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helper_tks_experiments.jl
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function initialize_output(n, DT, nr, nk)
alg_names = ["ETGS", "PLCP", "GRID", "GRBS", "GRBU"]
out = Dict()
out["ETGS"] = Dict()
out["PLCP"] = Dict()
out["GRID"] = Dict()
out["GRBS"] = Dict()
out["GRBU"] = Dict()
out["ALL"] = Dict()
# k0
out["ETGS"][:k0] = fill(0, nr, nk)
out["PLCP"][:k0] = fill(0, nr, nk)
out["GRID"][:k0] = fill(0, nr, nk)
out["GRBS"][:k0] = fill(0, nr, nk)
out["GRBU"][:k0] = fill(0, nr, nk)
# k1
out["ETGS"][:k1] = fill(0, nr, nk)
out["PLCP"][:k1] = fill(0, nr, nk)
out["GRID"][:k1] = fill(0, nr, nk)
out["GRBS"][:k1] = fill(0, nr, nk)
out["GRBU"][:k1] = fill(0, nr, nk)
# t_init
out["ETGS"][:t_init] = fill(+Inf, nr, nk)
out["PLCP"][:t_init] = fill(+Inf, nr, nk)
out["GRID"][:t_init] = fill(+Inf, nr, nk)
out["GRBS"][:t_init] = fill(+Inf, nr, nk)
out["GRBU"][:t_init] = fill(+Inf, nr, nk)
# t_run
out["ETGS"][:t_run] = fill(+Inf, nr, nk)
out["PLCP"][:t_run] = fill(+Inf, nr, nk)
out["GRID"][:t_run] = fill(+Inf, nr, nk)
out["GRBS"][:t_run] = fill(+Inf, nr, nk)
out["GRBU"][:t_run] = fill(+Inf, nr, nk)
# t_primal: primal recovery
out["ETGS"][:t_primal] = fill(+Inf, nr, nk)
out["PLCP"][:t_primal] = fill(+Inf, nr, nk)
out["GRID"][:t_primal] = fill(+Inf, nr, nk)
out["GRBS"][:t_primal] = fill(0.0, nr, nk)
out["GRBU"][:t_primal] = fill(0.0, nr, nk)
# t_sort
out["ALL"][:t_sort] = +Inf # full sort time
out["ALL"][:t_psort] = fill(+Inf, nk) # partial sort time
out["GRBU"][:t_psort] = fill(0.0, nr, nk) # partial sort time
# total infeas (sup-norm): tks and order
out["ETGS"][:infeas] = fill(+Inf, nr, nk) # total sup infeasibility
out["PLCP"][:infeas] = fill(+Inf, nr, nk) # total sup infeasibility
out["GRID"][:infeas] = fill(+Inf, nr, nk) # total sup infeasibility
out["GRBS"][:infeas] = fill(+Inf, nr, nk) # total sup infeasibility
out["GRBU"][:infeas] = fill(+Inf, nr, nk) # total sup infeasibility
# tks infeasibility
out["ETGS"][:tks] = fill(+Inf, nr, nk) # method 1 violation of Mk(xbar) <= r
out["PLCP"][:tks] = fill(+Inf, nr, nk) # method 2 violation of Mk(xbar) <= r
out["GRID"][:tks] = fill(+Inf, nr, nk) # method 3 violation of Mk(xbar) <= r
out["GRBS"][:tks] = fill(+Inf, nr, nk) # method 4 violation of Mk(xbar) <= r
