exprinterpret.h File Reference

Detailed Description

methods to interpret (evaluate) an expression tree "fast"

Author

Stefan Vigerske

Thorsten Gellermann Realized similar to LPI: one implementation of an interpreter is linked in.

Definition in file exprinterpret.h.

#include "scip/def.h"
#include "blockmemshell/memory.h"
#include "nlpi/type_expr.h"
#include "nlpi/type_exprinterpret.h"
#include "scip/intervalarith.h"

Go to the source code of this file.

Functions
const char *	SCIPexprintGetName (void)
const char *	SCIPexprintGetDesc (void)
SCIP_EXPRINTCAPABILITY	SCIPexprintGetCapability (void)
SCIP_RETCODE	SCIPexprintCreate (BMS_BLKMEM *blkmem, SCIP_EXPRINT **exprint)
SCIP_RETCODE	SCIPexprintFree (SCIP_EXPRINT **exprint)
SCIP_RETCODE	SCIPexprintCompile (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree)
SCIP_EXPRINTCAPABILITY	SCIPexprintGetExprtreeCapability (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree)
SCIP_RETCODE	SCIPexprintFreeData (SCIP_EXPRINTDATA **interpreterdata)
SCIP_RETCODE	SCIPexprintNewParametrization (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree)
SCIP_RETCODE	SCIPexprintEval (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Real *val)
SCIP_RETCODE	SCIPexprintEvalInt (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real infinity, SCIP_INTERVAL *varvals, SCIP_INTERVAL *val)
SCIP_RETCODE	SCIPexprintGrad (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Bool new_varvals, SCIP_Real *val, SCIP_Real *gradient)
SCIP_RETCODE	SCIPexprintGradInt (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real infinity, SCIP_INTERVAL *varvals, SCIP_Bool new_varvals, SCIP_INTERVAL *val, SCIP_INTERVAL *gradient)
SCIP_RETCODE	SCIPexprintHessianSparsityDense (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Bool *sparsity)
SCIP_RETCODE	SCIPexprintHessianDense (SCIP_EXPRINT *exprint, SCIP_EXPRTREE *tree, SCIP_Real *varvals, SCIP_Bool new_varvals, SCIP_Real *val, SCIP_Real *hessian)

Function Documentation

const char* SCIPexprintGetName

(

void

)

gets name and version of expression interpreter

Definition at line 2157 of file exprinterpret_cppad.cpp.

const char* SCIPexprintGetDesc

(

void

)

gets descriptive text of expression interpreter

Definition at line 2163 of file exprinterpret_cppad.cpp.

SCIP_EXPRINTCAPABILITY SCIPexprintGetCapability

(

void

)

gets capabilities of expression interpreter (using bitflags)

Definition at line 2169 of file exprinterpret_cppad.cpp.

References SCIP_EXPRINTCAPABILITY_FUNCVALUE, SCIP_EXPRINTCAPABILITY_GRADIENT, SCIP_EXPRINTCAPABILITY_HESSIAN, SCIP_EXPRINTCAPABILITY_INTFUNCVALUE, SCIP_EXPRINTCAPABILITY_INTGRADIENT, and SCIP_EXPRINTCAPABILITY_NONE.

SCIP_RETCODE SCIPexprintCreate	(	BMS_BLKMEM *	blkmem,
		SCIP_EXPRINT **	exprint
	)

creates an expression interpreter object

Parameters

blkmem	block memory data structure
exprint	buffer to store pointer to expression interpreter

Definition at line 2179 of file exprinterpret_cppad.cpp.

References NULL, SCIP_ALLOC, SCIP_NOMEMORY, SCIP_OKAY, and SCIPdebugMessage.

SCIP_RETCODE SCIPexprintFree

(

SCIP_EXPRINT **

exprint

)

frees an expression interpreter object

Parameters

exprint

expression interpreter that should be freed

Definition at line 2196 of file exprinterpret_cppad.cpp.

References NULL, and SCIP_OKAY.

SCIP_RETCODE SCIPexprintCompile	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree
	)

compiles an expression tree and stores compiled data in expression tree

Parameters

exprint	interpreter data structure
tree	expression tree

Definition at line 2209 of file exprinterpret_cppad.cpp.

References NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, SCIPexprCopyDeep(), SCIPexprFreeDeep(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPexprtreeGetRoot(), and SCIPexprtreeSetInterpreterData().

SCIP_EXPRINTCAPABILITY SCIPexprintGetExprtreeCapability	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree
	)

gives the capability to evaluate an expression by the expression interpreter

In cases of user-given expressions, higher order derivatives may not be available for the user-expression, even if the expression interpreter could handle these. This method allows to recognize that, e.g., the Hessian for an expression is not available because it contains a user expression that does not provide Hessians.

Parameters

exprint	interpreter data structure
tree	expression tree

Definition at line 2264 of file exprinterpret_cppad.cpp.

References NULL, SCIP_EXPRINTCAPABILITY_NONE, and SCIPexprtreeGetInterpreterData().

