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
|
// Copyright (C) 2019 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#include "StOpt/dp/SimulateStepRegressionCut.h"
#ifdef USE_MPI
#include <boost/mpi.hpp>
#include <boost/mpi/collectives.hpp>
#include "StOpt/core/parallelism/all_gatherv.hpp"
#endif
using namespace std;
using namespace StOpt;
using namespace Eigen;
SimulateStepRegressionCut::SimulateStepRegressionCut(gs::BinaryFileArchive &p_ar, const int &p_iStep, const string &p_nameCont,
const shared_ptr<SpaceGrid> &p_pGridFollowing, const shared_ptr<StOpt::OptimizerDPCutBase > &p_pOptimize
#ifdef USE_MPI
, const boost::mpi::communicator &p_world
#endif
):
m_pGridFollowing(p_pGridFollowing),
m_pOptimize(p_pOptimize)
#ifdef USE_MPI
, m_world(p_world)
#endif
{
gs::Reference< vector< ContinuationCuts > > (p_ar, (p_nameCont + "Values").c_str(), boost::lexical_cast<string>(p_iStep).c_str()).restore(0, &m_continuationObj);
}
void SimulateStepRegressionCut::oneStep(vector<StateWithStocks > &p_statevector, ArrayXXd &p_phiInOut) const
{
#ifdef USE_MPI
int rank = m_world.rank();
int nbProc = m_world.size(); // parallelism
int nsimPProc = (int)(p_statevector.size() / nbProc);
int nRestSim = p_statevector.size() % nbProc;
int iFirstSim = rank * nsimPProc + (rank < nRestSim ? rank : nRestSim);
int iLastSim = iFirstSim + nsimPProc + (rank < nRestSim ? 1 : 0);
ArrayXXd stockPerSim(m_pGridFollowing->getDimension(), iLastSim - iFirstSim);
ArrayXXd valueFunctionPerSim(p_phiInOut.rows(), iLastSim - iFirstSim);
// spread calculations on processors
int is = 0 ;
#ifdef _OPENMP
#pragma omp parallel for private(is)
#endif
for (is = iFirstSim; is < iLastSim; ++is)
{
m_pOptimize->stepSimulate(m_pGridFollowing, m_continuationObj, p_statevector[is], p_phiInOut.col(is));
// store for broadcast
stockPerSim.col(is - iFirstSim) = p_statevector[is].getPtStock();
if (valueFunctionPerSim.size() > 0)
valueFunctionPerSim.col(is - iFirstSim) = p_phiInOut.col(is);
}
// broadcast
ArrayXXd stockAllSim(m_pGridFollowing->getDimension(), p_statevector.size());
boost::mpi::all_gatherv<double>(m_world, stockPerSim.data(), stockPerSim.size(), stockAllSim.data());
boost::mpi::all_gatherv<double>(m_world, valueFunctionPerSim.data(), valueFunctionPerSim.size(), p_phiInOut.data());
// update results
for (size_t iis = 0; iis < p_statevector.size(); ++iis)
p_statevector[iis].setPtStock(stockAllSim.col(iis));
#else
int is = 0 ;
#ifdef _OPENMP
#pragma omp parallel for private(is)
#endif
for (is = 0; is < static_cast<int>(p_statevector.size()); ++is)
{
m_pOptimize->stepSimulate(m_pGridFollowing, m_continuationObj, p_statevector[is], p_phiInOut.col(is));
}
#endif
}
|