out["GRBU"][:tks] = fill(+Inf, nr, nk) # method 5 violation of Mk(xbar) <= r
# order infeasibility
out["ETGS"][:ord] = fill(+Inf, nr, nk) # method 1 violation of x_{i} >= x_{i+1}
out["PLCP"][:ord] = fill(+Inf, nr, nk) # method 2 violation of x_{i} >= x_{i+1}
out["GRID"][:ord] = fill(+Inf, nr, nk) # method 3 violation of x_{i} >= x_{i+1}
out["GRBS"][:ord] = fill(+Inf, nr, nk) # method 4 violation of x_{i} >= x_{i+1}
out["GRBU"][:ord] = fill(+Inf, nr, nk) # method 5 violation of x_{i} >= x_{[k]} for i in kappa and x_{i} <= x_{[k]} for i not in kappa
# active constraints
out["GRBS"][:nactivecon] = fill(0, nr, nk)
out["GRBU"][:nactivecon] = fill(0, nr, nk)
# obj
out["ETGS"][:obj] = fill(+Inf, nr, nk) # obj value 1
out["PLCP"][:obj] = fill(+Inf, nr, nk) # obj value 2
out["GRID"][:obj] = fill(+Inf, nr, nk) # obj value 3
out["GRBS"][:obj] = fill(+Inf, nr, nk) # obj value 4
out["GRBU"][:obj] = fill(+Inf, nr, nk) # obj value 5
# nit
out["ETGS"][:nit] = zeros(Int64, nr, nk) # number of iterations 1
out["PLCP"][:nit] = zeros(Int64, nr, nk) # number of iterations 2
out["GRID"][:nit] = zeros(Int64, nr, nk) # number of iterations 3
out["GRBS"][:nit] = zeros(Int64, nr, nk) # number of iterations 4
out["GRBU"][:nit] = zeros(Int64, nr, nk) # number of iterations 5
# case
out["ETGS"][:case] = zeros(Int64, nr, nk) # case id: 1 = strict, 2 = strict but lcp ez; 0 = inactive; -1 = k==1; -2 = k==n
out["PLCP"][:case] = zeros(Int64, nr, nk) # case id: 1 = strict, 2 = strict but lcp ez; 0 = inactive; -1 = k==1; -2 = k==n
out["GRID"][:case] = zeros(Int64, nr, nk) # case id: 1 = strict, 2 = strict but lcp ez; 0 = inactive; -1 = k==1; -2 = k==n
# bestfeas
out["ETGS"][:bestfeas] = zeros(Bool, nr, nk) # does 1 satisfy Mk(xbar) <= r and have lowest objval
out["PLCP"][:bestfeas] = zeros(Bool, nr, nk) # does 2 satisfy Mk(xbar) <= r and have lowest objval
out["GRID"][:bestfeas] = zeros(Bool, nr, nk) # does 3 satisfy Mk(xbar) <= r and have lowest objval
out["GRBS"][:bestfeas] = zeros(Bool, nr, nk) # does 4 satisfy Mk(xbar) <= r and have lowest objval
out["GRBU"][:bestfeas] = zeros(Bool, nr, nk) # does 5 satisfy Mk(xbar) <= r and have lowest objval
# other
out["ALL"][:obj_12345] = Array{Vector{Int64}}(undef, nr, nk) # best objective value
out["ALL"][:active] = zeros(Bool, nr, nk) # is Mk(x0) > r?
