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UnitCommitment.jl
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Update benchmark scripts

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bugfix/formulations
Alinson S. Xavier 4 years ago
parent f01562e37f
commit 7db8d723f7
6 changed files with 245 additions and 221 deletions
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2
Makefile
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@ -8,7 +8,7 @@ VERSION := 0.2
build/sysimage.so: src/utils/sysimage.jl Project.toml Manifest.toml
mkdir -p build
mkdir -p benchmark/results/test
cd benchmark; $(JULIA) --trace-compile=../build/precompile.jl run.jl test/case14.1.sol.json
cd benchmark; $(JULIA) --trace-compile=../build/precompile.jl benchmark.jl test/case14
$(JULIA) src/utils/sysimage.jl
clean:

105
benchmark/Makefile
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@ -1,105 +0,0 @@
# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
SHELL := /bin/bash
JULIA := julia --project=. --sysimage ../build/sysimage.so
TIMESTAMP := $(shell date "+%Y-%m-%d %H:%M")
SRC_FILES := $(wildcard ../src/*.jl)
INSTANCES_PGLIB := \
pglib-uc/ca/2014-09-01_reserves_0 \
pglib-uc/ca/2014-09-01_reserves_1 \
pglib-uc/ca/2015-03-01_reserves_0 \
pglib-uc/ca/2015-06-01_reserves_0 \
pglib-uc/ca/Scenario400_reserves_1 \
pglib-uc/ferc/2015-01-01_lw \
pglib-uc/ferc/2015-05-01_lw \
pglib-uc/ferc/2015-07-01_hw \
pglib-uc/ferc/2015-10-01_lw \
pglib-uc/ferc/2015-12-01_lw \
pglib-uc/rts_gmlc/2020-04-03 \
pglib-uc/rts_gmlc/2020-09-20 \
pglib-uc/rts_gmlc/2020-10-27 \
pglib-uc/rts_gmlc/2020-11-25 \
pglib-uc/rts_gmlc/2020-12-23
INSTANCES_MATPOWER := \
matpower/case118/2017-02-01 \
matpower/case118/2017-08-01 \
matpower/case300/2017-02-01 \
matpower/case300/2017-08-01 \
matpower/case1354pegase/2017-02-01 \
matpower/case1888rte/2017-02-01 \
matpower/case1951rte/2017-08-01 \
matpower/case2848rte/2017-02-01 \
matpower/case2868rte/2017-08-01 \
matpower/case3375wp/2017-08-01 \
matpower/case6468rte/2017-08-01 \
matpower/case6515rte/2017-08-01
INSTANCES_ORLIB := \
or-lib/20_0_1_w \
or-lib/20_0_5_w \
or-lib/50_0_2_w \
or-lib/75_0_2_w \
or-lib/100_0_1_w \
or-lib/100_0_4_w \
or-lib/100_0_5_w \
or-lib/200_0_3_w \
or-lib/200_0_7_w \
or-lib/200_0_9_w
INSTANCES_TEJADA19 := \
tejada19/UC_24h_290g \
tejada19/UC_24h_623g \
tejada19/UC_24h_959g \
tejada19/UC_24h_1577g \
tejada19/UC_24h_1888g \
tejada19/UC_168h_72g \
tejada19/UC_168h_86g \
tejada19/UC_168h_130g \
tejada19/UC_168h_131g \
tejada19/UC_168h_199g
SAMPLES := 1 2 3 4 5
SOLUTIONS_MATPOWER := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_MATPOWER))))
SOLUTIONS_PGLIB := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_PGLIB))))
SOLUTIONS_ORLIB := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_ORLIB))))
SOLUTIONS_TEJADA19 := $(foreach s,$(SAMPLES),$(addprefix results/,$(addsuffix .$(s).sol.json,$(INSTANCES_TEJADA19))))
.PHONY: matpower pglib orlib tejada19 clean clean-mps clean-sol save tables
all: matpower pglib orlib tejada19
matpower: $(SOLUTIONS_MATPOWER)
pglib: $(SOLUTIONS_PGLIB)
orlib: $(SOLUTIONS_ORLIB)
tejada19: $(SOLUTIONS_TEJADA19)
clean:
@rm -rf tables/benchmark* tables/compare* results
clean-mps:
@rm -fv results/*/*.mps.gz results/*/*/*.mps.gz
clean-sol:
@rm -rf results/*/*.sol.* results/*/*/*.sol.*
save:
mkdir -p "runs/$(TIMESTAMP)"
rsync -avP results tables "runs/$(TIMESTAMP)/"
results/%.sol.json: run.jl
@echo "run $*"
@mkdir -p $(dir results/$*)
@$(JULIA) run.jl $* 2>&1 | cat > results/$*.log
@echo "run $* [done]"
tables:
@mkdir -p tables
@python scripts/table.py
#@python scripts/compare.py tables/reference.csv tables/benchmark.csv

