1 /* Copyright (c) 2007-2018. The SimGrid Team. All rights reserved. */
3 /* This program is free software; you can redistribute it and/or modify it
4 * under the terms of the license (GNU LGPL) which comes with this package. */
7 * Modeling the proportional fairness using the Lagrangian Optimization Approach. For a detailed description see:
8 * "ssh://username@scm.gforge.inria.fr/svn/memo/people/pvelho/lagrange/ppf.ps".
10 #include "src/kernel/lmm/maxmin.hpp"
12 #include "xbt/sysdep.h"
20 XBT_LOG_NEW_DEFAULT_SUBCATEGORY(surf_lagrange, surf, "Logging specific to SURF (lagrange)");
21 XBT_LOG_NEW_SUBCATEGORY(surf_lagrange_dichotomy, surf_lagrange, "Logging specific to SURF (lagrange dichotomy)");
23 #define SHOW_EXPR(expr) XBT_CDEBUG(surf_lagrange, #expr " = %g", expr);
24 #define VEGAS_SCALING 1000.0
25 #define RENO_SCALING 1.0
26 #define RENO2_SCALING 1.0
32 double (*func_f_def)(const Variable&, double);
33 double (*func_fp_def)(const Variable&, double);
34 double (*func_fpi_def)(const Variable&, double);
36 System* make_new_lagrange_system(bool selective_update)
38 return new Lagrange(selective_update);
42 * Local prototypes to implement the Lagrangian optimization with optimal step, also called dichotomy.
44 // computes the value of the dichotomy using a initial values, init, with a specific variable or constraint
45 static double dichotomy(double init, double diff(double, const Constraint&), const Constraint& cnst, double min_error);
46 // computes the value of the differential of constraint cnst applied to lambda
47 static double partial_diff_lambda(double lambda, const Constraint& cnst);
49 template <class CnstList, class VarList>
50 static int __check_feasible(const CnstList& cnst_list, const VarList& var_list, int warn)
52 for (Constraint const& cnst : cnst_list) {
54 for (Element const& elem : cnst.enabled_element_set) {
55 Variable* var = elem.variable;
56 xbt_assert(var->sharing_weight > 0);
60 if (double_positive(tmp - cnst.bound, sg_maxmin_precision)) {
62 XBT_WARN("The link (%p) is over-used. Expected less than %f and got %f", &cnst, cnst.bound, tmp);
65 XBT_DEBUG("Checking feasability for constraint (%p): sat = %f, lambda = %f ", &cnst, tmp - cnst.bound, cnst.lambda);
68 for (Variable const& var : var_list) {
69 if (not var.sharing_weight)
73 XBT_DEBUG("Checking feasability for variable (%p): sat = %f mu = %f", &var, var.value - var.bound, var.mu);
75 if (double_positive(var.value - var.bound, sg_maxmin_precision)) {
77 XBT_WARN("The variable (%p) is too large. Expected less than %f and got %f", &var, var.bound, var.value);
84 static double new_value(const Variable& var)
88 for (Element const& elem : var.cnsts) {
89 tmp += elem.constraint->lambda;
93 XBT_DEBUG("\t Working on var (%p). cost = %e; Weight = %e", &var, tmp, var.sharing_weight);
94 // uses the partial differential inverse function
95 return var.func_fpi(var, tmp);
98 static double new_mu(const Variable& var)
101 double sigma_i = 0.0;
103 for (Element const& elem : var.cnsts) {
104 sigma_i += elem.constraint->lambda;
106 mu_i = var.func_fp(var, var.bound) - sigma_i;
112 template <class VarList, class CnstList>
113 static double dual_objective(const VarList& var_list, const CnstList& cnst_list)
117 for (Variable const& var : var_list) {
118 double sigma_i = 0.0;
120 if (not var.sharing_weight)
123 for (Element const& elem : var.cnsts)
124 sigma_i += elem.constraint->lambda;
129 XBT_DEBUG("var %p : sigma_i = %1.20f", &var, sigma_i);
131 obj += var.func_f(var, var.func_fpi(var, sigma_i)) - sigma_i * var.func_fpi(var, sigma_i);
134 obj += var.mu * var.bound;
137 for (Constraint const& cnst : cnst_list)
138 obj += cnst.lambda * cnst.bound;
143 // solves the proportional fairness using a Lagrangian optimization with dichotomy step
144 void Lagrange::lagrange_solve()
146 /* Lagrange Variables. */
147 int max_iterations = 100;
148 double epsilon_min_error = 0.00001; /* this is the precision on the objective function so it's none of the
149 configurable values and this value is the legacy one */
150 double dichotomy_min_error = 1e-14;
151 double overall_modification = 1;
153 XBT_DEBUG("Iterative method configuration snapshot =====>");
154 XBT_DEBUG("#### Maximum number of iterations : %d", max_iterations);
155 XBT_DEBUG("#### Minimum error tolerated : %e", epsilon_min_error);
156 XBT_DEBUG("#### Minimum error tolerated (dichotomy) : %e", dichotomy_min_error);
158 if (XBT_LOG_ISENABLED(surf_lagrange, xbt_log_priority_debug)) {
165 /* Initialize lambda. */
166 auto& cnst_list = active_constraint_set;
167 for (Constraint& cnst : cnst_list) {
169 cnst.new_lambda = 2.0;
170 XBT_DEBUG("#### cnst(%p)->lambda : %e", &cnst, cnst.lambda);
174 * Initialize the var_list variable with only the active variables. Initialize mu.
