def init(self, current_stage="online"):
assert current_stage in ("online", "offline")
# Init truth problem, to setup stability_factor_{left,right}_hand_matrix operators
self.truth_problem.init()
# Init exact stability factor computations
self.stability_factor_calculator.init()
# Read/Initialize reduced order data structures
if current_stage == "online":
self.bounding_box_min.load(self.folder["reduced_operators"],
"bounding_box_min")
self.bounding_box_max.load(self.folder["reduced_operators"],
"bounding_box_max")
self.training_set.load(self.folder["reduced_operators"],
"training_set")
self.greedy_selected_parameters.load(
self.folder["reduced_operators"], "greedy_selected_parameters")
self.upper_bound_vectors.load(self.folder["reduced_operators"],
"upper_bound_vectors")
# Set the value of N
self.N = len(self.greedy_selected_parameters)
elif current_stage == "offline":
# Properly resize structures related to operator
Q = self.truth_problem.Q["stability_factor_left_hand_matrix"]
self.bounding_box_min = BoundingBoxSideList(Q)
self.bounding_box_max = BoundingBoxSideList(Q)
# Save the training set, which was passed by the reduction method,
# in order to use it online
assert self.training_set is not None
self.training_set.save(self.folder["reduced_operators"],
"training_set")
# Properly initialize structures related to greedy selected parameters
assert len(self.greedy_selected_parameters) == 0
else:
raise ValueError("Invalid stage in init().")
def init(self, current_stage="online"):
assert current_stage in ("online", "offline")
# Read/Initialize reduced order data structures
if current_stage == "online":
self.B_min.load(self.folder["reduced_operators"], "B_min")
self.B_max.load(self.folder["reduced_operators"], "B_max")
self.training_set.load(self.folder["reduced_operators"],
"training_set")
self.greedy_selected_parameters.load(
self.folder["reduced_operators"], "greedy_selected_parameters")
self.UB_vectors.load(self.folder["reduced_operators"],
"UB_vectors")
# Set the value of N
self.N = len(self.greedy_selected_parameters)
elif current_stage == "offline":
self.truth_problem.init()
# Properly resize structures related to operator
Q = self.truth_problem.Q["a"]
self.B_min = BoundingBoxSideList(Q)
self.B_max = BoundingBoxSideList(Q)
# Save the training set, which was passed by the reduction method,
# in order to use it online
assert self.training_set is not None
self.training_set.save(self.folder["reduced_operators"],
"training_set")
# Properly initialize structures related to greedy selected parameters
assert len(self.greedy_selected_parameters) is 0
# Init exact coercivity constant computations
self.exact_coercivity_constant_calculator.init()
else:
raise ValueError("Invalid stage in init().")
def __init__(self, truth_problem, folder_prefix, **kwargs):
# Call the parent initialization
ParametrizedProblem.__init__(self, folder_prefix)
# Store the parametrized problem object and the bc list
self.truth_problem = truth_problem
# Define additional storage for SCM
self.B_min = BoundingBoxSideList(
) # minimum values of the bounding box mathcal{B}. Vector of size Q
self.B_max = BoundingBoxSideList(
) # maximum values of the bounding box mathcal{B}. Vector of size Q
self.training_set = None # SCM algorithm needs the training set also in the online stage
self.greedy_selected_parameters = GreedySelectedParametersList(
) # list storing the parameters selected during the training phase
self.greedy_selected_parameters_complement = dict(
) # dict, over N, of list storing the complement of parameters selected during the training phase
self.UB_vectors = UpperBoundsList(
) # list of Q-dimensional vectors storing the infimizing elements at the greedily selected parameters
self.N = 0
self.M_e = kwargs[
"M_e"] # integer denoting the number of constraints based on the exact eigenvalues, or None
self.M_p = kwargs[
"M_p"] # integer denoting the number of constraints based on the previous lower bounds, or None
# I/O
self.folder["cache"] = os.path.join(self.folder_prefix,
"reduced_cache")
self.cache_config = config.get("SCM", "cache")
self.folder["reduced_operators"] = os.path.join(
self.folder_prefix, "reduced_operators")
# Coercivity constant eigen problem
self.exact_coercivity_constant_calculator = ParametrizedCoercivityConstantEigenProblem(
truth_problem, "a", True, "smallest",
kwargs["coercivity_eigensolver_parameters"], self.folder_prefix)
# Store here input parameters provided by the user that are needed by the reduction method
self._input_storage_for_SCM_reduction = dict()
self._input_storage_for_SCM_reduction[
"bounding_box_minimum_eigensolver_parameters"] = kwargs[
"bounding_box_minimum_eigensolver_parameters"]
self._input_storage_for_SCM_reduction[
"bounding_box_maximum_eigensolver_parameters"] = kwargs[
"bounding_box_maximum_eigensolver_parameters"]
# Avoid useless linear programming solves
self._alpha_LB = 0.
