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[mareframe] Diff of /trunk/gadget/hooke.cc
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Diff of /trunk/gadget/hooke.cc

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revision 12, Fri Jul 24 18:36:24 2015 UTC revision 16, Tue Oct 13 11:29:01 2015 UTC
# Line 139  Line 139 
139  #include "ecosystem.h"  #include "ecosystem.h"
140  #include "global.h"  #include "global.h"
141    
142  #ifndef NO_OPENMP  #ifdef _OPENMP
143  #include "omp.h"  #include "omp.h"
144  #endif  #endif
145    
146  extern Ecosystem* EcoSystem;  extern Ecosystem* EcoSystem;
147  #ifndef NO_OPENMP  #ifdef _OPENMP
148  extern Ecosystem** EcoSystems;  extern Ecosystem** EcoSystems;
149  #endif  #endif
150    
# Line 156  Line 156 
156    DoubleVector z(point);    DoubleVector z(point);
157    
158    minf = prevbest;    minf = prevbest;
 //  for (int k=0;k<point.Size(); k++)  
 //        cout << z[k] ;  
 //  cout << endl;  
159    for (i = 0; i < point.Size(); i++) {    for (i = 0; i < point.Size(); i++) {
   
 //        for (int k=0;k<point.Size(); k++)  
 //                cout << z[k] << " " ;  
 //cout << endl;  
160      z[param[i]] = point[param[i]] + delta[param[i]];      z[param[i]] = point[param[i]] + delta[param[i]];
161      ftmp = EcoSystem->SimulateAndUpdate(z);      ftmp = EcoSystem->SimulateAndUpdate(z);
 //    cout << i <<"-z["<< param[i]<<"]:" <<z[param[i]] << " - " << ftmp << endl;  
162      if (ftmp < minf) {      if (ftmp < minf) {
163        minf = ftmp;        minf = ftmp;
164      } else {      } else {
# Line 178  Line 170 
170        else        else
171          z[param[i]] = point[param[i]];          z[param[i]] = point[param[i]];
172      }      }
 //    cout << i <<"-z["<< param[i]<<"]:" <<z[param[i]] << " - " << ftmp  <<" - " << prevbest << endl;  
173    }    }
174    
175    for (i = 0; i < point.Size(); i++)    for (i = 0; i < point.Size(); i++)
# Line 187  Line 178 
178  }  }
179    
180  /* given a point, look for a better one nearby, one coord at a time */  /* given a point, look for a better one nearby, one coord at a time */
181  #ifndef NO_OPENMP  #ifdef _OPENMP
182  /*  /*
183   * function bestBeraby parallelized with OpenMP   * function bestBeraby parallelized with OpenMP
184   * · 2 threads per coord to parallelize the calculation of +delta/-delta   * · 2 threads per coord to parallelize the calculation of +delta/-delta
185   * · parallelize the calculation of the best nearby of the coord   * · parallelize the calculation of the best nearby of the coord
186   */   */
187  double OptInfoHooke::bestNearbyOMP(DoubleVector& delta, DoubleVector& point, double prevbest, IntVector& param) {  double OptInfoHooke::bestNearbyRepro(DoubleVector& delta, DoubleVector& point, double prevbest, IntVector& param) {
188    double minf;//, ftmp;    double minf;//, ftmp;
189    int i, j, k;    int i, j, k;
190    DoubleVector z(point);    DoubleVector z(point);
# Line 218  Line 209 
209            return -1;            return -1;
210    }    }
211    
212      omp_set_dynamic(0);
213      omp_set_nested(1); //permit the nested parallelization
214    while ( i < nvars) {    while ( i < nvars) {
215            if ((i + paral_tokens -1) >= nvars)            if ((i + paral_tokens -1) >= nvars)
216                    paral_tokens = nvars - i;                    paral_tokens = nvars - i;
217            omp_set_dynamic(0);  #pragma omp parallel for num_threads(paral_tokens) private(k) //parallelize the parameters (numThr/2)
           omp_set_nested(1);  
 #pragma omp parallel for num_threads(paral_tokens) private(k)  
218            for (j = 0; j < paral_tokens; ++j) {            for (j = 0; j < paral_tokens; ++j) {
219                    storage[j].z = z;                    storage[j].z = z;
220                    storage[j].delta = delta;                    storage[j].delta = delta;
# Line 233  Line 224 
224                    v1[k] +=  delta[k];                    v1[k] +=  delta[k];
225                    v2[k] -=  delta[k];                    v2[k] -=  delta[k];
