From fde4d9d48cebc7ad7a0f4d1cac5d97d6a66599b8 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Alonso=20Mart=C3=ADnez=20Cisneros?= Date: Fri, 19 Apr 2024 12:10:42 +0200 Subject: [PATCH 01/14] Setting up CUTEst benchmarks dir structure --- benchmarks/OptimizationCUTEst/CUTEst.jmd | 19 + benchmarks/OptimizationCUTEst/Manifest.toml | 2076 +++++++++++++++++++ benchmarks/OptimizationCUTEst/Project.toml | 6 + 3 files changed, 2101 insertions(+) create mode 100644 benchmarks/OptimizationCUTEst/CUTEst.jmd create mode 100644 benchmarks/OptimizationCUTEst/Manifest.toml create mode 100644 benchmarks/OptimizationCUTEst/Project.toml diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst.jmd new file mode 100644 index 000000000..cce805841 --- /dev/null +++ b/benchmarks/OptimizationCUTEst/CUTEst.jmd @@ -0,0 +1,19 @@ +--- +title: Benchmarking with the problems in CUTEst +author: Alonso M. Cisneros +--- + +> This would likely turn into either contributions to CUTEst or wrappers to CUTEst (hosted +> in SciML) which which transform the NLPModels form into Optimization.jl, and a +> benchmarking script that loops over all optimization problems and applies a set of +> optimizers to each of them, computing summary statistics at the bottom. + +CUTEst, the Constraind and Unconstrained Testing Environment is, as the name suggests is a +collection of around 1500 problems for general nonlinear optimization used to test +optimization routines. The wrapper +[CUTEst.jl](https://github.com/JuliaSmoothOptimizers/CUTEst.jl) provides convenient access +to the problem collection, which we can leverage to test the optimizers made available by +Optimization.jl. + +```julia +``` \ No newline at end of file diff --git a/benchmarks/OptimizationCUTEst/Manifest.toml b/benchmarks/OptimizationCUTEst/Manifest.toml new file mode 100644 index 000000000..c3ae283bc --- /dev/null +++ b/benchmarks/OptimizationCUTEst/Manifest.toml @@ -0,0 +1,2076 @@ +# This file is machine-generated - editing it directly is not advised + +julia_version = "1.10.4" +manifest_format = "2.0" +project_hash = "2f2184fc8ad8056c736a80290dbe460e489d1949" + +[[deps.ADTypes]] +git-tree-sha1 = "99a6f5d0ce1c7c6afdb759daa30226f71c54f6b0" +uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b" +version = "1.7.1" +weakdeps = ["ChainRulesCore", "EnzymeCore"] + + [deps.ADTypes.extensions] + ADTypesChainRulesCoreExt = "ChainRulesCore" + ADTypesEnzymeCoreExt = "EnzymeCore" + +[[deps.ASL_jll]] 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"Requires", "SparseArrays", "SpecialFunctions", "Statistics", "ZygoteRules"] +git-tree-sha1 = "19c586905e78a26f7e4e97f81716057bd6b1bc54" +uuid = "e88e6eb3-aa80-5325-afca-941959d7151f" +version = "0.6.70" + + [deps.Zygote.extensions] + ZygoteColorsExt = "Colors" + ZygoteDistancesExt = "Distances" + ZygoteTrackerExt = "Tracker" + + [deps.Zygote.weakdeps] + Colors = "5ae59095-9a9b-59fe-a467-6f913c188581" + Distances = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7" + Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c" + +[[deps.ZygoteRules]] +deps = ["ChainRulesCore", "MacroTools"] +git-tree-sha1 = "27798139afc0a2afa7b1824c206d5e87ea587a00" +uuid = "700de1a5-db45-46bc-99cf-38207098b444" +version = "0.2.5" + +[[deps.libblastrampoline_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" +version = "5.8.0+1" + +[[deps.nghttp2_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" +version = "1.52.0+1" + +[[deps.oneTBB_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "7d0ea0f4895ef2f5cb83645fa689e52cb55cf493" +uuid = "1317d2d5-d96f-522e-a858-c73665f53c3e" +version = "2021.12.0+0" + +[[deps.p7zip_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0" +version = "17.4.0+2" diff --git a/benchmarks/OptimizationCUTEst/Project.toml b/benchmarks/OptimizationCUTEst/Project.toml new file mode 100644 index 000000000..34698b0c1 --- /dev/null +++ b/benchmarks/OptimizationCUTEst/Project.toml @@ -0,0 +1,6 @@ +[deps] +CUTEst = "1b53aba6-35b6-5f92-a507-53c67d53f819" +Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9" +OptimizationMOI = "fd9f6733-72f4-499f-8506-86b2bdd0dea1" +OptimizationOptimJL = "36348300-93cb-4f02-beb5-3c3902f8871e" +Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" From 2eb97762675de11e93a33056b90ba72c9af2a8b0 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Alonso=20Mart=C3=ADnez=20Cisneros?= Date: Sun, 21 Apr 2024 15:43:46 +0200 Subject: [PATCH 02/14] Unconstrained problem benchmarks --- benchmarks/OptimizationCUTEst/CUTEst.jmd | 78 ++++++++++++++++++++++-- 1 file changed, 74 insertions(+), 4 deletions(-) diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst.jmd index cce805841..483b54e4e 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst.jmd @@ -3,10 +3,7 @@ title: Benchmarking with the problems in CUTEst author: Alonso M. Cisneros --- -> This would likely turn into either contributions to CUTEst or wrappers to CUTEst (hosted -> in SciML) which which transform the NLPModels form into Optimization.jl, and a -> benchmarking script that loops over all optimization problems and applies a set of -> optimizers to each of them, computing summary statistics at the bottom. +# Introduction CUTEst, the Constraind and Unconstrained Testing Environment is, as the name suggests is a collection of around 1500 problems for general nonlinear optimization used to test @@ -15,5 +12,78 @@ optimization routines. The wrapper to the problem collection, which we can leverage to test the optimizers made available by Optimization.jl. +This benchmark uses the following packages: + +```julia +using Optimization +using OptimizationNLPModels +using CUTEst +using OptimizationOptimJL +using Ipopt +using OptimizationMOI +using DataFrames +``` + +# Benchmarks + +The CUTEst suite contains almost 1,500 problems that can be broadly divided into several +categories: +- Unconstrained problems, +- Equality/inequality constrained with unbounded variables, +- Equality/inequality constrained with bounded variables, +- Quadratic programs with linear constraints + +We will be testing the [Ipopt]() and the [LBFGS]() optimizers on these classes of +problems. + ```julia +optimizers = [Optimization.LBFGS(), + OptimizationMOI.MOI.OptimizerWithAtributes(Ipopt.Optimizer, "print_level" => 0) + ] + +function get_stats(sol, ::Optimization.LBFGS) + return (length(sol.u), sol.stats.time, "LBFGS", Symbol(sol.retcode)) +end + +function get_stats(sol, ::MathOptInterface.OptimizerWithAtributes) + return (length(sol.u), sol.original.solve_time, "Ipopt", Symbol(sol.retcode)) +end +``` + +## Unconstrained problems + +CUTEst contains 286 unconstrained problems. We will compare how the optimizers behave in +terms of the time to solution with respect to the number of variables. + +```julia +unc_problems = CUTEst.select(contype="unc") +n = length(unc_problems) +optz = length(optimizers) + +problem = String[] +n_vars = Int64[] +secs = Float64[] +solver = String[] +retcode = Symbol[] + +broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) + +for prob_name in unc_problems + nlp_prob = CUTEstModel(prob_name) + prob = OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) + for optimizer in optimizers + sol = solve(prob, optimizer; maxiters = 1e7) + + vars, time, alg, code = get_stats(sol, optimizer) + + push!(problem, prob_name) + push!(n_vars, vars) + push!(secs, time) + push!(solver, alg) + push!(retcode, code) + end + + finalize(nlp_prob) +end + ``` \ No newline at end of file From 81b6f5e09265bfcd1c372d0bad9ac09eb0865392 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Alonso=20Mart=C3=ADnez=20Cisneros?= Date: Mon, 22 Apr 2024 14:17:59 +0200 Subject: [PATCH 03/14] Fixing problem initialization --- benchmarks/OptimizationCUTEst/CUTEst.jmd | 16 ++- benchmarks/OptimizationCUTEst/Manifest.toml | 138 ++++++++------------ benchmarks/OptimizationCUTEst/Project.toml | 4 +- 3 files changed, 68 insertions(+), 90 deletions(-) diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst.jmd index 483b54e4e..92d2a00d8 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst.jmd @@ -21,6 +21,7 @@ using CUTEst using OptimizationOptimJL using Ipopt using OptimizationMOI +using OptimizationMOI: MOI as MOI using DataFrames ``` @@ -37,16 +38,18 @@ We will be testing the [Ipopt]() and the [LBFGS]() optimizers on these classes o problems. ```julia -optimizers = [Optimization.LBFGS(), - OptimizationMOI.MOI.OptimizerWithAtributes(Ipopt.Optimizer, "print_level" => 0) +optimizers = [ + Optimization.LBFGS(), + MOI.OptimizerWithAttributes(Ipopt.Optimizer, "print_level" => 0) ] function get_stats(sol, ::Optimization.LBFGS) return (length(sol.u), sol.stats.time, "LBFGS", Symbol(sol.retcode)) end -function get_stats(sol, ::MathOptInterface.OptimizerWithAtributes) - return (length(sol.u), sol.original.solve_time, "Ipopt", Symbol(sol.retcode)) +function get_stats(sol, ::OptimizationMOI.MOI.OptimizerWithAttributes) + return (length(sol.u), MOI.get(sol.original.model, MOI.SolveTimeSec()), + "Ipopt", Symbol(sol.retcode)) end ``` @@ -70,9 +73,10 @@ broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) for prob_name in unc_problems nlp_prob = CUTEstModel(prob_name) - prob = OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) + prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) for optimizer in optimizers sol = solve(prob, optimizer; maxiters = 1e7) + finalize(nlp_prob) vars, time, alg, code = get_stats(sol, optimizer) @@ -83,7 +87,7 @@ for prob_name in unc_problems push!(retcode, code) end - finalize(nlp_prob) + break end ``` \ No newline at end of file diff --git a/benchmarks/OptimizationCUTEst/Manifest.toml b/benchmarks/OptimizationCUTEst/Manifest.toml index c3ae283bc..7767f04fc 100644 --- a/benchmarks/OptimizationCUTEst/Manifest.toml +++ b/benchmarks/OptimizationCUTEst/Manifest.toml @@ -2,7 +2,7 @@ julia_version = "1.10.4" manifest_format = "2.0" -project_hash = "2f2184fc8ad8056c736a80290dbe460e489d1949" +project_hash = "9f2e041a137334db6af44822a99b9eb016bf9898" [[deps.ADTypes]] git-tree-sha1 = "99a6f5d0ce1c7c6afdb759daa30226f71c54f6b0" @@ -152,11 +152,6 @@ git-tree-sha1 = "9e2a6b69137e6969bab0152632dcb3bc108c8bdd" uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0" version = "1.0.8+1" -[[deps.CEnum]] -git-tree-sha1 = "389ad5c84de1ae7cf0e28e381131c98ea87d54fc" -uuid = "fa961155-64e5-5f13-b03f-caf6b980ea82" -version = "0.5.0" - [[deps.CPUSummary]] deps = ["CpuId", "IfElse", "PrecompileTools", "Static"] git-tree-sha1 = "5a97e67919535d6841172016c9530fd69494e5ec" @@ -181,12 +176,6 @@ git-tree-sha1 = "961e9464a40f2009ad5f70edab16888a61d99121" uuid = "bb5f6f25-f23d-57fd-8f90-3ef7bad1d825" version = "2.0.7+0" -[[deps.ChainRules]] -deps = ["Adapt", "ChainRulesCore", "Compat", "Distributed", "GPUArraysCore", "IrrationalConstants", "LinearAlgebra", "Random", "RealDot", "SparseArrays", "SparseInverseSubset", "Statistics", "StructArrays", "SuiteSparse"] -git-tree-sha1 = "227985d885b4dbce5e18a96f9326ea1e836e5a03" -uuid = "082447d4-558c-5d27-93f4-14fc19e9eca2" -version = "1.69.0" - [[deps.ChainRulesCore]] deps = ["Compat", "LinearAlgebra"] git-tree-sha1 = "71acdbf594aab5bbb2cec89b208c41b4c411e49f" @@ -315,6 +304,12 @@ git-tree-sha1 = "abe83f3a2f1b857aac70ef8b269080af17764bbe" uuid = "9a962f9c-6df0-11e9-0e5d-c546b8b5ee8a" version = "1.16.0" +[[deps.DataFrames]] +deps = ["Compat", "DataAPI", "DataStructures", "Future", "InlineStrings", "InvertedIndices", "IteratorInterfaceExtensions", "LinearAlgebra", "Markdown", "Missings", "PooledArrays", "PrecompileTools", "PrettyTables", "Printf", "REPL", "Random", "Reexport", "SentinelArrays", "SortingAlgorithms", "Statistics", "TableTraits", "Tables", "Unicode"] +git-tree-sha1 = "04c738083f29f86e62c8afc341f0967d8717bdb8" +uuid = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0" +version = "1.6.1" + [[deps.DataStructures]] deps = ["Compat", "InteractiveUtils", "OrderedCollections"] git-tree-sha1 = "1d0a14036acb104d9e89698bd408f63ab58cdc82" @@ -639,12 +634,6 @@ version = "0.4.12" deps = ["Random"] uuid = "9fa8497b-333b-5362-9e8d-4d0656e87820" -[[deps.GPUArrays]] -deps = ["Adapt", "GPUArraysCore", "LLVM", "LinearAlgebra", "Printf", "Random", "Reexport", "Serialization", "Statistics"] -git-tree-sha1 = "a74c3f1cf56a3dfcdef0605f8cdb7015926aae30" -uuid = "0c68f7d7-f131-5f86-a1c3-88cf8149b2d7" -version = "10.3.0" - [[deps.GPUArraysCore]] deps = ["Adapt"] git-tree-sha1 = "ec632f177c0d990e64d955ccc1b8c04c485a0950" @@ -686,12 +675,6 @@ git-tree-sha1 = "7c4195be1649ae622304031ed46a2f4df989f1eb" uuid = "34004b35-14d8-5ef3-9330-4cdb6864b03a" version = "0.3.24" -[[deps.IRTools]] -deps = ["InteractiveUtils", "MacroTools"] -git-tree-sha1 = "950c3717af761bc3ff906c2e8e52bd83390b6ec2" -uuid = "7869d1d1-7146-5819-86e3-90919afe41df" -version = "0.4.14" - [[deps.IfElse]] git-tree-sha1 = "debdd00ffef04665ccbb3e150747a77560e8fad1" uuid = "615f187c-cbe4-4ef1-ba3b-2fcf58d6d173" @@ -707,6 +690,19 @@ git-tree-sha1 = "d1b1b796e47d94588b3757fe84fbf65a5ec4a80d" uuid = "d25df0c9-e2be-5dd7-82c8-3ad0b3e990b9" version = "0.1.5" +[[deps.InlineStrings]] +git-tree-sha1 = "45521d31238e87ee9f9732561bfee12d4eebd52d" +uuid = "842dd82b-1e85-43dc-bf29-5d0ee9dffc48" +version = "1.4.2" + + [deps.InlineStrings.extensions] + ArrowTypesExt = "ArrowTypes" + ParsersExt = "Parsers" + + [deps.InlineStrings.weakdeps] + ArrowTypes = "31f734f8-188a-4ce0-8406-c8a06bd891cd" + Parsers = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0" + [[deps.IntelOpenMP_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl"] git-tree-sha1 = "14eb2b542e748570b56446f4c50fbfb2306ebc45" @@ -738,6 +734,11 @@ weakdeps = ["Dates", "Test"] InverseFunctionsDatesExt = "Dates" InverseFunctionsTestExt = "Test" +[[deps.InvertedIndices]] +git-tree-sha1 = "0dc7b50b8d436461be01300fd8cd45aa0274b038" +uuid = "41ab1584-1d38-5bbf-9106-f11c6c58b48f" +version = "1.3.0" + [[deps.Ipopt]] deps = ["Ipopt_jll", "LinearAlgebra", "MathOptInterface", "OpenBLAS32_jll", "PrecompileTools"] git-tree-sha1 = "92588db78296190d27668a560df3997719fc2a25" @@ -814,24 +815,6 @@ git-tree-sha1 = "e2e6f53ee20605d0ea2be473480b7480bd5091b5" uuid = "5be7bae1-8223-5378-bac3-9e7378a2f6e6" version = "0.4.1" -[[deps.LLVM]] -deps = ["CEnum", "LLVMExtra_jll", "Libdl", "Preferences", "Printf", "Requires", "Unicode"] -git-tree-sha1 = "2470e69781ddd70b8878491233cd09bc1bd7fc96" -uuid = "929cbde3-209d-540e-8aea-75f648917ca0" -version = "8.1.0" - - [deps.LLVM.extensions] - BFloat16sExt = "BFloat16s" - - [deps.LLVM.weakdeps] - BFloat16s = "ab4f0b2a-ad5b-11e8-123f-65d77653426b" - -[[deps.LLVMExtra_jll]] -deps = ["Artifacts", "JLLWrappers", "LazyArtifacts", "Libdl", "TOML"] -git-tree-sha1 = "597d1c758c9ae5d985ba4202386a607c675ee700" -uuid = "dad2f222-ce93-54a1-a47d-0025e8a3acab" -version = "0.0.31+0" - [[deps.L_BFGS_B_jll]] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"] git-tree-sha1 = "77feda930ed3f04b2b0fbb5bea89e69d3677c6b0" @@ -1324,7 +1307,7 @@ weakdeps = ["MathOptInterface"] [[deps.Optimization]] deps = ["ADTypes", "ArrayInterface", "ConsoleProgressMonitor", "DocStringExtensions", "LBFGSB", "LinearAlgebra", "Logging", "LoggingExtras", "OptimizationBase", "Pkg", "Printf", "ProgressLogging", "Reexport", "SciMLBase", "SparseArrays", "TerminalLoggers"] -git-tree-sha1 = "e51c209075bf413ee1dbf4a2473972276965022c" +path = "../../../Optimization.jl" uuid = "7f7a1694-90dd-40f0-9382-eb1efda571ba" version = "3.27.0" @@ -1360,6 +1343,12 @@ git-tree-sha1 = "830acbb62243562642427903ea16d79e969e87d1" uuid = "fd9f6733-72f4-499f-8506-86b2bdd0dea1" version = "0.4.3" +[[deps.OptimizationNLPModels]] +deps = ["ADTypes", "NLPModels", "Optimization", "Reexport"] +path = "../../../Optimization.jl/lib/OptimizationNLPModels" +uuid = "064b21be-54cf-11ef-1646-cdfee32b588f" +version = "0.0.1" + [[deps.OptimizationOptimJL]] deps = ["Optim", "Optimization", "Reexport", "SparseArrays"] git-tree-sha1 = "43870d726f883a47d158beebb1fc3c9fab1da9d6" @@ -1436,6 +1425,12 @@ version = "4.0.11" MakieCore = "20f20a25-4f0e-4fdf-b5d1-57303727442b" MutableArithmetics = "d8a4904e-b15c-11e9-3269-09a3773c0cb0" +[[deps.PooledArrays]] +deps = ["DataAPI", "Future"] +git-tree-sha1 = "36d8b4b899628fb92c2749eb488d884a926614d3" +uuid = "2dfb63ee-cc39-5dd5-95bd-886bf059d720" +version = "1.4.3" + [[deps.PositiveFactorizations]] deps = ["LinearAlgebra"] git-tree-sha1 = "17275485f373e6673f7e7f97051f703ed5b15b20" @@ -1466,6 +1461,12 @@ git-tree-sha1 = "9306f6085165d270f7e3db02af26a400d580f5c6" uuid = "21216c6a-2e73-6563-6e65-726566657250" version = "1.4.3" +[[deps.PrettyTables]] +deps = ["Crayons", "LaTeXStrings", "Markdown", "PrecompileTools", "Printf", "Reexport", "StringManipulation", "Tables"] +git-tree-sha1 = "66b20dd35966a748321d3b2537c4584cf40387c7" +uuid = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d" +version = "2.3.2" + [[deps.Printf]] deps = ["Unicode"] uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7" @@ -1667,6 +1668,12 @@ git-tree-sha1 = "20ad3e7c137156c50c93c888d0f2bc5b7883c729" uuid = "53ae85a6-f571-4167-b2af-e1d143709226" version = "1.4.2" +[[deps.SentinelArrays]] +deps = ["Dates", "Random"] +git-tree-sha1 = "ff11acffdb082493657550959d4feb4b6149e73a" +uuid = "91c51154-3ec4-41a3-a24f-3f23e20d615c" +version = "1.4.5" + [[deps.Serialization]] uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b" @@ -1744,12 +1751,6 @@ version = "2.20.0" Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7" Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" -[[deps.SparseInverseSubset]] -deps = ["LinearAlgebra", "SparseArrays", "SuiteSparse"] -git-tree-sha1 = "52962839426b75b3021296f7df242e40ecfc0852" -uuid = "dc90abb0-5640-4711-901d-7e5b23a2fada" -version = "0.1.2" - [[deps.SparseMatrixColorings]] deps = ["ADTypes", "Compat", "DataStructures", "DocStringExtensions", "LinearAlgebra", "Random", "SparseArrays"] git-tree-sha1 = "996dff77d814c45c3f2342fa0113e4ad31e712e8" @@ -1839,18 +1840,11 @@ git-tree-sha1 = "f35f6ab602df8413a50c4a25ca14de821e8605fb" uuid = "7792a7ef-975c-4747-a70f-980b88e8d1da" version = "0.5.7" -[[deps.StructArrays]] -deps = ["ConstructionBase", "DataAPI", "Tables"] -git-tree-sha1 = "f4dc295e983502292c4c3f951dbb4e985e35b3be" -uuid = "09ab397b-f2b6-538f-b94a-2f83cf4a842a" -version = "0.6.18" -weakdeps = ["Adapt", "GPUArraysCore", "SparseArrays", "StaticArrays"] - - [deps.StructArrays.extensions] - StructArraysAdaptExt = "Adapt" - StructArraysGPUArraysCoreExt = "GPUArraysCore" - StructArraysSparseArraysExt = "SparseArrays" - StructArraysStaticArraysExt = "StaticArrays" +[[deps.StringManipulation]] +deps = ["PrecompileTools"] +git-tree-sha1 = "a04cabe79c5f01f4d723cc6704070ada0b9d46d5" +uuid = "892a3eda-7b42-436c-8928-eab12a02cf0e" +version = "0.3.4" [[deps.SuiteSparse]] deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"] @@ -2032,28 +2026,6 @@ deps = ["Libdl"] uuid = "83775a58-1f1d-513f-b197-d71354ab007a" version = "1.2.13+1" -[[deps.Zygote]] -deps = ["AbstractFFTs", "ChainRules", "ChainRulesCore", "DiffRules", "Distributed", "FillArrays", "ForwardDiff", "GPUArrays", "GPUArraysCore", "IRTools", "InteractiveUtils", "LinearAlgebra", "LogExpFunctions", "MacroTools", "NaNMath", "PrecompileTools", "Random", "Requires", "SparseArrays", "SpecialFunctions", "Statistics", "ZygoteRules"] -git-tree-sha1 = "19c586905e78a26f7e4e97f81716057bd6b1bc54" -uuid = "e88e6eb3-aa80-5325-afca-941959d7151f" -version = "0.6.70" - - [deps.Zygote.extensions] - ZygoteColorsExt = "Colors" - ZygoteDistancesExt = "Distances" - ZygoteTrackerExt = "Tracker" - - [deps.Zygote.weakdeps] - Colors = "5ae59095-9a9b-59fe-a467-6f913c188581" - Distances = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7" - Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c" - -[[deps.ZygoteRules]] -deps = ["ChainRulesCore", "MacroTools"] -git-tree-sha1 = "27798139afc0a2afa7b1824c206d5e87ea587a00" -uuid = "700de1a5-db45-46bc-99cf-38207098b444" -version = "0.2.5" - [[deps.libblastrampoline_jll]] deps = ["Artifacts", "Libdl"] uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" diff --git a/benchmarks/OptimizationCUTEst/Project.toml b/benchmarks/OptimizationCUTEst/Project.toml index 34698b0c1..c5ee3b386 100644 --- a/benchmarks/OptimizationCUTEst/Project.toml +++ b/benchmarks/OptimizationCUTEst/Project.toml @@ -1,6 +1,8 @@ [deps] CUTEst = "1b53aba6-35b6-5f92-a507-53c67d53f819" +DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0" Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9" +Optimization = "7f7a1694-90dd-40f0-9382-eb1efda571ba" OptimizationMOI = "fd9f6733-72f4-499f-8506-86b2bdd0dea1" +OptimizationNLPModels = "064b21be-54cf-11ef-1646-cdfee32b588f" OptimizationOptimJL = "36348300-93cb-4f02-beb5-3c3902f8871e" -Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" From cfae8b43dd40a325c3500275d649dca586db49ce Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Alonso=20Mart=C3=ADnez=20Cisneros?= Date: Fri, 23 Aug 2024 14:56:41 +0200 Subject: [PATCH 04/14] Starting the analysis --- benchmarks/OptimizationCUTEst/CUTEst.jmd | 21 +- benchmarks/OptimizationCUTEst/Manifest.toml | 805 +++++++++++++++++++- benchmarks/OptimizationCUTEst/Project.toml | 2 + 3 files changed, 819 insertions(+), 9 deletions(-) diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst.jmd index 92d2a00d8..faeef5738 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst.jmd @@ -22,7 +22,10 @@ using OptimizationOptimJL using Ipopt using OptimizationMOI using OptimizationMOI: MOI as MOI +# Analysis and plotting using DataFrames +using Plots +using StatsPlots ``` # Benchmarks @@ -72,12 +75,13 @@ retcode = Symbol[] broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) for prob_name in unc_problems + @show prob_name nlp_prob = CUTEstModel(prob_name) prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) for optimizer in optimizers sol = solve(prob, optimizer; maxiters = 1e7) - finalize(nlp_prob) + @info "Solved $(prob_name) with $(optimizer)" vars, time, alg, code = get_stats(sol, optimizer) push!(problem, prob_name) @@ -85,9 +89,22 @@ for prob_name in unc_problems push!(secs, time) push!(solver, alg) push!(retcode, code) + end + finalize(nlp_prob) break end -``` \ No newline at end of file +# Analysis +unc_results = DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver = solver, + retcode = retcode) + +@df unc_results scatter(:nvars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` + diff --git a/benchmarks/OptimizationCUTEst/Manifest.toml b/benchmarks/OptimizationCUTEst/Manifest.toml index 7767f04fc..211247d57 100644 --- a/benchmarks/OptimizationCUTEst/Manifest.toml +++ b/benchmarks/OptimizationCUTEst/Manifest.toml @@ -2,7 +2,7 @@ julia_version = "1.10.4" manifest_format = "2.0" -project_hash = "9f2e041a137334db6af44822a99b9eb016bf9898" +project_hash = "d4a6bf1e4a6e5302d212cdf80a2bb1d5fc3837a9" [[deps.ADTypes]] git-tree-sha1 = "99a6f5d0ce1c7c6afdb759daa30226f71c54f6b0" @@ -83,6 +83,18 @@ git-tree-sha1 = "d57bd3762d308bded22c3b82d033bff85f6195c6" uuid = "ec485272-7323-5ecc-a04f-4719b315124d" version = "0.4.0" +[[deps.Arpack]] +deps = ["Arpack_jll", "Libdl", "LinearAlgebra", "Logging"] +git-tree-sha1 = "9b9b347613394885fd1c8c7729bfc60528faa436" +uuid = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97" +version = "0.5.4" + +[[deps.Arpack_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "OpenBLAS_jll", "Pkg"] +git-tree-sha1 = "5ba6c757e8feccf03a1554dfaf3e26b3cfc7fd5e" +uuid = "68821587-b530-5797-8361-c406ea357684" +version = "3.5.1+1" + [[deps.ArrayInterface]] deps = ["Adapt", "LinearAlgebra"] git-tree-sha1 = "f54c23a5d304fb87110de62bace7777d59088c34" @@ -126,6 +138,12 @@ weakdeps = ["SparseArrays"] [[deps.Artifacts]] uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33" +[[deps.AxisAlgorithms]] +deps = ["LinearAlgebra", "Random", "SparseArrays", "WoodburyMatrices"] +git-tree-sha1 = "01b8ccb13d68535d73d2b0c23e39bd23155fb712" +uuid = "13072b0f-2c55-5437-9ae7-d433b7a33950" +version = "1.1.0" + [[deps.Base64]] uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f" @@ -140,6 +158,11 @@ git-tree-sha1 = "95f5c7e2d177b7ba1a240b0518038b975d72a8c0" uuid = "e2ed5e7c-b2de-5872-ae92-c73ca462fb04" version = "0.1.7" +[[deps.BitFlags]] +git-tree-sha1 = "0691e34b3bb8be9307330f88d1a3c3f25466c24d" +uuid = "d1d4a3ce-64b1-5f1a-9ba4-7e7e69966f35" +version = "0.1.9" + [[deps.BitTwiddlingConvenienceFunctions]] deps = ["Static"] git-tree-sha1 = "f21cfd4950cb9f0587d5067e69405ad2acd27b87" @@ -176,6 +199,12 @@ git-tree-sha1 = "961e9464a40f2009ad5f70edab16888a61d99121" uuid = "bb5f6f25-f23d-57fd-8f90-3ef7bad1d825" version = "2.0.7+0" +[[deps.Cairo_jll]] +deps = ["Artifacts", "Bzip2_jll", "CompilerSupportLibraries_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "JLLWrappers", "LZO_jll", "Libdl", "Pixman_jll", "Xorg_libXext_jll", "Xorg_libXrender_jll", "Zlib_jll", "libpng_jll"] +git-tree-sha1 = "a2f1c8c668c8e3cb4cca4e57a8efdb09067bb3fd" +uuid = "83423d85-b0ee-5818-9007-b63ccbeb887a" +version = "1.18.0+2" + [[deps.ChainRulesCore]] deps = ["Compat", "LinearAlgebra"] git-tree-sha1 = "71acdbf594aab5bbb2cec89b208c41b4c411e49f" @@ -192,6 +221,12 @@ git-tree-sha1 = "05ba0d07cd4fd8b7a39541e31a7b0254704ea581" uuid = "fb6a15b2-703c-40df-9091-08a04967cfa9" version = "0.1.13" +[[deps.Clustering]] +deps = ["Distances", "LinearAlgebra", "NearestNeighbors", "Printf", "Random", "SparseArrays", "Statistics", "StatsBase"] +git-tree-sha1 = "9ebb045901e9bbf58767a9f34ff89831ed711aae" +uuid = "aaaa29a8-35af-508c-8bc3-b662a17a0fe5" +version = "0.15.7" + [[deps.CodecBzip2]] deps = ["Bzip2_jll", "TranscodingStreams"] git-tree-sha1 = "e7c529cc31bb85b97631b922fa2e6baf246f5905" @@ -204,6 +239,34 @@ git-tree-sha1 = "bce6804e5e6044c6daab27bb533d1295e4a2e759" uuid = "944b1d66-785c-5afd-91f1-9de20f533193" version = "0.7.6" +[[deps.ColorSchemes]] +deps = ["ColorTypes", "ColorVectorSpace", "Colors", "FixedPointNumbers", "PrecompileTools", "Random"] +git-tree-sha1 = "b5278586822443594ff615963b0c09755771b3e0" +uuid = "35d6a980-a343-548e-a6ea-1d62b119f2f4" +version = "3.26.0" + +[[deps.ColorTypes]] +deps = ["FixedPointNumbers", "Random"] +git-tree-sha1 = "b10d0b65641d57b8b4d5e234446582de5047050d" +uuid = "3da002f7-5984-5a60-b8a6-cbb66c0b333f" +version = "0.11.5" + +[[deps.ColorVectorSpace]] +deps = ["ColorTypes", "FixedPointNumbers", "LinearAlgebra", "Requires", "Statistics", "TensorCore"] +git-tree-sha1 = "a1f44953f2382ebb937d60dafbe2deea4bd23249" +uuid = "c3611d14-8923-5661-9e6a-0046d554d3a4" +version = "0.10.0" +weakdeps = ["SpecialFunctions"] + + [deps.ColorVectorSpace.extensions] + SpecialFunctionsExt = "SpecialFunctions" + +[[deps.Colors]] +deps = ["ColorTypes", "FixedPointNumbers", "Reexport"] +git-tree-sha1 = "362a287c3aa50601b0bc359053d5c2468f0e7ce0" +uuid = "5ae59095-9a9b-59fe-a467-6f913c188581" +version = "0.12.11" + [[deps.Combinatorics]] git-tree-sha1 = "08c8b6831dc00bfea825826be0bc8336fc369860" uuid = "861a8166-3701-5b0c-9a16-15d98fcdc6aa" @@ -265,6 +328,12 @@ git-tree-sha1 = "f749037478283d372048690eb3b5f92a79432b34" uuid = "2569d6c7-a4a2-43d3-a901-331e8e4be471" version = "0.2.3" +[[deps.ConcurrentUtilities]] +deps = ["Serialization", "Sockets"] +git-tree-sha1 = "ea32b83ca4fefa1768dc84e504cc0a94fb1ab8d1" +uuid = "f0e56b4a-5159-44fe-b623-3e5288b988bb" +version = "2.4.2" + [[deps.ConsoleProgressMonitor]] deps = ["Logging", "ProgressMeter"] git-tree-sha1 = "3ab7b2136722890b9af903859afcf457fa3059e8" @@ -282,6 +351,11 @@ weakdeps = ["IntervalSets", "StaticArrays"] ConstructionBaseIntervalSetsExt = "IntervalSets" ConstructionBaseStaticArraysExt = "StaticArrays" +[[deps.Contour]] +git-tree-sha1 = "439e35b0b36e2e5881738abc8857bd92ad6ff9a8" +uuid = "d38c429a-6771-53c6-b99e-75d170b6e991" +version = "0.6.3" + [[deps.CpuId]] deps = ["Markdown"] git-tree-sha1 = "fcbb72b032692610bfbdb15018ac16a36cf2e406" @@ -325,6 +399,18 @@ version = "1.0.0" deps = ["Printf"] uuid = "ade2ca70-3891-5945-98fb-dc099432e06a" +[[deps.Dbus_jll]] +deps = ["Artifacts", "Expat_jll", "JLLWrappers", "Libdl"] +git-tree-sha1 = "fc173b380865f70627d7dd1190dc2fce6cc105af" +uuid = "ee1fde0b-3d02-5ea6-8484-8dfef6360eab" +version = "1.14.10+0" + +[[deps.DelimitedFiles]] +deps = ["Mmap"] +git-tree-sha1 = "9e2f36d3c96a820c678f2f1f1782582fcf685bae" +uuid = "8bb1440f-4735-579b-a4ab-409b98df4dab" +version = "1.9.1" + [[deps.Dictionaries]] deps = ["Indexing", "Random", "Serialization"] git-tree-sha1 = "35b66b6744b2d92c778afd3a88d2571875664a2a" @@ -435,6 +521,17 @@ version = "0.5.14" Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c" Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" +[[deps.Distances]] +deps = ["LinearAlgebra", "Statistics", "StatsAPI"] +git-tree-sha1 = "66c4c81f259586e8f002eacebc177e1fb06363b0" +uuid = "b4f34e82-e78d-54a5-968a-f98e89d6e8f7" +version = "0.10.11" +weakdeps = ["ChainRulesCore", "SparseArrays"] + + [deps.Distances.extensions] + DistancesChainRulesCoreExt = "ChainRulesCore" + DistancesSparseArraysExt = "SparseArrays" + [[deps.Distributed]] deps = ["Random", "Serialization", "Sockets"] uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b" @@ -522,6 +619,24 @@ weakdeps = ["Adapt"] [deps.EnzymeCore.extensions] AdaptExt = "Adapt" +[[deps.EpollShim_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "8e9441ee83492030ace98f9789a654a6d0b1f643" +uuid = "2702e6a9-849d-5ed8-8c21-79e8b8f9ee43" +version = "0.0.20230411+0" + +[[deps.ExceptionUnwrapping]] +deps = ["Test"] +git-tree-sha1 = "dcb08a0d93ec0b1cdc4af184b26b591e9695423a" +uuid = "460bff9d-24e4-43bc-9d9f-a8973cb893f4" +version = "0.1.10" + +[[deps.Expat_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "1c6317308b9dc757616f0b5cb379db10494443a7" +uuid = "2e619515-83b5-522b-bb60-26c02a35a201" +version = "2.6.2+0" + [[deps.ExprTools]] git-tree-sha1 = "27415f162e6028e81c72b82ef756bf321213b6ec" uuid = "e2ba6199-217a-4e67-a87a-7c52f15ade04" @@ -533,6 +648,18 @@ git-tree-sha1 = "fc3951d4d398b5515f91d7fe5d45fc31dccb3c9b" uuid = "6b7a57c9-7cc1-4fdf-b7f5-e857abae3636" version = "0.8.5" +[[deps.FFMPEG]] +deps = ["FFMPEG_jll"] +git-tree-sha1 = "b57e3acbe22f8484b4b5ff66a7499717fe1a9cc8" +uuid = "c87230d0-a227-11e9-1b43-d7ebe4e7570a" +version = "0.4.1" + +[[deps.FFMPEG_jll]] +deps = ["Artifacts", "Bzip2_jll", "FreeType2_jll", "FriBidi_jll", "JLLWrappers", "LAME_jll", "Libdl", "Ogg_jll", "OpenSSL_jll", "Opus_jll", "PCRE2_jll", "Zlib_jll", "libaom_jll", "libass_jll", "libfdk_aac_jll", "libvorbis_jll", "x264_jll", "x265_jll"] +git-tree-sha1 = "466d45dc38e15794ec7d5d63ec03d776a9aff36e" +uuid = "b22a6f82-2f65-5046-a5b2-351ab43fb4e5" +version = "4.4.4+1" + [[deps.FFTW]] deps = ["AbstractFFTs", "FFTW_jll", "LinearAlgebra", "MKL_jll", "Preferences", "Reexport"] git-tree-sha1 = "4820348781ae578893311153d69049a93d05f39d" @@ -598,6 +725,18 @@ version = "2.24.0" BlockBandedMatrices = "ffab5731-97b5-5995-9138-79e8c1846df0" StaticArrays = "90137ffa-7385-5640-81b9-e52037218182" +[[deps.FixedPointNumbers]] +deps = ["Statistics"] +git-tree-sha1 = "05882d6995ae5c12bb5f36dd2ed3f61c98cbb172" +uuid = "53c48c17-4a7d-5ca2-90c5-79b7896eea93" +version = "0.8.5" + +[[deps.Fontconfig_jll]] +deps = ["Artifacts", "Bzip2_jll", "Expat_jll", "FreeType2_jll", "JLLWrappers", "Libdl", "Libuuid_jll", "Zlib_jll"] +git-tree-sha1 = "db16beca600632c95fc8aca29890d83788dd8b23" +uuid = "a3f928ae-7b40-5064-980b-68af3947d34b" +version = "2.13.96+0" + [[deps.Format]] git-tree-sha1 = "9c68794ef81b08086aeb32eeaf33531668d5f5fc" uuid = "1fa38f19-a742-5d3f-a2b9-30dd87b9d5f8" @@ -613,6 +752,18 @@ weakdeps = ["StaticArrays"] [deps.ForwardDiff.extensions] ForwardDiffStaticArraysExt = "StaticArrays" +[[deps.FreeType2_jll]] +deps = ["Artifacts", "Bzip2_jll", "JLLWrappers", "Libdl", "Zlib_jll"] +git-tree-sha1 = "5c1d8ae0efc6c2e7b1fc502cbe25def8f661b7bc" +uuid = "d7e528f0-a631-5988-bf34-fe36492bcfd7" +version = "2.13.2+0" + +[[deps.FriBidi_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "1ed150b39aebcc805c26b93a8d0122c940f64ce2" +uuid = "559328eb-81f9-559d-9380-de523a88c83c" +version = "1.0.14+0" + [[deps.FunctionWrappers]] git-tree-sha1 = "d62485945ce5ae9c0c48f124a84998d755bae00e" uuid = "069b7b12-0de2-55c6-9aab-29f3d0a68a2e" @@ -634,23 +785,76 @@ version = "0.4.12" deps = ["Random"] uuid = "9fa8497b-333b-5362-9e8d-4d0656e87820" +[[deps.GLFW_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Libglvnd_jll", "Xorg_libXcursor_jll", "Xorg_libXi_jll", "Xorg_libXinerama_jll", "Xorg_libXrandr_jll", "libdecor_jll", "xkbcommon_jll"] +git-tree-sha1 = "532f9126ad901533af1d4f5c198867227a7bb077" +uuid = "0656b61e-2033-5cc2-a64a-77c0f6c09b89" +version = "3.4.0+1" + [[deps.GPUArraysCore]] deps = ["Adapt"] git-tree-sha1 = "ec632f177c0d990e64d955ccc1b8c04c485a0950" uuid = "46192b85-c4d5-4398-a991-12ede77f4527" version = "0.1.6" +[[deps.GR]] +deps = ["Artifacts", "Base64", "DelimitedFiles", "Downloads", "GR_jll", "HTTP", "JSON", "Libdl", "LinearAlgebra", "Preferences", "Printf", "Qt6Wayland_jll", "Random", "Serialization", "Sockets", "TOML", "Tar", "Test", "p7zip_jll"] +git-tree-sha1 = "629693584cef594c3f6f99e76e7a7ad17e60e8d5" +uuid = "28b8d3ca-fb5f-59d9-8090-bfdbd6d07a71" +version = "0.73.7" + +[[deps.GR_jll]] +deps = ["Artifacts", "Bzip2_jll", "Cairo_jll", "FFMPEG_jll", "Fontconfig_jll", "FreeType2_jll", "GLFW_jll", "JLLWrappers", "JpegTurbo_jll", "Libdl", "Libtiff_jll", "Pixman_jll", "Qt6Base_jll", "Zlib_jll", "libpng_jll"] +git-tree-sha1 = "a8863b69c2a0859f2c2c87ebdc4c6712e88bdf0d" +uuid = "d2c73de3-f751-5644-a686-071e5b155ba9" +version = "0.73.7+0" + +[[deps.Gettext_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Libiconv_jll", "Pkg", "XML2_jll"] +git-tree-sha1 = "9b02998aba7bf074d14de89f9d37ca24a1a0b046" +uuid = "78b55507-aeef-58d4-861c-77aaff3498b1" +version = "0.21.0+0" + +[[deps.Glib_jll]] +deps = ["Artifacts", "Gettext_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Libiconv_jll", "Libmount_jll", "PCRE2_jll", "Zlib_jll"] +git-tree-sha1 = "7c82e6a6cd34e9d935e9aa4051b66c6ff3af59ba" +uuid = "7746bdde-850d-59dc-9ae8-88ece973131d" +version = "2.80.2+0" + [[deps.Glob]] git-tree-sha1 = "97285bbd5230dd766e9ef6749b80fc617126d496" uuid = "c27321d9-0574-5035-807b-f59d2c89b15c" version = "1.3.1" +[[deps.Graphite2_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "344bf40dcab1073aca04aa0df4fb092f920e4011" +uuid = "3b182d85-2403-5c21-9c21-1e1f0cc25472" +version = "1.3.14+0" + [[deps.Graphs]] deps = ["ArnoldiMethod", "Compat", "DataStructures", "Distributed", "Inflate", "LinearAlgebra", "Random", "SharedArrays", "SimpleTraits", "SparseArrays", "Statistics"] git-tree-sha1 = "ebd18c326fa6cee1efb7da9a3b45cf69da2ed4d9" uuid = "86223c79-3864-5bf0-83f7-82e725a168b6" version = "1.11.2" +[[deps.Grisu]] +git-tree-sha1 = "53bb909d1151e57e2484c3d1b53e19552b887fb2" +uuid = "42e2da0e-8278-4e71-bc24-59509adca0fe" +version = "1.0.2" + +[[deps.HTTP]] +deps = ["Base64", "CodecZlib", "ConcurrentUtilities", "Dates", "ExceptionUnwrapping", "Logging", "LoggingExtras", "MbedTLS", "NetworkOptions", "OpenSSL", "Random", "SimpleBufferStream", "Sockets", "URIs", "UUIDs"] +git-tree-sha1 = "d1d712be3164d61d1fb98e7ce9bcbc6cc06b45ed" +uuid = "cd3eb016-35fb-5094-929b-558a96fad6f3" +version = "1.10.8" + +[[deps.HarfBuzz_jll]] +deps = ["Artifacts", "Cairo_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "Graphite2_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Pkg"] +git-tree-sha1 = "129acf094d168394e80ee1dc4bc06ec835e510a3" +uuid = "2e76f6c2-a576-52d4-95c1-20adfe4de566" +version = "2.8.1+1" + [[deps.HostCPUFeatures]] deps = ["BitTwiddlingConvenienceFunctions", "IfElse", "Libdl", "Static"] git-tree-sha1 = "8e070b599339d622e9a081d17230d74a5c473293" @@ -713,6 +917,16 @@ version = "2024.2.0+0" deps = ["Markdown"] uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240" +[[deps.Interpolations]] +deps = ["Adapt", "AxisAlgorithms", "ChainRulesCore", "LinearAlgebra", "OffsetArrays", "Random", "Ratios", "Requires", "SharedArrays", "SparseArrays", "StaticArrays", "WoodburyMatrices"] +git-tree-sha1 = "88a101217d7cb38a7b481ccd50d21876e1d1b0e0" +uuid = "a98d9a8b-a2ab-59e6-89dd-64a1c18fca59" +version = "0.15.1" +weakdeps = ["Unitful"] + + [deps.Interpolations.extensions] + InterpolationsUnitfulExt = "Unitful" + [[deps.IntervalSets]] git-tree-sha1 = "dba9ddf07f77f60450fe5d2e2beb9854d9a49bd0" uuid = "8197267c-284f-5f27-9208-e0e47529a953" @@ -766,6 +980,12 @@ git-tree-sha1 = "a3f24677c21f5bbe9d2a714f95dcd58337fb2856" uuid = "82899510-4779-5014-852e-03e436cf321d" version = "1.0.0" +[[deps.JLFzf]] +deps = ["Pipe", "REPL", "Random", "fzf_jll"] +git-tree-sha1 = "39d64b09147620f5ffbf6b2d3255be3c901bec63" +uuid = "1019f520-868f-41f5-a6de-eb00f4b6a39c" +version = "0.1.8" + [[deps.JLLWrappers]] deps = ["Artifacts", "Preferences"] git-tree-sha1 = "7e5d6779a1e09a36db2a7b6cff50942a0a7d0fca" @@ -778,6 +998,12 @@ git-tree-sha1 = "31e996f0a15c7b280ba9f76636b3ff9e2ae58c9a" uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6" version = "0.21.4" +[[deps.JpegTurbo_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "c84a835e1a09b289ffcd2271bf2a337bbdda6637" +uuid = "aacddb02-875f-59d6-b918-886e6ef4fbf8" +version = "3.0.3+0" + [[deps.JuliaFormatter]] deps = ["CSTParser", "CommonMark", "DataStructures", "Glob", "Pkg", "PrecompileTools", "Tokenize"] git-tree-sha1 = "4b0b04fe63e02eed776181e14ebc1f48d787ceec" @@ -797,6 +1023,12 @@ git-tree-sha1 = "07649c499349dad9f08dde4243a4c597064663e9" uuid = "ef3ab10e-7fda-4108-b977-705223b18434" version = "0.6.0" +[[deps.KernelDensity]] +deps = ["Distributions", "DocStringExtensions", "FFTW", "Interpolations", "StatsBase"] +git-tree-sha1 = "7d703202e65efa1369de1279c162b915e245eed1" +uuid = "5ab0869b-81aa-558d-bb23-cbf5423bbe9b" +version = "0.6.9" + [[deps.Kronecker]] deps = ["LinearAlgebra", "NamedDims", "SparseArrays", "StatsBase"] git-tree-sha1 = "9253429e28cceae6e823bec9ffde12460d79bb38" @@ -809,12 +1041,36 @@ git-tree-sha1 = "267dad6b4b7b5d529c76d40ff48d33f7e94cb834" uuid = "ba0b0d4f-ebba-5204-a429-3ac8c609bfb7" version = "0.9.6" +[[deps.LAME_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "170b660facf5df5de098d866564877e119141cbd" +uuid = "c1c5ebd0-6772-5130-a774-d5fcae4a789d" +version = "3.100.2+0" + [[deps.LBFGSB]] deps = ["L_BFGS_B_jll"] git-tree-sha1 = "e2e6f53ee20605d0ea2be473480b7480bd5091b5" uuid = "5be7bae1-8223-5378-bac3-9e7378a2f6e6" version = "0.4.1" +[[deps.LERC_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "bf36f528eec6634efc60d7ec062008f171071434" +uuid = "88015f11-f218-50d7-93a8-a6af411a945d" +version = "3.0.0+1" + +[[deps.LLVMOpenMP_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "e16271d212accd09d52ee0ae98956b8a05c4b626" +uuid = "1d63c593-3942-5779-bab2-d838dc0a180e" +version = "17.0.6+0" + +[[deps.LZO_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "70c5da094887fd2cae843b8db33920bac4b6f07d" +uuid = "dd4b983a-f0e5-5f8d-a1b7-129d4a5fb1ac" +version = "2.10.2+0" + [[deps.L_BFGS_B_jll]] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"] git-tree-sha1 = "77feda930ed3f04b2b0fbb5bea89e69d3677c6b0" @@ -914,6 +1170,54 @@ version = "1.11.0+1" [[deps.Libdl]] uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb" +[[deps.Libffi_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "0b4a5d71f3e5200a7dff793393e09dfc2d874290" +uuid = "e9f186c6-92d2-5b65-8a66-fee21dc1b490" +version = "3.2.2+1" + +[[deps.Libgcrypt_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Libgpg_error_jll"] +git-tree-sha1 = "9fd170c4bbfd8b935fdc5f8b7aa33532c991a673" +uuid = "d4300ac3-e22c-5743-9152-c294e39db1e4" +version = "1.8.11+0" + +[[deps.Libglvnd_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "Xorg_libX11_jll", "Xorg_libXext_jll"] +git-tree-sha1 = "6f73d1dd803986947b2c750138528a999a6c7733" +uuid = "7e76a0d4-f3c7-5321-8279-8d96eeed0f29" +version = "1.6.0+0" + +[[deps.Libgpg_error_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "fbb1f2bef882392312feb1ede3615ddc1e9b99ed" +uuid = "7add5ba3-2f88-524e-9cd5-f83b8a55f7b8" +version = "1.49.0+0" + +[[deps.Libiconv_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "f9557a255370125b405568f9767d6d195822a175" +uuid = "94ce4f54-9a6c-5748-9c1c-f9c7231a4531" +version = "1.17.0+0" + +[[deps.Libmount_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "0c4f9c4f1a50d8f35048fa0532dabbadf702f81e" +uuid = "4b2f31a3-9ecc-558c-b454-b3730dcb73e9" +version = "2.40.1+0" + +[[deps.Libtiff_jll]] +deps = ["Artifacts", "JLLWrappers", "JpegTurbo_jll", "LERC_jll", "Libdl", "XZ_jll", "Zlib_jll", "Zstd_jll"] +git-tree-sha1 = "2da088d113af58221c52828a80378e16be7d037a" +uuid = "89763e89-9b03-5906-acba-b20f662cd828" +version = "4.5.1+1" + +[[deps.Libuuid_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "5ee6203157c120d79034c748a2acba45b82b8807" +uuid = "38a345b3-de98-5d2b-a5d3-14cd9215e700" +version = "2.40.1+0" + [[deps.LineSearches]] deps = ["LinearAlgebra", "NLSolversBase", "NaNMath", "Parameters", "Printf"] git-tree-sha1 = "e4c3be53733db1051cc15ecf573b1042b3a712a1" @@ -1102,6 +1406,7 @@ deps = ["LinearAlgebra", "Markdown", "Printf", "Random", "Requires"] git-tree-sha1 = "76c82a4508c53dfd2e637a9d9db70171826e38bf" uuid = "3362f125-f0bb-47a3-aa74-596ffd7ef2fb" version = "0.15.13" +weakdeps = ["Plots", "Quaternions", "RecursiveArrayTools", "Statistics"] [deps.ManifoldsBase.extensions] ManifoldsBasePlotsExt = "Plots" @@ -1109,12 +1414,6 @@ version = "0.15.13" ManifoldsBaseRecursiveArrayToolsExt = "RecursiveArrayTools" ManifoldsBaseStatisticsExt = "Statistics" - [deps.ManifoldsBase.weakdeps] - Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80" - Quaternions = "94ee1d12-ae83-5a48-8b1c-48b8ff168ae0" - RecursiveArrayTools = "731186ca-8d62-57ce-b412-fbd966d074cd" - Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2" - [[deps.ManualMemory]] git-tree-sha1 = "bcaef4fc7a0cfe2cba636d84cda54b5e4e4ca3cd" uuid = "d125e4d3-2237-4719-b19c-fa641b8a4667" @@ -1142,11 +1441,22 @@ git-tree-sha1 = "1b9e613f2ca3b6cdcbfe36381e17ca2b66d4b3a1" uuid = "bb5d69b7-63fc-4a16-80bd-7e42200c7bdb" version = "0.1.3" +[[deps.MbedTLS]] +deps = ["Dates", "MbedTLS_jll", "MozillaCACerts_jll", "NetworkOptions", "Random", "Sockets"] +git-tree-sha1 = "c067a280ddc25f196b5e7df3877c6b226d390aaf" +uuid = "739be429-bea8-5141-9913-cc70e7f3736d" +version = "1.1.9" + [[deps.MbedTLS_jll]] deps = ["Artifacts", "Libdl"] uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1" version = "2.28.2+1" +[[deps.Measures]] +git-tree-sha1 = "c13304c81eec1ed3af7fc20e75fb6b26092a1102" +uuid = "442fdcdd-2543-5da2-b0f3-8c86c306513e" +version = "0.3.2" + [[deps.Missings]] deps = ["DataAPI"] git-tree-sha1 = "ec4f7fbeab05d7747bdf98eb74d130a2a2ed298d" @@ -1185,6 +1495,12 @@ git-tree-sha1 = "5c1d1d9361e1417e5a065e1f84dc3686cbdaea21" uuid = "102ac46a-7ee4-5c85-9060-abc95bfdeaa3" version = "0.5.6" +[[deps.MultivariateStats]] +deps = ["Arpack", "Distributions", "LinearAlgebra", "SparseArrays", "Statistics", "StatsAPI", "StatsBase"] +git-tree-sha1 = "816620e3aac93e5b5359e4fdaf23ca4525b00ddf" +uuid = "6f286f6a-111f-5878-ab1e-185364afe411" +version = "0.10.3" + [[deps.MutableArithmetics]] deps = ["LinearAlgebra", "SparseArrays", "Test"] git-tree-sha1 = "d0a6b1096b584a2b88efb70a92f8cb8c881eb38a" @@ -1228,6 +1544,12 @@ version = "1.2.2" Requires = "ae029012-a4dd-5104-9daa-d747884805df" Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c" +[[deps.NearestNeighbors]] +deps = ["Distances", "StaticArrays"] +git-tree-sha1 = "91a67b4d73842da90b526011fa85c5c4c9343fe0" +uuid = "b8a86587-4115-5ab1-83bc-aa920d37bbce" +version = "0.4.18" + [[deps.NetworkOptions]] uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908" version = "1.2.0" @@ -1264,6 +1586,11 @@ version = "3.14.0" Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7" Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" +[[deps.Observables]] +git-tree-sha1 = "7438a59546cf62428fc9d1bc94729146d37a7225" +uuid = "510215fc-4207-5dde-b226-833fc4488ee2" +version = "0.5.5" + [[deps.OffsetArrays]] git-tree-sha1 = "1a27764e945a152f7ca7efa04de513d473e9542e" uuid = "6fe1bfb0-de20-5000-8ca7-80f57d26f881" @@ -1273,6 +1600,12 @@ weakdeps = ["Adapt"] [deps.OffsetArrays.extensions] OffsetArraysAdaptExt = "Adapt" +[[deps.Ogg_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "887579a3eb005446d514ab7aeac5d1d027658b8f" +uuid = "e7412a2a-1a6e-54c0-be00-318e2571c051" +version = "1.3.5+1" + [[deps.OpenBLAS32_jll]] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl"] git-tree-sha1 = "6065c4cff8fee6c6770b277af45d5082baacdba1" @@ -1289,6 +1622,18 @@ deps = ["Artifacts", "Libdl"] uuid = "05823500-19ac-5b8b-9628-191a04bc5112" version = "0.8.1+2" +[[deps.OpenSSL]] +deps = ["BitFlags", "Dates", "MozillaCACerts_jll", "OpenSSL_jll", "Sockets"] +git-tree-sha1 = "38cb508d080d21dc1128f7fb04f20387ed4c0af4" +uuid = "4d8831e6-92b7-49fb-bdf8-b643e874388c" +version = "1.4.3" + +[[deps.OpenSSL_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "a028ee3cb5641cccc4c24e90c36b0a4f7707bdf5" +uuid = "458c3c95-2e84-50aa-8efc-19380b2a3a95" +version = "3.0.14+0" + [[deps.OpenSpecFun_jll]] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"] git-tree-sha1 = "13652491f6856acfd2db29360e1bbcd4565d04f1" @@ -1355,11 +1700,22 @@ git-tree-sha1 = "43870d726f883a47d158beebb1fc3c9fab1da9d6" uuid = "36348300-93cb-4f02-beb5-3c3902f8871e" version = "0.3.2" +[[deps.Opus_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "51a08fb14ec28da2ec7a927c4337e4332c2a4720" +uuid = "91d4177d-7536-5919-b921-800302f37372" +version = "1.3.2+0" + [[deps.OrderedCollections]] git-tree-sha1 = "dfdf5519f235516220579f949664f1bf44e741c5" uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d" version = "1.6.3" +[[deps.PCRE2_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "efcefdf7-47ab-520b-bdef-62a2eaa19f15" +version = "10.42.0+1" + [[deps.PDMats]] deps = ["LinearAlgebra", "SparseArrays", "SuiteSparse"] git-tree-sha1 = "949347156c25054de2db3b166c52ac4728cbad65" @@ -1372,6 +1728,12 @@ uuid = "65ce6f38-6b18-4e1d-a461-8949797d7930" version = "1.0.2" weakdeps = ["Requires", "TOML"] +[[deps.Pango_jll]] +deps = ["Artifacts", "Cairo_jll", "Fontconfig_jll", "FreeType2_jll", "FriBidi_jll", "Glib_jll", "HarfBuzz_jll", "JLLWrappers", "Libdl"] +git-tree-sha1 = "cb5a2ab6763464ae0f19c86c56c63d4a2b0f5bda" +uuid = "36c8627f-9965-5494-a995-c6b170f724f3" +version = "1.52.2+0" + [[deps.Parameters]] deps = ["OrderedCollections", "UnPack"] git-tree-sha1 = "34c0e9ad262e5f7fc75b10a9952ca7692cfc5fbe" @@ -1384,11 +1746,54 @@ git-tree-sha1 = "8489905bcdbcfac64d1daa51ca07c0d8f0283821" uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0" version = "2.8.1" +[[deps.Pipe]] +git-tree-sha1 = "6842804e7867b115ca9de748a0cf6b364523c16d" +uuid = "b98c9c47-44ae-5843-9183-064241ee97a0" +version = "1.3.0" + +[[deps.Pixman_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "LLVMOpenMP_jll", "Libdl"] +git-tree-sha1 = "35621f10a7531bc8fa58f74610b1bfb70a3cfc6b" +uuid = "30392449-352a-5448-841d-b1acce4e97dc" +version = "0.43.4+0" + [[deps.Pkg]] deps = ["Artifacts", "Dates", "Downloads", "FileWatching", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"] uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f" version = "1.10.0" +[[deps.PlotThemes]] +deps = ["PlotUtils", "Statistics"] +git-tree-sha1 = "6e55c6841ce3411ccb3457ee52fc48cb698d6fb0" +uuid = "ccf2f8ad-2431-5c83-bf29-c5338b663b6a" +version = "3.2.0" + +[[deps.PlotUtils]] +deps = ["ColorSchemes", "Colors", "Dates", "PrecompileTools", "Printf", "Random", "Reexport", "Statistics"] +git-tree-sha1 = "7b1a9df27f072ac4c9c7cbe5efb198489258d1f5" +uuid = "995b91a9-d308-5afd-9ec6-746e21dbc043" +version = "1.4.1" + +[[deps.Plots]] +deps = ["Base64", "Contour", "Dates", "Downloads", "FFMPEG", "FixedPointNumbers", "GR", "JLFzf", "JSON", "LaTeXStrings", "Latexify", "LinearAlgebra", "Measures", "NaNMath", "Pkg", "PlotThemes", "PlotUtils", "PrecompileTools", "Printf", "REPL", "Random", "RecipesBase", "RecipesPipeline", "Reexport", "RelocatableFolders", "Requires", "Scratch", "Showoff", "SparseArrays", "Statistics", "StatsBase", "TOML", "UUIDs", "UnicodeFun", "UnitfulLatexify", "Unzip"] +git-tree-sha1 = "082f0c4b70c202c37784ce4bfbc33c9f437685bf" +uuid = "91a5bcdd-55d7-5caf-9e0b-520d859cae80" +version = "1.40.5" + + [deps.Plots.extensions] + FileIOExt = "FileIO" + GeometryBasicsExt = "GeometryBasics" + IJuliaExt = "IJulia" + ImageInTerminalExt = "ImageInTerminal" + UnitfulExt = "Unitful" + + [deps.Plots.weakdeps] + FileIO = "5789e2e9-d7fb-5bc7-8068-2c6fae9b9549" + GeometryBasics = "5c1252a2-5f33-56bf-86c9-59e7332b4326" + IJulia = "7073ff75-c697-5162-941a-fcdaad2a7d2a" + ImageInTerminal = "d8c32880-2388-543b-8c61-d9f865259254" + Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d" + [[deps.PoissonRandom]] deps = ["Random"] git-tree-sha1 = "a0f1159c33f846aa77c3f30ebbc69795e5327152" @@ -1492,6 +1897,30 @@ git-tree-sha1 = "f011fbb92c4d401059b2212c05c0601b70f8b759" uuid = "43287f4e-b6f4-7ad1-bb20-aadabca52c3d" version = "1.2.0" +[[deps.Qt6Base_jll]] +deps = ["Artifacts", "CompilerSupportLibraries_jll", "Fontconfig_jll", "Glib_jll", "JLLWrappers", "Libdl", "Libglvnd_jll", "OpenSSL_jll", "Vulkan_Loader_jll", "Xorg_libSM_jll", "Xorg_libXext_jll", "Xorg_libXrender_jll", "Xorg_libxcb_jll", "Xorg_xcb_util_cursor_jll", "Xorg_xcb_util_image_jll", "Xorg_xcb_util_keysyms_jll", "Xorg_xcb_util_renderutil_jll", "Xorg_xcb_util_wm_jll", "Zlib_jll", "libinput_jll", "xkbcommon_jll"] +git-tree-sha1 = "492601870742dcd38f233b23c3ec629628c1d724" +uuid = "c0090381-4147-56d7-9ebc-da0b1113ec56" +version = "6.7.1+1" + +[[deps.Qt6Declarative_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Qt6Base_jll", "Qt6ShaderTools_jll"] +git-tree-sha1 = "e5dd466bf2569fe08c91a2cc29c1003f4797ac3b" +uuid = "629bc702-f1f5-5709-abd5-49b8460ea067" +version = "6.7.1+2" + +[[deps.Qt6ShaderTools_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Qt6Base_jll"] +git-tree-sha1 = "1a180aeced866700d4bebc3120ea1451201f16bc" +uuid = "ce943373-25bb-56aa-8eca-768745ed7b5a" +version = "6.7.1+1" + +[[deps.Qt6Wayland_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Qt6Base_jll", "Qt6Declarative_jll"] +git-tree-sha1 = "729927532d48cf79f49070341e1d918a65aba6b0" +uuid = "e99dba38-086e-5de3-a5b1-6e4c66e897c3" +version = "6.7.1+1" + [[deps.QuadGK]] deps = ["DataStructures", "LinearAlgebra"] git-tree-sha1 = "e237232771fdafbae3db5c31275303e056afaa9f" @@ -1524,6 +1953,16 @@ git-tree-sha1 = "c6ec94d2aaba1ab2ff983052cf6a606ca5985902" uuid = "e6cf234a-135c-5ec9-84dd-332b85af5143" version = "1.6.0" +[[deps.Ratios]] +deps = ["Requires"] +git-tree-sha1 = "1342a47bf3260ee108163042310d26f2be5ec90b" +uuid = "c84ed2f1-dad5-54f0-aa8e-dbefe2724439" +version = "0.4.5" +weakdeps = ["FixedPointNumbers"] + + [deps.Ratios.extensions] + RatiosFixedPointNumbersExt = "FixedPointNumbers" + [[deps.RealDot]] deps = ["LinearAlgebra"] git-tree-sha1 = "9f0a1b71baaf7650f4fa8a1d168c7fb6ee41f0c9" @@ -1536,6 +1975,12 @@ git-tree-sha1 = "5c3d09cc4f31f5fc6af001c250bf1278733100ff" uuid = "3cdcf5f2-1ef4-517c-9805-6587b60abb01" version = "1.3.4" +[[deps.RecipesPipeline]] +deps = ["Dates", "NaNMath", "PlotUtils", "PrecompileTools", "RecipesBase"] +git-tree-sha1 = "45cf9fd0ca5839d06ef333c8201714e888486342" +uuid = "01d81517-befc-4cb6-b9ec-a95719d0359c" +version = "0.6.12" + [[deps.RecursiveArrayTools]] deps = ["Adapt", "ArrayInterface", "DocStringExtensions", "GPUArraysCore", "IteratorInterfaceExtensions", "LinearAlgebra", "RecipesBase", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"] git-tree-sha1 = "b034171b93aebc81b3e1890a036d13a9c4a9e3e0" @@ -1573,6 +2018,12 @@ git-tree-sha1 = "45e428421666073eab6f2da5c9d310d99bb12f9b" uuid = "189a3867-3050-52da-a836-e630ba90ab69" version = "1.2.2" +[[deps.RelocatableFolders]] +deps = ["SHA", "Scratch"] +git-tree-sha1 = "ffdaf70d81cf6ff22c2b6e733c900c3321cab864" +uuid = "05181044-ff0b-4ac5-8273-598c1e38db00" +version = "1.0.1" + [[deps.Requires]] deps = ["UUIDs"] git-tree-sha1 = "838a3a4188e2ded87a4f9f184b4b0d78a1e91cb7" @@ -1668,6 +2119,12 @@ git-tree-sha1 = "20ad3e7c137156c50c93c888d0f2bc5b7883c729" uuid = "53ae85a6-f571-4167-b2af-e1d143709226" version = "1.4.2" +[[deps.Scratch]] +deps = ["Dates"] +git-tree-sha1 = "3bac05bc7e74a75fd9cba4295cde4045d9fe2386" +uuid = "6c6a2e73-6563-6170-7368-637461726353" +version = "1.2.1" + [[deps.SentinelArrays]] deps = ["Dates", "Random"] git-tree-sha1 = "ff11acffdb082493657550959d4feb4b6149e73a" @@ -1687,6 +2144,17 @@ version = "1.1.1" deps = ["Distributed", "Mmap", "Random", "Serialization"] uuid = "1a1011a3-84de-559e-8e89-a11a2f7dc383" +[[deps.Showoff]] +deps = ["Dates", "Grisu"] +git-tree-sha1 = "91eddf657aca81df9ae6ceb20b959ae5653ad1de" +uuid = "992d4aef-0814-514b-bc4d-f2e9a6c4116f" +version = "1.0.3" + +[[deps.SimpleBufferStream]] +git-tree-sha1 = "874e8867b33a00e784c8a7e4b60afe9e037b74e1" +uuid = "777ac1f9-54b0-4bf8-805c-2214025038e7" +version = "1.1.0" + [[deps.SimpleNonlinearSolve]] deps = ["ADTypes", "ArrayInterface", "ConcreteStructs", "DiffEqBase", "DiffResults", "DifferentiationInterface", "FastClosures", "FiniteDiff", "ForwardDiff", "LinearAlgebra", "MaybeInplace", "PrecompileTools", "Reexport", "SciMLBase", "Setfield", "StaticArraysCore"] git-tree-sha1 = "4d7a7c177bcb4c6dc465f09db91bfdb28c578919" @@ -1834,6 +2302,12 @@ weakdeps = ["ChainRulesCore", "InverseFunctions"] StatsFunsChainRulesCoreExt = "ChainRulesCore" StatsFunsInverseFunctionsExt = "InverseFunctions" +[[deps.StatsPlots]] +deps = ["AbstractFFTs", "Clustering", "DataStructures", "Distributions", "Interpolations", "KernelDensity", "LinearAlgebra", "MultivariateStats", "NaNMath", "Observables", "Plots", "RecipesBase", "RecipesPipeline", "Reexport", "StatsBase", "TableOperations", "Tables", "Widgets"] +git-tree-sha1 = "3b1dcbf62e469a67f6733ae493401e53d92ff543" +uuid = "f3b207a7-027a-5e70-b257-86293d7955fd" +version = "0.15.7" + [[deps.StrideArraysCore]] deps = ["ArrayInterface", "CloseOpenIntervals", "IfElse", "LayoutPointers", "LinearAlgebra", "ManualMemory", "SIMDTypes", "Static", "StaticArrayInterface", "ThreadingUtilities"] git-tree-sha1 = "f35f6ab602df8413a50c4a25ca14de821e8605fb" @@ -1904,6 +2378,12 @@ deps = ["Dates"] uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76" version = "1.0.3" +[[deps.TableOperations]] +deps = ["SentinelArrays", "Tables", "Test"] +git-tree-sha1 = "e383c87cf2a1dc41fa30c093b2a19877c83e1bc1" +uuid = "ab02a1b2-a7df-11e8-156e-fb1833f50b87" +version = "1.2.0" + [[deps.TableTraits]] deps = ["IteratorInterfaceExtensions"] git-tree-sha1 = "c06b2f539df1c6efa794486abfb6ed2022561a39" @@ -1921,6 +2401,12 @@ deps = ["ArgTools", "SHA"] uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e" version = "1.10.0" +[[deps.TensorCore]] +deps = ["LinearAlgebra"] +git-tree-sha1 = "1feb45f88d133a655e001435632f019a9a1bcdb6" +uuid = "62fd8b95-f654-4bbd-a8a5-9c27f68ccd50" +version = "0.1.1" + [[deps.TermInterface]] git-tree-sha1 = "d673e0aca9e46a2f63720201f55cc7b3e7169b16" uuid = "8ea1fca8-c5ef-4a55-8b96-4e9afe9c9a3c" @@ -1992,6 +2478,12 @@ version = "1.0.2" [[deps.Unicode]] uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5" +[[deps.UnicodeFun]] +deps = ["REPL"] +git-tree-sha1 = "53915e50200959667e78a92a418594b428dffddf" +uuid = "1cfade01-22cf-5700-b092-accc4b62d6e1" +version = "0.4.1" + [[deps.Unitful]] deps = ["Dates", "LinearAlgebra", "Random"] git-tree-sha1 = "d95fe458f26209c66a187b1114df96fd70839efd" @@ -2003,12 +2495,23 @@ weakdeps = ["ConstructionBase", "InverseFunctions"] ConstructionBaseUnitfulExt = "ConstructionBase" InverseFunctionsUnitfulExt = "InverseFunctions" +[[deps.UnitfulLatexify]] +deps = ["LaTeXStrings", "Latexify", "Unitful"] +git-tree-sha1 = "975c354fcd5f7e1ddcc1f1a23e6e091d99e99bc8" +uuid = "45397f5d-5981-4c77-b2b3-fc36d6e9b728" +version = "1.6.4" + [[deps.Unityper]] deps = ["ConstructionBase"] git-tree-sha1 = "25008b734a03736c41e2a7dc314ecb95bd6bbdb0" uuid = "a7c27f48-0311-42f6-a7f8-2c11e75eb415" version = "0.1.6" +[[deps.Unzip]] +git-tree-sha1 = "ca0969166a028236229f63514992fc073799bb78" +uuid = "41fe7b60-77ed-43a1-b4f0-825fd5a5650d" +version = "0.2.0" + [[deps.VectorizationBase]] deps = ["ArrayInterface", "CPUSummary", "HostCPUFeatures", "IfElse", "LayoutPointers", "Libdl", "LinearAlgebra", "SIMDTypes", "Static", "StaticArrayInterface"] git-tree-sha1 = "e7f5b81c65eb858bed630fe006837b935518aca5" @@ -2021,16 +2524,286 @@ git-tree-sha1 = "8351f8d73d7e880bfc042a8b6922684ebeafb35c" uuid = "19fa3120-7c27-5ec5-8db8-b0b0aa330d6f" version = "0.2.0" +[[deps.Vulkan_Loader_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Wayland_jll", "Xorg_libX11_jll", "Xorg_libXrandr_jll", "xkbcommon_jll"] +git-tree-sha1 = "2f0486047a07670caad3a81a075d2e518acc5c59" +uuid = "a44049a8-05dd-5a78-86c9-5fde0876e88c" +version = "1.3.243+0" + +[[deps.Wayland_jll]] +deps = ["Artifacts", "EpollShim_jll", "Expat_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Pkg", "XML2_jll"] +git-tree-sha1 = "7558e29847e99bc3f04d6569e82d0f5c54460703" +uuid = 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"814e154bdb7be91d78b6802843f76b6ece642f11" +uuid = "009596ad-96f7-51b1-9f1b-5ce2d5e8a71e" +version = "1.1.6+0" + [[deps.nghttp2_jll]] deps = ["Artifacts", "Libdl"] uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" @@ -2046,3 +2819,21 @@ version = "2021.12.0+0" deps = ["Artifacts", "Libdl"] uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0" version = "17.4.0+2" + +[[deps.x264_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "4fea590b89e6ec504593146bf8b988b2c00922b2" +uuid = "1270edf5-f2f9-52d2-97e9-ab00b5d0237a" +version = "2021.5.5+0" + +[[deps.x265_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "ee567a171cce03570d77ad3a43e90218e38937a9" +uuid = "dfaa095f-4041-5dcd-9319-2fabd8486b76" +version = "3.5.0+0" + +[[deps.xkbcommon_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "Wayland_jll", "Wayland_protocols_jll", "Xorg_libxcb_jll", "Xorg_xkeyboard_config_jll"] +git-tree-sha1 = "9c304562909ab2bab0262639bd4f444d7bc2be37" +uuid = "d8fb68d0-12a3-5cfd-a85a-d49703b185fd" +version = "1.4.1+1" diff --git a/benchmarks/OptimizationCUTEst/Project.toml b/benchmarks/OptimizationCUTEst/Project.toml index c5ee3b386..a237f869a 100644 --- a/benchmarks/OptimizationCUTEst/Project.toml +++ b/benchmarks/OptimizationCUTEst/Project.toml @@ -6,3 +6,5 @@ Optimization = "7f7a1694-90dd-40f0-9382-eb1efda571ba" OptimizationMOI = "fd9f6733-72f4-499f-8506-86b2bdd0dea1" OptimizationNLPModels = "064b21be-54cf-11ef-1646-cdfee32b588f" OptimizationOptimJL = "36348300-93cb-4f02-beb5-3c3902f8871e" +Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80" +StatsPlots = "f3b207a7-027a-5e70-b257-86293d7955fd" From c666076f3a60add0a97e05a153716985584d367d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Alonso=20Mart=C3=ADnez=20Cisneros?