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// Copyright (C) 2023 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#include <memory>
#include <boost/lexical_cast.hpp>
#include "geners/vectorIO.hh"
#include "geners/Record.hh"
#ifdef USE_MPI
#include <boost/mpi.hpp>
#include "StOpt/core/parallelism/all_gatherv.hpp"
#endif
#ifdef _OPENMP
#include <omp.h>
#include "StOpt/core/utils/OpenmpException.h"
#endif
#include "StOpt/core/grids/GridIterator.h"
#include "StOpt/dp/TransitionStepMultiStageRegressionDP.h"
#include "StOpt/dp/OptimizerMultiStageDPBase.h"
#include "StOpt/regression/ContinuationValue.h"
#include "StOpt/regression/ContinuationValueGeners.h"
#include "StOpt/regression/GridAndRegressedValue.h"
#include "StOpt/regression/GridAndRegressedValueGeners.h"
using namespace Eigen;
using namespace StOpt;
using namespace std;
TransitionStepMultiStageRegressionDP::TransitionStepMultiStageRegressionDP(const shared_ptr<FullGrid> &p_pGridCurrent,
const shared_ptr<FullGrid> &p_pGridPrevious,
const shared_ptr<OptimizerMultiStageDPBase > &p_pOptimize
#ifdef USE_MPI
, const boost::mpi::communicator &p_world
#endif
):
m_pGridCurrent(p_pGridCurrent), m_pGridPrevious(p_pGridPrevious), m_pOptimize(p_pOptimize)
#ifdef USE_MPI
, m_world(p_world)
#endif
{
}
TransitionStepMultiStageRegressionDP::TransitionStepMultiStageRegressionDP(const shared_ptr<FullGrid> &p_pGridCurrent,
const shared_ptr<FullGrid> &p_pGridPrevious,
const shared_ptr<OptimizerMultiStageDPBase > &p_pOptimize,
const std::shared_ptr<gs::BinaryFileArchive> &p_arGen,
const std::string &p_nameDump
#ifdef USE_MPI
, const boost::mpi::communicator &p_world
#endif
):
m_pGridCurrent(p_pGridCurrent), m_pGridPrevious(p_pGridPrevious), m_pOptimize(p_pOptimize), m_arGen(p_arGen), m_nameDump(p_nameDump)
#ifdef USE_MPI
, m_world(p_world)
#endif
{
}
void TransitionStepMultiStageRegressionDP::oneStageInStep(const vector< shared_ptr< ArrayXXd > > &p_phiIn,
vector< shared_ptr< ArrayXXd > > &p_phiOut,
vector<shared_ptr<ContinuationValue> > &p_contVal,
const shared_ptr<FullGrid> &p_pGridCurTrans,
const shared_ptr<FullGrid> &p_pGridPrevTrans
#
#ifdef USE_MPI
, vector< ArrayXXd > &p_phiOutLoc,
ArrayXi &p_ilocToGLobal,
ArrayXi &p_ilocToGLobalGlob,
ArrayXXd &p_storeGlob
#endif
) const
{
// number of regimes at current time
int nbDetRegimes = m_pOptimize->getNbDetRegime();
#ifdef USE_MPI
int rank = m_world.rank();
int nbProc = m_world.size();
#endif
// number of thread
#ifdef _OPENMP
int nbThreads = omp_get_max_threads();
#else
int nbThreads = 1;
#endif
// create iterator on current grid treated for processor
int iThread = 0 ;
#ifdef _OPENMP
OpenmpException excep; // deal with exception in openmp
#pragma omp parallel for private(iThread)
#endif
for (iThread = 0; iThread < nbThreads; ++iThread)
{
#ifdef _OPENMP
excep.run([&]
{
#endif
shared_ptr< GridIterator > iterGridPoint = p_pGridCurTrans->getGridIterator();
// account for mpi and threads
#ifdef USE_MPI
iterGridPoint->jumpToAndInc(rank, nbProc, iThread);
#else
iterGridPoint->jumpToAndInc(0, 1, iThread);
#endif
// iterates on points of the grid
while (iterGridPoint->isValid())
{