out["ALL"][:x0sort] = zeros(DT, n) # x0sort
# solution
out["ETGS"][:xbarsort] = zeros(DT, n)
out["PLCP"][:xbarsort] = zeros(DT, n)
out["GRID"][:xbarsort] = zeros(DT, n)
out["GRBS"][:xbarsort] = zeros(Float64, n)
out["GRBU"][:xbarsort] = zeros(Float64, n)
return out
end
function default_piv_options()
D = Dict()
D[:maxt] = 10_000
D["ETGS"] = 1
D["PLCP"] = 2
D["GRID"] = 3
D["GRBS"] = 4
D["GRBU"] = 5
D[1] = "ETGS"
D[2] = "PLCP"
D[3] = "GRID"
D[4] = "GRBS"
D[5] = "GRBU"
return D
end
function writeout_piv(D::Dict, n::Integer, DT::DataType, repi::Integer, datapath::String)
if isequal(D[:name], "ETGS")
id = 1
elseif isequal(D[:name], "PLCP")
id = 2
elseif isequal(D[:name], "GRID")
id = 3
else
throw()
end
writedlm(datapath*"/$(n)$(DT)/out_$(id)_k0_$repi.csv", D[:k0])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_k1_$repi.csv", D[:k1])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_init_$repi.csv", D[:t_init])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_run_$repi.csv", D[:t_run])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_primal_$repi.csv", D[:t_primal])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_total_$repi.csv", D[:t_init] + D[:t_run] + D[:t_primal])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_tks_$repi.csv", D[:tks])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_ord_$repi.csv", D[:ord])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_infeas_$repi.csv", D[:infeas])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_obj_$repi.csv", D[:obj])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_nit_$repi.csv", D[:nit])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_case_$repi.csv", D[:case])
end
function writeout_grb(D::Dict, n::Integer, DT::DataType, repi::Integer, datapath::String)
if isequal(D[:name], "GRBS")
id = 4
elseif isequal(D[:name], "GRBU")
id = 5
else
throw()
end
writedlm(datapath*"/$(n)$(DT)/out_$(id)_k0_$repi.csv", D[:k0])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_k1_$repi.csv", D[:k1])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_init_$repi.csv", D[:t_init])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_run_$repi.csv", D[:t_run])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_primal_$repi.csv", D[:t_primal])
# writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_total_$repi.csv", D[:t_init] + D[:t_run] + D[:t_primal])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_total_$repi.csv", D[:t_run] + D[:t_primal])
if id == 5
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_psort_$repi.csv", D[:t_psort])
# writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_total_$repi.csv", D[:t_init] + D[:t_run] + D[:t_primal] + D[:t_psort])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_t_total_$repi.csv", D[:t_run] + D[:t_primal])
end
writedlm(datapath*"/$(n)$(DT)/out_$(id)_tks_$repi.csv", D[:tks])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_ord_$repi.csv", D[:ord])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_infeas_$repi.csv", D[:infeas])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_obj_$repi.csv", D[:obj])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_nit_$repi.csv", D[:nit])