= Date: Fri, 23 Aug 2024 15:23:19 +0200 Subject: [PATCH 05/14] Added preliminary benchmarks for eq/ineq problems with free vars --- benchmarks/OptimizationCUTEst/CUTEst.jmd | 99 +++++++++++++++++------- 1 file changed, 70 insertions(+), 29 deletions(-) diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst.jmd index faeef5738..805ff8499 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst.jmd @@ -54,6 +54,41 @@ function get_stats(sol, ::OptimizationMOI.MOI.OptimizerWithAttributes) return (length(sol.u), MOI.get(sol.original.model, MOI.SolveTimeSec()), "Ipopt", Symbol(sol.retcode)) end + +function run_benchmarks(problems, optimizers) + problem = String[] + n_vars = Int64[] + secs = Float64[] + solver = String[] + retcode = Symbol[] + + optz = length(optimizers) + n = length(problems) + + broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) + + for prob_name in problems + nlp_prob = CUTEstModel(prob_name) + prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) + for optimizer in optimizers + sol = solve(prob, optimizer; maxiters = 1e7) + + @info "Solved $(prob_name) with $(optimizer)" + vars, time, alg, code = get_stats(sol, optimizer) + + push!(problem, prob_name) + push!(n_vars, vars) + push!(secs, time) + push!(solver, alg) + push!(retcode, code) + + end + finalize(nlp_prob) + end + + return DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver = solver, + retcode = retcode) +end ``` ## Unconstrained problems @@ -63,44 +98,35 @@ terms of the time to solution with respect to the number of variables. ```julia unc_problems = CUTEst.select(contype="unc") -n = length(unc_problems) -optz = length(optimizers) -problem = String[] -n_vars = Int64[] -secs = Float64[] -solver = String[] -retcode = Symbol[] - -broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) +# Analysis +unc_results = run_benchmarks(unc_problems, optimizers) -for prob_name in unc_problems - @show prob_name - nlp_prob = CUTEstModel(prob_name) - prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) - for optimizer in optimizers - sol = solve(prob, optimizer; maxiters = 1e7) +@df unc_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` - @info "Solved $(prob_name) with $(optimizer)" - vars, time, alg, code = get_stats(sol, optimizer) +## Equality/Inequality constrained problems with unbounded variables - push!(problem, prob_name) - push!(n_vars, vars) - push!(secs, time) - push!(solver, alg) - push!(retcode, code) +These problems have a constraint function that's subject to either equality or inequality +constraints, but the variables themselves are free. CUTEst contains 285 problems with +equality constraints and 114 with inequality constraints for a total of 299. - end - finalize(nlp_prob) +We start by analyzing the equality-constrained problems, of which there are 285. The +following figure shows the time to solution as a function of number of variables by +optimizer. - break -end +```julia +eq_unb_problems = CUTEst.select(min_con=1, only_equ_con=true, only_free_var=true) # Analysis -unc_results = DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver = solver, - retcode = retcode) +eq_unb_results = run_benchmarks(unc_problems, optimizers) -@df unc_results scatter(:nvars, :secs, +@df eq_unb_results scatter(:n_vars, :secs, group = :solver, xlabel = "n. variables", ylabel = "secs.", @@ -108,3 +134,18 @@ unc_results = DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver ) ``` +Next, we examine the same relationship for problems with inequality-constrained problems. + +```julia +neq_unb_problems = CUTEst.select(min_con=1, only_ineq_con=true, only_free_var=true) + +# Analysis +neq_unb_results = run_benchmarks(unc_problems, optimizers) + +@df neq_unb_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` \ No newline at end of file From 3127b755704d031527f5a47ac233f8144ef84b69 Mon Sep 17 00:00:00 2001 From: Anant Thazhemadam Date: Tue, 27 Aug 2024 19:07:23 +0530 Subject: [PATCH 06/14] ci: install `gfortran` when the CUTEst optimization benchmarks are run --- .buildkite/build_benchmark.sh | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/.buildkite/build_benchmark.sh b/.buildkite/build_benchmark.sh index c7add7028..cc6cd16f9 100755 --- a/.buildkite/build_benchmark.sh +++ b/.buildkite/build_benchmark.sh @@ -18,6 +18,10 @@ fi echo "--- :julia: Instantiate" julia --project=. -e 'using Pkg; Pkg.instantiate(); Pkg.build()' +if [[ "${1}" == *OptimizationCUTEst* ]]; then + apt update && apt install -y gfortran +fi + if [[ "${1}" == *BayesianInference* ]]; then export CMDSTAN_HOME="$(pwd)/cmdstan-2.29.2/" curl -LO https://github.com/stan-dev/cmdstan/releases/download/v2.29.2/cmdstan-2.29.2.tar.gz From b9bcf954b86df78bb4329f5404daf6a0ae3eac70 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Alonso=20Mart=C3=ADnez=20Cisneros?= Date: Tue, 27 Aug 2024 19:54:38 +0200 Subject: [PATCH 07/14] fixed variable use in benchmarks --- benchmarks/OptimizationCUTEst/CUTEst.jmd | 64 +++++++++++++++++++++++- 1 file changed, 62 insertions(+), 2 deletions(-) diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst.jmd index 805ff8499..089ddc05e 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst.jmd @@ -26,6 +26,8 @@ using OptimizationMOI: MOI as MOI using DataFrames using Plots using StatsPlots + +plotlyjs() # Facilitating interaction with the resulting plots ``` # Benchmarks @@ -124,7 +126,7 @@ optimizer. eq_unb_problems = CUTEst.select(min_con=1, only_equ_con=true, only_free_var=true) # Analysis -eq_unb_results = run_benchmarks(unc_problems, optimizers) +eq_unb_results = run_benchmarks(eq_unb_problems, optimizers) @df eq_unb_results scatter(:n_vars, :secs, group = :solver, @@ -140,7 +142,7 @@ Next, we examine the same relationship for problems with inequality-constrained neq_unb_problems = CUTEst.select(min_con=1, only_ineq_con=true, only_free_var=true) # Analysis -neq_unb_results = run_benchmarks(unc_problems, optimizers) +neq_unb_results = run_benchmarks(neq_unb_problems, optimizers) @df neq_unb_results scatter(:n_vars, :secs, group = :solver, @@ -148,4 +150,62 @@ neq_unb_results = run_benchmarks(unc_problems, optimizers) ylabel = "secs.", title = "Time to solution by optimizer and number of vars", ) +``` + +## Equality/Inequality constrained problems with bounded variables + +Now we analyze the subset of problems with equality/inequality constraints and whose +variables are bounded. There are 666 such problems. + +The following figure shows the results of the same benchmarks previously described for the +problems on this section. + +```julia +eq_bou_problems = CUTEst.select(min_con=1, only_equ_con=true, only_free_var=false) + +# Analysis +eq_bou_results = run_benchmarks(eq_bou_problems, optimizers) + +@df eq_bou_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` + +Next, we examine the same relationship for problems with inequality-constrained problems, +of which there are 244. + +```julia +neq_bou_problems = CUTEst.select(min_con=1, only_ineq_con=true, only_free_var=false) + +# Analysis +neq_bou_results = run_benchmarks(neq_bou_problems, optimizers) + +@df neq_bou_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` + +# Quadratic programs with linear constraints + +Lastly, we examine the problems with a quadratic objective function and only linear +constraints. There are 252 such problems in the suite. + +```julia +quad_problems = CUTEst.select(objtype="quadratic", contype="linear") + +# Analysis +quad_results = run_benchmarks(quad_problems, optimizers) + +@df neq_bou_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) ``` \ No newline at end of file From 343cded2b28364e9b5433bb3739129049f54491a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Alonso=20Mart=C3=ADnez=20Cisneros?= Date: Wed, 28 Aug 2024 19:57:05 +0200 Subject: [PATCH 08/14] Removing Manifest to fix version errors --- benchmarks/OptimizationCUTEst/Manifest.toml | 2839 ------------------- 1 file changed, 2839 deletions(-) delete mode 100644 benchmarks/OptimizationCUTEst/Manifest.toml diff --git a/benchmarks/OptimizationCUTEst/Manifest.toml b/benchmarks/OptimizationCUTEst/Manifest.toml deleted file mode 100644 index 211247d57..000000000 --- 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+deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "gperf_jll"] +git-tree-sha1 = "431b678a28ebb559d224c0b6b6d01afce87c51ba" +uuid = "35ca27e7-8b34-5b7f-bca9-bdc33f59eb06" +version = "3.2.9+0" + +[[deps.fzf_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "936081b536ae4aa65415d869287d43ef3cb576b2" +uuid = "214eeab7-80f7-51ab-84ad-2988db7cef09" +version = "0.53.0+0" + +[[deps.gperf_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "3516a5630f741c9eecb3720b1ec9d8edc3ecc033" +uuid = "1a1c6b14-54f6-533d-8383-74cd7377aa70" +version = "3.1.1+0" + +[[deps.libaom_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "1827acba325fdcdf1d2647fc8d5301dd9ba43a9d" +uuid = "a4ae2306-e953-59d6-aa16-d00cac43593b" +version = "3.9.0+0" + +[[deps.libass_jll]] +deps = ["Artifacts", "Bzip2_jll", "FreeType2_jll", "FriBidi_jll", "HarfBuzz_jll", "JLLWrappers", "Libdl", "Zlib_jll"] +git-tree-sha1 = "e17c115d55c5fbb7e52ebedb427a0dca79d4484e" +uuid = "0ac62f75-1d6f-5e53-bd7c-93b484bb37c0" +version = "0.15.2+0" + +[[deps.libblastrampoline_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" +version = "5.8.0+1" + +[[deps.libdecor_jll]] +deps = ["Artifacts", "Dbus_jll", "JLLWrappers", "Libdl", "Libglvnd_jll", "Pango_jll", "Wayland_jll", "xkbcommon_jll"] +git-tree-sha1 = "9bf7903af251d2050b467f76bdbe57ce541f7f4f" +uuid = "1183f4f0-6f2a-5f1a-908b-139f9cdfea6f" +version = "0.2.2+0" + +[[deps.libevdev_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "141fe65dc3efabb0b1d5ba74e91f6ad26f84cc22" +uuid = "2db6ffa8-e38f-5e21-84af-90c45d0032cc" +version = "1.11.0+0" + +[[deps.libfdk_aac_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "8a22cf860a7d27e4f3498a0fe0811a7957badb38" +uuid = "f638f0a6-7fb0-5443-88ba-1cc74229b280" +version = "2.0.3+0" + +[[deps.libinput_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "eudev_jll", "libevdev_jll", "mtdev_jll"] +git-tree-sha1 = "ad50e5b90f222cfe78aa3d5183a20a12de1322ce" +uuid = "36db933b-70db-51c0-b978-0f229ee0e533" +version = "1.18.0+0" + +[[deps.libpng_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Zlib_jll"] +git-tree-sha1 = "d7015d2e18a5fd9a4f47de711837e980519781a4" +uuid = "b53b4c65-9356-5827-b1ea-8c7a1a84506f" +version = "1.6.43+1" + +[[deps.libvorbis_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Ogg_jll", "Pkg"] +git-tree-sha1 = "490376214c4721cdaca654041f635213c6165cb3" +uuid = "f27f6e37-5d2b-51aa-960f-b287f2bc3b7a" +version = "1.3.7+2" + +[[deps.mtdev_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "814e154bdb7be91d78b6802843f76b6ece642f11" +uuid = "009596ad-96f7-51b1-9f1b-5ce2d5e8a71e" +version = "1.1.6+0" + +[[deps.nghttp2_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" +version = "1.52.0+1" + +[[deps.oneTBB_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl"] +git-tree-sha1 = "7d0ea0f4895ef2f5cb83645fa689e52cb55cf493" +uuid = "1317d2d5-d96f-522e-a858-c73665f53c3e" +version = "2021.12.0+0" + +[[deps.p7zip_jll]] +deps = ["Artifacts", "Libdl"] +uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0" +version = "17.4.0+2" + +[[deps.x264_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "4fea590b89e6ec504593146bf8b988b2c00922b2" +uuid = "1270edf5-f2f9-52d2-97e9-ab00b5d0237a" +version = "2021.5.5+0" + +[[deps.x265_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "ee567a171cce03570d77ad3a43e90218e38937a9" +uuid = "dfaa095f-4041-5dcd-9319-2fabd8486b76" +version = "3.5.0+0" + +[[deps.xkbcommon_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg", "Wayland_jll", "Wayland_protocols_jll", "Xorg_libxcb_jll", "Xorg_xkeyboard_config_jll"] +git-tree-sha1 = "9c304562909ab2bab0262639bd4f444d7bc2be37" +uuid = "d8fb68d0-12a3-5cfd-a85a-d49703b185fd" +version = "1.4.1+1" From c3440bd0e5664ea91e4c2063c0b250a4b294c5ef Mon Sep 17 00:00:00 2001 From: Anant Thazhemadam Date: Thu, 26 Sep 2024 10:35:37 +0530 Subject: [PATCH 10/14] revert: "ci: install `gfortran` when the CUTEst optimization benchmarks are run" This reverts commit 52297207f6885b63f078a001ab6c2e7a9162a9e7. Since the sandbox is run as a user and not root, packages cannot be installed due to insufficient permissions. --- .buildkite/build_benchmark.sh | 4 ---- 1 file changed, 4 deletions(-) diff --git a/.buildkite/build_benchmark.sh b/.buildkite/build_benchmark.sh index cc6cd16f9..c7add7028 100755 --- a/.buildkite/build_benchmark.sh +++ b/.buildkite/build_benchmark.sh @@ -18,10 +18,6 @@ fi echo "--- :julia: Instantiate" julia --project=. -e 'using Pkg; Pkg.instantiate(); Pkg.build()' -if [[ "${1}" == *OptimizationCUTEst* ]]; then - apt update && apt install -y gfortran -fi - if [[ "${1}" == *BayesianInference* ]]; then export CMDSTAN_HOME="$(pwd)/cmdstan-2.29.2/" curl -LO https://github.com/stan-dev/cmdstan/releases/download/v2.29.2/cmdstan-2.29.2.tar.gz From c1df68be5b58802ebcee686ebe37a04a084e36d9 Mon Sep 17 00:00:00 2001 From: Anant Thazhemadam Date: Thu, 26 Sep 2024 10:37:06 +0530 Subject: [PATCH 11/14] ci: use rootfs image with openmodelica and gfortran pre-installed --- .buildkite/launch_benchmarks.yml.signature | 5 +++-- .buildkite/run_benchmark.yml | 4 ++-- 2 files changed, 5 insertions(+), 4 deletions(-) diff --git a/.buildkite/launch_benchmarks.yml.signature b/.buildkite/launch_benchmarks.yml.signature index b1d2dae2c..220d613b1 100644 --- a/.buildkite/launch_benchmarks.yml.signature +++ b/.buildkite/launch_benchmarks.yml.signature @@ -1,2 +1,3 @@ -Salted__c? ުDwLJ/)|p5 +c\~o. RRhAZR -$' 6!m^SjY \ No newline at end of file +Salted__�c? +�ު��DwL�J�/���)��|p��5 +c��\~o�.