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// Copyright 2018-2024 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.
use crate::core::checkpointing::Checkpoint;
use crate::core::observers::{Observe, ObserverMode, Observers};
use crate::core::{
Error, OptimizationResult, Problem, Solver, State, TerminationReason, TerminationStatus, KV,
};
use instant;
use std::sync::atomic::{AtomicBool, Ordering};
use std::sync::Arc;
/// Solves an optimization problem with a solver
pub struct Executor<O, S, I> {
/// Solver
solver: S,
/// Problem
problem: Problem<O>,
/// State
state: Option<I>,
/// Storage for observers
observers: Observers<I>,
/// Checkpoint
checkpoint: Option<Box<dyn Checkpoint<S, I>>>,
/// Timeout
timeout: Option<std::time::Duration>,
/// Indicates whether Ctrl-C functionality should be active or not
ctrlc: bool,
/// Indicates whether to time execution or not
timer: bool,
}
impl<O, S, I> Executor<O, S, I>
where
S: Solver<O, I>,
I: State,
{
/// Constructs an `Executor` from a user defined problem and a solver.
///
/// # Example
///
/// ```
/// # use argmin::core::Executor;
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// #
/// # type Rosenbrock = TestProblem;
/// # type Newton = TestSolver;
/// #
/// // Construct an instance of the desired solver
/// let solver = Newton::new();
///
/// // `Rosenbrock` implements `CostFunction` and `Gradient` as required by the
/// // `SteepestDescent` solver
/// let problem = Rosenbrock {};
///
/// // Create instance of `Executor` with `problem` and `solver`
/// let executor = Executor::new(problem, solver);
/// ```
pub fn new(problem: O, solver: S) -> Self {
let state = Some(I::new());
Executor {
solver,
problem: Problem::new(problem),
state,
observers: Observers::new(),
checkpoint: None,
timeout: None,
ctrlc: true,
timer: true,
}
}
/// This method gives mutable access to the internal state of the solver. This allows for
/// initializing the state before running the `Executor`. The options for initialization depend
/// on the type of state used by the chosen solver. Common types of state are
/// [`IterState`](`crate::core::IterState`),
/// [`PopulationState`](`crate::core::PopulationState`), and
/// [`LinearProgramState`](`crate::core::LinearProgramState`). Please see the documentation of
/// the desired solver for information about which state is used.
///
/// # Example
///
/// ```
/// # use argmin::core::Executor;
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// #
/// # let solver = TestSolver::new();
/// # let problem = TestProblem::new();
/// # let init_param = vec![1.0f64, 0.0];
/// #
/// // Create instance of `Executor` with `problem` and `solver`
/// let executor = Executor::new(problem, solver)
/// // Configure and initialize internal state.
/// .configure(|state| state.param(init_param).max_iters(10));
/// ```
#[must_use]
pub fn configure<F: FnOnce(I) -> I>(mut self, init: F) -> Self {
let state = self.state.take().unwrap();
let state = init(state);
self.state = Some(state);
self
}
/// Runs the executor by applying the solver to the optimization problem.
///
/// # Example
///
/// ```
/// # use argmin::core::{Error, Executor};
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// #
/// # fn main() -> Result<(), Error> {
/// # let solver = TestSolver::new();
/// # let problem = TestProblem::new();
/// #
/// # let init_param = vec![1.0f64, 0.0];
/// #
/// // Create instance of `Executor` with `problem` and `solver`
/// let result = Executor::new(problem, solver)
/// // Configure and initialize internal state.
/// .configure(|state| state.param(init_param).max_iters(100))
/// # .configure(|state| state.max_iters(1))
/// // Execute solver
/// .run()?;
/// # Ok(())
/// # }
/// ```
pub fn run(mut self) -> Result<OptimizationResult<O, S, I>, Error> {
// First, load checkpoint if given.
if let Some(checkpoint) = self.checkpoint.as_ref() {
if let Some((solver, state)) = checkpoint.load()? {
self.state = Some(state);
self.solver = solver;
}
}
let total_time = if self.timer {
Some(instant::Instant::now())
} else {
None
};
let state = self.state.take().unwrap();
let interrupt = Arc::new(AtomicBool::new(false));
if self.ctrlc {
#[cfg(feature = "ctrlc")]
{
// Set up the Ctrl-C handler
let interp = interrupt.clone();
// This is currently a hack to allow checkpoints to be run again within the
// same program (usually not really a use case anyway). Unfortunately, this
// means that any subsequent run started afterwards will not have Ctrl-C
// handling available... This should also be a problem in case one tries to run
// two consecutive optimizations. There is ongoing work in the ctrlc crate
// (channels and such) which may solve this problem. So far, we have to live
// with this.
