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December 20, 2016 18:24
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| using BenchmarkTools | |
| using CUTEst | |
| using NLPModels | |
| function nlpsolver(nlp; itmax=100000, eta=1e-4, eps=1e-6, sigma=0.66) | |
| if !unconstrained(nlp) | |
| error("Problem is not unconstrained") | |
| end | |
| f(x) = obj(nlp, x) | |
| ∇f(x) = grad(nlp, x) | |
| x = nlp.meta.x0 | |
| fx = f(x) | |
| ∇fx = ∇f(x) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter = 0 | |
| while ∇f_norm > eps && iter < itmax | |
| t = 1.0 | |
| x_trial = x - t * ∇fx | |
| f_trial = f(x_trial) | |
| while f_trial > fx - eta * t * slope | |
| t *= sigma | |
| x_trial = x - t * ∇fx | |
| f_trial = f(x_trial) | |
| end | |
| x = x_trial | |
| fx = f_trial | |
| ∇fx = ∇f(x) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter += 1 | |
| end | |
| optimal = ∇f_norm <= eps | |
| return x, fx, ∇f_norm, optimal, iter | |
| end | |
| function nlpsolver!(nlp; itmax=100000, eta=1e-4, eps=1e-6, sigma=0.66) | |
| if !unconstrained(nlp) | |
| error("Problem is not unconstrained") | |
| end | |
| f(x) = obj(nlp, x) | |
| ∇f!(x,g) = grad!(nlp, x, g) | |
| x = copy(nlp.meta.x0) | |
| x_trial = zeros(nlp.meta.nvar) | |
| fx = f(x) | |
| ∇fx = zeros(nlp.meta.nvar) | |
| ∇f!(x, ∇fx) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter = 0 | |
| while ∇f_norm > eps && iter < itmax | |
| t = 1.0 | |
| copy!(x_trial, x) | |
| BLAS.axpy!(-t, ∇fx, x_trial) | |
| f_trial = f(x_trial) | |
| while f_trial > fx - eta * t * slope | |
| t *= sigma | |
| copy!(x_trial, x) | |
| BLAS.axpy!(-t, ∇fx, x_trial) | |
| f_trial = f(x_trial) | |
| end | |
| copy!(x, x_trial) | |
| fx = f_trial | |
| ∇f!(x, ∇fx) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter += 1 | |
| end | |
| optimal = ∇f_norm <= eps | |
| return x, fx, ∇f_norm, optimal, iter | |
| end | |
| function specsolver(nlp; itmax=100000, eta=1e-4, eps=1e-6, sigma=0.66) | |
| if !unconstrained(nlp) | |
| error("Problem is not unconstrained") | |
| end | |
| x = nlp.meta.x0 | |
| f(x) = ufn(nlp.meta.nvar, x) | |
| ∇f(x) = ugr(nlp.meta.nvar, x) | |
| fx = f(x) | |
| ∇fx = ∇f(x) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter = 0 | |
| while ∇f_norm > eps && iter < itmax | |
| t = 1.0 | |
| x_trial = x - t * ∇fx | |
| f_trial = f(x_trial) | |
| while f_trial > fx - eta * t * slope | |
| t *= sigma | |
| x_trial = x - t * ∇fx | |
| f_trial = f(x_trial) | |
| end | |
| x = x_trial | |
| fx = f_trial | |
| ∇fx = ∇f(x) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter += 1 | |
| end | |
| optimal = ∇f_norm <= eps | |
| return x, fx, ∇f_norm, optimal, iter | |
| end | |
| function specsolver!(nlp; itmax=100000, eta=1e-4, eps=1e-6, sigma=0.66) | |
| if !unconstrained(nlp) | |
| error("Problem is not unconstrained") | |
| end | |
| f(x) = ufn(nlp.meta.nvar, x) | |
| ∇f!(x,g) = ugr!(nlp.meta.nvar, x, g) | |
| x = copy(nlp.meta.x0) | |
| x_trial = zeros(nlp.meta.nvar) | |
| fx = f(x) | |
| ∇fx = zeros(nlp.meta.nvar) | |
| ∇f!(x, ∇fx) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter = 0 | |
| while ∇f_norm > eps && iter < itmax | |
| t = 1.0 | |
| copy!(x_trial, x) | |
| BLAS.axpy!(-t, ∇fx, x_trial) | |
| f_trial = f(x_trial) | |
| while f_trial > fx - eta * t * slope | |
| t *= sigma | |
| copy!(x_trial, x) | |
| BLAS.axpy!(-t, ∇fx, x_trial) | |
| f_trial = f(x_trial) | |
| end | |
| copy!(x, x_trial) | |
| fx = f_trial | |
| ∇f!(x, ∇fx) | |
| slope = dot(∇fx, ∇fx) | |
| ∇f_norm = sqrt(slope) | |
| iter += 1 | |
| end | |
| optimal = ∇f_norm <= eps | |
| return x, fx, ∇f_norm, optimal, iter | |
| end | |
| function foo() | |
| log = open("interface_bench.log", "w") | |
