[ADOL-C] ADOLC Speed Diff 1.8 vs 2.5.2

Scott Rasmussen @ Zaita scott at zaita.com
Tue Nov 18 16:32:40 EST 2014

Hey guys,

First thanks Christian for helping with my previous issue (I never got email 
link to reply).

I've been working on a new modeling system to replace CASAL (produced by NIWA in 
New Zealand). CASAL was built using ADOLC 1.8 in a custom solver (FMM). I've 
re-implemented this same solver with ADOLC 1.8 and 2.5 as different minimisers 
in my new model but the speed differences between the two is HUGE.

Minimisation with ADOLC 1.8 + FMM = 4 seconds
with ADOLC 2.5 + FMM = 2.5 minutes
with Numerical Diff (no autodiff) = 4 seconds

This is a simple model but the differences in ADOLC speed is amazing. My 
interface method with ADOLC is: http://pastebin.com/WGyZLRan
A single iteration with 2.5.2 takes 3-4 seconds. All binaries minimise to the 
same result.

Is there any reason why ADOLC 2.5 would be that much slower than 1.8?
Is there any way I can increase the speed of ADOLC?
I notice it writes to files A LOT and not a huge amount of data (any flags to 
keep this in memory?)


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