add job queue mpi

Project.toml

@@ -5,6 +5,7 @@ version = "0.1.0"
 
 [deps]
 EnumX = "4e289a0a-7415-4d19-859d-a7e5c4648b56"
+JobQueueMPI = "32d208e1-246e-420c-b6ff-18b71b410923"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 ProgressTables = "e0b4b9f6-8cc7-451e-9c86-94c5316e9f73"

mpiexecjl.ps1

@@ -0,0 +1,78 @@
+# Copyright (C) 2023 Guilherme Bodin
+# License is MIT "Expat"
+#
+# Commentary:
+#
+# Command line utility to call the `mpiexec` binary used by the `MPI.jl` version
+# in the given Julia project. It has the same syntax as the `mpiexec` binary
+# that would be called, with the additional `--project=...` flag to select a
+# different Julia project.
+#
+# Examples of usage (the MPI flags available depend on the MPI implementation
+# called):
+#
+#   $ mpiexecjl -n 40 julia mpi-script.jl
+#   $ mpiexecjl --project=my_experiment -n 80 --oversubscribe julia mpi-script.jl
+#   To call the application in parallel in the non-compiled mode powershell.exe -ExecutionPolicy ByPass -File .\mpiexecjl.ps1 -n 3 --project=. julia .\main.jl
+
+function usage {
+    Write-Host "Usage: $([System.IO.Path]::GetFileNameWithoutExtension($MyInvocation.MyCommand.Name)) [--project=...] MPIEXEC_ARGUMENTS..."
+    Write-Host "Call the mpiexec binary in the Julia environment specified by the --project option."
+    Write-Host "If no project is specified, the MPI associated with the global Julia environment will be used."
+    Write-Host "All other arguments are forwarded to mpiexec."
+}
+
+$julia_args = @()
+$PROJECT_ARG = ""
+
+foreach ($arg in $args) {
+    if ($arg -match "^--project(=.*)?$") {
+        $PROJECT_ARG = $arg
+    }
+    elseif ($arg -eq "-h" -or $arg -eq "--help") {
+        $helpRequested = $true
+        usage
+        Write-Host "Below is the help of the current mpiexec."
+        Write-Host
+        exit 0
+    }
+    else {
+        $julia_args += $arg
+    }
+}
+
+if (-not $julia_args) {
+    Write-Error "ERROR: no arguments specified."
+    usage
+    exit 1
+}
+
+if ($env:JULIA_BINDIR) {
+    $JULIA_CMD = Join-Path $env:JULIA_BINDIR "julia"
+} else {
+    $JULIA_CMD = "julia"
+}
+
+$SCRIPT = @'
+using MPI
+ENV[\"JULIA_PROJECT\"] = dirname(Base.active_project())
+mpiexec(exe -> run(`$exe $ARGS`))
+'@
+
+$PRECOMPILATION_SCRIPT = @'
+println(\"precompiling current project before running MPI\")
+
+import Pkg
+Pkg.activate(dirname(Base.active_project()))
+Pkg.instantiate()
+
+println(\"precompilation finished\")
+'@
+
+& $JULIA_CMD $PROJECT_ARG -e $PRECOMPILATION_SCRIPT
+
+if ($PROJECT_ARG) {
+    & $JULIA_CMD $PROJECT_ARG --color=yes --startup-file=no --compile=min -O0 -e $SCRIPT -- $julia_args
+} else {
+    & $JULIA_CMD --color=yes --startup-file=no --compile=min -O0 -e $SCRIPT -- $julia_args
+}

src/LightBenders.jl

@@ -1,15 +1,18 @@
 module LightBenders
 
 # Standard library dependencies
+using JobQueueMPI
 using LinearAlgebra
 using Statistics
 
 # Third party dependencies
 using EnumX
 using JuMP
-
 using ProgressTables
 
+# module constants
+const JQM = JobQueueMPI
+
 # Keys aspects of the algorithm
 include("debugging_options.jl")
 include("results.jl")
@@ -40,6 +43,7 @@ include("simulate.jl")
 
 # training implementations
 include("training_strategies/benders_serial.jl")
+include("training_strategies/benders_job_queue.jl")
 
 # simulation implementations
 include("simulation_strategies/benders_serial.jl")

src/stopping_rules.jl

@@ -9,7 +9,7 @@ struct ConvergenceResult
 end
 
 has_converged(result::ConvergenceResult) = result.has_converged
-message(result::ConvergenceResult) = result.message
+results_message(result::ConvergenceResult) = result.message
 
 """
     IterationLimit(max_iterations::Int)

src/train.jl

@@ -1,14 +1,16 @@
 abstract type AbstractTrainingImplementation end
 
-struct BendersSerialTraining <: AbstractTrainingImplementation end
+struct SerialTraining <: AbstractTrainingImplementation end
+
+struct JobQueueTraining <: AbstractTrainingImplementation end
 
 """
 """
 Base.@kwdef mutable struct PolicyTrainingOptions
     num_scenarios::Int
     lower_bound::Real = 0.0
     discount_rate::Real = 0.0
-    implementation_strategy::AbstractTrainingImplementation = BendersSerialTraining()
+    implementation_strategy::AbstractTrainingImplementation = SerialTraining()
     cut_strategy::CutStrategy.T = CutStrategy.SingleCut
     risk_measure::AbstractRiskMeasure = RiskNeutral()
     stopping_rule::AbstractStoppingRule = IterationLimit(5)
@@ -39,7 +41,7 @@ function train(;
     inputs = nothing,
     policy_training_options::PolicyTrainingOptions
 )
-    if policy_training_options.implementation_strategy isa BendersSerialTraining
+    if policy_training_options.implementation_strategy isa SerialTraining
         return serial_benders_train(;
             state_variables_builder,
             first_stage_builder,
@@ -48,6 +50,15 @@ function train(;
             inputs,
             policy_training_options,
         )
+    elseif policy_training_options.implementation_strategy isa JobQueueTraining
+        return job_queue_benders_train(;
+            state_variables_builder,
+            first_stage_builder,
+            second_stage_builder,
+            second_stage_modifier,
+            inputs,
+            policy_training_options,
+        )
     else
         error("ImplementationStrategy not implemented.")
     end