refactor: Restructure Repository to add eta optimization

Signed-off-by: Tuan-Dat Tran <tuan-dat.tran@tudattr.dev>
This commit is contained in:
Tuan-Dat Tran
2024-11-29 21:49:59 +01:00
parent f32588340d
commit b2cc80bb09
60 changed files with 103287 additions and 1 deletions

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@@ -83,4 +83,15 @@ CPU times: user 3min 46s, sys: 43 s, total: 4min 29s
Wall time: 4min 29s
for ACCESS_COUNT_LIMIT = 10_000 # Total time to run the simulation
## Notes 11/27/2024
## Notes 11/29/2024
C_m = cost for cache miss
C_delta = cost for refresh
C = Cm + C_delta over all objects summarized
We wanna minimize cost function
N = number of objects
B is cache size
C_f roughly equals C_m

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{
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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "d0996120-bb17-4476-b912-ce155100b2cb",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Hit probabilities (numerical and theoretical):\n",
" [[0.4 0. ]\n",
" [0.4 0.08]\n",
" [0.4 0.16]\n",
" [0.4 0.24]\n",
" [0.4 0.32]\n",
" [0.4 0.4 ]\n",
" [0.4 0.48]\n",
" [0.4 0.56]\n",
" [0.4 0.64]\n",
" [0.4 0.72]\n",
" [0.4 0.8 ]]\n",
"Objective function values (numerical, theoretical): [33.17, 22.944080000000007]\n",
"Constraint violations (numerical, theoretical): [0.0, 0.0]\n"
]
}
],
"source": [
"import numpy as np\n",
"from scipy.optimize import minimize\n",
"import numpy as np\n",
"\n",
"# Define Parameters\n",
"lambda_vals = np.array([0.03, 0.04, 0.05, 0.06, 0.07, 1, 1.1, 1.2, 1.3, 1.4, 1.5]) # Request rates ascendingly\n",
"N = len(lambda_vals)\n",
"B = 4.4 # Cache size\n",
"c_delta = 1 # Age linear cost\n",
"c_f = 7 # Fetching linear cost (cache miss cost)\n",
"\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "fcf0c13c-5b2c-457e-9aa6-8d349fcf13fa",
"metadata": {},
"outputs": [],
"source": [
"import numpy as np\n",
"\n",
"def theoretical_opt(lambda_vals, B, c_f, c_delta):\n",
" \"\"\"\n",
" Perform theoretical optimization to compute optimal hit probabilities.\n",
" \n",
" Parameters:\n",
" - lambda_vals: Array of request rates.\n",
" - B: Cache size (constraint on total hit probabilities).\n",
" - c_f: Cost of fetching (cache miss cost).\n",
" - c_delta: Cost of caching (hit cost).\n",
"\n",
" Returns:\n",
" - h_optt: Optimal hit probabilities.\n",
" \"\"\"\n",
" N = len(lambda_vals)\n",
" h_optt = np.zeros(N) # Initialize optimal hit probabilities\n",
" differenc_set = np.arange(N) # Set of variables to optimize\n",
" fix_i = [] # Set of fixed variables (those already optimized)\n",
" n = N\n",
" b = B\n",
" flag = True\n",
"\n",
" while flag:\n",
" if n == 0: # If no variables left to optimize\n",
" if b > 0: # If there is leftover cache size, redistribute it\n",
" differenc_set = np.where(h_optt == 0)[0] # Find zero hit probability variables\n",
" fix_i = np.setdiff1d(np.arange(N), differenc_set)\n",
" n = len(differenc_set)\n",
" continue\n",
" else: # No variables to optimize, finalize\n",
" h_optt[differenc_set] = 0\n",
" break\n",
" \n",
" # Calculate the optimal Lagrange multiplier (mu) and hit probabilities for the set of variables\n",
" mu = max(0, (n * c_f - b * c_delta) / np.sum(1 / lambda_vals[differenc_set]))\n",
" h_optt[differenc_set] = (c_f - mu / lambda_vals[differenc_set]) / c_delta\n",
" \n",
" # If mu < 0, adjust the cache size to set mu to zero in the next iteration\n",
" if mu < 0:\n",
" b = (n * c_f / c_delta)\n",
" continue\n",
" \n",
" # Identify violations of the hit probability constraints (h > 1 or h < 0)\n",
" larger_i = np.where(h_optt > 1)[0]\n",
" smaller_i = np.where(h_optt < 0)[0]\n",
"\n",
" # If no violations, the optimal solution is reached\n",
" if len(smaller_i) == 0 and len(larger_i) == 0:\n",
" break\n",
" \n",
" # Find the furthest object from the boundary (either 0 or 1)\n",
" min_viol = 0\n",
" min_viol_i = -1\n",
" if len(smaller_i) > 0:\n",
" min_viol, min_viol_i = np.min(h_optt[smaller_i]), np.argmin(h_optt[smaller_i])\n",
"\n",
" max_viol = 0\n",
" max_viol_i = -1\n",
" if len(larger_i) > 0:\n",
" max_viol, max_viol_i = np.max(h_optt[larger_i] - 1), np.argmax(h_optt[larger_i] - 1)\n",
" \n",
" # Choose the variable with the largest violation to adjust\n",
" if max_viol > abs(min_viol):\n",
" viol_i = max_viol_i\n",
