X-Git-Url: http://info.iut-bm.univ-fcomte.fr/pub/gitweb/simgrid.git/blobdiff_plain/7ec790f5a5d5c9f82f7f984cbea4a5b886968902..da363bd916d329c438d990f47f939ed770959d95:/src/surf/lagrange.c diff --git a/src/surf/lagrange.c b/src/surf/lagrange.c index 01e22449c2..bdea17cde4 100644 --- a/src/surf/lagrange.c +++ b/src/surf/lagrange.c @@ -1,10 +1,7 @@ /* $Id$ */ - /* Copyright (c) 2007 Arnaud Legrand, Pedro Velho. All rights reserved. */ - /* This program is free software; you can redistribute it and/or modify it * under the terms of the license (GNU LGPL) which comes with this package. */ - /* * Modelling the proportional fairness using the Lagrange Optimization * Approach. For a detailed description see: @@ -20,310 +17,554 @@ #include #endif -#define LAMBDA_STEP 0.01 - - XBT_LOG_NEW_DEFAULT_SUBCATEGORY(surf_lagrange, surf, "Logging specific to SURF (lagrange)"); +XBT_LOG_NEW_SUBCATEGORY(surf_lagrange_dichotomy, surf_lagrange, + "Logging specific to SURF (lagrange dichotomy)"); + +#define SHOW_EXPR(expr) CDEBUG1(surf_lagrange,#expr " = %g",expr); -XBT_LOG_NEW_SUBCATEGORY(surf_writelambda, surf, - "Generates the lambda.in file. WARNING: the size of this file might be a few GBs."); +double (* func_f_def ) (lmm_variable_t , double); +double (* func_fp_def ) (lmm_variable_t , double); +double (* func_fpi_def )(lmm_variable_t , double); +/* + * Local prototypes to implement the lagrangian optimization with optimal step, also called dichotomy. + */ +//solves the proportional fairness using a lagrange optimizition with dichotomy step void lagrange_solve(lmm_system_t sys); +//computes the value of the dichotomy using a initial values, init, with a specific variable or constraint +static double dichotomy(double init, double diff(double, void *), void *var_cnst, + double min_error); +//computes the value of the differential of variable param_var applied to mu +static double partial_diff_mu(double mu, void *param_var); +//computes the value of the differential of constraint param_cnst applied to lambda +static double partial_diff_lambda(double lambda, void *param_cnst); + +static int __check_feasible(xbt_swag_t cnst_list, xbt_swag_t var_list, int warn) +{ + xbt_swag_t elem_list = NULL; + lmm_element_t elem = NULL; + lmm_constraint_t cnst = NULL; + lmm_variable_t var = NULL; + + double tmp; + + xbt_swag_foreach(cnst, cnst_list) { + tmp = 0; + elem_list = &(cnst->element_set); + xbt_swag_foreach(elem, elem_list) { + var = elem->variable; + if (var->weight <= 0) + continue; + tmp += var->value; + } + + if (double_positive(tmp - cnst->bound)) { + if (warn) + WARN3 + ("The link (%p) is over-used. Expected less than %f and got %f", + cnst, cnst->bound, tmp); + return 0; + } + DEBUG3("Checking feasability for constraint (%p): sat = %f, lambda = %f ", + cnst, tmp - cnst->bound, cnst->lambda); + } + + xbt_swag_foreach(var, var_list) { + if (var->bound < 0 || var->weight <= 0) + continue; + DEBUG3("Checking feasability for variable (%p): sat = %f mu = %f", var, + var->value - var->bound, var->mu); + + if (double_positive(var->value - var->bound)) { + if (warn) + WARN3 + ("The variable (%p) is too large. Expected less than %f and got %f", + var, var->bound, var->value); + return 0; + } + } + return 1; +} + +static double