| for p in ["ROSENBR", ["DIXMAANJ","-param","M=30"]] | |
| if isa(p, String) | |
| println(log, "Problem $p") | |
| nlp = CUTEstModel(p) | |
| else | |
| println(log, "Problem $(p[1])") | |
| nlp = CUTEstModel(p...) | |
| end | |
| try | |
| nlpsolver(nlp) | |
| specsolver(nlp) | |
| nlpsolver!(nlp) | |
| specsolver!(nlp) | |
| t1 = @benchmark obj($nlp, $(nlp.meta.x0)) | |
| t2 = @benchmark ufn($(nlp.meta.nvar), $(nlp.meta.x0)) | |
| println(log, "# obj vs ufn\n") | |
| println(log, "obj: $t1\n") | |
| println(log, "ufn: $t2\n\n") | |
| t1 = @benchmark grad($nlp, $(nlp.meta.x0)) | |
| t2 = @benchmark ugr($(nlp.meta.nvar), $(nlp.meta.x0)) | |
| println(log, "# grad vs ugr\n") | |
| println(log, "grad: $t1\n") | |
| println(log, "ugr: $t2\n\n") | |
| t1 = @benchmark nlpsolver($nlp) | |
| t2 = @benchmark specsolver($nlp) | |
| t3 = @benchmark nlpsolver!($nlp) | |
| t4 = @benchmark specsolver!($nlp) | |
| println(log, "Different solvers\n") | |
| println(log, "nlpsolver: $t1\n") | |
| println(log, "specsolver: $t2\n") | |
| println(log, "nlpsolver!: $t3\n") | |
| println(log, "specsolver!: $t4\n") | |
| finally | |
| finalize(nlp) | |
| end | |
| end | |
| close(log) | |
| end | |
| foo() |
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| Problem ROSENBR | |
| # obj vs ufn | |
| obj: BenchmarkTools.Trial: | |
| memory estimate: 304.00 bytes | |
| allocs estimate: 5 | |
| -------------- | |
| minimum time: 360.394 ns (0.00% GC) | |
| median time: 389.459 ns (0.00% GC) | |
| mean time: 433.279 ns (8.61% GC) | |
| maximum time: 14.973 μs (96.83% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 208 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| ufn: BenchmarkTools.Trial: | |
| memory estimate: 304.00 bytes | |
| allocs estimate: 4 | |
| -------------- | |
| minimum time: 329.572 ns (0.00% GC) | |
| median time: 356.568 ns (0.00% GC) | |
| mean time: 400.092 ns (7.96% GC) | |
| maximum time: 13.692 μs (94.79% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 222 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| # grad vs ugr | |
| grad: BenchmarkTools.Trial: | |
| memory estimate: 304.00 bytes | |
| allocs estimate: 4 | |
| -------------- | |
| minimum time: 473.898 ns (0.00% GC) | |
| median time: 495.143 ns (0.00% GC) | |
| mean time: 545.081 ns (5.83% GC) | |
| maximum time: 14.033 μs (94.55% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 196 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| ugr: BenchmarkTools.Trial: | |
| memory estimate: 304.00 bytes | |
| allocs estimate: 4 | |
| -------------- | |
| minimum time: 414.869 ns (0.00% GC) | |
| median time: 463.608 ns (0.00% GC) | |
| mean time: 502.902 ns (6.55% GC) | |
| maximum time: 16.472 μs (96.09% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 199 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| Different solvers | |
| nlpsolver: BenchmarkTools.Trial: | |
| memory estimate: 159.54 mb | |
| allocs estimate: 3250662 | |
| -------------- | |
| minimum time: 190.423 ms (10.62% GC) | |
| median time: 197.683 ms (11.02% GC) | |
| mean time: 200.775 ms (11.05% GC) | |
| maximum time: 219.748 ms (10.12% GC) | |
| -------------- | |
| samples: 25 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| specsolver: BenchmarkTools.Trial: | |
| memory estimate: 150.72 mb | |
| allocs estimate: 2383716 | |
| -------------- | |
| minimum time: 167.377 ms (9.09% GC) | |
| median time: 178.970 ms (10.33% GC) | |
| mean time: 180.058 ms (10.22% GC) | |
| maximum time: 204.153 ms (9.96% GC) | |
| -------------- | |
| samples: 28 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| nlpsolver!: BenchmarkTools.Trial: | |
| memory estimate: 100.57 mb | |
| allocs estimate: 2365756 | |
| -------------- | |