226    
227  #pragma omp parallel sections num_threads(2)  #pragma omp parallel sections num_threads(2) //parrallelize the +/- delta simulation for each parameter
228                    {                    {
229          #pragma omp section          #pragma omp section
230                            {                            {
# Line 269  Line 260 
260                    }                    }
261            }            }
262    }    }
263      delete[] storage;
264    for (i = 0; i < nvars; ++i)    for (i = 0; i < nvars; ++i)
265      point[i] = z[i];      point[i] = z[i];
266    return minf;    return minf;
# Line 298  Line 289 
289    IntVector trapped(nvars, 0);    IntVector trapped(nvars, 0);
290    
291    EcoSystem->scaleVariables();    EcoSystem->scaleVariables();
292  #ifndef NO_OPENMP  #ifdef _OPENMP
293    int numThr = omp_get_max_threads ( );    int numThr = omp_get_max_threads ( );
294    for (i = 0; i < numThr; i++)    for (i = 0; i < numThr; i++) // scale the variables for the ecosystem of every thread
295            EcoSystems[i]->scaleVariables();            EcoSystems[i]->scaleVariables();
296  #endif  #endif
297    EcoSystem->getOptScaledValues(x);    EcoSystem->getOptScaledValues(x);
# Line 343  Line 334 
334    
335    while (1) {    while (1) {
336      if (isZero(bestf)) {      if (isZero(bestf)) {
337  #ifdef NO_OPENMP  #ifndef _OPENMP
338        iters = EcoSystem->getFuncEval() - offset;        iters = EcoSystem->getFuncEval() - offset;
339  #endif  #endif
340        handle.logMessage(LOGINFO, "Error in Hooke & Jeeves optimisation after", iters, "function evaluations, f(x) = 0");        handle.logMessage(LOGINFO, "Error in Hooke & Jeeves optimisation after", iters, "function evaluations, f(x) = 0");
# Line 368  Line 359 
359      /* find best new point, one coord at a time */      /* find best new point, one coord at a time */
360      for (i = 0; i < nvars; i++)      for (i = 0; i < nvars; i++)
361        trialx[i] = x[i];        trialx[i] = x[i];
362  #ifndef NO_OPENMP  #ifdef _OPENMP
363      newf = this->bestNearbyOMP(delta, trialx, bestf, param);      newf = this->bestNearbyRepro(delta, trialx, bestf, param);
364      if (newf == -1) {      if (newf == -1) {
365          handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");          handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");
366          handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");          handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");
# Line 380  Line 371 
371  #endif  #endif
372      /* if too many function evaluations occur, terminate the algorithm */      /* if too many function evaluations occur, terminate the algorithm */
373    
374  #ifdef NO_OPENMP  #ifndef _OPENMP
375      iters = EcoSystem->getFuncEval() - offset;      iters = EcoSystem->getFuncEval() - offset;
376  #endif  #endif
377      if (iters > hookeiter) {      if (iters > hookeiter) {
# Line 450  Line 441 
441        /* only move forward if this is really an improvement    */        /* only move forward if this is really an improvement    */
442        oldf = newf;        oldf = newf;
443        newf = EcoSystem->SimulateAndUpdate(trialx);        newf = EcoSystem->SimulateAndUpdate(trialx);
444  #ifndef NO_OPENMP  #ifdef _OPENMP
445        iters++;        iters++;
446  #endif  #endif
447        if ((isEqual(newf, oldf)) || (newf > oldf)) {        if ((isEqual(newf, oldf)) || (newf > oldf)) {
# Line 463  Line 454 
454        for (i = 0; i < nvars; i++)        for (i = 0; i < nvars; i++)
455          x[i] = trialx[i];          x[i] = trialx[i];
456    
457  #ifndef NO_OPENMP  #ifdef _OPENMP
458        newf = this->bestNearbyOMP(delta, trialx, bestf, param);        newf = this->bestNearbyRepro(delta, trialx, bestf, param);
459        if (newf == -1) {        if (newf == -1) {
460                  handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");                  handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");