176 auto& var_list = variable_set;
177 for (Variable& var : var_list) {
178 if (not var.sharing_weight)
181 if (var.bound < 0.0) {
182 XBT_DEBUG("#### NOTE var(%p) is a boundless variable", &var);
188 var.value = new_value(var);
189 XBT_DEBUG("#### var(%p) ->weight : %e", &var, var.sharing_weight);
190 XBT_DEBUG("#### var(%p) ->mu : %e", &var, var.mu);
191 XBT_DEBUG("#### var(%p) ->weight: %e", &var, var.sharing_weight);
192 XBT_DEBUG("#### var(%p) ->bound: %e", &var, var.bound);
194 std::find_if(begin(var.cnsts), end(var.cnsts), [](Element const& x) { return x.consumption_weight != 0.0; });
195 if (weighted == end(var.cnsts))
200 /* Compute dual objective. */
201 double obj = dual_objective(var_list, cnst_list);
203 /* While doesn't reach a minimum error or a number maximum of iterations. */
205 while (overall_modification > epsilon_min_error && iteration < max_iterations) {
207 XBT_DEBUG("************** ITERATION %d **************", iteration);
208 XBT_DEBUG("-------------- Gradient Descent ----------");
210 /* Improve the value of mu_i */
211 for (Variable& var : var_list) {
212 if (var.sharing_weight && var.bound >= 0) {
213 XBT_DEBUG("Working on var (%p)", &var);
214 var.new_mu = new_mu(var);
215 XBT_DEBUG("Updating mu : var->mu (%p) : %1.20f -> %1.20f", &var, var.mu, var.new_mu);
218 double new_obj = dual_objective(var_list, cnst_list);
219 XBT_DEBUG("Improvement for Objective (%g -> %g) : %g", obj, new_obj, obj - new_obj);
220 xbt_assert(obj - new_obj >= -epsilon_min_error, "Our gradient sucks! (%1.20f)", obj - new_obj);
225 /* Improve the value of lambda_i */
226 for (Constraint& cnst : cnst_list) {
227 XBT_DEBUG("Working on cnst (%p)", &cnst);
228 cnst.new_lambda = dichotomy(cnst.lambda, partial_diff_lambda, cnst, dichotomy_min_error);
229 XBT_DEBUG("Updating lambda : cnst->lambda (%p) : %1.20f -> %1.20f", &cnst, cnst.lambda, cnst.new_lambda);
230 cnst.lambda = cnst.new_lambda;
232 double new_obj = dual_objective(var_list, cnst_list);
233 XBT_DEBUG("Improvement for Objective (%g -> %g) : %g", obj, new_obj, obj - new_obj);
234 xbt_assert(obj - new_obj >= -epsilon_min_error, "Our gradient sucks! (%1.20f)", obj - new_obj);
238 /* Now computes the values of each variable (\rho) based on the values of \lambda and \mu. */
239 XBT_DEBUG("-------------- Check convergence ----------");
240 overall_modification = 0;
241 for (Variable& var : var_list) {
242 if (var.sharing_weight <= 0)
245 double tmp = new_value(var);
247 overall_modification = std::max(overall_modification, fabs(var.value - tmp));
250 XBT_DEBUG("New value of var (%p) = %e, overall_modification = %e", &var, var.value, overall_modification);
254 XBT_DEBUG("-------------- Check feasability ----------");
255 if (not __check_feasible(cnst_list, var_list, 0))
256 overall_modification = 1.0;
257 XBT_DEBUG("Iteration %d: overall_modification : %f", iteration, overall_modification);
260 __check_feasible(cnst_list, var_list, 1);
262 if (overall_modification <= epsilon_min_error) {
263 XBT_DEBUG("The method converges in %d iterations.", iteration);
265 if (iteration >= max_iterations) {
266 XBT_DEBUG("Method reach %d iterations, which is the maximum number of iterations allowed.", iteration);
269 if (XBT_LOG_ISENABLED(surf_lagrange, xbt_log_priority_debug)) {
275 * Returns a double value corresponding to the result of a dichotomy process with respect to a given
276 * variable/constraint (\mu in the case of a variable or \lambda in case of a constraint) and a initial value init.
