Merge pull request #22 from chriscoey/alftest

build Alfonso optimizer in tests so can change options

Manifest.toml

@@ -7,12 +7,6 @@ version = "0.3.2"
 [[Base64]]
 uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
 
-[[BinDeps]]
-deps = ["Compat", "Libdl", "SHA", "URIParser"]
-git-tree-sha1 = "160d5d926e83e0970dd549ad9fe0ac3e8107e83c"
-uuid = "9e28174c-4ba2-5203-b857-d8d62c4213ee"
-version = "0.8.8"
-
 [[BinaryProvider]]
 deps = ["Compat", "Pkg", "SHA"]
 git-tree-sha1 = "94dac52c662ca793008fb689e3daf626b6139943"
@@ -32,18 +26,21 @@ uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
 version = "1.0.0"
 
 [[Conda]]
-deps = ["BinDeps", "Compat", "JSON", "Libdl", "VersionParsing"]
-git-tree-sha1 = "6358e179fb9ad0af5ca9cd4d7c691c413cc121f2"
+deps = ["Compat", "JSON", "VersionParsing"]
+git-tree-sha1 = "b76a441539d66a18ba34df28d34dc5b9202164a3"
 uuid = "8f4d0f93-b110-5947-807f-2305c1781a2d"
-version = "0.8.1"
+version = "1.0.0"
 
 [[Dates]]
+deps = ["Printf"]
 uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
 
 [[DelimitedFiles]]
+deps = ["Mmap"]
 uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab"
 
 [[Distributed]]
+deps = ["LinearAlgebra", "Random", "Serialization", "Sockets"]
 uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 
 [[FFTW]]
@@ -53,6 +50,7 @@ uuid = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
 version = "0.2.3"
 
 [[InteractiveUtils]]
+deps = ["LinearAlgebra", "Markdown"]
 uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 
 [[IterTools]]
@@ -74,9 +72,14 @@ uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
 uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
 
 [[LinearAlgebra]]
+deps = ["Libdl"]
 uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 
+[[Logging]]
+uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
+
 [[Markdown]]
+deps = ["Base64"]
 uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
 
 [[MathOptInterface]]
@@ -89,6 +92,7 @@ version = "0.4.1"
 uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
 [[Pkg]]
+deps = ["Dates", "LibGit2", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
 uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 
 [[Polynomials]]
@@ -98,12 +102,15 @@ uuid = "f27b6e38-b328-58d1-80ce-0feddd5e7a45"
 version = "0.4.0"
 
 [[Printf]]
+deps = ["Unicode"]
 uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 
 [[REPL]]
+deps = ["InteractiveUtils", "Markdown", "Sockets"]
 uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
 
 [[Random]]
+deps = ["Serialization"]
 uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
 [[Reexport]]
@@ -118,27 +125,26 @@ uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
 uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
 
 [[SharedArrays]]
+deps = ["Distributed", "Mmap", "Random", "Serialization"]
 uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383"
 
 [[Sockets]]
 uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
 
 [[SparseArrays]]
+deps = ["LinearAlgebra", "Random"]
 uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 
 [[Statistics]]
+deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [[Test]]
+deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
-[[URIParser]]
-deps = ["Compat", "Unicode"]
-git-tree-sha1 = "0f9c5e2d14e03fbd00696f9394e288bdd5adacbc"
-uuid = "30578b45-9adc-5946-b283-645ec420af67"
-version = "0.3.1"
-
 [[UUIDs]]
+deps = ["Random"]
 uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
 
 [[Unicode]]

Project.toml

@@ -10,3 +10,4 @@ LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

examples/envelope/envelope.jl

@@ -9,14 +9,12 @@ available at https://arxiv.org/abs/1712.01792
 =#
 
 using Alfonso
-import MathOptInterface
-const MOI = MathOptInterface
 using SparseArrays
 using LinearAlgebra
 using DelimitedFiles
 using Random
 
