Merge pull request #17 from sandialabs/dev

Preparing for 1.2.0 release

.github/workflows/linux.yml

@@ -3,17 +3,17 @@ name: Linux Build and Tests
 on:
   workflow_dispatch:
   push:
-    branches: [ main, dev, public ]
+    branches: [ main, dev, public, private ]
   pull_request:
-    branches: [ main, dev, public ]
+    branches: [ main, dev, public, private ]
 
 jobs:
 
   coek-simple-build:
     runs-on: ubuntu-latest
     steps:
       # Checks-out your repository under $GITHUB_WORKSPACE, so your job can access it
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - name: run cmake
         run: |
           mkdir build
@@ -28,12 +28,12 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       # Checks-out your repository under $GITHUB_WORKSPACE, so your job can access it
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - name: run cmake
         run: |
           mkdir build
           cd build
-          cmake -Dwith_python=OFF -Dwith_tests=ON ..
+          cmake -Dwith_python=OFF -Dwith_tests=ON -Dwith_debug=ON ..
       - name: build
         run: |
           cd build
@@ -42,35 +42,4 @@ jobs:
       - name: test
         run: |
           cd build
-          make test
-
-  coek-build-and-test-with-pycoek:
-    runs-on: ubuntu-latest
-    #needs: coek-build-and-test-with-tpls
-    defaults:
-      run:
-        shell: bash -l {0}
-    steps:
-      - uses: actions/checkout@v2
-      - uses: conda-incubator/setup-miniconda@v2
-        with:
-          activate-environment: test
-          python-version: 3.8
-          auto-activate-base: false
-      - name: run cmake
-        run: |
-          conda activate test
-          conda install -y pytest pyutilib
-          mkdir build
-          cd build
-          cmake -Dwith_tests=ON ..
-      - name: build
-        run: |
-          cd build
-          make install_tpls
-          make
-      - name: test
-        run: |
-          cd build
-          make test
-        
+          make test     

.gitignore

@@ -13,3 +13,4 @@ _build
 /out/build
 __pycache__
 *egg-info
+*.gcov

.gitlab-ci.yml

@@ -0,0 +1,72 @@
+stages:
+  - pre-check
+  - build
+  - test
+  - process
+
+variables:
+  ARTIFACTS_DIR: $ARTIFACTS_DIR
+
+temporary:
+  stage: pre-check
+  script:
+    - echo $CI_COMMIT_BRANCH
+
+compile:
+  stage: build
+  script:
+    - pwd
+    - which python
+    - mkdir build
+    - cd build
+    - cmake
+      -Dwith_pybind11=ON
+      -Dwith_cppad=ON
+      -Dwith_tests=ON
+      -Dwith_python=ON
+      -Dwith_gurobi=ON
+      -DGUROBI_LIBRARY=$GUROBI_LIBRARY/libgurobi95.so
+      -DGUROBI_INCLUDE_DIRS=$GUROBI_INCLUDE_DIRS
+      -DGUROBI_CXX_LIBRARY=$GUROBI_LIBRARY/libgurobi_g++5.2.a
+      -DPYTHON_EXECUTABLE=$PYTHON_EXECUTABLE
+      -Dwith_compact=OFF
+      -Dwith_docs=OFF ..
+    - make install_tpls
+    - make install
+  artifacts:
+    paths:
+      - build
+    expire_in: 1 hour
+
+unit-tests:
+  stage: test
+  script:
+    - pwd
+    - cd build
+    - ls
+    - make test
+  allow_failure: true
+
+performance-tests:
+  stage: test
+  script:
+    - cd build
+    - make coek_solve0
+    - make coek_writer
+    - make gurobi_solve0
+    - make gurobi_writer
+    - cd ../test/aml_comparisons/
+    - mkdir build
+    - cd build
+    - ../scripts/run bench_coek 3
+    - ../scripts/collect
+    - ../scripts/dog solve0
+    - ../scripts/dog writer
+    - python ../scripts/to_csv.py --dirname ${ARTIFACTS_DIR}${CI_COMMIT_BRANCH}
+    - python ../scripts/compare.py --artifact_dir=$ARTIFACTS_DIR --branch_name=$CI_COMMIT_BRANCH
+  artifacts:
+    expose_as: 'performance-trend'
+    paths:
+      - test/aml_comparisons/build/solve0_trend.html
+      - test/aml_comparisons/build/writer_trend.html
+    expire_in: 4 weeks

