exprinterpret_cppad.cpp File Reference

Detailed Description

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

Author

Stefan Vigerske

Definition in file exprinterpret_cppad.cpp.

#include "scip/def.h"
#include "blockmemshell/memory.h"
#include "nlpi/pub_expr.h"
#include "nlpi/exprinterpret.h"
#include <cmath>
#include <vector>
#include "nlpi/intervalarithext.h"
#include <cppad/cppad.hpp>
#include <cppad/error_handler.hpp>
#include <pthread.h>

Go to the source code of this file.

Macros
#define	SIGN(x)   ((x) >= 0.0 ? 1.0 : -1.0)
#define	SCIPInterval_NAMESPACE   CppAD
#define	CPPAD_MAX_NUM_THREADS   64

Functions
static bool	in_parallel (void)
static size_t	thread_num (void)
static char	init_parallel (void)
SCIPInterval	CondExpOp (enum CppAD::CompareOp cop, const SCIPInterval &left, const SCIPInterval &right, const SCIPInterval &trueCase, const SCIPInterval &falseCase)
bool	EqualOpSeq (const SCIPInterval &x, const SCIPInterval &y)
bool	IdenticalPar (const SCIPInterval &x)
bool	IdenticalZero (const SCIPInterval &x)
bool	IdenticalOne (const SCIPInterval &x)
bool	IdenticalEqualPar (const SCIPInterval &x, const SCIPInterval &y)
bool	GreaterThanZero (const SCIPInterval &x)
bool	GreaterThanOrZero (const SCIPInterval &x)
bool	LessThanZero (const SCIPInterval &x)
bool	LessThanOrZero (const SCIPInterval &x)
int	Integer (const SCIPInterval &x)
std::ostream &	operator<< (std::ostream &out, const SCIP_INTERVAL &x)
static bool	univariate_for_sparse_jac (size_t q, const CppAD::vector< bool > &r, CppAD::vector< bool > &s)
static bool	univariate_rev_sparse_jac (size_t q, const CppAD::vector< bool > &r, CppAD::vector< bool > &s)
static bool	univariate_rev_sparse_hes (const CppAD::vector< bool > &vx, const CppAD::vector< bool > &s, CppAD::vector< bool > &t, size_t q, const CppAD::vector< bool > &r, const CppAD::vector< bool > &u, CppAD::vector< bool > &v)
template<class Type >
static void	posintpower (const vector< Type > &in, vector< Type > &out, size_t exponent)
template<class Type >
static void	evalSignPower (Type &resultant, const Type &arg, SCIP_EXPR *expr)
template<class Type >
SCIP_RETCODE	exprEvalUser (SCIP_EXPR *expr, Type *x, Type &funcval, Type *gradient, Type *hessian)
template<>
SCIP_RETCODE	exprEvalUser (SCIP_EXPR *expr, SCIPInterval *x, SCIPInterval &funcval, SCIPInterval *gradient, SCIPInterval *hessian)
template<class Type >
static void	evalUser (Type &resultant, const Type *args, SCIP_EXPR *expr)
template<class Type >
static void	evalMin (Type &resultant, const Type &arg1, const Type &arg2)
template<>
void	evalMin (CppAD::AD< double > &resultant, const CppAD::AD< double > &arg1, const CppAD::AD< double > &arg2)
template<class Type >
static void	evalMax (Type &resultant, const Type &arg1, const Type &arg2)
template<>
void	evalMax (CppAD::AD< double > &resultant, const CppAD::AD< double > &arg1, const CppAD::AD< double > &arg2)
template<class Type >
static void	evalSqrt (Type &resultant, const Type &arg)
template<class Type >
static void	evalAbs (Type &resultant, const Type &arg)
template<>
void	evalAbs (CppAD::AD< SCIPInterval > &resultant, const CppAD::AD< SCIPInterval > &arg)
template<class Type >
static void	evalIntPower (Type &resultant, const Type &arg, const int exponent)
template<class Type >
static SCIP_RETCODE	eval (SCIP_EXPR *expr, const vector< Type > &x, SCIP_Real *param, Type &val)
static void	analyzeTree (SCIP_EXPRINTDATA *data, SCIP_EXPR *expr)
static void	cppaderrorcallback (bool known, int line, const char *file, const char *cond, const char *msg)
static CppAD::ErrorHandler	errorhandler (cppaderrorcallback)
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)

Variables
static pthread_mutex_t	cppadmutex = PTHREAD_MUTEX_INITIALIZER
static pthread_key_t	thread_specific_key
static size_t	ncurthreads = 0
static char	init_parallel_return = init_parallel()

Macro Definition Documentation

#define SIGN

(

x

)

((x) >= 0.0 ? 1.0 : -1.0)

sign of a value (-1 or +1)

0.0 has sign +1

Definition at line 56 of file exprinterpret_cppad.cpp.