278 * @param init initial value for \mu or \lambda
279 * @param diff a function that computes the differential of with respect a \mu or \lambda
280 * @param var_cnst a pointer to a variable or constraint
281 * @param min_erro a minimum error tolerated
283 * @return a double corresponding to the result of the dichotomy process
285 static double dichotomy(double init, double diff(double, const Constraint&), const Constraint& cnst, double min_error)
289 double overall_error;
296 if (fabs(init) < 1e-20) {
303 diff_0 = diff(1e-16, cnst);
305 XBT_CDEBUG(surf_lagrange_dichotomy, "returning 0.0 (diff = %e)", diff_0);
310 double min_diff = diff(min, cnst);
311 double max_diff = diff(max, cnst);
313 while (overall_error > min_error) {
314 XBT_CDEBUG(surf_lagrange_dichotomy, "[min, max] = [%1.20f, %1.20f] || diffmin, diffmax = %1.20f, %1.20f", min, max,
317 if (min_diff > 0 && max_diff > 0) {
319 XBT_CDEBUG(surf_lagrange_dichotomy, "Decreasing min");
321 min_diff = diff(min, cnst);
323 XBT_CDEBUG(surf_lagrange_dichotomy, "Decreasing max");
327 } else if (min_diff < 0 && max_diff < 0) {
329 XBT_CDEBUG(surf_lagrange_dichotomy, "Increasing max");
331 max_diff = diff(max, cnst);
333 XBT_CDEBUG(surf_lagrange_dichotomy, "Increasing min");
337 } else if (min_diff < 0 && max_diff > 0) {
338 middle = (max + min) / 2.0;
339 XBT_CDEBUG(surf_lagrange_dichotomy, "Trying (max+min)/2 : %1.20f", middle);
341 if ((fabs(min - middle) < 1e-20) || (fabs(max - middle) < 1e-20)) {
342 XBT_CWARN(surf_lagrange_dichotomy,
343 "Cannot improve the convergence! min=max=middle=%1.20f, diff = %1.20f."
344 " Reaching the 'double' limits. Maybe scaling your function would help ([%1.20f,%1.20f]).",
345 min, max - min, min_diff, max_diff);
348 middle_diff = diff(middle, cnst);
350 if (middle_diff < 0) {
351 XBT_CDEBUG(surf_lagrange_dichotomy, "Increasing min");
353 overall_error = max_diff - middle_diff;
354 min_diff = middle_diff;
355 } else if (middle_diff > 0) {
356 XBT_CDEBUG(surf_lagrange_dichotomy, "Decreasing max");
358 overall_error = max_diff - middle_diff;
359 max_diff = middle_diff;
363 } else if (fabs(min_diff) < 1e-20) {
366 } else if (fabs(max_diff) < 1e-20) {
369 } else if (min_diff > 0 && max_diff < 0) {
370 XBT_CWARN(surf_lagrange_dichotomy, "The impossible happened, partial_diff(min) > 0 && partial_diff(max) < 0");
373 XBT_CWARN(surf_lagrange_dichotomy,
374 "diffmin (%1.20f) or diffmax (%1.20f) are something I don't know, taking no action.", min_diff,
380 XBT_CDEBUG(surf_lagrange_dichotomy, "returning %e", (min + max) / 2.0);
382 return ((min + max) / 2.0);
385 static double partial_diff_lambda(double lambda, const Constraint& cnst)
391 XBT_CDEBUG(surf_lagrange_dichotomy, "Computing diff of cnst (%p)", &cnst);
393 for (Element const& elem : cnst.enabled_element_set) {
394 Variable& var = *elem.variable;
395 xbt_assert(var.sharing_weight > 0);
396 XBT_CDEBUG(surf_lagrange_dichotomy, "Computing sigma_i for var (%p)", &var);
397 // Initialize the summation variable
398 double sigma_i = 0.0;
401 for (Element const& elem2 : var.cnsts)
402 sigma_i += elem2.constraint->lambda;
404 // add mu_i if this flow has a RTT constraint associated
408 // replace value of cnst.lambda by the value of parameter lambda
409 sigma_i = (sigma_i - cnst.lambda) + lambda;
411 diff += -var.func_fpi(var, sigma_i);
416 XBT_CDEBUG(surf_lagrange_dichotomy, "d D/d lambda for cnst (%p) at %1.20f = %1.20f", &cnst, lambda, diff);
421 /** \brief Attribute the value bound to var->bound.
