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[TTFS] clean interior-point kernels to improve inference #228

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merged 4 commits into from
Oct 7, 2022
Merged

[TTFS] clean interior-point kernels to improve inference #228

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fdc0167
clean interior-point kernels
frapac Oct 1, 2022
610dfcf
attempt to fix broken CI
frapac Oct 3, 2022
410d211
second attempt to fix CI
frapac Oct 3, 2022
87a10c9
address PR's comments
frapac Oct 6, 2022
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8 changes: 5 additions & 3 deletions src/IPM/callbacks.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -13,14 +13,15 @@ function eval_grad_f_wrapper!(solver::MadNLPSolver, f::Vector{T},x::Vector{T}) w
nlp = solver.nlp
cnt = solver.cnt
@trace(solver.logger,"Evaluating objective gradient.")
obj_scaling = solver.obj_scale[] * (get_minimize(nlp) ? one(T) : -one(T))
x_nlpmodel = _madnlp_unsafe_wrap(x, get_nvar(nlp))
f_nlpmodel = _madnlp_unsafe_wrap(f, get_nvar(nlp))
cnt.eval_function_time += @elapsed grad!(
nlp,
x_nlpmodel,
f_nlpmodel
)
f.*=solver.obj_scale[] * (get_minimize(nlp) ? 1. : -1.)
_scal!(obj_scaling, f)
cnt.obj_grad_cnt+=1
cnt.obj_grad_cnt==1 && (is_valid(f) || throw(InvalidNumberException(:grad)))
return f
Expand All @@ -38,8 +39,8 @@ function eval_cons_wrapper!(solver::MadNLPSolver, c::Vector{T},x::Vector{T}) whe
c_nlpmodel
)
view(c,solver.ind_ineq).-=view(x,get_nvar(nlp)+1:solver.n)
c.-=solver.rhs
c.*=solver.con_scale
c .-= solver.rhs
c .*= solver.con_scale
cnt.con_cnt+=1
cnt.con_cnt==2 && (is_valid(c) || throw(InvalidNumberException(:cons)))
return c
Expand Down Expand Up @@ -124,3 +125,4 @@ function eval_lag_hess_wrapper!(solver::MadNLPSolver, kkt::AbstractDenseKKTSyste
cnt.lag_hess_cnt==1 && (is_valid(hess) || throw(InvalidNumberException(:hess)))
return hess
end

2 changes: 1 addition & 1 deletion src/IPM/factorization.jl
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Expand Up @@ -72,7 +72,7 @@ function solve_refine_wrapper!(
xy = view(full(x), kkt.ind_eq_shifted)
xz = view(full(x), kkt.ind_ineq_shifted)

v_c .= 0.0
fill!(v_c, zero(T))
v_c[kkt.ind_ineq] .= (Σs .* bz .+ α .* bs) ./ α.^2
jtprod!(jv_t, kkt, v_c)
# init right-hand-side
Expand Down
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