" min_viol_flag = 0\n",
" else:\n",
" viol_i = min_viol_i\n",
" min_viol_flag = 1\n",
" \n",
" # Set the furthest object to the nearest boundary (0 or 1)\n",
" if min_viol_flag:\n",
" h_optt[viol_i] = 0\n",
" else:\n",
" h_optt[viol_i] = min(1, b)\n",
" \n",
" # Update cache size and fix the selected variable\n",
" b -= h_optt[viol_i]\n",
" fix_i.append(viol_i)\n",
" differenc_set = np.setdiff1d(np.arange(N), fix_i)\n",
" n = N - len(fix_i)\n",
" \n",
" return h_optt\n",
"\n",
"\n",
"# Example usage\n",
"lambda_vals = np.array(\n"
]
},
{
"cell_type": "code",
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"id": "5d223324-d193-416a-b2c3-1e143e981a37",
"metadata": {},
"outputs": [],
"source": [
"\n",
"def numerical_opt(lambda_vals, B, c_f, c_delta):\n",
" \"\"\"\n",
" Perform numerical optimization to compute optimal hit probabilities.\n",
"\n",
" Parameters:\n",
" - lambda_vals: Array of request rates.\n",
" - B: Cache size (constraint on total hit probabilities).\n",
" - c_f: Cost of fetching (cache miss cost).\n",
" - c_delta: Cost of caching (hit cost).\n",
"\n",
" Returns:\n",
" - x_opt: Optimal hit probabilities.\n",
" \"\"\"\n",
" N = len(lambda_vals) # Number of items\n",
"\n",
" # Initial guess: Even distribution of cache capacity\n",
" x_init = np.full(N, B / N)\n",
"\n",
" # Objective function\n",
" def objective(x):\n",
" return np.sum(lambda_vals * ((1 - x) * c_f + x**2 * c_delta / 2))\n",
"\n",
" # Constraint: Sum of hit probabilities <= cache size (B)\n",
" def constraint_total_hit(x):\n",
" return B - np.sum(x) # Non-negative means constraint satisfied\n",
"\n",
" # Bounds for hit probabilities: 0 <= h_i <= 1\n",
" bounds = [(0, 1) for _ in range(N)]\n",
"\n",
" # Optimization\n",
" constraints = [{'type': 'ineq', 'fun': constraint_total_hit}] # Inequality constraint\n",
" result = minimize(\n",
" objective, \n",
" x_init, \n",
" method='SLSQP', # Sequential Least Squares Quadratic Programming\n",
" bounds=bounds, \n",
" constraints=constraints, \n",
" options={'disp': True} # Set to True for optimization output\n",
" )\n",
"\n",
" # Optimal solution\n",
" if result.success:\n",
" return result.x # Optimal hit probabilities\n",
" else:\n",
" raise ValueError(\"Optimization failed: \" + result.message)\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "073be740-dc97-454b-87e7-2f8f93c8f137",
"metadata": {},
"outputs": [],
"source": [
"\n",
"# Example usage\n",
"lambda_vals = np.array([0.03, 0.04, 0.05, 0.06, 0.07, 1, 1.1, 1.2, 1.3, 1.4, 1.5])\n",
"B = 4.4\n",
"c_f = 7\n",
"c_delta = 1\n",
"\n",
"optimal_hit_probs = numerical_opt(lambda_vals, B, c_f, c_delta)\n",
"print(\"Optimal Hit Probabilities:\", optimal_hit_probs)\n",
"\n",
"\n",
"# Optimization\n",
"h_numerical = numerical_opt(lambda_vals, B, c_f, c_delta)\n",
"h_theoretical = theoretical_opt(lambda_vals, B, c_f, c_delta)\n",
"\n",
"# Comparison\n",
"hit_opt = np.vstack((h_numerical, h_theoretical)).T # Combine for comparison\n",
"\n",
"# Objective Function Calculation\n",
"obj_1 = np.sum(lambda_vals * ((1 - h_numerical) * c_f + h_numerical**2 * c_delta / 2))\n",
"obj_2 = np.sum(lambda_vals * ((1 - h_theoretical) * c_f + h_theoretical**2 * c_delta / 2))\n",
"obj = [obj_1, obj_2]\n",
"\n",
"# Constraints\n",
"const_1 = np.sum(h_numerical) - B\n",
"const_2 = np.sum(h_theoretical) - B\n",
"constraint = [const_1, const_2]\n",
"\n",
"# Outputs\n",
"print(\"Hit probabilities (numerical and theoretical):\\n\", hit_opt)\n",
"print(\"Objective function values (numerical, theoretical):\", obj)\n",
"print(\"Constraint violations (numerical, theoretical):\", constraint)\n"
]
}
],
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clc
close all
clear all
%% Define parameters
lambda = [0.03, 0.04,0.05,0.06,0.07,1,1.1,1.2,1.3,1.4,1.5]'; % Request rates ascendingly
N=length(lambda);
B = 4.4; % Cache size
c_delta=1; % age linear cost
c_f=7; % fetching linear cost (caching miss cost)
%% Optimization
[h_numerical ]=Numerical_opt(lambda,B,c_f,c_delta)
[h_theo] = Theoritical_opt(lambda,B,c_f,c_delta)
%% Comparison
hit_opt=[h_numerical h_theo]
obj_1=sum(lambda .* ((1-h_numerical)*c_f+h_numerical.^2*c_delta/2));
obj_2=sum(lambda .* ((1-h_theo)*c_f+h_theo.^2*c_delta/2));
obj=[obj_1 obj_2]
const_1=sum(h_numerical)-B;
const_2=sum(h_theo)-B;
constraint=[const_1 const_2]

