Use SymbolicTracingUtils.jl

Project.toml

@@ -7,25 +7,23 @@ version = "0.1.4"
 BlockArrays = "8e7c35d0-a365-5155-bbbb-fb81a777f24e"
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
-FastDifferentiation = "eb9bf01b-bf85-4b60-bf87-ee5de06c00be"
 FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
-Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
+SymbolicTracingUtils = "77ddf47f-b2ab-4ded-95ee-54f4fa148129"
 TrajectoryGamesBase = "ac1ac542-73eb-4349-ae1b-660ab3609574"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [compat]
 BlockArrays = "0.16.43, 1"
 ChainRulesCore = "1.25.0"
 DataStructures = "0.18.20"
-FastDifferentiation = "0.4.2"
 FiniteDiff = "2.26.2"
 ForwardDiff = "0.10.38"
 LinearAlgebra = "1.11.0"
 SparseArrays = "1.11.0"
-Symbolics = "6.19.0"
+SymbolicTracingUtils = "0.1.1"
 TrajectoryGamesBase = "0.3.10"
 Zygote = "0.6.73"
 julia = "1.11"

src/AutoDiff.jl

@@ -13,6 +13,7 @@ using ..MixedComplementarityProblems: MixedComplementarityProblems
 using ChainRulesCore: ChainRulesCore
 using ForwardDiff: ForwardDiff
 using LinearAlgebra: LinearAlgebra
+using SymbolicTracingUtils: SymbolicTracingUtils
 
 function _solve_jacobian_θ(mcp::MixedComplementarityProblems.PrimalDualMCP, solution, θ)
     !isnothing(mcp.∇F_θ!) || throw(

src/MixedComplementarityProblems.jl

@@ -1,14 +1,11 @@
 module MixedComplementarityProblems
 
 using SparseArrays: SparseArrays
-using FastDifferentiation: FastDifferentiation as FD
-using Symbolics: Symbolics
 using LinearAlgebra: LinearAlgebra, I, norm, eigvals
 using BlockArrays: blocks, blocksizes
 using TrajectoryGamesBase: to_blockvector
+using SymbolicTracingUtils: SymbolicTracingUtils as SymbolicTracingUtils
 
-include("SymbolicUtils.jl")
-include("sparse_utils.jl")
 include("mcp.jl")
 include("solver.jl")
 include("game.jl")

src/game.jl

@@ -43,13 +43,21 @@ function ParametricGame(;
 
     # Define primal and dual variables for the game, and game parameters..
     # Note that BlockArrays can handle blocks of zero size.
-    backend = SymbolicUtils.SymbolicsBackend()
-    x = SymbolicUtils.make_variables(backend, :x, sum(dims.x)) |> to_blockvector(dims.x)
-    λ = SymbolicUtils.make_variables(backend, :λ, sum(dims.λ)) |> to_blockvector(dims.λ)
-    μ = SymbolicUtils.make_variables(backend, :μ, sum(dims.μ)) |> to_blockvector(dims.μ)
-    λ̃ = SymbolicUtils.make_variables(backend, :λ̃, dims.λ̃)
-    μ̃ = SymbolicUtils.make_variables(backend, :μ̃, dims.μ̃)
-    θ = SymbolicUtils.make_variables(backend, :θ, sum(dims.θ)) |> to_blockvector(dims.θ)
+    backend = SymbolicTracingUtils.SymbolicsBackend()
+    x =
+        SymbolicTracingUtils.make_variables(backend, :x, sum(dims.x)) |>
+        to_blockvector(dims.x)
+    λ =
+        SymbolicTracingUtils.make_variables(backend, :λ, sum(dims.λ)) |>
+        to_blockvector(dims.λ)
+    μ =
+        SymbolicTracingUtils.make_variables(backend, :μ, sum(dims.μ)) |>
+        to_blockvector(dims.μ)
+    λ̃ = SymbolicTracingUtils.make_variables(backend, :λ̃, dims.λ̃)
+    μ̃ = SymbolicTracingUtils.make_variables(backend, :μ̃, dims.μ̃)
+    θ =
+        SymbolicTracingUtils.make_variables(backend, :θ, sum(dims.θ)) |>
+        to_blockvector(dims.θ)
 
     # Build symbolic expressions for objectives and constraints.
     fs = map(problems, blocks(θ)) do p, θi
@@ -70,7 +78,7 @@ function ParametricGame(;
         L =
             f - (isnothing(g) ? 0 : sum(λi .* g)) - (isnothing(h) ? 0 : sum(μi .* h)) - (isnothing(g̃) ? 0 : sum(λ̃ .* g̃)) -
             (isnothing(h̃) ? 0 : sum(μ̃ .* h̃))
-        SymbolicUtils.gradient(L, xi)
+        SymbolicTracingUtils.gradient(L, xi)
     end
 
     # Build MCP representation.

src/mcp.jl

@@ -31,12 +31,12 @@ function PrimalDualMCP(
     constrained_dimension,
     parameter_dimension,
     compute_sensitivities = false,
-    backend = SymbolicUtils.SymbolicsBackend(),
+    backend = SymbolicTracingUtils.SymbolicsBackend(),
     backend_options = (;),
 )
-    x_symbolic = SymbolicUtils.make_variables(backend, :x, unconstrained_dimension)
-    y_symbolic = SymbolicUtils.make_variables(backend, :y, constrained_dimension)
-    θ_symbolic = SymbolicUtils.make_variables(backend, :θ, parameter_dimension)
+    x_symbolic = SymbolicTracingUtils.make_variables(backend, :x, unconstrained_dimension)
+    y_symbolic = SymbolicTracingUtils.make_variables(backend, :y, constrained_dimension)
+    θ_symbolic = SymbolicTracingUtils.make_variables(backend, :θ, parameter_dimension)
     G_symbolic = G(x_symbolic, y_symbolic; θ = θ_symbolic)
     H_symbolic = H(x_symbolic, y_symbolic; θ = θ_symbolic)
 
