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// Copyright (C) 2023 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifdef USE_MPI
#include "geners/Reference.hh"
#include "geners/vectorIO.hh"
#include "StOpt/dp/SimulateStepMultiStageRegressionDist.h"
#include "StOpt/core/utils/eigenGeners.h"
#include "StOpt/core/utils/primeNumber.h"
#include "StOpt/core/utils/NodeParticleSplitting.h"
#include "StOpt/core/utils/types.h"
#include "StOpt/core/parallelism/all_gatherv.hpp"
using namespace std;
using namespace StOpt;
using namespace Eigen;
SimulateStepMultiStageRegressionDist::SimulateStepMultiStageRegressionDist(const shared_ptr<gs::BinaryFileArchive> &p_ar,
const int &p_iStep, const string &p_nameCont,
const string &p_nameDetCont,
const shared_ptr<FullGrid> &p_pGridCurrent,
const shared_ptr<FullGrid> &p_pGridFollowing,
const shared_ptr<OptimizerMultiStageDPBase > &p_pOptimize,
const bool &p_bOneFile,
const boost::mpi::communicator &p_world):
m_pGridCurrent(p_pGridCurrent),
m_pGridFollowing(p_pGridFollowing),
m_pOptimize(p_pOptimize),
m_ar(p_ar), m_iStep(p_iStep), m_nameCont(p_nameCont), m_nameDetCont(p_nameDetCont),
m_bOneFile(p_bOneFile), m_world(p_world)
{
}
vector< GridAndRegressedValue> SimulateStepMultiStageRegressionDist::readContinuationInArchive(const string &p_name, const string &p_stepString)
{
vector< GridAndRegressedValue> continuationObj;
gs::Reference< vector< GridAndRegressedValue> >(*m_ar, (p_name + "Values").c_str(), p_stepString.c_str()).restore(0, &continuationObj);
return continuationObj;
}
pair< shared_ptr<BaseRegression>, vector< ArrayXXd > > SimulateStepMultiStageRegressionDist::readRegressedValues(const string &p_name, const string &p_stepString)
{
vector<int> initialVecDimensionFollow;
gs::Reference< vector<int> >(*m_ar, "initialSizeOfMeshPrev", p_stepString.c_str()).restore(0, &initialVecDimensionFollow);
Map<const ArrayXi > initialDimensionFollow(initialVecDimensionFollow.data(), initialVecDimensionFollow.size());
ArrayXi splittingRatio = paraOptimalSplitting(initialDimensionFollow, m_pOptimize->getDimensionToSplit(), m_world);
m_parall = make_shared<ParallelComputeGridSplitting>(initialDimensionFollow, splittingRatio, m_world);
vector< ArrayXXd > contValue;
gs::Reference< vector< ArrayXXd > >(*m_ar, (p_name + "Values").c_str(), p_stepString.c_str()).restore(0, &contValue);
shared_ptr<BaseRegression> regressor = gs::Reference< BaseRegression >(*m_ar, (p_name + "regressor").c_str(), p_stepString.c_str()).get(0);
return make_pair(regressor, contValue);
}
pair<vector<int>, vector< array< double, 2> > > SimulateStepMultiStageRegressionDist::splitParticleOnProcessor(const vector<StateWithStocks > &p_statevector, const shared_ptr<FullGrid> &p_gridFollow)const
{
unique_ptr<ArrayXXd > particles(new ArrayXXd(p_statevector.size(), p_gridFollow->getDimension()));
for (size_t is = 0; is < p_statevector.size(); ++is)
for (int isto = 0; isto < p_gridFollow->getDimension(); ++isto)
(*particles)(is, isto) = p_statevector[is].getPtStock()(isto);
ArrayXi splittingRatio = ArrayXi::Constant(p_gridFollow->getDimension(), 1);
vector<int> prime = primeNumber(m_world.size());
int idim = 0; // roll the dimensions
for (size_t i = 0; i < prime.size(); ++i)
{
splittingRatio(idim % p_gridFollow->getDimension()) *= prime[i];
idim += 1;
}
// create object to split particules on processor
NodeParticleSplitting splitparticle(particles, splittingRatio);
// each simulation to a cell
ArrayXi nCell(p_statevector.size());
Array< array<double, 2 >, Dynamic, Dynamic > meshToCoord(p_gridFollow->getDimension(), m_world.size());
splitparticle.simToCell(nCell, meshToCoord);
// simulation for current processor
vector< int > simCurrentProc;
simCurrentProc.reserve(2 * p_statevector.size() / m_world.size()) ; // use a margin
for (size_t is = 0; is < p_statevector.size(); ++is)
if (nCell(is) == m_world.rank())
