/******************************************************************* Copyright (C) 2016 AMPL Optimization, Inc.; written by David M. Gay. Permission to use, copy, modify, and distribute this software and its documentation for any purpose and without fee is hereby granted, provided that the above copyright notice appear in all copies and that both that the copyright notice and this permission notice and warranty disclaimer appear in supporting documentation. The author and AMPL Optimization, Inc. disclaim all warranties with regard to this software, including all implied warranties of merchantability and fitness. In no event shall the author be liable for any special, indirect or consequential damages or any damages whatsoever resulting from loss of use, data or profits, whether in an action of contract, negligence or other tortious action, arising out of or in connection with the use or performance of this software. *******************************************************************/ #include "jac2dim.h" void com2eval_ASL(ASL_fgh *asl, int i, int ie) { cexp *c, *ce; expr *e; expr_v *V = var_ex + i; linpart *L, *Le; real t; c = cexps + i; ce = cexps + ie; do { e = c->e; t = (*e->op)(e C_ASL); if ((L = c->L)) for(Le = L + c->nlin; L < Le; L++) t += L->fac * ((expr_v*)L->v.vp)->v; (*V++).v = t; } while(++c < ce); } void com1eval(ASL_fgh *asl, int i, int n) { cexp1 *c, *ce; expr *e; expr_v *V; linpart *L, *Le; real t; V = var_ex1 + i; c = cexps1 + i; ce = c + n; do { e = c->e; t = (*e->op)(e C_ASL); if ((L = c->L)) for(Le = L + c->nlin; L < Le; L++) t += L->fac * ((expr_v*)L->v.vp)->v; (*V++).v = t; } while(++c < ce); } void funnelset(ASL_fgh *asl, funnel *f) { cplist *cl; derp *d; for(; f; f = f->next) { memset(adjoints_nv1, 0, f->fcde.zaplen); cl = f->cl; do *cl->ca.rp = 0; while((cl = cl->next)); d = f->fcde.d; *d->b.rp = 1.; do *d->a.rp += *d->b.rp * *d->c.rp; while((d = d->next)); cl = f->cl; do *cl->cfa = *cl->ca.rp; while((cl = cl->next)); } } static void hv_fwd(expr *e) { argpair *da, *dae; expr *e1, **ep; real dO; for(; e; e = e->fwd) { e->aO = e->adO = 0; switch(e->a) { case Hv_timesR: case Hv_binaryR: e->dO.r = e->R.e->dO.r * e->dR; break; case Hv_timesLR: case Hv_binaryLR: case Hv_divLR: e->dO.r = e->L.e->dO.r*e->dL + e->R.e->dO.r*e->dR; break; case Hv_timesL: case Hv_unary: e->dO.r = e->L.e->dO.r * e->dL; break; case Hv_vararg: case Hv_if: if ((e1 = ((expr_va *)e)->valf)) { hv_fwd(e1); e->dO.r = ((expr_va *)e)->vale->dO.r; } else if ((e1 = ((expr_va *)e)->val)) e->dO.r = e1->dO.r; else e->dO.r = 0; break; case Hv_plterm: e->dO.r = e->dL * e->R.e->dO.r; break; case Hv_sumlist: ep = e->R.ep; for(dO = 0; (e1 = *ep); ep++) dO += e1->dO.r; e->dO.r = dO; break; case Hv_func: da = ((expr_f *)e)->da; dae = ((expr_f *)e)->dae; for(dO = 0; da < dae; da++) dO += da->e->dO.r * *da->u.v; e->dO.r = dO; break; case Hv_negate: e->dO.r = -e->L.e->dO.r; break; case Hv_plusR: e->dO.r = e->R.e->dO.r; break; case Hv_plusL: e->dO.r = e->L.e->dO.r; break; case Hv_plusLR: e->dO.r = e->L.e->dO.r + e->R.e->dO.r; break; case Hv_minusR: e->dO.r = -e->R.e->dO.r; break; case Hv_minusLR: e->dO.r = e->L.e->dO.r - e->R.e->dO.r; break; default:/*DEBUG*/ fprintf(Stderr, "bad e->a = %d in hv_fwd\n", e->a); exit(1); } } } static void func_back(expr_f *f) { argpair *da, *da1, *dae; expr *e; real **fh; real aO, adO, t; fh = f->fh; aO = f->aO; adO = f->adO; da = f->da; for(dae = f->dae; da < dae; da++) { e = da->e; t = *da->u.v; e->aO += t*aO; e->adO += t*adO; for(da1 = f->da; da1 < dae; da1++) { e = da1->e; e->aO += adO*e->dO.r * **fh++; } } } static void hv_back(expr *e) { expr *e1, **ep, *e2; real adO, t1, t2; if (!e || (!e->aO && !e->adO)) return; for(; e; e = e->bak) switch(e->a) { case Hv_binaryR: e1 = e->R.e; e1->adO += e->adO * e->dR; e1->aO += e->aO * e->dR + e->adO * e1->dO.r * e->dR2; break; case Hv_binaryLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; t1 = adO * e1->dO.r; t2 = adO * e2->dO.r; e1->aO += e->aO*e->dL + t1*e->dL2 + t2*e->dLR; e2->aO += e->aO*e->dR + t1*e->dLR + t2*e->dR2; e1->adO += adO * e->dL; e2->adO += adO * e->dR; break; case Hv_divLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; t1 = adO * e1->dO.r; t2 = adO * e2->dO.r; e1->aO += e->aO*e->dL + t2*e->dLR; e2->aO += e->aO*e->dR + t1*e->dLR + t2*e->dR2; e1->adO += adO * e->dL; e2->adO += adO * e->dR; break; case Hv_unary: e1 = e->L.e; e1->adO += e->adO * e->dL; e1->aO += e->aO * e->dL + e->adO * e1->dO.r * e->dL2; break; case Hv_vararg: case Hv_if: if ((e1 = ((expr_va *)e)->vale)) { e1->aO = e->aO; e1->adO = e->adO; hv_back(e1); } else { e1 = ((expr_va *)e)->val; if (e1->op != f_OPNUM) { e1->aO = e->aO; e1->adO = e->adO; } } break; case Hv_plterm: e->R.e->aO += e->dL * e->aO; break; case Hv_sumlist: ep = e->R.ep; t1 = e->aO; t2 = e->adO; while((e1 = *ep++)) { e1->aO += t1; e1->adO += t2; } break; case Hv_func: func_back((expr_f *)e); break; case Hv_negate: e1 = e->L.e; neg_end: e1->aO -= e->aO; e1->adO -= e->adO; break; case Hv_plusR: e1 = e->R.e; goto plus_end; case Hv_plusL: e1 = e->L.e; plus_end: e1->aO += e->aO; e1->adO += e->adO; break; case Hv_plusLR: e1 = e->L.e; e1->aO += t1 = e->aO; e1->adO += t2 = e->adO; e1 = e->R.e; e1->aO += t1; e1->adO += t2; break; case Hv_minusR: e1 = e->R.e; goto neg_end; case Hv_minusLR: e1 = e->L.e; e1->aO += t1 = e->aO; e1->adO += t2 = e->adO; e1 = e->R.e; e1->aO -= t1; e1->adO -= t2; break; case Hv_timesR: e1 = e->R.e; e1->adO += e->adO * (t1 = e->dR); e1->aO += e->aO * t1; break; case Hv_timesL: e1 = e->L.e; e1->adO += e->adO * (t1 = e->dL); e1->aO += e->aO * t1; break; case Hv_timesLR: e1 = e->L.e; e2 = e->R.e; adO = e->adO; e1->aO += e->aO*e->dL + adO * e2->dO.r; e2->aO += e->aO*e->dR + adO * e1->dO.r; e1->adO += adO * e->dL; e2->adO += adO * e->dR; break; default:/*DEBUG*/ fprintf(Stderr, "bad e->a = %d in hv_back\n", e->a); exit(1); } } static void hv_fwd0(cexp *c, expr_v *v) { linpart *L, *Le; real x; v->aO = v->adO = 0; if (c->ef) { hv_fwd(c->ef); x = c->ee->dO.r; } else if (c->e->op != f_OPNUM) x = c->e->dO.r; else x = 0; if ((L = c->L)) for(Le = L + c->nlin; L < Le; L++) x += L->fac * ((expr_v*)L->v.vp)->dO.r; v->dO.r = x; } static void hv_fwd1(ASL_fgh *asl, cde *d) { cexp1 *c, *ce; expr_v *v; int i; i = d->com11; v = var_ex1 + i; c = cexps1 + i; ce = c + d->n_com1; do hv_fwd0((cexp *)c, v++); while(++c < ce); } static void hv_back0(ASL_fgh *asl, int i, int n) { cexp *c, *ce; expr *e; expr_v *v; linpart *L, *Le; real t; v = var_ex + (i + n); ce = cexps + i; c = ce + n; do { --c; --v; if ((t = v->aO) && (L = c->L)) for(Le = L + c->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if ((e = c->ee)) { e->aO = t; e->adO = v->adO; hv_back(e); } else if ((e = c->e)->op != f_OPNUM) { e->aO = t; e->adO = v->adO; } } while(c != ce); } static void hv_back1(ASL_fgh *asl, cde *d) { cexp1 *c, *ce; expr *e; expr_v *v; int i; linpart *L, *Le; real t; i = d->com11 + d->n_com1; v = var_ex1 + i; c = cexps1 + i; ce = cexps1 + d->com11; do { --c; --v; if ((t = v->aO) && (L = c->L)) for(Le = L + c->nlin; L < Le; L++) ((expr_v*)L->v.vp)->aO += t * L->fac; if ((e = c->ee)) { e->aO = t; e->adO = v->adO; hv_back(e); } else if ((e = c->e)->op != f_OPNUM) { e->aO = t; e->adO = v->adO; } } while(c != ce); } #undef asl void hv2comp_ASL(ASL *a, real *hv, real *p, int nobj, real *ow, real *y0) /* p = direction */ /* y = Lagrange multipliers */ /* hv = result */ { ASL_fgh *asl; cde *d, *d0; cexp *c, *ce; expr *e; expr_v *x, *xe; int n, no, noe; real *cscale, t, *vscale, *y, *ye, yi; ASL_CHECK(a, ASL_read_fgh, "hv2comp"); asl = (ASL_fgh*)a; if (nobj >= 0 && nobj < n_obj) { no = nobj; noe = no + 1; ow = &edag_one_ASL; } else { nobj = -1; no = noe = 0; if (ow) noe = n_obj; } n = n_var; for(x = var_e, xe = x + n; x < xe; x++) { x->dO.r = *p++; x->aO = x->adO = 0; } if ((vscale = asl->i.vscale)) for(x = var_e; x < xe; x++) x->dO.r *= *vscale++; x = var_ex; if (comb) for(c = cexps, ce = cexpsc; c < ce; c++) hv_fwd0(c, x++); if ((y = y0)) { ye = y + n_con; d = con_de; for(y0 = 0; y < ye; y++, d++) if ((e = d->ef) && *y) { if (!y0) { if (comc) { c = cexpsc; ce = cexpso; for(; c < ce; c++) hv_fwd0(c, x++); } y0 = y; d0 = d; } if (d->n_com1) hv_fwd1(asl, d); hv_fwd(e); } } for(; no < noe; no++) if ((t = *ow++)) { d = obj_de + no; if (cexpso < cexpse) { x = var_ex + combc; c = cexpso; ce = cexpse; do hv_fwd0(c, x++); while(++c < ce); } if (d->n_com1) hv_fwd1(asl, d); if ((e = d->ef)) { hv_fwd(e); e = d->ee; e->aO = 0; e->adO = t; hv_back(e); } else if ((e = d->e)->op != f_OPNUM) { e->aO = 0; e->adO = t; } if (d->n_com1) hv_back1(asl, d); if (como) hv_back0(asl, combc, como); } if (y0) { if ((cscale = a->i.lscale)) cscale += d0 - con_de; do { if ((yi = *y0++)) { if (cscale) yi *= *cscale++; if (!