dualdecomposition_bundle.hxx

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#pragma once
#ifndef OPENGM_DUALDDECOMPOSITION_BUNDLE_HXX
#define OPENGM_DUALDDECOMPOSITION_BUNDLE_HXX

#include <vector>
#include <list>
#include <typeinfo>
#include "opengm/inference/inference.hxx"
#include "opengm/inference/visitors/visitors.hxx"
#include "opengm/inference/dualdecomposition/dualdecomposition_base.hxx"

#ifdef WITH_OPENMP
#include <omp.h>
#endif
#ifdef WITH_CONICBUNDLE
#include <CBSolver.hxx>

namespace opengm {

   template<class GM, class INF, class DUALBLOCK >
   class DualDecompositionBundle 
      : public Inference<GM,typename INF::AccumulationType>,  
        public DualDecompositionBase<GM, DUALBLOCK>,
        public ConicBundle::FunctionOracle
   {
   public:
      typedef GM                                                 GmType; 
      typedef GM                                                 GraphicalModelType;
      typedef typename INF::AccumulationType                     AccumulationType;
      OPENGM_GM_TYPE_TYPEDEFS;
      typedef visitors::VerboseVisitor<DualDecompositionBundle<GM, INF,DUALBLOCK> > VerboseVisitorType;
      typedef visitors::TimingVisitor<DualDecompositionBundle<GM, INF,DUALBLOCK> >  TimingVisitorType;
      typedef visitors::EmptyVisitor<DualDecompositionBundle<GM, INF,DUALBLOCK> >   EmptyVisitorType;
      typedef INF                                                InfType;
      typedef DUALBLOCK                                          DualBlockType;
      typedef typename DualBlockType::DualVariableType           DualVariableType;
      typedef DualDecompositionBase<GmType, DualBlockType>       DDBaseType;    
     
      typedef typename DDBaseType::SubGmType                     SubGmType;
      typedef typename DualBlockType::SubFactorType              SubFactorType;
      typedef typename DualBlockType::SubFactorListType          SubFactorListType; 
      typedef typename DDBaseType::SubVariableType               SubVariableType;
      typedef typename DDBaseType::SubVariableListType           SubVariableListType; 

      class Parameter : public DualDecompositionBaseParameter{
      public: 
         double minimalRelAccuracy_;
         typename InfType::Parameter subPara_;
         double relativeDualBoundPrecision_;
         size_t maxBundlesize_;
         bool activeBoundFixing_;
         double minDualWeight_;
         double maxDualWeight_;
         bool noBundle_;
         bool useHeuristicStepsize_;
       
         Parameter() 
            : relativeDualBoundPrecision_(0.0),
              maxBundlesize_(100),
              activeBoundFixing_(false),
              minDualWeight_(-1),
              maxDualWeight_(-1),
              noBundle_(false),
              useHeuristicStepsize_(true)
            {};
      };

      using  DualDecompositionBase<GmType, DualBlockType >::gm_;
      using  DualDecompositionBase<GmType, DualBlockType >::subGm_;
      using  DualDecompositionBase<GmType, DualBlockType >::dualBlocks_;
      using  DualDecompositionBase<GmType, DualBlockType >::numDualsOvercomplete_;
      using  DualDecompositionBase<GmType, DualBlockType >::numDualsMinimal_;
      
      ~DualDecompositionBundle();
      DualDecompositionBundle(const GmType&);
      DualDecompositionBundle(const GmType&, const Parameter&);
      virtual std::string name() const {return "DualDecompositionSubGradient";};
      virtual const GmType& graphicalModel() const {return gm_;};
      virtual InferenceTermination infer();
      template<class VisitorType>
      InferenceTermination infer(VisitorType&);
      virtual ValueType bound() const;
      virtual ValueType value() const;
      virtual InferenceTermination arg(std::vector<LabelType>&, const size_t = 1)const;
      virtual int evaluate(const ConicBundle::DVector&, double, double&, ConicBundle::DVector&, std::vector<ConicBundle::DVector>&,
                           std::vector<ConicBundle::PrimalData*>&, ConicBundle::PrimalExtender*&);
    
   private: 
      virtual void allocate();
      virtual DualDecompositionBaseParameter& parameter();
      int dualStep(const size_t iteration);
     template <class T_IndexType, class T_LabelType>
      void getPartialSubGradient(const size_t, const std::vector<T_IndexType>&, std::vector<T_LabelType>&)const;
      double euclideanSubGradientNorm();

