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Change storage and evaluation point order. #5

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merged 2 commits into from
Apr 6, 2017
Merged

Change storage and evaluation point order. #5

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a4fda22
Change storage and evaluation point order.
pkofod Apr 5, 2017
d3179b8
Merge branch 'master' into pkm/orderchange
pkofod Apr 5, 2017
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6 changes: 3 additions & 3 deletions src/interface.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,7 @@ end
function _unchecked_gradient!(obj, x)
obj.g_calls .+= 1
copy!(obj.last_x_g, x)
obj.g!(x, obj.g)
obj.g!(obj.g, x)
end
function gradient!(obj::AbstractObjective, x)
if x != obj.last_x_g
Expand All @@ -35,7 +35,7 @@ function value_gradient!(obj::AbstractObjective, x)
obj.g_calls .+= 1
copy!(obj.last_x_f, x)
copy!(obj.last_x_g, x)
obj.f_x = obj.fg!(x, obj.g)
obj.f_x = obj.fg!(obj.g, x)
elseif x != obj.last_x_f
_unchecked_value!(obj, x)
elseif x != obj.last_x_g
Expand All @@ -47,7 +47,7 @@ end
function _unchecked_hessian!(obj::AbstractObjective, x)
obj.h_calls .+= 1
copy!(obj.last_x_h, x)
obj.h!(x, obj.H)
obj.h!(obj.H, x)
end
function hessian!(obj::AbstractObjective, x)
if x != obj.last_x_h
Expand Down
14 changes: 7 additions & 7 deletions src/objective_types.jl
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Expand Up @@ -25,14 +25,14 @@ end
# The user friendly/short form OnceDifferentiable constructor
function OnceDifferentiable(f, g!, fg!, x_seed)
g = similar(x_seed)
g!(x_seed, g)
g!(g, x_seed)
OnceDifferentiable(f, g!, fg!, f(x_seed), g, copy(x_seed), copy(x_seed), [1], [1])
end

# Automatically create the fg! helper function if only f and g! is provided
function OnceDifferentiable(f, g!, x_seed)
function fg!(x, storage)
g!(x, storage)
function fg!(storage, x)
g!(storage, x)
return f(x)
end
return OnceDifferentiable(f, g!, fg!, x_seed)
Expand All @@ -59,8 +59,8 @@ function TwiceDifferentiable{T}(f, g!, fg!, h!, x_seed::Array{T})
n_x = length(x_seed)
g = similar(x_seed)
H = Array{T}(n_x, n_x)
g!(x_seed, g)
h!(x_seed, H)
g!(g, x_seed)
h!(H, x_seed)
TwiceDifferentiable(f, g!, fg!, h!, f(x_seed),
g, H, copy(x_seed),
copy(x_seed), copy(x_seed), [1], [1], [1])
Expand All @@ -71,8 +71,8 @@ function TwiceDifferentiable{T}(f,
g!,
h!,
x_seed::Array{T})
function fg!(x::Vector, storage::Vector)
g!(x, storage)
function fg!(storage::Vector, x::Vector)
g!(storage, x)
return f(x)
end
return TwiceDifferentiable(f, g!, fg!, h!, x_seed)
Expand Down
4 changes: 2 additions & 2 deletions test/interface.jl
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Expand Up @@ -5,12 +5,12 @@
return exp((2.0 - x[1])^2) + exp((3.0 - x[2])^2)
end

function exponential_gradient!(x::Vector, storage::Vector)
function exponential_gradient!(storage::Vector, x::Vector)
storage[1] = -2.0 * (2.0 - x[1]) * exp((2.0 - x[1])^2)
storage[2] = -2.0 * (3.0 - x[2]) * exp((3.0 - x[2])^2)
end

function exponential_hessian!(x::Vector, storage::Matrix)
function exponential_hessian!(storage::Matrix, x::Vector)
storage[1, 1] = 2.0 * exp((2.0 - x[1])^2) * (2.0 * x[1]^2 - 8.0 * x[1] + 9)
storage[1, 2] = 0.0
storage[2, 1] = 0.0
Expand Down
4 changes: 2 additions & 2 deletions test/objective_types.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -5,12 +5,12 @@
return exp((2.0 - x[1])^2) + exp((3.0 - x[2])^2)
end

function exponential_gradient!(x::Vector, storage::Vector)
function exponential_gradient!(storage::Vector, x::Vector)
storage[1] = -2.0 * (2.0 - x[1]) * exp((2.0 - x[1])^2)
storage[2] = -2.0 * (3.0 - x[2]) * exp((3.0 - x[2])^2)
end

function exponential_hessian!(x::Vector, storage::Matrix)
function exponential_hessian!(storage::Matrix, x::Vector)
storage[1, 1] = 2.0 * exp((2.0 - x[1])^2) * (2.0 * x[1]^2 - 8.0 * x[1] + 9)
storage[1, 2] = 0.0
storage[2, 1] = 0.0
Expand Down