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@(@\newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\W}[1]{ \; #1 \; }@)@ This is cppad_mixed--20220519 documentation: Here is a link to its current documentation .
Changes and Additions to cppad_mixed During 2018

10-08
09-25
08-30
08-27
08-22
08-20
08-18
08-09
08-08
07-25
07-12
06-30
06-29
06-20
06-14
06-09
06-04
05-21
05-07
05-03
04-06
03-22
03-10
02-20
02-12
02-11
02-10
02-08
02-07
02-05
01-23
01-22
01-21
01-15
01-14

10-08
  1. Remove partial Newton step wish list item (implemented on 2018-06-30 ).
  2. Add multi-threading wish list item.


09-25
Advance to cppad-20180925. This enabled us to remove the need for two and three levels of AD; i.e. a2_double and a3_double. The arguments and results for the ran_likelihood function are now a1_vector objects instead of a3_vector objects.

08-30
API: Remove the user defined versions of the Jacobian and Hessian of the random likelihood with respect to the random effects; ran_likelihood_jac and ran_likelihood_hes. These functions are no longer part of the API and are not used (even if defined by the user).

08-27
Advance to cppad-20180827

08-22
API: Change the type CppAD::mixed::sparse_rcv to d_sparse_rcv to better be more consistent with the other CppAD mixed type definitions . This will require some minor changes to the user's code. For example, in the constructor for the derived class, the type for A_rcv has changed from sparse_rcv to d_sparse_rcv.

08-20
Advance to cppad-20180820 (this version has optimization of dynamic parameters).

08-18
  1. Advance to cppad-20810818.
  2. Use Cppad dynamic parameters (new feature) to speed up the computation of the Hessian of the objective (when quasi_fixed is true). Cppad needs to improve its optimization of dynamic parameter calculations. For example, the optimized tapes that compute the Hessian of H(beta, theta, u) are larger when (theta, u) are dynamic parameters than when they are variables. These tapes are about the same size before being optimized.


08-09
Advance to cppad-20810809. This fixed valgrind warnings and a bug in cppad.

08-08
Advance to cppad-20810730. This resulted is and speed improvement for the current version of the ar1_xam.sh and capture_xam.sh tests.

07-25
  1. Add discussion of why the default eigen_prefix in bin/run_cmake.shis different from the other prefixes.
  2. Change the name cppad_cxx_flags to extra_cxx_flags .
  3. Improve discussion of the paths needed during and after the install process.
  4. Improve detection (during the install ) of when the default settings for extra_cxx_flags do not work.


07-12
  1. The fixed effects optimization will not try to backup and recover when max_iter is minus one for the fixed effects. In addition, when running the debug (release) version, errors during initialize will result in an runtime error (call to fatal_error ). This will gives the user the choice to seem the source code where the error was detected when build_type is debug.
  2. Improve documentation for quasi_fixed .


06-30
  1. Implement the partial Newton step update in definition of the second order accurate approximation for the optimal random effects W(beta, theta, u) . This should lead to a large improvement when the Hessian of the random likelihood with respect to the random effects is sparse.
  2. The checkpoint_newton_step setting in run_cmake.sh has been removed.


06-29
Advance to cppad-20180627.

06-20
Advance to cppad-20180620. This should use increase speed and use less memory during the optimization of cppad functions; see optimize_cppad_function .

06-14
  1. Some systems installs of suitesparse install cholmod.h in the systems include path instead of a suitesparse subdirector of the system include path. The install of cppad_mixed now automatically detects both these cases.
  2. Advance to cppad-20180613. This should use less memory during the optimization of cppad functions; see optimize_cppad_function .


06-09
  1. Change the suitesparse library from a special requirement (using bin/install_suitesparse.sh) to a system requirement .
  2. The replace option for the existing argument to bin/example_install.sh was not working. This has been fixed.


06-04
Advance to using cppad-20180604 . This will probably have no effect but might reduce the amount of memory cppad_mixed uses.

05-21
Advance to using cppad-20180521 . This should reduce the amount of memory cppad_mixed uses.

05-07
Advance to using cppad-20180507 . This should both increase the speed of cppad_mixed and reduce the amount of memory it uses.

05-03
Advance to using cppad-20180503 . This should reduce the amount of memory used by cppad_mixed, without adversely affecting its speed.

04-06
The limited_memory_max_history setting used to be forbidden as an fixed_ipopt_option because it was chosen by cppad_mixed. This has been changed and now the user can choose this ipopt option.

03-22
In the wish list, remove the Student's t item and change the sparse_matrix item.

03-10
The install download procedure was changed to use the following command to determine the version number: 
 
     grep '^SET(cppad_mixed_version' CMakeLists.txt

02-20
Some function declarations for friends in cppad_mixed.hpp were missing. This has been fixed.

02-12
Add more discussion of fixed_scale .

02-11
Avoid warning: 'obj_factor_scaled' may be used uninitialized in eval_h on some systems.

02-10
  1. The hide_ipopt_scaling option was removed from the cmake command and the scaling is always hidden from ipopt.
  2. Improve discussion of the fixed_scale argument to the optimize_fixed function.


02-08
There was a bug in computing the second derivative of the objective when the fix_likelihood had absolute value terms in its negative log-density vector . This has been fixed.

02-07
  1. Change the adaptive and trace-adaptive derivative_test options so they check that components of the Jacobian, evaluated by eval_jac_g in ipopt_fixed_eval_jac_g, that are not in the sparsity pattern, are zero.
  2. Change adaptive derivative check to test Hessian evaluated by eval_h in ipopt_fixed_eval_h, when quasi_fixed is false.
  3. Change the ipopt eval_h documentation to specify either upper or lower triangle; e.g., see iRow in ipopt_xam_eval_h.


02-05
  1. The scaling of the fixed effects optimization has been changed to not include components of the fixed effects for which the lower and upper limits are equal; see fixed_scale .
  2. Reduce the changes of a random failure (false negative result) during the testing of lasso.cpp .


01-23
There was a mistake in the removal of use_atomic_cholesky ; see 01-21 below. This has been fixed.

01-22
Improve the instructions for combining both debug and release versions of cppad_mixed on the same system.

01-21
Remove the use_atomic_cholesky option from the cmake script.

01-15
The flags -Wpedantic, -Wshadow and -Wconversion were added to the default value of extra_cxx_flags . In addition, fix the corresponding warning messages generated by gcc during the cppad_mixed part of the instal process.

01-14
Change the ran_likelihood_hes.cpp example to use the offset log normal distribution and eliminate the chance of random failure during its test.
Input File: omh/whats_new/18.omh