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@@ -0,0 +1,17 @@
function [x_opt] = Numerical_opt(lambda,B,c_f,c_delta)
% Numerical optimization
% x_opt are the optimal hit probabilities
N = length(lambda); % Number of variables
h_init = ones(N, 1) * B / N; % Initial guess for h_i, evenly distributed
x_init=h_init;
objective1 = @(x) sum(lambda .*( (1-x)*c_f+x.^2*c_delta/2)); % Objective function
constraint1 = @(x) sum(x) - B; % cache size constraint
% constraint on hit prob. 0<=h_i<=1
nonlcon1 = @(x) deal(constraint1(x), []); %
lb = zeros(N, 1); % Lower bounds
ub = ones(N, 1); % Upper bounds
options = optimoptions('fmincon', 'Display', 'iter', 'Algorithm', 'sqp');
[x_opt, fval_h] = fmincon(objective1, x_init, [], [], [], [], lb, ub, nonlcon1, options);
end

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function [h_optt] = Theoritical_opt(lambda,B,c_f,c_delta)
%% Theoritical optimization
%% Iterative identification of active constraints
N=length(lambda)
flag=1;
h_optt=zeros(N,1); %optimal hit prob
differenc_set=1:N; % the set of variables to optimize
fix_i=[]; % set of variables that reached optimality and are excluded from the optimization
n=N;
b=B;
%%
while flag
if(n==0)
if(b>0) % if there is left over cache size and mu is not zero (the loop would break), redistribute it among the zero hit probability
differenc_set=find(h_optt==0)';
fix_i=setdiff(1:N,differenc_set)';
n=length(differenc_set);
continue;
else
h_optt(differenc_set)=0;
break;
end
end
% Optimal Lagrangian mult. and hit prob. calculated theoritically for the set of variables in differenc_set
mu=max(0,(n*c_f-b*c_delta)/ sum(1./lambda(differenc_set))); %optimal lagrangian mult.
h_optt(differenc_set)=(c_f-mu./lambda(differenc_set))/c_delta %optimal hit prob
% mu has to be >=0
if(mu<0)
b=(n*c_f/c_delta); % this sets mu to zero in the next iteration
continue;
end
% check the violation of the hit_prob const
larger_i=find(h_optt>1); % h>1
smaller_i=find(h_optt<0); % h<0
% smaller=h(find(differenc_set<0))-0;
% no violation means optimal solution is reached for all objects
if(length(smaller_i)==0 && length(larger_i)==0)
% flag=0;
break;
end
% find the furthest object from the 0 boundary
min_viol=0;
min_viol_i=-1;
if(length(smaller_i)>0)
[min_viol, min_viol_i]=min(h_optt);
end
% find the furthest object from the 1 boundary
max_viol=0;
max_viol_i=-1;
if(length(larger_i)>0)
larger=h_optt-1;
[max_viol ,max_viol_i]=max(h_optt-1);
end
% compare both furthest objects from both boundaries
viol_i=min_viol_i;
min_viol_flag=1; % True if the furthest one is from the left
if(max_viol>abs(min_viol))
viol_i= max_viol_i;
min_viol_flag=0;
end
% set the furthest object to the nearest boundary
if(min_viol_flag)
h_optt(viol_i)=0;
else
h_optt(viol_i)=min(1,b);
end
%calculate the new parameters after removing the furthest object from
%the decision variables
B_new=b-(h_optt(viol_i));
b=B_new;
fix_i=[fix_i' viol_i']';
differenc_set=setdiff(1:N,fix_i) ;
n=N-length(fix_i);
% % Identify the most violating object from the right side h>1
% if(length(larger_i)>0)
% larger=h_optt-1;
% [max_viol ,max_viol_i]=max(h_optt-1); % maximum violating object
% h_optt(max_viol_i)=min(1,b); %project to the feasible range
% b=max(b-1,0); % update the cache size
% fix_i=[fix_i' max_viol_i']'; %exclude i from the set of decision variables
% differenc_set=setdiff(1:N,fix_i); % obtain the set of decision variables
% n=N-length(fix_i); % update the number of decision variables
% continue;
% end
%
% if(length(smaller_i)>0)
% [min_viol, min_viol_i]=min(h_optt);
% h_optt(min_viol_i)=0;
% fix_i=[fix_i' min_viol_i']';
% differenc_set=setdiff(1:N,fix_i) ;
% n=N-length(fix_i);
% end
%
% end
end
%% Identfying the active constraints collectively
% flag=1;
% h_optt=zeros(N,1);
% differenc_set=1:N;
% fix_i=[];
% n=N;
% b=B;
% while flag
% mu=(n*c_f-b*c_delta)/ sum(1./lambda(differenc_set));
% h_optt(differenc_set)=(c_f-mu./lambda(differenc_set))/c_delta
%
% larger_i=find(h_optt>1);
% % larger=h_optt(larger_i)-1;
% smaller_i=find(h_optt<0);
% % smaller=h(find(differenc_set<0))-0;
% mult=solve_multipliers(lambda,B,c_f,c_delta,larger_i)
%
% if(length(larger_i)+length(smaller_i)==0)
% flag=0;
% break;
% end
% if(length(smaller_i)>0)
% h_optt(smaller_i)=0;
% fix_i=[fix_i' smaller_i' ]';
% differenc_set=setdiff(1:N,fix_i)
% n=N-length(fix_i);
% continue
% end
% % h_optt(smaller_i)=0;
% if(length(larger_i)>b)
% [~,index]=maxk(h_optt,b)
% h_optt(index)=1;
% B_new=b-sum(h_optt(index));
% fix_i=[fix_i' smaller_i' index']';
% else
% h_optt(larger_i)=1;
% B_new=b-sum(h_optt(larger_i));
% fix_i=[fix_i' smaller_i' larger_i']';
% end
% % mult=solve_multipliers(lambda,B,c_f,c_delta,larger_i)
%
% b=B_new;
%
% differenc_set=setdiff(1:N,fix_i)
% n=N-length(fix_i);
% end
% % h_optt=zeros(N,1);
% % h_optt(end-B+1:end)=1;
% optimal=[h_opt h_optt]
% obj_1=sum(lambda .* ((1-h_opt)*c_f+h_opt.^2*c_delta/2));
% obj_2=sum(lambda .* ((1-h_optt)*c_f+h_optt.^2*c_delta/2));
% objective=[obj_1 obj_2]
% const_1=sum(h_opt)-B;
% const_2=sum(h_optt)-B;
% constraint=[const_1 const_2]
%
end

