def main():
scenario_creator_kwargs = {
'solar_filename' : 'solar.csv',
'use_LP' : False,
'lam' : 467, # Dual weight for dualized chance constr
}
PH_options = {
'solvername' : 'gurobi',
'PHIterLimit' : 250,
'defaultPHrho' : 1e-1,
'convthresh' : 1e-3,
'verbose' : False,
'display_timing' : False,
'display_progress' : True,
'iter0_solver_options' : dict(),
'iterk_solver_options' : dict(),
'tee-rank0-solves': False,
}
# extensions?
names = ['s' + str(i) for i in range(50)]
ph = PH(PH_options, names, scenario_creator, scenario_denouement,
scenario_creator_kwargs=scenario_creator_kwargs)
ph.ph_main()
res = get_solutions(ph)
for (sname, sol) in res.items():
z = sol['z']
print(sname, z)
def write_test():
scen_count = 3
scenario_creator = uc_funcs.pysp2_callback
scenario_denouement = nonsense
scenario_rhosetter = uc_funcs.scenario_rhos
PH_options = {
'solvername': 'gurobi',
'PHIterLimit': 2,
'defaultPHrho': 1,
'convthresh': 1e-6,
'verbose': False,
'display_timing': False,
'display_progress': False,
'iter0_solver_options': dict(),
'iterk_solver_options': dict(),
'W_fname': 'david/weights.csv',
'separate_W_files': False,
'Xbar_fname': 'somexbars.csv',
'extensions': WXBarReader,
'rho_setter': scenario_rhosetter,
}
names = ['Scenario' + str(i + 1) for i in range(scen_count)]
ph = PH(PH_options, names, scenario_creator, scenario_denouement)
conv, obj, bound = ph.ph_main()
def read_test():
scen_count = 3
scenario_creator = uc_funcs.pysp2_callback
scenario_denouement = nonsense
scenario_rhosetter = uc_funcs.scenario_rhos
os.environ[uc_funcs.UC_NUMSCENS_ENV_VAR] = 'examples/uc/' + str(scen_count)
PH_options = {
'solvername': 'gurobi',
'PHIterLimit': 2,
'defaultPHrho': 1,
'convthresh': 1e-6,
'verbose': False,
'display_timing': False,
'display_progress': False,
'iter0_solver_options': dict(),
'iterk_solver_options': dict(),
'init_W_fname': 'david/weights.csv', # Path to the weight files
'init_separate_W_files': False,
'init_Xbar_fname': 'david/somexbars.csv',
}
names = ['Scenario' + str(i + 1) for i in range(scen_count)]
ph = PH(PH_options, names, scenario_creator, scenario_denouement)
conv, obj, bound = ph.ph_main(PH_extensions=WXBarReader,
rho_setter=scenario_rhosetter)
def main():
scen_count = 25
scenario_creator = uc_funcs.pysp2_callback
scenario_denouement = empty_denouement
scenario_rhosetter = uc_funcs.scenario_rhos
scenario_fixer = uc_funcs.id_fix_list_fct
os.environ[uc_funcs.UC_NUMSCENS_ENV_VAR] = '../../uc/' + str(scen_count)
fixer_options = {
'verbose': False,
'boundtol': 1e-2,
'id_fix_list_fct': scenario_fixer,
}
rho_setter_kwargs = {
'rho_scale_factor': 1.0,
}
PH_options = {
'solvername': 'gurobi_persistent',
'PHIterLimit': 25,
'defaultPHrho': 1,
'convthresh': 1e-6,
'verbose': False,
'display_timing': False,
'display_progress': False,
'iter0_solver_options': dict(),
'iterk_solver_options': dict(),
'rho_setter_kwargs': rho_setter_kwargs,
# Comment either of these two lines out to disable fixing/initialization
# 'fixeroptions': fixer_options,
# 'init_W_fname': 'uc_25.5itr.weights',
# 'init_Xbar_fname': 'uc_25.5itr_nobundle.xbar',
}
names = ['Scenario' + str(i+1) for i in range(scen_count)]
ph = PH(PH_options, names, scenario_creator, scenario_denouement)
conv, obj, bound = ph.ph_main(PH_extensions=UCExtension,
rho_setter=scenario_rhosetter)
print('Objective:', obj)
def main():
solver_name = 'gurobi'
fname = 'data/network-10-20-L-01.dat'
num_scen = int(fname.split('-')[2])
scenario_names = ['Scen' + str(i) for i in range(num_scen)]
scenario_creator_kwargs = {"path": fname}
''' Now solve with PH to see what happens (very little, I imagine) '''
PH_options = {
'solvername': 'gurobi_persistent',
'PHIterLimit': 20,
'defaultPHrho': 10000,
'convthresh': 1e-8,
'verbose': False,
'display_progress': False,
'display_timing': False,
'iter0_solver_options': dict(),
'iterk_solver_options': dict(),
'bundles_per_rank': 2, # 0 = no bundles
}
ph = PH(
PH_options,
scenario_names,
scenario_creator,
scenario_denouement,
PH_extensions=NetworkDesignTracker,
scenario_creator_kwargs=scenario_creator_kwargs,
)
conv, obj, triv = ph.ph_main()
# Obj includes prox (only ok if we find a non-ant soln)
if (conv < 1e-8):