writedlm(datapath*"/$(n)$(DT)/out_$(id)_nactivecon_$repi.csv", D[:nactivecon])
end
"""
test_tks_timing(n::Integer, DT::DataType, nrep::Integer)
- n: problem dimension
- DT: data type
- nrep: number of replications
- rlevel: vector of tau_r
- klevel: vector of tau_k
- datapath: path for saving output
- maxn_gurobi: largest n for gurobi
- maxn_grid: largest n for grid
- expers: (r,k) tuples for subset of rlevel × klevel experiments
"""
function test_tks_timing(n::Integer, DT::DataType, nrep::Integer,
rlevel::Vector, klevel::Vector,
datapath::String,
maxn_gurobi::Integer=100_000,
maxn_grid::Integer=100_000,
expers=nothing,
rep_offset=0
)
# setup
nr = length(rlevel)
nk = length(klevel)
sig = DT(100) # x0_i ∈ [-sigma, +sigma]
alg_names = ["ETGS", "PLCP", "GRID", "GRBS", "GRBU"]
out = initialize_output(n, DT, nr, nk)
# alg options
piv_options = default_piv_options()
piv_options[:maxt] = 10_000
x0prepop = true # prepopulate xbarsort .= x0sort
hist = false # don't record history
verb = false # no console output
# grb options
grb_options = default_proj_options()
grb_options[:maxtime] = 10_000
@assert(maxn_gurobi <= maxn_grid) #! for `obj` vector ordering in determining `bestfeas`
# test output
println(datapath * "$n$DT/")
mkpath(datapath * "/$n$DT/")
writedlm(datapath*"/$(n)$(DT)/rlevel.csv", rlevel)
writedlm(datapath*"/$(n)$(DT)/klevel.csv", klevel)
writedlm(datapath*"/$(n)$(DT)/maxn_gurobi.csv", maxn_gurobi)
writedlm(datapath*"/$(n)$(DT)/maxn_grid.csv", maxn_grid)
sim_repi(repi::Int64, expers) = begin # modify `out` in parallel
println("rep progress: $(round((repi-rep_offset) / nrep, digits=2))")
total = length(klevel) * length(rlevel)
remaining = total
completed = 0
printpct = 5
flag = 0
# grb environment
begin
env_p = Ref{Ptr{Cvoid}}()
logfile = C_NULL
error = GRBloadenv(env_p, logfile)
@assert error == 0
env = env_p[]
error = GRBsetintparam(env, GRB_INT_PAR_OUTPUTFLAG, 0)
@assert error == 0
# parameters
error = GRBsetdblparam(env, "TimeLimit", grb_options[:maxtime])
@assert error == 0
error = GRBsetintparam(env, "Method", Cint(2)) # barrier
@assert error == 0
error = GRBsetintparam(env, "BarIterLimit", grb_options[:maxiter])
@assert error == 0
error = GRBsetdblparam(env, "FeasibilityTol", grb_options[:pinfeas_tol])
@assert error == 0
error = GRBsetdblparam(env, "OptimalityTol", grb_options[:dinfeas_tol])
@assert error == 0
error = GRBsetdblparam(env, "BarConvTol", grb_options[:relgap_tol])
@assert error == 0
error = GRBsetintparam(env, "Threads", grb_options[:nthreads])
@assert error == 0
end
# generate x0
if DT <: Rational
x0 = DT.(rand(0:sig, n)) .// sig
elseif DT <: AbstractFloat
x0 = rand(DT, n)
end
xbarsort = similar(x0);
out["ALL"][:t_sort] = @elapsed begin
x0sort = sort(x0, rev=true)
out["ALL"][:x0sort] .= x0sort
end
xbarsort .= x0sort;
writedlm(datapath*"/$(n)$(DT)/t_sort.csv", out["ALL"][:t_sort])
# loop over k and r
for ki in eachindex(klevel)
k = Int64(min(max(2, ceil(n*klevel[ki])),n-1))
