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Which of the following optimisation methods can't be done in an optimisation software such as CPLEX? Why not?
Dynamic programming
Integer programming
Combinatorial optimisation
Nonlinear programming
Graph theory
Precedence diagram method
Simulation
Queueing theory
Can anyone point me in the right direction? I didn't find too much information regarding the limitations of CPLEX on the IBM website.
Thank you!
That's kind-of a big shopping list, and most of the things on it are not optimisation methods.
For sure CPLEX does integer programming, non-linear programming (just quadratic, SOCP, and similar but not general non-linear) and combinatoric optimisation out of the box.
It is usually possible to re-cast things like DP as MILP models, but will obviously require a bit of work. Lots of MILP models are also based on graphs, so yes it is certainly possible to solve a lot of graph problems using a MILP solver such as CPLEX.
Looking wider at topics like simulation, then that is quite a different approach. Simulation really is NOT an optimisation method, but it can be used alongside optimisation to get extra insights which may be useful in a business context. Might be used for example to discover some empirical relationships that could be used in an optimisation model by CPLEX.
The same can probably also be said for things like queuing theory, precedence, etc. Basically, use CPLEX as an optimisation tool to solve part or all of your problem once you have structured and analysed it via one of these other approaches.
Hope that helps.
Hypothetically speaking, if my scientific work was leading toward the development of functions/modules/subroutines (on a desktop), what would I need to know to incorporate it into a large-scale simulation to be run on a supercomputer (which might simulate molecules, fluids, reactions, and so on)?
My impression is that it has to do with taking advantage of certain libraries (e.g., BLAS, LAPLACK) where possible, revising algorithms (reducing iteration), profiling, parallelizing, considering memory-hard disk-processor use/access... I am aware of the adage, "want to optimize your code? don't do it", but if one were interested in learning about writing efficient code, what references might be available?
I think this question is language agnostic, but since many number-crunching packages for biomolecular simulation, climate modeling, etc. are written in some version of Fortran, this language would probably be my target of interest (and I have programmed rather extensively in Fortran 77).
Profiling is a must at any level of machinery. In common usage, I've found that scaling to larger and larger grids requires a better understanding of the grid software and the topology of the grid. In that sense, everything you learn about optimizing for one machine is still applicable, but understanding the grid software gets you additional mileage. Hadoop is one of the most popular and widespread grid systems, so learning about the scheduler options, interfaces (APIs and web interfaces), and other aspects of usage will help. Although you may not use Hadoop for a given supercomputer, it is one of the less painful methods for learning about distributed computing. For parallel computing, you may pursue MPI and other systems.
Additionally, learning to parallelize code on a single machine, across multiple cores or processors, is something you can begin learning on a desktop machine.
Recommendations:
Learn to optimize code on a single machine:
Learn profiling
Learn to use optimized libraries (after profiling: so that you see the speedup)
Be sure you know algorithms and data structures very well (*)
Learn to do embarrassingly parallel programming on multiple core machines.
Later: consider multithreaded programming. It's harder and may not pay off for your problem.
Learn about basic grid software for distributed processing
Learn about tools for parallel processing on a grid
Learn to program for alternative hardware, e.g. GPUs, various specialized computing systems.
This is language agnostic. I have had to learn the same sequence in multiple languages and multiple HPC systems. At each step, take a simpler route to learn some of the infrastructure and tools; e.g. learn multicore before multithreaded, distributed before parallel, so that you can see what fits for the hardware and problem, and what doesn't.
Some of the steps may be reordered depending on local computing practices, established codebases, and mentors. If you have a large GPU or MPI library in place, then, by all means, learn that rather than foist Hadoop onto your collaborators.
(*) The reason to know algorithms very well is that as soon as your code is running on a grid, others will see it. When it is hogging up the system, they will want to know what you're doing. If you are running a process that is polynomial and should be constant, you may find yourself mocked. Others with more domain expertise may help you find good approximations for NP-hard problems, but you should know that the concept exists.