-function build_envelope(npoly, deg, n, d; native=true, use_data=false, rseed=1)
+function build_envelope!(alf::Alfonso.AlfonsoOpt, npoly::Int, deg::Int, n::Int, d::Int; use_data::Bool=false, rseed::Int=1)
     # TODO allow n > 1
     @assert n == 1
 
@@ -26,7 +24,7 @@ function build_envelope(npoly, deg, n, d; native=true, use_data=false, rseed=1)
     wtVals = 1.0 .- pts.^2
     PWts = [Array((qr(Diagonal(sqrt.(wtVals[:,j]))*P[:,1:LWts[j]])).Q) for j in 1:n]
 
-    # set up MOI problem data
+    # set up problem data
     A = repeat(sparse(1.0I, U, U), outer=(1, npoly))
     b = w
     if use_data
@@ -46,24 +44,15 @@ function build_envelope(npoly, deg, n, d; native=true, use_data=false, rseed=1)
         push!(coneidxs, 1+(k-1)*U:k*U)
     end
 
-    if native
-        # use native interface
-        alf = Alfonso.AlfonsoOpt(maxiter=100, verbose=true)
-        Alfonso.load_data!(alf, A, b, c, cones, coneidxs)
-        return alf
-    else
-        error("MOI tests not implemented")
-        # opt = Alfonso.Optimizer()
-        # return opt
-    end
+    return Alfonso.load_data!(alf, A, b, c, cones, coneidxs)
 end
 
+# alf = Alfonso.AlfonsoOpt(maxiter=100, verbose=true)
+
 # optionally use fixed data in folder
 # select number of polynomials and degrees for the envelope
 # select dimension and SOS degree (to be squared)
-# alf =
-    # build_envelope(2, 5, 1, 5, use_data=true)
-    # build_envelope(2, 5, 1, 5)
+# build_envelope!(alf, 2, 5, 1, 5, use_data=true)
+# build_envelope!(alf, 2, 5, 1, 5)
 
-# solve it
 # @time Alfonso.solve!(alf)

examples/lp/lp.jl

@@ -6,14 +6,12 @@ solves a simple LP min c'x s.t. Ax = b, x >= 0
 =#
 
 using Alfonso
-import MathOptInterface
-const MOI = MathOptInterface
 using SparseArrays
-using LinearAlgebra
 using DelimitedFiles
 using Random
 
-function build_lp(m, n; native=true, use_data=false, dense=false, nzfrac=1/sqrt(n), rseed=1)
+function build_lp!(alf::Alfonso.AlfonsoOpt, m::Int, n::Int; use_data=false, dense=false, nzfrac::Float64=1/sqrt(n), tosparse=false, rseed::Int=1)
+    # set up problem data
     if use_data
         # use provided data in data folder
         datapath = joinpath(@__DIR__, "data")
@@ -32,26 +30,22 @@ function build_lp(m, n; native=true, use_data=false, dense=false, nzfrac=1/sqrt(
         c = rand(0.0:9.0, n)
     end
 
+    if tosparse && !issparse(A)
+        A = sparse(A)
+    end
+
     cones = Alfonso.ConeData[Alfonso.NonnegData(n),]
     coneidxs = AbstractUnitRange[1:n,]
 
-    if native
-        # use native interface
-        alf = Alfonso.AlfonsoOpt(maxiter=100, verbose=true)
-        Alfonso.load_data!(alf, A, b, c, cones, coneidxs)
-        return alf
-    else
-        error("MOI tests not implemented")
-        # opt = Alfonso.Optimizer()
-        # return opt
-    end
+    return Alfonso.load_data!(alf, A, b, c, cones, coneidxs)
 end
 
+# alf = Alfonso.AlfonsoOpt(maxiter=100, verbose=true)
+
 # optionally use fixed data in folder
 # select the random matrix size, dense/sparse, sparsity fraction
-# alf =
-    # build_lp(500, 1000)
-    # build_lp(500, 1000, use_data=true)
+# build_lp!(alf, 500, 1000)
+# build_lp!(alf, 500, 1000, use_data=true)
 
