RsBundle  Changes On Branch bundle-compression

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Changes In Branch bundle-compression Excluding Merge-Ins

This is equivalent to a diff from 7d19b86676 to fcd1979efd

2019-07-23
07:57
Merge bundle-compression check-in: 9cac21baad user: fifr tags: async
07:55
cpx: add assertion for maximal bundle size to `compress` Closed-Leaf check-in: fcd1979efd user: fifr tags: bundle-compression
07:53
examples/cflp: adjust maximal bundle size check-in: 09bef0cf18 user: fifr tags: bundle-compression
07:50
boxed: impl `Deref` for the builder type. check-in: e1e0d664de user: fifr tags: bundle-compression
07:23
Use `better_panic` for examples check-in: 7d19b86676 user: fifr tags: async
2019-07-22
13:58
Add `MasterProblem::compress` method check-in: bbd32bf565 user: fifr tags: async

Changes to examples/cflp.rs.
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        });
        Ok(())
    }
}

fn main() -> Result<(), Box<dyn Error>> {
    better_panic::install();
    // env_logger::builder()
    //     .default_format_timestamp(false)
    //     .default_format_module_path(false)
    //     .init();
    env_logger::builder()
        .format(|buf, record| {
            let mut style = buf.style();
            let color = match record.level() {
                Level::Error | Level::Warn => Color::Red,
                Level::Trace => Color::Blue,
                Level::Debug => Color::Yellow,
                _ => Color::White,
            };
            style.set_color(color);
            writeln!(
                buf,
                "{}{:5}{} {}",
                style.value("["),
                style.value(record.level()),
                style.value("]"),
                style.value(record.args())
            )
        })
        .init();
    {

        let mut slv = DefaultSolver::new(CFLProblem::new())?;

        slv.terminator.termination_precision = 1e-9;
        slv.solve()?;

        for i in 0..Ncus {
            let x = slv.aggregated_primals(Nfac + i);
            let mut obj = 0.0;
            let mut s = String::new();







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        });
        Ok(())
    }
}

fn main() -> Result<(), Box<dyn Error>> {
    better_panic::install();




    env_logger::builder()
        .format(|buf, record| {
            let mut style = buf.style();
            let color = match record.level() {
                Level::Error | Level::Warn => Color::Red,
                Level::Trace => Color::Blue,
                Level::Debug => Color::Yellow,
                _ => Color::White,
            };
            style.set_color(color);
            writeln!(
                buf,
                "{}{:5}{} {}",
                style.value("["),
                style.value(record.level()),
                style.value("]"),
                style.value(record.args())
            )
        })
        .init();

    {
        let mut slv = DefaultSolver::new(CFLProblem::new())?;
        slv.params.max_bundle_size = 5;
        slv.terminator.termination_precision = 1e-9;
        slv.solve()?;

        for i in 0..Ncus {
            let x = slv.aggregated_primals(Nfac + i);
            let mut obj = 0.0;
            let mut s = String::new();
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        write!(s, "  objval = {:.2}", obj)?;
        info!("{}", s);
    }

    {
        let mut slv = ParallelSolver::<_>::new(CFLProblem::new());
        slv.terminator.termination_precision = 1e-9;

        slv.solve()?;
    }

    Ok(())
}







>





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        write!(s, "  objval = {:.2}", obj)?;
        info!("{}", s);
    }

    {
        let mut slv = ParallelSolver::<_>::new(CFLProblem::new());
        slv.terminator.termination_precision = 1e-9;
        slv.master_builder.max_bundle_size = 5;
        slv.solve()?;
    }

    Ok(())
}
Changes to src/master/boxed.rs.
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{
    type MasterProblem = BoxedMasterProblem<B::MasterProblem>;

    fn build(&mut self) -> Result<Self::MasterProblem, <Self::MasterProblem as MasterProblem>::Err> {
        self.0.build().map(BoxedMasterProblem::with_master)
    }
}





















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{
    type MasterProblem = BoxedMasterProblem<B::MasterProblem>;

    fn build(&mut self) -> Result<Self::MasterProblem, <Self::MasterProblem as MasterProblem>::Err> {
        self.0.build().map(BoxedMasterProblem::with_master)
    }
}

impl<B> std::ops::Deref for Builder<B> {
    type Target = B;

    fn deref(&self) -> &B {
        &self.0
    }
}

impl<B> std::ops::DerefMut for Builder<B> {
    fn deref_mut(&mut self) -> &mut B {
        &mut self.0
    }
}
Changes to src/master/cpx.rs.
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    /// The minorants for each subproblem in the model.
    minorants: Vec<Vec<Minorant>>,
    /// Optimal multipliers for each subproblem in the model.
    opt_mults: Vec<DVector>,
    /// Optimal aggregated minorant.
    opt_minorant: Minorant,



}

unsafe impl Send for CplexMaster {}

impl Drop for CplexMaster {
    fn drop(&mut self) {
        unsafe { cpx::freeprob(self.env, &mut self.lp) };







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    /// The minorants for each subproblem in the model.
    minorants: Vec<Vec<Minorant>>,
    /// Optimal multipliers for each subproblem in the model.
    opt_mults: Vec<DVector>,
    /// Optimal aggregated minorant.
    opt_minorant: Minorant,

    /// Maximal bundle size.
    pub max_bundle_size: usize,
}

unsafe impl Send for CplexMaster {}

impl Drop for CplexMaster {
    fn drop(&mut self) {
        unsafe { cpx::freeprob(self.env, &mut self.lp) };
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            min2index: vec![],
            index2min: vec![],
            qterm: vec![],
            weight: 1.0,
            minorants: vec![],
            opt_mults: vec![],
            opt_minorant: Minorant::default(),