print(f'Objective value: {obj:.2f}')
else:
print('Did not find a non-anticipative solution '
f'(conv = {conv:.1e})')
ph.post_solve_bound(verbose=False)
phoptions = {
'defaultPHrho': 1.0,
'solvername': solver_name,
'PHIterLimit': 50,
'convthresh': 0.01,
'verbose': False,
'display_progress': True,
'display_timing': False,
'iter0_solver_options': None,
'iterk_solver_options': None
}
ph = PH(
options=phoptions,
all_scenario_names=farmer.all_scenario_names,
scenario_creator=farmer.scenario_creator,
scenario_denouement=farmer.scenario_denouement,
)
ph.ph_main()
ef = sputils.create_EF(farmer.all_scenario_names, farmer.scenario_creator)
solver = pyo.SolverFactory(solver_name)
if 'persistent' in solver_name:
solver.set_instance(ef, symbolic_solver_labels=True)
solver.solve(tee=True)
else:
solver.solve(
ef,
tee=True,
symbolic_solver_labels=True,
def main():
scen_count = 3
integer = False
true = -108390
scenario_creator = gf.scenario_creator
scenario_denouement = gf.scenario_denouement
cb_data = {'use_integer': integer}
PH_options_base = {
'solvername': 'gurobi_persistent',
'PHIterLimit': 1500,
'defaultPHrho': 1.5,
'convthresh': 1e-6,
'verbose': False,
'display_timing': False,
'display_progress': False,
'iter0_solver_options': {
'mipgap': 1e-4
},
'iterk_solver_options': {
'mipgap': 1e-4
},
'use_lagrangian': False,
}
if PH_options_base['solvername'].endswith('persistent'):
print('Using persistent solver')
else:
print('Using standard solver')
inst = 'farmer/intfarmer_3' if integer else 'farmer/farmer_3'
schema = {
'0-init': dict(),
'*-init-w': {
'init_W_fname': f'{inst}.opt.weights'
},
'*-init-x': {
'init_Xbar_fname': f'{inst}.opt.xbar'
},
'*-init': {
'init_W_fname': f'{inst}.opt.weights',
'init_Xbar_fname': f'{inst}.opt.xbar'
},
'5/1-init-w': {
'init_W_fname': f'{inst}.5itr.weights'
},
'5/1-init-x': {
'init_Xbar_fname': f'{inst}.5itr.xbar'
},
'5/1-init': {
'init_W_fname': f'{inst}.5itr.weights',
'init_Xbar_fname': f'{inst}.5itr.xbar'
},
}
names = ['Scenario' + str(i) for i in range(scen_count)]
for rho in [0.5, 0.75, 1.0, 1.25, 1.50]:
for (name, opts) in schema.items():
PH_options = {**PH_options_base, **opts}
PH_options['defaultPHrho'] = rho
ph = PH(PH_options, names, scenario_creator, scenario_denouement)
conv, obj, bound = ph.ph_main(PH_extensions=FarmerExtension,
cb_data=cb_data)
itr = ph._PHIter
gap = 100 * (obj - true) / abs(true)
print(f'{name},{rho},{itr},{gap}')
if (ph.rank == 0):
with open('continuous_farmer', 'a') as f:
f.write(f'{name},{rho},{itr},{gap}\n')
def main():
def nonsense(arg1, arg2, arg3):
pass
inst = 'sslp_5_25_50'
sslp_path = os.path.dirname(ref_model.__file__)
path = os.sep.join([sslp_path, 'data', inst, 'scenariodata'])
scen_count = int(inst.split('_')[-1])
scenario_creator = ref_model.scenario_creator
scenario_denouement = ref_model.scenario_denouement
PH_options_base = {
'solvername': 'gurobi_persistent',
'PHIterLimit': 500,
'defaultPHrho': 20,
'convthresh': 1e-6,
'verbose': False,
'display_timing': False,
'display_progress': False,
'iter0_solver_options': dict(),
'iterk_solver_options': dict(),
'use_lagrangian': False,
}
names = ['Scenario' + str(i + 1) for i in range(scen_count)]
true = -121.6
schema = {
'0-init': dict(),
'*-init-w': {
'init_W_fname': f'sslp/{inst}.opt.weights'
},
'*-init-x': {
'init_Xbar_fname': f'sslp/{inst}.opt.xbar'
},
'*-init': {
'init_W_fname': f'sslp/{inst}.opt.weights',
'init_Xbar_fname': f'sslp/{inst}.opt.xbar'
},
'5/30-init-w': {
'init_W_fname': f'sslp/{inst}.5-30.weights'
},
'5/30-init-x': {
'init_Xbar_fname': f'sslp/{inst}.5-30.xbar'
},
'5/30-init': {
'init_W_fname': f'sslp/{inst}.5-30.weights',
'init_Xbar_fname': f'sslp/{inst}.5-30.xbar'
},
}
for rho in [10, 20, 30, 40, 50]:
for (name, opts) in schema.items():
PH_options = {**PH_options_base, **opts}
PH_options['defaultPHrho'] = rho
ph = PH(PH_options, names, scenario_creator, scenario_denouement)
conv, obj, bound = ph.ph_main(PH_extensions=SSLPExtension,
cb_data=path)
itr = ph._PHIter
gap = 100 * (obj - true) / abs(true)
if (ph.rank == 0):
with open('tmp', 'a') as f:
f.write(f'{name},{rho},{itr},{gap}\n')
print('Gap =', gap)