let handler = move || {
interp.store(true, Ordering::SeqCst);
};
match ctrlc::set_handler(handler) {
Err(ctrlc::Error::MultipleHandlers) => Ok(()),
interp => interp,
}?;
}
}
// Only call `init` of `solver` if the current iteration number is 0. This avoids that
// `init` is called when starting from a checkpoint (because `init` could change the state
// of the `solver`, which would overwrite the state restored from the checkpoint).
let mut state = if state.get_iter() == 0 {
let (mut state, kv) = self.solver.init(&mut self.problem, state)?;
state.update();
if !self.observers.is_empty() {
let kv = kv.unwrap_or(kv![]);
// Observe after init
self.observers.observe_init(S::NAME, &state, &kv)?;
}
state.func_counts(&self.problem);
state
} else {
state
};
while !interrupt.load(Ordering::SeqCst) {
// check first if it has already terminated
// This should probably be solved better.
// First, check if it isn't already terminated. If it isn't, evaluate the
// stopping criteria. If `self.terminate()` is called without the checking
// whether it has terminated already, then it may overwrite a termination set
// within `next_iter()`!
state = if !state.terminated() {
let term = self.solver.terminate_internal(&state);
if let TerminationStatus::Terminated(reason) = term {
state.terminate_with(reason)
} else {
state
}
} else {
state
};
// Now check once more if the algorithm has terminated. If yes, then break.
if state.terminated() {
break;
}
// Start time measurement
let start = if self.timer {
Some(instant::Instant::now())
} else {
None
};
let (state_t, kv) = self.solver.next_iter(&mut self.problem, state)?;
state = state_t;
state.func_counts(&self.problem);
// End time measurement
let duration = if self.timer {
Some(start.unwrap().elapsed())
} else {
None
};
state.update();
if !self.observers.is_empty() {
let mut log = if let Some(kv) = kv { kv } else { KV::new() };
if self.timer {
let duration = duration.unwrap();
let tmp = kv!(
"time" => duration.as_secs_f64();
);
log = log.merge(tmp);
}
self.observers.observe_iter(&state, &log)?;
}
// increment iteration number
state.increment_iter();
if let Some(checkpoint) = self.checkpoint.as_ref() {
checkpoint.save_cond(&self.solver, &state, state.get_iter())?;
}
if self.timer {
// Increase accumulated total_time
total_time.map(|total_time| state.time(Some(total_time.elapsed())));
// If a timeout is set, check if timeout is reached
if let (Some(timeout), Some(total_time)) = (self.timeout, total_time) {
if total_time.elapsed() > timeout {
state = state.terminate_with(TerminationReason::Timeout);
}
}
}
// Check if termination occurred in the meantime
if state.terminated() {
break;
}
}
if interrupt.load(Ordering::SeqCst) {
// Solver execution has been interrupted manually
state = state.terminate_with(TerminationReason::Interrupt);
}
if !self.observers.is_empty() {
self.observers.observe_final(&state)?;
}
Ok(OptimizationResult::new(self.problem, self.solver, state))
}
/// Adds an observer to the executor. Observers are required to implement the
/// [`Observe`](`crate::core::observers::Observe`) trait.
/// The parameter `mode` defines the conditions under which the observer will be called. See
/// [`ObserverMode`](`crate::core::observers::ObserverMode`) for details.
///
/// It is possible to add multiple observers.