Parallelization would be the key.
Since the problems you cited (e.g. CFD, multiphysics, mass transfer) are generally expressed as large-scale linear algebra problems, you need matrix routines that parallelize well. MPI is a standard for those types of problems.
Physics can influence as well. For example, it's possible to solve some elliptical problems efficiently using explicit dynamics and artificial mass and damping matricies.
3D multiphysics means coupled differential equations with varying time scales. You'll want a fine mesh to resolve details in both space and time, so the number of degrees of freedom will rise rapidly; time steps will be governed by the stability requirements of your problem.
If someone ever figures out how to run linear algebra as a map-reduce problem they'll have it knocked.
Hypothetically speaking, if my scientific work was leading toward the development of functions/modules/subroutines (on a desktop), what would I need to know to incorporate it into a large-scale simulation to be run on a supercomputer (which might simulate molecules, fluids, reactions, and so on)?
First, you would need to understand the problem. Not all problems can be solved in parallel (and I'm using the term parallel in as wide meaning as it can get). So, see how the problem is now solved. Can it be solved with some other method quicker. Can it be divided in independent parts ... and so on ...
Fortran is the language specialized for scientific computing, and during the recent years, along with the development of new language features, there has also been some very interesting development in terms of features that are aiming for this "market". The term "co-arrays" could be an interesting read.
But for now, I would suggest reading first into a book like Using OpenMP - OpenMP is a simpler model but the book (fortran examples inside) explains nicely the fundamentals. Message parsing interface (for friends, MPI :) is a larger model, and one of often used. Your next step from OpenMP should probably go in this direction. Books on the MPI programming are not rare.
You mentioned also libraries - yes, some of those you mentioned are widely used. Others are also available. A person who does not know exactly where the problem in performance lies should IMHO never try to undertake the task of trying to rewrite library routines.
Also there are books on parallel algorithms, you might want to check out.
I think this question is language agnostic, but since many number-crunching packages for biomolecular simulation, climate modeling, etc. are written in some version of Fortran, this language would probably be my target of interest (and I have programmed rather extensively in Fortran 77).
In short it comes down to understanding the problem, learning where the problem in performance is, re-solving the whole problem again with a different approach, iterating a few times, and by that time you'll already know what you're doing and where you're stuck.
We're in a position similar to yours.
I'm most in agreement with #Iterator's answer, but I think there's more to say.
First of all, I believe in "profiling" by the random-pausing method, because I'm not really interested in measuring things (It's easy enough to do that) but in pinpointing code that is causing time waste, so I can fix it. It's like the difference between a floodlight and a laser.
For one example, we use LAPACK and BLAS. Now, in taking my stack samples, I saw a lot of the samples were in the routine that compares characters. This was called from a general routine that multiplies and scales matrices, and that was called from our code. The matrix-manipulating routine, in order to be flexible, has character arguments that tell it things like, if a matrix is lower-triangular or whatever. In fact, if the matrices are not very large, the routine can spend more than 50% of its time just classifying the problem. Of course, the next time it is called from the same place, it does the same thing all over again. In a case like that, a special routine should be written. When it is optimized by the compiler, it will be as fast as it reasonably can be, and will save all that classifying time.
For another example, we use a variety of ODE solvers. These are optimized to the nth degree of course. They work by calling user-provided routines to calculate derivatives and possibly a jacobian matrix. If those user-provided routines don't actually do much, samples will indeed show the program counter in the ODE solver itself. However, if the user-provided routines do much more, samples will find the lower end of the stack in those routines mostly, because they take longer, while the ODE code takes roughly the same time. So, optimization should be concentrated in the user-provided routines, not the ODE code.
Once you've done several of the kind of optimization that is pinpointed by stack sampling, which can speed things up by 1-2 orders of magnitude, then by all means exploit parallelism, MPI, etc. if the problem allows it.
The definition of rigid body in Box2d is
A chunk of matter that is so strong
that the distance between any two bits
of matter on the chunk is completely
constant.