CMakeLists.txt

@@ -175,5 +175,6 @@ message("")
 message("Configuring Monorepo Packages")
 add_subdirectory(lib)
 add_subdirectory(test)
+add_subdirectory(app)
 
 message("")

ChangeLog.md

@@ -3,6 +3,23 @@
 Here we list changes of Coek.  More detailed information about incremental changes can be found in the
 [commit history](https://github.com/sandialabs/coek/commits).
 
+## 1.2
+
+* Added the SubExpression object, which is used to denote 
+* Revised the mutable_values() and find_vars_and_params() functions to avoid re-evaluating SubExpression objects.
+* Added the  evaluate_expr() function, which avoids re-evaluating SubExpression objects.
+* Fixed errors in the ipopt interface; constraint bounds were not being propigated properly.
+* Tests added to confirm a fix in CppAD for expressions of the form 0/f(x).
+* Fix bugs with walkers, to ensure that PlusTerm objects are only iterated over their prefix
+* Fixing bug in symbolic differentation.  Avoid double-counting when computing the in-degree.
+* Simplified the operators in the core COEK API classes.
+* Adding operators to avoid Variable->Expression coercion, which could happen frequently in practice.
+* Reworked sequence operators and extended this functionality to include the incides() function.
+* Major edits to use std::shared_ptr rather than explicit reference counting in Coek.
+* Added explicit management of variable naming as simple/lazy/eager.
+* Performance improvements via RVO.
+* Adding graphs to facilitate tracking of performance changes.
+
 ## 1.1.1
 
 * Revised build logic documentation.

README.md

@@ -28,13 +28,20 @@ optimization modeling.
 * [Online Documentation](http://poek.readthedocs.org/en/latest/)
 [![Documentation Status](https://readthedocs.org/projects/poek/badge/?version=latest)](http://poek.readthedocs.org/en/latest/)
 
+**pyomo_coek**: Pyomo hybrids that leverage Coek to accelerate common operations.
+
 
 ## Test Utilities
 
 **aml_comparisons**: Performance tests for Coek, Poek and related optimization modeling environments.
 
 * [README](test/aml_comparisons/README.md)
 
+## Applications
+
+**demos**: Demonstrations that illustrate Coek capabilities.
+
+* [README](app/demos/README.md)
 
 ## Installation
 

app/CMakeLists.txt

@@ -0,0 +1,7 @@
+#
+# CoekProject application packages
+#
+
+message("")
+message("Configuring app/demos build")
+add_subdirectory(demos)

app/demos/CMakeLists.txt

@@ -0,0 +1,25 @@
+cmake_minimum_required(VERSION 3.12)
+PROJECT(demos)
+
+#
+# For now, let's just assume we have C++17
+#
+set(CMAKE_CXX_STANDARD 17)
+
+MESSAGE("-- With Gurobi Solver: ${with_gurobi}")
+if(with_gurobi)
+    find_package(GUROBI)
+    list(APPEND solver_flags "-DWITH_GUROBI")
+endif()
+
+
+include_directories(BEFORE ${CMAKE_CURRENT_SOURCE_DIR}/..)
+
+# demo1
+add_executable(demo1 demo1.cpp)
+TARGET_LINK_LIBRARIES(demo1 PRIVATE coek::coek)
+if (${with_gprof})
+    target_compile_options(demo1 PUBLIC "-pg")
+    SET(CMAKE_EXE_LINKER_FLAGS  "${CMAKE_EXE_LINKER_FLAGS} -pg")
+endif()
+

app/demos/README.md

@@ -0,0 +1,6 @@
+# demos
+
+Demonstrations that illustrate Coek capabilities.
+
+* demo1: Creates a model for the knapsack problem that is optimized.
+