///
/// # Example
///
/// ```
/// # use argmin::core::{Error, Executor, observers::ObserverMode};
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// # use argmin_observer_slog::SlogLogger;
/// #
/// # fn main() -> Result<(), Error> {
/// # let solver = TestSolver::new();
/// # let problem = TestProblem::new();
/// #
/// // Create instance of `Executor` with `problem` and `solver`
/// let executor = Executor::new(problem, solver)
/// .add_observer(SlogLogger::term(), ObserverMode::Always);
/// # Ok(())
/// # }
/// ```
#[must_use]
pub fn add_observer<OBS: Observe<I> + 'static>(
mut self,
observer: OBS,
mode: ObserverMode,
) -> Self {
self.observers.push(observer, mode);
self
}
/// Configures checkpointing
///
/// # Example
///
/// ```
/// # use argmin::core::{Error, Executor};
/// # #[cfg(feature = "serde1")]
/// # use argmin::core::checkpointing::CheckpointingFrequency;
/// # use argmin_checkpointing_file::FileCheckpoint;
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// #
/// # fn main() -> Result<(), Error> {
/// # let solver = TestSolver::new();
/// # let problem = TestProblem::new();
/// #
/// # #[cfg(feature = "serde1")]
/// let checkpoint = FileCheckpoint::new(
/// // Directory where checkpoints are saved to
/// ".checkpoints",
/// // Filename of checkpoint
/// "rosenbrock_optim",
/// // How often checkpoints should be saved
/// CheckpointingFrequency::Every(20)
/// );
///
/// // Create instance of `Executor` with `problem` and `solver`
/// # #[cfg(feature = "serde1")]
/// let executor = Executor::new(problem, solver)
/// // Add checkpointing
/// .checkpointing(checkpoint);
/// # Ok(())
/// # }
/// ```
#[must_use]
pub fn checkpointing<C: 'static + Checkpoint<S, I>>(mut self, checkpoint: C) -> Self {
self.checkpoint = Some(Box::new(checkpoint));
self
}
/// Enables or disables CTRL-C handling (default: enabled). The CTRL-C handling gracefully
/// stops the solver if it is canceled via CTRL-C (SIGINT). Requires the optional `ctrlc`
/// feature to be set.
///
/// Note that this does not work with nested `Executor`s. If a solver executes another solver
/// internally, the inner solver needs to disable CTRL-C handling.
///
/// # Example
///
/// ```
/// # use argmin::core::{Error, Executor};
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// #
/// # fn main() -> Result<(), Error> {
/// # let solver = TestSolver::new();
/// # let problem = TestProblem::new();
/// #
/// // Create instance of `Executor` with `problem` and `solver`
/// let executor = Executor::new(problem, solver).ctrlc(false);
/// # Ok(())
/// # }
/// ```
#[must_use]
pub fn ctrlc(mut self, ctrlc: bool) -> Self {
self.ctrlc = ctrlc;
self
}
/// Enables or disables timing of individual iterations (default: enabled).
///
/// Setting this to false will silently be ignored in case a timeout is set.
///
/// # Example
///
/// ```
/// # use argmin::core::{Error, Executor};
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// #
/// # fn main() -> Result<(), Error> {
/// # let solver = TestSolver::new();
/// # let problem = TestProblem::new();
/// #
/// // Create instance of `Executor` with `problem` and `solver`
/// let executor = Executor::new(problem, solver).timer(false);
/// # Ok(())
/// # }
/// ```
#[must_use]
pub fn timer(mut self, timer: bool) -> Self {
if self.timeout.is_none() {
self.timer = timer;
}
self
}
/// Sets a timeout for the run.
///
/// The optimization run is stopped once the timeout is exceeded. Note that the check is
/// performed after each iteration, therefore the actual runtime can exceed the the set
/// duration.
/// This also enables time measurements.