      // Members
      std::vector<std::vector<LabelType> >  subStates_;
      ConicBundle::CBSolver* solver;
      size_t nullStepCounter_;

      Accumulation<ValueType,LabelType,AccumulationType> acUpperBound_;
      Accumulation<ValueType,LabelType,AccumulationType> acNegLowerBound_;
      ValueType upperBound_;
      ValueType lowerBound_;

      Parameter              para_;
      std::vector<ValueType> mem_; 
      std::vector<ValueType> mem2_;

      opengm::Timer primalTimer_;
      opengm::Timer dualTimer_;
      double primalTime_;
      double dualTime_;

   };  
      
//**********************************************************************************
   template<class GM, class INF, class DUALBLOCK>
   DualDecompositionBundle<GM,INF,DUALBLOCK>::~DualDecompositionBundle()
   {
      delete solver;
   }

   template<class GM, class INF, class DUALBLOCK>
   DualDecompositionBundle<GM,INF,DUALBLOCK>::DualDecompositionBundle(const GmType& gm)
      : DualDecompositionBase<GmType, DualBlockType >(gm)
   {
      this->init(para_);
      subStates_.resize(subGm_.size());
      for(size_t i=0; i<subGm_.size(); ++i)
         subStates_[i].resize(subGm_[i].numberOfVariables());
  
      solver = new ConicBundle::CBSolver(para_.noBundle_);
      // Setup bundle-solver
      solver->init_problem(numDualsMinimal_);
      solver->add_function(*this); 
      solver->set_out(&std::cout,0);//1=output
     
      solver->set_max_bundlesize(*this,para_.maxBundlesize_);
      //solver->set_eval_limit(1000); 
      //solver->set_inner_update_limit(1);
      solver->set_active_bounds_fixing(para_.activeBoundFixing_);
      solver->set_term_relprec(para_.relativeDualBoundPrecision_); 
      solver->set_min_weight(para_.minDualWeight_);
      solver->set_max_weight(para_.maxDualWeight_);
      nullStepCounter_ =0;
   }
   
   template<class GM, class INF, class DUALBLOCK>
   DualDecompositionBundle<GM,INF,DUALBLOCK>::DualDecompositionBundle(const GmType& gm, const Parameter& para)
      :  DualDecompositionBase<GmType, DualBlockType >(gm)
   {
      para_ = para;
      this->init(para_); 
 
      subStates_.resize(subGm_.size());
      for(size_t i=0; i<subGm_.size(); ++i)
         subStates_[i].resize(subGm_[i].numberOfVariables()); 
 
      solver = new ConicBundle::CBSolver(para_.noBundle_);
      // Setup bundle-solver
      solver->init_problem(numDualsMinimal_);
      solver->add_function(*this); 
      solver->set_out(&std::cout,0);//1=output
      solver->set_max_bundlesize(*this,para_.maxBundlesize_);
      //solver->set_eval_limit(1000);
      //solver->set_inner_update_limit(1);
      solver->set_active_bounds_fixing(para.activeBoundFixing_);
      solver->set_term_relprec(para_.relativeDualBoundPrecision_); 
      solver->set_min_weight(para_.minDualWeight_);
      solver->set_max_weight(para_.maxDualWeight_);
      nullStepCounter_ =0;
 }