self._alpha_LB_cache = dict()
self._alpha_UB = 0.
self._alpha_UB_cache = dict()
def __init__(self, truth_problem, folder_prefix):
# Call the parent initialization
ParametrizedProblem.__init__(self, folder_prefix)
# Store the parametrized problem object and the bc list
self.truth_problem = truth_problem
# Define additional storage for SCM
self.bounding_box_min = BoundingBoxSideList(
) # minimum values of the bounding box. Vector of size Q
self.bounding_box_max = BoundingBoxSideList(
) # maximum values of the bounding box. Vector of size Q
self.training_set = None # SCM algorithm needs the training set also in the online stage
# greedy_selected_parameters: list storing the parameters selected during the training phase
self.greedy_selected_parameters = GreedySelectedParametersList()
# greedy_selected_parameters_complement: dict, over N, of list storing the complement of parameters
# selected during the training phase
self.greedy_selected_parameters_complement = dict()
# upper_bound_vectors: list of Q-dimensional vectors storing the infimizing elements at the greedily
# selected parameters
self.upper_bound_vectors = UpperBoundsList()
self.N = 0
# Storage for online computations
self._stability_factor_lower_bound = 0.
self._stability_factor_upper_bound = 0.
# I/O
self.folder["cache"] = os.path.join(self.folder_prefix,
"reduced_cache")
self.folder["reduced_operators"] = os.path.join(
self.folder_prefix, "reduced_operators")
def _stability_factor_cache_key_generator(*args, **kwargs):
assert len(args) == 2
assert args[0] == self.mu
assert len(kwargs) == 0
return self._cache_key(args[1])
def _stability_factor_cache_filename_generator(*args, **kwargs):
assert len(args) == 2
assert args[0] == self.mu
assert len(kwargs) == 0
return self._cache_file(args[1])
def _stability_factor_lower_bound_cache_import(filename):
self.import_stability_factor_lower_bound(self.folder["cache"],
filename)
return self._stability_factor_lower_bound
def _stability_factor_lower_bound_cache_export(filename):
self.export_stability_factor_lower_bound(self.folder["cache"],
filename)
self._stability_factor_lower_bound_cache = Cache(
"SCM",
key_generator=_stability_factor_cache_key_generator,
import_=_stability_factor_lower_bound_cache_import,
export=_stability_factor_lower_bound_cache_export,
filename_generator=_stability_factor_cache_filename_generator)
def _stability_factor_upper_bound_cache_import(filename):
self.import_stability_factor_upper_bound(self.folder["cache"],
filename)
return self._stability_factor_upper_bound
def _stability_factor_upper_bound_cache_export(filename):
self.export_stability_factor_upper_bound(self.folder["cache"],
filename)
self._stability_factor_upper_bound_cache = Cache(
"SCM",
key_generator=_stability_factor_cache_key_generator,
import_=_stability_factor_upper_bound_cache_import,
export=_stability_factor_upper_bound_cache_export,
filename_generator=_stability_factor_cache_filename_generator)
# Stability factor eigen problem
self.stability_factor_calculator = ParametrizedStabilityFactorEigenProblem(
self.truth_problem, "smallest",
self.truth_problem._eigen_solver_parameters["stability_factor"],
self.folder_prefix)
class SCMApproximation(ParametrizedProblem):
# Default initialization of members
@sync_setters("truth_problem", "set_mu", "mu")
@sync_setters("truth_problem", "set_mu_range", "mu_range")
def __init__(self, truth_problem, folder_prefix):
# Call the parent initialization
ParametrizedProblem.__init__(self, folder_prefix)
# Store the parametrized problem object and the bc list
self.truth_problem = truth_problem
# Define additional storage for SCM
self.bounding_box_min = BoundingBoxSideList(
