source: trunk/example/optimize.cpp @ 3607

Last change on this file since 3607 was 3607, checked in by bradbell, 5 years ago

merge to branch: trunk
from repository: https://github.com/coin-or/CppAD
start hash code: f4baab0ea7c2679ba9351b0439b6efebfa77ba04
end hash code: 894d554a00ceec8a3545f05eca62708a7b5cb43d

commit 894d554a00ceec8a3545f05eca62708a7b5cb43d
Author: Brad Bell <bradbell@…>
Date: Tue Jan 20 09:06:10 2015 -0700

Fix copyright end date.


whats_new_15.omh: Add comment about date of deprecation.

commit 611e982000168db91aba22b763c14bb78d57da47
Author: Brad Bell <bradbell@…>
Date: Tue Jan 20 08:53:00 2015 -0700

Squashed commit from old/compare_op to master:


In addition, fix copyright end date for some files, and add note about
deprecated date in whats_new_15.omh.


commit 6e46df5c850ecd58d7a886db4043bc3f2d4579d1
Author: Brad Bell <bradbell@…>
Date: Tue Jan 20 08:16:57 2015 -0700


Always return f.compare_change_op_index() == 0 after f.optimize().


checkpoint.hpp: ignore comparison operators.
fun_construct.hpp: remove double initilaization of values.
compare_change.cpp: demonstrate more features of new interface.
whats_new_15.omh: prepare for merging this branch into master.
wish_list.omh: update wish list item to new compare_change interface.


commit 45315907c70e5b383d984fb9498b54a474001af0
Author: Brad Bell <bradbell@…>
Date: Tue Jan 20 05:04:37 2015 -0700


Use the new f.compare_change_count(0) option in speed tests.


commit bb6e72befd6d01f1fb62c43b9b19471ffaa7cc2c
Author: Brad Bell <bradbell@…>
Date: Tue Jan 20 04:51:16 2015 -0700


Move CompareChange? -> deprecated and plan -> compare_change.


forward0sweep.hpp: skip comparison operator when count is zero.
forward1sweep.hpp: skip comparison operator when count is zero.
compare_change.cpp: demonstrate count == 0 case.


commit 622a13c568c612d9dfe9ccd1a01f4ac5f74ba824
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 23:17:42 2015 -0700


Add example and test of new compare change user API.


ad_fun.hpp: fix f.compare_change_op_index.
compare_change.cpp: Change example to use new API.
compare_change.cpp: Move old example here (just test now).


commit ec4c1613eae8df56fbf31e7b8711ce69cc41df83
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 21:12:11 2015 -0700


Implement the compare change plan, still needs an example and test.
Also have the change from 'plan' to just plain documentation.


commit a81a46f27011bee08ba072551044dc9f4a99a906
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 17:49:05 2015 -0700


Change name of compare_change functions and partially implement this new plan.


commit 146faad48a700a56362e74f9c3a3c39144a79738
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 14:22:40 2015 -0700


Branch: compare_op
plan.omh: change name of count function.


commit 35d91d126765d1a0ab4bfe9e2b006bbf535cd648
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 13:19:07 2015 -0700


Add deprecation date for some more cases.


commit 5bb65a8c48fae4263b66fcd04520e10e66febc11
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 13:13:51 2015 -0700


Add date of deprecation for some more cases.


commit e95ee6b209601cd9a075d2e37c602e73c32fb6ab
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 12:58:44 2015 -0700


Add date of deprecation for some more cases.


commit 0ea84ccd87383edc62a6ae1711da104b12e8c444
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 12:47:01 2015 -0700


Add date of deprecation for some cases.


commit 17755e609ea8e03472b08dcc2fb5ad347eb723cb
Author: Brad Bell <bradbell@…>
Date: Mon Jan 19 08:20:45 2015 -0700


plan.omh: changs some names.


commit 29f369c06d4d0ee284c4c668d52d8461613066dc
Author: Brad Bell <bradbell@…>
Date: Fri Jan 16 06:39:45 2015 -0700


Document the plan for compare_change user API.


compare_change.omh: fix minor typo.
plan.txt: change to the omhelp file plan.omh.


commit a3a2f4dedd202a722812b6eb2714851b40726e6e
Author: Brad Bell <bradbell@…>
Date: Thu Jan 15 21:03:44 2015 -0700


new_branch.sh: remove unused variable.
push_git2svn.py: move repository from github/bradbell to coin-or/bradbell.


commit 3751a197ab2897e76616f9d9b0915148bd855356
Author: Brad Bell <bradbell@…>
Date: Thu Jan 15 20:56:17 2015 -0700


plan.txt: plan for this branches API will go here.


