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a2_vector to a3_vector arguments and results.
ran_likelihood_jac function was changed from having
a1_vector to a2_vector arguments and results.
sparse_hes
to using CppAD subgraph_jac_rev
applied to the gradient of the random likelihood @(@
f_u ( \theta , u )
@)@.
This resulted in the following difference in the ar1_xam.sh
:
before
initialize_seconds=34.16
,
after
initialize_seconds=0.82
.
The following settings in ar1_xam.sh where modified for this test:
number_random=50000
and
random_seed=123
.
cppad-20171215.
ar1_xam
initialize_seconds
from 2.5 to 1.0 (on one test system).
git for distributing the program.
use_atomic_cholesky
was yes.
This was because
the Eigen package was short circuiting operations when values were zero.
This caused the CppAD operation sequence to be incorrect for non-zero values
of the independent variables.
The initialize
routine has been changed to perturb zero values
to avoid this problem. This is not a bullet proof solution because
zero may result from calculations.
use_atomic_cholesky
was yes.
nan occurs in the random
objective, the corresponding source code is re-run with the random
effects corresponding to the last such occurrence.
This often provides more useful error messaging.
nan in the function
evaluation. This is similar to how optimize_fixed
works.
cmake.sh configuration flag log_fatal_error was removed.
intermediate_callback
function was added to the Ipopt example.
fixed_solution structure was changed to be public.
This was necessary because it is the type for the return
value of optimize_fixed
which is a public routine.
cppad_mixed.
Policy CMP0046 is not set: Error on non-existent dependency
ran_obj_tst was not defined in the statement
friend bool ::ran_obj_tst(void);
in the file include/cppad/mixed/cppad_mixed.hpp.
This has been fixed.
fixed_scale
to continue an optimization from where it left off.
ipopt_xam/ by returning and checking
the final solution for the primal variables.
bin/check_install.sh example.
hide_ipopt_scaling option
to the install configuration script run_cmake.sh
.
(This option was removed on 2018-02-10
.)
bin/check_install.sh example.
cppad-20170402.
This fixes a bug in the CppAD optimizer.
no_conditional_skip option to CppAD function optimization
when optimize_cppad_function
is yes.
cppad-20170320.
This gave a significant improvement in
optimize_fixed_seconds
for ar1_xam.cpp
and both
optimize_fixed_seconds
,
initialize_bytes
,
for capture_xam.cpp
.
This was due to a change in the way CppAD computes sparse Hessians
(see the heading 03-25 on the CppAD whats new page for 2017).
initialize return value are no longer
specified; see size_map
.
bool_sparsity
from information_mat
(use the corresponding derived_ctor
argument in its place).
cppad-20170320.
sparse_mat_info from the
public part of the cppad_mixed base_class
.
The intention here is to remove the private use
(not part of user API) slowly over time.
cppad-20170310
(has a sparse_rc
sizing constructor).
cppad_mixed class
to the CppAD::mixed namespace; see
typedef
.
a1d_vector and a2d_vector to
a1_vector and a2_vector respectively.
cppad-20170306. This fixes a bug in the sparsity pattern
efficiency and in the optimization of
conditional expressions in CppAD::ADFun<%Base%>% objects.
existing
argument
to the example install script.
bin/install_package.sh
scripts.)
extra_cxx_flags
has been changed to extra_cxx_flags
.
bin/install_omhelp.sh script
(this can be used to build the documentation for cppad_mixed.)
solution check failed warning was being output
because the check was not properly accounting for the scaling.
This has been fixed.
std::abs by mistake.
Change abs to fabs so this does not happen.
trace-adaptive field width
for step size from 7 to 11 characters
(so that exponential format fits in the field); see
derivative_test
.