Merge pull request #164 from Argonne-National-Laboratory/dro

Parallelizing the dual decomposition of DRO

.github/workflows/build-test.yml

@@ -0,0 +1,75 @@
+name: Build test
+
+on: [push, pull_request]
+
+jobs:
+  test-github-cpuonly:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [macos-latest, ubuntu-18.04]
+        compiler: [gcc, clang] 
+      fail-fast: false
+
+    steps:
+      - name: Install extra libraries
+        run: |
+          if [ ${{ matrix.os }} == ubuntu-18.04 ] && [ ${{ matrix.compiler }} == gcc ]
+          then
+            sudo apt-get update -y
+            sudo apt-get install -y lcov
+          fi
+      - name: Set my secrets
+        uses: webfactory/[email protected]
+        with:
+          ssh-private-key: ${{ secrets.SSH_PRIVATE_KEY }}
+      - name: Checkout DSP
+        uses: actions/checkout@v2
+        with:
+          submodules: true
+      - name: Checkout DSPThirdPartyLibs
+        run: |
+          mkdir -p ~/.ssh
+          ssh-keyscan xgitlab.cels.anl.gov >> ~/.ssh/known_hosts
+          git clone [email protected]:kimk/DSPThirdPartyLibs.git
+      - name: Run cmake, build, and test
+        env:
+          MYOS: ${{ matrix.os }}
+          CC: ${{ matrix.compiler }}
+          FC: gfortran-9
+        run: |
+          cd DSPThirdPartyLibs
+          ./github.sh
+          if [ ${{ matrix.os }} == ubuntu-18.04 ]
+          then
+            export LD_LIBRARY_PATH=$PWD/lib:$(dirname `$FC --print-file-name libgfortran.so`):$LD_LIBRARY_PATH
+            echo "LD_LIBRARY_PATH=$LD_LIBRARY_PATH" >> $GITHUB_ENV
+          fi
+          if [ ${{ matrix.os }} == macos-latest ]
+          then
+            export DYLD_LIBRARY_PATH=$PWD/lib:$(dirname `$FC --print-file-name libgfortran.dylib`):$DYLD_LIBRARY_PATH
+            echo "DYLD_LIBRARY_PATH=$DYLD_LIBRARY_PATH" >> $GITHUB_ENV
+          fi
+          cd ..
+          mkdir build
+          cd build
+          if [ ${{ matrix.compiler }} == gcc ]; then export CXX=g++; fi
+          if [ ${{ matrix.compiler }} == clang ]; then export CXX=clang++; fi
+          cmake .. -DUNIT_TESTING=ON -DCODE_COVERAGE=ON -DCMAKE_BUILD_TYPE=DEBUG
+          make -j
+          make install
+      - name: Run test
+        run: |
+          if [ ${{ matrix.os }} == ubuntu-18.04 ]; then export LD_LIBRARY_PATH=${{ env.LD_LIBRARY_PATH }}; fi
+          if [ ${{ matrix.os }} == macos-latest ]; then export DYLD_LIBRARY_PATH=${{ env.DYLD_LIBRARY_PATH }}; fi
+          cd build
+          ./src/test/UnitTests
+          ctest
+          if [ ${{ matrix.os }} == ubuntu-18.04 ] && [ ${{ matrix.compiler }} == gcc ]
+          then
+            lcov --capture --directory . --output-file coverage.info
+            lcov --remove coverage.info '/usr/*' --output-file coverage.info
+          fi
+      - uses: codecov/codecov-action@v1
+        with:
+          file: ./build/coverage.info

README.md

@@ -5,7 +5,7 @@ Release: ![GitHub tag (latest SemVer)](https://img.shields.io/github/v/tag/Argon
 
 Documentation: [![Documentation Status](https://readthedocs.org/projects/dsp/badge/?version=master)](https://dsp.readthedocs.io/?badge=master)
 
-Status: [![Build Status](https://travis-ci.org/Argonne-National-Laboratory/DSP.svg?branch=master)](https://travis-ci.org/Argonne-National-Laboratory/DSP)
+Status: ![Build Status](https://github.com/Argonne-National-Laboratory/DSP/workflows/Build%20test/badge.svg)
 [![codecov](https://codecov.io/gh/Argonne-National-Laboratory/DSP/branch/master/graph/badge.svg)](https://codecov.io/gh/Argonne-National-Laboratory/DSP)
 
 --------

src/CMakeLists.txt

@@ -42,6 +42,7 @@ set(DSP_SRC
     Solver/DualDecomp/DdWorkerCG.cpp
     Solver/DualDecomp/DdWorkerLB.cpp
     Solver/DualDecomp/DdWorkerUB.cpp
+    Solver/DualDecomp/DdDroWorkerUB.cpp
     Solver/DantzigWolfe/DwBranchInt.cpp
     Solver/DantzigWolfe/DwBranchNonant.cpp
     Solver/DantzigWolfe/DwBranchNonant2.cpp
@@ -160,6 +161,7 @@ if (MPI_CXX_FOUND)
         Solver/DualDecomp/DdMWAsyncDyn.cpp
         Solver/DualDecomp/DdMWPara.cpp
         Solver/DualDecomp/DdMWSync.cpp
+        Solver/DualDecomp/DdDroWorkerUBMpi.cpp
         Utility/DspMpi.cpp
     )
     if(SCIPLIB)

src/DspConfig.h

@@ -5,21 +5,21 @@
  * So it is based on symantic versioning.
  */
 #define DSP_VERSION_MAJOR 1
-#define DSP_VERSION_MINOR 3
+#define DSP_VERSION_MINOR 4
 #define DSP_VERSION_PATCH 0
 
 #include <stdio.h>
 
 inline void show_copyright()
 {
     char msg[1024];
-    sprintf(msg, "\n=================================================================================\n\n"
+    sprintf(msg, "\n=================================================================================\n"
                  "  DSP: Parallel decomposition methods for structured programming\n"
                  "  - Version %d.%d.%d\n"
                  "  - See https://github.com/Argonne-National-Laboratory/DSP\n\n"
                  "  Under the terms of Contract No. DE-AC02-06CH11357 with UChicago Argonne, LLC,\n"
                  "  the U.S. Government retains certain rights in this software.\n\n"
-                 "=================================================================================\n\n",
+                 "=================================================================================\n",
             DSP_VERSION_MAJOR, DSP_VERSION_MINOR, DSP_VERSION_PATCH);
     printf("%s", msg);
 }

src/Model/StoModel.cpp

@@ -496,7 +496,6 @@ DSP_RTN_CODE StoModel::setWassersteinAmbiguitySet(double lp_norm, double eps)
 			 * TODO: Can we do in parallel?
 			 * The relevant issues need addressed first: 
 			 * - https://github.com/kibaekkim/DSPopt.jl/issues/14
-			 * - https://github.com/Argonne-National-Laboratory/DSP/issues/50
 			 */
 			for (int ss = 0; ss < nscen_; ++ss)
 			{
@@ -542,7 +541,7 @@ DSP_RTN_CODE StoModel::setWassersteinAmbiguitySet(double lp_norm, double eps)
 	 */
 
 	printf("[DRO] Set %d reference scenarios.\n", nrefs_);
-	printf("[DRO] Computed the Wasserstein distances with %f-norm.\n", lp_norm);
+	printf("[DRO] Computed the Wasserstein distances of order %f.\n", lp_norm);
 
 	return DSP_RTN_OK;
 }