And this is exactly what i don't want as i would like to make 2D (maybe 3D eventually), elastic, deformable, breakable, and even sticky bodies.
What I'm hoping to get out of this community are resources that teach me the math behind how objects bend, break and interact. I don't care about the molecular or chemical properties of these objects, and often this is all I find when I try to search for how to calculate what a piece of wood, metal, rubber, goo, liquid, organic material, etc. might look like after a force is applied to it.
Also, I'm a very visual person, so diagrams and such are EXTREMELY HELPFUL for me.
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Ignore these questions, they're old, and I'm only keeping them here for contextual purposes
1.Are there any simple 2D soft-body physics engines out there like this?
preferably free or opensource?
2.If not would it be possible to make my own without spending years on it?
3.Could i use existing engines like bullet and box2d as a start and simply transform their code, or would this just lead to more problems later, considering my 1 year of programming experience and bullet being 3D?
4.Finally, if i were to transform another library, would it be the best change box2D's already 2d code, Bullet's already soft code, or mixing both's source code?
Thanks!
(1) Both Bullet and PhysX have support for deformable objects in some capacity. Bullet is open source and PhysX is free to use. They both have ports for windows, mac, linux and all the major consoles.
(2) You could hack something together if you really know what you are doing, and it might even work. However, there will probably be bugs unless you have a damn good understanding of how Box2D's sequential impulse constraint solver works and what types of measures are going to be necessary to keep your system stable. That said, there are many ways to get deformable objects working with minimal fuss within a game-like environment. The first option is to take a second (or higher) order approximation of the deformation. This lets you deal with deformations in much the same way as you deal with rigid motions, only now you have a few extra degrees of freedom. See for example the following paper:
http://www.matthiasmueller.info/publications/MeshlessDeformations_SIG05.pdf
A second method is pressure soft bodies, which basically model the body as a set of particles with some distance constraints and pressure forces. This is what both PhysX and Bullet do, and it is a pretty standard technique by now (for example, Gish used it):
http://citeseerx.ist.psu.edu%2Fviewdoc%2Fdownload%3Fdoi%3D10.1.1.4.2828%26rep%3Drep1%26type%3Dpdf
If you google around, you can find lots of tutorials on implementing it, but I can't vouch for their quality. Finally, there has been a more recent push to trying to do deformable objects the `right' way using realistic elastic models and finite element type approaches. This is still an area of active research, so it is not for the faint of heart. For example, you could look at any number of the papers in this year's SIGGRAPH proceedings:
http://kesen.realtimerendering.com/sig2011.html
(3) Probably not. Though there are certain 2D style games that can work with a 3D physics engine (for example top down type games) for special effects.
(4) Based on what I just said, you should probably know the answer by now. If you are the adventurous sort and got some time to kill and the will to learn, then I say go for it! Of course it will be hard at first, but like anything it gets easier over time. Plus, learning new stuff is lots of fun!
On the other hand, if you just want results now, then don't do it. It will take a lot of time, and you will probably fail (a lot). If you just want to make games, then stick to the existing libraries and build on whatever abstractions it provides you.
Quick and partial answer:
rigid body are easy to model due to their property (you can use physic tools, like "Torseur+ (link on french on wikipedia, english equivalent points to screw theory) to modelate forces applying at any point in your element.
in comparison, non-solid elements move from almost solid (think very hard rubber : it can move but is almost solid) to almost liquid (think very soft ruber, latex). Meaning that dynamical properties applying to that knd of objects are much complex and depend of the nature of the object
Take the example of a spring : it's easy to model independantly (f=k.x), but creating a generic tool able to model that specific case is a nightmare (especially if you think of corner cases : extension is not infinite, compression reaches a lower point, material is non linear...)
as far as I know, when dealing with "elastic" materials, people do their own modelisation for their own purpose (a generic one does not exist)
now the answers:
Probably not, not that I know at least
not easily, see previously why
Unless you got high level background in elastic materials, I fear it's gonna be painful
Hope this helped
Some specific cases such as deformable balls can be simulated pretty well using spring-joint bodies:
Here is an implementation example with cocos2d: http://2sa-studio.blogspot.com/2014/05/soft-bodies-with-cocos2d-v3.html
Depending on the complexity of the deformable objects that you need, you might be able to emulate them using box2d, constraining rigid bodies with joints or springs. I did it in the past using a box2d clone for xna (farseer) and it worked nicely. Hope this helps.
