Merge pull request #597 from SciML/performancetuning

Eliminate some runtime dispatch and other things

ext/OptimizationSparseDiffExt.jl

@@ -561,16 +561,18 @@ function Optimization.instantiate_function(f, x, adtype::AutoSparseReverseDiff,
     cons_jac_prototype = f.cons_jac_prototype
     cons_jac_colorvec = f.cons_jac_colorvec
     if cons !== nothing && f.cons_j === nothing
-        cons_jac_prototype = Symbolics.jacobian_sparsity(cons,
-            zeros(eltype(x), num_cons),
-            x)
-        cons_jac_colorvec = matrix_colors(cons_jac_prototype)
-        jaccache = ForwardColorJacCache(cons, x;
-            colorvec = cons_jac_colorvec,
-            sparsity = cons_jac_prototype,
-            dx = zeros(eltype(x), num_cons))
-        cons_j = function (J, θ)
-            forwarddiff_color_jacobian!(J, cons, θ, jaccache)
+        jaccache = SparseDiffTools.sparse_jacobian_cache(AutoSparseForwardDiff(), SparseDiffTools.SymbolicsSparsityDetection(), cons_oop, x, fx = zeros(eltype(x), num_cons))
+        # let cons = cons, θ = cache.u0, cons_jac_colorvec = cons_jac_colorvec, cons_jac_prototype = cons_jac_prototype, num_cons = num_cons
+        #     ForwardColorJacCache(cons, θ;
+        #     colorvec = cons_jac_colorvec,
+        #     sparsity = cons_jac_prototype,
+        #     dx = zeros(eltype(θ), num_cons))
+        # end
+        cons_jac_prototype = jaccache.jac_prototype
+        cons_jac_colorvec = jaccache.coloring
+        cons_j = function (J, θ, args...;cons = cons, cache = jaccache.cache)
+            forwarddiff_color_jacobian!(J, cons, θ, cache)
+            return
         end
     else
         cons_j = (J, θ) -> f.cons_j(J, θ, p)
@@ -592,7 +594,7 @@ function Optimization.instantiate_function(f, x, adtype::AutoSparseReverseDiff,
             end
             gs = [(res1, x) -> grad_cons(res1, x, conshtapes[i]) for i in 1:num_cons]
             jaccfgs = [ForwardColorJacCache(gs[i], x; tag = typeof(T), colorvec = conshess_colors[i], sparsity = conshess_sparsity[i]) for i in 1:num_cons]
-            cons_h = function (res, θ)
+            cons_h = function (res, θ, args...)
                 for i in 1:num_cons
                     SparseDiffTools.forwarddiff_color_jacobian!(res[i], gs[i], θ, jaccfgs[i])
                 end
@@ -692,23 +694,32 @@ function Optimization.instantiate_function(f, cache::Optimization.ReInitCache,
     if f.cons === nothing
         cons = nothing
     else
-        cons = (res, θ) -> f.cons(res, θ, cache.p)
+        cons = function (res, θ) 
+            f.cons(res, θ, cache.p)
+            return
+        end
         cons_oop = (x) -> (_res = zeros(eltype(x), num_cons); cons(_res, x); _res)
     end
 
     cons_jac_prototype = f.cons_jac_prototype
     cons_jac_colorvec = f.cons_jac_colorvec
     if cons !== nothing && f.cons_j === nothing
-        cons_jac_prototype = Symbolics.jacobian_sparsity(cons,
-            zeros(eltype(cache.u0), num_cons),
-            cache.u0)
-        cons_jac_colorvec = matrix_colors(cons_jac_prototype)
-        jaccache = ForwardColorJacCache(cons, cache.u0;
-            colorvec = cons_jac_colorvec,
-            sparsity = cons_jac_prototype,
-            dx = zeros(eltype(cache.u0), num_cons))
+        # cons_jac_prototype = Symbolics.jacobian_sparsity(cons,
+            # zeros(eltype(cache.u0), num_cons),
+            # cache.u0)
+        # cons_jac_colorvec = matrix_colors(cons_jac_prototype)
+        jaccache = SparseDiffTools.sparse_jacobian_cache(AutoSparseForwardDiff(), SparseDiffTools.SymbolicsSparsityDetection(), cons_oop, cache.u0, fx = zeros(eltype(cache.u0), num_cons))
+        # let cons = cons, θ = cache.u0, cons_jac_colorvec = cons_jac_colorvec, cons_jac_prototype = cons_jac_prototype, num_cons = num_cons
+        #     ForwardColorJacCache(cons, θ;
+        #     colorvec = cons_jac_colorvec,
+        #     sparsity = cons_jac_prototype,
+        #     dx = zeros(eltype(θ), num_cons))
+        # end
+        cons_jac_prototype = jaccache.jac_prototype
+        cons_jac_colorvec = jaccache.coloring
         cons_j = function (J, θ)
-            forwarddiff_color_jacobian!(J, cons, θ, jaccache)
+            forwarddiff_color_jacobian!(J, cons, θ, jaccache.cache)
+            return
         end
     else
         cons_j = (J, θ) -> f.cons_j(J, θ, cache.p)
@@ -717,8 +728,18 @@ function Optimization.instantiate_function(f, cache::Optimization.ReInitCache,
     conshess_sparsity = f.cons_hess_prototype
     conshess_colors = f.cons_hess_colorvec
     if cons !== nothing && f.cons_h === nothing
-        fncs = [(x) -> cons_oop(x)[i] for i in 1:num_cons]
-        conshess_sparsity = Symbolics.hessian_sparsity.(fncs, Ref(cache.u0))
+        fncs = map(1:num_cons) do i
+            function (x)
+                res = zeros(eltype(x), num_cons)
+                f.cons(res, x, cache.p)
+                return res[i]
+            end
+        end
+        conshess_sparsity = map(1:num_cons) do i
+            let fnc = fncs[i], θ = cache.u0
+                Symbolics.hessian_sparsity(fnc, θ)
+            end
+        end
         conshess_colors = SparseDiffTools.matrix_colors.(conshess_sparsity)
         if adtype.compile
             T = ForwardDiff.Tag(OptimizationSparseReverseTag(),eltype(cache.u0))
@@ -728,7 +749,13 @@ function Optimization.instantiate_function(f, cache::Optimization.ReInitCache,
             function grad_cons(res1, θ, htape)
                 ReverseDiff.gradient!(res1, htape, θ)
             end
-            gs = [(res1, x) -> grad_cons(res1, x, conshtapes[i]) for i in 1:num_cons]
+            gs = let conshtapes = conshtapes
+                map(1:num_cons) do  i 
+                    function (res1, x) 
+                        grad_cons(res1, x, conshtapes[i])
+                    end
+                end
+            end
             jaccfgs = [ForwardColorJacCache(gs[i], cache.u0; tag = typeof(T), colorvec = conshess_colors[i], sparsity = conshess_sparsity[i]) for i in 1:num_cons]
             cons_h = function (res, θ)
                 for i in 1:num_cons