From dbb8f99b5589c172345822efad12dd4958fb3e46 Mon Sep 17 00:00:00 2001 From: Michel Schanen Date: Mon, 12 Oct 2020 18:20:10 -0500 Subject: [PATCH] adding Hiop submodule, build script, and tests --- .gitignore | 1 + Project.toml | 1 + build_hiop.sh | 9 +++++++ test/hiop.options | 13 +++++++++ test/runtests.jl | 69 +++++++++++++++++++++++++++++++++++------------ 5 files changed, 76 insertions(+), 17 deletions(-) create mode 100755 build_hiop.sh create mode 100755 test/hiop.options diff --git a/.gitignore b/.gitignore index 63a7f65..8407416 100644 --- a/.gitignore +++ b/.gitignore @@ -1,4 +1,5 @@ Manifest.toml +build ## Core latex/pdflatex auxiliary files: *.aux diff --git a/Project.toml b/Project.toml index b962a11..74f9e98 100644 --- a/Project.toml +++ b/Project.toml @@ -8,6 +8,7 @@ CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba" CatViews = "81a5f4ea-a946-549a-aa7e-2a7f63a27d31" DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab" Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b" +Hiop = "f890763e-d4e5-4bf9-9dfa-7ed54d93ce96" Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9" JuMP = "4076af6c-e467-56ae-b986-b466b2749572" LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e" diff --git a/build_hiop.sh b/build_hiop.sh new file mode 100755 index 0000000..44a0bc2 --- /dev/null +++ b/build_hiop.sh @@ -0,0 +1,9 @@ +#!/bin/bash + +git submodule init +git submodule update + +mkdir -p build +cd build +cmake -DHIOP_USE_MPI=OFF -DCMAKE_BUILD_TYPE=Debug -DHIOP_BUILD_SHARED=ON -DHIOP_BUILD_STATIC=ON -DCMAKE_INSTALL_PREFIX=$PWD ../hiop +make -j diff --git a/test/hiop.options b/test/hiop.options new file mode 100755 index 0000000..1e98d61 --- /dev/null +++ b/test/hiop.options @@ -0,0 +1,13 @@ +dualsUpdateType linear +dualsInitialization zero + +Hessian analytical_exact +KKTLinsys auto +compute_mode cpu + +verbosity_level 0 +mu0 1e-1 +fixed_var relax +max_iter 3000 +kappa1 1e-8 +kappa2 1e-8 diff --git a/test/runtests.jl b/test/runtests.jl index e3d6df6..2d74748 100644 --- a/test/runtests.jl +++ b/test/runtests.jl @@ -38,10 +38,14 @@ algparams = AlgParams() algparams.parallel = false #algparams.parallel = (nprocs() > 1) algparams.verbose = 0 +solver_list = ["Ipopt", "MadNLP"] if CUDA.has_cuda_gpu() - solver_list = ["Ipopt", "MadNLP", "MadNLPGPU"] -else - solver_list = ["Ipopt", "MadNLP"] + push!(solver_list, "MadNLPGPU") +end +if isfile(joinpath(dirname(@__FILE__), "..", "build/libhiop.so")) + push!(solver_list, "Hiop") + ENV["JULIA_HIOP_LIBRARY_PATH"] = joinpath(dirname(@__FILE__), "..", "build") + @info("Using Hiop at $(ENV["JULIA_HIOP_LIBRARY_PATH"])") end @testset "Test ProxAL on $(case)" begin @@ -49,6 +53,7 @@ end for solver in solver_list @testset "$(solver)" begin + println("Testing using $(solver)") if solver == "Ipopt" using Ipopt algparams.optimizer = @@ -99,7 +104,7 @@ end result = solve_fullmodel(opfdata, rawdata, modelinfo, algparams) @test isapprox(result["objective_value_nondecomposed"], 11.258316111585623, rtol = rtol) @test isapprox(result["primal"].Pg[:], [0.8979870694509675, 1.3432060120295906, 0.9418738103137331, 0.9840203268625166, 1.448040098924617, 1.0149638876964715], rtol = rtol) - if solver != "Ipopt" + if solver == "MadNLP" || solver == "MadNLPGPU" || solver == "Hiop" @test_broken isapprox(result["primal"].Zt[:], [0.0, 0.0, 0.0, 2.7859277234613066e-6, 2.3533760802049378e-6, 2.0234235436650152e-6], rtol = rtol) else @test isapprox(result["primal"].Zt[:], [0.0, 0.0, 0.0, 2.7859277234613066e-6, 2.3533760802049378e-6, 2.0234235436650152e-6], rtol = rtol) @@ -148,19 +153,32 @@ end algparams.mode = :nondecomposed result = solve_fullmodel(opfdata, rawdata, modelinfo, algparams) @test isapprox(result["objective_value_nondecomposed"], 11.258316111574212, rtol = rtol) - @test isapprox(result["primal"].Pg[:], [0.8979870693416382, 1.3432060108971793, 0.9418738115511179, 0.9055318507524525, 1.3522597485901564, 0.9500221754747974, 0.9840203265549852, 1.4480400977338292, 1.014963889201792, 0.9932006221514175, 1.459056452449548, 1.024878608445939], rtol = rtol) - if solver != "Ipopt" + if solver == "Hiop" + @test_broken isapprox(result["primal"].Pg[:], [0.8979870693416382, 1.3432060108971793, 0.9418738115511179, 0.9055318507524525, 1.3522597485901564, 0.9500221754747974, 0.9840203265549852, 1.4480400977338292, 1.014963889201792, 0.9932006221514175, 1.459056452449548, 1.024878608445939], rtol = rtol) + else + @test isapprox(result["primal"].Pg[:], [0.8979870693416382, 1.3432060108971793, 0.9418738115511179, 0.9055318507524525, 1.3522597485901564, 0.9500221754747974, 0.9840203265549852, 1.4480400977338292, 1.014963889201792, 0.9932006221514175, 1.459056452449548, 1.024878608445939], rtol = rtol) + end + if solver == "MadNLP" || solver == "MadNLPGPU" || solver == "Hiop" @test_broken isapprox(result["primal"].Zt[:], [0.0, 0.0, 0.0, 2.7857429391709934e-6, 2.353279608425683e-6, 2.023313001658965e-6], rtol = rtol) else @test isapprox(result["primal"].Zt[:], [0.0, 0.0, 0.0, 2.7857429391709934e-6, 2.353279608425683e-6, 2.023313001658965e-6], rtol = rtol) end - @test isapprox(result["primal"].ωt[:], [0.0, -0.00012071650257302939, 0.0, -0.00014688472954291597], rtol = rtol) + if solver == "Hiop" + @test_broken isapprox(result["primal"].ωt[:], [0.0, -0.00012071650257302939, 0.0, -0.00014688472954291597], rtol = rtol) + else + @test isapprox(result["primal"].ωt[:], [0.0, -0.00012071650257302939, 0.0, -0.00014688472954291597], rtol = rtol) + end end @testset "Lyapunov bound" begin algparams.mode = :lyapunov_bound result = solve_fullmodel(opfdata, rawdata, modelinfo, algparams) - @test isapprox(result["objective_value_lyapunov_bound"], 11.258316111574207) - @test isapprox(result["primal"].Pg[:], [0.8979870693416395, 1.3432060108971777, 0.9418738115511173, 0.9055318507524539, 1.3522597485901549, 0.9500221754747968, 0.9840203265549855, 1.4480400977338292, 1.0149638892017916, 0.9932006221514178, 1.459056452449548, 1.0248786084459387], rtol = rtol) + if solver == "Hiop" + @test_broken isapprox(result["objective_value_lyapunov_bound"], 11.258316111574207) + @test_broken isapprox(result["primal"].Pg[:], [0.8979870693416395, 1.3432060108971777, 0.9418738115511173, 0.9055318507524539, 1.3522597485901549, 0.9500221754747968, 0.9840203265549855, 1.4480400977338292, 1.0149638892017916, 0.9932006221514178, 1.459056452449548, 1.0248786084459387], rtol = rtol) + else + @test isapprox(result["objective_value_lyapunov_bound"], 11.258316111574207) + @test isapprox(result["primal"].Pg[:], [0.8979870693416395, 1.3432060108971777, 0.9418738115511173, 0.9055318507524539, 1.3522597485901549, 0.9500221754747968, 0.9840203265549855, 1.4480400977338292, 1.0149638892017916, 0.9932006221514178, 1.459056452449548, 1.0248786084459387], rtol = rtol) + end end @testset "ProxALM" begin @@ -201,22 +219,34 @@ end algparams.mode = :nondecomposed result = solve_fullmodel(opfdata, rawdata, modelinfo, algparams) @test isapprox(result["objective_value_nondecomposed"], 11.258316111574212, rtol = rtol) - @test isapprox(result["primal"].Pg[:], [0.8979870693416382, 1.3432060108971793, 0.9418738115511179, 0.9055318507524525, 1.3522597485901564, 