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Refactor pool of solutions for DwSp & insertion of a column #609
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Codecov Report
@@ Coverage Diff @@
## master #609 +/- ##
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Coverage 86.24% 86.25%
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Files 48 48
Lines 5047 5057 +10
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+ Hits 4353 4362 +9
- Misses 694 695 +1
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rrsadykov
approved these changes
Oct 20, 2021
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Changes
Move the pool of primal solutions from the Formulation to the DwSp duty because it's specific to pricing problems.
Refactor column insertion.
Before, we had to call two methods to insert a new column in the master formulation. These two methods were always called together.
Now, one method does the job.
Consequence
In column generation, the insertion of a column in the pool is not parallelized anymore.
it's not possible to parallelize column insertion because of concurrent access to the master formulation. Therefore, we created
setprimalsol!
method to insert the solution in the pool because we wanted to parallelized insertions of solutions in the pool of subproblems. However, I think that we do not gain a lot of performance because Coluna spends most of the time solving the subproblem. Since the tradeoff performance/code simplicity is in favor of the latter, I think we can drop parallelized insertion.About the data structure of the pool
My initial idea was to replace the dynamic sparse matrix that stores the pool with a dict of dict.
This is more complicated than I thought.
First, we use column and row views (i.e. variables used by a given column and columns that contain a given variable). It makes the change more complicated because we need to maintain two data structures, a col-major one and a row-major one.
Second, I thought Dictionary was supporting Sorted Dict. Actually, it's an OrderedDict that preserves only the order of insertion. We may use a SortedDict from DataStructures but it does not implement math operations with arrays.
So I suggest to not change the data structure for now and improve the performance of DynamicSparseArrays.