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Type-safe modelling DSL, symbolic transformation, and code generation for solving optimization problems.

Home Page: https://github.com/McMasterU/HashedExpression

License: MIT License

Dockerfile 0.39% Makefile 0.80% Haskell 55.30% C 41.90% Python 0.14% Nix 1.46%
edsl haskell ipopt lbfgs lbfgs-b machine-learning optimization optimization-algorithms solvers symbolic symbolic-computation symbolic-differentiation type-level-programming type-safety

hashedexpression's People

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christopheranand avatar cschank avatar dalvescb avatar dandoh avatar ghhabib2 avatar jiwool0920 avatar kieranhenderson avatar manushp1304 avatar nasim91 avatar necried avatar padmapasupathi avatar

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hashedexpression's Issues

Change template to reuse computed value in objective / partial derivatives

Right now it appears templates like ipopt.c don't use evaluate_partial_derivates_and_objective, meaning that shared sub-expressions get recomputed inbetween calculating the objective / partials. Solution: pass evaluate_partial_derivatives_and_objective for both and use a global flag to check if it's already been computed per iteration?

support subexpression sharing for Ipopt template

We generate a method of doing combined computation, but we don't actually use it to help make Ipopt more efficient.

@dalvescb, to this end, we might be able to take advantage the new_x Boolean value provided by Ipopt to the eval_f, eval_grad_f, eval_g, eval_jac_g and eval_h functions, documented here as "false if any evaluation method (eval_*) was previously called with the same values in x, true otherwise. This can be helpful when users have efficient implementations that calculate multiple outputs at once. Ipopt internally caches results from the TNLP and generally, this flag can be ignored."

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