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Remove volesti4dingo branch #289

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Feb 14, 2024
Merged

Remove volesti4dingo branch #289

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b15c9d8
Rename LinearProgramFunctor to ExponentialFunctor, add inverse varian…
vfisikop Feb 14, 2024
1ae6a45
Remove C11 flags from cran
vfisikop Feb 14, 2024
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2 changes: 0 additions & 2 deletions R-proj/src/Makevars
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Expand Up @@ -2,8 +2,6 @@ PKG_CPPFLAGS= -I../../external/boost -I../../external/LPsolve_src/run_headers -I

PKG_CXXFLAGS= -Wno-deprecated-declarations -lm -ldl -Wno-ignored-attributes -DBOOST_NO_AUTO_PTR -DDISABLE_NLP_ORACLES

CXX_STD = CXX11

PKG_LIBS=-LRproj_externals/lp_solve -llp_solve -L../../external/PackedCSparse/qd -lqd $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)

$(SHLIB): Rproj_externals/lp_solve/liblp_solve.a ../../external/PackedCSparse/qd/libqd.a
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1 change: 0 additions & 1 deletion R-proj/src/Makevars.win
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@@ -1,6 +1,5 @@
PKG_CPPFLAGS=-I../../external/boost -I../../external/LPsolve_src/run_headers -I../../external/minimum_ellipsoid -I../../include -I../../include/convex_bodies/spectrahedra
PKG_CXXFLAGS= -Wno-deprecated-declarations -lm -ldl -Wno-ignored-attributes -DBOOST_NO_AUTO_PTR -DDISABLE_NLP_ORACLES
CXX_STD = CXX11

PKG_LIBS=-LRproj_externals/lp_solve -llp_solve -L../../external/PackedCSparse/qd -lqd $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)

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1 change: 0 additions & 1 deletion cran_gen/Makevars
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@@ -1,6 +1,5 @@
PKG_CPPFLAGS=-Iexternal -Iexternal/lpsolve/headers/run_headers -Iexternal/minimum_ellipsoid -Iinclude -Iinclude/convex_bodies/spectrahedra
PKG_CXXFLAGS= -DBOOST_NO_AUTO_PTR -DDISABLE_NLP_ORACLES
CXX_STD = CXX11

PKG_LIBS=-Lexternal/lpsolve/build/lp_solve -llp_solve -Lexternal/PackedCSparse/qd -lqd $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)

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1 change: 0 additions & 1 deletion cran_gen/Makevars.win
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@@ -1,6 +1,5 @@
PKG_CPPFLAGS=-Iexternal -Iexternal/lpsolve/headers/run_headers -Iexternal/minimum_ellipsoid -Iinclude -Iinclude/convex_bodies/spectrahedra
PKG_CXXFLAGS= -lm -ldl -DBOOST_NO_AUTO_PTR -DDISABLE_NLP_ORACLES
CXX_STD = CXX11

PKG_LIBS=-Lexternal/lpsolve/build/lp_solve -llp_solve -Lexternal/PackedCSparse/qd -lqd $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)

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27 changes: 26 additions & 1 deletion include/convex_bodies/orderpolytope.h
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Expand Up @@ -208,7 +208,32 @@ class OrderPolytope {
std::pair<Point, NT> ComputeInnerBall()
{
normalize();
return ComputeChebychevBall<NT, Point>(_A, b);
std::pair<Point, NT> inner_ball;
#ifndef DISABLE_LPSOLVE
inner_ball = ComputeChebychevBall<NT, Point>(_A, b); // use lpsolve library
#else

if (inner_ball.second <= NT(0)) {

NT const tol = 0.00000001;
std::tuple<VT, NT, bool> inner_ball = max_inscribed_ball(_A, b, 150, tol);

// check if the solution is feasible
if (is_in(Point(std::get<0>(inner_ball))) == 0 || std::get<1>(inner_ball) < NT(0) ||
std::isnan(std::get<1>(inner_ball)) || std::isinf(std::get<1>(inner_ball)) ||
!std::get<2>(inner_ball) || is_inner_point_nan_inf(std::get<0>(inner_ball)))
{
inner_ball.second = -1.0;
} else
{
inner_ball.first = Point(std::get<0>(inner_ball));
inner_ball.second = std::get<1>(inner_ball);
}
}
#endif

return inner_ball;