) # minimum values of the bounding box. Vector of size Q
self.bounding_box_max = BoundingBoxSideList(
) # maximum values of the bounding box. Vector of size Q
self.training_set = None # SCM algorithm needs the training set also in the online stage
# greedy_selected_parameters: list storing the parameters selected during the training phase
self.greedy_selected_parameters = GreedySelectedParametersList()
# greedy_selected_parameters_complement: dict, over N, of list storing the complement of parameters
# selected during the training phase
self.greedy_selected_parameters_complement = dict()
# upper_bound_vectors: list of Q-dimensional vectors storing the infimizing elements at the greedily
# selected parameters
self.upper_bound_vectors = UpperBoundsList()
self.N = 0
# Storage for online computations
self._stability_factor_lower_bound = 0.
self._stability_factor_upper_bound = 0.
# I/O
self.folder["cache"] = os.path.join(self.folder_prefix,
"reduced_cache")
self.folder["reduced_operators"] = os.path.join(
self.folder_prefix, "reduced_operators")
def _stability_factor_cache_key_generator(*args, **kwargs):
assert len(args) == 2
assert args[0] == self.mu
assert len(kwargs) == 0
return self._cache_key(args[1])
def _stability_factor_cache_filename_generator(*args, **kwargs):
assert len(args) == 2
assert args[0] == self.mu
assert len(kwargs) == 0
return self._cache_file(args[1])
def _stability_factor_lower_bound_cache_import(filename):
self.import_stability_factor_lower_bound(self.folder["cache"],
filename)
return self._stability_factor_lower_bound
def _stability_factor_lower_bound_cache_export(filename):
self.export_stability_factor_lower_bound(self.folder["cache"],
filename)
self._stability_factor_lower_bound_cache = Cache(
"SCM",
key_generator=_stability_factor_cache_key_generator,
import_=_stability_factor_lower_bound_cache_import,
export=_stability_factor_lower_bound_cache_export,
filename_generator=_stability_factor_cache_filename_generator)
def _stability_factor_upper_bound_cache_import(filename):
self.import_stability_factor_upper_bound(self.folder["cache"],
filename)
return self._stability_factor_upper_bound
def _stability_factor_upper_bound_cache_export(filename):
self.export_stability_factor_upper_bound(self.folder["cache"],
filename)
self._stability_factor_upper_bound_cache = Cache(
"SCM",
key_generator=_stability_factor_cache_key_generator,
import_=_stability_factor_upper_bound_cache_import,
export=_stability_factor_upper_bound_cache_export,
filename_generator=_stability_factor_cache_filename_generator)
# Stability factor eigen problem
self.stability_factor_calculator = ParametrizedStabilityFactorEigenProblem(
self.truth_problem, "smallest",
self.truth_problem._eigen_solver_parameters["stability_factor"],
self.folder_prefix)
# Initialize data structures required for the online phase
def init(self, current_stage="online"):
assert current_stage in ("online", "offline")
# Init truth problem, to setup stability_factor_{left,right}_hand_matrix operators
self.truth_problem.init()
# Init exact stability factor computations
self.stability_factor_calculator.init()
# Read/Initialize reduced order data structures
if current_stage == "online":
self.bounding_box_min.load(self.folder["reduced_operators"],
"bounding_box_min")
self.bounding_box_max.load(self.folder["reduced_operators"],
"bounding_box_max")
self.training_set.load(self.folder["reduced_operators"],
"training_set")
self.greedy_selected_parameters.load(
self.folder["reduced_operators"], "greedy_selected_parameters")
self.upper_bound_vectors.load(self.folder["reduced_operators"],
"upper_bound_vectors")
# Set the value of N
self.N = len(self.greedy_selected_parameters)