The physics of your question breaks down into two different topics:
Inelastic Collisions: The math here is easy, and you could write a pretty decent library yourself without too much work for 2D points/balls. (And with more work, you could learn the physics for extended bodies.)
Materials Bending and Breaking: This will be hard. In general, you will have to model many of the topics in Mechanical Engineering:
Continuum Mechanics
Structural Analysis
Failure Analysis
Stress Analysis
Strain Analysis
I am not being glib. Modeling the bending and breaking of materials is, in general, a very detailed and varied topic. It will take a long time. And the only way to succeed will be to understand the science well enough that you can make clever shortcuts in limiting the scope of the science you need to model in your game.
However, the other half of your problem (modeling Inelastic Collisions) is a much more achievable goal.
Good luck!
An article has been making the rounds lately discussing the use of genetic algorithms to optimize "build orders" in StarCraft II.
http://lbrandy.com/blog/2010/11/using-genetic-algorithms-to-find-starcraft-2-build-orders/
The initial state of a StarCraft match is pre-determined and constant. And like chess, decisions made in this early stage of the match have long-standing consequences to a player's ability to perform in the mid and late game. So the various opening possibilities or "build orders" are under heavy study and scrutiny. Until the circulation of the above article, computer-assisted build order creation probably wasn't as popularity as it has been recently.
My question is... Is a genetic algorithm really the best way to model optimizing build orders?
A build order is a sequence of actions. Some actions have prerequisites like, "You need building B before you can create building C, but you can have building A at any time." So a chromosome may look like AABAC.
I'm wondering if a genetic algorithm really is the best way to tackle this problem. Although I'm not too familiar with the field, I'm having a difficult time shoe-horning the concept of genes into a data structure that is a sequence of actions. These aren't independent choices that can be mixed and matched like a head and a foot. So what value is there to things like reproduction and crossing?
I'm thinking whatever chess AIs use would be more appropriate since the array of choices at any given time could be viewed as tree-like in a way.
Although I'm not too familiar with the field, I'm having a difficult time shoe-horning the concept of genes into a data structure that is a sequence of actions. These aren't independent choices that can be mixed and matched like a head and a foot. So what value is there to things like reproduction and crossing?
Hmm, that's a very good question. Perhaps the first few moves in Starcraft can indeed be performed in pretty much any order, since contact with the enemy is not as immediate as it can be in Chess, and therefore it is not as important to remember the order of the first few moves as it is to know which of the many moves are included in those first few. But the link seems to imply otherwise, which means the 'genes' are indeed not all that amenable to being swapped around, unless there's something cunning in the encoding that I'm missing.
On the whole, and looking at the link you supplied, I'd say that genetic algorithms are a poor choice for this situation, which could be accurately mathematically modelled in some parts and the search tree expanded out in others. They may well be better than an exhaustive search of the possibility space, but may not be - especially given that there are multiple populations and poorer ones are just wasting processing time.
However, what I mean by "a poor choice" is that it is inefficient relative to a more appropriate approach; that's not to say that it couldn't still produce 98% optimal results in under a second or whatever. In situations such as this where the brute force of the computer is useful, it is usually more important that you have modelled the search space correctly than to have used the most effective algorithm.
As TaslemGuy pointed out, Genetic Algorithms aren't guaranteed to be optimal, even though they usually give good results.
