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Speeding up subsolvers #391

Merged
merged 47 commits into from
Nov 7, 2022
Merged

Speeding up subsolvers #391

merged 47 commits into from
Nov 7, 2022

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mpetrosian
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@mpetrosian mpetrosian commented Oct 19, 2022

  • render bntr subsolver numba-compatible. This includes jitting the following functions:
    • take_preliminary_gradient_descent_step_and_check_for_solution
    • compute_conjugate_gradient_step
    • minimize_trust_trsbox
    • minimize_trust_cg
    • minimize_trust_stcg

@mpetrosian mpetrosian requested a review from janosg October 19, 2022 13:46
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codecov bot commented Oct 19, 2022

Codecov Report

Merging #391 (c9c23d2) into main (a7c0232) will increase coverage by 0.08%.
The diff coverage is 99.78%.

@@            Coverage Diff             @@
##             main     #391      +/-   ##
==========================================
+ Coverage   92.78%   92.87%   +0.08%     
==========================================
  Files         209      211       +2     
  Lines       16628    17070     +442     
==========================================
+ Hits        15428    15853     +425     
- Misses       1200     1217      +17     
Impacted Files Coverage Δ
...ptimization/subsolvers/bounded_newton_quadratic.py 86.40% <ø> (ø)
...imagic/optimization/subsolvers/gqtpar_quadratic.py 89.31% <0.00%> (ø)
...magic/optimization/subsolvers/_trsbox_quadratic.py 85.36% <100.00%> (-6.88%) ⬇️
...ic/optimization/subsolvers/quadratic_subsolvers.py 96.29% <100.00%> (+0.46%) ⬆️
...timagic/optimization/tranquilo/solve_subproblem.py 88.46% <100.00%> (+0.14%) ⬆️
tests/optimization/tranquilo/test_bntr_fast.py 100.00% <100.00%> (ø)
...timization/tranquilo/test_minimize_trust_region.py 100.00% <100.00%> (ø)
...ts/optimization/tranquilo/test_solve_subproblem.py 100.00% <100.00%> (ø)

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@janosg
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janosg commented Nov 7, 2022

Ran another set of benchmarks. If anything, the faster subsolvers also perform better.

@janosg janosg merged commit 010fe59 into main Nov 7, 2022
@janosg janosg deleted the tranquilo-subsolver-speedup branch November 7, 2022 17:39
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3 participants