psorlab / reversemccormick.jl Goto Github PK
View Code? Open in Web Editor NEWA reverse McCormick operator library
License: Other
reversemccormick.jl's Issues
Add other reverse functions
- one_rev
- zero_rev
- step_rev
- sign_rev
Add Coverage
Add reverse operators for special functions
- erf
- erfc
- erfinv
- erfinvc
Add benchmarking library
No reverse mode MC operators should allocate
Add reverse McCormick relaxations with MC & Number
- div_rev(y::MC, x::MC, c::NumberNotMC)
- div_rev(y::MC, c::NumberNotMC, x::MC)
- mul_rev(y::MC, x::MC, c::NumberNotMC)
- mul_rev(y::MC, c::NumberNotMC, x::MC)
- min_rev(y::MC, x::MC, c::NumberNotMC)
- min_rev(y::MC, c::NumberNotMC, x::MC)
- max_rev(y::MC, x::MC, c::NumberNotMC)
- max_rev(y::MC, c::NumberNotMC, x::MC)
- pow_rev(y::MC, x::MC, c::NumberNotMC)
Rename power_rev to pow_rev
Add degree versions of trig functions
- rad2deg
- deg2rad
- sind
- cosd
- tand
- asind
- acosd
- atand
- secd
- cscd
- cotd
- asecd
- acscd
- acotd
Add additional operators
- abs2
- cbrt (cube root)
- fma
- sinpi
- cospi
- sinpi
- <
- >
- ==
- <=
Add unit tests for NaN propagation
Enable non-trivial reverse operators for all supported operations
Rounding Safe Reverse McCormick Relaxations
Our basic MC objects are not numerically safe. As a consequence, the reverse McCormick relaxations can produce erroneous results. This was a noted issue in the original Wechsung paper. A solution to this consists of defining a corrected rounded relaxation types NSSafe, MVSafe, DiffSafe in McCormick then using these to define backwards passes (that said, this is a lot of work, so we'll need to kick this down the rado to McCormick 2.0 or 3.0).
Get Test Coverage to >90%
Add sec, csc, and cot reverse definitions
- sec_rev
- csc_rev
- cot_rev
- asec_rev
- acsc_rev
- acot_rev
- sech_rev
- csch_rev
- coth_rev
- asech_rev
- acsch_rev
- acoth_rev
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