commit 76013ec2ad7baacdeab5e761812d542867910174
Author: Brad Bell <bradbell@…>
Date: Thu Jan 15 18:04:33 2015 -0700


Store the operator index for the first comparision change in the ADFun object.


commit 9caf25014079a60df5de17bcac76775daf8ee201
Author: Brad Bell <bradbell@…>
Date: Thu Jan 15 12:45:56 2015 -0700


Make compare_change a parameter (so will be easy to add compare_first).


commit 2246d22fe82b8909d432f82ab0d783ce3351a02f
Author: Brad Bell <bradbell@…>
Date: Thu Jan 15 09:12:40 2015 -0700


speed_branch.sh: fix directory (before cd).


commit b3910de86558a97749741bfb728e45c5a86d1c73
Author: Brad Bell <bradbell@…>
Date: Thu Jan 15 05:14:01 2015 -0700


search.sh: use git to get list of source files.
ad_fun.hpp: imporve doxygen doc for compare_change_.
ad_tape.hpp: remove RecordCompare? (no longer used).
atomic_base.hpp: minor edit to user documentation.


commit dd74f331386cadc9cc272c264296e575691aa3f8
Author: Brad Bell <bradbell@…>
Date: Thu Jan 15 04:12:34 2015 -0700


Change Leq..Op -> Le..Op and leq.._op -> le.._op.


commit ae729296323eb7f4f4a7c0e90a303a8d7f4ed42a
Author: Brad Bell <bradbell@…>
Date: Wed Jan 14 21:19:55 2015 -0700


comp_op.hpp: Add doxygen documentaiton for compare operators.
compare.hpp: avoid an extra branch.


commit b064d59a5ad01dff5c708cc8c02f628f58c863ec
Author: Brad Bell <bradbell@…>
Date: Wed Jan 14 16:11:25 2015 -0700


Remove ComOp?, replaced by specific cases Eq..Op, Ne..Op, Leq..Op, Lt..Op,
which should run faster.


forward0sweep.hpp: Remove out-dated comment about CompOp?.
forward1sweep.hpp: Remove out-dated comment about CompOp?.


commit 5bb0a70d1151e9086b88024050cea6cf11e83aa7
Author: Brad Bell <bradbell@…>
Date: Wed Jan 14 09:02:17 2015 -0700


Use Eq..Op, Ne..Op to implement == and !=.


commit 0ebeec61bc040a00c50db41ca5da31fb87194f93
Author: Brad Bell <bradbell@…>
Date: Wed Jan 14 07:19:26 2015 -0700


compare.hpp: Finish folding < <= > >= into Lt..Op and Leq..Op.


commit c949e5b72158b98cbab61c8aea98e76008e9c2f4
Author: Brad Bell <bradbell@…>
Date: Wed Jan 14 06:28:41 2015 -0700


  1. Change plan to fold all compare operations into Leq..Op and Lt..Op cases.
  2. Fix alphabetical order between Ld and Leq.


commit 6ffee88b68b682359d62bc75a8c2ba3e28d012ac
Author: Brad Bell <bradbell@…>
Date: Tue Jan 13 22:40:18 2015 -0700


Splite parameter <= variable and parameter > variable as separate compare
operators.


commit 0841014db4ead690d1c2358f5e09494030ae1e5f
Author: Brad Bell <bradbell@…>
Date: Tue Jan 13 21:12:57 2015 -0700


Attempting to recording and playback of compare operators faster:
Split variable <= variable and variable > variable out as separate cases.


compare.hpp: remove white space at end of lines.


commit cfd3afceebd4b3383b3042cbca98caf82ff77670
Author: Brad Bell <bradbell@…>
Date: Tue Jan 13 08:39:12 2015 -0700


speed_branch.sh: compare speed_cppad between two git branches.
speed_new.sh: correct list of options, remove unused variable.
wish_list.omh: correct discussion of effect of keeping compare operators.


commit 9ed03e1ee2c258ca38561ad083067e235d032e14
Author: Brad Bell <bradbell@…>
Date: Tue Jan 13 05:54:30 2015 -0700


Change test so it corresponds to optimization keeping compare operators.


commit 5c418d477d58984b094bba027ebb0794e759e557
Author: Brad Bell <bradbell@…>
Date: Tue Jan 13 05:12:50 2015 -0700


Include example and test of using CompareChange? with optimized tape.


commit c1b48edfa56ca096ce8c2db1dbadb2658cb13fe3
Author: Brad Bell <bradbell@…>
Date: Tue Jan 13 04:24:54 2015 -0700


Fix optimization so variables used in compare opertions are alwasy available.


commit 6fe607ca30db07b356fd3a9fe9779fa2dfd382d8
Author: Brad Bell <bradbell@…>
Date: Mon Jan 12 07:56:41 2015 -0700


Keep CompareChange? in optimized versions of tape and when NDEBUG is defined.

commit b4c0e51489cc0878499a331b4af4875b2781d8d8
Author: Brad Bell <bradbell@…>
Date: Sun Jan 11 17:01:59 2015 -0700

new_branch.sh: final procedure (only hand tested).