///
/// # Example
///
/// ```
/// # use argmin::core::{Error, Executor};
/// # use argmin::core::test_utils::{TestSolver, TestProblem};
/// #
/// # fn main() -> Result<(), Error> {
/// # let solver = TestSolver::new();
/// # let problem = TestProblem::new();
/// #
/// // Create instance of `Executor` with `problem` and `solver`
/// let executor = Executor::new(problem, solver).timeout(std::time::Duration::from_secs(30));
/// # Ok(())
/// # }
/// ```
#[must_use]
pub fn timeout(mut self, timeout: std::time::Duration) -> Self {
self.timer = true;
self.timeout = Some(timeout);
self
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::test_utils::{TestProblem, TestSolver};
use crate::core::IterState;
use approx::assert_relative_eq;
#[test]
fn test_update() {
let problem = TestProblem::new();
let solver = TestSolver::new();
let mut executor = Executor::new(problem, solver).configure(
|config: IterState<Vec<f64>, (), (), (), (), f64>| config.param(vec![0.0, 0.0]),
);
// 1) Parameter vector changes, but not cost (continues to be `Inf`)
let new_param = vec![1.0, 1.0];
executor.state = Some(executor.state.take().unwrap().param(new_param.clone()));
executor.state.as_mut().unwrap().update();
assert_eq!(
*executor.state.as_ref().unwrap().get_best_param().unwrap(),
new_param
);
assert!(executor
.state
.as_ref()
.unwrap()
.get_best_cost()
.is_infinite());
assert!(executor
.state
.as_ref()
.unwrap()
.get_best_cost()
.is_sign_positive());
// 2) Parameter vector and cost changes to something better
let new_param = vec![2.0, 2.0];
let new_cost = 10.0;
executor.state = Some(
executor
.state
.take()
.unwrap()
.param(new_param.clone())
.cost(new_cost),
);
executor.state.as_mut().unwrap().update();
assert_eq!(
*executor.state.as_ref().unwrap().get_best_param().unwrap(),
new_param
);
assert_relative_eq!(
executor.state.as_ref().unwrap().get_best_cost(),
new_cost,
epsilon = f64::EPSILON
);
// 3) Parameter vector and cost changes to something worse
let old_param = executor
.state
.as_ref()
.unwrap()
.get_best_param()
.unwrap()
.clone();
let new_param = vec![3.0, 3.0];
let old_cost = executor.state.as_ref().unwrap().get_best_cost();
let new_cost = old_cost + 1.0;
executor.state = Some(
executor
.state
.take()
.unwrap()
.param(new_param)
.cost(new_cost),
);
executor.state.as_mut().unwrap().update();
assert_eq!(
executor
.state
.as_ref()
.unwrap()
.get_best_param()
.unwrap()
.clone(),
old_param
);
assert_relative_eq!(
executor.state.as_ref().unwrap().get_best_cost(),
old_cost,
epsilon = f64::EPSILON
);
// 4) `-Inf` is better than `Inf`
let solver = TestSolver {};
let mut executor = Executor::new(problem, solver).configure(
|config: IterState<Vec<f64>, (), (), (), (), f64>| config.param(vec![0.0, 0.0]),
);
let new_param = vec![1.0, 1.0];
let new_cost = std::f64::NEG_INFINITY;
executor.state = Some(
executor
.state
.take()
.unwrap()
.param(new_param.clone())
.cost(new_cost),
);
executor.state.as_mut().unwrap().update();
assert_eq!(
*executor.state.as_ref().unwrap().get_best_param().unwrap(),
new_param
);
assert!(executor
.state
.as_ref()
.unwrap()
.get_best_cost()
.is_infinite());
assert!(executor
.state
.as_ref()
.unwrap()
.get_best_cost()
.is_sign_negative());
// 5) `Inf` is worse than `-Inf`
let old_param = executor
.state
.as_ref()
.unwrap()
.get_best_param()
.unwrap()
.clone();
let new_param = vec![6.0, 6.0];
let new_cost = std::f64::INFINITY;
executor.state = Some(
executor
.state
.take()
.unwrap()
.param(new_param)
.cost(new_cost),
);
executor.state.as_mut().unwrap().update();
assert_eq!(
executor
.state
.as_ref()
.unwrap()
.get_best_param()
.unwrap()
.clone(),
old_param
);
assert!(executor
.state
.as_ref()
.unwrap()
.get_best_cost()
.is_infinite());
assert!(executor
.state
.as_ref()
.unwrap()
.get_best_cost()
.is_sign_negative());
}
/// The solver's `init` should not be called when started from a checkpoint.
/// See https://github.com/argmin-rs/argmin/issues/199.
