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[CppAD] Enable Multi-Output Objective Trace Functions #73

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[CppAD] Enable Multi-Output Objective Trace Functions #73

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cdee6f1
use aggregate in CppAD objective trace.
eminyouskn Feb 10, 2026
ec1b77a
feat: add aggregate argument to cppad_trace_graph_objective function
eminyouskn Feb 10, 2026
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2 changes: 1 addition & 1 deletion include/pyoptinterface/cppad_interface.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -33,7 +33,7 @@ ADFunDouble sparse_hessian(const ADFunDouble &f, const sparsity_pattern_t &patte

// Transform ExpressionGraph to CppAD function
ADFunDouble cppad_trace_graph_constraints(const ExpressionGraph &graph);
ADFunDouble cppad_trace_graph_objective(const ExpressionGraph &graph);
ADFunDouble cppad_trace_graph_objective(const ExpressionGraph &graph, bool aggregate = true);

struct CppADAutodiffGraph
{
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21 changes: 14 additions & 7 deletions lib/cppad_interface.cpp
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Expand Up @@ -469,7 +469,7 @@ ADFunDouble cppad_trace_graph_constraints(const ExpressionGraph &graph)
return f;
}

ADFunDouble cppad_trace_graph_objective(const ExpressionGraph &graph)
ADFunDouble cppad_trace_graph_objective(const ExpressionGraph &graph, bool aggregate)
{
ankerl::unordered_dense::map<ExpressionHandle, CppAD::AD<double>> seen_expressions;

Expand Down Expand Up @@ -503,15 +503,22 @@ ADFunDouble cppad_trace_graph_objective(const ExpressionGraph &graph)
y[i] = cppad_trace_expression(graph, output, x, p, seen_expressions);
}

CppAD::AD<double> y_sum = 0.0;
for (size_t i = 0; i < N_outputs; i++)
ADFunDouble f;

if (aggregate)
{
CppAD::AD<double> y_sum = 0.0;
for (size_t i = 0; i < N_outputs; i++)
{
y_sum += y[i];
}
f.Dependent(x, {y_sum});
}
else
{
y_sum += y[i];
f.Dependent(x, y);
}

ADFunDouble f;
f.Dependent(x, {y_sum});

return f;
}

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2 changes: 1 addition & 1 deletion lib/cppad_interface_ext.cpp
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Expand Up @@ -183,6 +183,6 @@ NB_MODULE(cppad_interface_ext, m)
.def_ro("hessian", &CppADAutodiffGraph::hessian_graph);

m.def("cppad_trace_graph_constraints", cppad_trace_graph_constraints);
m.def("cppad_trace_graph_objective", cppad_trace_graph_objective);
m.def("cppad_trace_graph_objective", cppad_trace_graph_objective, nb::arg("graph"), nb::arg("aggregate") = true);
m.def("cppad_autodiff", &cppad_autodiff);
}
4 changes: 3 additions & 1 deletion lib/knitro_model.cpp
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Expand Up @@ -806,7 +806,9 @@ void KNITROModel::_add_objective_callback(ExpressionGraph *graph, const Outputs
evaluator->eval_hess(req->x, req->sigma, res->hess, true);
return 0;
};
auto trace = cppad_trace_graph_objective;
auto trace = [](const ExpressionGraph &graph) {
return cppad_trace_graph_objective(graph, false);
};
_add_callback_impl(*graph, outputs.obj_idxs, {}, trace, f, g, h);
}

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