new_value(lmm_variable_t var) +{ + double tmp = 0; + int i; + + for (i = 0; i < var->cnsts_number; i++) { + tmp += (var->cnsts[i].constraint)->lambda; + } + if (var->bound > 0) + tmp += var->mu; + DEBUG3("\t Working on var (%p). cost = %e; Df = %e", var, tmp, + var->df); + //uses the partial differential inverse function + return var->func_fpi(var, tmp); +} + +static double new_mu(lmm_variable_t var) +{ + double mu_i = 0.0; + double sigma_i = 0.0; + int j; + + for (j = 0; j < var->cnsts_number; j++) { + sigma_i += (var->cnsts[j].constraint)->lambda; + } + mu_i = var->func_fp(var,var->bound)-sigma_i; + if(mu_i<0.0) return 0.0; + return mu_i; +} + +static double dual_objective(xbt_swag_t var_list, xbt_swag_t cnst_list) +{ + lmm_constraint_t cnst = NULL; + lmm_variable_t var = NULL; + + double obj = 0.0; + + xbt_swag_foreach(var, var_list) { + double sigma_i=0.0; + int j; + + for (j = 0; j < var->cnsts_number; j++) + sigma_i += (var->cnsts[j].constraint)->lambda; + + if (var->bound > 0) + sigma_i += var->mu; + + DEBUG2("var %p : sigma_i = %1.20f",var,sigma_i); + + obj += var->func_f(var,var->func_fpi(var,sigma_i)) - + sigma_i*var->func_fpi(var,sigma_i); + + if (var->bound > 0) + obj += var->mu*var->bound; + } + + xbt_swag_foreach(cnst, cnst_list) + obj += cnst->lambda*cnst->bound; + + return obj; +} void lagrange_solve(lmm_system_t sys) { /* * Lagrange Variables. */ - int max_iterations= 1000000; - double epsilon_min_error = 0.00001; - double overall_error = 1; - double sigma_step = LAMBDA_STEP; - //double capacity_error=0, bound_error=0; - int watch_out = 0; + int max_iterations = 100; + double epsilon_min_error = MAXMIN_PRECISION; + double dichotomy_min_error = 1e-14; + double overall_modification = 1; /* * Variables to manipulate the data structure proposed to model the maxmin * fairness. See docummentation for more details. */ - xbt_swag_t elem_list = NULL; - //lmm_element_t elem = NULL; - lmm_element_t elem1 = NULL; - - xbt_swag_t cnst_list = NULL; - //lmm_constraint_t cnst = NULL; - lmm_constraint_t cnst1 = NULL; - //lmm_constraint_t cnst2 = NULL; - + lmm_constraint_t cnst = NULL; xbt_swag_t var_list = NULL; - lmm_variable_t var1 = NULL; - lmm_variable_t var2 = NULL; + lmm_variable_t var = NULL; /* * Auxiliar variables. */ - int iteration=0; - double mu_partial=0; - double lambda_partial=0; - double tmp=0; - int i,j; - FILE *gnuplot_file=NULL; - //char print_buf[1024]; - //char *trace_buf=xbt_malloc0(sizeof(char)); - //double sum; - + int iteration = 0; + double tmp = 0; + int i; + double obj,new_obj; DEBUG0("Iterative method configuration snapshot =====>"); - DEBUG1("#### Maximum number of iterations : %d", max_iterations); - DEBUG1("#### Minimum error tolerated : %e", epsilon_min_error); - DEBUG1("#### Step : %e", sigma_step); - + DEBUG1("#### Maximum number of iterations : %d", max_iterations); + DEBUG1("#### Minimum error tolerated : %e", + epsilon_min_error); + DEBUG1("#### Minimum error tolerated (dichotomy) : %e", + dichotomy_min_error); - if ( !(sys->modified)) + if (!