#[test]
#[cfg(feature = "serde1")]
fn test_checkpointing_solver_initialization() {
use std::cell::RefCell;
use crate::core::{
checkpointing::CheckpointingFrequency, test_utils::TestProblem, ArgminFloat,
CostFunction,
};
use serde::{Deserialize, Serialize};
#[derive(Clone)]
pub struct FakeCheckpoint {
pub frequency: CheckpointingFrequency,
pub solver: RefCell<Option<OptimizationAlgorithm>>,
pub state: RefCell<Option<IterState<Vec<f64>, (), (), (), (), f64>>>,
}
impl Checkpoint<OptimizationAlgorithm, IterState<Vec<f64>, (), (), (), (), f64>>
for FakeCheckpoint
{
fn save(
&self,
solver: &OptimizationAlgorithm,
state: &IterState<Vec<f64>, (), (), (), (), f64>,
) -> Result<(), Error> {
*self.solver.borrow_mut() = Some(solver.clone());
*self.state.borrow_mut() = Some(state.clone());
Ok(())
}
fn load(
&self,
) -> Result<
Option<(
OptimizationAlgorithm,
IterState<Vec<f64>, (), (), (), (), f64>,
)>,
Error,
> {
if self.solver.borrow().is_none() {
return Ok(None);
}
Ok(Some((
self.solver.borrow().clone().unwrap(),
self.state.borrow().clone().unwrap(),
)))
}
fn frequency(&self) -> CheckpointingFrequency {
self.frequency
}
}
// Fake optimization algorithm which holds internal state which changes over time
#[derive(Clone, Serialize, Deserialize)]
struct OptimizationAlgorithm {
pub internal_state: u64,
}
// Implement Solver for OptimizationAlgorithm
impl<O, P, F> Solver<O, IterState<P, (), (), (), (), F>> for OptimizationAlgorithm
where
O: CostFunction<Param = P, Output = F>,
P: Clone,
F: ArgminFloat,
{
const NAME: &'static str = "OptimizationAlgorithm";
// Only resets internal_state to 1
fn init(
&mut self,
_problem: &mut Problem<O>,
state: IterState<P, (), (), (), (), F>,
) -> Result<(IterState<P, (), (), (), (), F>, Option<KV>), Error> {
self.internal_state = 1;
Ok((state, None))
}
// Increment internal_state
fn next_iter(
&mut self,
_problem: &mut Problem<O>,
state: IterState<P, (), (), (), (), F>,
) -> Result<(IterState<P, (), (), (), (), F>, Option<KV>), Error> {
self.internal_state += 1;
Ok((state, None))
}
// Avoid terminating early because param does not change
fn terminate(&mut self, _state: &IterState<P, (), (), (), (), F>) -> TerminationStatus {
TerminationStatus::NotTerminated
}
// Avoid terminating early because param does not change
fn terminate_internal(
&mut self,
state: &IterState<P, (), (), (), (), F>,
) -> TerminationStatus {
if state.get_iter() >= state.get_max_iters() {
TerminationStatus::Terminated(TerminationReason::MaxItersReached)
} else {
TerminationStatus::NotTerminated
}
}
}
// Create random test problem
let problem = TestProblem::new();
// solver instance
let solver = OptimizationAlgorithm { internal_state: 0 };
// Create a checkpoint
let checkpoint = FakeCheckpoint {
frequency: CheckpointingFrequency::Always,
solver: RefCell::new(None),
state: RefCell::new(None),
};
// Create and run executor
let executor = Executor::new(problem, solver)
.configure(|state| state.param(vec![1.0f64, 1.0]).max_iters(10))
.checkpointing(checkpoint.clone());
let OptimizationResult { solver, .. } = executor.run().unwrap();
// internal_state should be 11
// (1 from init plus 10 iterations where it is incremented by 1)
assert_eq!(solver.internal_state, 11);
// Create and run solver again
let executor = Executor::new(problem, solver)
.configure(|state| state.param(vec![1.0f64, 1.0]).max_iters(10))
.checkpointing(checkpoint);
let OptimizationResult { solver, .. } = executor.run().unwrap();
// internal_state should still be 11
// (1 from init plus 10 iterations where it is incremented by 1)
assert_eq!(solver.internal_state, 11);
// Delete old checkpointing file
let _ = std::fs::remove_file(".checkpoints/init_test.arg");
}
#[test]
fn test_timeout() {
let solver = TestSolver::new();
let problem = TestProblem::new();
let timeout = std::time::Duration::from_secs(2);
let executor = Executor::new(problem, solver);
assert!(executor.timer);
assert!(executor.timeout.is_none());
let executor = Executor::new(problem, solver).timer(false);
assert!(!executor.timer);
assert!(executor.timeout.is_none());
let executor = Executor::new(problem, solver).timeout(timeout);
assert!(executor.timer);
assert_eq!(executor.timeout, Some(timeout));
let executor = Executor::new(problem, solver).timeout(timeout).timer(false);
assert!(executor.timer);
assert_eq!(executor.timeout, Some(timeout));
let executor = Executor::new(problem, solver).timer(false).timeout(timeout);
assert!(executor.timer);
assert_eq!(executor.timeout, Some(timeout));
}
}