[ADOL-C] sparse hessian & parameters & operator +=

[Andrea Walther]

Hi,

thanks very much for the hint!!

We will have a look at this as soon as possible.

Best regards

Andrea Walther

Am 23.06.2016 um 19:22 schrieb João Leal:
> Hello,
>
> I have a small program using Adol-c (adapted from the examples) to
> determine a sparse Hessian of a linear function using parameters with
> the new mkparam function.
>
> I have notice that if I use the operator += in my model then my program
> will produce an incorrect sparsity pattern for the hessian.
> If that operation is replaced with "x = x + ..." then it produces the
> correct result.
> I've checked my program with valgrind and nothing came up.
>
> I'm using adolc 2.6.0 in ubuntu 15.10.
>
> Here is the example program:
> //*************************************************************************************************
>
> #include <adolc/adolc.h>
> #include <adolc/sparse/sparsedrivers.h>
>
> using namespace std;
>
> #define tag 1
>
> adouble feval_ad(adouble *x) {
>     adouble res;
>
>     res = 0;
>     res += x[2] * x[0];
>     res += x[3] * x[1];
>
>     return res;
> }
>
> int main(int argc, char **argv) {
>     int n = 2;
>     std::vector<double> pars(2);
>     int nx = n + pars.size();
>
>     double f, x[nx];
>     adouble fad, xad[nx];
>     //double f, x[n];
>     //adouble fad, xad[n];
>
>     int i;
>
> /****************************************************************************/
> /*******                function evaluation
> ***************/
> /****************************************************************************/
>
>     for(i=0;i<n;i++)
>         x[i] = log(1.0+i);
>
>     /* Tracing of function f(x) */
>
>     trace_on(tag);
>     for(i=0;i<n;i++)
>         xad[i] <<= x[i];
>
>     for (i = n; i < nx; ++i) {
>        xad[i] = ::mkparam(pars[i - n]);
>     }
>
>     fad = feval_ad(xad);
>
>     fad >>= f;
>     trace_off();
>
>     printf("\n f = %e\n\n\n",f);
>
>
> /****************************************************************************/
> /*******       sparse Hessians, complete driver
> ***************/
> /****************************************************************************/
>
>     /* coordinate format for Hessian */
>     unsigned int    *rind  = NULL;
>     unsigned int    *cind  = NULL;
>     double *values = NULL;
>     int nnz;
>     int options[2];
>
>     options[0] = 0;          /*                               safe mode
> (default) */
>     options[1] = 0;          /*                       indirect recovery
> (default) */
>
>     ::set_param_vec(tag, pars.size(), pars.data());
>
>     sparse_hess(tag, n, 0, x, &nnz, &rind, &cind, &values, options);
>
>     printf("In sparse format:\n");
>     for (i=0;i<nnz;i++)
>         printf("%2d %2d %10.6f\n\n",rind[i],cind[i],values[i]);
>
>     free(rind); rind = NULL;
>     free(cind); cind = NULL;
>     free(values); values = NULL;
> }
> //*************************************************************************************************
>
> It prints out:
>
>
>  f = 0.000000e+00
>
>
> In sparse format:
>  0  0   0.000000
>
>  1  1   0.000000
>
>
> But the hessian shouldn't have any elements.
> Could anyone help me figure out the problem with my code?
>
> Thanks for your help!
>
> João Leal
>
>
>
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-- 
Prof. Dr. Andrea Walther
Lehrstuhl fuer Mathematik und ihre Anwendungen
Institut fuer Mathematik
Universitaet Paderborn
Warburger Str. 100
33098 Paderborn

Email: andrea.walther at uni-paderborn.de
Phone: ++49 5251 602721
Fax:   ++49 5251 603728

**********