[Clp] ClpSimplex openblas multithreaded

[John Forrest]

Peter,

ClpSimplex can use openblas - and it does help.

In configure command you need in CXXDEFS

-DCLP_USE_OPENBLAS=n

I use --disable-blas and add in -lopenblas in ADD_CXXFLAGS

As I am normally looking at using it in Cbc I have n as 1.  Obviously 
you can experiment.  My quick test did not show any real gain from 
setting it to 4.

John Forrest
On 14/10/2019 16:56, Peter Lichard wrote
> Hello,
> 
> I am solving an LP problem with a constraint matrix going up to a size 
> of 26000x1020 with ClpSimplex and CoinPackedMatrix.
> It has a density of about 0.3% . I attached an image of the density.
> 
> I need this to be as fast as possible (currently about 160ms), so I 
> tried configuring Clp to use openblas, hoping that SIMD-optimized code 
> and multi-threading would speed it up.
> After building Clp (version 1.17 stable) myself, with a ./configure 
> --with-blas=openblas --with-blas-lib=-lopenblas, libClp.so looks indeed 
> linked with blas libraries.
> Multi-threading aside, ltrace does not show any call to a blas function, 
> apart from my checks for the number of openblas threads (12, with 
> OPENBLAS_THREAD).
> 
> Am I missing something ? Can ClpSimplex actually make use of openblas ? 
> Would it even speed things up ?
> 
> Thank you for your time,
> Peter.
> 
> ========================================= lddtree /usr/local/ 
> =================================
> libClp.so => /usr/local/lib/libClp.so (interpreter => none)
>      libCoinUtils.so.0 => /usr/local/lib/libCoinUtils.so.0
>          libz.so.1 => /lib/x86_64-linux-gnu/libz.so.1
>          libopenblas.so.0 => /usr/lib/x86_64-linux-gnu/libopenblas.so.0
>              libpthread.so.0 => /lib/x86_64-linux-gnu/libpthread.so.0
>                  ld-linux-x86-64.so.2 => 
> /lib/x86_64-linux-gnu/ld-linux-x86-64.so.2
>              libgfortran.so.4 => /usr/lib/x86_64-linux-gnu/libgfortran.so.4
>                  libquadmath.so.0 => 
> /usr/lib/x86_64-linux-gnu/libquadmath.so.0
>      libstdc++.so.6 => /usr/lib/x86_64-linux-gnu/libstdc++.so.6
>      libm.so.6 => /lib/x86_64-linux-gnu/libm.so.6
>      libc.so.6 => /lib/x86_64-linux-gnu/libc.so.6
>      libgcc_s.so.1 => /lib/x86_64-linux-gnu/libgcc_s.so.1
> ========================================= lddtree 
> ===========================================
> 
> ========================================= ltrace -c ./timing_test 
> ===============================
> % time     seconds  usecs/call     calls      function
> ------ ----------- ----------- --------- --------------------
>   28.91    3.483803         173     20116 tan
>   20.33    2.449326         162     15112 memset
>   17.49    2.107528         174     12052 sincos
>   10.61    1.278199         174      7326 gsl_matrix_get
>    4.50    0.542519         172      3151 free
>    2.96    0.356870         177      2005 gsl_poly_complex_workspace_free
>    2.92    0.352372         175      2005 gsl_poly_complex_workspace_alloc
>    2.86    0.344272         171      2005 gsl_poly_complex_solve
>    2.30    0.277552         170      1632 malloc
>    2.14    0.257797         169      1519 calloc
>    1.63    0.195977         166      1177 memcpy
>    0.82    0.098717         178       552 _ZGVdN4v_cos
>    0.79    0.094662         179       528 _ZGVdN4v_sin
>    0.42    0.050496        2295        22 
> _ZN10ClpSimplex16initialDualSolveEv
>    0.23    0.027238         176       154 __memcpy_chk
>    0.16    0.019791         178       111 gsl_bspline_deriv_eval
>    0.14    0.016458         748        22 _ZN10ClpSimplex4dualEii
>    0.13    0.016218         176        92 cos
>    0.13    0.015419         175        88 sin
>    0.06    0.007715         175        44 __memset_chk
>    0.05    0.005886         735         8 strcmp
>    0.05    0.005594         254        22 
> _ZN16CoinPackedMatrixC1EbPKiS1_PKdi
>    0.04    0.004901         222        22 _ZN10ClpSimplexD1Ev
>    0.04    0.004332         196        22 
> _ZN18CoinMessageHandler11setLogLevelEi
>    0.03    0.004174         189        22 _ZN8ClpModel18setPrimalToleranceEd
>    0.03    0.003902         177        22 _ZN10ClpSimplexC1Eb
>    0.03    0.003776         171        22 _ZN16CoinPackedMatrixD1Ev
>    0.03    0.003708         168        22 _ZN8ClpModel17setMaximumSecondsEd
>    0.03    0.003445         156        22 
> _ZN10ClpSimplex11loadProblemERK16CoinPackedMatrixPKdS4_S4_S4_S4_S4_
>    0.03    0.003101         140        22 _ZN8ClpModel16setDualToleranceEd
>    0.02    0.002599         173        15 gsl_bspline_ncoeffs
>    0.02    0.002565         366         7 __printf_chk
>    0.01    0.001369         342         4 puts
>    0.01    0.001286         257         5 fflush
>    0.01    0.001166         166         7 clock_gettime
>    0.01    0.000994         994         1 __cxa_atexit
>    0.01    0.000816         816         1 _ZNSt8ios_base4InitC1Ev
>    0.01    0.000671         671         1 openblas_get_num_threads
>    0.01    0.000640         640         1 openblas_get_parallel
>    0.00    0.000444         222         2 gsl_bspline_knots_uniform
>    0.00    0.000415         207         2 gsl_matrix_alloc
>    0.00    0.000403         201         2 gsl_bspline_alloc
>    0.00    0.000399         199         2 gsl_matrix_free
>    0.00    0.000345         172         2 gsl_bspline_free
> ------ ----------- ----------- --------- --------------------
> 100.00   12.049860                 69971 total
> 
> ========================================= ltrace result 
> =======================================
> 
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