[16288] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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[16582] | 23 | using System.Diagnostics;
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[16233] | 24 | using System.Linq;
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| 25 | using System.Threading;
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| 26 | using HeuristicLab.Analysis;
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| 27 | using HeuristicLab.Common;
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| 28 | using HeuristicLab.Core;
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| 29 | using HeuristicLab.Data;
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[16405] | 30 | using HeuristicLab.Optimization;
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[16233] | 31 | using HeuristicLab.Parameters;
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[16736] | 32 | using HEAL.Attic;
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[16233] | 33 |
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[16582] | 34 | namespace HeuristicLab.ExactOptimization.LinearProgramming {
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[16233] | 35 |
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[16736] | 36 | [StorableType("8730ECDD-8F38-47C2-B0D9-2B1F38FC0A27")]
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[16405] | 37 | public class IncrementalLinearSolver : LinearSolver, IIncrementalLinearSolver {
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[16288] | 38 |
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[16582] | 39 | [Storable]
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| 40 | protected readonly IValueParameter<TimeSpanValue> qualityUpdateIntervalParam;
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[16233] | 41 |
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[16582] | 42 | private readonly Stopwatch stopwatch = new Stopwatch();
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[16233] | 43 |
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[16582] | 44 | [Storable]
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| 45 | private TimeSpan executionTime = TimeSpan.Zero;
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[16233] | 46 |
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[16582] | 47 | [Storable]
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| 48 | private IndexedDataTable<double> qualityPerClock;
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| 49 |
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[16405] | 50 | public IncrementalLinearSolver() {
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[16233] | 51 | Parameters.Add(qualityUpdateIntervalParam =
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| 52 | new ValueParameter<TimeSpanValue>(nameof(QualityUpdateInterval),
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[16373] | 53 | "Time interval before solver is paused, results are retrieved and solver is resumed. " +
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| 54 | "Set to zero for no intermediate results and faster solving.", new TimeSpanValue(new TimeSpan(0, 0, 10))));
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| 55 | problemTypeParam.Value.ValueChanged += (sender, args) => {
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| 56 | if (SupportsQualityUpdate) {
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| 57 | if (!Parameters.Contains(qualityUpdateIntervalParam)) {
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| 58 | Parameters.Add(qualityUpdateIntervalParam);
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| 59 | }
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[16233] | 60 | } else {
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[16373] | 61 | Parameters.Remove(qualityUpdateIntervalParam);
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[16233] | 62 | }
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| 63 | };
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| 64 | }
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| 65 |
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[16405] | 66 | [StorableConstructor]
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[16736] | 67 | protected IncrementalLinearSolver(StorableConstructorFlag _) : base(_) { }
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[16405] | 68 |
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| 69 | protected IncrementalLinearSolver(IncrementalLinearSolver original, Cloner cloner)
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| 70 | : base(original, cloner) {
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[16373] | 71 | problemTypeParam = cloner.Clone(original.problemTypeParam);
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[16233] | 72 | qualityUpdateIntervalParam = cloner.Clone(original.qualityUpdateIntervalParam);
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| 73 | if (original.qualityPerClock != null)
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| 74 | qualityPerClock = cloner.Clone(original.qualityPerClock);
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| 75 | }
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| 76 |
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| 77 | public TimeSpan QualityUpdateInterval {
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| 78 | get => qualityUpdateIntervalParam.Value.Value;
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| 79 | set => qualityUpdateIntervalParam.Value.Value = value;
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| 80 | }
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| 81 |
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[16582] | 82 | public IValueParameter<TimeSpanValue> QualityUpdateIntervalParameter => qualityUpdateIntervalParam;
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| 83 |
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[16405] | 84 | public virtual bool SupportsQualityUpdate => true;
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[16582] | 85 |
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[16405] | 86 | protected virtual TimeSpan IntermediateTimeLimit => QualityUpdateInterval;
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[16373] | 87 |
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[16582] | 88 | public override void Reset() {
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| 89 | base.Reset();
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| 90 | stopwatch.Reset();
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| 91 | executionTime = TimeSpan.Zero;
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| 92 | }
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| 93 |
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| 94 | public override void Solve(ILinearProblemDefinition problemDefinition,
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[16405] | 95 | ResultCollection results, CancellationToken cancellationToken) {
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[16373] | 96 | if (!SupportsQualityUpdate || QualityUpdateInterval == TimeSpan.Zero) {
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[16582] | 97 | base.Solve(problemDefinition, results, cancellationToken);
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[16233] | 98 | return;
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| 99 | }
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| 100 |
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[16405] | 101 | var timeLimit = TimeLimit;
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[16233] | 102 | var unlimitedRuntime = timeLimit == TimeSpan.Zero;
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| 103 |
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| 104 | if (!unlimitedRuntime) {
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[16405] | 105 | timeLimit -= executionTime;
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[16233] | 106 | }
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[16234] | 107 |
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[16233] | 108 | var iterations = (long)timeLimit.TotalMilliseconds / (long)QualityUpdateInterval.TotalMilliseconds;