| minimum time: 168.193 ms (7.25% GC) | |
| median time: 186.184 ms (8.33% GC) | |
| mean time: 193.679 ms (7.87% GC) | |
| maximum time: 268.656 ms (7.34% GC) | |
| -------------- | |
| samples: 26 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| specsolver!: BenchmarkTools.Trial: | |
| memory estimate: 87.34 mb | |
| allocs estimate: 1209825 | |
| -------------- | |
| minimum time: 133.121 ms (7.37% GC) | |
| median time: 143.275 ms (7.24% GC) | |
| mean time: 143.585 ms (7.19% GC) | |
| maximum time: 162.090 ms (7.04% GC) | |
| -------------- | |
| samples: 35 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| Problem DIXMAANJ | |
| # obj vs ufn | |
| obj: BenchmarkTools.Trial: | |
| memory estimate: 304.00 bytes | |
| allocs estimate: 5 | |
| -------------- | |
| minimum time: 4.073 μs (0.00% GC) | |
| median time: 4.248 μs (0.00% GC) | |
| mean time: 4.389 μs (0.89% GC) | |
| maximum time: 397.942 μs (98.34% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 8 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| ufn: BenchmarkTools.Trial: | |
| memory estimate: 304.00 bytes | |
| allocs estimate: 4 | |
| -------------- | |
| minimum time: 3.773 μs (0.00% GC) | |
| median time: 4.073 μs (0.00% GC) | |
| mean time: 4.144 μs (0.80% GC) | |
| maximum time: 339.338 μs (98.08% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 8 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| # grad vs ugr | |
| grad: BenchmarkTools.Trial: | |
| memory estimate: 1.00 kb | |
| allocs estimate: 4 | |
| -------------- | |
| minimum time: 10.755 μs (0.00% GC) | |
| median time: 11.260 μs (0.00% GC) | |
| mean time: 11.635 μs (0.00% GC) | |
| maximum time: 26.580 μs (0.00% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| ugr: BenchmarkTools.Trial: | |
| memory estimate: 1.00 kb | |
| allocs estimate: 4 | |
| -------------- | |
| minimum time: 11.122 μs (0.00% GC) | |
| median time: 11.521 μs (0.00% GC) | |
| mean time: 12.186 μs (0.00% GC) | |
| maximum time: 50.900 μs (0.00% GC) | |
| -------------- | |
| samples: 10000 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| Different solvers | |
| nlpsolver: BenchmarkTools.Trial: | |
| memory estimate: 55.37 mb | |
| allocs estimate: 288012 | |
| -------------- | |
| minimum time: 380.757 ms (1.21% GC) | |
| median time: 417.060 ms (1.03% GC) | |
| mean time: 418.088 ms (1.02% GC) | |
| maximum time: 475.961 ms (0.80% GC) | |
| -------------- | |
| samples: 12 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| specsolver: BenchmarkTools.Trial: | |
| memory estimate: 54.78 mb | |
| allocs estimate: 230388 | |
| -------------- | |
| minimum time: 385.180 ms (0.75% GC) | |
| median time: 389.809 ms (0.96% GC) | |
| mean time: 396.108 ms (0.94% GC) | |
| maximum time: 421.077 ms (0.70% GC) | |
| -------------- | |
| samples: 13 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| nlpsolver!: BenchmarkTools.Trial: | |
| memory estimate: 10.26 mb | |
| allocs estimate: 211212 | |
| -------------- | |
| minimum time: 380.829 ms (0.00% GC) | |
| median time: 390.238 ms (0.00% GC) | |
| mean time: 391.400 ms (0.36% GC) | |
| maximum time: 402.276 ms (0.82% GC) | |
| -------------- | |
| samples: 13 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% | |
| specsolver!: BenchmarkTools.Trial: | |
| memory estimate: 9.38 mb | |
| allocs estimate: 134377 | |
| -------------- | |
| minimum time: 369.951 ms (0.00% GC) | |
| median time: 372.423 ms (0.00% GC) | |
| mean time: 386.405 ms (0.29% GC) | |
| maximum time: 466.496 ms (0.00% GC) | |
| -------------- | |
| samples: 14 | |
| evals/sample: 1 | |
| time tolerance: 5.00% | |
| memory tolerance: 1.00% |
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