SCIP_RETCODE SCIPexprintFreeData

(

SCIP_EXPRINTDATA **

interpreterdata

)

frees interpreter data

Parameters

interpreterdata

interpreter data that should freed

Definition at line 2278 of file exprinterpret_cppad.cpp.

References NULL, SCIP_OKAY, and SCIPexprFreeDeep().

SCIP_RETCODE SCIPexprintNewParametrization	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree
	)

notify expression interpreter that a new parameterization is used this probably causes retaping by AD algorithms

notify expression interpreter that a new parameterization is used

This probably causes retaping by AD algorithms.

Parameters

exprint	interpreter data structure
tree	expression tree

Definition at line 2298 of file exprinterpret_cppad.cpp.

References NULL, SCIP_OKAY, and SCIPexprtreeGetInterpreterData().

SCIP_RETCODE SCIPexprintEval	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Real *	val
	)

evaluates an expression tree

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables
val	buffer to store value

Definition at line 2317 of file exprinterpret_cppad.cpp.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPdebugMessage, SCIPerrorMessage, SCIPexprtreeEval(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPexprtreeGetParamVals(), and SCIPexprtreeGetRoot().

Referenced by SCIPexprintGrad(), SCIPexprintHessianDense(), and SCIPexprintHessianSparsityDense().

SCIP_RETCODE SCIPexprintEvalInt	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real	infinity,
		SCIP_INTERVAL *	varvals,
		SCIP_INTERVAL *	val
	)

evaluates an expression tree on intervals

Parameters

exprint	interpreter data structure
tree	expression tree
infinity	value for infinity
varvals	interval values of variables
val	buffer to store interval value of expression

Definition at line 2385 of file exprinterpret_cppad.cpp.

References SCIPInterval::infinity, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprtreeEvalInt(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), SCIPexprtreeGetParamVals(), and SCIPexprtreeGetRoot().

Referenced by SCIPexprintGradInt().

SCIP_RETCODE SCIPexprintGrad	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_Real *	val,
		SCIP_Real *	gradient
	)

computes value and gradient of an expression tree

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable values changed since last call to a point evaluation routine?
val	buffer to store expression value
gradient	buffer to store expression gradient, need to have length at least SCIPexprtreeGetNVars(tree)

Definition at line 2451 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEval(), SCIPexprtreeGetInterpreterData(), and SCIPexprtreeGetNVars().

SCIP_RETCODE SCIPexprintGradInt	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real	infinity,
		SCIP_INTERVAL *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_INTERVAL *	val,
		SCIP_INTERVAL *	gradient
	)

computes interval value and interval gradient of an expression tree

Parameters

exprint	interpreter data structure
tree	expression tree
infinity	value for infinity
varvals	interval values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable interval values changed since last call to an interval evaluation routine?
val	buffer to store expression interval value
gradient	buffer to store expression interval gradient, need to have length at least SCIPexprtreeGetNVars(tree)

Definition at line 2498 of file exprinterpret_cppad.cpp.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEvalInt(), SCIPexprtreeGetInterpreterData(), and SCIPexprtreeGetNVars().

SCIP_RETCODE SCIPexprintHessianSparsityDense	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Bool *	sparsity
	)

gives sparsity pattern of hessian

NOTE: this function might be replaced later by something nicer. Since the AD code might need to do a forward sweep, you should pass variable values in here.

gives sparsity pattern of hessian NOTE: this function might be replaced later by something nicer Since the AD code might need to do a forward sweep, you should pass variable values in here.

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables
sparsity	buffer to store sparsity pattern of Hessian, sparsity[i+n*j] indicates whether entry (i,j) is nonzero in the hessian

Definition at line 2548 of file exprinterpret_cppad.cpp.

References NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIP_Real, SCIPdebugMessage, SCIPerrorMessage, SCIPexprintEval(), SCIPexprtreeGetInterpreterData(), SCIPexprtreeGetNVars(), and TRUE.

SCIP_RETCODE SCIPexprintHessianDense	(	SCIP_EXPRINT *	exprint,
		SCIP_EXPRTREE *	tree,
		SCIP_Real *	varvals,
		SCIP_Bool	new_varvals,
		SCIP_Real *	val,
		SCIP_Real *	hessian
	)

computes value and dense hessian of an expression tree

The full hessian is computed (lower left and upper right triangle).

computes value and dense hessian of an expression tree the full hessian is computed (lower left and upper right triangle)

Parameters

exprint	interpreter data structure
tree	expression tree
varvals	values of variables, can be NULL if new_varvals is FALSE
new_varvals	have variable values changed since last call to an evaluation routine?
val	buffer to store function value
hessian	buffer to store hessian values, need to have size at least n*n

Definition at line 2621 of file exprinterpret_cppad.cpp.

References FALSE, NULL, SCIP_CALL, SCIP_OKAY, SCIP_PLUGINNOTFOUND, SCIPerrorMessage, SCIPexprintEval(), SCIPexprtreeGetInterpreterData(), and SCIPexprtreeGetNVars().