tks = sum(out["ALL"][:x0sort][1:k])
out["ALL"][:t_psort][ki] = @elapsed begin
partialsortsig = partialsortperm(x0, 1:k, rev=true)
end
writedlm(datapath*"/$(n)$(DT)/t_psort.csv", out["ALL"][:t_psort])
for ri in eachindex(rlevel)
r = DT(rlevel[ri]) * tks
if !isnothing(expers)
if (rlevel[ri], klevel[ki]) ∉ expers
println(" --> skipping: $((rlevel[ri], klevel[ki]))")
continue
end
end
out["ALL"][:active][ri,ki] = sum(out["ALL"][:x0sort][1:k]) > r
# ETGS
xbarsort .= x0sort
@views sp, k0k1, nit, t, case = project_topksum_esgs_experiment!(
xbarsort, x0sort, r, k, out["ALL"][:active][ri,ki], x0prepop, verb, hist
)
D = out["ETGS"]
D[:xbarsort] .= xbarsort
D[:name] = "ETGS"
D[:k0][ri,ki] = k0k1[1]
D[:k1][ri,ki] = k0k1[2]
D[:t_init][ri,ki] = t[1]
D[:t_run][ri,ki] = t[2]
D[:t_primal][ri,ki] = t[3]
D[:tks][ri,ki] = max(sum(D[:xbarsort][1:k]) - r, 0.0) #! is sorted
D[:ord][ri,ki] = maximum(max.(diff(D[:xbarsort]), 0.0))
D[:infeas][ri,ki] = max(D[:tks][ri,ki], D[:ord][ri,ki])
D[:obj][ri,ki] = 0.5 * norm(D[:xbarsort] .- out["ALL"][:x0sort], 2)^2
D[:nit][ri,ki] = nit
D[:case][ri,ki] = case
writeout_piv(D, n, DT, repi, datapath)
# PLCP
xbarsort .= x0sort
@views sp, ab, nit, t, case = project_topksum_plcp_experiment!(
xbarsort, x0sort, r, k, out["ALL"][:active][ri,ki], x0prepop, verb, hist
)
D = out["PLCP"]
D[:xbarsort] .= xbarsort
# k0k1 = get_k0k1(sort(D[:xbarsort], rev=true), k) #! soln not sorted but still can recover indices
a = ab[1]
b = ab[2]
if a >=0 && b > 0
a = max(a-1, 0)
b = min(b+1, n)
elseif case == 2
a = k-1
b = k
end
D[:name] = "PLCP"
D[:k0][ri,ki] = a
D[:k1][ri,ki] = b
D[:t_init][ri,ki] = t[1]
D[:t_run][ri,ki] = t[2]
D[:t_primal][ri,ki] = t[3]
D[:tks][ri,ki] = max(sum(D[:xbarsort][1:k]) - r, 0.0) #! is sorted
D[:ord][ri,ki] = maximum(max.(diff(D[:xbarsort]), 0.0))
D[:infeas][ri,ki] = max(D[:tks][ri,ki], D[:ord][ri,ki])
D[:obj][ri,ki] = 0.5 * norm(D[:xbarsort] .- out["ALL"][:x0sort], 2)^2
D[:nit][ri,ki] = nit
D[:case][ri,ki] = case
writeout_piv(D, n, DT, repi, datapath)
# GRID
if n <= maxn_grid
xbarsort .= x0sort
@views sp, k0k1, nit, t, case = project_topksum_grid_experiment!(
xbarsort, x0sort, r, k, out["ALL"][:active][ri,ki], x0prepop, verb, hist, piv_options[:maxt]
)
D = out["GRID"]
D[:xbarsort] .= xbarsort
D[:name] = "GRID"
D[:k0][ri,ki] = k0k1[1]
D[:k1][ri,ki] = k0k1[2]
D[:t_init][ri,ki] = t[1]
D[:t_run][ri,ki] = t[2]
D[:t_primal][ri,ki] = t[3]
D[:tks][ri,ki] = max(sum(sort(D[:xbarsort], rev=true)[1:k]) - r, 0.0) #! not necessarily sorted
D[:ord][ri,ki] = maximum(max.(diff(D[:xbarsort]), 0.0))
D[:infeas][ri,ki] = max(D[:tks][ri,ki], D[:ord][ri,ki])
D[:obj][ri,ki] = 0.5 * norm(D[:xbarsort] .- out["ALL"][:x0sort], 2)^2
D[:nit][ri,ki] = nit
D[:case][ri,ki] = case
writeout_piv(D, n, DT, repi, datapath)
end
# GUROBI
if n <= maxn_gurobi
# GRB sort
res = project_topksum_grbs(out["ALL"][:x0sort], r, k, env, grb_options)
D = out["GRBS"]
D[:name] = "GRBS"
D[:xbarsort] .= res[:x]
k0k1 = get_k0k1(sort(D[:xbarsort], rev=true), k)
D[:k0][ri,ki] = k0k1[1]
D[:k1][ri,ki] = k0k1[2]
