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6f8bbcc
adding fields for best xhat and recent xhats
bknueven Apr 2, 2025
8aa1dc8
getting best xhat to FWPH
bknueven Apr 3, 2025
f6bba26
putting all recent solutions in buffer
bknueven Apr 7, 2025
3328270
initial pass at optional column generation
bknueven Apr 7, 2025
250b557
Revert "initial pass at optional column generation"
bknueven Apr 7, 2025
fbf38ee
adding TODO for MIP solve fail
bknueven Apr 8, 2025
b75be2c
update_nonant_bounds at every calculation
bknueven Apr 8, 2025
c3e3282
always try to update the bounds
bknueven Apr 8, 2025
953d52e
add FWPHCylinder
bknueven Apr 8, 2025
2d857f0
first pass at FWPH refactor
bknueven Apr 9, 2025
3ad68dc
refactoring FWPH pass 2
bknueven Apr 9, 2025
8fe5f79
fwph refactor part 3
bknueven Apr 9, 2025
651c8ae
fix bug
bknueven Apr 10, 2025
f143ef3
add to sslp_cylinders
bknueven Apr 10, 2025
50e108a
add primal_bias to primal_dual_rho
bknueven Apr 14, 2025
4571619
add screen_trace option for Hub.is_converged
bknueven Apr 15, 2025
4bdee39
initial pass at warmstarted FWPH
bknueven Apr 15, 2025
a99cde4
need_solution=False for FWPH iteration
bknueven Apr 17, 2025
95fcafc
properly resolve conflict in spwindow
bknueven Jun 16, 2025
e001a1b
resolve merge conflicts part 2
bknueven Jun 16, 2025
2ce2e2a
merge conflicts part 3
bknueven Jun 16, 2025
7253615
fix merge pt 3
bknueven Jun 16, 2025
23c9ace
spcomm issues
bknueven Jun 17, 2025
3786933
fix for EF bundles
bknueven Jun 17, 2025
bcbe9bb
only reset private parameters
bknueven Jun 17, 2025
b0c00a9
better cylinder interaction
bknueven Jun 17, 2025
b5105c3
standarize agnostic to use inner_bound
bknueven Jun 17, 2025
138c34b
Merge remote-tracking branch 'upstream/main' into fwph_refactor
bknueven Jun 21, 2025
e5016fe
upstream name changes
bknueven Jun 21, 2025
73582bc
cleanup merge
bknueven Jun 21, 2025
2fb79c3
Merge remote-tracking branch 'upstream/main' into fwph_refactor
bknueven Jun 21, 2025
ae29a34
merge cleanup (again)
bknueven Jun 21, 2025
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69 changes: 69 additions & 0 deletions mpisppy/cylinders/fwph_cylinder.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,69 @@
###############################################################################
# mpi-sppy: MPI-based Stochastic Programming in PYthon
#
# Copyright (c) 2024, Lawrence Livermore National Security, LLC, Alliance for
# Sustainable Energy, LLC, The Regents of the University of California, et al.
# All rights reserved. Please see the files COPYRIGHT.md and LICENSE.md for
# full copyright and license information.
###############################################################################
from mpisppy.cylinders.spwindow import Field
from mpisppy.cylinders.spcommunicator import SPCommunicator, RecvCircularBuffer

class FWPH_Cylinder(SPCommunicator):

send_fields = ()
receive_fields = (Field.BEST_XHAT, Field.RECENT_XHATS, )

def register_receive_fields(self):
super().register_receive_fields()
self._recent_xhat_recv_circular_buffers = [
(idx, cls, RecvCircularBuffer(
recv_buf,
self._field_lengths[Field.BEST_XHAT],
self._field_lengths[Field.RECENT_XHATS] // self._field_lengths[Field.BEST_XHAT],
)
)
for (idx, cls, recv_buf) in self.receive_field_spcomms[Field.RECENT_XHATS]
]

def add_cylinder_columns(self):
self.add_best_xhat_column()
self.add_recent_xhat_columns()
# self.add_fwph_sdm_column()

def add_best_xhat_column(self):
for idx, cls, recv_buf in self.receive_field_spcomms[Field.BEST_XHAT]:
is_new = self.get_receive_buffer(recv_buf, Field.BEST_XHAT, idx)
if is_new:
self._add_QP_columns_from_buf(recv_buf.value_array())