�� RR�hAZR�� +$'���� 6���!�m�^����S�j�Y����� \ No newline at end of file diff --git a/.buildkite/run_benchmark.yml b/.buildkite/run_benchmark.yml index d104b044d..a5fa7c416 100644 --- a/.buildkite/run_benchmark.yml +++ b/.buildkite/run_benchmark.yml @@ -19,8 +19,8 @@ steps: - JuliaCI/julia#v1: version: "1.10" - staticfloat/sandbox: - rootfs_url: "https://github.com/thazhemadam/openmodelica-rootfs-image/releases/download/v1.23.0/rootfs-openmodelica-v1.23.0.amd64.tar.gz" - rootfs_treehash: "82970243dc4f188e599a976abc20951f4aba2912" + rootfs_url: "https://github.com/thazhemadam/ScimlBenchmarks-rootfs-image/releases/download/rootfs-image/rootfs-script.amd64.tar.gz" + rootfs_treehash: "943bde824554f0afad5a939341f05e3bdb393051" uid: 1000 gid: 1000 workspaces: From 80578c24aceaa8044f56477640b427a7f08c9193 Mon Sep 17 00:00:00 2001 From: Christopher Rackauckas Date: Thu, 26 Sep 2024 03:24:46 -0400 Subject: [PATCH 12/14] Add SciMLBenchmarks to the manifest and the footer --- benchmarks/OptimizationCUTEst/CUTEst.jmd | 7 +- benchmarks/OptimizationCUTEst/Manifest.toml | 204 ++++++++++++++------ benchmarks/OptimizationCUTEst/Project.toml | 3 +- 3 files changed, 157 insertions(+), 57 deletions(-) diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst.jmd index 089ddc05e..9de172d56 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst.jmd @@ -26,8 +26,6 @@ using OptimizationMOI: MOI as MOI using DataFrames using Plots using StatsPlots - -plotlyjs() # Facilitating interaction with the resulting plots ``` # Benchmarks @@ -208,4 +206,9 @@ quad_results = run_benchmarks(quad_problems, optimizers) ylabel = "secs.", title = "Time to solution by optimizer and number of vars", ) +``` + +```julia, echo = false +using SciMLBenchmarks +SciMLBenchmarks.bench_footer(WEAVE_ARGS[:folder],WEAVE_ARGS[:file]) ``` \ No newline at end of file diff --git a/benchmarks/OptimizationCUTEst/Manifest.toml b/benchmarks/OptimizationCUTEst/Manifest.toml index ef6ac8b67..18d7957b1 100644 --- a/benchmarks/OptimizationCUTEst/Manifest.toml +++ b/benchmarks/OptimizationCUTEst/Manifest.toml @@ -1,13 +1,13 @@ # This file is machine-generated - editing it directly is not advised -julia_version = "1.10.4" +julia_version = "1.10.5" manifest_format = "2.0" -project_hash = "d4a6bf1e4a6e5302d212cdf80a2bb1d5fc3837a9" +project_hash = "8e523feffcd9fa77d38f37602ee0cd7ccacee285" [[deps.ADTypes]] -git-tree-sha1 = "99a6f5d0ce1c7c6afdb759daa30226f71c54f6b0" +git-tree-sha1 = "5a5eafb8344b81b8c2237f8a6f6b3602b3f6180e" uuid = "47edcb42-4c32-4615-8424-f2b9edc5f35b" -version = "1.7.1" +version = "1.8.1" weakdeps = ["ChainRulesCore", "EnzymeCore"] [deps.ADTypes.extensions] @@ -37,24 +37,28 @@ uuid = "1520ce14-60c1-5f80-bbc7-55ef81b5835c" version = "0.4.5" [[deps.Accessors]] -deps = ["CompositionsBase", "ConstructionBase", "Dates", "InverseFunctions", "LinearAlgebra", "MacroTools", "Markdown", "Test"] -git-tree-sha1 = "f61b15be1d76846c0ce31d3fcfac5380ae53db6a" +deps = ["CompositionsBase", "ConstructionBase", "InverseFunctions", "LinearAlgebra", "MacroTools", "Markdown"] +git-tree-sha1 = "b392ede862e506d451fc1616e79aa6f4c673dab8" uuid = "7d9f7c33-5ae7-4f3b-8dc6-eff91059b697" -version = "0.1.37" +version = "0.1.38" [deps.Accessors.extensions] AccessorsAxisKeysExt = "AxisKeys" + AccessorsDatesExt = "Dates" AccessorsIntervalSetsExt = "IntervalSets" AccessorsStaticArraysExt = "StaticArrays" AccessorsStructArraysExt = "StructArrays" + AccessorsTestExt = "Test" AccessorsUnitfulExt = "Unitful" [deps.Accessors.weakdeps] AxisKeys = "94b1ba4f-4ee9-5380-92f1-94cde586c3c5" + Dates = "ade2ca70-3891-5945-98fb-dc099432e06a" IntervalSets = "8197267c-284f-5f27-9208-e0e47529a953" Requires = "ae029012-a4dd-5104-9daa-d747884805df" StaticArrays = "90137ffa-7385-5640-81b9-e52037218182" StructArrays = "09ab397b-f2b6-538f-b94a-2f83cf4a842a" + Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40" Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d" [[deps.Adapt]] @@ -171,9 +175,9 @@ version = "0.1.6" [[deps.BlockArrays]] deps = ["ArrayLayouts", "FillArrays", "LinearAlgebra"] -git-tree-sha1 = "5c0ffe1dff8cb7112de075f1b1cb32191675fcba" +git-tree-sha1 = "d434647f798823bcae510aee0bc0401927f64391" uuid = "8e7c35d0-a365-5155-bbbb-fb81a777f24e" -version = "1.1.0" +version = "1.1.1" [deps.BlockArrays.extensions] BlockArraysBandedMatricesExt = "BandedMatrices" @@ -219,9 +223,9 @@ version = "1.18.0+2" [[deps.ChainRulesCore]] deps = ["Compat", "LinearAlgebra"] -git-tree-sha1 = "71acdbf594aab5bbb2cec89b208c41b4c411e49f" +git-tree-sha1 = "3e4b134270b372f2ed4d4d0e936aabaefc1802bc" uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4" -version = "1.24.0" +version = "1.25.0" weakdeps = ["SparseArrays"] [deps.ChainRulesCore.extensions] @@ -346,6 +350,12 @@ git-tree-sha1 = "ea32b83ca4fefa1768dc84e504cc0a94fb1ab8d1" uuid = "f0e56b4a-5159-44fe-b623-3e5288b988bb" version = "2.4.2" +[[deps.Conda]] +deps = ["Downloads", "JSON", "VersionParsing"] +git-tree-sha1 = "b19db3927f0db4151cb86d073689f2428e524576" +uuid = "8f4d0f93-b110-5947-807f-2305c1781a2d" +version = "1.10.2" + [[deps.ConsoleProgressMonitor]] deps = ["Logging", "ProgressMeter"] git-tree-sha1 = "3ab7b2136722890b9af903859afcf457fa3059e8" @@ -430,10 +440,10 @@ uuid = "85a47980-9c8c-11e8-2b9f-f7ca1fa99fb4" version = "0.4.2" [[deps.DiffEqBase]] -deps = ["ArrayInterface", "ConcreteStructs", "DataStructures", "DocStringExtensions", "EnumX", "EnzymeCore", "FastBroadcast", "FastClosures", "ForwardDiff", "FunctionWrappers", "FunctionWrappersWrappers", "LinearAlgebra", "Logging", "Markdown", "MuladdMacro", "Parameters", "PreallocationTools", "PrecompileTools", "Printf", "RecursiveArrayTools", "Reexport", "SciMLBase", "SciMLOperators", "Setfield", "Static", "StaticArraysCore", "Statistics", "Tricks", "TruncatedStacktraces"] -git-tree-sha1 = "4cb796ab54311147b9c7191d34d502693b603a22" +deps = ["ArrayInterface", "ConcreteStructs", "DataStructures", "DocStringExtensions", "EnumX", "EnzymeCore", "FastBroadcast", "FastClosures", "ForwardDiff", "FunctionWrappers", "FunctionWrappersWrappers", "LinearAlgebra", "Logging", "Markdown", "MuladdMacro", "Parameters", "PreallocationTools", "PrecompileTools", "Printf", "RecursiveArrayTools", "Reexport", "SciMLBase", "SciMLOperators", "SciMLStructures", "Setfield", "Static", "StaticArraysCore", "Statistics", "Tricks", "TruncatedStacktraces"] +git-tree-sha1 = "fa7d580038451a8df4434ef5b079ac9b2d486194" uuid = "2b5f629d-d688-5b77-993f-72d75c75574e" -version = "6.154.0" +version = "6.155.1" [deps.DiffEqBase.extensions] DiffEqBaseCUDAExt = "CUDA" @@ -465,12 +475,13 @@ version = "6.154.0" [[deps.DiffEqCallbacks]] deps = ["DataStructures", "DiffEqBase", "ForwardDiff", "Functors", "LinearAlgebra", "Markdown", "NonlinearSolve", "Parameters", "RecipesBase", "RecursiveArrayTools", "SciMLBase", "StaticArraysCore"] -git-tree-sha1 = "9c802bf34741e2b4942912709321e87b7cbed023" +git-tree-sha1 = "19dbd44d18bbfdfcf5e56c99cea9b0ed23df350a" uuid = "459566f4-90b8-5000-8ac3-15dfb0a30def" -version = "3.9.0" +version = "3.9.1" [deps.DiffEqCallbacks.weakdeps] OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed" + OrdinaryDiffEqCore = "bbf590c4-e513-4bbe-9b18-05decba2e5d8" Sundials = "c3572dad-4567-51f8-b174-8c6c989267f4" [[deps.DiffEqNoiseProcess]] @@ -499,9 +510,9 @@ version = "1.15.1" [[deps.DifferentiationInterface]] deps = ["ADTypes", "Compat", "DocStringExtensions", "FillArrays", "LinearAlgebra", "PackageExtensionCompat", "SparseArrays", "SparseMatrixColorings"] -git-tree-sha1 = "55f6241766b0d0c0157005c9526d1ecf33a12cdc" +git-tree-sha1 = "9b23f9a816790b8ab9914c3c86321a546e92cbe7" uuid = "a0c0ee7d-e4b9-4e03-894e-1c5f64a51d63" -version = "0.5.16" +version = "0.5.17" [deps.DifferentiationInterface.extensions] DifferentiationInterfaceChainRulesCoreExt = "ChainRulesCore" @@ -728,9 +739,9 @@ weakdeps = ["PDMats", "SparseArrays", "Statistics"] FillArraysStatisticsExt = "Statistics" [[deps.FindFirstFunctions]] -git-tree-sha1 = "51d2d9f3c6006117ea4e84fd5b7cce8b53381a96" +git-tree-sha1 = "670e1d9ceaa4a3161d32fe2d2fb2177f8d78b330" uuid = "64ca27bc-2ba2-4a57-88aa-44e436879224" -version = "1.4.0" +version = "1.4.1" [[deps.FiniteDiff]] deps = ["ArrayInterface", "LinearAlgebra", "Setfield", "SparseArrays"] @@ -838,6 +849,18 @@ git-tree-sha1 = "9b02998aba7bf074d14de89f9d37ca24a1a0b046" uuid = "78b55507-aeef-58d4-861c-77aaff3498b1" version = "0.21.0+0" +[[deps.Git]] +deps = ["Git_jll"] +git-tree-sha1 = "04eff47b1354d702c3a85e8ab23d539bb7d5957e" +uuid = "d7ba0133-e1db-5d97-8f8c-041e4b3a1eb2" +version = "1.3.1" + +[[deps.Git_jll]] +deps = ["Artifacts", "Expat_jll", "JLLWrappers", "LibCURL_jll", "Libdl", "Libiconv_jll", "OpenSSL_jll", "PCRE2_jll", "Zlib_jll"] +git-tree-sha1 = "d18fb8a1f3609361ebda9bf029b60fd0f120c809" +uuid = "f8c6e375-362e-5223-8a59-34ff63f689eb" +version = "2.44.0+2" + [[deps.Glib_jll]] deps = ["Artifacts", "Gettext_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Libiconv_jll", "Libmount_jll", "PCRE2_jll", "Zlib_jll"] git-tree-sha1 = "7c82e6a6cd34e9d935e9aa4051b66c6ff3af59ba" @@ -878,6 +901,12 @@ git-tree-sha1 = "401e4f3f30f43af2c8478fc008da50096ea5240f" uuid = "2e76f6c2-a576-52d4-95c1-20adfe4de566" version = "8.3.1+0" +[[deps.Highlights]] +deps = ["DocStringExtensions", "InteractiveUtils", "REPL"] +git-tree-sha1 = "9e13b8d8b1367d9692a90ea4711b4278e4755c32" +uuid = "eafb193a-b7ab-5a9e-9068-77385905fa72" +version = "0.5.3" + [[deps.HostCPUFeatures]] deps = ["BitTwiddlingConvenienceFunctions", "IfElse", "Libdl", "Static"] git-tree-sha1 = "8e070b599339d622e9a081d17230d74a5c473293" @@ -902,6 +931,12 @@ git-tree-sha1 = "7c4195be1649ae622304031ed46a2f4df989f1eb" uuid = "34004b35-14d8-5ef3-9330-4cdb6864b03a" version = "0.3.24" +[[deps.IJulia]] +deps = ["Base64", "Conda", "Dates", "InteractiveUtils", "JSON", "Libdl", "Logging", "Markdown", "MbedTLS", "Pkg", "Printf", "REPL", "Random", "SoftGlobalScope", "Test", "UUIDs", "ZMQ"] +git-tree-sha1 = "1702f79fa30f56b68d5b2fd6fb3a9a14ff6f9130" +uuid = "7073ff75-c697-5162-941a-fcdaad2a7d2a" +version = "1.25.0" + [[deps.IfElse]] git-tree-sha1 = "debdd00ffef04665ccbb3e150747a77560e8fad1" uuid = "615f187c-cbe4-4ef1-ba3b-2fcf58d6d173" @@ -1089,9 +1124,9 @@ version = "3.0.0+1" [[deps.LLVMOpenMP_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl"] -git-tree-sha1 = "e16271d212accd09d52ee0ae98956b8a05c4b626" +git-tree-sha1 = "78211fb6cbc872f77cad3fc0b6cf647d923f4929" uuid = "1d63c593-3942-5779-bab2-d838dc0a180e" -version = "17.0.6+0" +version = "18.1.7+0" [[deps.LZO_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl"] @@ -1139,9 +1174,9 @@ version = "0.1.17" [[deps.LazyArrays]] deps = ["ArrayLayouts", "FillArrays", "LinearAlgebra", "MacroTools", "SparseArrays"] -git-tree-sha1 = "507b423197fdd9e77b74aa2532c0a05eb7eb4004" +git-tree-sha1 = "360f6039babd6e4d6364eff0d4fc9120834a2d9a" uuid = "5078a376-72f3-5289-bfd5-ec5146d43c02" -version = "2.2.0" +version = "2.2.1" [deps.LazyArrays.extensions] LazyArraysBandedMatricesExt = "BandedMatrices" @@ -1382,9 +1417,9 @@ version = "0.5.13" [[deps.ManifoldDiff]] deps = ["LinearAlgebra", "ManifoldsBase", "Markdown", "Random", "Requires"] -git-tree-sha1 = "d1c10fbb0562004a456c1ec0da3deb55e09c23ee" +git-tree-sha1 = "62fccd67f9fb83526bff40a1432f63464eb6d282" uuid = "af67fdf4-a580-4b9f-bbec-742ef357defd" -version = "0.3.11" +version = "0.3.12" [deps.ManifoldDiff.extensions] ManifoldDiffFiniteDiffExt = "FiniteDiff" @@ -1425,9 +1460,9 @@ version = "0.9.20" [[deps.ManifoldsBase]] deps = ["LinearAlgebra", "Markdown", "Printf", "Random", "Requires"] -git-tree-sha1 = "000599aeb2406f7c63085f4904b9736e52f5795b" +git-tree-sha1 = "3edd590e67c7bcf6e17104b7c5356d7bad2ca120" uuid = "3362f125-f0bb-47a3-aa74-596ffd7ef2fb" -version = "0.15.15" +version = "0.15.16" weakdeps = ["Plots", "Quaternions", "RecursiveArrayTools", "Statistics"] [deps.ManifoldsBase.extensions] @@ -1494,9 +1529,9 @@ uuid = "a63ad114-7e13-5084-954f-fe012c677804" [[deps.ModelingToolkit]] deps = ["AbstractTrees", "ArrayInterface", "BlockArrays", "Combinatorics", "Compat", "ConstructionBase", "DataStructures", "DiffEqBase", "DiffEqCallbacks", "DiffEqNoiseProcess", "DiffRules", "Distributed", "Distributions", "DocStringExtensions", "DomainSets", "DynamicQuantities", "ExprTools", "Expronicon", "FindFirstFunctions", "ForwardDiff", "FunctionWrappersWrappers", "Graphs", "InteractiveUtils", "JuliaFormatter", "JumpProcesses", "Latexify", "Libdl", "LinearAlgebra", "MLStyle", "NaNMath", "NonlinearSolve", "OrderedCollections", "PrecompileTools", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLBase", "SciMLStructures", "Serialization", "Setfield", "SimpleNonlinearSolve", "SparseArrays", "SpecialFunctions", "StaticArrays", "SymbolicIndexingInterface", "SymbolicUtils", "Symbolics", "URIs", "UnPack", "Unitful"] -git-tree-sha1 = "829f5b0f74a07244e2d83ed990f869b69d60ece0" +git-tree-sha1 = "1f63c7127bbabf22c58edc85dac72afa28fce375" uuid = "961ee093-0014-501f-94e3-6117800e7a78" -version = "9.36.0" +version = "9.40.0" [deps.ModelingToolkit.extensions] MTKBifurcationKitExt = "BifurcationKit" @@ -1531,6 +1566,12 @@ git-tree-sha1 = "816620e3aac93e5b5359e4fdaf23ca4525b00ddf" uuid = "6f286f6a-111f-5878-ab1e-185364afe411" version = "0.10.3" +[[deps.Mustache]] +deps = ["Printf", "Tables"] +git-tree-sha1 = "3b2db451a872b20519ebb0cec759d3d81a1c6bcb" +uuid = "ffc61752-8dc7-55ee-8c37-f3e9cdd09e70" +version = "1.0.20" + [[deps.MutableArithmetics]] deps = ["LinearAlgebra", "SparseArrays", "Test"] git-tree-sha1 = "d0a6b1096b584a2b88efb70a92f8cb8c881eb38a" @@ -1660,9 +1701,9 @@ version = "1.4.3" [[deps.OpenSSL_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl"] -git-tree-sha1 = "a028ee3cb5641cccc4c24e90c36b0a4f7707bdf5" +git-tree-sha1 = "1b35263570443fdd9e76c76b7062116e2f374ab8" uuid = "458c3c95-2e84-50aa-8efc-19380b2a3a95" -version = "3.0.14+0" +version = "3.0.15+0" [[deps.OpenSpecFun_jll]] deps = ["Artifacts", "CompilerSupportLibraries_jll", "JLLWrappers", "Libdl", "Pkg"] @@ -1959,9 +2000,9 @@ version = "6.7.1+1" [[deps.QuadGK]] deps = ["DataStructures", "LinearAlgebra"] -git-tree-sha1 = "1d587203cf851a51bf1ea31ad7ff89eff8d625ea" +git-tree-sha1 = "cda3b045cf9ef07a08ad46731f5a3165e56cf3da" uuid = "1fd47b50-473d-5c70-9696-f719f8f3bcdc" -version = "2.11.0" +version = "2.11.1" [deps.QuadGK.extensions] QuadGKEnzymeExt = "Enzyme" @@ -2086,15 +2127,15 @@ version = "1.1.1" [[deps.Rmath]] deps = ["Random", "Rmath_jll"] -git-tree-sha1 = "f65dcb5fa46aee0cf9ed6274ccbd597adc49aa7b" +git-tree-sha1 = "852bd0f55565a9e973fcfee83a84413270224dc4" uuid = "79098fc4-a85e-5d69-aa6a-4863f24498fa" -version = "0.7.1" +version = "0.8.0" [[deps.Rmath_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl"] -git-tree-sha1 = "e60724fd3beea548353984dc61c943ecddb0e29a" +git-tree-sha1 = "58cdd8fb2201a6267e1db87ff148dd6c1dbd8ad8" uuid = "f50d1b31-88e8-58de-be2c-1cc44531875f" -version = "0.4.3+0" +version = "0.5.1+0" [[deps.RuntimeGeneratedFunctions]] deps = ["ExprTools", "SHA", "Serialization"] @@ -2131,9 +2172,9 @@ version = "2024.5.8+0" [[deps.SciMLBase]] deps = ["ADTypes", "Accessors", "ArrayInterface", "CommonSolve", "ConstructionBase", "Distributed", "DocStringExtensions", "EnumX", "Expronicon", "FunctionWrappersWrappers", "IteratorInterfaceExtensions", "LinearAlgebra", "Logging", "Markdown", "PrecompileTools", "Preferences", "Printf", "RecipesBase", "RecursiveArrayTools", "Reexport", "RuntimeGeneratedFunctions", "SciMLOperators", "SciMLStructures", "StaticArraysCore", "Statistics", "SymbolicIndexingInterface", "Tables"] -git-tree-sha1 = "8001043f80051c86f264fd6e936d97e6b9eff401" +git-tree-sha1 = "c96f81c3e98d5e2f0848fb42aba4383d772c3bb7" uuid = "0bca4576-84f4-4d90-8ffe-ffa030f20462" -version = "2.52.0" +version = "2.53.1" [deps.SciMLBase.extensions] SciMLBaseChainRulesCoreExt = "ChainRulesCore" @@ -2154,6 +2195,12 @@ version = "2.52.0" RCall = "6f49c342-dc21-5d91-9882-a32aef131414" Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f" +[[deps.SciMLBenchmarks]] +deps = ["Git", "IJulia", "InteractiveUtils", "Markdown", "Pkg", "Weave"] +git-tree-sha1 = "f4076dd5a103010d48bb6c4e50c5526f6622fa96" +uuid = "31c91b34-3c75-11e9-0341-95557aab0344" +version = "0.1.3" + [[deps.SciMLOperators]] deps = ["Accessors", "ArrayInterface", "DocStringExtensions", "LinearAlgebra", "MacroTools"] git-tree-sha1 = "e39c5f217f9aca640c8e27ab21acf557a3967db5" @@ -2209,9 +2256,9 @@ version = "1.1.0" [[deps.SimpleNonlinearSolve]] deps = ["ADTypes", "ArrayInterface", "ConcreteStructs", "DiffEqBase", "DiffResults", "DifferentiationInterface", "FastClosures", "FiniteDiff", "ForwardDiff", "LinearAlgebra", "MaybeInplace", "PrecompileTools", "Reexport", "SciMLBase", "Setfield", "StaticArraysCore"] -git-tree-sha1 = "4d7a7c177bcb4c6dc465f09db91bfdb28c578919" +git-tree-sha1 = "536c0ee0b4b766ddee24220c6bb60932df4e2c39" uuid = "727e6d20-b764-4bd8-a329-72de5adea6c7" -version = "1.12.0" +version = "1.12.1" [deps.SimpleNonlinearSolve.extensions] SimpleNonlinearSolveChainRulesCoreExt = "ChainRulesCore" @@ -2240,6 +2287,12 @@ version = "1.4.0" [[deps.Sockets]] uuid = "6462fe0b-24de-5631-8697-dd941f90decc" +[[deps.SoftGlobalScope]] +deps = ["REPL"] +git-tree-sha1 = "986ec2b6162ccb95de5892ed17832f95badf770c" +uuid = "b85f4697-e234-5449-a836-ec8e2f98b302" +version = "1.1.0" + [[deps.SortingAlgorithms]] deps = ["DataStructures"] git-tree-sha1 = "66e0a8e672a0bdfca2c3f5937efb8538b9ddc085" @@ -2345,9 +2398,9 @@ version = "0.34.3" [[deps.StatsFuns]] deps = ["HypergeometricFunctions", "IrrationalConstants", "LogExpFunctions", "Reexport", "Rmath", "SpecialFunctions"] -git-tree-sha1 = "cef0472124fab0695b58ca35a77c6fb942fdab8a" +git-tree-sha1 = "b423576adc27097764a90e163157bcfc9acf0f46" uuid = "4c63d2b9-4356-54db-8cca-17b64c39e42c" -version = "1.3.1" +version = "1.3.2" weakdeps = ["ChainRulesCore", "InverseFunctions"] [deps.StatsFuns.extensions] @@ -2366,6 +2419,12 @@ git-tree-sha1 = "f35f6ab602df8413a50c4a25ca14de821e8605fb" uuid = "7792a7ef-975c-4747-a70f-980b88e8d1da" version = "0.5.7" +[[deps.StringEncodings]] +deps = ["Libiconv_jll"] +git-tree-sha1 = "b765e46ba27ecf6b44faf70df40c57aa3a547dcb" +uuid = "69024149-9ee7-55f6-a4c4-859efe599b68" +version = "0.3.7" + [[deps.StringManipulation]] deps = ["PrecompileTools"] git-tree-sha1 = "a04cabe79c5f01f4d723cc6704070ada0b9d46d5" @@ -2389,9 +2448,9 @@ version = "0.3.0" [[deps.SymbolicIndexingInterface]] deps = ["Accessors", "ArrayInterface", "RuntimeGeneratedFunctions", "StaticArraysCore"] -git-tree-sha1 = "c9fce29fb41a10677e24f74421ebe31220b81ad0" +git-tree-sha1 = "988e04b34a4c3b824fb656f542473df99a4f610d" uuid = "2efcf032-c050-4f8e-a9bb-153293bab1f5" -version = "0.3.28" +version = "0.3.30" [[deps.SymbolicLimits]] deps = ["SymbolicUtils"] @@ -2400,27 +2459,29 @@ uuid = "19f23fe9-fdab-4a78-91af-e7b7767979c3" version = "0.2.2" [[deps.SymbolicUtils]] -deps = ["AbstractTrees", "Bijections", "ChainRulesCore", "Combinatorics", "ConstructionBase", "DataStructures", "DocStringExtensions", "DynamicPolynomials", "IfElse", "LinearAlgebra", "MultivariatePolynomials", "NaNMath", "Setfield", "SparseArrays", "SpecialFunctions", "StaticArrays", "SymbolicIndexingInterface", "TermInterface", "TimerOutputs", "Unityper"] -git-tree-sha1 = "40b48f4eb06a4bd450c50b4206f7f490556214e1" +deps = ["AbstractTrees", "ArrayInterface", "Bijections", "ChainRulesCore", "Combinatorics", "ConstructionBase", "DataStructures", "DocStringExtensions", "DynamicPolynomials", "IfElse", "LinearAlgebra", "MultivariatePolynomials", "NaNMath", "Setfield", "SparseArrays", "SpecialFunctions", "StaticArrays", "SymbolicIndexingInterface", "TermInterface", "TimerOutputs", "Unityper"] +git-tree-sha1 = "3927e02dc7648a45ec6aa592bcd8374094a44740" uuid = "d1185830-fcd6-423d-90d6-eec64667417b" -version = "3.5.0" +version = "3.7.1" [deps.SymbolicUtils.extensions] SymbolicUtilsLabelledArraysExt = "LabelledArrays" + SymbolicUtilsReverseDiffExt = "ReverseDiff" [deps.SymbolicUtils.weakdeps] LabelledArrays = "2ee39098-c373-598a-b85f-a56591580800" + ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267" [[deps.Symbolics]] deps = ["ADTypes", "ArrayInterface", "Bijections", "CommonWorldInvalidations", "ConstructionBase", "DataStructures", "DiffRules", "Distributions", "DocStringExtensions", "DomainSets", "DynamicPolynomials", "IfElse", "LaTeXStrings", "LambertW", "Latexify", "Libdl", "LinearAlgebra", "LogExpFunctions", "MacroTools", "Markdown", "NaNMath", "PrecompileTools", "Primes", "RecipesBase", "Reexport", "RuntimeGeneratedFunctions", "SciMLBase", "Setfield", "SparseArrays", "SpecialFunctions", "StaticArraysCore", "SymbolicIndexingInterface", "SymbolicLimits", "SymbolicUtils", "TermInterface"] -git-tree-sha1 = "19a3555ce5d82798b5ab67bdf8b4444d54a159de" +git-tree-sha1 = "8b48697e7fec6d4b7c4a9fe892857a5ed2bae7e8" uuid = "0c5d862f-8b57-4792-8d23-62f2024744c7" -version = "6.5.0" +version = "6.12.0" [deps.Symbolics.extensions] SymbolicsForwardDiffExt = "ForwardDiff" SymbolicsGroebnerExt = "Groebner" - SymbolicsLuxCoreExt = "LuxCore" + SymbolicsLuxExt = "Lux" SymbolicsNemoExt = "Nemo" SymbolicsPreallocationToolsExt = ["PreallocationTools", "ForwardDiff"] SymbolicsSymPyExt = "SymPy" @@ -2428,7 +2489,7 @@ version = "6.5.0" [deps.Symbolics.weakdeps] ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210" Groebner = "0b43b601-686d-58a3-8a1c-6623616c7cd4" - LuxCore = "bb33d45b-7691-41d6-9220-0943567d0623" + Lux = "b2108857-7c20-44ae-9111-449ecde12c47" Nemo = "2edaba10-b0f1-5616-af89-8c11ac63239a" PreallocationTools = "d236fae5-4411-538c-8e31-a6e3d9e00b46" SymPy = "24249f21-da20-56a4-8eb1-6a02cf4ae2e6" @@ -2583,6 +2644,11 @@ git-tree-sha1 = "e7f5b81c65eb858bed630fe006837b935518aca5" uuid = "3d5dd08c-fd9d-11e8-17fa-ed2836048c2f" version = "0.21.70" +[[deps.VersionParsing]] +git-tree-sha1 = "58d6e80b4ee071f5efd07fda82cb9fbe17200868" +uuid = "81def892-9a0e-5fdd-b105-ffc91e053289" +version = "1.3.0" + [[deps.VertexSafeGraphs]] deps = ["Graphs"] git-tree-sha1 = "8351f8d73d7e880bfc042a8b6922684ebeafb35c" @@ -2607,6 +2673,12 @@ git-tree-sha1 = "93f43ab61b16ddfb2fd3bb13b3ce241cafb0e6c9" uuid = "2381bf8a-dfd0-557d-9999-79630e7b1b91" version = "1.31.0+0" +[[deps.Weave]] +deps = ["Base64", "Dates", "Highlights", "JSON", "Markdown", "Mustache", "Pkg", "Printf", "REPL", "RelocatableFolders", "Requires", "Serialization", "YAML"] +git-tree-sha1 = "092217eb5443926d200ae9325f103906efbb68b1" +uuid = "44d3d7a6-8a23-5bf8-98c5-b353f8df5ec9" +version = "0.10.12" + [[deps.Widgets]] deps = ["Colors", "Dates", "Observables", "OrderedCollections"] git-tree-sha1 = "fcdae142c1cfc7d89de2d11e08721d0f2f86c98a" @@ -2781,6 +2853,24 @@ git-tree-sha1 = "e92a1a012a10506618f10b7047e478403a046c77" uuid = "c5fb5394-a638-5e4d-96e5-b29de1b5cf10" version = "1.5.0+0" +[[deps.YAML]] +deps = ["Base64", "Dates", "Printf", "StringEncodings"] +git-tree-sha1 = "dea63ff72079443240fbd013ba006bcbc8a9ac00" +uuid = "ddb6d928-2868-570f-bddf-ab3f9cf99eb6" +version = "0.4.12" + +[[deps.ZMQ]] +deps = ["FileWatching", "PrecompileTools", "Sockets", "ZeroMQ_jll"] +git-tree-sha1 = "18cfd00df3cbbebf8ea4ec7ea6bbceb3af716bd0" +uuid = "c2297ded-f4af-51ae-bb23-16f91089e4e1" +version = "1.3.0" + +[[deps.ZeroMQ_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "libsodium_jll"] +git-tree-sha1 = "42f97fb27394378591666ab0e9cee369e6d0e1f9" +uuid = "8f1865be-045e-5c20-9c9f-bfbfb0764568" +version = "4.3.5+0" + [[deps.Zlib_jll]] deps = ["Libdl"] uuid = "83775a58-1f1d-513f-b197-d71354ab007a" @@ -2825,7 +2915,7 @@ version = "0.15.2+0" [[deps.libblastrampoline_jll]] deps = ["Artifacts", "Libdl"] uuid = "8e850b90-86db-534c-a0d3-1478176c7d93" -version = "5.8.0+1" +version = "5.11.0+0" [[deps.libdecor_jll]] deps = ["Artifacts", "Dbus_jll", "JLLWrappers", "Libdl", "Libglvnd_jll", "Pango_jll", "Wayland_jll", "xkbcommon_jll"] @@ -2857,6 +2947,12 @@ git-tree-sha1 = "d7015d2e18a5fd9a4f47de711837e980519781a4" uuid = "b53b4c65-9356-5827-b1ea-8c7a1a84506f" version = "1.6.43+1" +[[deps.libsodium_jll]] +deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"] +git-tree-sha1 = "848ab3d00fe39d6fbc2a8641048f8f272af1c51e" +uuid = "a9144af2-ca23-56d9-984f-0d03f7b5ccf8" +version = "1.0.20+0" + [[deps.libvorbis_jll]] deps = ["Artifacts", "JLLWrappers", "Libdl", "Ogg_jll", "Pkg"] git-tree-sha1 = "490376214c4721cdaca654041f635213c6165cb3" diff --git a/benchmarks/OptimizationCUTEst/Project.toml b/benchmarks/OptimizationCUTEst/Project.toml index a237f869a..a117214b4 100644 --- a/benchmarks/OptimizationCUTEst/Project.toml +++ b/benchmarks/OptimizationCUTEst/Project.toml @@ -7,4 +7,5 @@ OptimizationMOI = "fd9f6733-72f4-499f-8506-86b2bdd0dea1" OptimizationNLPModels = "064b21be-54cf-11ef-1646-cdfee32b588f" OptimizationOptimJL = "36348300-93cb-4f02-beb5-3c3902f8871e" Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80" -StatsPlots = "f3b207a7-027a-5e70-b257-86293d7955fd" +SciMLBenchmarks = "31c91b34-3c75-11e9-0341-95557aab0344" +StatsPlots = "f3b207a7-027a-5e70-b257-86293d7955fd" \ No newline at end of file From da91593637fb17a8fbf60ffd60e81d6efd64198d Mon Sep 17 00:00:00 2001 From: Christopher Rackauckas Date: Sun, 6 Oct 2024 15:00:02 -0400 Subject: [PATCH 13/14] split into benchmark groups --- .../OptimizationCUTEst/CUTEst_bounded.jmd | 129 ++++++++++++++++++ .../OptimizationCUTEst/CUTEst_quadratic.jmd | 109 +++++++++++++++ .../{CUTEst.jmd => CUTEst_unbounded.jmd} | 86 +----------- .../CUTEst_unconstrained.jmd | 109 +++++++++++++++ 4 files changed, 348 insertions(+), 85 deletions(-) create mode 100644 benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd create mode 100644 benchmarks/OptimizationCUTEst/CUTEst_quadratic.jmd rename benchmarks/OptimizationCUTEst/{CUTEst.jmd => CUTEst_unbounded.jmd} (59%) create mode 100644 benchmarks/OptimizationCUTEst/CUTEst_unconstrained.jmd diff --git a/benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd b/benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd new file mode 100644 index 000000000..3c9e2b228 --- /dev/null +++ b/benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd @@ -0,0 +1,129 @@ +--- +title: CUTEst Bounded Constrained Nonlinear Optimization Benchmarks +author: Alonso M. Cisneros +--- + +# Introduction + +CUTEst, the Constraind and Unconstrained Testing Environment is, as the name suggests is a +collection of around 1500 problems for general nonlinear optimization used to test +optimization routines. The wrapper +[CUTEst.jl](https://github.com/JuliaSmoothOptimizers/CUTEst.jl) provides convenient access +to the problem collection, which we can leverage to test the optimizers made available by +Optimization.jl. + +This benchmark uses the following packages: + +```julia +using Optimization +using OptimizationNLPModels +using CUTEst +using OptimizationOptimJL +using Ipopt +using OptimizationMOI +using OptimizationMOI: MOI as MOI +# Analysis and plotting +using DataFrames +using Plots +using StatsPlots +``` + +# Benchmarks + +We will be testing the [Ipopt]() and the [LBFGS]() optimizers on these classes of +problems. + +```julia +optimizers = [ + Optimization.LBFGS(), + MOI.OptimizerWithAttributes(Ipopt.Optimizer, "print_level" => 0) + ] + +function get_stats(sol, ::Optimization.LBFGS) + return (length(sol.u), sol.stats.time, "LBFGS", Symbol(sol.retcode)) +end + +function get_stats(sol, ::OptimizationMOI.MOI.OptimizerWithAttributes) + return (length(sol.u), MOI.get(sol.original.model, MOI.SolveTimeSec()), + "Ipopt", Symbol(sol.retcode)) +end + +function run_benchmarks(problems, optimizers) + problem = String[] + n_vars = Int64[] + secs = Float64[] + solver = String[] + retcode = Symbol[] + + optz = length(optimizers) + n = length(problems) + + broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) + + for prob_name in problems + nlp_prob = CUTEstModel(prob_name) + prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) + for optimizer in optimizers + sol = solve(prob, optimizer; maxiters = 1e7) + + @info "Solved $(prob_name) with $(optimizer)" + vars, time, alg, code = get_stats(sol, optimizer) + + push!