}


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10 changes: 6 additions & 4 deletions include/ode_solvers/oracle_functors.hpp
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Expand Up @@ -243,7 +243,7 @@ struct IsotropicLinearFunctor {
};


struct LinearProgramFunctor {
struct ExponentialFunctor {

// Sample from linear program c^T x (exponential density)
template <
Expand All @@ -256,8 +256,10 @@ struct LinearProgramFunctor {
NT m; // Strong convexity constant
NT kappa; // Condition number
Point c; // Coefficients of LP objective
NT a; // Inverse variance

parameters(Point c_) : order(2), L(1), m(1), kappa(1), c(c_) {};
parameters(Point c_) : order(2), L(1), m(1), kappa(1), c(c_), a(1.0) {};
parameters(Point c_, NT a_) : order(2), L(1), m(1), kappa(1), c(c_), a(a_) {};

};

Expand All @@ -277,7 +279,7 @@ struct LinearProgramFunctor {
Point operator() (unsigned int const& i, pts const& xs, NT const& t) const {
if (i == params.order - 1) {
Point y(params.c);
return (-1.0) * y;
return (-params.a) * y;
} else {
return xs[i + 1]; // returns derivative
}
Expand All @@ -298,7 +300,7 @@ struct LinearProgramFunctor {

// The index i represents the state vector index
NT operator() (Point const& x) const {
return x.dot(params.c);
return params.a * x.dot(params.c);
}

};
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14 changes: 7 additions & 7 deletions test/logconcave_sampling_test.cpp
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Expand Up @@ -334,12 +334,12 @@ void benchmark_nuts_hmc(bool truncated) {
bool automatic_burnin = false;
std::chrono::time_point<std::chrono::high_resolution_clock> start, stop;

for (unsigned int dim = dim_min; dim <= dim_max; dim+=10)
for (unsigned int dim = dim_min; dim <= dim_max; dim+=10)
{
MT samples(dim, n_samples);
Point x0(dim);
NutsHamiltonianMonteCarloWalk::parameters<NT, NegativeGradientFunctor> hmc_params(F, dim);
if (truncated)
if (truncated)
{
Hpolytope P = generate_cube<Hpolytope>(dim, false);

Expand Down Expand Up @@ -784,8 +784,8 @@ void benchmark_polytope_linear_program_optimization(
typedef std::vector<Point> pts;
typedef boost::mt19937 RNGType;
typedef BoostRandomNumberGenerator<RNGType, NT> RandomNumberGenerator;
typedef LinearProgramFunctor::GradientFunctor<Point> NegativeGradientFunctor;
typedef LinearProgramFunctor::FunctionFunctor<Point> NegativeLogprobFunctor;
typedef ExponentialFunctor::GradientFunctor<Point> NegativeGradientFunctor;
typedef ExponentialFunctor::FunctionFunctor<Point> NegativeLogprobFunctor;
typedef OptimizationFunctor::GradientFunctor<Point, NegativeLogprobFunctor,
NegativeGradientFunctor> NegativeGradientOptimizationFunctor;
typedef OptimizationFunctor::FunctionFunctor<Point, NegativeLogprobFunctor,
Expand Down Expand Up @@ -816,7 +816,7 @@ void benchmark_polytope_linear_program_optimization(
}

// Declare oracles for LP
LinearProgramFunctor::parameters<NT, Point> lp_params(coeffs);
ExponentialFunctor::parameters<NT, Point> lp_params(coeffs);

NegativeGradientFunctor F_lp(lp_params);
NegativeLogprobFunctor f_lp(lp_params);
Expand Down Expand Up @@ -1116,8 +1116,8 @@ void call_test_exp_sampling() {
typedef HPolytope<Point> Hpolytope;
std::string name;
std::vector<std::tuple<Hpolytope, Point, std::string, bool>> polytopes;


if (exists_check("metabolic_full_dim/e_coli_biomass_function.txt") && exists_check("metabolic_full_dim/polytope_e_coli.ine")){
Point biomass_function_e_coli = load_biomass_function<Point, NT>("metabolic_full_dim/e_coli_biomass_function.txt");
polytopes.push_back(std::make_tuple(read_polytope<Hpolytope, NT>("metabolic_full_dim/polytope_e_coli.ine"), biomass_function_e_coli, "e_coli", true));
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