Referenced by atomic_signpower< Type >::atomic_signpower().

#define SCIPInterval_NAMESPACE   CppAD

Definition at line 60 of file exprinterpret_cppad.cpp.

#define CPPAD_MAX_NUM_THREADS   64

Definition at line 71 of file exprinterpret_cppad.cpp.

Referenced by init_parallel().

Function Documentation

static bool in_parallel ( void  )

static

CppAD callback function that indicates whether we are running in parallel mode

Definition at line 118 of file exprinterpret_cppad.cpp.

References ncurthreads.

Referenced by init_parallel().

static size_t thread_num ( void  )

static

CppAD callback function that returns the number of the current thread

assigns a new number to the thread if new

Definition at line 128 of file exprinterpret_cppad.cpp.

References cppadmutex, ncurthreads, NULL, SCIPdebugMessage, and thread_specific_key.

Referenced by init_parallel().

static char init_parallel ( void  )

static

sets up CppAD's datastructures for running in multithreading mode

It must be called once before multithreading is started.

Definition at line 170 of file exprinterpret_cppad.cpp.

References CPPAD_MAX_NUM_THREADS, in_parallel(), NULL, thread_num(), and thread_specific_key.

SCIPInterval CondExpOp ( enum CppAD::CompareOp  cop, const SCIPInterval &  left, const SCIPInterval &  right, const SCIPInterval &  trueCase, const SCIPInterval &  falseCase  )

inline

definition of CondExpOp for SCIPInterval (required by CppAD)

Definition at line 191 of file exprinterpret_cppad.cpp.

bool EqualOpSeq ( const SCIPInterval &  x, const SCIPInterval &  y  )

inline

another function that returns whether two intervals are the same (required by CppAD)

Parameters

x	first operand
y	second operand

Definition at line 208 of file exprinterpret_cppad.cpp.

bool IdenticalPar ( const SCIPInterval &  x )

inline

another function required by CppAD

Parameters

x

operand

Definition at line 218 of file exprinterpret_cppad.cpp.

bool IdenticalZero ( const SCIPInterval &  x )

inline

returns whether the interval equals [0,0]

Parameters

x

operand

Definition at line 227 of file exprinterpret_cppad.cpp.

bool IdenticalOne ( const SCIPInterval &  x )

inline

returns whether the interval equals [1,1]

Parameters

x

operand

Definition at line 236 of file exprinterpret_cppad.cpp.

bool IdenticalEqualPar ( const SCIPInterval &  x, const SCIPInterval &  y  )

inline

yet another function that checks whether two intervals are equal

Parameters

x	first operand
y	second operand

Definition at line 245 of file exprinterpret_cppad.cpp.

bool GreaterThanZero ( const SCIPInterval &  x )

inline

greater than zero not defined for intervals

Parameters

x

operand

Definition at line 255 of file exprinterpret_cppad.cpp.

bool GreaterThanOrZero ( const SCIPInterval &  x )

inline

greater than or equal zero not defined for intervals

Parameters

x

operand

Definition at line 269 of file exprinterpret_cppad.cpp.

bool LessThanZero ( const SCIPInterval &  x )

inline

less than not defined for intervals

Parameters

x

operand

Definition at line 283 of file exprinterpret_cppad.cpp.

bool LessThanOrZero ( const SCIPInterval &  x )

inline

less than or equal not defined for intervals

Parameters

x

operand

Definition at line 297 of file exprinterpret_cppad.cpp.

int Integer ( const SCIPInterval &  x )

inline

conversion to integers not defined for intervals

Parameters

x

operand

Definition at line 311 of file exprinterpret_cppad.cpp.

std::ostream& operator<< ( std::ostream &  out, const SCIP_INTERVAL &  x  )

inline

printing of an interval (required by CppAD)

Definition at line 325 of file exprinterpret_cppad.cpp.