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function [h_optt] = Theoritical_opt(lambda,B,c_f,c_delta)
%% Theoritical optimization
%% Iterative identification of active constraints
N=length(lambda)
flag=1;
h_optt=zeros(N,1); %optimal hit prob
differenc_set=1:N; % the set of variables to optimize
fix_i=[]; % set of variables that reached optimality and are excluded from the optimization
n=N;
b=B;
%%
while flag
if(n==0)
if(b>0) % if there is left over cache size and mu is not zero (the loop would break), redistribute it among the zero hit probability
differenc_set=find(h_optt==0)';
fix_i=setdiff(1:N,differenc_set)';
n=length(differenc_set);
continue;
else
h_optt(differenc_set)=0;
break;
end
end
% Optimal Lagrangian mult. and hit prob. calculated theoritically for the set of variables in differenc_set
mu=max(0,(n*c_f-b*c_delta)/ sum(1./lambda(differenc_set))); %optimal lagrangian mult.
h_optt(differenc_set)=(c_f-mu./lambda(differenc_set))/c_delta %optimal hit prob
% mu has to be >=0
if(mu<0)
b=(n*c_f/c_delta); % this sets mu to zero in the next iteration
continue;
end
% check the violation of the hit_prob const
larger_i=find(h_optt>1); % h>1
smaller_i=find(h_optt<0); % h<0
% smaller=h(find(differenc_set<0))-0;
% no violation means optimal solution is reached for all objects
if(length(smaller_i)==0 && length(larger_i)==0)
% flag=0;
break;
end
% find the furthest object from the 0 boundary
min_viol=0;
min_viol_i=-1;
if(length(smaller_i)>0)
[min_viol, min_viol_i]=min(h_optt);
end
% find the furthest object from the 1 boundary
max_viol=0;
max_viol_i=-1;
if(length(larger_i)>0)
larger=h_optt-1;
[max_viol ,max_viol_i]=max(h_optt-1);
end
% compare both furthest objects from both boundaries
viol_i=min_viol_i;
min_viol_flag=1; % True if the furthest one is from the left
if(max_viol>abs(min_viol))
viol_i= max_viol_i;
min_viol_flag=0;
end
% set the furthest object to the nearest boundary
if(min_viol_flag)
h_optt(viol_i)=0;
else
h_optt(viol_i)=min(1,b);
end
%calculate the new parameters after removing the furthest object from
%the decision variables
B_new=b-(h_optt(viol_i));
b=B_new;
fix_i=[fix_i' viol_i']';
differenc_set=setdiff(1:N,fix_i) ;
n=N-length(fix_i);
% % Identify the most violating object from the right side h>1
% if(length(larger_i)>0)
% larger=h_optt-1;
% [max_viol ,max_viol_i]=max(h_optt-1); % maximum violating object
% h_optt(max_viol_i)=min(1,b); %project to the feasible range
% b=max(b-1,0); % update the cache size
% fix_i=[fix_i' max_viol_i']'; %exclude i from the set of decision variables
% differenc_set=setdiff(1:N,fix_i); % obtain the set of decision variables
% n=N-length(fix_i); % update the number of decision variables
% continue;
% end
%
% if(length(smaller_i)>0)
% [min_viol, min_viol_i]=min(h_optt);
% h_optt(min_viol_i)=0;
% fix_i=[fix_i' min_viol_i']';
% differenc_set=setdiff(1:N,fix_i) ;
% n=N-length(fix_i);
% end
%
% end
end
%% Identfying the active constraints collectively
% flag=1;
% h_optt=zeros(N,1);
% differenc_set=1:N;
% fix_i=[];
% n=N;
% b=B;
% while flag
% mu=(n*c_f-b*c_delta)/ sum(1./lambda(differenc_set));
% h_optt(differenc_set)=(c_f-mu./lambda(differenc_set))/c_delta
%
% larger_i=find(h_optt>1);
% % larger=h_optt(larger_i)-1;
% smaller_i=find(h_optt<0);
% % smaller=h(find(differenc_set<0))-0;
% mult=solve_multipliers(lambda,B,c_f,c_delta,larger_i)
%
% if(length(larger_i)+length(smaller_i)==0)
% flag=0;
% break;
% end
% if(length(smaller_i)>0)
% h_optt(smaller_i)=0;
% fix_i=[fix_i' smaller_i' ]';
% differenc_set=setdiff(1:N,fix_i)
% n=N-length(fix_i);
% continue
% end
% % h_optt(smaller_i)=0;
% if(length(larger_i)>b)
% [~,index]=maxk(h_optt,b)
% h_optt(index)=1;
% B_new=b-sum(h_optt(index));
% fix_i=[fix_i' smaller_i' index']';
% else
% h_optt(larger_i)=1;
% B_new=b-sum(h_optt(larger_i));
% fix_i=[fix_i' smaller_i' larger_i']';
% end
% % mult=solve_multipliers(lambda,B,c_f,c_delta,larger_i)
%
% b=B_new;
%
% differenc_set=setdiff(1:N,fix_i)
% n=N-length(fix_i);
% end
% % h_optt=zeros(N,1);
% % h_optt(end-B+1:end)=1;
% optimal=[h_opt h_optt]
% obj_1=sum(lambda .* ((1-h_opt)*c_f+h_opt.^2*c_delta/2));
% obj_2=sum(lambda .* ((1-h_optt)*c_f+h_optt.^2*c_delta/2));
% objective=[obj_1 obj_2]
% const_1=sum(h_opt)-B;
% const_2=sum(h_optt)-B;
% constraint=[const_1 const_2]
%
end

