Skip to content

Construct explicit second-order AD for optimization BVPs #573

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Draft
ChrisRackauckas-Claude wants to merge 1 commit into
base: master
Choose a base branch
from
Draft

Construct explicit second-order AD for optimization BVPs #573

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 3 additions & 1 deletion lib/BoundaryValueDiffEqCore/Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
name = "BoundaryValueDiffEqCore"
uuid = "56b672f2-a5fe-4263-ab2d-da677488eb3a"
version = "2.7.4"
version = "2.7.5"
authors = ["Qingyu Qu <erikqqy123@gmail.com>"]

[deps]
Expand All @@ -9,6 +9,7 @@ Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
DifferentiationInterface = "a0c0ee7d-e4b9-4e03-894e-1c5f64a51d63"
ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
Integrals = "de52edbc-65ea-441a-8357-d3a637375a31"
LineSearch = "87fe0de2-c867-4266-b59a-2f0a94fc965b"
Expand All @@ -35,6 +36,7 @@ Adapt = "4.1.1"
ArrayInterface = "7.18"
ConcreteStructs = "0.2.3"
DiffEqBase = "6.213, 7"
DifferentiationInterface = "0.7.13"
ForwardDiff = "0.10.38, 1"
Integrals = "4.7.1, 5"
LineSearch = "0.1.4"
Expand Down
3 changes: 2 additions & 1 deletion lib/BoundaryValueDiffEqCore/src/BoundaryValueDiffEqCore.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,10 +2,11 @@ module BoundaryValueDiffEqCore

using Adapt: adapt
using ADTypes: ADTypes, AbstractADType, AutoSparse, AutoForwardDiff, AutoFiniteDiff,
AutoPolyesterForwardDiff
AutoPolyesterForwardDiff, AutoSymbolics, AutoZygote
using ArrayInterface: parameterless_type
using ConcreteStructs: @concrete
using DiffEqBase: DiffEqBase, solve
using DifferentiationInterface: SecondOrder
using ForwardDiff: ForwardDiff, pickchunksize
using Integrals: Integrals, IntegralProblem
using LinearAlgebra: LinearAlgebra, mul!
Expand Down
48 changes: 20 additions & 28 deletions lib/BoundaryValueDiffEqCore/src/internal_problems.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,19 @@
@inline __default_cost(::Nothing) = (x, p) -> 0.0
@inline __default_cost(f) = f

@inline __optimization_second_order_ad(ad) = SecondOrder(ad, ad)
@inline __optimization_second_order_ad(ad::SecondOrder) = ad
@inline __optimization_second_order_ad(ad::AutoZygote) = SecondOrder(AutoForwardDiff(), ad)
@inline __optimization_second_order_ad(ad::AutoSymbolics) = ad
@inline __optimization_second_order_ad(ad::SciMLBase.NoAD) = ad

@inline function __optimization_ad(diffmode, detector_diffmode = diffmode)
return AutoSparse(
__optimization_second_order_ad(get_dense_ad(diffmode)),
sparsity_detector = __default_sparsity_detector(detector_diffmode)
)
end

"""
__build_cost(fun, cache, mesh, M; tune_parameters = false, p = nothing)