        })
    }

    fn num_subproblems(&self) -> usize {
        self.minorants.len()
    }








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            min2index: vec![],
            index2min: vec![],
            qterm: vec![],
            weight: 1.0,
            minorants: vec![],
            opt_mults: vec![],
            opt_minorant: Minorant::default(),
            max_bundle_size: 50,
        })
    }

    fn num_subproblems(&self) -> usize {
        self.minorants.len()
    }

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    }

    fn num_minorants(&self, fidx: usize) -> usize {
        self.minorants[fidx].len()
    }

    fn compress(&mut self) -> Result<()> {








        unimplemented!()






    }

    fn add_minorant(&mut self, fidx: usize, minorant: Minorant) -> Result<usize> {
        debug!("Add minorant");
        debug!("  fidx={} index={}: {}", fidx, self.minorants[fidx].len(), minorant);

        let min_idx = self.minorants[fidx].len();







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    }

    fn num_minorants(&self, fidx: usize) -> usize {
        self.minorants[fidx].len()
    }

    fn compress(&mut self) -> Result<()> {
        assert!(self.max_bundle_size >= 2, "Maximal bundle size must be >= 2");
        for i in 0..self.num_subproblems() {
            let n = self.num_minorants(i);
            if n >= self.max_bundle_size {
                // aggregate minorants with smallest coefficients
                let mut inds = (0..n).collect::<Vec<_>>();
                inds.sort_by_key(|&j| -((1e6 * self.opt_mults[i][j]) as isize));
                let inds = inds[self.max_bundle_size - 2..]
                    .iter()
                    .map(|&j| self.min2index[i][j])
                    .collect::<Vec<_>>();
                self.aggregate(i, &inds)?;
            }
        }
        Ok(())
    }

    fn add_minorant(&mut self, fidx: usize, minorant: Minorant) -> Result<usize> {
        debug!("Add minorant");
        debug!("  fidx={} index={}: {}", fidx, self.minorants[fidx].len(), minorant);

        let min_idx = self.minorants[fidx].len();
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        self.force_update = false;

        Ok(())
    }
}

#[derive(Default)]
pub struct Builder;




impl unconstrained::Builder for Builder {
    type MasterProblem = CplexMaster;

    fn build(&mut self) -> Result<CplexMaster> {
        CplexMaster::new()


    }
}















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        self.force_update = false;

        Ok(())
    }
}

#[derive(Default)]
pub struct Builder {
    /// The maximal bundle size used in the master problem.
    pub max_bundle_size: usize,
}

impl unconstrained::Builder for Builder {
    type MasterProblem = CplexMaster;

    fn build(&mut self) -> Result<CplexMaster> {
        let mut cpx = CplexMaster::new()?;
        cpx.max_bundle_size = self.max_bundle_size;
        Ok(cpx)
    }
}

impl Builder {
    pub fn max_bundle_size(&mut self, s: usize) -> &mut Self {
        assert!(s >= 2, "The maximal bundle size must be >= 2");
        self.max_bundle_size = s;
        self
    }
}
Changes to src/parallel/masterprocess.rs.
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                }
                MasterTask::MoveCenter(alpha, d) => {
                    debug!("master: move center");
                    master.move_center(alpha, &d);
                }
                MasterTask::Compress => {
                    debug!("Compress bundle");
                    warn!("Bundle compression not yet implemented");
                }
                MasterTask::Solve { center_value } => {
                    debug!("master: solve with center_value {}", center_value);
                    master.solve(center_value)?;
                    let master_response = MasterResponse {
                        nxt_d: master.get_primopt(),
                        nxt_mod: master.get_primoptval(),







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                }
                MasterTask::MoveCenter(alpha, d) => {
                    debug!("master: move center");
                    master.move_center(alpha, &d);
                }
                MasterTask::Compress => {
                    debug!("Compress bundle");
                    master.compress()?;
                }
                MasterTask::Solve { center_value } => {
                    debug!("master: solve with center_value {}", center_value);
                    master.solve(center_value)?;
                    let master_response = MasterResponse {
                        nxt_d: master.get_primopt(),
                        nxt_mod: master.get_primoptval(),
Changes to src/parallel/solver.rs.
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    pub terminator: T,

    /// Weighter heuristic.
    pub weighter: W,

    /// The threadpool of the solver.
    pub threadpool: ThreadPool,




    /// The first order problem.
    problem: P,

    /// The algorithm data.
    data: SolverData,

    /// The master problem builder.
    master_builder: M,

    /// The master problem process.
    master: Option<MasterProcess<P, M::MasterProblem>>,

    /// The channel to receive the evaluation results from subproblems.
    client_tx: Option<ClientSender<P>>,

    /// The channel to receive the evaluation results from subproblems.







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    pub terminator: T,

    /// Weighter heuristic.
    pub weighter: W,

    /// The threadpool of the solver.
    pub threadpool: ThreadPool,

    /// The master problem builder.
    pub master_builder: M,

    /// The first order problem.
    problem: P,

    /// The algorithm data.
    data: SolverData,




    /// The master problem process.
    master: Option<MasterProcess<P, M::MasterProblem>>,

    /// The channel to receive the evaluation results from subproblems.
    client_tx: Option<ClientSender<P>>,

    /// The channel to receive the evaluation results from subproblems.