(sys->modified)) return; + + /* + * Initialize lambda. + */ + cnst_list = &(sys->active_constraint_set); + xbt_swag_foreach(cnst, cnst_list) { + cnst->lambda = 1.0; + cnst->new_lambda = 2.0; + DEBUG2("#### cnst(%p)->lambda : %e", cnst, cnst->lambda); + } + /* * Initialize the var list variable with only the active variables. * Associate an index in the swag variables. Initialize mu. */ var_list = &(sys->variable_set); - i=0; - xbt_swag_foreach(var1, var_list) { - if((var1->bound < 0.0) || (var1->weight <= 0.0)){ - DEBUG1("#### NOTE var1(%d) is a boundless variable", i); - var1->mu = -1.0; - } else{ - var1->mu = 1.0; - var1->new_mu = 2.0; + i = 0; + xbt_swag_foreach(var, var_list) { + if ((var->bound < 0.0) || (var->weight <= 0.0)) { + DEBUG1("#### NOTE var(%d) is a boundless (or inactive) variable", i); + var->mu = -1.0; + if(var->weight>0.0) + var->value = new_value(var); + else + var->value = 0; + } else { + var->mu = 1.0; + var->new_mu = 2.0; + var->value = new_value(var); } - DEBUG2("#### var1(%d)->mu: %e", i, var1->mu); - DEBUG2("#### var1(%d)->weight: %e", i, var1->weight); + DEBUG3("#### var(%d) %p ->mu : %e", i, var, var->mu); + DEBUG3("#### var(%d) %p ->weight: %e", i, var, var->weight); + DEBUG3("#### var(%d) %p ->bound: %e", i, var, var->bound); i++; } /* - * Initialize lambda. + * Compute dual objective. */ - cnst_list=&(sys->active_constraint_set); - xbt_swag_foreach(cnst1, cnst_list) { - cnst1->lambda = 1.0; - cnst1->new_lambda = 2.0; - DEBUG2("#### cnst1(%p)->lambda: %e", cnst1, cnst1->lambda); - } - - if(XBT_LOG_ISENABLED(surf_writelambda, xbt_log_priority_debug)) { - gnuplot_file = fopen("lambda.in", "w"); - fprintf(gnuplot_file, "# iteration lambda1 lambda2 lambda3 ... lambdaP\n"); - } + obj = dual_objective(var_list,cnst_list); - /* * While doesn't reach a minimun error or a number maximum of iterations. */ - while(overall_error > epsilon_min_error && iteration < max_iterations){ + while (overall_modification > epsilon_min_error && iteration < max_iterations) { +/* int dual_updated=0; */ + iteration++; + DEBUG1("************** ITERATION %d **************", iteration); + DEBUG0("-------------- Gradient Descent ----------"); - /* d Dual - * Compute the value of ----------- (\lambda^k, \mu^k) this portion - * d \mu_i^k - * of code depends on function f(x). + /* + * Improve the value of mu_i */ - var_list = &(sys->variable_set); - xbt_swag_foreach(var1, var_list) { - mu_partial = 0; - if((var1->bound >= 0) && (var1->weight > 0) ){ - //for each link with capacity cnsts[i] that uses flow of variable var1 do - for(i=0; icnsts_number; i++) - mu_partial += (var1->cnsts[i].constraint)->lambda + var1->mu; - - mu_partial = -1.0 / mu_partial + var1->bound; - var1->new_mu = var1->mu - sigma_step * mu_partial; - - if(var1->new_mu < 0){ - var1->new_mu = 0; - } + xbt_swag_foreach(var, var_list) { + if ((var->bound >= 0) && (var->weight > 0)) { + DEBUG1("Working on var (%p)", var); + var->new_mu = new_mu(var); +/* dual_updated += (fabs(var->new_mu-var->mu)>dichotomy_min_error); */ +/* DEBUG2("dual_updated (%d) : %1.20f",dual_updated,fabs(var->new_mu-var->mu)); */ + DEBUG3("Updating mu : var->mu (%p) : %1.20f -> %1.20f", var, var->mu, var->new_mu); + var->mu = var->new_mu; + + new_obj=dual_objective(var_list,cnst_list); + DEBUG3("Improvement for Objective (%g -> %g) : %g", obj, new_obj, + obj-new_obj); + xbt_assert1(obj-new_obj>=-epsilon_min_error,"Our gradient sucks! (%1.20f)",obj-new_obj); + obj = new_obj; } } - - /* d