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|---|---|---|---|
| 1 | #include "kondakov_v_global_search/mpi/include/ops_mpi.hpp" | ||
| 2 | |||
| 3 | #include <mpi.h> | ||
| 4 | |||
| 5 | #include <algorithm> | ||
| 6 | #include <array> | ||
| 7 | #include <cmath> | ||
| 8 | #include <cstddef> | ||
| 9 | #include <iterator> | ||
| 10 | #include <limits> | ||
| 11 | #include <utility> | ||
| 12 | #include <vector> | ||
| 13 | |||
| 14 | #include "kondakov_v_global_search/common/include/common.hpp" | ||
| 15 | |||
| 16 | namespace kondakov_v_global_search { | ||
| 17 | |||
| 18 |
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8 | KondakovVGlobalSearchMPI::KondakovVGlobalSearchMPI(const InType &in) { |
| 19 |
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8 | MPI_Comm_rank(MPI_COMM_WORLD, &world_rank_); |
| 20 |
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8 | MPI_Comm_size(MPI_COMM_WORLD, &world_size_); |
| 21 | SetTypeOfTask(GetStaticTypeOfTask()); | ||
| 22 | 8 | GetInput() = in; | |
| 23 | 8 | GetOutput() = {}; | |
| 24 | 8 | } | |
| 25 | |||
| 26 | 636 | double KondakovVGlobalSearchMPI::EvaluateFunction(double x) { | |
| 27 | const auto &cfg = GetInput(); | ||
| 28 |
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636 | switch (cfg.func_type) { |
| 29 | 542 | case FunctionType::kQuadratic: { | |
| 30 | 542 | double t = cfg.func_param; | |
| 31 | 542 | return (x - t) * (x - t); | |
| 32 | } | ||
| 33 | 67 | case FunctionType::kSine: | |
| 34 | 67 | return std::sin(x) + (0.1 * x); | |
| 35 | case FunctionType::kAbs: | ||
| 36 | 27 | return std::abs(x); | |
| 37 | default: | ||
| 38 | return std::numeric_limits<double>::quiet_NaN(); | ||
| 39 | } | ||
| 40 | } | ||
| 41 | |||
| 42 | ✗ | bool KondakovVGlobalSearchMPI::IsRoot() const { | |
| 43 | 1936 | return world_rank_ == 0; | |
| 44 | } | ||
| 45 | |||
| 46 | 8 | bool KondakovVGlobalSearchMPI::ValidationImpl() { | |
| 47 | const auto &cfg = GetInput(); | ||
| 48 |
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8 | bool local_valid = cfg.left < cfg.right && cfg.accuracy > 0.0 && cfg.reliability > 0.0 && cfg.max_iterations > 0; |
| 49 | |||
| 50 | 8 | bool global_valid = false; | |
| 51 | 8 | MPI_Allreduce(&local_valid, &global_valid, 1, MPI_C_BOOL, MPI_LAND, MPI_COMM_WORLD); | |
| 52 | 8 | return global_valid; | |
| 53 | } | ||
| 54 | |||
| 55 | 8 | bool KondakovVGlobalSearchMPI::PreProcessingImpl() { | |
| 56 | const auto &cfg = GetInput(); | ||
| 57 | |||
| 58 |
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8 | if (IsRoot()) { |
| 59 | points_x_.clear(); | ||
| 60 | values_y_.clear(); | ||
| 61 | 4 | points_x_.reserve(cfg.max_iterations + (world_size_ * 10)); | |
| 62 | 4 | values_y_.reserve(cfg.max_iterations + (world_size_ * 10)); | |
| 63 | |||
| 64 | 4 | double f_a = EvaluateFunction(cfg.left); | |
| 65 |
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4 | double f_b = EvaluateFunction(cfg.right); |
| 66 |
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4 | if (!std::isfinite(f_a) || !std::isfinite(f_b)) { |
| 67 | ✗ | return false; | |
| 68 | } | ||
| 69 | |||
| 70 | 4 | points_x_ = {cfg.left, cfg.right}; | |
| 71 | 4 | values_y_ = {f_a, f_b}; | |
| 72 |
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4 | best_point_ = (f_a < f_b) ? cfg.left : cfg.right; |
| 73 | 4 | best_value_ = std::min(f_a, f_b); | |
| 74 | } | ||
| 75 | |||
| 76 | 8 | SyncGlobalState(); | |
| 77 | 8 | return true; | |
| 78 | } | ||
| 79 | |||
| 80 | 640 | void KondakovVGlobalSearchMPI::SyncGlobalState() { | |
| 81 |