References SCIP_Interval::inf, and SCIP_Interval::sup.

static bool univariate_for_sparse_jac ( size_t  q, const CppAD::vector< bool > &  r, CppAD::vector< bool > &  s  )

static

computes sparsity of jacobian for a univariate function during a forward sweep

For a 1 x q matrix R, we have to return the sparsity pattern of the 1 x q matrix S(x) = f'(x) * R. Since f'(x) is dense, the sparsity of S will be the sparsity of R.

Parameters

q	number of columns in R
r	sparsity of R, columnwise
s	vector to store sparsity of S, columnwise

Definition at line 383 of file exprinterpret_cppad.cpp.

Referenced by atomic_posintpower< Type >::atomic_posintpower(), and atomic_signpower< Type >::atomic_signpower().

static bool univariate_rev_sparse_jac ( size_t  q, const CppAD::vector< bool > &  r, CppAD::vector< bool > &  s  )

static

Computes sparsity of jacobian during a reverse sweep

For a q x 1 matrix R, we have to return the sparsity pattern of the q x 1 matrix S(x) = R * f'(x). Since f'(x) is dense, the sparsity of S will be the sparsity of R.

Parameters

q	number of rows in R
r	sparsity of R, rowwise
s	vector to store sparsity of S, rowwise

Definition at line 403 of file exprinterpret_cppad.cpp.

Referenced by atomic_posintpower< Type >::atomic_posintpower(), and atomic_signpower< Type >::atomic_signpower().

static bool univariate_rev_sparse_hes ( const CppAD::vector< bool > &  vx, const CppAD::vector< bool > &  s, CppAD::vector< bool > &  t, size_t  q, const CppAD::vector< bool > &  r, const CppAD::vector< bool > &  u, CppAD::vector< bool > &  v  )

static

computes sparsity of hessian during a reverse sweep

Assume V(x) = (g(f(x)))'' R with f(x) = x^p for a function g:R->R and a matrix R. we have to specify the sparsity pattern of V(x) and T(x) = (g(f(x)))'.

Parameters

vx	indicates whether argument is a variable, or empty vector
s	sparsity pattern of S = g'(y)
t	vector to store sparsity pattern of T(x) = (g(f(x)))'
q	number of columns in R, U, and V
r	sparsity pattern of R
u	sparsity pattern of U(x) = g''(f(x)) f'(x) R
v	vector to store sparsity pattern of V(x) = (g(f(x)))'' R

Definition at line 423 of file exprinterpret_cppad.cpp.

Referenced by atomic_posintpower< Type >::atomic_posintpower(), and atomic_signpower< Type >::atomic_signpower().

template<class Type >

static void posintpower ( const vector< Type > &  in, vector< Type > &  out, size_t  exponent  )

static

power function with natural exponents

Parameters

in	vector which first argument is base
out	vector where to store result in first argument
exponent	exponent

Definition at line 682 of file exprinterpret_cppad.cpp.

References pow().

Referenced by eval(), evalAbs(), and evalIntPower().

template<class Type >

static void evalSignPower ( Type &  resultant, const Type &  arg, SCIP_EXPR *  expr  )

static

template for evaluation for signpower operator

Parameters

resultant	resultant
arg	operand
expr	expression that holds the exponent

Definition at line 1149 of file exprinterpret_cppad.cpp.

References pow(), SCIP_Real, and SCIPexprGetSignPowerExponent().

Referenced by eval().

template<class Type >

SCIP_RETCODE exprEvalUser	(	SCIP_EXPR *	expr,
		Type *	x,
		Type &	funcval,
		Type *	gradient,
		Type *	hessian
	)

Definition at line 1211 of file exprinterpret_cppad.cpp.

References SCIPexprEvalUser().

Referenced by atomic_userexpr< Type >::atomic_userexpr().

template<>

SCIP_RETCODE exprEvalUser	(	SCIP_EXPR *	expr,
		SCIPInterval *	x,
		SCIPInterval &	funcval,
		SCIPInterval *	gradient,
		SCIPInterval *	hessian
	)

Definition at line 1223 of file exprinterpret_cppad.cpp.

References SCIPexprEvalIntUser().

template<class Type >

static void evalUser ( Type &  resultant, const Type *  args, SCIP_EXPR *  expr  )

static

Parameters

resultant	resultant
args	operands
expr	expression that holds the user expression

Definition at line 1600 of file exprinterpret_cppad.cpp.

References SCIPexprGetNChildren().

