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Finishing automatic smoothing #368

Merged
merged 8 commits into from
Jun 8, 2020
Merged

Finishing automatic smoothing #368

merged 8 commits into from
Jun 8, 2020

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rrsadykov
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codecov bot commented Jun 6, 2020 •
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Codecov Report

Merging #368 into master will increase coverage by 3.55%.
The diff coverage is 97.82%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #368      +/-   ##
==========================================
+ Coverage   73.79%   77.34%   +3.55%     
==========================================
  Files          52       52              
  Lines        3931     3969      +38     
==========================================
+ Hits         2901     3070     +169     
+ Misses       1030      899     -131
Impacted Files Coverage Δ
src/MathProg/solutions.jl 38.46% <ø> (-17.10%) ⬇️
src/Algorithm/basic/solvelpform.jl 82.85% <66.66%> (-5.38%) ⬇️
src/Algorithm/colgen.jl 90.64% <98.70%> (+9.62%) ⬆️
src/Algorithm/colgenstabilization.jl 97.43% <100.00%> (+89.10%) ⬆️
src/MathProg/varconstr.jl 81.50% <0.00%> (+0.68%) ⬆️
src/Algorithm/storage.jl 78.99% <0.00%> (+0.84%) ⬆️
src/Algorithm/data.jl 75.60% <0.00%> (+1.21%) ⬆️

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@rrsadykov rrsadykov marked this pull request as ready for review June 7, 2020 08:04
@rrsadykov rrsadykov requested a review from guimarqu June 7, 2020 08:04
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Stabilization is working fine. However, I am not happy with the performance. @guimarqu Guillaume, can you check which improvements are possible. For example functions componentwisefunction() and update_alpha_automatically!() in colgenstabilization.jl are slow. The last function which calculates the subgradient and updates alpha is about 100 (one hundred!) times slower than in BaPCod. I have an impression that iteration over solutions and membership matrices is very slow (and it allocates memory but it should not for me).

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guimarqu commented Jun 7, 2020

Ok I’ll look tomorrow for performance. I can tell you that matrix[id, :] is inefficient for now because it creates a new array. I will implement views in DynamicSparseArrays to retrieve constraints and columns faster.

guimarqu
guimarqu reviewed Jun 7, 2020
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Project.toml Outdated
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
Revise = "295af30f-e4ad-537b-8983-00126c2a3abe"
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new dependencies to remove

src/Algorithm/colgen.jl Outdated Show resolved Hide resolved
src/Algorithm/colgenstabilization.jl Outdated
@@ -52,6 +55,7 @@ function componentwisefunction(in_dual_sol::DualSolution, out_dual_sol::DualSolu
value::Float64 = 0.0
out_next = iterate(out_dual_sol)
in_next = iterate(in_dual_sol)
number = 0
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what is it ?

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Ok, I have removed timers. But this is annoying. Is there a way to include timers only if non-parallel version is used (solve_subproblems_parallel = false)?

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guimarqu commented Jun 8, 2020

Ok, I have removed timers. But this is annoying. Is there a way to include timers only if non-parallel version is used (solve_subproblems_parallel = false)?

I don't know.

@guimarqu guimarqu merged commit 7e21eda into master Jun 8, 2020
@guimarqu guimarqu deleted the stabilization2 branch June 8, 2020 10:27
@guimarqu guimarqu mentioned this pull request Jun 12, 2020
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@guimarqu guimarqu guimarqu approved these changes

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@rrsadykov @guimarqu