ArrayXd pointCoord = iterGridPoint->getCoordinate();
// optimize the current point and the set of regimes
ArrayXXd solution = m_pOptimize->stepOptimize(p_pGridPrevTrans, pointCoord, p_contVal, p_phiIn);
#ifdef USE_MPI
// copie solution
int iposArray = iterGridPoint->getRelativePosition();
p_ilocToGLobal(iposArray) = iterGridPoint->getCount();
// copie solution
for (int iReg = 0; iReg < nbDetRegimes; ++iReg)
p_phiOutLoc[iReg].col(iposArray) = solution.col(iReg);
#else
// copie solution
for (int iReg = 0; iReg < nbDetRegimes; ++iReg)
p_phiOut[iReg]->col(iterGridPoint->getCount()) = solution.col(iReg);
#endif
iterGridPoint->nextInc(nbThreads);
}
#ifdef _OPENMP
});
#endif
}
#ifdef _OPENMP
excep.rethrow();
#endif
#ifdef USE_MPI
boost::mpi::all_gatherv<int>(m_world, p_ilocToGLobal.data(), p_ilocToGLobal.size(), p_ilocToGLobalGlob.data());
for (int iReg = 0; iReg < nbDetRegimes; ++iReg)
{
boost::mpi::all_gatherv<double>(m_world, p_phiOutLoc[iReg].data(), p_phiOutLoc[iReg].size(), p_storeGlob.data());
for (int ipos = 0; ipos < p_ilocToGLobalGlob.size(); ++ipos)
(*p_phiOut[iReg]).col(p_ilocToGLobalGlob(ipos)) = p_storeGlob.col(ipos);
}
#endif
}
vector< shared_ptr< ArrayXXd > > TransitionStepMultiStageRegressionDP::oneStep(const vector< shared_ptr< ArrayXXd > > &p_phiIn,
const shared_ptr< BaseRegression> &p_condExp) const
{
// number of regimes at current time
int nbRegimes = m_pOptimize->getNbRegime();
// number of deterministic regimes
int nbDetRegimes = m_pOptimize->getNbDetRegime();
// check in debug the coherence
assert(nbDetRegimes >= nbRegimes);
vector< shared_ptr< ArrayXXd > > phiOut(nbDetRegimes);
#ifdef USE_MPI
int rank = m_world.rank();
int nbProc = m_world.size();
// allocate for solution
int nbPointsCur = m_pGridCurrent->getNbPoints();
int npointPProcCur = (int)(nbPointsCur / nbProc);
int nRestPointCur = nbPointsCur % nbProc;
int iFirstPointCur = rank * npointPProcCur + (rank < nRestPointCur ? rank : nRestPointCur);
int iLastPointCur = iFirstPointCur + npointPProcCur + (rank < nRestPointCur ? 1 : 0);
vector< ArrayXXd> phiOutLoc(nbDetRegimes);
ArrayXi ilocToGLobal(iLastPointCur - iFirstPointCur);
for (int iReg = 0; iReg < nbDetRegimes; ++iReg)
phiOutLoc[iReg].resize(p_condExp->getNbSimul(), iLastPointCur - iFirstPointCur);
ArrayXi ilocToGLobalGlob(nbPointsCur);
ArrayXXd storeGlob(p_condExp->getNbSimul(), nbPointsCur);
#endif
// allocate for solution
for (int iReg = 0; iReg < nbDetRegimes; ++iReg)
phiOut[iReg] = make_shared< ArrayXXd >(p_condExp->getNbSimul(), m_pGridCurrent->getNbPoints());
shared_ptr< SimulatorMultiStageDPBase > simulator = m_pOptimize->getSimulator();
int nbPeriodsOfCurrentStep = simulator->getNbPeriodsInTransition();
// create continuation for last period in stochastic
vector< shared_ptr<ContinuationValue> > contVal(p_phiIn.size());
for (size_t iReg = 0; iReg < static_cast<size_t>(nbRegimes); ++iReg)
contVal[iReg] = make_shared<ContinuationValue>(m_pGridPrevious, p_condExp, *p_phiIn[iReg]);
// set period number in simulator
simulator->setPeriodInTransition(nbPeriodsOfCurrentStep - 1);
// optimize for current step
oneStageInStep(p_phiIn, phiOut, contVal, m_pGridCurrent, m_pGridPrevious