Dual - * Compute the value of ------------- (\lambda^k, \mu^k) this portion - * d \lambda_i^k - * of code depends on function f(x). + /* + * Improve the value of lambda_i */ - j=0; - if(XBT_LOG_ISENABLED(surf_writelambda, xbt_log_priority_debug)) { - fprintf(gnuplot_file, "\n%d",iteration); - } - xbt_swag_foreach(cnst1, cnst_list) { - j++; - - lambda_partial = 0; - - elem_list = &(cnst1->element_set); - watch_out=0; - xbt_swag_foreach(elem1, elem_list) { - - var2 = elem1->variable; - - if(var2->weight<=0) continue; - - tmp = 0; - - for(i=0; icnsts_number; i++){ - tmp += (var2->cnsts[i].constraint)->lambda; - } - if(var2->bound > 0) - tmp += var2->mu; - - - if(tmp==0) break; - - if (tmp==cnst1->lambda) - watch_out=1; - lambda_partial += (-1.0 / tmp); - } - - if(tmp == 0) - cnst1->new_lambda = LAMBDA_STEP; - else { - lambda_partial += cnst1->bound; - if(watch_out && (lambda_partial>0)) { - /* INFO6("Watch Out (%d) %p! lambda_partial: %e; lambda : %e ; (%e %e) \n",iteration, cnst1, */ - /* lambda_partial, cnst1->lambda, cnst1->lambda / 2, */ - /* cnst1->lambda - sigma_step * lambda_partial); */ - - if(cnst1->lambda < 0) WARN2("Value of cnst1->lambda(%p) = %e < 0", cnst1, cnst1->lambda); - if((cnst1->lambda - sigma_step * lambda_partial) < 0) WARN1("Value of lambda_new = %e < 0", (cnst1->lambda - sigma_step * lambda_partial)); - - if(cnst1->lambda - sigma_step * lambda_partial < cnst1->lambda / 2) - cnst1->new_lambda = cnst1->lambda / 2; - else - cnst1->new_lambda = cnst1->lambda - sigma_step * lambda_partial; - } else - cnst1->new_lambda = cnst1->lambda - sigma_step * lambda_partial; - if(cnst1->new_lambda < 0){ - cnst1->new_lambda = 0; - } - } - - if(XBT_LOG_ISENABLED(surf_writelambda, xbt_log_priority_debug)) { - fprintf(gnuplot_file, " %e", cnst1->lambda); - } - + xbt_swag_foreach(cnst, cnst_list) { + DEBUG1("Working on cnst (%p)", cnst); + cnst->new_lambda = + dichotomy(cnst->lambda, partial_diff_lambda, cnst, + dichotomy_min_error); +/* dual_updated += (fabs(cnst->new_lambda-cnst->lambda)>dichotomy_min_error); */ +/* DEBUG2("dual_updated (%d) : %1.20f",dual_updated,fabs(cnst->new_lambda-cnst->lambda)); */ + DEBUG3("Updating lambda : cnst->lambda (%p) : %1.20f -> %1.20f", cnst, cnst->lambda, cnst->new_lambda); + cnst->lambda = cnst->new_lambda; + + new_obj=dual_objective(var_list,cnst_list); + DEBUG3("Improvement for Objective (%g -> %g) : %g", obj, new_obj, + obj-new_obj); + xbt_assert1(obj-new_obj>=-epsilon_min_error,"Our gradient sucks! (%1.20f)",obj-new_obj); + obj = new_obj; } - /* * Now computes the values of each variable (\rho) based on * the values of \lambda and \mu. */ - overall_error=0; - xbt_swag_foreach(var1, var_list) { - if(var1->weight <=0) - var1->value = 0.0; + DEBUG0("-------------- Check convergence ----------"); + overall_modification = 0; + xbt_swag_foreach(var, var_list) { + if (var->weight <= 0) + var->value = 0.0; else { - tmp = 0; - for(i=0; icnsts_number; i++){ - tmp += (var1->cnsts[i].constraint)->lambda; - if(var1->bound > 0) - tmp+=var1->mu; - } - - //computes de overall_error - if(overall_error < fabs(var1->value - 1.0/tmp)){ - overall_error = fabs(var1->value - 1.0/tmp); - } - - var1->value = 1.0 / tmp; + tmp = new_value(var); + + overall_modification = MAX(overall_modification, fabs(var->value - tmp)); + + var->value = tmp; + DEBUG3("New value of var (%p) = %e, overall_modification = %e", var, + var->value, overall_modification); } - } + DEBUG0("-------------- Check feasability ----------"); + if (!