Add gradient benchmark CI (#261)

Author: tmigot

.github/workflows/BenchmarkGradient.yml

@@ -0,0 +1,30 @@
+name: Run gradient benchmarks
+
+on:
+  pull_request:
+    types: [labeled, opened, synchronize, reopened]
+
+# Only trigger the benchmark job when you add `run benchmark` label to the PR
+jobs:
+  Benchmark:
+    runs-on: ubuntu-latest
+    if: contains(github.event.pull_request.labels.*.name, 'run gradient benchmark')
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@latest
+        with:
+          version: 1
+      - uses: julia-actions/julia-buildpkg@latest
+      - name: Install dependencies
+        run: julia -e 'using Pkg; pkg"add PkgBenchmark BenchmarkCI@0.1"'
+      - name: Run benchmarks
+        run: julia -e 'using BenchmarkCI; BenchmarkCI.judge(;script = joinpath(pwd(), "benchmark", "benchmarks_grad.jl"))'
+      - name: Post results
+        run: julia -e 'using BenchmarkCI; BenchmarkCI.postjudge()'
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+      - name: Push results
+        run: julia -e "using BenchmarkCI; BenchmarkCI.pushresult(;branch = "benchmark-gradients-results")"
+        env:
+          GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+          SSH_KEY: ${{ secrets.DOCUMENTER_KEY }}

.gitignore

@@ -2,4 +2,6 @@
 *.jl.mem
 docs/build
 docs/site
-Manifest.toml
+Manifest.toml
+/.benchmarkci
+/benchmark/*.json

benchmark/Manifest.toml

@@ -1,14 +1,12 @@
 # This file is machine-generated - editing it directly is not advised
 
-julia_version = "1.9.1"
+julia_version = "1.10.2"
 manifest_format = "2.0"
 project_hash = "0cb0756144aac73ae8e2d06d9a0f6567a7a2f964"
 
 [[deps.ADNLPModels]]
 deps = ["ADTypes", "ForwardDiff", "LinearAlgebra", "NLPModels", "Requires", "ReverseDiff", "SparseArrays", "SparseConnectivityTracer", "SparseMatrixColorings"]
-git-tree-sha1 = "2b582670fb51216d8d000c6de72934d1f68c4e7c"
-repo-rev = "main"
-repo-url = "https://github.com/JuliaSmoothOptimizers/ADNLPModels.jl"
+path = ".."
 uuid = "54578032-b7ea-4c30-94aa-7cbd1cce6c9a"
 version = "0.8.2"
 
@@ -251,7 +249,7 @@ weakdeps = ["Dates", "LinearAlgebra"]
 [[deps.CompilerSupportLibraries_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
-version = "1.0.2+0"
+version = "1.1.0+0"
 
 [[deps.CompositeTypes]]
 git-tree-sha1 = "bce26c3dab336582805503bed209faab1c279768"
@@ -844,21 +842,26 @@ version = "0.2.0"
 [[deps.LibCURL]]
 deps = ["LibCURL_jll", "MozillaCACerts_jll"]
 uuid = "b27032c2-a3e7-50c8-80cd-2d36dbcbfd21"
-version = "0.6.3"
+version = "0.6.4"
 
 [[deps.LibCURL_jll]]
 deps = ["Artifacts", "LibSSH2_jll", "Libdl", "MbedTLS_jll", "Zlib_jll", "nghttp2_jll"]
 uuid = "deac9b47-8bc7-5906-a0fe-35ac56dc84c0"
-version = "7.84.0+0"
+version = "8.4.0+0"
 
 [[deps.LibGit2]]
-deps = ["Base64", "NetworkOptions", "Printf", "SHA"]
+deps = ["Base64", "LibGit2_jll", "NetworkOptions", "Printf", "SHA"]
 uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
 
+[[deps.LibGit2_jll]]
+deps = ["Artifacts", "LibSSH2_jll", "Libdl", "MbedTLS_jll"]
+uuid = "e37daf67-58a4-590a-8e99-b0245dd2ffc5"
+version = "1.6.4+0"
+
 [[deps.LibSSH2_jll]]
 deps = ["Artifacts", "Libdl", "MbedTLS_jll"]
 uuid = "29816b5a-b9ab-546f-933c-edad1886dfa8"
-version = "1.10.2+0"
+version = "1.11.0+1"
 
 [[deps.Libdl]]
 uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
@@ -987,7 +990,7 @@ version = "1.1.9"
 [[deps.MbedTLS_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
-version = "2.28.2+0"
+version = "2.28.2+1"
 
 [[deps.Measures]]
 git-tree-sha1 = "c13304c81eec1ed3af7fc20e75fb6b26092a1102"
@@ -1005,7 +1008,7 @@ uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
 [[deps.MozillaCACerts_jll]]
 uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
-version = "2022.10.11"
+version = "2023.1.10"
 
