1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
use crate::algorithms::online::{IntegralStep, OnlineAlgorithm, Step};
use crate::breakpoints::Breakpoints;
use crate::config::{Config, FractionalConfig};
use crate::convert::CastableSchedule;
use crate::model::{ModelOutputFailure, ModelOutputSuccess};
use crate::problem::{
    FractionalSimplifiedSmoothedConvexOptimization,
    IntegralSimplifiedSmoothedConvexOptimization, Online,
};
use crate::result::{Failure, Result};
use crate::schedule::IntegralSchedule;
use crate::utils::{assert, frac, project, sample_uniform};
use crate::{
    algorithms::online::{
        uni_dimensional::{
            probabilistic::{
                probabilistic, Memory as ProbabilisticMemory,
                Options as ProbabilisticOptions,
            },
            randomly_biased_greedy::{
                rbg, Memory as RandomlyBiasedGreedyMemory,
                Options as RandomlyBiasedGreedyOptions,
            },
        },
        FractionalStep,
    },
    schedule::FractionalSchedule,
};
use pyo3::prelude::*;
use serde_derive::{Deserialize, Serialize};
use std::marker::PhantomData;

/// Memory.
#[derive(Clone, Debug, Deserialize, Serialize)]
pub struct Memory<M> {
    /// Fractional number of servers determined by fractional relaxation.
    pub y: FractionalConfig,
    /// Memory of relaxation.
    pub relaxation_m: Option<M>,
}
impl<M> Default for Memory<M> {
    fn default() -> Self {
        Memory {
            y: Config::single(0.),
            relaxation_m: None,
        }
    }
}
impl<M> IntoPy<PyObject> for Memory<M>
where
    M: IntoPy<PyObject>,
{
    fn into_py(self, py: Python) -> PyObject {
        (self.y.to_vec(), self.relaxation_m).into_py(py)
    }
}

#[derive(Clone)]
pub struct Relaxation<M>(pub PhantomData<M>);
impl<'a> Default for Relaxation<ProbabilisticMemory<'a>> {
    fn default() -> Self {
        Self(PhantomData::<ProbabilisticMemory<'a>>)
    }
}
impl Default for Relaxation<RandomlyBiasedGreedyMemory> {
    fn default() -> Self {
        Self(PhantomData::<RandomlyBiasedGreedyMemory>)
    }
}

pub trait ExecutableRelaxation<'a, M, C, D> {
    fn execute(
        relaxation_o: Online<
            FractionalSimplifiedSmoothedConvexOptimization<'a, C, D>,
        >,
        xs: &FractionalSchedule,
        prev_m: Option<M>,
    ) -> Result<FractionalStep<M>>;
}
impl<'a, C, D> ExecutableRelaxation<'a, ProbabilisticMemory<'a>, C, D>
    for Relaxation<ProbabilisticMemory<'a>>
where
    C: ModelOutputSuccess + 'a,
    D: ModelOutputFailure + 'a,
{
    fn execute(
        relaxation_o: Online<
            FractionalSimplifiedSmoothedConvexOptimization<'a, C, D>,
        >,
        xs: &FractionalSchedule,
        prev_m: Option<ProbabilisticMemory<'a>>,
    ) -> Result<FractionalStep<ProbabilisticMemory<'a>>> {
        probabilistic.next(
            relaxation_o,
            xs,
            prev_m,
            ProbabilisticOptions {
                breakpoints: Breakpoints::grid(1.),
            },
        )
    }
}
impl<'a, C, D> ExecutableRelaxation<'a, RandomlyBiasedGreedyMemory, C, D>
    for Relaxation<RandomlyBiasedGreedyMemory>
where
    C: ModelOutputSuccess + 'a,
    D: ModelOutputFailure + 'a,
{
    fn execute(
        relaxation_o: Online<
            FractionalSimplifiedSmoothedConvexOptimization<'a, C, D>,
        >,
        xs: &FractionalSchedule,
        prev_m: Option<RandomlyBiasedGreedyMemory>,
    ) -> Result<FractionalStep<RandomlyBiasedGreedyMemory>> {
        rbg.next(
            relaxation_o.into_sco(),
            xs,
            prev_m,
            RandomlyBiasedGreedyOptions::default(),
        )
    }
}

/// Randomized Integral Relaxation
///
/// Relax discrete problem to fractional problem before use!
pub fn randomized<'a, M, C, D, R>(
    o: Online<IntegralSimplifiedSmoothedConvexOptimization<'a, C, D>>,
    _: i32,
    xs: &IntegralSchedule,
    prev_m: Memory<M>,
    _: R,
) -> Result<IntegralStep<Memory<M>>>
where
    C: ModelOutputSuccess + 'a,
    D: ModelOutputFailure + 'a,
    R: ExecutableRelaxation<'a, M, C, D>,
{
    assert(o.w == 0, Failure::UnsupportedPredictionWindow(o.w))?;
    assert(o.p.d == 1, Failure::UnsupportedProblemDimension(o.p.d))?;

    let relaxation_o = o.into_f();
    let Step(y, relaxation_m) =
        R::execute(relaxation_o, &xs.to(), prev_m.relaxation_m)?;

    let prev_x = xs.now_with_default(Config::single(0))[0];
    let prev_y = prev_m.y[0];

    let x = next(prev_x, prev_y, y[0]);
    let m = Memory { y, relaxation_m };

    Ok(Step(Config::single(x), Some(m)))
}

fn next(prev_x: i32, prev_y: f64, y: f64) -> i32 {
    #[allow(clippy::collapsible_else_if)]
    // Number of active servers increases (or remains the same).
    if prev_y <= y {
        if prev_x == y.ceil() as i32 {
            prev_x
        } else {
            let prev_y_proj = project(prev_y, y.floor(), y.ceil());
            let p = (y - prev_y_proj) / (1. - frac(prev_y_proj));

            let r = sample_uniform(0., 1.);
            if r <= p {
                y.ceil() as i32
            } else {
                y.floor() as i32
            }
        }
    }
    // Number of active servers decreases.
    else {
        if prev_x == y.floor() as i32 {
            prev_x
        } else {
            let prev_y_proj = project(prev_y, y.floor(), y.ceil());
            let p = (prev_y_proj - y) / frac(prev_y_proj);

            let r = sample_uniform(0., 1.);
            if r <= p {
                y.floor() as i32
            } else {
                y.ceil() as i32
            }
        }
    }
}