0.9500221754747974, 0.9840203265549852, 1.4480400977338292, 1.014963889201792, 0.9932006221514175, 1.459056452449548, 1.024878608445939], rtol = rtol) - if solver != "Ipopt" + if solver == "Hiop" + @test_broken isapprox(result["primal"].Pg[:], [0.8979870693416382, 1.3432060108971793, 0.9418738115511179, 0.9055318507524525, 1.3522597485901564, 0.9500221754747974, 0.9840203265549852, 1.4480400977338292, 1.014963889201792, 0.9932006221514175, 1.459056452449548, 1.024878608445939], rtol = rtol) + else + @test isapprox(result["primal"].Pg[:], [0.8979870693416382, 1.3432060108971793, 0.9418738115511179, 0.9055318507524525, 1.3522597485901564, 0.9500221754747974, 0.9840203265549852, 1.4480400977338292, 1.014963889201792, 0.9932006221514175, 1.459056452449548, 1.024878608445939], rtol = rtol) + end + if solver == "MadNLP" || solver == "MadNLPGPU" || solver == "Hiop" @test_broken isapprox(result["primal"].Zt[:], [0.0, 0.0, 0.0, 2.7857429391709934e-6, 2.353279608425683e-6, 2.023313001658965e-6], rtol = rtol) else @test isapprox(result["primal"].Zt[:], [0.0, 0.0, 0.0, 2.7857429391709934e-6, 2.353279608425683e-6, 2.023313001658965e-6], rtol = rtol) end - @test isapprox(result["primal"].ωt[:], [0.0, -0.00012071650257302939, 0.0, -0.00014688472954291597], rtol = rtol) + if solver == "Hiop" + @test_broken isapprox(result["primal"].ωt[:], [0.0, -0.00012071650257302939, 0.0, -0.00014688472954291597], rtol = rtol) + else + @test isapprox(result["primal"].ωt[:], [0.0, -0.00012071650257302939, 0.0, -0.00014688472954291597], rtol = rtol) + end end @testset "Lyapunov bound" begin algparams.mode = :lyapunov_bound result = solve_fullmodel(opfdata, rawdata, modelinfo, algparams) - @test isapprox(result["objective_value_lyapunov_bound"], 11.258316111574207) + if solver == "Hiop" + @test_broken isapprox(result["objective_value_lyapunov_bound"], 11.258316111574207) + else + @test isapprox(result["objective_value_lyapunov_bound"], 11.258316111574207) + end @test isapprox(result["primal"].Pg[:], [0.8979870693416395, 1.3432060108971777, 0.9418738115511173, 0.9055318507524539, 1.3522597485901549, 0.9500221754747968, 0.9840203265549855, 1.4480400977338292, 1.0149638892017916, 0.9932006221514178, 1.459056452449548, 1.0248786084459387], rtol = rtol) end # MadNLP gets stuck here - if solver == "Ipopt" + if solver == "Ipopt" || solver == "Hiop" @testset "ProxALM" begin algparams.mode = :coldstart runinfo = run_proxALM(opfdata, rawdata, modelinfo, algparams) @@ -224,10 +254,15 @@ end @test isapprox(runinfo.x.ωt[:], [0.0, -6.872285646588893e-5, 0.0, -8.763210220007218e-5], rtol = rtol) @test isapprox(runinfo.λ.ramping[:], [0.0, 0.0, 0.0, -0.02526641008086374, -0.03138993075214526, -0.022582337855672596], rtol = rtol) @test isapprox(runinfo.λ.ctgs[:], [0.0, 0.0, 0.0, 0.029837851198013726, 0.0018123712232017784, -0.029641691338447657, 0.0, 0.0, 0.0, 0.03640088659004858, -0.0024938071819119163, -0.030934017357459445], rtol = rtol) - @test isapprox(runinfo.maxviol_c[end], 9.297964943270377e-5) - @test isapprox(runinfo.maxviol_t[end], 3.7014553733172306e-6, rtol = rtol) + if solver == "Hiop" + @test_broken isapprox(runinfo.maxviol_c[end], 9.297964943270377e-5) + @test_broken isapprox(runinfo.maxviol_t[end], 3.7014553733172306e-6, rtol = rtol) + else + @test isapprox(runinfo.maxviol_c[end], 9.297964943270377e-5) + @test isapprox(runinfo.maxviol_t[end], 3.7014553733172306e-6, rtol = rtol) + end @test isapprox(runinfo.maxviol_d[end], 1.2901722926388947e-6, rtol = rtol) - if solver == Ipopt + if solver == "Ipopt" @test runinfo.iter == 81 end end