elif current_stage == "offline":
# Properly resize structures related to operator
Q = self.truth_problem.Q["stability_factor_left_hand_matrix"]
self.bounding_box_min = BoundingBoxSideList(Q)
self.bounding_box_max = BoundingBoxSideList(Q)
# Save the training set, which was passed by the reduction method,
# in order to use it online
assert self.training_set is not None
self.training_set.save(self.folder["reduced_operators"],
"training_set")
# Properly initialize structures related to greedy selected parameters
assert len(self.greedy_selected_parameters) == 0
else:
raise ValueError("Invalid stage in init().")
def evaluate_stability_factor(self):
return self.stability_factor_calculator.solve()
# Get a lower bound for the stability factor
def get_stability_factor_lower_bound(self, N=None):
if N is None:
N = self.N
try:
self._stability_factor_lower_bound = self._stability_factor_lower_bound_cache[
self.mu, N]
except KeyError:
self._get_stability_factor_lower_bound(N)
self._stability_factor_lower_bound_cache[
self.mu, N] = self._stability_factor_lower_bound
return self._stability_factor_lower_bound
def _get_stability_factor_lower_bound(self, N):
assert N <= len(self.greedy_selected_parameters)
Q = self.truth_problem.Q["stability_factor_left_hand_matrix"]
M_e = N
M_p = min(
N,
len(self.training_set) - len(self.greedy_selected_parameters))
# 1. Constrain the Q variables to be in the bounding box
bounds = list() # of Q pairs
for q in range(Q):
assert self.bounding_box_min[q] <= self.bounding_box_max[q]
bounds.append((self.bounding_box_min[q], self.bounding_box_max[q]))
# 2. Add three different sets of constraints.
# Our constrains are of the form
# a^T * x >= b
constraints_matrix = Matrix(M_e + M_p + 1, Q)
constraints_vector = Vector(M_e + M_p + 1)
# 2a. Add constraints: a constraint is added for the closest samples to mu among the selected parameters
mu_bak = self.mu
closest_selected_parameters = self._closest_selected_parameters(
M_e, N, self.mu)
for (j, omega) in enumerate(closest_selected_parameters):
# Overwrite parameter values
self.set_mu(omega)
# Compute theta
current_theta = self.truth_problem.compute_theta(
"stability_factor_left_hand_matrix")
# Assemble the LHS of the constraint
for q in range(Q):
constraints_matrix[j, q] = current_theta[q]
# Assemble the RHS of the constraint: note that computations for this call may be already cached
(constraints_vector[j], _) = self.evaluate_stability_factor()
self.set_mu(mu_bak)
# 2b. Add constraints: also constrain the closest point in the complement of selected parameters,
# with RHS depending on previously computed lower bounds
mu_bak = self.mu
closest_selected_parameters_complement = self._closest_unselected_parameters(
M_p, N, self.mu)
for (j, nu) in enumerate(closest_selected_parameters_complement):
# Overwrite parameter values
self.set_mu(nu)
# Compute theta
current_theta = self.truth_problem.compute_theta(
"stability_factor_left_hand_matrix")
# Assemble the LHS of the constraint
for q in range(Q):
constraints_matrix[M_e + j, q] = current_theta[q]
# Assemble the RHS of the constraint: note that computations for this call may be already cached
if N > 1:
constraints_vector[
M_e + j] = self.get_stability_factor_lower_bound(N - 1)
else:
constraints_vector[M_e + j] = 0.
self.set_mu(mu_bak)
# 2c. Add constraints: also constrain the stability factor for mu to be positive
# Compute theta
current_theta = self.truth_problem.compute_theta(
"stability_factor_left_hand_matrix")
# Assemble the LHS of the constraint
for q in range(Q):
constraints_matrix[M_e + M_p, q] = current_theta[q]
# Assemble the RHS of the constraint
constraints_vector[M_e + M_p] = 0.
