230627.074557.CST revise stress tests

libprima · Jun 26, 2023 · e124964 · e124964
1 parent f85852f
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Showing 6 changed files with 33 additions and 24 deletions.
diff --git a/fortran/tests/test_bobyqa.f90 b/fortran/tests/test_bobyqa.f90
@@ -6,7 +6,7 @@ module test_solver_mod
 !
 ! Started: September 2021
 !
-! Last Modified: Sunday, June 25, 2023 PM08:36:59
+! Last Modified: Tuesday, June 27, 2023 AM07:42:30
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -134,15 +134,15 @@ subroutine test_solver(probs, mindim, maxdim, dimstride, nrand, randseed, testdi
  call setseed(rseed)
  npt = max(n + 2_IK, int(5.0 * rand() * real(n, RP), kind(npt)))
  iprint = 2_IK
- if (int(npt) + 1000 > huge(0_IK)) then
+ if (int(npt) + 2000 > huge(0_IK)) then
  maxfun = huge(0_IK)
  else
- maxfun = npt + int(1000.0_RP * rand(), IK)
+ maxfun = npt + int(2000.0_RP * rand(), IK)
  end if
  maxhist = maxfun
  ftarget = -REALMAX
  rhobeg = noisy(prob % Delta0)
- rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(4.0_RP * rand() - 3.5_RP))
+ rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(6.0_RP * rand() - 6.0_RP))
  call safealloc(x, n) ! Not all compilers support automatic allocation yet, e.g., Absoft.
  x = noisy(prob % x0)
  orig_calfun => prob % calfun

diff --git a/fortran/tests/test_cobyla.f90 b/fortran/tests/test_cobyla.f90
@@ -6,7 +6,7 @@ module test_solver_mod
 !
 ! Started: September 2021
 !
-! Last Modified: Monday, June 26, 2023 PM09:35:41
+! Last Modified: Tuesday, June 27, 2023 AM07:43:01
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -142,10 +142,10 @@ subroutine test_solver(probs, mindim, maxdim, dimstride, nrand, randseed, testdi
  m = int(min(int(10.0_RP * rand() * real(n, RP)), 10**min(range(0), range(0_IK))), IK)
  call construct(prob, probname, n, m)
  iprint = 2_IK
- if (int(n) + 1000 > huge(0_IK)) then
+ if (int(n) + 2000 > huge(0_IK)) then
  maxfun = huge(0_IK)
  else
- maxfun = n + int(1000.0_RP * rand(), IK)
+ maxfun = n + int(2000.0_RP * rand(), IK)
  end if
  maxhist = maxfun
  maxfilt = int(TWO * rand() * real(maxfun, RP), kind(maxfilt))
@@ -156,7 +156,7 @@ subroutine test_solver(probs, mindim, maxdim, dimstride, nrand, randseed, testdi
  end if
  ftarget = -REALMAX
  rhobeg = noisy(prob % Delta0)
- rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(4.0_RP * rand() - 3.5_RP))
+ rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(6.0_RP * rand() - 6.0_RP))
  call safealloc(x, n) ! Not all compilers support automatic allocation yet, e.g., Absoft.
  x = noisy(prob % x0)
  orig_calcfc => prob % calcfc

diff --git a/fortran/tests/test_lincoa.f90 b/fortran/tests/test_lincoa.f90
@@ -6,7 +6,7 @@ module test_solver_mod
 !
 ! Started: September 2021
 !
-! Last Modified: Sunday, June 25, 2023 PM08:37:36
+! Last Modified: Tuesday, June 27, 2023 AM07:43:24
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -146,10 +146,10 @@ subroutine test_solver(probs, mindim, maxdim, dimstride, nrand, randseed, testdi
  call construct(prob, probname, n, m)
  npt = max(n + 2_IK, int(5.0 * rand() * real(n, RP), kind(npt)))
  iprint = 2_IK
- if (int(npt) + 1000 > huge(0_IK)) then
+ if (int(npt) + 2000 > huge(0_IK)) then
  maxfun = huge(0_IK)
  else
- maxfun = npt + int(1000.0_RP * rand(), IK)
+ maxfun = npt + int(2000.0_RP * rand(), IK)
  end if
  maxhist = maxfun
  maxfilt = int(TWO * rand() * real(maxfun, RP), kind(maxfilt))
@@ -160,7 +160,7 @@ subroutine test_solver(probs, mindim, maxdim, dimstride, nrand, randseed, testdi
  end if
  ftarget = -REALMAX
  rhobeg = noisy(prob % Delta0)
- rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(4.0_RP * rand() - 3.5_RP))
+ rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(6.0_RP * rand() - 6.0_RP))
  call safealloc(x, n) ! Not all compilers support automatic allocation yet, e.g., Absoft.
  x = noisy(prob % x0)
  orig_calfun => prob % calfun