D[:t_init][ri,ki] = res[:inittime]
D[:t_run][ri,ki] = res[:walltime]
D[:t_primal][ri,ki] = 0.0
D[:tks][ri,ki] = max(sum(sort(D[:xbarsort], rev=true)[1:k]) - r, 0.0) #! not necessarily sorted
D[:ord][ri,ki] = maximum(max.(diff(D[:xbarsort]), 0.0))
D[:infeas][ri,ki] = max(D[:tks][ri,ki], D[:ord][ri,ki])
D[:obj][ri,ki] = 0.5 * norm(D[:xbarsort] .- out["ALL"][:x0sort], 2)^2
D[:nit][ri,ki] = res[:iter]
D[:nactivecon][ri,ki] = res[:nactivecon]
writeout_grb(D, n, DT, repi, datapath)
# GRB unsort
res = project_topksum_grbu(out["ALL"][:x0sort], r, k, env, grb_options)
D = out["GRBU"]
D[:name] = "GRBU"
D[:xbarsort] .= res[:xsort]
k0k1 = get_k0k1(sort(D[:xbarsort], rev=true), k)
D[:k0][ri,ki] = k0k1[1]
D[:k1][ri,ki] = k0k1[2]
D[:t_init][ri,ki] = res[:inittime]
D[:t_run][ri,ki] = res[:walltime]
D[:t_primal][ri,ki] = 0.0
D[:t_psort][ri,ki] = res[:psort_time]
D[:tks][ri,ki] = max(sum(sort(D[:xbarsort], rev=true)[1:k]) - r, 0.0) #! not necessarily sorted
kappa = res[:kappa]
_k_ = res[:_k_]
D[:ord][ri,ki] = max(
max(0.0, maximum(res[:x][_k_] .- res[:x][kappa])),
max(0.0, maximum(res[:x][setdiff(collect(1:n), kappa)] .- res[:x][_k_])),
)
D[:infeas][ri,ki] = max(D[:tks][ri,ki], D[:ord][ri,ki])
D[:obj][ri,ki] = 0.5 * norm(D[:xbarsort] .- out["ALL"][:x0sort], 2)^2
D[:nit][ri,ki] = res[:iter]
D[:nactivecon][ri,ki] = res[:nactivecon]
writeout_grb(D, n, DT, repi, datapath)
end
# method comparison
feas = [
out["ETGS"][:infeas][ri,ki]<=5eps(),
out["PLCP"][:infeas][ri,ki]<=5eps(),
out["GRID"][:infeas][ri,ki]<=5eps(),
out["GRBS"][:infeas][ri,ki]<=5eps(),
out["GRBU"][:infeas][ri,ki]<=5eps(),
]
objs = [
out["ETGS"][:obj][ri,ki],
out["PLCP"][:obj][ri,ki],
out["GRID"][:obj][ri,ki],
out["GRBS"][:obj][ri,ki],
out["GRBU"][:obj][ri,ki],
]
out["ETGS"][:bestfeas][ri,ki] = feas[1] && prod(objs[1] .<= objs[feas].+5eps())
out["PLCP"][:bestfeas][ri,ki] = feas[2] && prod(objs[2] .<= objs[feas].+5eps())
out["GRID"][:bestfeas][ri,ki] = feas[3] && prod(objs[3] .<= objs[feas].+5eps())
out["GRBS"][:bestfeas][ri,ki] = feas[4] && prod(objs[4] .<= objs[feas].+5eps())
out["GRBU"][:bestfeas][ri,ki] = feas[5] && prod(objs[5] .<= objs[feas].+5eps())
writedlm(datapath*"/$(n)$(DT)/out_1_bestfeas_$(repi).csv", out["ETGS"][:bestfeas])
writedlm(datapath*"/$(n)$(DT)/out_2_bestfeas_$(repi).csv", out["PLCP"][:bestfeas])
writedlm(datapath*"/$(n)$(DT)/out_3_bestfeas_$(repi).csv", out["GRID"][:bestfeas])
writedlm(datapath*"/$(n)$(DT)/out_4_bestfeas_$(repi).csv", out["GRBS"][:bestfeas])
writedlm(datapath*"/$(n)$(DT)/out_5_bestfeas_$(repi).csv", out["GRBU"][:bestfeas])
writedlm(datapath*"/$(n)$(DT)/out_active_$(repi).csv", out["ALL"][:active])
# check
diff_12 = norm(out["ETGS"][:xbarsort] .- out["PLCP"][:xbarsort], Inf)
diff_13 = norm(out["ETGS"][:xbarsort] .- out["GRID"][:xbarsort], Inf)
diff_14 = norm(out["ETGS"][:xbarsort] .- out["GRBS"][:xbarsort], Inf)
diff_15 = norm(out["ETGS"][:xbarsort] .- out["GRBU"][:xbarsort], Inf)
diffs = [diff_12, diff_13, diff_14, diff_15]
diffns = ["1v2", "1v3", "1v4", "1v5"]
tol = 1e-3
# sqrt(eps(DT)
if argmax(diffs) == 1 && maximum(diffs) > tol
