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Squeezing out a few allocations #18

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Dec 18, 2024
Merged

Squeezing out a few allocations #18

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3615a8f
Squeezing out a few allocations
lassepe Dec 16, 2024
45fb38b
Don't allocate a new result buffer every time
lassepe Dec 16, 2024
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4 changes: 2 additions & 2 deletions src/AutoDiff.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -24,13 +24,13 @@ function _solve_jacobian_θ(mcp::MixedComplementarityProblems.PrimalDualMCP, sol
(; x, y, s, ϵ) = solution

∇F_z = let
∇F = MixedComplementarityProblems.get_result_buffer(mcp.∇F_z!)
∇F = mcp.∇F_z!.result_buffer
mcp.∇F_z!(∇F, x, y, s; θ, ϵ)
∇F
end

∇F_θ = let
∇F = MixedComplementarityProblems.get_result_buffer(mcp.∇F_θ!)
∇F = mcp.∇F_θ!.result_buffer
mcp.∇F_θ!(∇F, x, y, s; θ, ϵ)
∇F
end
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14 changes: 7 additions & 7 deletions src/solver.jl
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Expand Up @@ -27,7 +27,7 @@ function solve(
max_outer_iters = 50,
)
# Set up common memory.
∇F = get_result_buffer(mcp.∇F_z!)
∇F = mcp.∇F_z!.result_buffer
F = zeros(mcp.unconstrained_dimension + 2mcp.constrained_dimension)
δz = zeros(mcp.unconstrained_dimension + 2mcp.constrained_dimension)
δx = @view δz[1:(mcp.unconstrained_dimension)]
Expand All @@ -52,7 +52,7 @@ function solve(
# TODO! Can add some adaptive regularization.
mcp.F!(F, x, y, s; θ, ϵ)
mcp.∇F_z!(∇F, x, y, s; θ, ϵ)
δz .= -∇F \ F
δz .= (∇F \ F) .* -1

# Fraction to the boundary linesearch.
α_s = fraction_to_the_boundary_linesearch(s, δs; tol)
Expand All @@ -65,11 +65,11 @@ function solve(
end

# Update variables accordingly.
x += α_s * δx
s += α_s * δs
y += α_y * δy
@. x += α_s * δx
@. s += α_s * δs
@. y += α_y * δy

kkt_error = maximum(abs.(F))
kkt_error = norm(F, Inf)
inner_iters += 1
end

Expand All @@ -89,7 +89,7 @@ end
"""
function fraction_to_the_boundary_linesearch(v, δ; τ = 0.995, decay = 0.5, tol = 1e-4)
α = 1.0
while any(v + α * δ .< (1 - τ) * v)
while any(@. v + α * δ < (1 - τ) * v)
if α < tol
return NaN
end
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