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siko1056 committed Jan 20, 2017
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235 changes: 235 additions & 0 deletions benchmark.m
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function [s] = benchmark(path, filename, file, tfile, solverlist)
%% BECNHMARKING - a routine to perform a benchmark
% s = benchmarking(path, filename, file, tfile)
%
%% >> Description:
% A benchmark test will be performed on problems found on path 'path'.
% The results (optimal values ,rigorous lower and upper bounds and times)
% are saved in the textfiles 'filename' reps. 'filename'_timings or
% in the files given by handels 'file' resp. 'tfile'. Some Tex sequences
% for tables in Latex will be created.
%
%% >> Input:
% path: path of test problems
% filename: name of the file for the results
% file, tfile: file handels for results if not given by 'filename'
%
%% >> Output:
% s: 0 if benchmark test completed, otherwise an error will be thrown
%

%% ********************************************************************* %%
%% This file is part of VSDP by V. Haerter, C. Jansson and M. Lange %%
%% Copyright (c) 2012, C. Jansson %%
%% Technical University of Hamburg (TUHH) %%
%% Institute for Reliable Computing (IRC) %%
%% VSDP can be freely used for private and academic purposes. %%
%% Commercial use or use in conjunction with a commercial program which %%
%% requires VSDP or part of it to function properly is prohibited. %%
%% ********************************************************************* %%

%% Last modified:
% 31/07/10 V. Haerter, comments added
% 12/08/12 M. Lange, small adaptions for overworked VSDP
%

%% preparation
sysstr = computer;
if isempty(strfind(sysstr,'WIN'))
nlstr= '\n';
else
nlstr = '\r\n';
end

% list of solvers that shall be benchmarked
if nargin<5 || ~iscell(solverlist)
solverlist = {'sdpt3','sedumi','sdpa','csdp'};
end
ml = length(solverlist);

if nargin<3 || isempty(file) || file<=0
file = fopen(filename,'w');
if file==0
error('VSDP:BENCHMARK','Could not open the file %s',filename);
end
end

if nargin<4 || isempty(tfile) || tfile<=0
tfilename = [filename(1:end-4),'_timings.txt'];
tfile = fopen(tfilename,'w');
if tfile==0
error('VSDP:BENCHMARK','Could not open the file %s',tfilename);
end
end

% root contains files and sub-folders in path folder
root = dir(path);

if length(root)==2 % empty folder
warning('VSDP:BENCHMARK',['"',path,'" is empty']);
return;
elseif (length(root)>2) % if folder: exclude './' and '../' in root
root([1 2]) = [];
end
% folders first than files
[tmp idx] = sort([root(:).isdir],'descend');
root = root(idx);

% write table head if test subdirectory reached
if ~root(1).isdir
% table for results
fprintf(file,['\\begin{center} ',nlstr]);
fprintf(file,'\\begin{table} {Test Problems from %s} \\\\[1ex]',path);
fprintf(file,[nlstr,'\\begin{tiny}',nlstr]);
fprintf(file,['\\begin{tabular}[b]{|l|c|c|c|c|c|c|l|} \\hline',...
'& & & & & & & \\\\[-2ex]',nlstr]);
fprintf(file,['\\textbf{Problem} & $p^*$ & $d^*$ & $\\bar{d}$ & ',...
'$\\underline{p}$ & $\\mu(p^*,d^*)$ & $\\mu(',...
'\\underline{p},\\bar{d})$ & Solver \\\\ \\hline',nlstr]);
% table for timings
fprintf(tfile,['\\begin{center} ',nlstr]);
fprintf(tfile,'\\begin{table} {Timings for %s} \\\\[1ex]',path);
fprintf(tfile,[nlstr,'\\begin{tiny}',nlstr]);
fprintf(tfile,['\\begin{tabular}[b]{|l|c|c|c|l|} \\hline',...
'Problem & $t_s$ & $t_u$ & $t_l$ & ',...
'Solver \\\\ \\hline',nlstr]);
end