 [[deps.MultivariatePolynomials]]
 deps = ["ChainRulesCore", "DataStructures", "LinearAlgebra", "MutableArithmetics"]
@@ -1056,12 +1059,12 @@ version = "1.3.5+1"
 [[deps.OpenBLAS_jll]]
 deps = ["Artifacts", "CompilerSupportLibraries_jll", "Libdl"]
 uuid = "4536629a-c528-5b80-bd46-f80d51c5b363"
-version = "0.3.21+4"
+version = "0.3.23+4"
 
 [[deps.OpenLibm_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "05823500-19ac-5b8b-9628-191a04bc5112"
-version = "0.8.1+0"
+version = "0.8.1+2"
 
 [[deps.OpenSSL]]
 deps = ["BitFlags", "Dates", "MozillaCACerts_jll", "OpenSSL_jll", "Sockets"]
@@ -1101,7 +1104,7 @@ version = "1.6.3"
 [[deps.PCRE2_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "efcefdf7-47ab-520b-bdef-62a2eaa19f15"
-version = "10.42.0+0"
+version = "10.42.0+1"
 
 [[deps.PDMats]]
 deps = ["LinearAlgebra", "SparseArrays", "SuiteSparse"]
@@ -1153,7 +1156,7 @@ version = "0.43.4+0"
 [[deps.Pkg]]
 deps = ["Artifacts", "Dates", "Downloads", "FileWatching", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
 uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
-version = "1.9.0"
+version = "1.10.0"
 
 [[deps.PkgBenchmark]]
 deps = ["BenchmarkTools", "Dates", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Pkg", "Printf", "TerminalLoggers", "UUIDs"]
@@ -1269,7 +1272,7 @@ deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"]
 uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
 
 [[deps.Random]]
-deps = ["SHA", "Serialization"]
+deps = ["SHA"]
 uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
 [[deps.RandomExtensions]]
@@ -1437,6 +1440,7 @@ version = "1.2.1"
 [[deps.SparseArrays]]
 deps = ["Libdl", "LinearAlgebra", "Random", "Serialization", "SuiteSparse_jll"]
 uuid = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+version = "1.10.0"
 
 [[deps.SparseConnectivityTracer]]
 deps = ["ADTypes", "Compat", "DocStringExtensions", "Random", "Requires", "SparseArrays"]
@@ -1499,7 +1503,7 @@ version = "1.4.3"
 [[deps.Statistics]]
 deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
-version = "1.9.0"
+version = "1.10.0"
 
 [[deps.StatsAPI]]
 deps = ["LinearAlgebra"]
@@ -1557,9 +1561,9 @@ deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"]
 uuid = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"
 
 [[deps.SuiteSparse_jll]]
-deps = ["Artifacts", "Libdl", "Pkg", "libblastrampoline_jll"]
+deps = ["Artifacts", "Libdl", "libblastrampoline_jll"]
 uuid = "bea87d4a-7f5b-5778-9afe-8cc45184846c"
-version = "5.10.1+6"
+version = "7.2.1+1"
 
 [[deps.SymbolicIndexingInterface]]
 git-tree-sha1 = "be414bfd80c2c91197823890c66ef4b74f5bf5fe"
@@ -1917,7 +1921,7 @@ version = "1.5.0+0"
 [[deps.Zlib_jll]]
 deps = ["Libdl"]
 uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
-version = "1.2.13+0"
+version = "1.2.13+1"
 
 [[deps.Zstd_jll]]
 deps = ["Artifacts", "JLLWrappers", "Libdl"]
@@ -1980,7 +1984,7 @@ version = "0.15.1+0"
 [[deps.libblastrampoline_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "8e850b90-86db-534c-a0d3-1478176c7d93"
-version = "5.8.0+0"
+version = "5.8.0+1"
 
 [[deps.libevdev_jll]]
 deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
@@ -2027,12 +2031,12 @@ version = "1.1.6+0"
 [[deps.nghttp2_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"
-version = "1.48.0+0"
+version = "1.52.0+1"
 
 [[deps.p7zip_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"
-version = "17.4.0+0"
+version = "17.4.0+2"
 
 [[deps.x264_jll]]
 deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]

benchmark/benchmarks_grad.jl

@@ -0,0 +1,16 @@
+# Include useful packages
+using ADNLPModels
+using Dates, DelimitedFiles, JLD2, LinearAlgebra, Printf, SparseArrays
+using BenchmarkTools, DataFrames
+#JSO packages
+using NLPModels, OptimizationProblems, SolverBenchmark
+# Most likely benchmark with JuMP as well
+using JuMP, NLPModelsJuMP
+
+include("problems_sets.jl")
+verbose_subbenchmark = false
+
+# Run locally with `tune!(SUITE)` and then `run(SUITE)`
+const SUITE = BenchmarkGroup()
+
+include("gradient/benchmarks_gradient.jl")