def add_recent_xhat_columns(self):
for idx, cls, recv_buf_circular in self._recent_xhat_recv_circular_buffers:
is_new = self.get_receive_buffer(recv_buf_circular.data, Field.RECENT_XHATS, idx)
if is_new:
for value_array in recv_buf_circular.most_recent_value_arrays():
self._add_QP_columns_from_buf(value_array)

def _add_QP_columns_from_buf(self, xhat_array):
self.opt._save_nonants()
inner_bound_cache = self._cache_inner_bounds()
# NOTE: this does not work with "loose" bundles
# print(f"{self.cylinder_rank=} got {xhat_array=}")
ci = 0
for k,s in self.opt.local_scenarios.items():
for ndn_var in s._mpisppy_data.nonant_indices.values():
ndn_var._value = xhat_array[ci]
ci += 1
s._mpisppy_data.inner_bound = xhat_array[ci]
ci += 1
self.opt._add_QP_column(k, disable_W=True)

self._restore_inner_bounds(inner_bound_cache)
self.opt._restore_nonants(update_persistent=False)

def _cache_inner_bounds(self):
return {s : s._mpisppy_data.inner_bound for s in self.opt.local_scenarios.values()}

def _restore_inner_bounds(self, inner_bound_cache):
for s in self.opt.local_scenarios.values():
s._mpisppy_data.inner_bound = inner_bound_cache[s]
8 changes: 6 additions & 2 deletions mpisppy/cylinders/fwph_spoke.py
Original file line number Diff line number Diff line change
Expand Up @@ -6,9 +6,13 @@
# All rights reserved. Please see the files COPYRIGHT.md and LICENSE.md for
# full copyright and license information.
###############################################################################
import mpisppy.cylinders.spoke
from mpisppy.cylinders.spoke import OuterBoundSpoke
from mpisppy.cylinders.fwph_cylinder import FWPH_Cylinder

class FrankWolfeOuterBound(mpisppy.cylinders.spoke.OuterBoundSpoke):
class FrankWolfeOuterBound(OuterBoundSpoke, FWPH_Cylinder):

send_fields = (*OuterBoundSpoke.send_fields, *FWPH_Cylinder.send_fields)
receive_fields = (*OuterBoundSpoke.receive_fields, *FWPH_Cylinder.receive_fields)

converger_spoke_char = 'F'

Expand Down
12 changes: 8 additions & 4 deletions mpisppy/cylinders/hub.py
Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,7 @@
from mpisppy import global_toc

from mpisppy.cylinders.spwindow import Field
from mpisppy.cylinders.fwph_cylinder import FWPH_Cylinder

# Could also pass, e.g., sys.stdout instead of a filename
mpisppy.log.setup_logger(__name__,
Expand Down Expand Up @@ -255,7 +256,7 @@ def sync_nonants(self):
def sync_Ws(self):
self.send_ws()

def is_converged(self):
def is_converged(self, screen_trace=True):
if self.opt.best_bound_obj_val is not None:
self.BestOuterBound = self.OuterBoundUpdate(self.opt.best_bound_obj_val)
if self.opt.best_solution_obj_val is not None:
Expand All @@ -269,7 +270,7 @@ def is_converged(self):
)

## you still want to output status, even without inner bounders configured
if self.global_rank == 0:
if self.global_rank == 0 and screen_trace:
self.screen_trace()

return False
Expand All @@ -281,7 +282,7 @@ def is_converged(self):
"will be made on the Best Bound")

## log some output
if self.global_rank == 0:
if self.global_rank == 0 and screen_trace:
self.screen_trace()

return self.determine_termination()
Expand Down Expand Up @@ -440,7 +441,10 @@ def finalize(self):
Eobj = self.opt.post_loops()
return Eobj

class FWPHHub(PHHub):
class FWPHHub(PHHub, FWPH_Cylinder):

send_fields = (*PHHub.send_fields, *FWPH_Cylinder.send_fields)
receive_fields = (*PHHub.receive_fields, *FWPH_Cylinder.receive_fields)

_hub_algo_best_bound_provider = True

Expand Down
2 changes: 1 addition & 1 deletion mpisppy/cylinders/spoke.py
Original file line number Diff line number Diff line change
Expand Up @@ -29,7 +29,7 @@ def got_kill_signal(self):
self.get_receive_buffer(shutdown_buf, Field.SHUTDOWN, 0, synchronize=False)
return self.allreduce_or(shutdown_buf[0] == 1.0)

def is_converged(self):
def is_converged(self, screen_trace=False):
""" Alias for got_kill_signal; useful for algorithms working as both
hub and spoke
"""
Expand Down
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