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Hi Nikolay,

> I am wondering, what techniques are used to dynamically update Lua code without breaking normal execution of a program?

You can't really update Lua code without breaking "normal" execution.
The code that is responsible for reloading code fragments needs to be
executed somehow. In some environment there is an event that triggers
a reload (for example, it checks timestamps of Lua scripts) and in
other cases the application is controlled from a debugger, which
reloads the script when the source changes.

I've described several high-level mechanisms I use in ZeroBrane Studio
to support live coding here:
http://stackoverflow.com/a/10937422/1442917. The way ZBS does it is
simple: it detects a change in the source and sends a command to the
debugger to stop the application; it then sends the update fragment to
be (re-)evaluated in the context of the running application; and then
continues the execution of the application.

> There are a lot of caveats, for example what if program stores some non-constant data in global variables that are initialized in the beginning of the script? Simply reloading the script will reset that global variables to initial values...

As Vadim suggested, it's possible to do "value = value or default" if
you do need to re-execute this fragment. If's also possible to put the
initialization code inside "if not initialized" check where
"initialized" is also some global variable.

> Otherwise, the only real problem are upvalues, as those can't be updated (or
> easily?).

Upvalues can present problems, but it's possible to recreate them.
Shared upvalues present bit more challenge: I don't think there is a
way to join them in Lua 5.1, but it's possible in Lua 5.2. In Lua 5.1
one may need to recreate all functions that may have joined upvalues
so that they are indeed shared after re-evaluation (although I haven't
tested if they really stay shared in this case).

ZBS doesn't deal with upvalues, but does support live coding for
various Lua engines; it supports two modes: in one case the entire
application is restarted and in another only selected fragments are
re-evaluated, but the application continues. The latter is useful when
the Lua script is controlled by some other engine (as happens in
Love2d, Gideros, Corona, Moai, and other game environments), which
allows code change that still preserve the overall application state.
For those interested in more details, I have several demos that show
live coding with Lua engines:
http://studio.zerobrane.com/documentation.html#live_coding

Paul.