461                  handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");                  handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");
# Line 477  Line 468 
468          break;          break;
469    
470        /* if too many function evaluations occur, terminate the algorithm */        /* if too many function evaluations occur, terminate the algorithm */
471  #ifdef NO_OPENMP  #ifndef _OPENMP
472        iters = EcoSystem->getFuncEval() - offset;        iters = EcoSystem->getFuncEval() - offset;
473  #endif  #endif
474        if (iters > hookeiter) {        if (iters > hookeiter) {
# Line 494  Line 485 
485          EcoSystem->storeVariables(score, bestx);          EcoSystem->storeVariables(score, bestx);
486          return;          return;
487        }        }
488      }      } // while (newf < bestf)
489    
490  #ifdef NO_OPENMP  #ifndef _OPENMP
491      iters = EcoSystem->getFuncEval() - offset;      iters = EcoSystem->getFuncEval() - offset;
492  #endif  #endif
493      if (newf < bestf) {      if (newf < bestf) {
# Line 533  Line 524 
524  }  }
525    
526  /* Functions to perform the parallelization of the algorithm of HJ with OpenMP*/  /* Functions to perform the parallelization of the algorithm of HJ with OpenMP*/
527  #ifdef GADGET_OPENMP  #ifdef SPECULATIVE
528  double OptInfoHooke::bestNearbyOMP2(DoubleVector& delta, DoubleVector& point, double prevbest, IntVector& param) {  double OptInfoHooke::bestNearbySpec(DoubleVector& delta, DoubleVector& point, double prevbest, IntVector& param) {
529    double minf;    double minf;
530    int i, j, k, ii;    int i, j, k, ii;
531    DoubleVector z(point);    DoubleVector z(point);
# Line 558  Line 549 
549            return -1;            return -1;
550    }    }
551    
552      omp_set_dynamic(0);
553      omp_set_nested(1); //permit the nested parallelization
554    for (ii=0; ii< paral_tokens; ii++) {    for (ii=0; ii< paral_tokens; ii++) {
555            i = 0;            i = 0;
556            while ( i < nvars) {            while ( i < nvars) {
557                    if ((i + paral_tokens -1) >= nvars)                    if ((i + paral_tokens -1) >= nvars)
558                            paral_tokens = nvars - i;                            paral_tokens = nvars - i;
                   omp_set_dynamic(0);  
                   omp_set_nested(1);  
559          #pragma omp parallel for num_threads(paral_tokens) private(k)          #pragma omp parallel for num_threads(paral_tokens) private(k)
560                    for (j = 0; j < paral_tokens; ++j) {                    for (j = 0; j < paral_tokens; ++j) {
561                            storage[j].z = z;                            storage[j].z = z;
# Line 644  Line 635 
635             IntVector trapped(nvars, 0);             IntVector trapped(nvars, 0);
636    
637             EcoSystem->scaleVariables();             EcoSystem->scaleVariables();
          #ifndef NO_OPENMP  
638             int numThr = omp_get_max_threads ( );             int numThr = omp_get_max_threads ( );
639             for (i = 0; i < numThr; i++)             for (i = 0; i < numThr; i++) // scale the variables for the ecosystem of every thread
640                    EcoSystems[i]->scaleVariables();                    EcoSystems[i]->scaleVariables();
          #endif  
641             EcoSystem->getOptScaledValues(x);             EcoSystem->getOptScaledValues(x);
642             EcoSystem->getOptLowerBounds(lowerb);             EcoSystem->getOptLowerBounds(lowerb);
643             EcoSystem->getOptUpperBounds(upperb);             EcoSystem->getOptUpperBounds(upperb);
# Line 689  Line 678 
678    
679             while (1) {             while (1) {
680               if (isZero(bestf)) {               if (isZero(bestf)) {
681           #ifdef NO_OPENMP           #ifndef _OPENMP
682                 iters = EcoSystem->getFuncEval() - offset;                 iters = EcoSystem->getFuncEval() - offset;
683           #endif           #endif
684                 handle.logMessage(LOGINFO, "Error in Hooke & Jeeves optimisation after", iters, "function evaluations, f(x) = 0");                 handle.logMessage(LOGINFO, "Error in Hooke & Jeeves optimisation after", iters, "function evaluations, f(x) = 0");