__check_feasible(cnst_list, var_list, 0)) + overall_modification = 1.0; + DEBUG2("Iteration %d: overall_modification : %f", iteration, overall_modification); +/* if(!dual_updated) { */ +/* WARN1("Could not improve the convergence at iteration %d. Drop it!",iteration); */ +/* break; */ +/* } */ + } - /* Updating lambda's and mu's */ - xbt_swag_foreach(var1, var_list) - if(!((var1->bound > 0.0) || (var1->weight <= 0.0))) - var1->mu = var1->new_mu; - - - xbt_swag_foreach(cnst1, cnst_list) - cnst1->lambda = cnst1->new_lambda; + __check_feasible(cnst_list, var_list, 1); + + if (overall_modification <= epsilon_min_error) { + DEBUG1("The method converges in %d iterations.", iteration); + } + if (iteration >= max_iterations) { + DEBUG1 + ("Method reach %d iterations, which is the maximum number of iterations allowed.", + iteration); } +/* INFO1("Method converged after %d iterations", iteration); */ + if (XBT_LOG_ISENABLED(surf_lagrange, xbt_log_priority_debug)) { + lmm_print(sys); + } +} +/* + * Returns a double value corresponding to the result of a dichotomy proccess with + * respect to a given variable/constraint (\mu in the case of a variable or \lambda in + * case of a constraint) and a initial value init. + * + * @param init initial value for \mu or \lambda + * @param diff a function that computes the differential of with respect a \mu or \lambda + * @param var_cnst a pointer to a variable or constraint + * @param min_erro a minimun error tolerated + * + * @return a double correponding to the result of the dichotomyal process + */ +static double dichotomy(double init, double diff(double, void *), void *var_cnst, + double min_error) +{ + double min, max; + double overall_error; + double middle; + double min_diff, max_diff, middle_diff; + double diff_0 = 0.0; + min = max = init; + XBT_IN; - //verify the KKT property - xbt_swag_foreach(cnst1, cnst_list){ - tmp = 0; - elem_list = &(cnst1->element_set); - xbt_swag_foreach(elem1, elem_list) { - var1 = elem1->variable; - if(var1->weight<=0) continue; - tmp += var1->value; - } + if (init == 0.0) { + min = max = 0.5; + } - tmp = tmp - cnst1->bound; - + min_diff = max_diff = middle_diff = 0.0; + overall_error = 1; - if(tmp != 0 || cnst1->lambda != 0){ - WARN4("The link %s(%p) doesn't match the KKT property, value expected (=0) got (lambda=%e) (sum_rho=%e)", (char *)cnst1->id, cnst1, cnst1->lambda, tmp); + if ((diff_0 = diff(1e-16, var_cnst)) >= 0) { + CDEBUG1(surf_lagrange_dichotomy, "returning 0.0 (diff = %e)", + diff_0); + XBT_OUT; + return 0.0; + } + + min_diff = diff(min, var_cnst); + max_diff = diff(max, var_cnst); + + while (overall_error > min_error) { + CDEBUG4(surf_lagrange_dichotomy, + "[min, max] = [%1.20f, %1.20f] || diffmin, diffmax = %1.20f, %1.20f", min, max, + min_diff,max_diff); + + if (min_diff > 0 && max_diff > 0) { + if (min == max) { + CDEBUG0(surf_lagrange_dichotomy, "Decreasing min"); + min = min / 2.0; + min_diff = diff(min, var_cnst); + } else { + CDEBUG0(surf_lagrange_dichotomy, "Decreasing