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640 | int n = IsRoot() ? static_cast<int>(points_x_.size()) : 0; |
| 82 | 640 | MPI_Bcast(&n, 1, MPI_INT, 0, MPI_COMM_WORLD); | |
| 83 | |||
| 84 |
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640 | if (!IsRoot()) { |
| 85 | 320 | points_x_.resize(n); | |
| 86 | 320 | values_y_.resize(n); | |
| 87 | } | ||
| 88 | |||
| 89 |
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640 | if (n > 0) { |
| 90 | 640 | MPI_Bcast(points_x_.data(), n, MPI_DOUBLE, 0, MPI_COMM_WORLD); | |
| 91 | 640 | MPI_Bcast(values_y_.data(), n, MPI_DOUBLE, 0, MPI_COMM_WORLD); | |
| 92 | } | ||
| 93 | |||
| 94 | 640 | best_value_ = std::numeric_limits<double>::max(); | |
| 95 |
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79836 | for (std::size_t i = 0; i < points_x_.size(); ++i) { |
| 96 |
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79196 | if (values_y_[i] < best_value_) { |
| 97 | 40364 | best_value_ = values_y_[i]; | |
| 98 | 40364 | best_point_ = points_x_[i]; | |
| 99 | } | ||
| 100 | } | ||
| 101 | 640 | } | |
| 102 | |||
| 103 |
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78 | double KondakovVGlobalSearchMPI::ComputeAdaptiveLipschitzEstimate(double r) const { |
| 104 | const double min_slope = 1e-2; | ||
| 105 |
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78 | if (points_x_.size() < 2) { |
| 106 | ✗ | return r * min_slope; | |
| 107 | } | ||
| 108 | |||
| 109 | double max_slope = min_slope; | ||
| 110 |
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8454 | for (std::size_t i = 1; i < points_x_.size(); ++i) { |
| 111 | 8376 | double dx = points_x_[i] - points_x_[i - 1]; | |
| 112 |
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8376 | if (dx <= 0.0) { |
| 113 | ✗ | continue; | |
| 114 | } | ||
| 115 |
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8376 | double dy = std::abs(values_y_[i] - values_y_[i - 1]); |
| 116 |
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8376 | if (!std::isfinite(dy)) { |
| 117 | ✗ | continue; | |
| 118 | } | ||
| 119 |
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8376 | double slope = dy / dx; |
| 120 |
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8376 | if (std::isfinite(slope) && slope > max_slope) { |
| 121 | max_slope = slope; | ||
| 122 | } | ||
| 123 | } | ||
| 124 | 78 | return r * max_slope; | |
| 125 | } | ||
| 126 | |||
| 127 | 78556 | double KondakovVGlobalSearchMPI::IntervalMerit(std::size_t i, double l_est) const { | |
| 128 | 78556 | double x_l = points_x_[i - 1]; | |
| 129 | 78556 | double x_r = points_x_[i]; | |
| 130 | 78556 | double f_l = values_y_[i - 1]; | |
| 131 | 78556 | double f_r = values_y_[i]; | |
| 132 | 78556 | double h = x_r - x_l; | |
| 133 | 78556 | double df = f_r - f_l; | |
| 134 | 78556 | return (l_est * h) - (2.0 * (f_l + f_r)) + ((df * df) / (l_est * h)); | |
| 135 | } | ||
| 136 | |||
| 137 | 628 | double KondakovVGlobalSearchMPI::ProposeTrialPoint(std::size_t i, double l_est) const { | |
| 138 |
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628 | double x_l = points_x_[i - 1]; |
| 139 | 628 | double x_r = points_x_[i]; | |
| 140 | 628 | double f_l = values_y_[i - 1]; | |
| 141 | 628 | double f_r = values_y_[i]; | |
| 142 | 628 | double mid = 0.5 * (x_l + x_r); | |
| 143 | 628 | double asym = (f_r - f_l) / (2.0 * l_est); | |
| 144 | 628 | double cand = mid - asym; | |
| 145 |
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628 | if (cand <= x_l || cand >= x_r) { |
| 146 | cand = mid; | ||
| 147 | } | ||
| 148 | 628 | return cand; | |
| 149 | } | ||
| 150 | |||