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| 109 | var remaining = timeLimit - TimeSpan.FromMilliseconds(iterations * QualityUpdateInterval.TotalMilliseconds);
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[16373] | 110 | var validResultStatuses = new[] { ResultStatus.NotSolved, ResultStatus.Feasible };
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[16233] | 111 |
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| 112 | while (unlimitedRuntime || iterations > 0) {
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[16373] | 113 | if (cancellationToken.IsCancellationRequested)
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| 114 | return;
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| 115 |
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[16582] | 116 | stopwatch.Start();
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[16405] | 117 | Solve(problemDefinition, results, IntermediateTimeLimit);
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[16582] | 118 | stopwatch.Stop();
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| 119 | executionTime += stopwatch.Elapsed;
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[16405] | 120 | UpdateQuality(results, executionTime);
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[16233] | 121 |
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[16405] | 122 | var resultStatus = ((EnumValue<ResultStatus>)results["ResultStatus"].Value).Value;
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[16373] | 123 | if (!validResultStatuses.Contains(resultStatus))
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[16233] | 124 | return;
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| 125 |
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| 126 | if (!unlimitedRuntime)
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| 127 | iterations--;
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| 128 | }
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| 129 |
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| 130 | if (remaining > TimeSpan.Zero) {
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[16405] | 131 | Solve(problemDefinition, results, remaining);
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| 132 | UpdateQuality(results, executionTime);
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[16233] | 133 | }
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| 134 | }
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| 135 |
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[16405] | 136 | private void UpdateQuality(ResultCollection results, TimeSpan executionTime) {
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[16582] | 137 | IndexedDataRow<double> qpcRow;
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| 138 | IndexedDataRow<double> bpcRow;
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| 139 |
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[16405] | 140 | if (!results.Exists(r => r.Name == "QualityPerClock")) {
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[16233] | 141 | qualityPerClock = new IndexedDataTable<double>("Quality per Clock");
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[16373] | 142 | qpcRow = new IndexedDataRow<double>("Objective Value");
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| 143 | bpcRow = new IndexedDataRow<double>("Bound");
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[16582] | 144 | qualityPerClock.Rows.Add(qpcRow);
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| 145 | qualityPerClock.Rows.Add(bpcRow);
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[16405] | 146 | results.AddOrUpdateResult("QualityPerClock", qualityPerClock);
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[16582] | 147 | } else {
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| 148 | qpcRow = qualityPerClock.Rows["Objective Value"];
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| 149 | bpcRow = qualityPerClock.Rows["Bound"];
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[16233] | 150 | }
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| 151 |
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[16405] | 152 | var resultStatus = ((EnumValue<ResultStatus>)results["ResultStatus"].Value).Value;
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[16233] | 153 |
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[16373] | 154 | if (new[] { ResultStatus.Abnormal, ResultStatus.NotSolved, ResultStatus.Unbounded }.Contains(resultStatus))
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[16233] | 155 | return;
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| 156 |
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[16405] | 157 | var objective = ((DoubleValue)results["BestObjectiveValue"].Value).Value;
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[16582] | 158 | var bound = solver.IsMip() ? ((DoubleValue)results["BestObjectiveBound"].Value).Value : double.NaN;
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[16405] | 159 | var time = executionTime.TotalSeconds;
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[16233] | 160 |
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| 161 | if (!qpcRow.Values.Any()) {
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| 162 | if (!double.IsInfinity(objective) && !double.IsNaN(objective)) {
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| 163 | qpcRow.Values.Add(Tuple.Create(time, objective));
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| 164 | qpcRow.Values.Add(Tuple.Create(time, objective));
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[16405] | 165 | results.AddOrUpdateResult("BestObjectiveValueFoundAt", new TimeSpanValue(TimeSpan.FromSeconds(time)));
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[16233] | 166 | }
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| 167 | } else {
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| 168 | var previousBest = qpcRow.Values.Last().Item2;
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| 169 | qpcRow.Values[qpcRow.Values.Count - 1] = Tuple.Create(time, objective);
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| 170 | if (!objective.IsAlmost(previousBest)) {
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| 171 | qpcRow.Values.Add(Tuple.Create(time, objective));
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[16405] | 172 | results.AddOrUpdateResult("BestObjectiveValueFoundAt", new TimeSpanValue(TimeSpan.FromSeconds(time)));
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[16233] | 173 | }
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| 174 | }
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| 175 |
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[16582] | 176 | if (!solver.IsMip())
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[16373] | 177 | return;
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| 178 |
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[16233] | 179 | if (!bpcRow.Values.Any()) {
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| 180 | if (!double.IsInfinity(bound) && !double.IsNaN(bound)) {
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| 181 | bpcRow.Values.Add(Tuple.Create(time, bound));
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| 182 | bpcRow.Values.Add(Tuple.Create(time, bound));
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| 183 | }
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| 184 | } else {
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| 185 | var previousBest = bpcRow.Values.Last().Item2;
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| 186 | bpcRow.Values[bpcRow.Values.Count - 1] = Tuple.Create(time, bound);
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| 187 | if (!bound.IsAlmost(previousBest)) {
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| 188 | bpcRow.Values.Add(Tuple.Create(time, bound));
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| 189 | }
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| 190 | }
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| 191 | }
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| 192 | }
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[16288] | 193 | }
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