# 3. Add cost function coefficients
cost = Vector(Q)
for q in range(Q):
cost[q] = current_theta[q]
# 4. Solve the linear programming problem
linear_program = LinearProgramSolver(cost, constraints_matrix,
constraints_vector, bounds)
try:
stability_factor_lower_bound = linear_program.solve()
except LinearProgramSolverError:
print("SCM warning at mu = " + str(self.mu) +
": error occured while solving linear program.")
print(
"Please consider switching to a different solver. A truth eigensolve will be performed."
)
(stability_factor_lower_bound,
_) = self.evaluate_stability_factor()
self._stability_factor_lower_bound = stability_factor_lower_bound
# Get an upper bound for the stability factor
def get_stability_factor_upper_bound(self, N=None):
if N is None:
N = self.N
try:
self._stability_factor_upper_bound = self._stability_factor_upper_bound_cache[
self.mu, N]
except KeyError:
self._get_stability_factor_upper_bound(N)
self._stability_factor_upper_bound_cache[
self.mu, N] = self._stability_factor_upper_bound
return self._stability_factor_upper_bound
def _get_stability_factor_upper_bound(self, N):
Q = self.truth_problem.Q["stability_factor_left_hand_matrix"]
upper_bound_vectors = self.upper_bound_vectors
stability_factor_upper_bound = None
current_theta = self.truth_problem.compute_theta(
"stability_factor_left_hand_matrix")
for j in range(N):
upper_bound_vector = upper_bound_vectors[j]
# Compute the cost function for fixed omega
obj = 0.
for q in range(Q):
obj += upper_bound_vector[q] * current_theta[q]
if stability_factor_upper_bound is None or obj < stability_factor_upper_bound:
stability_factor_upper_bound = obj
assert stability_factor_upper_bound is not None
self._stability_factor_upper_bound = stability_factor_upper_bound
def _cache_key(self, N):
return (self.mu, N)
def _cache_file(self, N):
return hashlib.sha1(str(
self._cache_key(N)).encode("utf-8")).hexdigest()
def _closest_selected_parameters(self, M, N, mu):
return self.greedy_selected_parameters[:N].closest(M, mu)
def _closest_unselected_parameters(self, M, N, mu):
if N not in self.greedy_selected_parameters_complement:
self.greedy_selected_parameters_complement[
N] = self.training_set.diff(
self.greedy_selected_parameters[:N])
return self.greedy_selected_parameters_complement[N].closest(M, mu)
def export_stability_factor_lower_bound(self, folder=None, filename=None):
if folder is None:
folder = self.folder_prefix
if filename is None:
filename = "stability_factor"
export([self._stability_factor_lower_bound], folder,
filename + "_lower_bound")
def export_stability_factor_upper_bound(self, folder=None, filename=None):
if folder is None:
folder = self.folder_prefix
if filename is None:
filename = "stability_factor"
export([self._stability_factor_upper_bound], folder,
filename + "_upper_bound")
def import_stability_factor_lower_bound(self, folder=None, filename=None):
if folder is None:
folder = self.folder_prefix
if filename is None:
filename = "stability_factor"
stability_factor_lower_bound_storage = [0.]
