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#include <math.h> |
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#include <errno.h> |
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#include <stdarg.h> |
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#include <utilities/ascConfig.h> |
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#include <utilities/ascMalloc.h> |
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#include <utilities/ascPanic.h> |
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#include <general/list.h> |
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#include <general/dstring.h> |
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#include "compiler.h" |
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#include "symtab.h" |
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#include "functype.h" |
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#include "safe.h" |
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#include "fractions.h" |
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#include "dimen.h" |
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#include "expr_types.h" |
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#include "vlist.h" |
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#include "dimen_io.h" |
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#include "instance_enum.h" |
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#include "find.h" |
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#include "atomvalue.h" |
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#include "instance_name.h" |
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#include "extfunc.h" |
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#include "relation_type.h" |
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#include "rel_blackbox.h" |
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#include "relation.h" |
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#include "relation_util.h" |
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#include "instance_io.h" |
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#include "instquery.h" |
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#include "visitinst.h" |
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#include "mathinst.h" |
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#include "extcall.h" /* for copy/destroy speciallist */ |
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#include "packages.h" /* for init slv interp */ |
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|
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static int32 ArgsDifferent(double new, double old, double tol) |
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{ |
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if (fabs(new - old) > fabs(tol)) { |
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return 1; |
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} else { |
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return 0; |
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} |
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} |
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|
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/*------------------------------------------------------------------------------ |
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RESIDUAL AND GRADIENT EVALUATION ROUTINES |
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*/ |
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|
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/* |
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Note: |
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Assume a function in c/fortran that computes yhat(x), |
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aka func(inputs_x, outputs_yhat);. |
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This is fit into the ascend world by associating |
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inputs_x directly to ascend variables and defining |
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the ascend variables y in the outer model. |
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The residual of the blackbox equations in the ascend model |
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is y-yhat. The gradient is I - dyhat/dx, where dyhat/dx |
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is the reduced jacobian of the blackbox. |
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*/ |
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int BlackBoxCalcResidGrad(struct Instance *i, double *res, double *gradient, struct relation *r) |
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{ |
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int residErr = 0; |
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int gradErr = 0; |
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|
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residErr = BlackBoxCalcResidual(i, res, r); |
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gradErr = BlackBoxCalcGradient(i, gradient, r); |
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return (int)(fabs(residErr) + fabs(gradErr)); |
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} |
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|
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/* |
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Note: |
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Assume a function in c/fortran that computes yhat(x), |
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aka func(inputs_x, outputs_yhat);. |
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This is fit into the ascend world by associating |
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inputs_x directly to ascend variables and defining |
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the ascend variables y in the outer model. |
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The residual of the blackbox equations in the ascend model |
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is y-yhat. The gradient is I - dyhat/dx, where dyhat/dx |
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is the reduced jacobian of the blackbox. |
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*/ |
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int BlackBoxCalcResidual(struct Instance *i, double *res, struct relation *r) |
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{ |
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/* decls */ |
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unsigned long *argToVar; |
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unsigned long c; |
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unsigned long argToVarLen; |
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struct BlackBoxData *unique; |
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struct BlackBoxCache *common; |
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struct ExternalFunc *efunc; |
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ExtBBoxFunc *evalFunc; |
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int lhsVar; |
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int outputIndex; |
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struct Instance *arg; |
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double value; |
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double inputTolerance; |
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int updateNeeded; |
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int nok = 0; |
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|
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/* impl setup */ |
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ERROR_REPORTER_HERE(ASC_PROG_WARNING,"Blackbox evaluation is experimental (%s)",__FUNCTION__); |
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(void)i; |
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efunc = RelationBlackBoxExtFunc(r); |
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unique = RelationBlackBoxData(r); |
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common = RelationBlackBoxCache(r); |
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argToVar = unique->inputArgs; |
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argToVarLen = common->inputsLen; |