Referenced by eval().

template<class Type >

static void evalMin ( Type &  resultant, const Type &  arg1, const Type &  arg2  )

static

template for evaluation for minimum operator

Only implemented for real numbers, thus gives error by default.

Parameters

resultant	resultant
arg1	first operand
arg2	second operand

Definition at line 1642 of file exprinterpret_cppad.cpp.

Referenced by eval().

template<>

void evalMin	(	CppAD::AD< double > &	resultant,
		const CppAD::AD< double > &	arg1,
		const CppAD::AD< double > &	arg2
	)

specialization of minimum evaluation for real numbers

Parameters

resultant	resultant
arg1	first operand
arg2	second operand

Definition at line 1656 of file exprinterpret_cppad.cpp.

References MIN.

template<class Type >

static void evalMax ( Type &  resultant, const Type &  arg1, const Type &  arg2  )

static

template for evaluation for maximum operator

Only implemented for real numbers, thus gives error by default.

Parameters

resultant	resultant
arg1	first operand
arg2	second operand

Definition at line 1672 of file exprinterpret_cppad.cpp.

Referenced by eval().

template<>

void evalMax	(	CppAD::AD< double > &	resultant,
		const CppAD::AD< double > &	arg1,
		const CppAD::AD< double > &	arg2
	)

specialization of maximum evaluation for real numbers

Parameters

resultant	resultant
arg1	first operand
arg2	second operand

Definition at line 1686 of file exprinterpret_cppad.cpp.

References MAX.

template<class Type >

static void evalSqrt ( Type &  resultant, const Type &  arg  )

static

template for evaluation for square-root operator

Default is to use the standard sqrt-function.

Parameters

resultant	resultant
arg	operand

Definition at line 1701 of file exprinterpret_cppad.cpp.

References sqrt().

Referenced by eval().

template<class Type >

static void evalAbs ( Type &  resultant, const Type &  arg  )

static

template for evaluation for absolute value operator

Parameters

resultant	resultant
arg	operand

Definition at line 1712 of file exprinterpret_cppad.cpp.

References abs().

Referenced by eval().

template<>

void evalAbs	(	CppAD::AD< SCIPInterval > &	resultant,
		const CppAD::AD< SCIPInterval > &	arg
	)

specialization of absolute value evaluation for intervals

Use sqrt(x^2) for now

Parameters

resultant	resultant
arg	operand

Definition at line 1725 of file exprinterpret_cppad.cpp.

References posintpower(), and sqrt().

template<class Type >

static void evalIntPower ( Type &  resultant, const Type &  arg, const int  exponent  )

static

integer power operation for arbitrary integer exponents

Parameters

resultant	resultant
arg	operand
exponent	exponent

Definition at line 1741 of file exprinterpret_cppad.cpp.

References posintpower().

Referenced by eval().

template<class Type >

static SCIP_RETCODE eval ( SCIP_EXPR *  expr, const vector< Type > &  x, SCIP_Real *  param, Type &  val  )

static

CppAD compatible evaluation of an expression for given arguments and parameters

Parameters

expr	expression
x	values of variables
param	values of parameters
val	buffer to store expression value

Definition at line 1788 of file exprinterpret_cppad.cpp.

