Parallelize presolve problems

AntaresSimulatorTeam · Sep 12, 2024 · a4edb7c · a4edb7c
1 parent 5e5528f
commit a4edb7c
Showing 1 changed file with 69 additions and 60 deletions.
diff --git a/src/cpp/exe/presolve_problems/main.cpp b/src/cpp/exe/presolve_problems/main.cpp
@@ -3,7 +3,9 @@
 
 #include <common.h>
 
+#include <execution>
 #include <filesystem>
+#include <mutex>
 #include <typeinfo>
 #include <unordered_set>
 
@@ -42,68 +44,75 @@ int main(int argc, char **argv) {
   CouplingMap presolvedCouplings;
   std::string presolvedPrefix = "presolved-";
   // Configure presolve and solve with 0 iteration
-  for (const auto &[pbName, candidates] : pbNameTocandidatesId) {
-    if (pbName == "master") {
-      // Copy couplings for master
-      for (auto &[varName, id] : couplings[pbName]) {
-        presolvedCouplings[pbName][varName] = id;
-      }
-    } else {
-      // Do the actual presolve work for subproblems
-      std::filesystem::path fullMpsPath = lpDir / pbName;
-      LoadXpress::XPRSrestore(xprsProb, fullMpsPath.c_str(), "");
-      LoadXpress::XPRSloadsecurevecs(xprsProb, 0, candidates.size(), nullptr,
-                                     candidates.data());
-      LoadXpress::XPRSsetintcontrol(xprsProb, XPRS_LPITERLIMIT, 0);
-      LoadXpress::XPRSlpoptimize(xprsProb, "");
-
-      // Write presolved problem MPS
-      std::filesystem::path presolvedFilename =
-          presolvedPrefix + fullMpsPath.filename().string();
-      std::filesystem::path presolvedPath =
-          fullMpsPath.parent_path() / presolvedFilename;
-
-      // Get candidates id in presolved problem
-      int nbCols(0);
-      int nbRows(0);
-      LoadXpress::XPRSgetintattrib(xprsProb, XPRS_COLS, &nbCols);
-      LoadXpress::XPRSgetintattrib(xprsProb, XPRS_ROWS, &nbRows);
-      std::vector<int> colMap(nbCols);
-      std::vector<int> rowMap(nbRows);
-      LoadXpress::XPRSgetpresolvemap(xprsProb, rowMap.data(), colMap.data());
-
-      std::unordered_set<int> initCandidatesIdSet(
-          pbNameTocandidatesId[pbName].begin(),
-          pbNameTocandidatesId[pbName].end());
-      // Use an unordered_map to store the indices of found values
-      std::unordered_map<int, int> initIdToPresolvedId;
-
-      for (int i = 0; i < colMap.size(); ++i) {
-        if (initCandidatesIdSet.find(colMap[i]) != initCandidatesIdSet.end()) {
-          initIdToPresolvedId[colMap[i]] = i;
-          initCandidatesIdSet.erase(colMap[i]);
-          if (initCandidatesIdSet.empty()) {
-            break;
+  std::for_each(
+      std::execution::par, pbNameTocandidatesId.begin(),
+      pbNameTocandidatesId.end(), [&](const auto &pbNameAndCandidate) {
+        auto [pbName, candidates] = pbNameAndCandidate;
+        if (pbName == "master") {
+          // Copy couplings for master
+          for (auto &[varName, id] : couplings[pbName]) {
+            presolvedCouplings[pbName][varName] = id;
           }
+        } else {
+          // Do the actual presolve work for subproblems
+          std::filesystem::path fullMpsPath = lpDir / pbName;
+          LoadXpress::XPRSrestore(xprsProb, fullMpsPath.c_str(), "");
+          LoadXpress::XPRSloadsecurevecs(xprsProb, 0, candidates.size(),
+                                         nullptr, candidates.data());
+          LoadXpress::XPRSsetintcontrol(xprsProb, XPRS_LPITERLIMIT, 0);
+          LoadXpress::XPRSsetintcontrol(xprsProb, XPRS_THREADS, 1);
+          LoadXpress::XPRSlpoptimize(xprsProb, "");
+
+          // Write presolved problem MPS
+          std::filesystem::path presolvedFilename =
+              presolvedPrefix + fullMpsPath.filename().string();
+          std::filesystem::path presolvedPath =
+              fullMpsPath.parent_path() / presolvedFilename;
+
+          // Get candidates id in presolved problem
+          int nbCols(0);
+          int nbRows(0);
+          LoadXpress::XPRSgetintattrib(xprsProb, XPRS_COLS, &nbCols);
+          LoadXpress::XPRSgetintattrib(xprsProb, XPRS_ROWS, &nbRows);
+          std::vector<int> colMap(nbCols);
+          std::vector<int> rowMap(nbRows);
+          LoadXpress::XPRSgetpresolvemap(xprsProb, rowMap.data(),
+                                         colMap.data());
+
+          std::unordered_set<int> initCandidatesIdSet(
+              pbNameTocandidatesId[pbName].begin(),
+              pbNameTocandidatesId[pbName].end());
+          // Use an unordered_map to store the indices of found values
+          std::unordered_map<int, int> initIdToPresolvedId;
+
+          for (int i = 0; i < colMap.size(); ++i) {
+            if (initCandidatesIdSet.find(colMap[i]) !=
+                initCandidatesIdSet.end()) {
+              initIdToPresolvedId[colMap[i]] = i;
+              initCandidatesIdSet.erase(colMap[i]);
+              if (initCandidatesIdSet.empty()) {
+                break;
+              }
+            }
+          }
+          for (auto &[varName, id] : couplings[pbName]) {
+            presolvedCouplings[presolvedFilename.string()][varName] =
+                initIdToPresolvedId[id];
+          }
+
+          // Write and read again problem so that it is not in presolved state
+          // anymore, to be able to change obj function in Benders later on
+          // LoadXpress::XPRSsetintcontrol(xprsProb, XPRS_LPITERLIMIT,
+          // 2147483645);
+          LoadXpress::XPRSwriteprob(xprsProb, presolvedPath.c_str(), "");
+
+          XPRSprob xprsProbToSave;
+          LoadXpress::XPRScreateprob(&xprsProbToSave);
+          LoadXpress::XPRSreadprob(xprsProbToSave, presolvedPath.c_str(), "");
+          LoadXpress::XPRSsaveas(xprsProbToSave, presolvedPath.c_str());
+          std::filesystem::remove(presolvedPath);
         }
-      }
-      for (auto &[varName, id] : couplings[pbName]) {
-        presolvedCouplings[presolvedFilename.string()][varName] =
-            initIdToPresolvedId[id];
-      }
-
-      // Write and read again problem so that it is not in presolved state
-      // anymore, to be able to change obj function in Benders later on
-      // LoadXpress::XPRSsetintcontrol(xprsProb, XPRS_LPITERLIMIT, 2147483645);
-      LoadXpress::XPRSwriteprob(xprsProb, presolvedPath.c_str(), "");
-
-      XPRSprob xprsProbToSave;
-      LoadXpress::XPRScreateprob(&xprsProbToSave);
-      LoadXpress::XPRSreadprob(xprsProbToSave, presolvedPath.c_str(), "");
-      LoadXpress::XPRSsaveas(xprsProbToSave, presolvedPath.c_str());
-      std::filesystem::remove(presolvedPath);
-    }
-  }
+      });
 
   // Write structure for presolved problem
   std::ofstream coupling_file(structureFilePath);