@@ -60,17 +60,17 @@ function PrimalDualMCP(
     θ_symbolic::Vector{T};
     compute_sensitivities = false,
     backend_options = (;),
-) where {T<:Union{FD.Node,Symbolics.Num}}
+) where {T<:Union{SymbolicTracingUtils.FD.Node,SymbolicTracingUtils.Symbolics.Num}}
     # Create symbolic slack variable `s` and parameter `ϵ`.
-    if T == FD.Node
-        backend = SymbolicUtils.FastDifferentiationBackend()
+    if T == SymbolicTracingUtils.FD.Node
+        backend = SymbolicTracingUtils.FastDifferentiationBackend()
     else
-        @assert T === Symbolics.Num
-        backend = SymbolicUtils.SymbolicsBackend()
+        @assert T === SymbolicTracingUtils.Symbolics.Num
+        backend = SymbolicTracingUtils.SymbolicsBackend()
     end
 
-    s_symbolic = SymbolicUtils.make_variables(backend, :s, length(y_symbolic))
-    ϵ_symbolic = only(SymbolicUtils.make_variables(backend, :ϵ, 1))
+    s_symbolic = SymbolicTracingUtils.make_variables(backend, :s, length(y_symbolic))
+    ϵ_symbolic = only(SymbolicTracingUtils.make_variables(backend, :ϵ, 1))
     z_symbolic = [x_symbolic; y_symbolic; s_symbolic]
 
     F_symbolic = [
@@ -80,7 +80,7 @@ function PrimalDualMCP(
     ]
 
     F! = let
-        _F! = SymbolicUtils.build_function(
+        _F! = SymbolicTracingUtils.build_function(
             F_symbolic,
             x_symbolic,
             y_symbolic,
@@ -95,8 +95,8 @@ function PrimalDualMCP(
     end
 
     ∇F_z! = let
-        ∇F_symbolic = SymbolicUtils.sparse_jacobian(F_symbolic, z_symbolic)
-        _∇F! = SymbolicUtils.build_function(
+        ∇F_symbolic = SymbolicTracingUtils.sparse_jacobian(F_symbolic, z_symbolic)
+        _∇F! = SymbolicTracingUtils.build_function(
             ∇F_symbolic,
             x_symbolic,
             y_symbolic,
@@ -108,8 +108,9 @@ function PrimalDualMCP(
         )
 
         rows, cols, _ = SparseArrays.findnz(∇F_symbolic)
-        constant_entries = get_constant_entries(∇F_symbolic, z_symbolic)
-        SparseFunction(
+        constant_entries =
+            SymbolicTracingUtils.get_constant_entries(∇F_symbolic, z_symbolic)
+        SymbolicTracingUtils.SparseFunction(
             (result, x, y, s; θ, ϵ) -> _∇F!(result, x, y, s, θ, ϵ),
             rows,
             cols,
@@ -121,8 +122,8 @@ function PrimalDualMCP(
     ∇F_θ! =
         !compute_sensitivities ? nothing :
         let
-            ∇F_symbolic = SymbolicUtils.sparse_jacobian(F_symbolic, θ_symbolic)
-            _∇F! = SymbolicUtils.build_function(
+            ∇F_symbolic = SymbolicTracingUtils.sparse_jacobian(F_symbolic, θ_symbolic)
+            _∇F! = SymbolicTracingUtils.build_function(
                 ∇F_symbolic,
                 x_symbolic,
                 y_symbolic,
@@ -134,8 +135,9 @@ function PrimalDualMCP(
             )
 
             rows, cols, _ = SparseArrays.findnz(∇F_symbolic)
-            constant_entries = get_constant_entries(∇F_symbolic, θ_symbolic)
-            SparseFunction(
+            constant_entries =
+                SymbolicTracingUtils.get_constant_entries(∇F_symbolic, θ_symbolic)
+            SymbolicTracingUtils.SparseFunction(
                 (result, x, y, s; θ, ϵ) -> _∇F!(result, x, y, s, θ, ϵ),
                 rows,
                 cols,
@@ -156,11 +158,11 @@ function PrimalDualMCP(
     upper_bounds::Vector;
     parameter_dimension,
     compute_sensitivities = false,
-    backend = SymbolicUtils.SymbolicsBackend(),
+    backend = SymbolicTracingUtils.SymbolicsBackend(),
     backend_options = (;),
 )
-    z_symbolic = SymbolicUtils.make_variables(backend, :z, length(lower_bounds))
-    θ_symbolic = SymbolicUtils.make_variables(backend, :θ, parameter_dimension)
+    z_symbolic = SymbolicTracingUtils.make_variables(backend, :z, length(lower_bounds))
+    θ_symbolic = SymbolicTracingUtils.make_variables(backend, :θ, parameter_dimension)
     K_symbolic = K(z_symbolic; θ = θ_symbolic)
 
     PrimalDualMCP(
@@ -185,7 +187,7 @@ function PrimalDualMCP(
     upper_bounds::Vector;
     compute_sensitivities = false,
     backend_options = (;),
-) where {T<:Union{FD.Node,Symbolics.Num}}
+) where {T<:Union{SymbolicTracingUtils.FD.Node,SymbolicTracingUtils.Symbolics.Num}}
     @assert all(isinf.(upper_bounds)) && all(isinf.(lower_bounds) .|| lower_bounds .== 0)
 
     unconstrained_indices = findall(isinf, lower_bounds)