View File

@@ -0,0 +1,248 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "d0996120-bb17-4476-b912-ce155100b2cb",
"metadata": {},
"outputs": [],
"source": [
"import numpy as np\n",
"from scipy.optimize import minimize\n",
"import numpy as np\n",
"\n",
"# Define Parameters\n",
"lambda_vals = np.array([0.03, 0.04, 0.05, 0.06, 0.07, 1, 1.1, 1.2, 1.3, 1.4, 1.5]) # Request rates ascendingly\n",
"N = len(lambda_vals)\n",
"B = 4.4 # Cache size\n",
"c_delta = 1 # Age linear cost\n",
"c_f = 7 # Fetching linear cost (caching miss cost)\n"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "fcf0c13c-5b2c-457e-9aa6-8d349fcf13fa",
"metadata": {},
"outputs": [],
"source": [
"import numpy as np\n",
"\n",
"def theoretical_opt(lambda_vals, B, c_f, c_delta):\n",
" \"\"\"\n",
" Perform theoretical optimization to compute optimal hit probabilities.\n",
" \n",
" Parameters:\n",
" - lambda_vals: Array of request rates.\n",
" - B: Cache size (constraint on total hit probabilities).\n",
" - c_f: Cost of fetching (cache miss cost).\n",
" - c_delta: Cost of caching (hit cost).\n",
"\n",
" Returns:\n",
" - h_optt: Optimal hit probabilities.\n",
" \"\"\"\n",
" N = len(lambda_vals)\n",
" h_optt = np.zeros(N) # Initialize optimal hit probabilities\n",
" differenc_set = np.arange(N) # Set of variables to optimize\n",
" fix_i = [] # Set of fixed variables (those already optimized)\n",
" n = N\n",
" b = B\n",
" flag = True\n",
"\n",
" while flag:\n",
" if n == 0: # If no variables left to optimize\n",
" if b > 0: # If there is leftover cache size, redistribute it\n",
" differenc_set = np.where(h_optt == 0)[0] # Find zero hit probability variables\n",
" fix_i = np.setdiff1d(np.arange(N), differenc_set)\n",
" n = len(differenc_set)\n",
" continue\n",
" else: # No variables to optimize, finalize\n",
" h_optt[differenc_set] = 0\n",
" break\n",
" \n",
" # Calculate the optimal Lagrange multiplier (mu) and hit probabilities for the set of variables\n",
" mu = max(0, (n * c_f - b * c_delta) / np.sum(1 / lambda_vals[differenc_set]))\n",
" h_optt[differenc_set] = (c_f - mu / lambda_vals[differenc_set]) / c_delta\n",
" \n",
" # If mu < 0, adjust the cache size to set mu to zero in the next iteration\n",
" if mu < 0:\n",
" b = (n * c_f / c_delta)\n",
" continue\n",
" \n",
" # Identify violations of the hit probability constraints (h > 1 or h < 0)\n",
" larger_i = np.where(h_optt > 1)[0]\n",
" smaller_i = np.where(h_optt < 0)[0]\n",
"\n",
" # If no violations, the optimal solution is reached\n",
" if len(smaller_i) == 0 and len(larger_i) == 0:\n",
" break\n",
" \n",
" # Find the furthest object from the boundary (either 0 or 1)\n",
" min_viol = 0\n",
" min_viol_i = -1\n",
" if len(smaller_i) > 0:\n",
" min_viol, min_viol_i = np.min(h_optt[smaller_i]), np.argmin(h_optt[smaller_i])\n",
"\n",
" max_viol = 0\n",
" max_viol_i = -1\n",
" if len(larger_i) > 0:\n",
" max_viol, max_viol_i = np.max(h_optt[larger_i] - 1), np.argmax(h_optt[larger_i] - 1)\n",
" \n",
" # Choose the variable with the largest violation to adjust\n",
" if max_viol > abs(min_viol):\n",
" viol_i = max_viol_i\n",
" min_viol_flag = 0\n",
" else:\n",
" viol_i = min_viol_i\n",
" min_viol_flag = 1\n",
" \n",
" # Set the furthest object to the nearest boundary (0 or 1)\n",
" if min_viol_flag:\n",
" h_optt[viol_i] = 0\n",
" else:\n",
" h_optt[viol_i] = min(1, b)\n",
" \n",
" # Update cache size and fix the selected variable\n",
" b -= h_optt[viol_i]\n",
" fix_i.append(viol_i)\n",
" differenc_set = np.setdiff1d(np.arange(N), fix_i)\n",
" n = N - len(fix_i)\n",
" \n",
" return h_optt"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "5d223324-d193-416a-b2c3-1e143e981a37",
"metadata": {},
"outputs": [],
"source": [