println("(n, repi, r, k) = $((n, repi, r, k))")
@warn("numerical error in ETGS v PLCP)? tks infeas = $(
round(max(0, sum(out["PLCP"][:xbarsort][1:k])-r),digits=5)
), diff_12 = $(
round(diff_12,digits=8)
)")
elseif argmax(diffs) == 2 && maximum(diffs) > tol && n <= maxn_grid
println("(n, repi, r, k) = $((n, repi, r, k))")
@warn("numerical error in ETGS v GRID)? tks infeas = $(
round(max(0, sum(out["GRID"][:xbarsort][1:k])-r),digits=5)
), diff_13 = $(
round(diff_13,digits=8)
)")
elseif argmax(diffs) == 3 && maximum(diffs) > tol && n <= maxn_gurobi
println("(n, repi, r, k) = $((n, repi, r, k))")
@warn("numerical error in ETGS v GRBS)? tks infeas = $(
round(max(0, sum(out["GRBS"][:xbarsort][1:k])-r),digits=5)
), diff_14 = $(
round(diff_14,digits=8)
)")
elseif argmax(diffs) == 4 && maximum(diffs) > tol && n <= maxn_gurobi
println("(n, repi, r, k) = $((n, repi, r, k))")
@warn("numerical error in ETGS v GRBU)? tks infeas = $(
round(max(0, sum(out["GRBU"][:xbarsort][1:k])-r),digits=5)
), diff_15 = $(
round(diff_15,digits=8)
)")
end
end
end
GRBfreeenv(env_p[])
end # sim_repi
sr(i) = sim_repi(i + rep_offset, expers)
pmap(sr, 1:nrep)
end
function load_tks_results(datapath::String, rep_lo::Integer, rep_hi::Integer,
maxn_grid::Integer, maxn_gurobi::Integer, nlarge=false
)
out = Dict()
expers = readdir(datapath)
expers = expers[.!occursin.(".csv", expers) .* .!occursin.(".tex", expers)]
ns = [parse(Int64, match(r"(\d+)",x).match) for x in expers]
exper_mask = ones(Bool, length(expers))
if nlarge
for i in eachindex(expers)
exper = expers[i]
files = readdir(datapath*exper*"/")
rep_mask = [x[1] for x in split.(files, ".csv")]
rep_mask = [x[end] for x in split.(rep_mask, "_")]
rep_mask = [(isnothing(x) ? false : (parse(Int64, x.match) >= rep_lo && parse(Int64, x.match) <= rep_hi)) for x in match.(r"(\d+)", rep_mask)]
if sum(rep_mask) == 0
exper_mask[i] = false
end
end
end
for (exper,n) in zip(expers[exper_mask],ns[exper_mask])
println("============================")
println("exper = $exper")
out[exper] = Dict()
files = readdir(datapath*exper*"/")
rep_mask = [x[1] for x in split.(files, ".csv")]
rep_mask = [x[end] for x in split.(rep_mask, "_")]
rep_mask = [(isnothing(x) ? true : (parse(Int64, x.match) >= rep_lo && parse(Int64, x.match) <= rep_hi)) for x in match.(r"(\d+)", rep_mask)]
files = files[rep_mask]
active = files[occursin.("_active", files)]
bestfeas = files[occursin.("bestfeas", files)]
case = files[occursin.("case", files)]
infeas = files[occursin.("infeas", files)]
k0 = files[occursin.("k0", files)]
k1 = files[occursin.("k1", files)]
tks = files[occursin.("tks", files)]
nit = files[occursin.("_nit", files)]
nactivecon = files[occursin.("nactivecon", files)]
obj = files[occursin.("obj", files)]
ord = files[occursin.("ord", files)]
t_init = files[occursin.("t_init", files)]
t_run = files[occursin.("t_run", files)]
t_primal = files[occursin.("t_primal", files)]
t_psort = files[occursin.("t_psort", files)]
outnames = ["active", "bestfeas", "case", "infeas", "k0", "k1", "tks", "nit", "nactivecon", "obj", "ord", "t_init", "t_run", "t_primal", "t_psort"]