app/demos/demo1.cpp

@@ -0,0 +1,85 @@
+#include <iostream>
+#include <string>
+#include <vector>
+#include <functional>
+#include <random>
+#include <coek/coek.hpp>
+
+
+coek::Model knapsack(size_t N)
+{
+    N *= 1000;
+    double W = N / 10.0;
+
+    std::mt19937 rng(10000);
+    std::uniform_real_distribution<double> distribution(0, 1);
+    auto uniform = std::bind(distribution, rng);
+
+    std::vector<double> v(N);
+    std::vector<double> w(N);
+    for (size_t n : coek::range(N)) {
+        v[n] = uniform();
+        w[n] = uniform();
+    }
+
+    auto model = coek::Model();
+
+    auto x = coek::variable(N).bounds(0, 1).value(0);
+    model.add(x);
+
+    // obj
+    auto obj = coek::expression();
+    for (size_t n : coek::range(N)) obj += v[n] * x(n);
+    model.add_objective(obj);
+
+    // con
+    auto con = coek::expression();
+    for (size_t n : coek::range(N)) con += w[n] * x(n);
+    model.add(con <= W);
+
+    return model;
+}
+
+
+int main(int argc, char* argv[])
+{
+    if (argc != 3) {
+        std::cout << "demo1 <solver> <N>" << std::endl;
+        return 1;
+    }
+
+    std::string solver_name = argv[1];
+    size_t N = std::stoul(argv[2]);
+
+    auto model = knapsack(N);
+
+    if (solver_name == "gurobi") {
+        coek::Solver solver;
+        solver.initialize(solver_name);
+        if (not solver.available()) {
+            std::cout << "ERROR - solver '" << solver_name << "' is not available" << std::endl;
+            std::cout << "MESSAGE - " << solver.error_message() << std::endl;
+            return 2;
+        }
+        //solver.set_option("OutputFlag", debug);
+        //solver.set_option("TimeLimit", 0.0);
+
+        solver.solve(model);
+    }
+    else if (solver_name == "ipopt") {
+        coek::NLPModel nlpmodel(model, "cppad");
+        coek::NLPSolver solver;
+        solver.initialize(solver_name);
+        if (not solver.available()) {
+            std::cout << "ERROR - solver '" << solver_name << "' is not available" << std::endl;
+            std::cout << "MESSAGE - " << solver.error_message() << std::endl;
+            return 2;
+        }
+        //solver.set_option("max_iter", 1);
+        //solver.set_option("print_level", 1);
+
+        solver.solve(nlpmodel);
+    }
+
+    return 0;
+}

lib/CMakeLists.txt

@@ -75,6 +75,17 @@ else()
     message("Ignoring lib/poek")
 endif()
 
+message("")
+if(${with_python})
+    message("Configuring lib/pyomo_coek install")
+    add_custom_target(pip_install_pyomo_coek ALL
+        COMMAND ${Python_EXECUTABLE} -m pip install -e ${CMAKE_CURRENT_SOURCE_DIR}/pyomo_coek
+        )
+    add_dependencies(pip_install_pyomo_coek pip_install_poek)
+else()
+    message("Ignoring lib/pyomo_coek")
+endif()
+
 #
 # Lib test targets
 #
@@ -88,4 +99,3 @@ endif()
 if(${with_docs})
   add_custom_target(doc_lib DEPENDS ${lib_doc_targets})
 endif()
-

lib/coek/coek/CMakeLists.txt

@@ -14,6 +14,7 @@ SET(sources
     ast/visitor_symdiff.cpp
     ast/visitor_mutable_values.cpp
     ast/visitor_variables.cpp
+    ast/visitor_eval.cpp
     ast/varray.cpp
     api/constants.cpp
     api/expression.cpp
@@ -40,7 +41,8 @@ if (CMAKE_CXX_STANDARD GREATER_EQUAL 14)
         api/parameter_array.cpp
         api/variable_assoc_array.cpp
         api/variable_array.cpp
-        api/component_map.cpp
+        api/constraint_map.cpp
+        api/subexpression_map.cpp
         )
 endif()
 
@@ -227,7 +229,8 @@ install(FILES
         DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/coek/util
         )
 install(FILES
-        api/component_map.hpp
+        api/constraint_map.hpp
+        api/subexpression_map.hpp
         api/constants.hpp
         api/constraint.hpp
         api/expression.hpp