preallocate meta vectors

Author: tmigot

src/feasibility-form-nls.jl

@@ -48,15 +48,33 @@ function FeasibilityFormNLS(
   nvar = meta.nvar + nequ
   ncon = meta.ncon + nequ
   nnzh = nls.nls_meta.nnzh + nequ + (meta.ncon == 0 ? 0 : meta.nnzh) # Some indexes can be repeated
+  x0 = similar(meta.x0, nvar)
+  x0[1 : meta.nvar] .= meta.x0
+  x0[meta.nvar + 1 : end] .= zero(T)
+  lvar = similar(meta.x0, nvar)
+  lvar[1 : meta.nvar] .= meta.lvar
+  lvar[meta.nvar + 1 : end] .= T(-Inf)
+  uvar = similar(meta.x0, nvar)
+  uvar[1 : meta.nvar] .= meta.uvar
+  uvar[meta.nvar + 1 : end] .= T(Inf)
+  lcon = similar(meta.y0, ncon)
+  lcon[1 : nequ] .= zero(T)
+  lcon[nequ + 1 : end] .= meta.lcon
+  ucon = similar(meta.y0, ncon)
+  ucon[1 : nequ] .= zero(T)
+  ucon[nequ + 1 : end] .= meta.ucon
+  y0 = similar(meta.y0, ncon)
+  y0[1 : nequ] .= zero(T)
+  y0[nequ + 1 : end] .= meta.y0
   meta = NLPModelMeta{T, S}(
     nvar,
-    x0 = [meta.x0; zeros(T, nequ)],
-    lvar = [meta.lvar; fill(T(-Inf), nequ)],
-    uvar = [meta.uvar; fill(T(Inf), nequ)],
+    x0 = x0,
+    lvar = lvar,
+    uvar = uvar,
     ncon = ncon,
-    lcon = [zeros(T, nequ); meta.lcon],
-    ucon = [zeros(T, nequ); meta.ucon],
-    y0 = [zeros(T, nequ); meta.y0],
+    lcon = lcon,
+    ucon = ucon,
+    y0 = y0,
     lin = [nls.nls_meta.lin; meta.lin .+ nequ],
     nln = [nls.nls_meta.nln; meta.nln .+ nequ],
     nnzj = meta.nnzj + nls.nls_meta.nnzj + nequ,
@@ -66,7 +84,7 @@ function FeasibilityFormNLS(
   nls_meta = NLSMeta{T, S}(
     nequ,
     nvar,
-    x0 = [meta.x0; zeros(T, nequ)],
+    x0 = x0,
     nnzj = nequ,
     nnzh = 0,
     lin = 1:nequ,

src/model-interaction.jl

@@ -8,11 +8,20 @@ function FeasibilityFormNLS(
   ncon = meta.ncon
   nnzj = meta.nnzj + nequ
   nnzh = meta.nnzh + nequ
+  x0 = similar(meta.x0, nvar)
+  x0[1 : meta.nvar] .= meta.x0
+  x0[meta.nvar : end] .= zero(T)
+  lvar = similar(meta.x0, nvar)
+  lvar[1 : meta.nvar] .= meta.lvar
+  lvar[meta.nvar + 1 : end] .= T(-Inf)
+  uvar = similar(meta.x0, nvar)
+  uvar[1 : meta.nvar] .= meta.uvar
+  uvar[meta.nvar + 1 : end] .= T(Inf)
   meta = NLPModelMeta{T, S}(
     nvar,
-    x0 = [meta.x0; zeros(T, nequ)],
-    lvar = [meta.lvar; fill(T(-Inf), nequ)],
-    uvar = [meta.uvar; fill(T(Inf), nequ)],
+    x0 = x0,
+    lvar = lvar,
+    uvar = uvar,
     ncon = ncon,
     lcon = meta.lcon,
     ucon = meta.ucon,
@@ -23,7 +32,7 @@ function FeasibilityFormNLS(
     nnzh = nnzh,
     name = name,
   )
-  nls_meta = NLSMeta{T, S}(nequ, nvar, x0 = [meta.x0; zeros(T, nequ)], nnzj = nequ, nnzh = 0)
+  nls_meta = NLSMeta{T, S}(nequ, nvar, x0 = x0, nnzj = nequ, nnzh = 0)
 
   nlp = FeasibilityFormNLS{T, S, FeasibilityResidual{T, S}}(meta, nls_meta, nls, NLSCounters())
   finalizer(nlp -> finalize(nlp.internal), nlp)

src/slack-model.jl

@@ -84,14 +84,19 @@ function slack_meta(meta::NLPModelMeta{T, S}; name = meta.name * "-slack") where
   # Don't introduce slacks for equality constraints!
   lvar = [meta.lvar; meta.lcon[[jlow; jupp; jrng]]]  # l ≤ x  and  cₗ ≤ s
   uvar = [meta.uvar; meta.ucon[[jlow; jupp; jrng]]]  # x ≤ u  and  s ≤ cᵤ
-  lcon = zeros(T, meta.ncon)
+  lcon = similar(meta.x0, meta.ncon)
+  lcon[setdiff(1:meta.ncon, meta.jfix)] .= zero(T)
   lcon[meta.jfix] = meta.lcon[meta.jfix]
-  ucon = zeros(T, meta.ncon)
+  ucon = similar(meta.x0, meta.ncon)
+  ucon[setdiff(1:meta.ncon, meta.jfix)] .= zero(T)
   ucon[meta.jfix] = meta.ucon[meta.jfix]
 
+  x0 = similar(meta.x0, meta.nvar + ns)
+  x0[1 : meta.nvar] .= meta.x0
+  x0[meta.nvar : end] .= zero(T)
   return NLPModelMeta(
     meta.nvar + ns,
-    x0 = [meta.x0; zeros(T, ns)],
+    x0 = x0,
     lvar = lvar,
     uvar = uvar,
     ncon = meta.ncon,
@@ -126,10 +131,13 @@ function SlackNLSModel(
   ns == 0 && return model
 
   meta = slack_meta(model.meta, name = name)
+  x0 = similar(model.meta.x0, model.meta.nvar + ns)
+  x0[model.meta.nvar : end] .= zero(T)
+  x0[1 : model.meta.nvar] .= model.meta.x0
   nls_meta = NLSMeta{T, S}(
     model.nls_meta.nequ,
     model.meta.nvar + ns,
-    x0 = [model.meta.x0; zeros(eltype(model.meta.x0), ns)],
+    x0 = x0,
     nnzj = model.nls_meta.nnzj,
     nnzh = model.nls_meta.nnzh,
     lin = model.nls_meta.lin,