Expand Down Expand Up @@ -119,10 +132,7 @@ function __construct_internal_problem(
else
optf = OptimizationFunction{true}(
cost_fun,
AutoSparse(
get_dense_ad(alg.jac_alg.nonbc_diffmode),
sparsity_detector = __default_sparsity_detector(alg.jac_alg.diffmode)
),
__optimization_ad(alg.jac_alg.nonbc_diffmode, alg.jac_alg.diffmode),
cons = loss,
cons_j = jac,
cons_jac_prototype = sparse(jac_prototype)
Expand Down Expand Up @@ -151,10 +161,7 @@ function __construct_internal_problem(
else
optf = OptimizationFunction{true}(
cost_fun,
AutoSparse(
get_dense_ad(alg.jac_alg.diffmode),
sparsity_detector = __default_sparsity_detector(alg.jac_alg.diffmode)
),
__optimization_ad(alg.jac_alg.diffmode),
cons = loss,
cons_j = jac,
cons_jac_prototype = sparse(jac_prototype)
Expand Down Expand Up @@ -184,10 +191,7 @@ function __construct_internal_problem(
else
optf = OptimizationFunction{iip}(
__default_cost(prob.f.cost),
AutoSparse(
get_dense_ad(alg.jac_alg.diffmode),
sparsity_detector = __default_sparsity_detector(alg.jac_alg.diffmode)
),
__optimization_ad(alg.jac_alg.diffmode),
cons = loss,
cons_j = jac,
cons_jac_prototype = sparse(jac_prototype)
Expand Down Expand Up @@ -227,10 +231,7 @@ function __construct_internal_problem(
else
optf = OptimizationFunction{true}(
__default_cost(prob.f.cost),
AutoSparse(
get_dense_ad(alg.jac_alg.nonbc_diffmode),
sparsity_detector = __default_sparsity_detector(alg.jac_alg.nonbc_diffmode)
),
__optimization_ad(alg.jac_alg.nonbc_diffmode),
cons = loss,
cons_j = jac,
cons_jac_prototype = sparse(jac_prototype)
Expand Down Expand Up @@ -258,10 +259,7 @@ function __construct_internal_problem(
else
optf = OptimizationFunction{true}(
__default_cost(prob.f.cost),
AutoSparse(
get_dense_ad(alg.jac_alg.diffmode),
sparsity_detector = __default_sparsity_detector(alg.jac_alg.nonbc_diffmode)
),
__optimization_ad(alg.jac_alg.diffmode, alg.jac_alg.nonbc_diffmode),
cons = loss,
cons_j = jac,
cons_jac_prototype = sparse(jac_prototype)
Expand Down Expand Up @@ -291,10 +289,7 @@ function __construct_internal_problem(
else
optf = OptimizationFunction{iip}(
__default_cost(prob.f.cost),
AutoSparse(
get_dense_ad(alg.jac_alg.nonbc_diffmode),
sparsity_detector = __default_sparsity_detector(alg.jac_alg.nonbc_diffmode)
),
__optimization_ad(alg.jac_alg.nonbc_diffmode),
cons = loss,
cons_j = jac,
cons_jac_prototype = sparse(jac_prototype)
Expand Down Expand Up @@ -322,10 +317,7 @@ function __construct_internal_problem(
else
optf = OptimizationFunction{true}(
__default_cost(prob.f),
AutoSparse(
get_dense_ad(alg.jac_alg.diffmode),
sparsity_detector = __default_sparsity_detector(alg.jac_alg.nonbc_diffmode)
),
__optimization_ad(alg.jac_alg.diffmode, alg.jac_alg.nonbc_diffmode),
cons = loss,
cons_j = jac,
cons_jac_prototype = sparse(jac_prototype)
Expand Down
6 changes: 4 additions & 2 deletions lib/BoundaryValueDiffEqMIRK/test/Core/mirk_basic_tests.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -643,7 +643,8 @@ end
simplependulum!, bc!, [pi / 2, pi / 2], tspan,
lcons = [-10.0, -10.0], ucons = [10.0, 10.0]
)
@test_nowarn sol = solve(prob, MIRK4(; optimize = IpoptOptimizer()), dt = 0.05)
sol = @test_nowarn solve(prob, MIRK4(; optimize = IpoptOptimizer()), dt = 0.05)
@test SciMLBase.successful_retcode(sol)
end

# https://github.com/SciML/BoundaryValueDiffEq.jl/pull/473
Expand All @@ -668,7 +669,8 @@ end
prob = BVProblem(
simplependulum!, bc!, [pi / 2, pi / 2], tspan
)
@test_nowarn solve(prob, MIRK4(; optimize = IpoptOptimizer()), dt = 0.05)
sol = @test_nowarn solve(prob, MIRK4(; optimize = IpoptOptimizer()), dt = 0.05)
@test SciMLBase.successful_retcode(sol)
end

@testset "Test initial guess" begin
Expand Down
Loading