| 151 | ✗ | std::size_t KondakovVGlobalSearchMPI::LocateInsertionIndex(double x) const { | |
| 152 | auto it = std::ranges::lower_bound(points_x_, x); | ||
| 153 | ✗ | return static_cast<std::size_t>(std::distance(points_x_.begin(), it)); | |
| 154 | } | ||
| 155 | |||
| 156 | 628 | void KondakovVGlobalSearchMPI::InsertEvaluation(double x, double fx) { | |
| 157 | 628 | auto idx = LocateInsertionIndex(x); | |
| 158 | 628 | points_x_.insert(points_x_.begin() + static_cast<std::vector<double>::difference_type>(idx), x); | |
| 159 | 628 | values_y_.insert(values_y_.begin() + static_cast<std::vector<double>::difference_type>(idx), fx); | |
| 160 |
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628 | if (fx < best_value_) { |
| 161 | 13 | best_value_ = fx; | |
| 162 | 13 | best_point_ = x; | |
| 163 | } | ||
| 164 | 628 | } | |
| 165 | |||
| 166 |
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640 | void KondakovVGlobalSearchMPI::SelectIntervalsToRefine(double l_est, |
| 167 | std::vector<std::pair<double, std::size_t>> &merits) { | ||
| 168 | merits.clear(); | ||
| 169 |
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79196 | for (std::size_t i = 1; i < points_x_.size(); ++i) { |
| 170 | 78556 | merits.emplace_back(IntervalMerit(i, l_est), i); | |
| 171 | } | ||
| 172 |
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810618 | std::ranges::sort(merits, [](const auto &a, const auto &b) { return a.first > b.first; }); |
| 173 | 640 | } | |
| 174 | |||
| 175 | ✗ | bool KondakovVGlobalSearchMPI::CheckConvergence(const Params &cfg, | |
| 176 | const std::vector<std::pair<double, std::size_t>> &merits) { | ||
| 177 |
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640 | if (merits.empty()) { |
| 178 | return false; | ||
| 179 | } | ||
| 180 |
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640 | double width = points_x_[merits[0].second] - points_x_[merits[0].second - 1]; |
| 181 |
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640 | if (width <= cfg.accuracy) { |
| 182 | 8 | has_converged_ = true; | |
| 183 | ✗ | return true; | |
| 184 | } | ||
| 185 | return false; | ||
| 186 | } | ||
| 187 | |||
| 188 | 632 | void KondakovVGlobalSearchMPI::GatherAndBroadcastTrialResults(const std::vector<std::pair<double, std::size_t>> &merits, | |
| 189 | int num_trials, double l_est) { | ||
| 190 | double local_x = 0.0; | ||
| 191 | double local_fx = 0.0; | ||
| 192 | 632 | int local_count = 0; | |
| 193 | |||
| 194 |
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632 | if (world_rank_ < num_trials && !merits.empty()) { |
| 195 |
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628 | std::size_t idx = merits[world_rank_].second; |
| 196 | 628 | double x = ProposeTrialPoint(idx, l_est); | |
| 197 |
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628 | double fx = EvaluateFunction(x); |
| 198 |
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628 | if (std::isfinite(fx)) { |
| 199 | local_x = x; | ||
| 200 | local_fx = fx; | ||
| 201 | 628 | local_count = 2; | |
| 202 | } | ||
| 203 | } | ||
| 204 | |||
| 205 |
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632 | std::vector<int> counts(world_size_); |
| 206 |
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632 | MPI_Allgather(&local_count, 1, MPI_INT, counts.data(), 1, MPI_INT, MPI_COMM_WORLD); |
| 207 | |||
| 208 |
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632 | std::vector<int> displs(world_size_); |
| 209 |
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1264 | for (int i = 1; i < world_size_; ++i) { |
| 210 | 632 | displs[i] = displs[i - 1] + counts[i - 1]; | |
| 211 | } | ||