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lhsVar = unique->lhsvar; |
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outputIndex = unique->lhsindex; |
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evalFunc = GetValueFunc(efunc); |
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inputTolerance = GetValueFuncTolerance(efunc); |
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updateNeeded = 0; |
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|
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/* impl: |
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check input values changed. |
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if changed, recompute output values. |
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compute y - yhat for lhsvar. |
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*/ |
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/* check: */ |
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if (common->residCount < 1) { |
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updateNeeded = 1; |
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} else { |
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for (c=0; c < argToVarLen ; c++) { |
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arg = RelationVariable(r,argToVar[c]); |
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value = RealAtomValue(arg); |
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if (ArgsDifferent(value, common->inputs[c], inputTolerance)) { |
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updateNeeded = 1; |
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break; |
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} |
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} |
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} |
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/* recompute */ |
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if (updateNeeded) { |
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for (c=0; c < argToVarLen ;c++) { |
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arg = RelationVariable(r,argToVar[c]); |
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value = RealAtomValue(arg); |
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common->inputs[c] = value; |
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} |
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common->interp.task = bb_func_eval; |
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|
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nok = (*evalFunc)(&(common->interp), |
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common->inputsLen, |
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common->outputsLen, |
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common->inputs, |
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common->outputs, |
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common->jacobian); |
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common->residCount++; |
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} |
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value = common->outputs[outputIndex]; |
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|
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/* return lhsval - value */ |
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arg = RelationVariable(r,lhsVar); |
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*res = RealAtomValue(arg) - value; |
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return nok; |
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|
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} |
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|
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/** |
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Calculate the gradient (slice of the overall jacobian) for the blackbox. |
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|
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The tricky bit in this is that if input or output args are merged, |
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their partial derivatives get summed and the solver at least gets |
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what it deserves, which may or may not be sane in a modeling sense. |
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|
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Implementation: |
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# check input values changed. |
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# if changed, recompute gradient in bbox. |
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# compute gradient per varlist from bbox row. |
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*/ |
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|
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int blackbox_fdiff(ExtBBoxFunc *resfn, struct BBoxInterp *interp |
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, int ninputs, int noutputs |
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, double *inputs, double *outputs, double *jac |
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); |
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|
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int BlackBoxCalcGradient(struct Instance *i, double *gradient |
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, struct relation *r |
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){ |
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/* decls */ |
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unsigned long *argToVar; |
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unsigned long c, varlistLen; |
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unsigned long argToVarLen; |
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struct BlackBoxData *unique; |
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struct BlackBoxCache *common; |
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struct ExternalFunc *efunc; |
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ExtBBoxFunc *derivFunc; |
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int lhsVar; |
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int outputIndex; |
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struct Instance *arg; |
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double value; |
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double inputTolerance; |
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double *bboxRow; |
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int updateNeeded, offset; |
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unsigned int k; |
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int nok = 0; |
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|
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/* prepare */ |
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ERROR_REPORTER_HERE(ASC_PROG_WARNING,"Blackbox gradient is experimental (%s)",__FUNCTION__); |
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(void)i; |
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efunc = RelationBlackBoxExtFunc(r); |
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unique = RelationBlackBoxData(r); |
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common = RelationBlackBoxCache(r); |
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argToVar = unique->inputArgs; |
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argToVarLen = common->inputsLen; |
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lhsVar = unique->lhsvar; |
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outputIndex = unique->lhsindex; |
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derivFunc = GetDerivFunc(efunc); |
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inputTolerance = GetValueFuncTolerance(efunc); |
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updateNeeded = 0; |
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varlistLen = NumberVariables(r); |
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|
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/* do we need to calculate? */ |
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if(common->gradCount < 1){ |
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updateNeeded = 1; |
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}else{ |
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for(c=0; c<argToVarLen; c++){ |