simCurrentProc.push_back(is);
vector< array< double, 2> > regionByProcessor(splittingRatio.size());
for (int id = 0; id < splittingRatio.size() ; ++id)
regionByProcessor[id] = meshToCoord(id, m_world.rank());
return make_pair(simCurrentProc, regionByProcessor);
}
SubMeshIntCoord SimulateStepMultiStageRegressionDist::calculateSubMeshExtended(const shared_ptr<FullGrid> &p_gridFollow, const vector< array< double, 2> > &p_regionByProcessor) const
{
vector< array< double, 2> > cone = m_pOptimize->getCone(p_regionByProcessor);
// now get subgrid correspond to the cone
SubMeshIntCoord retGrid(p_gridFollow->getDimension());
vector <array< double, 2> > extremVal = p_gridFollow->getExtremeValues();
ArrayXd xCapMin(p_gridFollow->getDimension()), xCapMax(p_gridFollow->getDimension());
for (int id = 0; id < p_gridFollow->getDimension(); ++id)
{
xCapMin(id) = max(cone[id][0], extremVal[id][0]);
xCapMax(id) = min(cone[id][1], extremVal[id][1]);
}
ArrayXi iCapMin = p_gridFollow->lowerPositionCoord(xCapMin);
ArrayXi iCapMax = p_gridFollow->upperPositionCoord(xCapMax) + 1; // last is excluded
for (int id = 0; id < p_gridFollow->getDimension(); ++id)
{
retGrid(id)[0] = iCapMin(id);
retGrid(id)[1] = iCapMax(id);
}
return retGrid;
}
void SimulateStepMultiStageRegressionDist::oneStep(vector<StateWithStocks > &p_statevector, vector<ArrayXXd> &p_phiInOut)
{
shared_ptr< SimulatorMultiStageDPBase > simulator = m_pOptimize->getSimulator();
int nbPeriodsOfCurrentStep = simulator->getNbPeriodsInTransition();
if (m_bOneFile)
{
pair< vector<int>, vector< array< double, 2> > > simToProcAndRegion = splitParticleOnProcessor(p_statevector, m_pGridFollowing);
size_t nbSimCurProc = simToProcAndRegion.first.size();
// nows store stocks
ArrayXd stockPerSim(m_pGridFollowing->getDimension()*nbSimCurProc);
// nows store regimes
ArrayXi regimePerSim(nbSimCurProc);
// store value functions
ArrayXXd valueFunctionPerSim(m_pOptimize->getSimuFuncSize(), nbSimCurProc);
// store all the simulation results
vector<int> simAllProc;
for (int iPeriod = 0; iPeriod < nbPeriodsOfCurrentStep ; iPeriod++)
{
// set period number in simulator
simulator->setPeriodInTransition(iPeriod);
// to store the next grid
vector< GridAndRegressedValue > contVal;
shared_ptr< FullGrid> gridFollLoc;
if (iPeriod == (nbPeriodsOfCurrentStep - 1))
{
contVal = readContinuationInArchive(m_nameCont, boost::lexical_cast<string>(m_iStep));
gridFollLoc = m_pGridFollowing;
}
else
{
contVal = readContinuationInArchive(m_nameDetCont, boost::lexical_cast<string>(iPeriod));
gridFollLoc = m_pGridCurrent;
}
// spread calculations on processors
for (size_t is = 0; is < nbSimCurProc; ++is)
{
int simuNumber = simToProcAndRegion.first[is];
m_pOptimize->stepSimulate(gridFollLoc, contVal, p_statevector[simuNumber], p_phiInOut[iPeriod].col(simuNumber));
// store for broadcast
stockPerSim.segment(is * gridFollLoc->getDimension(), gridFollLoc->getDimension()) = p_statevector[simuNumber].getPtStock();
regimePerSim(is) = p_statevector[simuNumber].getRegime();
if (valueFunctionPerSim.size() > 0)
valueFunctionPerSim.col(is) = p_phiInOut[iPeriod].col(simuNumber);
}
vector<double> valueFunctionAllSim;
boost::mpi::all_gatherv<double>(m_world, valueFunctionPerSim.data(), valueFunctionPerSim.size(), valueFunctionAllSim);
boost::mpi::all_gatherv<int>(m_world, simToProcAndRegion.first.data(), nbSimCurProc, simAllProc);
int iis = 0;
for (size_t is = 0; is < simAllProc.size(); ++is)
{
for (int iid = 0; iid < m_pOptimize->getSimuFuncSize(); ++iid)
p_phiInOut[iPeriod](iid, simAllProc[is]) = valueFunctionAllSim[iis++];
}
//prepare next period
if (iPeriod < nbPeriodsOfCurrentStep - 1)
{
p_phiInOut[iPeriod + 1] = p_phiInOut[iPeriod];
}
}
// broadcast
vector<double> stockAllSim;
boost::mpi::all_gatherv<double>(m_world, stockPerSim.data(), stockPerSim.size(), stockAllSim);
vector<int> regimeAllSim;