To get optimal results you would have to search through every possible combination of actions until you find the optimal path through the tree-like representation. However, doing this for StarCraft is difficult, since there are so many different paths to reach a goal. In chess you move a pawn from e2 to e4 and then the opponent moves. In StarCraft you can move a unit at instant x or x+1 or x+10 or ...
A chess engine can look at many different aspects of the board (e.g. how many pieces does it have and how many does the opponent have), to guide it's search. It can ignore most of the actions available if it knows that they are strictly worse than others.
For a build-order creator only time really matters. Is it better to build another drone to get minerals faster, or is it faster to start that spawning pool right away? Not as straightforward as with chess.
These kinds of decisions happen pretty early on, so you will have to search each alternative to conclusion before you can decide on the better one, which will take a long time.
If I were to write a build-order optimizer myself, I would probably try to formulate a heuristic that estimates how good (close the to the goal state) the current state is, just as chess engines do:
Score = a*(Buildings_and_units_done/Buildings_and_units_required) - b*Time_elapsed - c*Minerals - d*Gas + e*Drone_count - f*Supply_left
This tries to keep the score tied to the completion percentage as well as StarCraft common knowledge (keep your ressources low, build drones, don't build more supply than you need). The variables a to f would need tweaking, of course.
After you've got a heuristic that can somewhat estimate the worth of a situation, I would use Best-first search or maybe IDDFS to search through the tree of possibilities.
Edit:
I recently found a paper that actually describes build order optimization in StarCraft, in real time even. The authors use depth-first search with branch and bound and heuristics that estimate the minimum amount of effort required to reach the goal based on the tech tree (e.g. zerglings need a spawning pool) and the time needed to gather the required minerals.
Genetic Algorithm can be, or can sometimes not be, the optimal or non-optimal solution. Based on the complexity of the Genetic Algorithm, how much mutation there is, the forms of combinations, and how the chromosomes of the genetic algorithm is interpreted.
So, depending on how your AI is implemented, Genetic Algorithms can be the best.
You are looking at a SINGLE way to implement genetic algorithms, while forgetting about genetic programming, the use of math, higher-order functions, etc. Genetic algorithms can be EXTREMELY sophisticated, and by using clever combining systems for crossbreeding, extremely intelligent.
For instance, neural networks are optimized by genetic algorithms quite often.
Look up "Genetic Programming." It's similar, but uses tree-structures instead of lines of characters, which allows for more complex interactions that breed better. For more complex stuff, they typically work out better.
There's been some research done using hierarchical reinforcement learning to build a layered ordering of actions that efficiently maximizes a reward. I haven't found much code implementing the idea, but there are a few papers describing MAXQ-based algorithms that have been used to explicitly tackle real-time strategy game domains, such as this and this.
This Genetic algorithm only optimizes the strategy for one very specific part of the game: The order of the first few build actions of the game. And it has a very specific goal as well: To have as many roaches as quickly as possible.
The only aspects influencing this system seem to be (I'm no starcraft player):
build time of the various units and
buildings
allowed units and buildings given the available units and buildings
Larva regeneration rate.
This is a relatively limited, relatively well defined problem with a large search space. As such it is very well suited for genetic algorithms (and quite a few other optimization algorithm at that). A full gene is a specific set of build orders that ends in the 7th roach. From what I understand you can just "play" this specific gene to see how fast it finishes, so you have a very clear fitness test.
You also have a few nice constraints on the build order, so you can combine different genes slightly smarter than just randomly.
A genetic algorithm used in this way is a very good tool to find a more optimal build order for the first stage of a game of starcraft. Due to its random nature it is also good at finding a surprising strategy, which might have been an additional goal of the author.
To use a genetic algorithm as the algorithm in an RTS game you'd have to find a way to encode reactions to situations rather than just plain old build orders. This also involves correctly identifying situations which can be a difficult task in itself. Then you'd have to let these genes play thousands of games of starcraft, against each other and (possibly) against humans, selecting and combining winners (or longer-lasting losers). This is also a good application of genetic algorithms, but it involves solving quite a few very hard problems before you even get to the genetic algorithm part.