"\n",
"def numerical_opt(lambda_vals, B, c_f, c_delta):\n",
" \"\"\"\n",
" Perform numerical optimization to compute optimal hit probabilities.\n",
"\n",
" Parameters:\n",
" - lambda_vals: Array of request rates.\n",
" - B: Cache size (constraint on total hit probabilities).\n",
" - c_f: Cost of fetching (cache miss cost).\n",
" - c_delta: Cost of caching (hit cost).\n",
"\n",
" Returns:\n",
" - x_opt: Optimal hit probabilities.\n",
" \"\"\"\n",
" N = len(lambda_vals) # Number of items\n",
"\n",
" # Initial guess: Even distribution of cache capacity\n",
" x_init = np.full(N, B / N)\n",
"\n",
" # Objective function\n",
" def objective(x):\n",
" return np.sum(lambda_vals * ((1 - x) * c_f + x**2 * c_delta / 2))\n",
"\n",
" # Constraint: Sum of hit probabilities <= cache size (B)\n",
" def constraint_total_hit(x):\n",
" return B - np.sum(x) # Non-negative means constraint satisfied\n",
"\n",
" # Bounds for hit probabilities: 0 <= h_i <= 1\n",
" bounds = [(0, 1) for _ in range(N)]\n",
"\n",
" # Optimization\n",
" constraints = [{'type': 'ineq', 'fun': constraint_total_hit}] # Inequality constraint\n",
" result = minimize(\n",
" objective, \n",
" x_init, \n",
" method='SLSQP', # Sequential Least Squares Quadratic Programming\n",
" bounds=bounds, \n",
" constraints=constraints, \n",
" options={'disp': True} # Set to True for optimization output\n",
" )\n",
"\n",
" # Optimal solution\n",
" if result.success:\n",
" return result.x # Optimal hit probabilities\n",
" else:\n",
" raise ValueError(\"Optimization failed: \" + result.message)\n"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "073be740-dc97-454b-87e7-2f8f93c8f137",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Optimization terminated successfully (Exit mode 0)\n",
" Current function value: 16.15721739129548\n",
" Iterations: 4\n",
" Function evaluations: 48\n",
" Gradient evaluations: 4\n",
"Hit probabilities (numerical and theoretical):\n",
" [[0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [0.00000000e+00 0.00000000e+00]\n",
" [4.58923826e-13 1.00000000e+00]\n",
" [4.26087031e-01 0.00000000e+00]\n",
" [9.73912969e-01 4.00000000e-01]\n",
" [1.00000000e+00 0.00000000e+00]\n",
" [1.00000000e+00 0.00000000e+00]\n",
" [1.00000000e+00 0.00000000e+00]]\n",
"Objective function values (numerical, theoretical): [16.15721739129548, 44.486]\n",
"Constraint violations (numerical, theoretical): [1.241673430740775e-12, -3.0]\n"
]
}
],
"source": [
"\n",
"# Optimization\n",
"h_numerical = numerical_opt(lambda_vals, B, c_f, c_delta)\n",
"h_theoretical = theoretical_opt(lambda_vals, B, c_f, c_delta)\n",
"\n",
"# Comparison of Hit Probabilities\n",
"hit_opt = np.vstack((h_numerical, h_theoretical)).T # Combine numerical and theoretical hit probabilities\n",
"\n",
"# Objective Function Calculation\n",
"obj_1 = np.sum(lambda_vals * ((1 - h_numerical) * c_f + h_numerical**2 * c_delta / 2))\n",
"obj_2 = np.sum(lambda_vals * ((1 - h_theoretical) * c_f + h_theoretical**2 * c_delta / 2))\n",
"obj = [obj_1, obj_2] # Store objective function values for both methods\n",
"\n",
"# Constraints\n",
"const_1 = np.sum(h_numerical) - B\n",
"const_2 = np.sum(h_theoretical) - B\n",
"constraint = [const_1, const_2] # Check if the cache size constraint is satisfied\n",
"\n",
"# Outputs\n",
"print(\"Hit probabilities (numerical and theoretical):\\n\", hit_opt)\n",
"print(\"Objective function values (numerical, theoretical):\", obj)\n",
"print(\"Constraint violations (numerical, theoretical):\", constraint)"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "graphs",
"language": "python",
"name": "graphs"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.7"
}
},
"nbformat": 4,
"nbformat_minor": 5
}