   template <class GM, class INF, class DUALBLOCK> 
   void DualDecompositionBundle<GM,INF,DUALBLOCK>::allocate()  
   { 
      mem_.resize(numDualsOvercomplete_,0);
      mem2_.resize(numDualsOvercomplete_,0);
      ValueType *data1Front = &mem_[0];
      ValueType *data1Back  = &mem_[numDualsOvercomplete_];
      ValueType *data2Front = &mem2_[0];
      ValueType *data2Back  = &mem2_[numDualsOvercomplete_];
      for(typename std::vector<DualBlockType>::iterator it=dualBlocks_.begin(); it!=dualBlocks_.end(); ++it){
         for(size_t i=0; i<(*it).duals_.size(); ++i){
            DualVariableType& dv1 = (*it).duals_[i];
            DualVariableType& dv2 = (*it).duals2_[i];
            if(i+1==(*it).duals_.size()){
               data1Back -= dv1.size(); 
               data2Back -= dv2.size(); 
               dv1.assign( dv1.shapeBegin(),dv1.shapeEnd(),data1Back); 
               dv2.assign( dv2.shapeBegin(),dv2.shapeEnd(),data2Back); 
            }
            else{
               dv1.assign( dv1.shapeBegin(),dv1.shapeEnd(),data1Front); 
               dv2.assign( dv2.shapeBegin(),dv2.shapeEnd(),data2Front); 
               data1Front += dv1.size(); 
               data2Front += dv2.size();
            } 
         }
      }
      OPENGM_ASSERT(data1Front ==  data1Back );
      OPENGM_ASSERT(data2Front ==  data2Back ); 
      OPENGM_ASSERT(data1Front ==  &mem_[0]+numDualsMinimal_);
      OPENGM_ASSERT(data2Front ==  &mem2_[0]+numDualsMinimal_ );
   }   

   template <class GM, class INF, class DUALBLOCK> 
   DualDecompositionBaseParameter& DualDecompositionBundle<GM,INF,DUALBLOCK>::parameter()
   {
      return para_;
   }

  
   template<class GM, class INF, class DUALBLOCK>
   InferenceTermination DualDecompositionBundle<GM,INF,DUALBLOCK>::
   infer() 
   {
      EmptyVisitorType visitor;
      return infer(visitor);
   }

   template<class GM, class INF, class DUALBLOCK>
   template<class VisitorType>
   InferenceTermination DualDecompositionBundle<GM,INF,DUALBLOCK>::
   infer(VisitorType& visitor) 
   {
      std::cout.precision(15);
      visitor.begin(*this);    
      for(size_t iteration=0; iteration<para_.maximalNumberOfIterations_; ++iteration){  
         // Dual Step 
         int ret;
         if(dualBlocks_.size() == 0){
            // Solve subproblems
            for(size_t subModelId=0; subModelId<subGm_.size(); ++subModelId){ 
               InfType inf(subGm_[subModelId],para_.subPara_);
               inf.infer(); 
               inf.arg(subStates_[subModelId]); 
            } 

            // Calculate lower-bound
            std::vector<LabelType> temp;  
            std::vector<LabelType> temp2; 
            const std::vector<SubVariableListType>& subVariableLists = para_.decomposition_.getVariableLists();
            (*this).template getBounds<AccumulationType>(subStates_, subVariableLists, lowerBound_, upperBound_, temp);
            acNegLowerBound_(-lowerBound_,temp2);
            acUpperBound_(upperBound_, temp);
            ret=128;
         }
         else{
            ret = dualStep(iteration);
         }
         std::cout.precision(15);
         if(visitor(*this)!=0){
      break;
    } 
         //visitor((*this),lowerBound_,-acNegLowerBound_.value(), upperBound_, acUpperBound_.value(), primalTime_, dualTime_);