In my independent study of various compiler books and web sites, I am learning about many different ways that a compiler can optimize the code that is being compiled, but I am having trouble figuring out how much of a benefit each optimization will tend to give.
How do most compiler writers go about deciding which optimizations to implement first? Or which optimizations are worth the effort or not worth the effort? I realize that this will vary between types of code and even individual programs, but I'm hoping that there is enough similarity between most programs to say, for instance, that one given technique will usually give you a better performance gain than another technique.
I found when implementing textbook compiler optimizations that some of them tended to reverse the improvements made by other optimizations. This entailed a lot of work trying to find the right balance between them.
So there really isn't a good answer to your question. Everything is a tradeoff. Many optimizations work well on one type of code, but are pessimizations for other types. It's like designing a house - if you make the kitchen bigger, the pantry gets smaller.
The real work in building an optimizer is trying out the various combinations, benchmarking the results, and, like a master chef, picking the right mix of ingredients.
Tongue in cheek:
Hubris
Benchmarks
Embarrassment
More seriously, it depends on your compiler's architecture and goals. Here's one person's experience...
Go for the "big payoffs":
native code generation
register allocation
instruction scheduling
Go for the remaining "low hanging fruit":
strength reduction
constant propagation
copy propagation
Keep bennchmarking.
Look at the output; fix anything that looks stupid.
It is usually the case that combining optimizations, or even repeating optimization passes, is more effective than you might expect. The benefit is more than the sum of the parts.
You may find that introduction of one optimization may necessitate another. For example, SSA with Briggs-Chaitin register allocation really benefits from copy propagation.
Historically, there are "algorithmical" optimizations from which the code should benefit in most of the cases, like loop unrolling (and compiler writers should implement those "documented" and "tested" optimizations first).
Then there are types of optimizations that could benefit from the type of processor used (like using SIMD instructions on modern CPUs).
See Compiler Optimizations on Wikipedia for a reference.
Finally, various type of optimizations could be tested profiling the code or doing accurate timing of repeated executions.
I'm not a compiler writer, but why not just incrementally optimize portions of your code, profiling all the while?
My optimization scheme usually goes:
1) make sure the program is working
2) find something to optimize
3) optimize it
4) compare the test results with what came out from 1; if they are different, then the optimization is actually a breaking change.
5) compare the timing difference
Incrementally, I'll get it faster.
I choose which portions to focus on by using a profiler. I'm not sure what extra information you'll garner by asking the compiler writers.
This really depends on what you are compiling. There is was a reasonably good discussion about this on the LLVM mailing list recently, it is of course somewhat specific to the optimizers they have available. They use abbreviations for a lot of their optimization passes, if you not familiar with any of acronyms they are tossing around you can look at their passes page for documentation. Ultimately you can spend years reading academic papers on this subject.
This is one of those topics where academic papers (ACM perhaps?) may be one of the better sources of up-to-date information. The best thing to do if you really want to know could be to create some code in unoptimized form and some in the form that the optimization would take (loops unrolled, etc) and actually figure out where the gains are likely to be using a compiler with optimizations turned off.
It is worth noting that in many cases, compiler writers will NOT spend much time, if any, on ensuring that their libraries are optimized. Benchmarks tend to de-emphasize or even ignore library differences, presumably because you can just use different libraries. For example, the permutation algorithms in GCC are asymptotically* less efficient than they could be when trying to permute complex data. This relates to incorrectly making deep copies during calls to swap functions. This will likely be corrected in most compilers with the introduction of rvalue references (part of the C++0x standard). Rewriting the STL to be much faster is surprisingly easy.
*This assumes the size of the class being permuted is variable. E.g. permutting a vector of vectors of ints would slow down if the vectors of ints were larger.
One that can give big speedups but is rarely done is to insert memory prefetch instructions. The trick is to figure out what memory the program will be wanting far enough in advance, never ask for the wrong memory and never overflow the D-cache.