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optimize ExpAtom #613

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wants to merge 8 commits into from
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optimize ExpAtom #613

wants to merge 8 commits into from

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ericphanson
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@ericphanson ericphanson commented May 4, 2024

closes #254

Before: on the original problem, today I OOM'd on my 16 GB macbook pro. On previous attempts, I got

1303.736478 seconds (11.94 M allocations: 191.588 GiB, 92.49% gc time)

On this branch:

  5.474096 seconds (1.13 M allocations: 216.129 MiB, 20.82% gc time)

The issue is formulating 33378 IndexAtoms and so forth. In general in Convex we must never do scalar operations if we hope to formulate things performantly (unless we move everything to a scalar representation like MOI).

Here, I couldn't see how to avoid the scalar operations, so I lower to MOI to do them on that level, which is efficient.

I filed #614 to track this issue more generally.

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codecov bot commented May 4, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.88%. Comparing base (2a3b520) to head (c7e3bec).

Additional details and impacted files
@@            Coverage Diff             @@
##           master     #613      +/-   ##
==========================================
+ Coverage   97.83%   97.88%   +0.04%     
==========================================
  Files          88       88              
  Lines        5045     5058      +13     
==========================================
+ Hits         4936     4951      +15     
+ Misses        109      107       -2     

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src/atoms/ExpAtom.jl Outdated Show resolved Hide resolved
@odow
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odow commented May 5, 2024

Closing in favor of #618

@odow odow closed this May 5, 2024
@odow odow deleted the eph/speedup branch May 5, 2024 00:09
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Massive RAM for moderate problem
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