162
benchmark/benchmark.jl
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@ -0,0 +1,162 @@
# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using Distributed
using Pkg
Pkg.activate(".")
@everywhere using Pkg
@everywhere Pkg.activate(".")
@everywhere using UnitCommitment
@everywhere using JuMP
@everywhere using Gurobi
@everywhere using JSON
@everywhere using Logging
@everywhere using Printf
@everywhere using LinearAlgebra
@everywhere using Random
@everywhere UnitCommitment._setup_logger()
function main()
cases = [
"pglib-uc/ca/2014-09-01_reserves_0",
"pglib-uc/ca/2014-09-01_reserves_1",
"pglib-uc/ca/2015-03-01_reserves_0",
"pglib-uc/ca/2015-06-01_reserves_0",
"pglib-uc/ca/Scenario400_reserves_1",
"pglib-uc/ferc/2015-01-01_lw",
"pglib-uc/ferc/2015-05-01_lw",
"pglib-uc/ferc/2015-07-01_hw",
"pglib-uc/ferc/2015-10-01_lw",
"pglib-uc/ferc/2015-12-01_lw",
"pglib-uc/rts_gmlc/2020-04-03",
"pglib-uc/rts_gmlc/2020-09-20",
"pglib-uc/rts_gmlc/2020-10-27",
"pglib-uc/rts_gmlc/2020-11-25",
"pglib-uc/rts_gmlc/2020-12-23",
"or-lib/20_0_1_w",
"or-lib/20_0_5_w",
"or-lib/50_0_2_w",
"or-lib/75_0_2_w",
"or-lib/100_0_1_w",
"or-lib/100_0_4_w",
"or-lib/100_0_5_w",
"or-lib/200_0_3_w",
"or-lib/200_0_7_w",
"or-lib/200_0_9_w",
"tejada19/UC_24h_290g",
"tejada19/UC_24h_623g",
"tejada19/UC_24h_959g",
"tejada19/UC_24h_1577g",
"tejada19/UC_24h_1888g",
"tejada19/UC_168h_72g",
"tejada19/UC_168h_86g",
"tejada19/UC_168h_130g",
"tejada19/UC_168h_131g",
"tejada19/UC_168h_199g",
]
formulations = Dict(
# "ArrCon00" => UnitCommitment.Formulation(
# ramping=UnitCommitment._ArrCon00(),
# ),
"DamKucRajAta16" => UnitCommitment.Formulation(
ramping = UnitCommitment.DamKucRajAta16(),
),
"MorLatRam13" => UnitCommitment.Formulation(
ramping = UnitCommitment.MorLatRam13(),
),
)
trials = [i for i in 1:5]
combinations = [
(c, f.first, f.second, t) for c in cases for f in formulations for
t in trials
]
shuffle!(combinations)
@sync @distributed for c in combinations
_run_combination(c...)
end
end
@everywhere function _run_combination(
case,
formulation_name,
formulation,
trial,
)
name = "$formulation_name/$case"
dirname = "results/$name"
mkpath(dirname)
if isfile("$dirname/$trial.json")
@info @sprintf(
"%-8s %-20s %-40s",
"skip",
formulation_name,
"$case/$trial",
)
return
end
@info @sprintf(
"%-8s %-20s %-40s",
"start",
formulation_name,
"$case/$trial",
)
time = @elapsed open("$dirname/$trial.log", "w") do file
redirect_stdout(file) do
redirect_stderr(file) do
return _run_sample(case, formulation, "$dirname/$trial")
end
end
end
@info @sprintf(
"%-8s %-20s %-40s %12.3f",
"finish",
formulation_name,
"$case/$trial",
time
)
end
@everywhere function _run_sample(case, formulation, prefix)
total_time = @elapsed begin
@info "Reading: $case"
time_read = @elapsed begin
instance = UnitCommitment.read_benchmark(case)
end
@info @sprintf("Read problem in %.2f seconds", time_read)
BLAS.set_num_threads(4)
model = UnitCommitment._build_model(
instance,
formulation,
optimizer = optimizer_with_attributes(
Gurobi.Optimizer,
"Threads" => 4,
"Seed" => rand(1:1000),
),
variable_names = true,
)
@info "Optimizing..."
BLAS.set_num_threads(1)
UnitCommitment.optimize!(
model,
UnitCommitment.XavQiuWanThi19(time_limit = 3600.0, gap_limit=1e-4),
)
end
@info @sprintf("Total time was %.2f seconds", total_time)
@info "Writing solution: $prefix.json"
solution = UnitCommitment.solution(model)
UnitCommitment.write("$prefix.json", solution)
@info "Verifying solution..."
return UnitCommitment.validate(instance, solution)
# @info "Exporting model..."
# return JuMP.write_to_file(model, model_filename)
end
if length(ARGS) > 0
_run_sample(ARGS[1], UnitCommitment.Formulation(), "tmp")
else
main()
end

