[ADOL-C] ADOLC Speed Diff 1.8 vs 2.5.2

[Kshitij Kulshreshtha]

Hello,

On 2014-11-18 22:32, Scott Rasmussen @ Zaita wrote:
> 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?)
> 

Please look at page 13 of the adolc-manual to control the buffer sizes,
which lead to writing files on disk.

Also, I notice that in your optimize() function you create the trace in
each iteration. Perhaps it is only necessary to create the tape in the
first (zeroth) iteration and then only use the calls function() and
gradient() in all other iterations. Operations using the adouble type
done between the calls to trace_on() and trace_off() are expensive, and
need not be repeated even if the evaluation point changes, unless your
objective function has branching. But having branching in the objective
function is bad for optimization purpose anyway.

Best regards
Kshitij

-- 
Dr. Kshitij Kulshreshtha

Institut für Mathematik,
Universität Paderborn,
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33098 Paderborn.

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