import_(stability_factor_lower_bound_storage, folder,
filename + "_lower_bound")
assert len(stability_factor_lower_bound_storage) == 1
self._stability_factor_lower_bound = stability_factor_lower_bound_storage[
0]
def import_stability_factor_upper_bound(self, folder=None, filename=None):
if folder is None:
folder = self.folder_prefix
if filename is None:
filename = "stability_factor"
stability_factor_upper_bound_storage = [0.]
import_(stability_factor_upper_bound_storage, folder,
filename + "_upper_bound")
assert len(stability_factor_upper_bound_storage) == 1
self._stability_factor_upper_bound = stability_factor_upper_bound_storage[
0]
class SCMApproximation(ParametrizedProblem):
# Default initialization of members
@sync_setters("truth_problem", "set_mu", "mu")
@sync_setters("truth_problem", "set_mu_range", "mu_range")
def __init__(self, truth_problem, folder_prefix, **kwargs):
# Call the parent initialization
ParametrizedProblem.__init__(self, folder_prefix)
# Store the parametrized problem object and the bc list
self.truth_problem = truth_problem
# Define additional storage for SCM
self.B_min = BoundingBoxSideList(
) # minimum values of the bounding box mathcal{B}. Vector of size Q
self.B_max = BoundingBoxSideList(
) # maximum values of the bounding box mathcal{B}. Vector of size Q
self.training_set = None # SCM algorithm needs the training set also in the online stage
self.greedy_selected_parameters = GreedySelectedParametersList(
) # list storing the parameters selected during the training phase
self.greedy_selected_parameters_complement = dict(
) # dict, over N, of list storing the complement of parameters selected during the training phase
self.UB_vectors = UpperBoundsList(
) # list of Q-dimensional vectors storing the infimizing elements at the greedily selected parameters
self.N = 0
self.M_e = kwargs[
"M_e"] # integer denoting the number of constraints based on the exact eigenvalues, or None
self.M_p = kwargs[
"M_p"] # integer denoting the number of constraints based on the previous lower bounds, or None
# I/O
self.folder["cache"] = os.path.join(self.folder_prefix,
"reduced_cache")
self.cache_config = config.get("SCM", "cache")
self.folder["reduced_operators"] = os.path.join(
self.folder_prefix, "reduced_operators")
# Coercivity constant eigen problem
self.exact_coercivity_constant_calculator = ParametrizedCoercivityConstantEigenProblem(
truth_problem, "a", True, "smallest",
kwargs["coercivity_eigensolver_parameters"], self.folder_prefix)
# Store here input parameters provided by the user that are needed by the reduction method
self._input_storage_for_SCM_reduction = dict()
self._input_storage_for_SCM_reduction[
"bounding_box_minimum_eigensolver_parameters"] = kwargs[
"bounding_box_minimum_eigensolver_parameters"]
self._input_storage_for_SCM_reduction[
"bounding_box_maximum_eigensolver_parameters"] = kwargs[
"bounding_box_maximum_eigensolver_parameters"]
# Avoid useless linear programming solves
self._alpha_LB = 0.
self._alpha_LB_cache = dict()
self._alpha_UB = 0.
self._alpha_UB_cache = dict()
# Initialize data structures required for the online phase
def init(self, current_stage="online"):
assert current_stage in ("online", "offline")
# Read/Initialize reduced order data structures
if current_stage == "online":
self.B_min.load(self.folder["reduced_operators"], "B_min")
self.B_max.load(self.folder["reduced_operators"], "B_max")
self.training_set.load(self.folder["reduced_operators"],
"training_set")
self.greedy_selected_parameters.load(
self.folder["reduced_operators"], "greedy_selected_parameters")
self.UB_vectors.load(self.folder["reduced_operators"],
"UB_vectors")
# Set the value of N
self.N = len(self.greedy_selected_parameters)
elif current_stage == "offline":
self.truth_problem.init()
# Properly resize structures related to operator
Q = self.truth_problem.Q["a"]
self.B_min = BoundingBoxSideList(Q)
self.B_max = BoundingBoxSideList(Q)
# Save the training set, which was passed by the reduction method,
# in order to use it online
assert self.training_set is not None
self.training_set.save(self.folder["reduced_operators"],
"training_set")
# Properly initialize structures related to greedy selected parameters
assert len(self.greedy_selected_parameters) is 0
# Init exact coercivity constant computations
self.exact_coercivity_constant_calculator.init()
else:
raise ValueError("Invalid stage in init().")