# Line 714  Line 703 
703               /* find best new point, one coord at a time */               /* find best new point, one coord at a time */
704               for (i = 0; i < nvars; i++)               for (i = 0; i < nvars; i++)
705                 trialx[i] = x[i];                 trialx[i] = x[i];
706           #ifndef NO_OPENMP           #ifdef _OPENMP
707               newf = this->bestNearbyOMP2(delta, trialx, bestf, param);               newf = this->bestNearbySpec(delta, trialx, bestf, param);
708               if (newf == -1) {               if (newf == -1) {
709                  handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");                  handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");
710                  handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");                  handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");
# Line 726  Line 715 
715           #endif           #endif
716               /* if too many function evaluations occur, terminate the algorithm */               /* if too many function evaluations occur, terminate the algorithm */
717    
718           #ifdef NO_OPENMP           #ifndef _OPENMP
719               iters = EcoSystem->getFuncEval() - offset;               iters = EcoSystem->getFuncEval() - offset;
720           #endif           #endif
721               if (iters > hookeiter) {               if (iters > hookeiter) {
# Line 796  Line 785 
785                 /* only move forward if this is really an improvement    */                 /* only move forward if this is really an improvement    */
786                 oldf = newf;                 oldf = newf;
787                 newf = EcoSystem->SimulateAndUpdate(trialx);                 newf = EcoSystem->SimulateAndUpdate(trialx);
788           #ifndef NO_OPENMP           #ifdef _OPENMP
789                 iters++;                 iters++;
790           #endif           #endif
791                 if ((isEqual(newf, oldf)) || (newf > oldf)) {                 if ((isEqual(newf, oldf)) || (newf > oldf)) {
# Line 809  Line 798 
798                 for (i = 0; i < nvars; i++)                 for (i = 0; i < nvars; i++)
799                   x[i] = trialx[i];                   x[i] = trialx[i];
800    
801           #ifndef NO_OPENMP           #ifdef _OPENMP
802                 newf = this->bestNearbyOMP2(delta, trialx, bestf, param);                 newf = this->bestNearbySpec(delta, trialx, bestf, param);
803                 if (newf == -1) {                 if (newf == -1) {
804                          handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");                          handle.logMessage(LOGINFO, "\nStopping Hooke & Jeeves optimisation algorithm\n");
805                          handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");                          handle.logMessage(LOGINFO, "\nThe number of threads must be a multiple of 2\n");
# Line 823  Line 812 
812                   break;                   break;
813    
814                 /* if too many function evaluations occur, terminate the algorithm */                 /* if too many function evaluations occur, terminate the algorithm */
815           #ifdef NO_OPENMP           #ifndef _OPENMP
816                 iters = EcoSystem->getFuncEval() - offset;                 iters = EcoSystem->getFuncEval() - offset;
817           #endif           #endif
818                 if (iters > hookeiter) {                 if (iters > hookeiter) {
# Line 842  Line 831 
831                 }                 }
832               }               }
833    
834           #ifdef NO_OPENMP           #ifndef _OPENMP
835               iters = EcoSystem->getFuncEval() - offset;               iters = EcoSystem->getFuncEval() - offset;
836           #endif           #endif
837               if (newf < bestf) {               if (newf < bestf) {
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