View File

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clc
close all
clear all
%% Define parameters
lambda = [0.03, 0.04,0.05,0.06,0.07,1,1.1,1.2,1.3,1.4,1.5]'; % Request rates ascendingly
N=length(lambda);
B = 4.4; % Cache size
c_delta=1; % age linear cost
c_f=7; % fetching linear cost (caching miss cost)
%% Optimization
[h_numerical ]=Numerical_opt(lambda,B,c_f,c_delta)
[h_theo] = Theoritical_opt(lambda,B,c_f,c_delta)
%% Comparison
hit_opt=[h_numerical h_theo]
obj_1=sum(lambda .* ((1-h_numerical)*c_f+h_numerical.^2*c_delta/2));
obj_2=sum(lambda .* ((1-h_theo)*c_f+h_theo.^2*c_delta/2));
obj=[obj_1 obj_2]
const_1=sum(h_numerical)-B;
const_2=sum(h_theo)-B;
constraint=[const_1 const_2]

View File

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function [x_opt] = Numerical_opt(lambda,B,c_f,c_delta)
% Numerical optimization
% x_opt are the optimal hit probabilities
N = length(lambda); % Number of variables
h_init = ones(N, 1) * B / N; % Initial guess for h_i, evenly distributed
x_init=h_init;
objective1 = @(x) sum(lambda .*( (1-x)*c_f+x.^2*c_delta/2)); % Objective function
constraint1 = @(x) sum(x) - B; % cache size constraint
% constraint on hit prob. 0<=h_i<=1
nonlcon1 = @(x) deal(constraint1(x), []); %
lb = zeros(N, 1); % Lower bounds
ub = ones(N, 1); % Upper bounds
options = optimoptions('fmincon', 'Display', 'iter', 'Algorithm', 'sqp');
[x_opt, fval_h] = fmincon(objective1, x_init, [], [], [], [], lb, ub, nonlcon1, options);
end

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function [h_optt] = Theoritical_opt(lambda,B,c_f,c_delta)
%% Theoritical optimization
%% Iterative identification of active constraints
N=length(lambda)
flag=1;
h_optt=zeros(N,1); %optimal hit prob
differenc_set=1:N; % the set of variables to optimize
fix_i=[]; % set of variables that reached optimality and are excluded from the optimization
n=N;
b=B;
%%
while flag
if(n==0)
if(b>0) % if there is left over cache size and mu is not zero (the loop would break), redistribute it among the zero hit probability
differenc_set=find(h_optt==0)';
fix_i=setdiff(1:N,differenc_set)';
n=length(differenc_set);
continue;
else
h_optt(differenc_set)=0;
break;
end
end
% Optimal Lagrangian mult. and hit prob. calculated theoritically for the set of variables in differenc_set
mu=max(0,(n*c_f-b*c_delta)/ sum(1./lambda(differenc_set))); %optimal lagrangian mult.
h_optt(differenc_set)=(c_f-mu./lambda(differenc_set))/c_delta %optimal hit prob
% mu has to be >=0
if(mu<0)
b=(n*c_f/c_delta); % this sets mu to zero in the next iteration
continue;
end
% check the violation of the hit_prob const
larger_i=find(h_optt>1); % h>1
smaller_i=find(h_optt<0); % h<0
if(length(smaller_i)==0 && length(larger_i)==0)
break;
end
% find the furthest object from the 0 boundary
min_viol=0;
min_viol_i=-1;
if(length(smaller_i)>0)
[min_viol, min_viol_i]=min(h_optt);
end
% find the furthest object from the 1 boundary
max_viol=0;
max_viol_i=-1;
if(length(larger_i)>0)
larger=h_optt-1;
[max_viol ,max_viol_i]=max(h_optt-1);
end
% compare both furthest objects from both boundaries
viol_i=min_viol_i;
min_viol_flag=1; % True if the furthest one is from the left
if(max_viol>abs(min_viol))
viol_i= max_viol_i;
min_viol_flag=0;
end
% set the furthest object to the nearest boundary
if(min_viol_flag)
h_optt(viol_i)=0;
else
h_optt(viol_i)=min(1,b);
end
%calculate the new parameters after removing the furthest object from
%the decision variables
B_new=b-(h_optt(viol_i));
b=B_new;
fix_i=[fix_i' viol_i']';
differenc_set=setdiff(1:N,fix_i) ;
n=N-length(fix_i);
end
end