423 * \param func_fpi inverse of the partial differential of f (f prime inverse, (f')^{-1})
425 * Set default functions to the ones passed as parameters. This is a polymorphism in C pure, enjoy the roots of
429 void set_default_protocol_function(double (*func_f)(const Variable& var, double x),
430 double (*func_fp)(const Variable& var, double x),
431 double (*func_fpi)(const Variable& var, double x))
434 func_fp_def = func_fp;
435 func_fpi_def = func_fpi;
438 /**************** Vegas and Reno functions *************************/
439 /* NOTE for Reno: all functions consider the network coefficient (alpha) equal to 1. */
442 * For Vegas: $f(x) = \alpha D_f\ln(x)$
443 * Therefore: $fp(x) = \frac{\alpha D_f}{x}$
444 * Therefore: $fpi(x) = \frac{\alpha D_f}{x}$
446 double func_vegas_f(const Variable& var, double x)
448 xbt_assert(x > 0.0, "Don't call me with stupid values! (%1.20f)", x);
449 return VEGAS_SCALING * var.sharing_weight * log(x);
452 double func_vegas_fp(const Variable& var, double x)
454 xbt_assert(x > 0.0, "Don't call me with stupid values! (%1.20f)", x);
455 return VEGAS_SCALING * var.sharing_weight / x;
458 double func_vegas_fpi(const Variable& var, double x)
460 xbt_assert(x > 0.0, "Don't call me with stupid values! (%1.20f)", x);
461 return var.sharing_weight / (x / VEGAS_SCALING);
465 * For Reno: $f(x) = \frac{\sqrt{3/2}}{D_f} atan(\sqrt{3/2}D_f x)$
466 * Therefore: $fp(x) = \frac{3}{3 D_f^2 x^2+2}$
467 * Therefore: $fpi(x) = \sqrt{\frac{1}{{D_f}^2 x} - \frac{2}{3{D_f}^2}}$
469 double func_reno_f(const Variable& var, double x)
471 xbt_assert(var.sharing_weight > 0.0, "Don't call me with stupid values!");
473 return RENO_SCALING * sqrt(3.0 / 2.0) / var.sharing_weight * atan(sqrt(3.0 / 2.0) * var.sharing_weight * x);
476 double func_reno_fp(const Variable& var, double x)
478 return RENO_SCALING * 3.0 / (3.0 * var.sharing_weight * var.sharing_weight * x * x + 2.0);
481 double func_reno_fpi(const Variable& var, double x)
485 xbt_assert(var.sharing_weight > 0.0, "Don't call me with stupid values!");
486 xbt_assert(x > 0.0, "Don't call me with stupid values!");
488 res_fpi = 1.0 / (var.sharing_weight * var.sharing_weight * (x / RENO_SCALING)) -
489 2.0 / (3.0 * var.sharing_weight * var.sharing_weight);
492 return sqrt(res_fpi);
495 /* Implementing new Reno-2
496 * For Reno-2: $f(x) = U_f(x_f) = \frac{{2}{D_f}}*ln(2+x*D_f)$
497 * Therefore: $fp(x) = 2/(Weight*x + 2)
498 * Therefore: $fpi(x) = (2*Weight)/x - 4
500 double func_reno2_f(const Variable& var, double x)
502 xbt_assert(var.sharing_weight > 0.0, "Don't call me with stupid values!");
503 return RENO2_SCALING * (1.0 / var.sharing_weight) *
504 log((x * var.sharing_weight) / (2.0 * x * var.sharing_weight + 3.0));
507 double func_reno2_fp(const Variable& var, double x)
509 return RENO2_SCALING * 3.0 / (var.sharing_weight * x * (2.0 * var.sharing_weight * x + 3.0));
512 double func_reno2_fpi(const Variable& var, double x)
514 xbt_assert(x > 0.0, "Don't call me with stupid values!");
515 double tmp = x * var.sharing_weight * var.sharing_weight;
516 double res_fpi = tmp * (9.0 * x + 24.0);
521 res_fpi = RENO2_SCALING * (-3.0 * tmp + sqrt(res_fpi)) / (4.0 * tmp);