(e = d0->ee)) { if ((e = d0->e)->op != f_OPNUM) { e->aO = 0; e->adO = yi; } } else if ((e->adO = yi)) { e->aO = 0; hv_back(e); if (d0->n_com1) hv_back1(asl, d0); } } else if (cscale) ++cscale; d0++; } while(y0 < ye); if (comc) hv_back0(asl, comb, comc); } if (comb) hv_back0(asl, 0, comb); x = var_e; if (vscale) for(vscale = asl->i.vscale; x < xe; x++) *hv++ = x->aO * *vscale++; else for(; x < xe; x++) *hv++ = x->aO; } void hv2compd_ASL(ASL *a, real *hv, real *p, int co) /* p = direction */ /* hv = result */ /* co >= 0: behave like hv2comp_ASL with nobj = -1, ow = 0, y[i] = i == co ? 1. : 0. */ /* co < 0: behave like hv2comp_ASL with nobj = -1 - co, ow = 0, y = 0 */ { ASL_fgh *asl; cde *d; cexp *c, *ce; cgrad *cg, *cg0; expr *e; expr_v *x, *x0; int n, no; ograd *og; real *cscale, t, *vscale; varno_t i; ASL_CHECK(a, ASL_read_fgh, "hv2comp"); asl = (ASL_fgh*)a; n = n_var; memset(hv, 0, n*sizeof(real)); no = -1 - co; if (co >= nlc || no >= nlo) return; cg0 = 0; vscale = asl->i.vscale; x0 = var_e; if (co >= 0) { cg = cg0 = Cgrad[co]; if (vscale) { for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p[i]*vscale[i]; x->aO = x->adO = 0.; } } else { for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } else { og = Ograd[no]; if (vscale) { for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p[i]*vscale[i]; x->aO = x->adO = 0.; } } else { for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } x = var_ex; if (comb) for(c = cexps, ce = cexpsc; c < ce; c++) hv_fwd0(c, x++); if (co >= 0) { if (comc) { c = cexpsc; ce = cexpso; for(; c < ce; c++) hv_fwd0(c, x++); } d = con_de + co; t = 1.; if ((cscale = a->i.lscale)) t = cscale[co]; } else { d = obj_de + no; if (cexpso < cexpse) { x = var_ex + combc; c = cexpso; ce = cexpse; do hv_fwd0(c, x++); while(++c < ce); } t = 1.; } if (d->n_com1) hv_fwd1(asl, d); if ((e = d->ef)) { hv_fwd(e); e = d->ee; e->aO = 0; e->adO = t; hv_back(e); } else if ((e = d->e)->op != f_OPNUM) { e->aO = 0; e->adO = t; } if (d->n_com1) hv_back1(asl, d); if (co >= 0) { if (comc) hv_back0(asl, comb, comc); } else { if (como) hv_back0(asl, combc, como); } if (comb) hv_back0(asl, 0, comb); if ((cg = cg0)) { if (vscale) { while(cg) { i = cg->varno; hv[i] = vscale[i]*x0[i].aO; cg = cg->next; } } else { while(cg) { i = cg->varno; hv[i] = x0[i].aO; cg = cg->next; } } } else { og = Ograd[no]; if (vscale) { while(og) { i = og->varno; hv[i] = vscale[i]*x0[i].aO; og = og->next; } } else { while(og) { i = og->varno; hv[i] = x0[i].aO; og = og->next; } } } } varno_t hv2comps_ASL(ASL *a, real *hv, real *p, int co, varno_t nz, varno_t *z) /* p = direction */ /* hv = result */ /* co >= 0: behave like hv2comp_ASL with nobj = -1, ow = 0, y[i] = i == co ? 