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arg = RelationVariable(r,argToVar[c]); |
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value = RealAtomValue(arg); |
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if (ArgsDifferent(value, common->inputsJac[c], inputTolerance)) { |
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updateNeeded = 1; |
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break; |
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} |
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} |
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} |
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|
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/* if inputs have changed more than allowed, or it's first time: evaluate */ |
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if (updateNeeded) { |
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for (c=0; c < argToVarLen ;c++) { |
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arg = RelationVariable(r,argToVar[c]); |
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value = RealAtomValue(arg); |
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common->inputsJac[c] = value; |
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} |
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common->interp.task = bb_deriv_eval; |
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|
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if(derivFunc){ |
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nok = (*derivFunc)( |
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&(common->interp) |
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, common->inputsLen, common->outputsLen |
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, common->inputsJac, common->outputs, common->jacobian |
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); |
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}else{ |
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CONSOLE_DEBUG("COMPUTING FINITE-DIFFERENCE BLACK-BOX DERIVATIVE"); |
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|
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nok = blackbox_fdiff(GetValueFunc(efunc), &(common->interp) |
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, common->inputsLen, common->outputsLen |
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, common->inputsJac, common->outputs, common->jacobian |
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); |
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} |
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common->gradCount++; |
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} |
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|
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for (k = 0; k < varlistLen; k++) { |
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gradient[k] = 0.0; |
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} |
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|
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/* now compute d(y-yhat)/dx for this row as ( I - dyhat/dx ) */ |
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k = lhsVar-1; |
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gradient[k] = 1.0; /* I */ |
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offset = common->inputsLen * outputIndex; /* offset to row needed. */ |
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bboxRow = common->jacobian + offset; /* pointer to row by ptr arithmetic */ |
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for (c=0; c < argToVarLen; c++) { |
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k = ((int)(argToVar[c])) - 1; /* varnum is 1..n, not 0 .*/ |
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gradient[k] -= bboxRow[c]; |
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} |
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|
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return nok; |
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} |
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|
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struct Instance *BlackBoxGetOutputVar(struct relation *r) |
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{ |
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assert(r != NULL); |
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/* unsigned long lhsVarNumber; */ |
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/** @TODO FIXME BlackBoxGetOutputVar */ |
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return NULL; |
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} |
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|
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struct BlackBoxData *CreateBlackBoxData(struct BlackBoxCache *common, |
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unsigned long lhsindex, |
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unsigned long lhsVarNumber) |
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{ |
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struct BlackBoxData *b = (struct BlackBoxData *)malloc(sizeof(struct BlackBoxData)); |
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assert(common!=NULL); |
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b->common = common; |
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AddRefBlackBoxCache(common); |
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b->inputArgs = (unsigned long *)ascmalloc(sizeof(long) * (common->inputsLen)); |
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b->lhsindex = lhsindex; |
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b->lhsvar = lhsVarNumber; |
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return b; |
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} |
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|
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void DestroyBlackBoxData(struct relation *rel, struct BlackBoxData *b) |
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{ |
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b->lhsindex = -(b->lhsindex); |
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b->lhsvar = 0; |
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ascfree(b->inputArgs); |
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b->inputArgs = NULL; |
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DeleteRefBlackBoxCache(rel, &(b->common)); |
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ascfree(b); |
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} |
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|
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/*------------------------------------------------------------------------------ |
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BLACKBOX GRADIENT BY FINITE-DIFFERENCE |
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*/ |
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|
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/** |
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This function works out what the peturbed value for a variable should be. |
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|
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@TODO add some awareness of boundaries in this, hopefully. |
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*/ |
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static inline double blackbox_peturbation(double varvalue){ |
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return (1.0e-05); |
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} |
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|
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/** |
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Blackbox derivatives estimated by finite difference (by evaluation at |
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peturbed value of each input in turn) |
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|
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Call signature as for ExtBBoxFunc. |
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*/ |
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int blackbox_fdiff(ExtBBoxFunc *resfn, struct BBoxInterp *interp |
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, int ninputs, int noutputs |
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, double *inputs, double *outputs, double *jac |
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){ |
