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Author 1
👀 Reading hidden code
using JuMP, Ipopt
15.7 s
setup_opt_model (generic function with 1 method)
👀 Reading hidden code
setup_opt_model() = Model(optimizer_with_attributes(Ipopt.Optimizer,
"acceptable_tol" => 1.e-8, "max_iter" => Int64(1e8),
"acceptable_constr_viol_tol" => 1.e-3, "constr_viol_tol" => 1.e-4,
"print_frequency_iter" => 50, "print_timing_statistics" => "no",
"print_level" => 0,
))
594 μs
halfsum (generic function with 1 method)
👀 Reading hidden code
function halfsum(xs::Vector{<:Real})
sum((xs .- 0.5).^2) + .001 * (sum(xs) - 50)^2
end
779 μs
halfsum_jump (generic function with 1 method)
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function halfsum_jump(xs...)
halfsum(collect(xs))
end
409 μs
cumsum_jump (generic function with 1 method)
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function cumsum_jump(xsi...)
xs = collect(xsi[1:N])
cumsum(collect(xs))
end
530 μs
200
👀 Reading hidden code
N = 200
11.4 μs
👀 Reading hidden code
begin
model_optimizer = setup_opt_model()
local m = model_optimizer
M = @variable(model_optimizer, 0.0 <= M[1:N] <= 1.0)

# Register our wrapper functions
###
register(m,
:halfsum_jump,
N,
halfsum_jump,
autodiff=true
)
# Objective
###
min_objective = @NLobjective(
m, Min,
halfsum_jump(M...)
)
for i in 1:N
@NLconstraint(m,
M[i] >= i / N
)
end
min_objective
7.4 s
A JuMP Model
├ solver: Ipopt
├ objective_sense: MIN_SENSE
│ └ objective_function_type: AffExpr
├ num_variables: 200
├ num_constraints: 600
│ ├ JuMP.VariableRef in MOI.GreaterThan{Float64}: 200
│ ├ JuMP.VariableRef in MOI.LessThan{Float64}: 200
│ └ Nonlinear: 200
└ Names registered in the model
  └ :M
model_optimized = let
optimize!(model_optimizer)
model_optimizer
end
👀 Reading hidden code
❔
******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
 Ipopt is released as open source code under the Eclipse Public License (EPL).
         For more information visit https://github.com/coin-or/Ipopt
******************************************************************************
9.4 s
LOCALLY_SOLVED::TerminationStatusCode = 4
termination_status(model_optimized)
👀 Reading hidden code
17.7 ms
value.(M)
👀 Reading hidden code
164 ms
begin
model_optimizer2 = setup_opt_model()
local m = model_optimizer2
M2 = @variable(m, 0.0 <= M2[1:N] <= 1.0)
# Objective
###
for i in 1:N
@NLconstraint(m,
M2[i] >= i / N
)
end
min_objective2 = @NLobjective(
m, Min,
# sum(
# (M2[i] - 0.5) ^ 2
# for i in 1:N
# )
sum(
(M2[i] - 0.5)^2
for i in 1:N) + .001 * (sum(M2[i] for i in 1:N) - 50)^2
)
min_objective2
end;
👀 Reading hidden code
75.9 ms
A JuMP Model
├ solver: Ipopt
├ objective_sense: MIN_SENSE
│ └ objective_function_type: AffExpr
├ num_variables: 200
├ num_constraints: 600
│ ├ JuMP.VariableRef in MOI.GreaterThan{Float64}: 200
│ ├ JuMP.VariableRef in MOI.LessThan{Float64}: 200
│ └ Nonlinear: 200
└ Names registered in the model
  └ :M2
model_optimized2 = let
optimize!(model_optimizer2)
model_optimizer2
end
👀 Reading hidden code
2.1 s
value.(M2)
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161 μs