References BMSallocMemoryArray, BMSfreeMemoryArrayNull, SCIP_QuadElement::coef, cos(), evalAbs(), evalIntPower(), evalMax(), evalMin(), evalSignPower(), evalSqrt(), evalUser(), exp(), SCIP_QuadElement::idx2, log(), NULL, posintpower(), pow(), SCIP_CALL, SCIP_ERROR, SCIP_EXPR_ABS, SCIP_EXPR_CONST, SCIP_EXPR_COS, SCIP_EXPR_DIV, SCIP_EXPR_EXP, SCIP_EXPR_INTPOWER, SCIP_EXPR_LAST, SCIP_EXPR_LINEAR, SCIP_EXPR_LOG, SCIP_EXPR_MAX, SCIP_EXPR_MIN, SCIP_EXPR_MINUS, SCIP_EXPR_MUL, SCIP_EXPR_PARAM, SCIP_EXPR_PLUS, SCIP_EXPR_POLYNOMIAL, SCIP_EXPR_PRODUCT, SCIP_EXPR_QUADRATIC, SCIP_EXPR_REALPOWER, SCIP_EXPR_SIGN, SCIP_EXPR_SIGNPOWER, SCIP_EXPR_SIN, SCIP_EXPR_SQRT, SCIP_EXPR_SQUARE, SCIP_EXPR_SUM, SCIP_EXPR_TAN, SCIP_EXPR_USER, SCIP_EXPR_VARIDX, SCIP_NOMEMORY, SCIP_OKAY, SCIP_Real, SCIPexprGetChildren(), SCIPexprGetIntPowerExponent(), SCIPexprGetLinearCoefs(), SCIPexprGetLinearConstant(), SCIPexprGetMonomialChildIndices(), SCIPexprGetMonomialCoef(), SCIPexprGetMonomialExponents(), SCIPexprGetMonomialNFactors(), SCIPexprGetMonomials(), SCIPexprGetNChildren(), SCIPexprGetNMonomials(), SCIPexprGetNQuadElements(), SCIPexprGetOperator(), SCIPexprGetOpIndex(), SCIPexprGetOpReal(), SCIPexprGetPolynomialConstant(), SCIPexprGetQuadConstant(), SCIPexprGetQuadElements(), SCIPexprGetQuadLinearCoefs(), SCIPexprGetRealPowerExponent(), SCIPexprSortQuadElems(), sign(), and sin().

Referenced by SCIP_DECL_EXPRFREEDATA(), SCIPexprCreateUser(), SCIPexprgraphCreateNodeUser(), SCIPexprintEval(), and SCIPexprintEvalInt().

static void analyzeTree ( SCIP_EXPRINTDATA *  data, SCIP_EXPR *  expr  )

static

analysis an expression tree whether it requires retaping on every evaluation

This may be the case if the evaluation sequence depends on values of operands (e.g., in case of abs, sign, signpower, ...).

Definition at line 2103 of file exprinterpret_cppad.cpp.

References NULL, SCIP_EXPR_ABS, SCIP_EXPR_MAX, SCIP_EXPR_MIN, SCIP_EXPR_SIGNPOWER, SCIP_EXPR_USER, SCIPexprGetChildren(), SCIPexprGetNChildren(), SCIPexprGetOperator(), and SCIPexprGetUserEvalCapability().

Referenced by SCIPexprintCompile().

static void cppaderrorcallback ( bool  known, int  line, const char *  file, const char *  cond, const char *  msg  )

static

replacement for CppAD's default error handler

In debug mode, CppAD gives an error when an evaluation contains a nan. We do not want to stop execution in such a case, since the calling routine should check for nan's and decide what to do. Since we cannot ignore this particular error, we ignore all.

Parameters

known	is the error from a known source?
line	line where error occured
file	file where error occured
cond	error condition
msg	error message

Definition at line 2142 of file exprinterpret_cppad.cpp.

References errorhandler(), and SCIPdebugMessage.

static CppAD::ErrorHandler errorhandler ( cppaderrorcallback  )

static

Referenced by cppaderrorcallback().

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, and SCIP_EXPRINTCAPABILITY_INTGRADIENT.

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 BMSallocMemory, NULL, SCIP_NOMEMORY, and SCIP_OKAY.

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 BMSfreeMemory, 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 analyzeTree(), SCIP_ExprInt::blkmem, 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, 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.

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 eval(), NULL, SCIP_CALL, SCIP_OKAY, SCIPdebugMessage, 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 eval(), NULL, SCIP_CALL, SCIP_OKAY, 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, 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, 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.

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_Real, SCIPdebugMessage, 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).

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, SCIPexprintEval(), SCIPexprtreeGetInterpreterData(), and SCIPexprtreeGetNVars().

Variable Documentation

pthread_mutex_t cppadmutex = PTHREAD_MUTEX_INITIALIZER

static

mutex for locking in pthread case

Definition at line 108 of file exprinterpret_cppad.cpp.

Referenced by thread_num().

pthread_key_t thread_specific_key

static

key for accessing thread specific information

Definition at line 111 of file exprinterpret_cppad.cpp.

Referenced by init_parallel(), and thread_num().

size_t ncurthreads = 0

static

currently registered number of threads

Definition at line 114 of file exprinterpret_cppad.cpp.

Referenced by in_parallel(), and thread_num().

char init_parallel_return = init_parallel()

static

a dummy variable that can is initialized to the result of init_parallel

The purpose is to make sure that init_parallel() is called before any multithreading is started.

Definition at line 185 of file exprinterpret_cppad.cpp.