| 212 |
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632 | int total = (world_size_ > 0) ? (displs.back() + counts.back()) : 0; |
| 213 | |||
| 214 | 632 | std::vector<double> recv_buf; | |
| 215 |
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632 | if (total > 0) { |
| 216 |
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632 | recv_buf.resize(total); |
| 217 | } | ||
| 218 | 632 | std::array<double, 2> send_buf = {local_x, local_fx}; | |
| 219 |
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632 | const double *send_ptr = (local_count > 0) ? send_buf.data() : nullptr; |
| 220 | |||
| 221 |
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632 | MPI_Allgatherv(send_ptr, local_count, MPI_DOUBLE, recv_buf.data(), counts.data(), displs.data(), MPI_DOUBLE, |
| 222 | MPI_COMM_WORLD); | ||
| 223 | |||
| 224 |
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632 | if (IsRoot()) { |
| 225 |
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944 | for (int i = 0; i < total; i += 2) { |
| 226 |
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628 | InsertEvaluation(recv_buf[i], recv_buf[i + 1]); |
| 227 | } | ||
| 228 | } | ||
| 229 | 632 | } | |
| 230 | |||
| 231 | 8 | bool KondakovVGlobalSearchMPI::RunImpl() { | |
| 232 | const auto &cfg = GetInput(); | ||
| 233 | 8 | std::vector<std::pair<double, std::size_t>> merits; | |
| 234 | 8 | double l_est = ComputeAdaptiveLipschitzEstimate(cfg.reliability); | |
| 235 | |||
| 236 |
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640 | for (int step = 0; step < cfg.max_iterations; ++step) { |
| 237 |
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640 | if (step % 10 == 0) { |
| 238 | 70 | l_est = ComputeAdaptiveLipschitzEstimate(cfg.reliability); | |
| 239 | } | ||
| 240 | |||
| 241 |
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640 | SelectIntervalsToRefine(l_est, merits); |
| 242 | if (CheckConvergence(cfg, merits)) { | ||
| 243 | break; | ||
| 244 | } | ||
| 245 | |||
| 246 |
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632 | int num_trials = std::min(static_cast<int>(merits.size()), world_size_); |
| 247 |
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632 | GatherAndBroadcastTrialResults(merits, num_trials, l_est); |
| 248 |
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632 | SyncGlobalState(); |
| 249 | 632 | total_evals_ += num_trials; | |
| 250 | } | ||
| 251 | |||
| 252 |
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8 | if (IsRoot()) { |
| 253 | 4 | GetOutput() = | |
| 254 | 4 | Solution{.argmin = best_point_, .value = best_value_, .iterations = total_evals_, .converged = has_converged_}; | |
| 255 | } | ||
| 256 | 8 | return true; | |
| 257 | } | ||
| 258 | |||
| 259 | 8 | bool KondakovVGlobalSearchMPI::PostProcessingImpl() { | |
| 260 | 8 | Solution sol; | |
| 261 |
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8 | if (IsRoot()) { |
| 262 | 4 | sol = GetOutput(); | |
| 263 | } | ||
| 264 | |||
| 265 | 8 | MPI_Bcast(&sol.argmin, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD); | |
| 266 | 8 | MPI_Bcast(&sol.value, 1, MPI_DOUBLE, 0, MPI_COMM_WORLD); | |
| 267 | 8 | MPI_Bcast(&sol.iterations, 1, MPI_INT, 0, MPI_COMM_WORLD); | |
| 268 |
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8 | int converged = sol.converged ? 1 : 0; |
| 269 | 8 | MPI_Bcast(&converged, 1, MPI_INT, 0, MPI_COMM_WORLD); | |
| 270 | 8 | sol.converged = (converged != 0); | |
| 271 | |||
| 272 | 8 | GetOutput() = sol; | |
| 273 | 8 | return true; | |
| 274 | } | ||
| 275 | |||
| 276 | } // namespace kondakov_v_global_search | ||
| 277 |