54
benchmark/run.jl
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@ -1,54 +0,0 @@
# UnitCommitment.jl: Optimization Package for Security-Constrained Unit Commitment
# Copyright (C) 2020, UChicago Argonne, LLC. All rights reserved.
# Released under the modified BSD license. See COPYING.md for more details.
using UnitCommitment
using JuMP
using Gurobi
using JSON
using Logging
using Printf
using LinearAlgebra
UnitCommitment._setup_logger()
function main()
basename, suffix = split(ARGS[1], ".")
solution_filename = "results/$basename.$suffix.sol.json"
model_filename = "results/$basename.$suffix.mps.gz"
BLAS.set_num_threads(4)
total_time = @elapsed begin
@info "Reading: $basename"
time_read = @elapsed begin
instance = UnitCommitment.read_benchmark(basename)
end
@info @sprintf("Read problem in %.2f seconds", time_read)
model = UnitCommitment.build_model(
instance = instance,
optimizer = optimizer_with_attributes(
Gurobi.Optimizer,
"Threads" => 4,
"Seed" => rand(1:1000),
),
variable_names = true,
)
@info "Optimizing..."
BLAS.set_num_threads(1)
UnitCommitment.optimize!(
model,
UnitCommitment._XaQiWaTh19(time_limit = 3600.0),
)
end
@info @sprintf("Total time was %.2f seconds", total_time)
@info "Writing: $solution_filename"
solution = UnitCommitment.solution(model)
open(solution_filename, "w") do file
return JSON.print(file, solution, 2)
end
@info "Verifying solution..."
UnitCommitment.validate(instance, solution)
@info "Exporting model..."
return JuMP.write_to_file(model, model_filename)
end
main()