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function [h_optt] = Theoritical_opt(lambda,B,c_f,c_delta)
%% Theoritical optimization
%% Iterative identification of active constraints
N=length(lambda)
flag=1;
h_optt=zeros(N,1); %optimal hit prob
differenc_set=1:N; % the set of variables to optimize
fix_i=[]; % set of variables that reached optimality and are excluded from the optimization
n=N;
b=B;
%%
while flag
if(n==0)
if(b>0) % if there is left over cache size and mu is not zero (the loop would break), redistribute it among the zero hit probability
differenc_set=find(h_optt==0)';
fix_i=setdiff(1:N,differenc_set)';
n=length(differenc_set);
continue;
else
h_optt(differenc_set)=0;
break;
end
end
% Optimal Lagrangian mult. and hit prob. calculated theoritically for the set of variables in differenc_set
mu=max(0,(n*c_f-b*c_delta)/ sum(1./lambda(differenc_set))); %optimal lagrangian mult.
h_optt(differenc_set)=(c_f-mu./lambda(differenc_set))/c_delta %optimal hit prob
% mu has to be >=0
if(mu<0)
b=(n*c_f/c_delta); % this sets mu to zero in the next iteration
continue;
end
% check the violation of the hit_prob const
larger_i=find(h_optt>1); % h>1
smaller_i=find(h_optt<0); % h<0
% smaller=h(find(differenc_set<0))-0;
% no violation means optimal solution is reached for all objects
if(length(smaller_i)==0 && length(larger_i)==0)
% flag=0;
break;
end
% find the furthest object from the 0 boundary
min_viol=0;
min_viol_i=-1;
if(length(smaller_i)>0)
[min_viol, min_viol_i]=min(h_optt);
end
% find the furthest object from the 1 boundary
max_viol=0;
max_viol_i=-1;
if(length(larger_i)>0)
larger=h_optt-1;
[max_viol ,max_viol_i]=max(h_optt-1);
end
% compare both furthest objects from both boundaries
viol_i=min_viol_i;
min_viol_flag=1; % True if the furthest one is from the left
if(max_viol>abs(min_viol))
viol_i= max_viol_i;
min_viol_flag=0;
end
% set the furthest object to the nearest boundary
if(min_viol_flag)
h_optt(viol_i)=0;
else
h_optt(viol_i)=min(1,b);
end
%calculate the new parameters after removing the furthest object from
%the decision variables
B_new=b-(h_optt(viol_i));
b=B_new;
fix_i=[fix_i' viol_i']';
differenc_set=setdiff(1:N,fix_i) ;
n=N-length(fix_i);
% % Identify the most violating object from the right side h>1
% if(length(larger_i)>0)
% larger=h_optt-1;
% [max_viol ,max_viol_i]=max(h_optt-1); % maximum violating object
% h_optt(max_viol_i)=min(1,b); %project to the feasible range
% b=max(b-1,0); % update the cache size
% fix_i=[fix_i' max_viol_i']'; %exclude i from the set of decision variables
% differenc_set=setdiff(1:N,fix_i); % obtain the set of decision variables
% n=N-length(fix_i); % update the number of decision variables
% continue;
% end
%
% if(length(smaller_i)>0)
% [min_viol, min_viol_i]=min(h_optt);
% h_optt(min_viol_i)=0;
% fix_i=[fix_i' min_viol_i']';
% differenc_set=setdiff(1:N,fix_i) ;
% n=N-length(fix_i);
% end
%
% end
end
%% Identfying the active constraints collectively
% flag=1;
% h_optt=zeros(N,1);
% differenc_set=1:N;
% fix_i=[];
% n=N;
% b=B;
% while flag
% mu=(n*c_f-b*c_delta)/ sum(1./lambda(differenc_set));
% h_optt(differenc_set)=(c_f-mu./lambda(differenc_set))/c_delta
%
% larger_i=find(h_optt>1);
% % larger=h_optt(larger_i)-1;
% smaller_i=find(h_optt<0);
% % smaller=h(find(differenc_set<0))-0;
% mult=solve_multipliers(lambda,B,c_f,c_delta,larger_i)
%
% if(length(larger_i)+length(smaller_i)==0)
% flag=0;
% break;
% end
% if(length(smaller_i)>0)
% h_optt(smaller_i)=0;
% fix_i=[fix_i' smaller_i' ]';
% differenc_set=setdiff(1:N,fix_i)
% n=N-length(fix_i);
% continue
% end
% % h_optt(smaller_i)=0;
% if(length(larger_i)>b)
% [~,index]=maxk(h_optt,b)
% h_optt(index)=1;
% B_new=b-sum(h_optt(index));
% fix_i=[fix_i' smaller_i' index']';
% else
% h_optt(larger_i)=1;
% B_new=b-sum(h_optt(larger_i));
% fix_i=[fix_i' smaller_i' larger_i']';
% end
% % mult=solve_multipliers(lambda,B,c_f,c_delta,larger_i)
%
% b=B_new;
%
% differenc_set=setdiff(1:N,fix_i)
% n=N-length(fix_i);
% end
% % h_optt=zeros(N,1);
% % h_optt(end-B+1:end)=1;
% optimal=[h_opt h_optt]
% obj_1=sum(lambda .* ((1-h_opt)*c_f+h_opt.^2*c_delta/2));
% obj_2=sum(lambda .* ((1-h_optt)*c_f+h_optt.^2*c_delta/2));
% objective=[obj_1 obj_2]
% const_1=sum(h_opt)-B;
% const_2=sum(h_optt)-B;
% constraint=[const_1 const_2]
%
end

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