for j = 1:length(root) % start from third entry to exclude './' and '../' in mr
if root(j).isdir
newpath = fullfile(path,root(j).name);
benchmark(newpath,'',file,tfile,solverlist);
else
% cleaning/preparing memory
clear A b c K x0 y0 z0 objt info;
pack;
% go the next problem
probname = root(j).name;
fullname = fullfile(path,probname);
try
% load matlab data
if length(probname)>=5 && strcmpi(fullname(end-3:end),'.mat')
load(fullname);
ww = whos;
for jw=1:length(ww)
if strcmp(ww(jw).name,'At')
A = At; clear At;
end
if strcmp(ww(jw).name,'Amatrix')
A = Amatrix; clear Amatrix;
end
if strcmp(ww(jw).name,'C')
c = C; clear C ww;
break;
end
end
% [A,b,c] = sedumi2vsdp(A,b,c,K);
% load sparse sdpa data
elseif strcmpi(probname(end-min(4,length(probname)-1):end),'dat-s')
[A,b,c,K] = sdpa2vsdp(fullname);
% load nothing, continue to next file
elseif strcmpi(probname(end-min(2,length(probname)-1):end),'SIF')
[A,b,c,K] = mps2vsdp(fullname);
else
warning('VSDP:BENCHMARK','not supported file found');
continue;
end
catch loaderror
msgstr = loaderror.message;
msglen = min(length(msgstr),20);
msgstr = msgstr(1:msglen);
fprintf(file,['%s & \\multicolumn{6}{|l|}{',...
msgstr,'} & \\\\ \\hline',nlstr],...
probname);
fprintf(tfile,['%s & \\multicolumn{3}{|l|}{ & ',...
msgstr,'} & \\\\ \\hline',nlstr],...
probname);
continue;
end
% some preprocessing of probleme names
sidx = (probname=='_');
probname(sidx) = '';
sidx = find(probname=='.') - 1;
if isempty(sidx)
sidx = length(probname);
end
probname = probname(1:min(sidx,12));
%try to solve the problem
for i = 1:ml
opts.SOLVER = solverlist{i};
% try to solve with an approximate solver
try
tic; [objt,x0,y0,z0] = mysdps(A,b,c,K,[],[],[],opts); ts = toc;
ps = objt(1); ds = objt(2);
fprintf(file,'%s & %1.8e & %1.8e & ',probname,ps,ds);
catch solvererror
msgstr = solvererror.message;
msglen = min(length(msgstr),20);
msgstr = msgstr(1:msglen);
fprintf(file,['%s & \\multicolumn{6}{|l|}{',...
msgstr,'} & %s\\\\ \\hline',nlstr],...
probname,solverlist{i});
fprintf(tfile,['%s & \\multicolumn{3}{|l|}{',...
msgstr,'} & %s\\\\ \\hline',nlstr],...
probname,solverlist{i});
continue;
end
% try to find upper bound
try
tic; fU = vsdpup(A,b,c,K,x0,y0,z0,[],opts); tu = toc;
fprintf(file,'%1.8e & ',fU);
catch vsdpuperror
msgstr = vsdpuperror.message;
msglen = min(length(msgstr),20);
msgstr = msgstr(1:msglen);
fprintf(file,[' & \\multicolumn{4}{|l|}{',...
msgstr,'} & %s\\\\ \\hline',nlstr],...
'VSDP:VSDPUP');
fprintf(tfile,[' & \\multicolumn{2}{|l|}{',...
msgstr,'} & %s\\\\ \\hline',nlstr],...
'VSDP:VSDPUP');
continue;
end
% try to find lower bound
try
tic; fL = vsdplow(A,b,c,K,x0,y0,z0,[],opts); tl = toc;
fprintf(file,'%1.8e & ',fL);
catch dummy
msgstr = dummy.message;
msglen = min(length(msgstr),20);
msgstr = msgstr(1:msglen);
fprintf(file,[' & \\multicolumn{1}{|l|}{',...
msgstr,'} & %s\\\\ \\hline',nlstr],...
'VSDP:VSDPLOW');
fprintf(tfile,[' & \\multicolumn{1}{|l|}{',...
msgstr,'} & %s\\\\ \\hline',nlstr],...
'VSDP:VSDPLOW');
continue;
end
mup = (ps - ds)/max(1,(abs(ps) + abs(ds))/2);
muv = (fU - fL)/max(1,(abs(fL) + abs(fU))/2);
% write rest results
fprintf(file,['%1.8e & %1.8e & %s \\\\ \\hline',nlstr],...
mup, muv, solverlist{i});
fprintf(tfile,['%s & %6.3d & %6.3d & %6.3d & %s \\\\ ',...
'\\hline',nlstr],probname,ts,tu,tl,solverlist{i});
clear objt x0 y0 z0; pack;
end
end
end

% write table closing sequences
if ~root(1).isdir
% end of results table
fprintf(file,['\\end{tabular}',nlstr]);
fprintf(file,['\\end{tiny}',nlstr]);
fprintf(file,['\\end{table}',nlstr]);
fprintf(file,['\\end{center}',nlstr,nlstr]);
% end of timings table
fprintf(tfile,['\\end{tabular}',nlstr]);
fprintf(tfile,['\\end{tiny}',nlstr]);
fprintf(tfile,['\\end{table}',nlstr]);
fprintf(tfile,['\\end{center}',nlstr]);
end

s = 0;
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