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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 2020

12-22
11-30
11-23
11-21
11-19
11-18
11-05
11-04
11-03
11-02
10-31
10-21
10-10
10-06
08-31
08-21
07-02
06-30
06-07
05-30
05-29
05-27
03-28
03-25
03-23
03-22
03-18
03-15
     API Change

12-22
  1. If build_type was debug, ipopt was creating a debug.out file. This file is no longer being created.
  2. Fix new warning generated by git-2.29.2 pull command.
  3. Build external packages in external sub-directory instead of build/external, so one can remove the build directory without possibly having to completely rebuild the externals.
  4. Better error messaging if an error occurs during example_install.sh .


11-30
  1. Add /opt/local to the list of prefixes that are searched for cholmod.h. This was necessary to get the install to work on a Mac system that uses ports.
  2. Improve the error messaging when example_install.sh fails.


11-23
Fix the pkg-config cppad_mixed.pc file by separating the private part of the libs and requires fields.

11-21
  1. Remove use of sudo when running example_install.sh as root.
  2. Use apt-get instead of apt to list installed debian packages (this avoids a warning when running example_install.sh).
  3. Fix searching for suitesparse library on debian systems. (It seems debian recently added the hardware type to the library path.)
  4. Use multi-process make to speed up the example_install.sh , and bin/ipopt_install.sh when more that one processor is available.


11-19
  1. The example_install.sh script was modified so that on Mac OS it uses the system version of lapack and gcc (instead of using the extra package manager to install them).
  2. The run_cmake.sh script, which is used by example_install.sh, was modified to automatically sets PKG_CONFIG_PATH.


11-18
Extend example_install.sh so it also works on mac with port .

11-05
Fix some problems with example_install.sh on mac OS using brew .

11-04
There was a problem with the make check command when cholmod.h was in the include directory (instead of a suitesparse subdirectory). This has been fixed.

11-03
  1. Change cppad_prefix to cmake_install_prefix .
  2. Remove eigen_prefix from run_cmake.sh . The example install script bin/install_eigen.sh uses the prefix cmake_install_prefix/eigen to install ipopt.
  3. The file cppad_mixed.pc was added to the installation.
  4. There were some unused variable warnings in the files cholmod_factor.cpp and ldlt_cholmod.cpp were fix when build_type was release. These have been fixed.


11-02
Remove ipopt_prefix from run_cmake.sh . The example bin/install_ipopt.sh uses the prefix cmake_install_prefix to install ipopt.

10-31
Extend example_install.sh so that it handles mac OS use brew .

10-21
Advance to cppad-20201021 (this fixes a warning on some compilers).

10-10
Fix a problem with bin/install_ipopt.sh. To be specific, it needs to run get.ASL and get.Mumps to get supplements to the ASL and Mumps git repositories.

10-06
  1. Change bin/install_ipopt.sh to install a shared version of the corresponding libraries (even if debug is enabled).
  2. Change the cppad_mixed base class destructor to be virtual so that deleting a derived class object calls it. This avoid compiler warnings under certain circumstances.
  3. Advance to eigen-3.3.7. One notable part of this conversion is that Eigen::Index is no longer int. The examples and tests were changed to remove this assumption.


08-31
Fix a bug in the computation of the first derivative of the fixed effects objective when ldlt_cholmod was yes. To be more specific, the permutation for the LDLT factor was being used where the inverse permutation was required.

08-21
The following improvements we made to the install process:
  1. Fix the check of ipopt_prefix in bin/example_install.sh.
  2. Fix bin/install_eigen.sh because eigen moved from bitbucket to gitlab.
  3. Change bin/install_ipopt.sh to directly run configure instead of using coinbrew.


07-02
Add the error_msg result to the sample_fixed and sample_random routines.

06-30
  1. API Change: The last (6th) argument to the sample_fixed function (the optimal random effects random_opt ) is no longer being used and has been removed.
  2. Improve error message when fixed effects information matrix is not positive definite during a sample_fixed call. In addition, always make this condition a fatal error.
  3. Change sample_fixed.cpp , capture_xam.cpp , and ar1_xam.cpp to use hes_fixed_obj (instead of the deprecated routine information_mat) to calculation the fixed effects information matrix hes_fixed_obj .


06-07
  1. Advance to ipopt-3.13.2 and cppad-20200606.
  2. Change the CppAD options used for optimizing cppad functions . This is intended to be an improvement for large problems, but the ar1_xam.sh and capture_xam.sh speed tests did not show much change.
  3. The ndebug_defined output was added to the capture_xam.cpp and ar1_xam.cpp examples.
  4. The following speed test parameters were increased: the number_random effects in ar1_xam.sh , the number_random effects in capture_xam.sh , the number_locations effects in capture_xam.sh


05-30
Some more improvements were made to the adaptive and trace-adaptive derivative_test options. To be specific, the scale of the function values (derivative values) were taking into account when checking derivatives (Hessians).

05-29
Add an error message when the Hessian with respect to the random effects is not positive definite during the initialization of the second order approximation for the objective, when quasi_fixed is false.

05-27
The adaptive and trace-adaptive derivative_test options were improved. To be specific, the larger step size was used unless significant improvement is achieved by a smaller step size. This reduces the amount of numerical round off to consider in the comparison.

03-28
The release version of the hes_random_obj routine would crash when there were no random effects. This has been fixed.

03-25
The debug version of the hes_random_obj routine would fail with an assert where there were no random effects. This has been changed so it returns an empty matrix (the same as the release version).

03-23
Change the notation 'total objective' to fixed effects objective and define the random effects objective .

03-22
  1. The specifications for the covariance of the random effect computed by sample_random was edited.
  2. information_mat was deprecated and replaced by hes_fixed_obj .
  3. The hes_random_obj routine was added.


03-18
It is no longer necessary to have the problem Lagrange multipliers in the solution argument to sample_fixed.

03-15
Change the sample_fixed routine to ignore all the constraints except where the lower and upper limits for a fixed effect are equal, constant fixed effects . This is an over estimate of the variance but is faster to calculate.

API Change
The new sample_fixed routine may result in samples that are not within the lower and upper limits for the fixed effects; fixed_lower and fixed_upper . You may want to modify these samples to be within these limits before you use them.
Input File: omh/whats_new/20.omh