  • Property svn:keywords set to Id
File size: 3.5 KB
Line 
1/* $Id: optimize.cpp 3607 2015-01-20 16:20:41Z bradbell $ */
2/* --------------------------------------------------------------------------
3CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-15 Bradley M. Bell
4
5CppAD is distributed under multiple licenses. This distribution is under
6the terms of the
7                    Eclipse Public License Version 1.0.
8
9A copy of this license is included in the COPYING file of this distribution.
10Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
11-------------------------------------------------------------------------- */
12
13/*
14$begin optimize.cpp$$
15
16$section ADFun Operation Sequence Optimization: Example and Test$$
17
18$index optimize, operation sequence$$
19$index operation, optimize sequence$$
20$index sequence, optimize operation$$
21$index test, optimize$$
22$index example, optimize$$
23
24$code
25$verbatim%example/optimize.cpp%0%// BEGIN C++%// END C++%1%$$
26$$
27
28$end
29*/
30// BEGIN C++
31# include <cppad/cppad.hpp>
32namespace {
33        template <class VectorFloat> void fun(
34                const VectorFloat& x, VectorFloat& y, size_t& n_var, size_t& n_opt )
35        {       typedef typename VectorFloat::value_type Float;
36
37                // One for each independent variable and one phantom variable at
38                // the beginning of operation sequence.
39                n_var = 1 + x.size();
40
41                // One operator for each independent variable and one to mark
42                // beginning of operation sequence.
43                n_opt = 1 + x.size();
44
45                // Create a variable that is is only used in the comparision operation
46                // (was optimized out until 2015-01-12).
47                Float a = 1. / x[0];
48                n_var += 1;
49                n_opt += 1;
50
51                // Create a variable that is used by the result
52                Float b = x[0] * 5.;
53                n_var += 1;
54                n_opt += 1;
55
56                // only one variable created for this comparison operation
57                // but the value depends on which branch is taken.
58                Float c;
59                if( a < x[0] )
60                        c = 2.0 * b;
61                else
62                        c = 3.0 * b;
63                n_var += 1;
64                n_opt += 1;
65
66                // Create a variable that is optimized out because it
67                // will always have the same value as b
68                Float d = 5. * x[0];
69                n_var += 1;
70                n_opt += 0;
71
72                // Create three variables that will be converted to one
73                // cumulative summation. Note that a is not connected to
74                // the result y (in the operation sequence).
75                y[0]   = 1.0 + b + c + d;
76                n_var += 3;
77                n_opt += 1;
78        }
79}
80
81bool optimize(void)
82{       bool ok = true;
83        using CppAD::AD;
84
85        // domain space vector
86        size_t n  = 1;
87        CPPAD_TESTVECTOR(AD<double>) ax(n);
88        ax[0] = 0.5;
89
90        // declare independent variables and start tape recording
91        CppAD::Independent(ax);
92
93        // range space vector
94        size_t m = 1;
95        CPPAD_TESTVECTOR(AD<double>) ay(m);
96        size_t n_var, n_opt;
97        fun(ax, ay, n_var, n_opt);
98
99        // create f: x -> y and stop tape recording
100        CppAD::ADFun<double> f(ax, ay);
101        ok &= (f.size_var() == n_var);
102
103        // Optimize the operation sequence
104        f.optimize();
105        ok &= (f.size_var() == n_opt);
106
107        // Check result for a zero order calculation for a different x,
108        // where the result of the comparison is he same.
109        CPPAD_TESTVECTOR(double) x(n), y(m), check(m);
110        x[0] = 0.75;
111        y    = f.Forward(0, x);
112        ok  &= f.CompareChange() == 0;
113        fun(x, check, n_var, n_opt);
114        ok  &= (y[0] == check[0]);
115
116        // Check case where result of the comparision is differnent
117        x[0] = 2.0;
118        y    = f.Forward(0, x);
119        ok  &= f.CompareChange() == 1;
120        fun(x, check, n_var, n_opt);
121        ok &= (y[0] != check[0]);
122
123        // re-tape at new x value, re-optimize, and re-evaluate forward
124        ax[0] = x[0];
125        CppAD::Independent(ax);
126        fun(ax, ay, n_var, n_opt);
127        f.Dependent(ax, ay);
128        f.optimize();
129        y   = f.Forward(0, x);
130        ok &= f.CompareChange() == 0;
131        ok &= (y[0] == check[0]);
132
133        return ok;
134}
135
136// END C++
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