(problem, prob_name) + push!(n_vars, vars) + push!(secs, time) + push!(solver, alg) + push!(retcode, code) + + end + finalize(nlp_prob) + end + + return DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver = solver, + retcode = retcode) +end +``` + +## Equality/Inequality constrained problems with bounded variables + +Now we analyze the subset of problems with equality/inequality constraints and whose +variables are bounded. There are 666 such problems. + +The following figure shows the results of the same benchmarks previously described for the +problems on this section. + +```julia +eq_bou_problems = CUTEst.select(min_con=1, only_equ_con=true, only_free_var=false) + +# Analysis +eq_bou_results = run_benchmarks(eq_bou_problems, optimizers) + +@df eq_bou_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` + +Next, we examine the same relationship for problems with inequality-constrained problems, +of which there are 244. + +```julia +neq_bou_problems = CUTEst.select(min_con=1, only_ineq_con=true, only_free_var=false) + +# Analysis +neq_bou_results = run_benchmarks(neq_bou_problems, optimizers) + +@df neq_bou_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` + +```julia, echo = false +using SciMLBenchmarks +SciMLBenchmarks.bench_footer(WEAVE_ARGS[:folder],WEAVE_ARGS[:file]) +``` \ No newline at end of file diff --git a/benchmarks/OptimizationCUTEst/CUTEst_quadratic.jmd b/benchmarks/OptimizationCUTEst/CUTEst_quadratic.jmd new file mode 100644 index 000000000..263180fe2 --- /dev/null +++ b/benchmarks/OptimizationCUTEst/CUTEst_quadratic.jmd @@ -0,0 +1,109 @@ +--- +title: CUTEst Quadratic Programming with Linear Constraints Benchmarks +author: Alonso M. Cisneros +--- + +# Introduction + +CUTEst, the Constraind and Unconstrained Testing Environment is, as the name suggests is a +collection of around 1500 problems for general nonlinear optimization used to test +optimization routines. The wrapper +[CUTEst.jl](https://github.com/JuliaSmoothOptimizers/CUTEst.jl) provides convenient access +to the problem collection, which we can leverage to test the optimizers made available by +Optimization.jl. + +This benchmark uses the following packages: + +```julia +using Optimization +using OptimizationNLPModels +using CUTEst +using OptimizationOptimJL +using Ipopt +using OptimizationMOI +using OptimizationMOI: MOI as MOI +# Analysis and plotting +using DataFrames +using Plots +using StatsPlots +``` + +# Benchmarks + +We will be testing the [Ipopt]() and the [LBFGS]() optimizers on these classes of +problems. + +```julia +optimizers = [ + Optimization.LBFGS(), + MOI.OptimizerWithAttributes(Ipopt.Optimizer, "print_level" => 0) + ] + +function get_stats(sol, ::Optimization.LBFGS) + return (length(sol.u), sol.stats.time, "LBFGS", Symbol(sol.retcode)) +end + +function get_stats(sol, ::OptimizationMOI.MOI.OptimizerWithAttributes) + return (length(sol.u), MOI.get(sol.original.model, MOI.SolveTimeSec()), + "Ipopt", Symbol(sol.retcode)) +end + +function run_benchmarks(problems, optimizers) + problem = String[] + n_vars = Int64[] + secs = Float64[] + solver = String[] + retcode = Symbol[] + + optz = length(optimizers) + n = length(problems) + + broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) + + for prob_name in problems + nlp_prob = CUTEstModel(prob_name) + prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) + for optimizer in optimizers + sol = solve(prob, optimizer; maxiters = 1e7) + + @info "Solved $(prob_name) with $(optimizer)" + vars, time, alg, code = get_stats(sol, optimizer) + + push!(problem, prob_name) + push!(n_vars, vars) + push!(secs, time) + push!(solver, alg) + push!(retcode, code) + + end + finalize(nlp_prob) + end + + return DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver = solver, + retcode = retcode) +end +``` + +# Quadratic programs with linear constraints + +Lastly, we examine the problems with a quadratic objective function and only linear +constraints. There are 252 such problems in the suite. + +```julia +quad_problems = CUTEst.select(objtype="quadratic", contype="linear") + +# Analysis +quad_results = run_benchmarks(quad_problems, optimizers) + +@df neq_bou_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` + +```julia, echo = false +using SciMLBenchmarks +SciMLBenchmarks.bench_footer(WEAVE_ARGS[:folder],WEAVE_ARGS[:file]) +``` \ No newline at end of file diff --git a/benchmarks/OptimizationCUTEst/CUTEst.jmd b/benchmarks/OptimizationCUTEst/CUTEst_unbounded.jmd similarity index 59% rename from benchmarks/OptimizationCUTEst/CUTEst.jmd rename to benchmarks/OptimizationCUTEst/CUTEst_unbounded.jmd index 9de172d56..70e1f7003 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst_unbounded.jmd @@ -1,5 +1,5 @@ --- -title: Benchmarking with the problems in CUTEst +title: CUTEst Unbounded Constrained Nonlinear Optimization Benchmarks author: Alonso M. Cisneros --- @@ -30,13 +30,6 @@ using StatsPlots # Benchmarks -The CUTEst suite contains almost 1,500 problems that can be broadly divided into several -categories: -- Unconstrained problems, -- Equality/inequality constrained with unbounded variables, -- Equality/inequality constrained with bounded variables, -- Quadratic programs with linear constraints - We will be testing the [Ipopt]() and the [LBFGS]() optimizers on these classes of problems. @@ -91,25 +84,6 @@ function run_benchmarks(problems, optimizers) end ``` -## Unconstrained problems - -CUTEst contains 286 unconstrained problems. We will compare how the optimizers behave in -terms of the time to solution with respect to the number of variables. - -```julia -unc_problems = CUTEst.select(contype="unc") - -# Analysis -unc_results = run_benchmarks(unc_problems, optimizers) - -@df unc_results scatter(:n_vars, :secs, - group = :solver, - xlabel = "n. variables", - ylabel = "secs.", - title = "Time to solution by optimizer and number of vars", - ) -``` - ## Equality/Inequality constrained problems with unbounded variables These problems have a constraint function that's subject to either equality or inequality @@ -150,64 +124,6 @@ neq_unb_results = run_benchmarks(neq_unb_problems, optimizers) ) ``` -## Equality/Inequality constrained problems with bounded variables - -Now we analyze the subset of problems with equality/inequality constraints and whose -variables are bounded. There are 666 such problems. - -The following figure shows the results of the same benchmarks previously described for the -problems on this section. - -```julia -eq_bou_problems = CUTEst.select(min_con=1, only_equ_con=true, only_free_var=false) - -# Analysis -eq_bou_results = run_benchmarks(eq_bou_problems, optimizers) - -@df eq_bou_results scatter(:n_vars, :secs, - group = :solver, - xlabel = "n. variables", - ylabel = "secs.", - title = "Time to solution by optimizer and number of vars", - ) -``` - -Next, we examine the same relationship for problems with inequality-constrained problems, -of which there are 244. - -```julia -neq_bou_problems = CUTEst.select(min_con=1, only_ineq_con=true, only_free_var=false) - -# Analysis -neq_bou_results = run_benchmarks(neq_bou_problems, optimizers) - -@df neq_bou_results scatter(:n_vars, :secs, - group = :solver, - xlabel = "n. variables", - ylabel = "secs.", - title = "Time to solution by optimizer and number of vars", - ) -``` - -# Quadratic programs with linear constraints - -Lastly, we examine the problems with a quadratic objective function and only linear -constraints. There are 252 such problems in the suite. - -```julia -quad_problems = CUTEst.select(objtype="quadratic", contype="linear") - -# Analysis -quad_results = run_benchmarks(quad_problems, optimizers) - -@df neq_bou_results scatter(:n_vars, :secs, - group = :solver, - xlabel = "n. variables", - ylabel = "secs.", - title = "Time to solution by optimizer and number of vars", - ) -``` - ```julia, echo = false using SciMLBenchmarks SciMLBenchmarks.bench_footer(WEAVE_ARGS[:folder],WEAVE_ARGS[:file]) diff --git a/benchmarks/OptimizationCUTEst/CUTEst_unconstrained.jmd b/benchmarks/OptimizationCUTEst/CUTEst_unconstrained.jmd new file mode 100644 index 000000000..da2fe781f --- /dev/null +++ b/benchmarks/OptimizationCUTEst/CUTEst_unconstrained.jmd @@ -0,0 +1,109 @@ +--- +title: CUTEst Unconstrained Nonlinear Optimization Benchmarks +author: Alonso M. Cisneros +--- + +# Introduction + +CUTEst, the Constraind and Unconstrained Testing Environment is, as the name suggests is a +collection of around 1500 problems for general nonlinear optimization used to test +optimization routines. The wrapper +[CUTEst.jl](https://github.com/JuliaSmoothOptimizers/CUTEst.jl) provides convenient access +to the problem collection, which we can leverage to test the optimizers made available by +Optimization.jl. + +This benchmark uses the following packages: + +```julia +using Optimization +using OptimizationNLPModels +using CUTEst +using OptimizationOptimJL +using Ipopt +using OptimizationMOI +using OptimizationMOI: MOI as MOI +# Analysis and plotting +using DataFrames +using Plots +using StatsPlots +``` + +# Benchmarks + +We will be testing the [Ipopt]() and the [LBFGS]() optimizers on these classes of +problems. + +```julia +optimizers = [ + Optimization.LBFGS(), + MOI.OptimizerWithAttributes(Ipopt.Optimizer, "print_level" => 0) + ] + +function get_stats(sol, ::Optimization.LBFGS) + return (length(sol.u), sol.stats.time, "LBFGS", Symbol(sol.retcode)) +end + +function get_stats(sol, ::OptimizationMOI.MOI.OptimizerWithAttributes) + return (length(sol.u), MOI.get(sol.original.model, MOI.SolveTimeSec()), + "Ipopt", Symbol(sol.retcode)) +end + +function run_benchmarks(problems, optimizers) + problem = String[] + n_vars = Int64[] + secs = Float64[] + solver = String[] + retcode = Symbol[] + + optz = length(optimizers) + n = length(problems) + + broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) + + for prob_name in problems + nlp_prob = CUTEstModel(prob_name) + prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) + for optimizer in optimizers + sol = solve(prob, optimizer; maxiters = 1e7) + + @info "Solved $(prob_name) with $(optimizer)" + vars, time, alg, code = get_stats(sol, optimizer) + + push!(problem, prob_name) + push!(n_vars, vars) + push!(secs, time) + push!(solver, alg) + push!(retcode, code) + + end + finalize(nlp_prob) + end + + return DataFrame(problem = problem, n_vars = n_vars, secs = secs, solver = solver, + retcode = retcode) +end +``` + +## Unconstrained problems + +CUTEst contains 286 unconstrained problems. We will compare how the optimizers behave in +terms of the time to solution with respect to the number of variables. + +```julia +unc_problems = CUTEst.select(contype="unc") + +# Analysis +unc_results = run_benchmarks(unc_problems, optimizers) + +@df unc_results scatter(:n_vars, :secs, + group = :solver, + xlabel = "n. variables", + ylabel = "secs.", + title = "Time to solution by optimizer and number of vars", + ) +``` + +```julia, echo = false +using SciMLBenchmarks +SciMLBenchmarks.bench_footer(WEAVE_ARGS[:folder],WEAVE_ARGS[:file]) +``` \ No newline at end of file From efa61e380493ed057c1f08e3c2117c69fe50c538 Mon Sep 17 00:00:00 2001 From: Christopher Rackauckas Date: Mon, 7 Oct 2024 02:27:52 -0400 Subject: [PATCH 14/14] Update CUTEst_bounded.jmd --- benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd | 14 +++++++++++++- 1 file changed, 13 insertions(+), 1 deletion(-) diff --git a/benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd b/benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd index 3c9e2b228..0d90762b0 100644 --- a/benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd +++ b/benchmarks/OptimizationCUTEst/CUTEst_bounded.jmd @@ -58,9 +58,14 @@ function run_benchmarks(problems, optimizers) optz = length(optimizers) n = length(problems) + @info "here 1" + broadcast(c -> sizehint!(c, optz * n), [problem, n_vars, secs, solver, retcode]) + @info "here 2" + for prob_name in problems + @info prob_name nlp_prob = CUTEstModel(prob_name) prob = OptimizationNLPModels.OptimizationProblem(nlp_prob, Optimization.AutoForwardDiff()) for optimizer in optimizers @@ -93,10 +98,13 @@ The following figure shows the results of the same benchmarks previously describ problems on this section. ```julia +@info "before" eq_bou_problems = CUTEst.select(min_con=1, only_equ_con=true, only_free_var=false) +@info "after1" # Analysis eq_bou_results = run_benchmarks(eq_bou_problems, optimizers) +@info "after2" @df eq_bou_results scatter(:n_vars, :secs, group = :solver, @@ -104,16 +112,20 @@ eq_bou_results = run_benchmarks(eq_bou_problems, optimizers) ylabel = "secs.", title = "Time to solution by optimizer and number of vars", ) +@info "after3" ``` Next, we examine the same relationship for problems with inequality-constrained problems, of which there are 244. ```julia +@info "after4" neq_bou_problems = CUTEst.select(min_con=1, only_ineq_con=true, only_free_var=false) +@info "after5" # Analysis neq_bou_results = run_benchmarks(neq_bou_problems, optimizers) +@info "after6" @df neq_bou_results scatter(:n_vars, :secs, group = :solver, @@ -126,4 +138,4 @@ neq_bou_results = run_benchmarks(neq_bou_problems, optimizers) ```julia, echo = false using SciMLBenchmarks SciMLBenchmarks.bench_footer(WEAVE_ARGS[:folder],WEAVE_ARGS[:file]) -``` \ No newline at end of file +```