#ifdef USE_MPI
, phiOutLoc, ilocToGLobal, ilocToGLobalGlob, storeGlob
#endif
);
// now iterate on deterministic period
for (int iPeriod = nbPeriodsOfCurrentStep - 2; iPeriod >= 0; iPeriod--)
{
vector< shared_ptr<ContinuationValue> > contValDet(nbDetRegimes);
for (size_t iReg = 0; iReg < static_cast<size_t>(nbDetRegimes); ++iReg)
contValDet[iReg] = make_shared<ContinuationValue>(m_pGridCurrent, p_condExp, *phiOut[iReg]);
// dump if necessary
if (m_arGen)
{
#ifdef USE_MPI
if (rank == 0)
{
#endif
// store as an interpolator (interpolate on trajectories values)
vector< GridAndRegressedValue > bellInterpolator(nbDetRegimes);
for (size_t iReg = 0; iReg < static_cast<size_t>(nbDetRegimes); ++iReg)
bellInterpolator[iReg] = GridAndRegressedValue(m_pGridCurrent, p_condExp, *phiOut[iReg]);
*m_arGen << gs::Record(bellInterpolator, m_nameDump.c_str(), boost::lexical_cast<string>(iPeriod).c_str());
#ifdef USE_MPI
}
#endif
}
// local
vector< shared_ptr< ArrayXXd > > phiInLoc(nbDetRegimes);
for (int iReg = 0; iReg < nbDetRegimes; ++iReg)
phiInLoc[iReg] = make_shared< ArrayXXd >(*phiOut[iReg]);
// set period number in simulator
simulator->setPeriodInTransition(iPeriod);
// optimize for current step
oneStageInStep(phiInLoc, phiOut, contValDet, m_pGridCurrent, m_pGridCurrent
#ifdef USE_MPI
, phiOutLoc, ilocToGLobal, ilocToGLobalGlob, storeGlob
#endif
);
}
// if the number of determinist regime strictly above , juste select the good number
if (nbDetRegimes > nbRegimes)
{
vector< shared_ptr< ArrayXXd > > phiOutRed(nbRegimes);
for (int iReg = 0; iReg < nbRegimes; ++iReg)
phiOutRed[iReg] = phiOut[iReg];
return phiOutRed;
}
else
{
return phiOut;
}
}
void TransitionStepMultiStageRegressionDP::dumpContinuationValues(shared_ptr<gs::BinaryFileArchive> p_ar, const string &p_name, const int &p_iStep, const vector< shared_ptr< ArrayXXd > > &p_phiIn, const shared_ptr<BaseRegression> &p_condExp) const
{
#ifdef USE_MPI
if (m_world.rank() == 0)
{
#endif
vector< GridAndRegressedValue > contVal(p_phiIn.size());
for (size_t iReg = 0; iReg < p_phiIn.size(); ++iReg)
contVal[iReg] = GridAndRegressedValue(m_pGridPrevious, p_condExp, *p_phiIn[iReg]);
string stepString = boost::lexical_cast<string>(p_iStep) ;
*p_ar << gs::Record(contVal, (p_name + "Values").c_str(), stepString.c_str()) ;
p_ar->flush() ; // necessary for python mapping
#ifdef USE_MPI
}
#endif
}
void TransitionStepMultiStageRegressionDP::dumpBellmanValues(shared_ptr<gs::BinaryFileArchive> p_ar, const string &p_name, const int &p_iStep, const vector< shared_ptr< ArrayXXd > > &p_phiIn,
const shared_ptr<BaseRegression> &p_condExp) const
{
#ifdef USE_MPI
if (m_world.rank() == 0)
{
#endif
vector< GridAndRegressedValue > bellVal(p_phiIn.size());
for (size_t iReg = 0; iReg < p_phiIn.size(); ++iReg)
bellVal[iReg] = GridAndRegressedValue(m_pGridCurrent, p_condExp, *p_phiIn[iReg]);
string stepString = boost::lexical_cast<string>(p_iStep) ;
*p_ar << gs::Record(bellVal, (p_name + "Values").c_str(), stepString.c_str()) ;
p_ar->flush() ; // necessary for python mapping
#ifdef USE_MPI
}
#endif
}
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