         // Test for Convergence
         ValueType o;
         AccumulationType::iop(0.0001,-0.0001,o);
         OPENGM_ASSERT(AccumulationType::bop(lowerBound_, upperBound_+o));
         OPENGM_ASSERT(AccumulationType::bop(-acNegLowerBound_.value(), acUpperBound_.value()+o));
         
         if(   fabs(acUpperBound_.value() + acNegLowerBound_.value())                       <= para_.minimalAbsAccuracy_
            || fabs((acUpperBound_.value()+ acNegLowerBound_.value())/acUpperBound_.value()) <= para_.minimalRelAccuracy_
            || ret ==1){
            visitor.end(*this); 
            return NORMAL;
         } 
         if(ret>0){
            break;
         }
      } 
      visitor.end(*this); 
      return NORMAL;
   }

   template<class GM, class INF, class DUALBLOCK>
   InferenceTermination DualDecompositionBundle<GM,INF,DUALBLOCK>::
   arg(std::vector<LabelType>& conf, const size_t n)const 
   {
      if(n!=1){
         return UNKNOWN;
      }
      else{ 
         acUpperBound_.state(conf);
         return NORMAL;
      }
   }

   template<class GM, class INF, class DUALBLOCK>
   typename GM::ValueType DualDecompositionBundle<GM,INF,DUALBLOCK>::value() const 
   {
      return acUpperBound_.value();
   }

   template<class GM, class INF, class DUALBLOCK>
   typename GM::ValueType DualDecompositionBundle<GM,INF,DUALBLOCK>::bound() const 
   {
      return -acNegLowerBound_.value();
   }


 
   template <class GM, class INF, class DUALBLOCK> 
   int DualDecompositionBundle<GM,INF,DUALBLOCK>::dualStep(const size_t iteration)
   { 
      int retval; 
      if(para_.useHeuristicStepsize_){ 
         solver->set_min_weight(para_.minDualWeight_);
         solver->set_max_weight(para_.maxDualWeight_);
      }
      else if(iteration == 0){
         solver->set_min_weight(100);
         solver->set_max_weight(100);
      }
      else{
         if(solver->get_objval() == solver->get_candidate_value() || iteration==1){
            //Serious Step
            double primalDualGap   = fabs(acUpperBound_.value() + acNegLowerBound_.value());
           
            double subgradientNorm =  (*this).euclideanSubGradientNorm();
            double stepsize = (primalDualGap)/subgradientNorm * para_.stepsizeStride_;
           
            if(para_.minDualWeight_>=0)     
               stepsize = std::min(1/para_.minDualWeight_, stepsize);
            if(para_.maxDualWeight_>=0)
               stepsize = std::max(1/para_.maxDualWeight_, stepsize);
                 
            double t   = 1/stepsize;
            solver->set_next_weight(t);
            solver->set_min_weight(t);
            solver->set_max_weight(t);
            nullStepCounter_ =0;
         }
         else{
            // Null Step  
            ++nullStepCounter_;
         }
      }

      retval=solver->do_descent_step(1);

      if (retval){
         std::cout<<"descent_step returned "<<retval<<std::endl;
      }
      //std::cout << solver->get_last_weight() << std::endl;
      return solver->termination_code();
   } 

   template <class GM, class INF, class DUALBLOCK> 
   int DualDecompositionBundle<GM,INF,DUALBLOCK>::evaluate
   (  
      const ConicBundle::DVector&            dual, // Argument/Lagrange multipliers 
      double                                 relprec,
      double&                                objective_value,
      ConicBundle::DVector&                  cut_vals,
      std::vector<ConicBundle::DVector>&     subgradients,
      std::vector<ConicBundle::PrimalData*>& primal_solutions,
      ConicBundle::PrimalExtender*&          primal_extender
      )
   { 
      typename std::vector<DualBlockType>::iterator it;
      typename SubFactorListType::const_iterator lit;
   
      for(size_t i=0; i<numDualsMinimal_; ++i){
         mem_[i] = dual[i];
      }
      for(it = dualBlocks_.begin(); it != dualBlocks_.end(); ++it){
         const size_t numDuals = (*it).duals_.size();
         (*it).duals_[numDuals-1] = -(*it).duals_[0];
         for(size_t i=1; i<numDuals-1;++i){
            (*it).duals_[numDuals-1] -= (*it).duals_[i];
         }
      } 
      // Solve Subproblems 
      objective_value=0;
      primalTimer_.tic();
   