def evaluate_stability_factor(self):
return self.exact_coercivity_constant_calculator.solve()
# Get a lower bound for alpha
def get_stability_factor_lower_bound(self, N=None):
if N is None:
N = self.N
assert N <= len(self.greedy_selected_parameters)
(cache_key, cache_file) = self._cache_key_and_file(N)
if "RAM" in self.cache_config and cache_key in self._alpha_LB_cache:
log(PROGRESS, "Loading stability factor lower bound from cache")
self._alpha_LB = self._alpha_LB_cache[cache_key]
elif "Disk" in self.cache_config and self.import_stability_factor_lower_bound(
self.folder["cache"], cache_file):
log(PROGRESS, "Loading stability factor lower bound from file")
if "RAM" in self.cache_config:
self._alpha_LB_cache[cache_key] = self._alpha_LB
else:
log(PROGRESS,
"Solving stability factor lower bound reduced problem")
Q = self.truth_problem.Q["a"]
M_e = min(self.M_e if self.M_e is not None else N, N,
len(self.greedy_selected_parameters))
M_p = min(
self.M_p if self.M_p is not None else N, N,
len(self.training_set) - len(self.greedy_selected_parameters))
# 1. Constrain the Q variables to be in the bounding box
bounds = list() # of Q pairs
for q in range(Q):
assert self.B_min[q] <= self.B_max[q]
bounds.append((self.B_min[q], self.B_max[q]))
# 2. Add three different sets of constraints.
# Our constrains are of the form
# a^T * x >= b
constraints_matrix = Matrix(M_e + M_p + 1, Q)
constraints_vector = Vector(M_e + M_p + 1)
# 2a. Add constraints: a constraint is added for the closest samples to mu among the selected parameters
mu_bak = self.mu
closest_selected_parameters = self._closest_selected_parameters(
M_e, N, self.mu)
for (j, omega) in enumerate(closest_selected_parameters):
# Overwrite parameter values
self.set_mu(omega)
# Compute theta
current_theta_a = self.truth_problem.compute_theta("a")
# Assemble the LHS of the constraint
for q in range(Q):
constraints_matrix[j, q] = current_theta_a[q]
# Assemble the RHS of the constraint
(constraints_vector[j], _) = self.evaluate_stability_factor(
) # note that computations for this call may be already cached
self.set_mu(mu_bak)
# 2b. Add constraints: also constrain the closest point in the complement of selected parameters,
# with RHS depending on previously computed lower bounds
mu_bak = self.mu
closest_selected_parameters_complement = self._closest_unselected_parameters(
M_p, N, self.mu)
for (j, nu) in enumerate(closest_selected_parameters_complement):
# Overwrite parameter values
self.set_mu(nu)
# Compute theta
current_theta_a = self.truth_problem.compute_theta("a")
# Assemble the LHS of the constraint
for q in range(Q):
constraints_matrix[M_e + j, q] = current_theta_a[q]
# Assemble the RHS of the constraint
if N > 1:
constraints_vector[
M_e + j] = self.get_stability_factor_lower_bound(
N - 1
) # note that computations for this call may be already cached
else:
constraints_vector[M_e + j] = 0.
self.set_mu(mu_bak)
# 2c. Add constraints: also constrain the coercivity constant for mu to be positive
# Compute theta
current_theta_a = self.truth_problem.compute_theta("a")
# Assemble the LHS of the constraint
for q in range(Q):
constraints_matrix[M_e + M_p, q] = current_theta_a[q]
# Assemble the RHS of the constraint
constraints_vector[M_e + M_p] = 0.