111
benchmark/scripts/compare.py
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@ -5,71 +5,84 @@
import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib
import matplotlib.pyplot as plt
import sys
# easy_cutoff = 120
b1 = pd.read_csv(sys.argv[1], index_col=0)
b2 = pd.read_csv(sys.argv[2], index_col=0)
matplotlib.use("Agg")
sns.set("talk")
sns.set_palette(
[
"#9b59b6",
"#3498db",
"#95a5a6",
"#e74c3c",
"#34495e",
"#2ecc71",
]
)
c1 = b1.groupby(["Group", "Instance", "Sample"])[
["Optimization time (s)", "Primal bound"]
].mean()
c2 = b2.groupby(["Group", "Instance", "Sample"])[
["Optimization time (s)", "Primal bound"]
].mean()
c1.columns = ["A Time (s)", "A Value"]
c2.columns = ["B Time (s)", "B Value"]
filename = sys.argv[1]
m1 = sys.argv[2]
m2 = sys.argv[3]
merged = pd.concat([c1, c2], axis=1)
merged["Speedup"] = merged["A Time (s)"] / merged["B Time (s)"]
merged["Time diff (s)"] = merged["B Time (s)"] - merged["A Time (s)"]
merged["Value diff (%)"] = np.round(
(merged["B Value"] - merged["A Value"]) / merged["A Value"] * 100.0, 5
# Prepare data
data = pd.read_csv(filename, index_col=0)
b1 = (
data[data["Group"] == m1]
.groupby(["Instance", "Sample"])
.mean()[["Optimization time (s)"]]
)
merged.loc[merged.loc[:, "B Time (s)"] <= 0, "Speedup"] = float("nan")
merged.loc[merged.loc[:, "B Time (s)"] <= 0, "Time diff (s)"] = float("nan")
# merged = merged[(merged["A Time (s)"] >= easy_cutoff) | (merged["B Time (s)"] >= easy_cutoff)]
merged.reset_index(inplace=True)
merged["Name"] = merged["Group"] + "/" + merged["Instance"]
# merged = merged.sort_values(by="Speedup", ascending=False)
b2 = (
data[data["Group"] == m2]
.groupby(["Instance", "Sample"])
.mean()[["Optimization time (s)"]]
)
b1.columns = [f"{m1} time (s)"]
b2.columns = [f"{m2} time (s)"]
merged = pd.merge(b1, b2, left_index=True, right_index=True).reset_index().dropna()
merged["Speedup"] = merged[f"{m1} time (s)"] / merged[f"{m2} time (s)"]
merged["Group"] = merged["Instance"].str.replace(r"\/.*", "", regex=True)
merged = merged.sort_values(by=["Instance", "Sample"], ascending=True)
merged = merged[(merged[f"{m1} time (s)"] > 0) & (merged[f"{m2} time (s)"] > 0)]
k = len(merged.groupby("Name"))
plt.figure(figsize=(12, 0.50 * k))
plt.rcParams["xtick.bottom"] = plt.rcParams["xtick.labelbottom"] = True
plt.rcParams["xtick.top"] = plt.rcParams["xtick.labeltop"] = True
sns.set_style("whitegrid")
sns.set_palette("Set1")
# Plot results
k1 = len(merged.groupby("Instance").mean())
k2 = len(merged.groupby("Group").mean())
k = k1 + k2
fig = plt.figure(
constrained_layout=True,
figsize=(15, max(5, 0.75 * k)),
)
plt.suptitle(f"{m1} vs {m2}")
gs1 = fig.add_gridspec(nrows=k, ncols=1)
ax1 = fig.add_subplot(gs1[0:k1, 0:1])
ax2 = fig.add_subplot(gs1[k1:, 0:1], sharex=ax1)
sns.barplot(
data=merged,
x="Speedup",
y="Instance",
color="tab:purple",
capsize=0.15,
errcolor="k",
errwidth=1.25,
ax=ax1,
)
sns.barplot(
data=merged,
x="Speedup",
y="Name",
color="tab:red",
y="Group",
color="tab:purple",
capsize=0.15,
errcolor="k",
errwidth=1.25,
ax=ax2,
)
plt.axvline(1.0, linestyle="--", color="k")
plt.tight_layout()
ax1.axvline(1.0, linestyle="--", color="k")
ax2.axvline(1.0, linestyle="--", color="k")
print("Writing tables/compare.png")
plt.savefig("tables/compare.png", dpi=150)
print("Writing tables/compare.csv")
merged.loc[
:,
[
"Group",
"Instance",
"Sample",
"A Time (s)",
"B Time (s)",
"Speedup",
"Time diff (s)",
"A Value",
"B Value",
"Value diff (%)",
],
].to_csv("tables/compare.csv", index_label="Index")
merged.to_csv("tables/compare.csv", index_label="Index")

32
benchmark/scripts/table.py
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@ -9,8 +9,7 @@ from tabulate import tabulate
def process_all_log_files():
pathlist = list(Path(".").glob("results/*/*/*.log"))
pathlist += list(Path(".").glob("results/*/*.log"))
pathlist = list(Path(".").glob("results/**/*.log"))
rows = []
for path in pathlist:
if ".ipy" in str(path):
@ -26,9 +25,9 @@ def process_all_log_files():
def process(filename):
parts = filename.replace(".log", "").split("/")
group_name = "/".join(parts[1:-1])
instance_name = parts[-1]
instance_name, sample_name = instance_name.split(".")
group_name = parts[1]
instance_name = "/".join(parts[2:-1])
sample_name = parts[-1]
nodes = 0.0
optimize_time = 0.0
simplex_iterations = 0.0
@ -174,28 +173,37 @@ def process(filename):
def generate_chart():
import pandas as pd
import matplotlib
import matplotlib.pyplot as plt
import seaborn as sns
matplotlib.use("Agg")
sns.set("talk")
sns.set_palette(
[
"#9b59b6",
"#3498db",
"#95a5a6",
"#e74c3c",
"#34495e",
"#2ecc71",
]
)
tables = []
files = ["tables/benchmark.csv"]
for f in files:
table = pd.read_csv(f, index_col=0)
table.loc[:, "Instance"] = (
table.loc[:, "Group"] + "/" + table.loc[:, "Instance"]
)
table.loc[:, "Filename"] = f
tables += [table]
benchmark = pd.concat(tables, sort=True)
benchmark = benchmark.sort_values(by="Instance")
k = len(benchmark.groupby("Instance"))
plt.figure(figsize=(12, 0.50 * k))
sns.set_style("whitegrid")
sns.set_palette("Set1")
plt.figure(figsize=(12, k))
sns.barplot(
y="Instance",
x="Total time (s)",
color="tab:red",
hue="Group",
capsize=0.15,
errcolor="k",
errwidth=1.25,

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