diff --git a/fortran/tests/test_newuoa.f90 b/fortran/tests/test_newuoa.f90
@@ -6,7 +6,7 @@ module test_solver_mod
 !
 ! Started: September 2021
 !
-! Last Modified: Sunday, June 25, 2023 PM08:37:53
+! Last Modified: Tuesday, June 27, 2023 AM07:43:43
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -128,15 +128,15 @@ subroutine test_solver(probs, mindim, maxdim, dimstride, nrand, randseed, testdi
  call setseed(rseed)
  npt = max(n + 2_IK, int(5.0 * rand() * real(n, RP), kind(npt)))
  iprint = 2_IK
- if (int(npt) + 1000 > huge(0_IK)) then
+ if (int(npt) + 2000 > huge(0_IK)) then
  maxfun = huge(0_IK)
  else
- maxfun = npt + int(1000.0_RP * rand(), IK)
+ maxfun = npt + int(2000.0_RP * rand(), IK)
  end if
  maxhist = maxfun
  ftarget = -REALMAX
  rhobeg = noisy(prob % Delta0)
- rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(4.0_RP * rand() - 3.5_RP))
+ rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(6.0_RP * rand() - 6.0_RP))
  call safealloc(x, n) ! Not all compilers support automatic allocation yet, e.g., Absoft.
  x = noisy(prob % x0)
  orig_calfun => prob % calfun

diff --git a/fortran/tests/test_uobyqa.f90 b/fortran/tests/test_uobyqa.f90
@@ -6,7 +6,7 @@ module test_solver_mod
 !
 ! Started: September 2021
 !
-! Last Modified: Monday, June 26, 2023 PM09:42:08
+! Last Modified: Tuesday, June 27, 2023 AM07:44:03
 !--------------------------------------------------------------------------------------------------!
 
 implicit none
@@ -123,15 +123,15 @@ subroutine test_solver(probs, mindim, maxdim, dimstride, nrand, randseed, testdi
  call setseed(rseed)
  iprint = 2_IK
  npt = (n + 2_IK) * (n + 1_IK) / 2_IK
- if (int(npt) + 1000 > huge(0_IK)) then
+ if (int(npt) + 2000 > huge(0_IK)) then
  maxfun = huge(0_IK)
  else
- maxfun = npt + int(1000.0_RP * rand(), IK)
+ maxfun = npt + int(2000.0_RP * rand(), IK)
  end if
  maxhist = maxfun
  ftarget = -REALMAX
  rhobeg = noisy(prob % Delta0)
- rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(4.0_RP * rand() - 3.5_RP))
+ rhoend = max(1.0E-6_RP, rhobeg * 1.0E1_RP**(6.0_RP * rand() - 6.0_RP))
  call safealloc(x, n) ! Not all compilers support automatic allocation yet, e.g., Absoft.
  x = noisy(prob % x0)
  orig_calfun => prob % calfun

diff --git a/matlab/tests/stress.m b/matlab/tests/stress.m
@@ -1,10 +1,19 @@
 function stress(solver, options)
 %STRESS Stress test for the solver on problems large dimensions.
 % N.B.: When the dimension beyond some limit, the MEX function will crash due to memory violations.
-% As we can see below in the comments, the limit is much higher on Linux than on macOS and Windows.
-% This is probably because MEX uses gfortran on Linux, and it puts automatic arrays on the heap by
-% default, where as MEX uses ifort on macOS and Windows, and it puts automatic arrays on the stack
-% by default.
+% In the official version, the limit for each solver is much higher than the size of problems that
+% it is designed to solve. To achieve this, we have to force the MEX function to use the heap
+% instead of the stack for automatic arrays. This is done by the following compilation options:
+% gfortran on Linux: -fno-stack-arrays
+% Intel compiler on macOS: -heap-arrays
+% Intel compiler on Windows: /heap-arrays
+% As of gfortran 12.0, `-fno-stack-arrays` is indeed the default, and we specify it for safety; as
+% of Intel oneAPI 2023.1.0, `-no-heap-arrays` is the default, so we must specify `-heap-arrays`.
+% N.B.: We assume that the function evaluation is much more expensive than the memory allocation,
+% so the performance loss due to the heap allocation is negligible. This is true for derivative-free
+% optimization, but may not be true for optimization with derivatives.
+% See matlab/setup_tools/compile.m for details.
+
 
 % Turn off unwanted warnings
 orig_warning_state = warnoff({solver});