outfiles = [active, bestfeas, case, infeas, k0, k1, tks, nit, nactivecon, obj, ord, t_init, t_run, t_primal, t_psort]
klevel = files[occursin.("klevel", files)]
rlevel = files[occursin.("rlevel", files)]
# maxn_grid = files[occursin.("maxn_grid", files)]
# maxn_gurobi = files[occursin.("maxn_gurobi", files)]
nrep = maximum([parse(Int64,x.match) for x in match.(r"\d+(?=.csv)",t_init)]) - minimum([parse(Int64,x.match) for x in match.(r"\d+(?=.csv)",t_init)]) + 1
nk = length(readdlm(datapath*exper*"/"*klevel[1]))
nr = length(readdlm(datapath*exper*"/"*rlevel[1]))
dims = (nrep,nr,nk)
out[exper]["rlevel"] = vec([[r[1]//r[2] for r in eachcol(parse.(Int64,split(x, "//")))][1] for x in readdlm(datapath*exper*"/"*rlevel[1])])
out[exper]["klevel"] = vec([[r[1]//r[2] for r in eachcol(parse.(Int64,split(x, "//")))][1] for x in readdlm(datapath*exper*"/"*klevel[1])])
for algid in 1:5
# println("----------------------------")
# println("alg = $algid")
if algid == 3 && maxn_grid < n
continue
end
if (algid == 4 || algid == 5) && maxn_gurobi < n
continue
end
out[exper][algid] = Dict()
for (on,of) in zip(outnames,outfiles)
# println(on)
if on == "active"
x = [readdlm(datapath*exper*"/"*f) for f in of[occursin.("out_", of)]]
out[exper][on] = y = hvncat(dims, true, vcat(x...)...) # y[i,:,:]==x[i]
elseif on == "case" && (algid == 4 || algid == 5)
continue
elseif (on == "nactivecon" || on == "t_psort") && (algid != 5)
continue
else
x = [readdlm(datapath*exper*"/"*f) for f in of[occursin.("out_$(algid)_", of)]]
out[exper][algid][on] = y = hvncat(dims, true, vcat(x...)...) # y[i,:,:]==x[i]
end
for i in 1:nrep
@assert(y[i,:,:]==x[i])
end
end
if algid == 4 || algid == 5
out[exper][algid]["t_total"] = out[exper][algid]["t_run"]
else
out[exper][algid]["t_total"] = out[exper][algid]["t_init"] .+ out[exper][algid]["t_run"] .+ out[exper][algid]["t_primal"]
end
end
println("-> $exper loaded")
end
out["sort_time"] = readdlm(datapath*"sort_time.csv")
out["partial_sort_time"] = readdlm(datapath*"partial_sort_time_1pct.csv")
# out["maxn_grid"] = parse(Int64,split(readdlm(datapath*"10Float64/maxn_grid.csv")[1],"//")[1])
# out["maxn_gurobi"] = parse(Int64,split(readdlm(datapath*"10Float64/maxn_gurobi.csv")[1],"//")[1])
out["rlevel"] = vec([[r[1]//r[2] for r in eachcol(parse.(Int64,split(x, "//")))][1] for x in readdlm(datapath*"10Float64/rlevel.csv")])
out["klevel"] = vec([[r[1]//r[2] for r in eachcol(parse.(Int64,split(x, "//")))][1] for x in readdlm(datapath*"10Float64/klevel.csv")])
return out
end
function calc_bestfeasunsorted!(out::Dict)
for key in keys(out)
println("exper = $key")
if !isnothing(match(r"(\d+)", key))
for alg in 1:5
if haskey(out[key], alg)
nrep = size(out[key][alg]["tks"], 1)
bestobj = copy(out[key][alg]["obj"])
for i in 1:5
if haskey(out[key], i)
bestobj .= min.(bestobj, out[key][i]["obj"] .+ 1e10 .* (out[key][i]["tks"] .> 5eps()))
end
end
out[key][alg]["bestfeasunsorted"] = (
(out[key][alg]["tks"] .<= 5eps()) .* (out[key][alg]["obj"] .<= bestobj .+ 5eps())
)
end
end
end
end
end