Constrained derivatives.

[Vladimir_Konjkov]

Hello Neil.

I created a repository to illustrate my algorithm https://github.com/Konjkov/pycasino
You can install it with the command (under Linux to virtualenv) pip install . from project root directiry.
You can execute the test task by running any path from the file
https://github.com/Konjkov/pycasino/blo ... /casino.sh

for example:
mpiexec pycasino stowfn/He/HF/QZ4P/CBCS/Slater/

The code that performs the varmin optimization is at
https://github.com/Konjkov/pycasino/blo ... no.py#L544

procedure that projects parameters is at
https://github.com/Konjkov/pycasino/blo ... fn.py#L191

it calls Jastrow, backflow and Slater corresponding procedures, for example in Jastrow
https://github.com/Konjkov/pycasino/blo ... ow.py#L825

which make projection matrix to project unconstrained Jastrow gradient w.r.t. parameters to constrained one.

unfortunately due to numba issue https://github.com/numba/numba/issues/4830
before each launch, approximately 150 seconds are spent on caching numba classes.
This can be fixed by creating a client-server architecture, maybe in the near future.

Best, Vladimir.