# 3. Add cost function coefficients
cost = Vector(Q)
for q in range(Q):
cost[q] = current_theta_a[q]
# 4. Solve the linear programming problem
linear_program = LinearProgramSolver(cost, constraints_matrix,
constraints_vector, bounds)
try:
alpha_LB = linear_program.solve()
except LinearProgramSolverError:
print("SCM warning at mu = " + str(self.mu) +
": error occured while solving linear program.")
print(
"Please consider switching to a different solver. A truth eigensolve will be performed."
)
(alpha_LB, _) = self.evaluate_stability_factor()
self._alpha_LB = alpha_LB
if "RAM" in self.cache_config:
self._alpha_LB_cache[cache_key] = alpha_LB
self.export_stability_factor_lower_bound(
self.folder["cache"], cache_file
) # Note that we export to file regardless of config options, because they may change across different runs
return self._alpha_LB
# Get an upper bound for alpha
def get_stability_factor_upper_bound(self, N=None):
if N is None:
N = self.N
(cache_key, cache_file) = self._cache_key_and_file(N)
if "RAM" in self.cache_config and cache_key in self._alpha_UB_cache:
log(PROGRESS, "Loading stability factor upper bound from cache")
self._alpha_UB = self._alpha_UB_cache[cache_key]
elif "Disk" in self.cache_config and self.import_stability_factor_upper_bound(
self.folder["cache"], cache_file):
log(PROGRESS, "Loading stability factor upper bound from file")
if "RAM" in self.cache_config:
self._alpha_UB_cache[cache_key] = self._alpha_UB
else:
log(PROGRESS,
"Solving stability factor upper bound reduced problem")
Q = self.truth_problem.Q["a"]
UB_vectors = self.UB_vectors
alpha_UB = None
current_theta_a = self.truth_problem.compute_theta("a")
for j in range(N):
UB_vector = UB_vectors[j]
# Compute the cost function for fixed omega
obj = 0.
for q in range(Q):
obj += UB_vector[q] * current_theta_a[q]
if alpha_UB is None or obj < alpha_UB:
alpha_UB = obj
assert alpha_UB is not None
self._alpha_UB = alpha_UB
if "RAM" in self.cache_config:
self._alpha_UB_cache[cache_key] = alpha_UB
self.export_stability_factor_upper_bound(
self.folder["cache"], cache_file
) # Note that we export to file regardless of config options, because they may change across different runs
return self._alpha_UB
def _cache_key_and_file(self, N):
cache_key = (self.mu, N)
cache_file = hashlib.sha1(str(cache_key).encode("utf-8")).hexdigest()
return (cache_key, cache_file)
def _closest_selected_parameters(self, M, N, mu):
return self.greedy_selected_parameters[:N].closest(M, mu)
def _closest_unselected_parameters(self, M, N, mu):
if N not in self.greedy_selected_parameters_complement:
self.greedy_selected_parameters_complement[
N] = self.training_set.diff(
self.greedy_selected_parameters[:N])
return self.greedy_selected_parameters_complement[N].closest(M, mu)
def export_stability_factor_lower_bound(self, folder, filename):
export([self._alpha_LB], folder, filename + "_LB")
def export_stability_factor_upper_bound(self, folder, filename):
export([self._alpha_UB], folder, filename + "_UB")
def import_stability_factor_lower_bound(self, folder, filename):
eigenvalue_storage = [0.]
import_successful = import_(eigenvalue_storage, folder,
filename + "_LB")
if import_successful:
assert len(eigenvalue_storage) == 1
self._alpha_LB = eigenvalue_storage[0]
return import_successful
def import_stability_factor_upper_bound(self, folder, filename):
eigenvalue_storage = [0.]
import_successful = import_(eigenvalue_storage, folder,
filename + "_UB")
if import_successful:
assert len(eigenvalue_storage) == 1
self._alpha_UB = eigenvalue_storage[0]
return import_successful