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long c,r; |
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int nok = 0; |
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double *tmp_outputs; |
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double *ptr; |
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double old_x,deltax,value; |
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|
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CONSOLE_DEBUG("NUMERICAL DERIVATIVE..."); |
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|
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tmp_outputs = ASC_NEW_ARRAY_CLEAR(double,noutputs); |
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|
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for (c=0;c<ninputs;c++){ |
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/* perturb each input in turn */ |
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old_x = inputs[c]; |
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deltax = blackbox_peturbation(old_x); |
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inputs[c] = old_x + deltax; |
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CONSOLE_DEBUG("PETURBATED VALUE of input[%ld] = %f",c,inputs[c]); |
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|
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/* call routine. note that the 'jac' parameter is just along for the ride */ |
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nok = (*resfn)(interp, ninputs, noutputs, inputs, tmp_outputs, jac); |
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if(nok){ |
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CONSOLE_DEBUG("External evaluation error (%d)",nok); |
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break; |
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} |
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|
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/* fill load jacobian */ |
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ptr = &jac[c]; |
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for(r=0;r<noutputs;r++){ |
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value = (tmp_outputs[r] - outputs[r]) / deltax; |
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CONSOLE_DEBUG("output[%ld]: value = %f, gradient = %f",r,tmp_outputs[r],value); |
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*ptr = value; |
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ptr += ninputs; |
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} |
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|
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/* now return this input to its old value */ |
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inputs[c] = old_x; |
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} |
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ASC_FREE(tmp_outputs); |
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if(nok){ |
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CONSOLE_DEBUG("External evaluation error"); |
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} |
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return nok; |
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|
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} |
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|
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/*------------------------------------------------------------------------------ |
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BLACK BOX CACHE |
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*/ |
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|
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#define JACMAGIC -3.141592071828 |
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struct BlackBoxCache *CreateBlackBoxCache( |
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int32 inputsLen, |
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int32 outputsLen, |
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struct gl_list_t *formalArgs |
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) |
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{ |
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struct BlackBoxCache *b = (struct BlackBoxCache *)malloc(sizeof(struct BlackBoxCache)); |
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b->interp.task = bb_none; |
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b->interp.status = calc_all_ok; |
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b->interp.user_data = NULL; |
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b->formalArgList = CopySpecialList(formalArgs); |
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b->inputsLen = inputsLen; |
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b->outputsLen = outputsLen; |
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b->jacobianLen = inputsLen*outputsLen; |
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b->hessianLen = 0; /* FIXME. */ |
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b->inputs = (double *)ascmalloc(inputsLen*sizeof(double)); |
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b->inputsJac = (double *)ascmalloc(inputsLen*sizeof(double)); |
| 388 |
b->outputs = (double *)ascmalloc(outputsLen*sizeof(double)); |
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b->jacobian = (double*)ascmalloc(outputsLen*inputsLen*sizeof(double)+sizeof(double)); |
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b->jacobian[outputsLen*inputsLen] = JACMAGIC; |
| 391 |
b->hessian = NULL; |
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b->residCount = 0; |
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b->gradCount = 0; |
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b->refCount = 1; |
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return b; |
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} |
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|
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void AddRefBlackBoxCache(struct BlackBoxCache *b) |
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{ |
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assert(b != NULL); |
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(b->refCount)++; |
| 402 |
} |
| 403 |
|
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static void DestroyBlackBoxCache(struct relation *rel, struct BlackBoxCache *b) |
| 405 |
{ |
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struct ExternalFunc *efunc; |
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ExtBBoxFinalFunc *final; |
| 408 |
assert(b != NULL); |
| 409 |
if (b->jacobian[b->outputsLen*b->inputsLen] != JACMAGIC) |
| 410 |
{ |
| 411 |
FPRINTF(ASCERR, "Jacobian overrun detected while destroying BlackBoxCache. Debug the user blackbox implementation.\n"); |
| 412 |
} |
| 413 |
ascfree(b->inputs); |
| 414 |
ascfree(b->inputsJac); |
| 415 |
ascfree(b->outputs); |
| 416 |
ascfree(b->jacobian); |
| 417 |
DestroySpecialList(b->formalArgList); |
| 418 |
b->formalArgList = NULL; |
| 419 |
b->inputsLen = -(b->inputsLen); |
| 420 |
b->outputsLen = -(b->outputsLen); |
| 421 |
b->jacobianLen = -(b->jacobianLen); |
| 422 |
b->hessianLen = -(b->hessianLen); |
| 423 |
b->inputs = NULL; |
| 424 |
b->inputsJac = NULL; |
| 425 |
b->outputs = NULL; |
| 426 |
b->jacobian = NULL; |
| 427 |
b->hessian = NULL; |
| 428 |
b->residCount = -(b->residCount); |
| 429 |
b->gradCount = -(b->gradCount); |
| 430 |
b->refCount = -3; |
| 431 |
if (rel != NULL) { |
| 432 |
/* rel is null with refcount 0 only when there's a bbox array |
| 433 |
instantiation failure. If failure, we don't need final. */ |
| 434 |
efunc = RelationBlackBoxExtFunc(rel); |
| 435 |
final = GetFinalFunc(efunc); |
| 436 |
b->interp.task = bb_last_call; |
| 437 |
(*final)(&(b->interp)); |
| 438 |
} |
| 439 |
ascfree(b); |
| 440 |
} |
| 441 |
|
| 442 |
void DeleteRefBlackBoxCache(struct relation *rel, struct BlackBoxCache **b) |
| 443 |
{ |
| 444 |
struct BlackBoxCache * d = *b; |
| 445 |
assert(b != NULL && *b != NULL); |
| 446 |
*b = NULL; |
| 447 |
if (d->refCount > 0) { |
| 448 |
(d->refCount)--; |
| 449 |
} |
| 450 |
if (d->refCount == 0) { |
| 451 |
DestroyBlackBoxCache(rel,d); |
| 452 |
return; |
| 453 |
} |
| 454 |
if (d->refCount < 0) { |
| 455 |
FPRINTF(ASCERR, "Attempt to delete BlackBoxCache (%p) too often.\n", *b); |
| 456 |
} |
| 457 |
} |
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