max"); + max = min; + max_diff = min_diff; + } + } else if (min_diff < 0 && max_diff < 0) { + if (min == max) { + CDEBUG0(surf_lagrange_dichotomy, "Increasing max"); + max = max * 2.0; + max_diff = diff(max, var_cnst); + } else { + CDEBUG0(surf_lagrange_dichotomy, "Increasing min"); + min = max; + min_diff = max_diff; + } + } else if (min_diff < 0 && max_diff > 0) { + middle = (max + min) / 2.0; + CDEBUG1(surf_lagrange_dichotomy, "Trying (max+min)/2 : %1.20f",middle); + + if((min==middle) || (max==middle)) { + CWARN4(surf_lagrange_dichotomy,"Cannot improve the convergence! min=max=middle=%1.20f, diff = %1.20f." + " Reaching the 'double' limits. Maybe scaling your function would help ([%1.20f,%1.20f]).", + min, max-min, min_diff,max_diff); + break; + } + middle_diff = diff(middle, var_cnst); + + if (middle_diff < 0) { + CDEBUG0(surf_lagrange_dichotomy, "Increasing min"); + min = middle; + overall_error = max_diff-middle_diff; + min_diff = middle_diff; +/* SHOW_EXPR(overall_error); */ + } else if (middle_diff > 0) { + CDEBUG0(surf_lagrange_dichotomy, "Decreasing max"); + max = middle; + overall_error = max_diff-middle_diff; + max_diff = middle_diff; +/* SHOW_EXPR(overall_error); */ + } else { + overall_error = 0; +/* SHOW_EXPR(overall_error); */ + } + } else if (min_diff == 0) { + max=min; + overall_error = 0; +/* SHOW_EXPR(overall_error); */ + } else if (max_diff == 0) { + min=max; + overall_error = 0; +/* SHOW_EXPR(overall_error); */ + } else if (min_diff > 0 && max_diff < 0) { + CWARN0(surf_lagrange_dichotomy, + "The impossible happened, partial_diff(min) > 0 && partial_diff(max) < 0"); + abort(); + } else { + CWARN2(surf_lagrange_dichotomy, + "diffmin (%1.20f) or diffmax (%1.20f) are something I don't know, taking no action.", + min_diff, max_diff); + abort(); } - } - - xbt_swag_foreach(var1, var_list){ - if(var1->bound <= 0 || var1->weight <= 0) continue; - tmp = 0; - tmp = (var1->value - var1->bound); + CDEBUG1(surf_lagrange_dichotomy, "returning %e", (min + max) / 2.0); + XBT_OUT; + return ((min + max) / 2.0); +} + +static double partial_diff_lambda(double lambda, void *param_cnst) +{ + + int j; + xbt_swag_t elem_list = NULL; + lmm_element_t elem = NULL; + lmm_variable_t var = NULL; + lmm_constraint_t cnst = (lmm_constraint_t) param_cnst; + double diff = 0.0; + double sigma_i = 0.0; + + XBT_IN; + elem_list = &(cnst->element_set); + + CDEBUG1(surf_lagrange_dichotomy,"Computing diff of cnst (%p)", cnst); + + xbt_swag_foreach(elem, elem_list) { + var = elem->variable; + if (var->weight <= 0) + continue; - - if(tmp != 0 || var1->mu != 0){ - WARN4("The flow %s(%p) doesn't match the KKT property, value expected (=0) got (lambda=%e) (sum_rho=%e)", (char *)var1->id, var1, var1->mu, tmp); + CDEBUG1(surf_lagrange_dichotomy,"Computing sigma_i for var (%p)", var); + // Initialize the summation variable + sigma_i = 0.0; + + // Compute sigma_i + for (j = 0; j < var->cnsts_number; j++) { + sigma_i += (var->cnsts[j].constraint)->lambda; } + //add mu_i if this flow has a RTT constraint associated + if (var->bound > 0) + sigma_i += var->mu; + + //replace value of cnst->lambda by the value of parameter lambda + sigma_i = (sigma_i - cnst->lambda) + lambda; + + diff += -var->func_fpi(var, sigma_i); } + diff += cnst->bound; + CDEBUG3(surf_lagrange_dichotomy,"d D/d lambda for cnst (%p) at %1.20f = %1.20f", + cnst, lambda, diff); + XBT_OUT; + return diff; +} - if(overall_error <= epsilon_min_error){ - DEBUG1("The method converge in %d iterations.", iteration); - }else{ - WARN1("Method reach %d iterations, which is the maxmimun number of iterations allowed.", iteration); - } +/** \brief Attribute the value bound to var->bound. + * + * \param func_fpi inverse of the partial differential of f (f prime inverse, (f')^{-1}) + * + * Set default functions to the ones passed as parameters. This is a polimorfism in C pure, enjoy the roots of programming. + * + */ +void lmm_set_default_protocol_function(double (* func_f) (lmm_variable_t var, double x), + double (* func_fp) (lmm_variable_t var, double x), + double (* func_fpi) (lmm_variable_t var, double x)) +{ + func_f_def = func_f; + func_fp_def = func_fp; + func_fpi_def = func_fpi; +} - if(XBT_LOG_ISENABLED(surf_writelambda, xbt_log_priority_debug)) { - fclose(gnuplot_file); - } +/**************** Vegas and Reno functions *************************/ +/* + * NOTE for Reno: all functions consider the network + * coeficient (alpha) equal to 1. + */ +/* + * For Vegas: $f(x) = \alpha D_f\ln(x)$ + * Therefore: $fp(x) = \frac{\alpha D_f}{x}$ + * Therefore: $fpi(x) = \frac{\alpha D_f}{x}$ + */ +#define VEGAS_SCALING 1000.0 +double func_vegas_f(lmm_variable_t var, double x){ + xbt_assert1(x>0.0,"Don't call me with stupid values! (%1.20f)",x); + return VEGAS_SCALING*var->df*log(x); +} +double func_vegas_fp(lmm_variable_t var, double x){ + xbt_assert1(x>0.0,"Don't call me with stupid values! (%1.20f)",x); + return VEGAS_SCALING*var->df/x; +} +double func_vegas_fpi(lmm_variable_t var, double x){ + xbt_assert1(x>0.0,"Don't call me with stupid values! (%1.20f)",x); + return var->df/(x/VEGAS_SCALING); +} -/* /\* */ -/* * Now computes the values of each variable (\rho) based on */ -/* * the values of \lambda and \mu. */ -/* *\/ */ -/* var_list = &(sys->variable_set); */ -/* xbt_swag_foreach(var1, var_list) { */ -/* tmp = 0; */ -/* for(i=0; icnsts_number; i++){ */ -/* elem1 = &(var1->cnsts[i]); */ -/* tmp += (elem1->constraint)->lambda + var1->mu; */ -/* } */ -/* var1->weight = 1 / tmp; */ +/* + * For Reno: $f(x) = \frac{\sqrt{3/2}}{D_f} atan(\sqrt{3/2}D_f x)$ + * Therefore: $fp(x) = \frac{3}{3 D_f^2 x^2+2}$ + * Therefore: $fpi(x) = \sqrt{\frac{1}{{D_f}^2 x} - \frac{2}{3{D_f}^2}}$ + */ +#define RENO_SCALING 1.0 +double func_reno_f(lmm_variable_t var, double x){ + xbt_assert0(var->df>0.0,"Don't call me with stupid values!"); -/* DEBUG2("var1->weight (id=%s) : %e", (char *)var1->id, var1->weight); */ -/* } */ + return RENO_SCALING*sqrt(3.0/2.0)/var->df*atan(sqrt(3.0/2.0)*var->df*x); +} +double func_reno_fp(lmm_variable_t var, double x){ + return RENO_SCALING*3.0/(3.0*var->df*var->df*x*x +2.0); +} +double func_reno_fpi(lmm_variable_t var, double x){ + double res_fpi; + xbt_assert0(var->df>0.0,"Don't call me with stupid values!"); + xbt_assert0(x>0.0,"Don't call me with stupid values!"); + res_fpi = 1.0/(var->df*var->df*(x/RENO_SCALING)) - 2.0/(3.0*var->df*var->df); + if(res_fpi<=0.0) return 0.0; +/* xbt_assert0(res_fpi>0.0,"Don't call me with stupid values!"); */ + return sqrt(res_fpi); } + +