boost::mpi::all_gatherv<int>(m_world, regimePerSim.data(), regimePerSim.size(), regimeAllSim);
// update results
for (size_t is = 0; is < simAllProc.size(); ++is)
{
Map<const ArrayXd > ptStock(&stockAllSim[is * m_pGridFollowing->getDimension()], m_pGridFollowing->getDimension());
p_statevector[simAllProc[is]].setPtStock(ptStock);
p_statevector[simAllProc[is]].setRegime(regimeAllSim[is]);
}
}
else
{
for (int iPeriod = 0; iPeriod < nbPeriodsOfCurrentStep ; iPeriod++)
{
// set period number in simulator
simulator->setPeriodInTransition(iPeriod);
// to store the next grid
shared_ptr< FullGrid> gridFollLoc;
int nbRegime = -1;
pair< shared_ptr<BaseRegression>, vector< ArrayXXd > > regAndVal;
if (iPeriod == (nbPeriodsOfCurrentStep - 1))
{
gridFollLoc = m_pGridFollowing;
nbRegime = m_pOptimize->getNbRegime();
regAndVal = readRegressedValues(m_nameCont, boost::lexical_cast<string>(m_iStep));
}
else
{
gridFollLoc = m_pGridCurrent ;
nbRegime = m_pOptimize->getNbDetRegime();
regAndVal = readRegressedValues(m_nameDetCont, boost::lexical_cast<string>(iPeriod));
}
pair< vector<int>, vector< array< double, 2> > > simToProcAndRegion = splitParticleOnProcessor(p_statevector, gridFollLoc);
// number of particle for the current processor
size_t nbSimCurProc = simToProcAndRegion.first.size();
// nows store stocks
ArrayXd stockPerSim(m_pGridFollowing->getDimension()*nbSimCurProc);
// nows store regimes
ArrayXi regimePerSim(nbSimCurProc);
// store value functions
ArrayXXd valueFunctionPerSim(m_pOptimize->getSimuFuncSize(), nbSimCurProc);
// extend continuation values
SubMeshIntCoord retGrid = calculateSubMeshExtended(gridFollLoc, simToProcAndRegion.second) ;
shared_ptr<FullGrid> gridExtended = gridFollLoc->getSubGrid(retGrid);
vector< GridAndRegressedValue > continuationExtended;
// read regressed values on archive
continuationExtended.reserve(nbRegime);
for (int iReg = 0; iReg < nbRegime; ++iReg)
{
ArrayXXd valuesExtended = m_parall->reconstructAll<double>(regAndVal.second[iReg], retGrid);
continuationExtended.push_back(GridAndRegressedValue(gridExtended, regAndVal.first));
// affect
continuationExtended[iReg].setRegressedValues(valuesExtended);
}
// spread calculations on processors
for (size_t is = 0; is < nbSimCurProc; ++is)
{
int simuNumber = simToProcAndRegion.first[is];;
m_pOptimize->stepSimulate(gridFollLoc, continuationExtended, p_statevector[simuNumber], p_phiInOut[iPeriod].col(simuNumber));
// store for broadcast
stockPerSim.segment(is * gridFollLoc->getDimension(), gridFollLoc->getDimension()) = p_statevector[simuNumber].getPtStock();
regimePerSim(is) = p_statevector[simuNumber].getRegime();
if (valueFunctionPerSim.size() > 0)
valueFunctionPerSim.col(is) = p_phiInOut[iPeriod].col(simuNumber);
}
// broadcast
vector<double> stockAllSim;
boost::mpi::all_gatherv<double>(m_world, stockPerSim.data(), stockPerSim.size(), stockAllSim);
vector<int> regimeAllSim;
boost::mpi::all_gatherv<int>(m_world, regimePerSim.data(), regimePerSim.size(), regimeAllSim);
vector<double> valueFunctionAllSim;
boost::mpi::all_gatherv<double>(m_world, valueFunctionPerSim.data(), valueFunctionPerSim.size(), valueFunctionAllSim);
vector<int> simAllProc;
boost::mpi::all_gatherv<int>(m_world, simToProcAndRegion.first.data(), nbSimCurProc, simAllProc);
// update results
int iis = 0;
for (size_t is = 0; is < simAllProc.size(); ++is)
{
for (int iid = 0; iid < m_pOptimize->getSimuFuncSize(); ++iid)
p_phiInOut[iPeriod](iid, simAllProc[is]) = valueFunctionAllSim[iis++];
Map<const ArrayXd > ptStock(&stockAllSim[is * m_pGridFollowing->getDimension()], m_pGridFollowing->getDimension());
p_statevector[simAllProc[is]].setPtStock(ptStock);
p_statevector[simAllProc[is]].setRegime(regimeAllSim[is]);
}
//prepare next period
if (iPeriod < nbPeriodsOfCurrentStep - 1)
{
p_phiInOut[iPeriod + 1] = p_phiInOut[iPeriod];
}
}
}
}
#endif
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