//#ifdef WITH_OPENMP 
//      omp_set_num_threads(para_.numberOfThreads_);
//#pragma omp parallel for
//#endif
      for(size_t subModelId=0; subModelId<subGm_.size(); ++subModelId){ 
         InfType inf(subGm_[subModelId],para_.subPara_);
         inf.infer(); 
         inf.arg(subStates_[subModelId]); 
      } 
      primalTimer_.toc();
      primalTime_ +=  primalTimer_.elapsedTime();

      // Calculate lower-bound
      std::vector<LabelType> temp;  
      std::vector<LabelType> temp2; 
      const std::vector<SubVariableListType>& subVariableLists = para_.decomposition_.getVariableLists();
      (*this).template getBounds<AccumulationType>(subStates_, subVariableLists, lowerBound_, upperBound_, temp);
      acNegLowerBound_(-lowerBound_,temp2);
      acUpperBound_(upperBound_, temp);
      objective_value = -lowerBound_;

      // Store subgradient
      std::vector<size_t> s;
      mem2_.assign(mem2_.size(),0);
      for(it = dualBlocks_.begin(); it != dualBlocks_.end(); ++it){
         const size_t numDuals = (*it).duals_.size();
         lit = (*((*it).subFactorList_)).begin();
         s.resize((*lit).subIndices_.size());
         for(size_t i=0; i<numDuals; ++i){
            getPartialSubGradient((*lit).subModelId_, (*lit).subIndices_, s); 
            ++lit;              
            (*it).duals2_[i](s.begin()) += -1.0;
         }
         for(size_t i=0; i<numDuals-1; ++i){ 
            (*it).duals2_[i] -=  (*it).duals2_[numDuals-1] ;
         }   
      }  

      //construct first subgradient and objective value
      ConicBundle::PrimalDVector h(numDualsMinimal_,0);
      cut_vals.push_back(objective_value);
      for(size_t i=0; i<numDualsMinimal_; ++i){
         h[i] = mem2_[i];
      }
      subgradients.push_back(h);
      //  primal_solutions.push_back(h.clone_primal_data());
      return 0;
   }



   template <class GM, class INF, class DUALBLOCK> 
   template <class T_IndexType, class T_LabelType>
   inline void DualDecompositionBundle<GM,INF,DUALBLOCK>::getPartialSubGradient 
   ( 
      const size_t                             subModelId,
      const std::vector<T_IndexType>&    subIndices, 
      std::vector<T_LabelType> &                 s
   )const 
   {
      OPENGM_ASSERT(subIndices.size() == s.size());
      for(size_t n=0; n<s.size(); ++n){
         s[n] = subStates_[subModelId][subIndices[n]];
      }
   } 

   template <class GM, class INF, class DUALBLOCK> 
   double DualDecompositionBundle<GM,INF,DUALBLOCK>::euclideanSubGradientNorm()
   { 
      double norm = 0;
      std::vector<size_t> s,s2;
      typename std::vector<DUALBLOCK>::const_iterator it;
      typename SubFactorListType::const_iterator                  lit;
      for(it = dualBlocks_.begin(); it != dualBlocks_.end(); ++it){
         const size_t numDuals = (*it).duals_.size(); 
         const SubFactorType& sf = (*((*it).subFactorList_)).back();
         lit = (*((*it).subFactorList_)).begin();
         s.resize((*lit).subIndices_.size());
         s2.resize((*lit).subIndices_.size());
         getPartialSubGradient(sf.subModelId_, sf.subIndices_, s2);   
         for(size_t i=0; i<numDuals-1; ++i){
            getPartialSubGradient((*lit).subModelId_, (*lit).subIndices_, s); 
            ++lit; 
            if(s!=s2)
               norm += 2;
         }
      }
      return sqrt(norm);
   } 



}
#endif // WITH_CONICBUNDLE   
#endif