 # solve it
 # @time Alfonso.solve!(alf)

examples/namedpoly/namedpoly.jl

@@ -8,9 +8,6 @@ available at https://arxiv.org/abs/1712.01792
 =#
 
 using Alfonso
-import MathOptInterface
-const MOI = MathOptInterface
-using SparseArrays
 using LinearAlgebra
 
 # list of currently available named polynomials, see https://people.sc.fsu.edu/~jburkardt/py_src/polynomials/polynomials.html
@@ -50,7 +47,8 @@ const polys = Dict{Symbol,NamedTuple}(
         ),
 )
 
-function build_namedpoly(polyname, d; native=true)
+function build_namedpoly!(alf::Alfonso.AlfonsoOpt, polyname::Symbol, d::Int)
+    # get data for named polynomial
     (n, lbs, ubs, deg, fn) = polys[polyname]
     if d < ceil(Int, deg/2)
         error("requires d >= $(ceil(Int, deg/2))")
@@ -73,38 +71,30 @@ function build_namedpoly(polyname, d; native=true)
     LWts = fill(binomial(n+d-1, n), n)
     PWts = [Diagonal(sqrt.(wtVals[:,j]))*P0[:,1:LWts[j]] for j in 1:n]
 
-    # set up MOI problem data
+    # set up problem data
     A = ones(1, U)
     b = [1.0,]
     c = [fn(pts[j,:]...) for j in 1:U]
     cones = Alfonso.ConeData[Alfonso.SumOfSqrData(U, P0, PWts),]
     coneidxs = AbstractUnitRange[1:U,]
 
-    if native
-        # use native interface
-        alf = Alfonso.AlfonsoOpt(maxiter=100, verbose=true)
-        Alfonso.load_data!(alf, A, b, c, cones, coneidxs)
-        return alf
-    else
-        error("MOI tests not implemented")
-        # opt = Alfonso.Optimizer()
-        # return opt
-    end
+    return Alfonso.load_data!(alf, A, b, c, cones, coneidxs)
 end
 
+# alf = Alfonso.AlfonsoOpt(maxiter=100, verbose=true)
+
 # select the named polynomial to minimize and the SOS degree (to be squared)
-# alf =
-    # build_namedpoly(:butcher, 2)
-    # build_namedpoly(:caprasse, 4)
-    # build_namedpoly(:goldsteinprice, 7)
-    # build_namedpoly(:heart, 3)
-    # build_namedpoly(:lotkavolterra, 3)
-    # build_namedpoly(:magnetism7, 2)
-    # build_namedpoly(:motzkin, 7)
-    # build_namedpoly(:reactiondiffusion, 4)
-    # build_namedpoly(:robinson, 6)
-    # build_namedpoly(:rosenbrock, 6)
-    # build_namedpoly(:schwefel, 5)
+# build_namedpoly!(alf, :butcher, 2)
+# build_namedpoly!(alf, :caprasse, 4)
+# build_namedpoly!(alf, :goldsteinprice, 7)
+# build_namedpoly!(alf, :heart, 2)
+# build_namedpoly!(alf, :lotkavolterra, 3)
+# build_namedpoly!(alf, :magnetism7, 2)
+# build_namedpoly!(alf, :motzkin, 7)
+# build_namedpoly!(alf, :reactiondiffusion, 4)
+# build_namedpoly!(alf, :robinson, 8)
+# build_namedpoly!(alf, :rosenbrock, 4)
+# build_namedpoly!(alf, :schwefel, 3)
 
 # solve it
 # @time Alfonso.solve!(alf)

src/nativeinterface.jl

@@ -523,7 +523,9 @@ function solve!(alf::AlfonsoOpt)
         end
     end
 
-    println("\nFinished in $iter iterations\nInternal status is $(alf.status)\n")
+    if alf.verbose
+        println("\nFinished in $iter iterations\nInternal status is $(alf.status)\n")
+    end
 
     #=
     calculate final solution and iteration statistics