1. : 0. */ /* co < 0: behave like hv2comp_ASL with nobj = -1 - co, ow = 0, y = 0 */ { ASL_fgh *asl; cde *d; cexp *c, *ce; cgrad *cg, *cg0; expr *e; expr_v *x, *x0; int n, no; ograd *og; real *cscale, *hve, t, *vscale; varno_t f, i, rv, *ze; ASL_CHECK(a, ASL_read_fgh, "hv2comp"); asl = (ASL_fgh*)a; n = n_var; memset(hv, 0, n*sizeof(real)); no = -1 - co; if (co >= nlc || no >= nlo) return 0; cg0 = 0; vscale = asl->i.vscale; x0 = var_e; if (co >= 0) { cg = cg0 = Cgrad[co]; if (vscale) { for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p[i]*vscale[i]; x->aO = x->adO = 0.; } } else { for(; cg; cg = cg->next) { i = cg->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } else { og = Ograd[no]; if (vscale) { for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p[i]*vscale[i]; x->aO = x->adO = 0.; } } else { for(; og; og = og->next) { i = og->varno; x = x0 + i; x->dO.r = p[i]; x->aO = x->adO = 0.; } } } x = var_ex; if (comb) for(c = cexps, ce = cexpsc; c < ce; c++) hv_fwd0(c, x++); if (co >= 0) { if (comc) { c = cexpsc; ce = cexpso; for(; c < ce; c++) hv_fwd0(c, x++); } d = con_de + co; t = 1.; if ((cscale = a->i.lscale)) t = cscale[co]; } else { d = obj_de + no; if (cexpso < cexpse) { x = var_ex + combc; c = cexpso; ce = cexpse; do hv_fwd0(c, x++); while(++c < ce); } t = 1.; } if (d->n_com1) hv_fwd1(asl, d); if ((e = d->ef)) { hv_fwd(e); e = d->ee; e->aO = 0; e->adO = t; hv_back(e); } else if ((e = d->e)->op != f_OPNUM) { e->aO = 0; e->adO = t; } if (d->n_com1) hv_back1(asl, d); if (co >= 0) { if (comc) hv_back0(asl, comb, comc); } else { if (como) hv_back0(asl, combc, como); } if (comb) hv_back0(asl, 0, comb); rv = 0; f = Fortran; if ((ze = z)) ze += nz; if ((hve = hv)) hve += nz; if ((cg = cg0)) { if (!hv) { while(cg) { ++rv; if (z < ze) *z++ = cg->varno; cg = cg->next; } } else if (vscale) { while(cg) { ++rv; i = cg->varno; if (z < ze) *z++ = f + i; if (hv < hve) *hv++ = vscale[i]*x0[i].aO; cg = cg->next; } } else { while(cg) { ++rv; i = cg->varno; if (z < ze) *z++ = f + i; if (hv < hve) *hv++ = x0[i].aO; cg = cg->next; } } } else { og = Ograd[no]; if (!hv) { while(og) { ++rv; if (z < ze) *z++ = og->varno; og = og->next; } } else if (vscale) { while(og) { ++rv; i = og->varno; if (z < ze) *z++ = f + i; if (hv < hve) *hv++ = vscale[i]*x0[i].aO; og = og->next; } } else { while(og) { ++rv; i = og->varno; if (z < ze) *z++ = f + i; if (hv < hve) *hv++ = x0[i].aO; og = og->next; } } } return rv; }