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Improve lin_cons computation #286

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tmigot opened this issue Aug 8, 2022 · 0 comments · Fixed by #288
Closed

Improve lin_cons computation #286

tmigot opened this issue Aug 8, 2022 · 0 comments · Fixed by #288

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@tmigot
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tmigot commented Aug 8, 2022

I'm still thinking there must be a better way here. If we know which constraints are linear (which we do), we can evaluate them (and therefore also their Jacobian) only once and store it. Every subsequent evaluation is a matrix-vector product followed by a vector addition (or subtraction). We don't need to call CUTEst again.

Originally posted by @dpo in #284 (comment)

We should also compute the linear constraint within the function

function eval_lin_structure!(nlp::CUTEstModel)
so that cons_lin just do the matrix-vector product + vector.

@tmigot tmigot linked a pull request Aug 8, 2022 that will close this issue
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