵ),
reinterpret(T, d.storage_ϵ),
reinterpret(T, subexpr.partials_storage_ϵ),
d.subexpression_reverse_values,
subexpr_reverse_values_ϵ,
Expand Down
11 changes: 3 additions & 8 deletions src/Nonlinear/ReverseAD/types.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -11,9 +11,7 @@ struct _SubexpressionStorage
forward_storage::Vector{Float64}
partials_storage::Vector{Float64}
reverse_storage::Vector{Float64}
forward_storage_ϵ::Vector{Float64}
partials_storage_ϵ::Vector{Float64}
reverse_storage_ϵ::Vector{Float64}
linearity::Linearity

function _SubexpressionStorage(
Expand All @@ -34,8 +32,6 @@ struct _SubexpressionStorage
zeros(N), # partials_storage,
zeros(N), # reverse_storage,
Float64[],
Float64[],
Float64[],
linearity[1],
)
end
Expand Down Expand Up @@ -175,11 +171,10 @@ mutable struct NLPEvaluator <: MOI.AbstractNLPEvaluator
# so the length should be multiplied by the maximum number of epsilon components
disable_2ndorder::Bool # don't offer Hess or HessVec
want_hess::Bool
forward_storage_ϵ::Vector{Float64} # (longest expression)
partials_storage_ϵ::Vector{Float64} # (longest expression)
reverse_storage_ϵ::Vector{Float64} # (longest expression)
partials_storage_ϵ::Vector{Float64} # (longest expression excluding subexpressions)
storage_ϵ::Vector{Float64} # (longest expression including subexpressions)
input_ϵ::Vector{Float64} # (number of variables)
output_ϵ::Vector{Float64}# (number of variables)
output_ϵ::Vector{Float64} # (number of variables)
subexpression_forward_values_ϵ::Vector{Float64} # (number of subexpressions)
subexpression_reverse_values_ϵ::Vector{Float64} # (number of subexpressions)
hessian_sparsity::Vector{Tuple{Int64,Int64}}
Expand Down
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