Beispiel #1
0
    def __call__(self, model, output_filename, solver_capability, io_options):

        # Make sure not to modify the user's dictionary, they may be
        # reusing it outside of this call
        io_options = dict(io_options)

        # NOTE: io_options is a simple dictionary of keyword-value
        #       pairs specific to this writer.
        symbolic_solver_labels = \
            io_options.pop("symbolic_solver_labels", False)
        labeler = io_options.pop("labeler", None)

        # How much effort do we want to put into ensuring the
        # LP file is written deterministically for a Pyomo model:
        #    0 : None
        #    1 : sort keys of indexed components (default)
        #    2 : sort keys AND sort names (over declaration order)
        file_determinism = io_options.pop("file_determinism", 1)

        sorter = SortComponents.unsorted
        if file_determinism >= 1:
            sorter = sorter | SortComponents.indices
            if file_determinism >= 2:
                sorter = sorter | SortComponents.alphabetical

        output_fixed_variable_bounds = \
            io_options.pop("output_fixed_variable_bounds", False)

        # Skip writing constraints whose body section is fixed (i.e.,
        # no variables)
        skip_trivial_constraints = \
            io_options.pop("skip_trivial_constraints", False)

        # Note: Baron does not allow specification of runtime
        #       option outside of this file, so we add support
        #       for them here
        solver_options = io_options.pop("solver_options", {})

        if len(io_options):
            raise ValueError(
                "ProblemWriter_baron_writer passed unrecognized io_options:\n\t"
                + "\n\t".join("%s = %s" % (k, v)
                              for k, v in iteritems(io_options)))

        if symbolic_solver_labels and (labeler is not None):
            raise ValueError("Baron problem writer: Using both the "
                             "'symbolic_solver_labels' and 'labeler' "
                             "I/O options is forbidden")

        # Make sure there are no strange ActiveComponents. The expression
        # walker will handle strange things in constraints later.
        model_ctypes = model.collect_ctypes(active=True)
        invalids = set()
        for t in (model_ctypes - valid_active_ctypes_minlp):
            if issubclass(t, ActiveComponent):
                invalids.add(t)
        if len(invalids):
            invalids = [t.__name__ for t in invalids]
            raise RuntimeError(
                "Unallowable active component(s) %s.\nThe BARON writer cannot "
                "export models with this component type." %
                ", ".join(invalids))

        if output_filename is None:
            output_filename = model.name + ".bar"

        output_file = open(output_filename, "w")

        # Process the options. Rely on baron to catch
        # and reset bad option values
        output_file.write("OPTIONS {\n")
        summary_found = False
        if len(solver_options):
            for key, val in iteritems(solver_options):
                if (key.lower() == 'summary'):
                    summary_found = True
                if key.endswith("Name"):
                    output_file.write(key + ": \"" + str(val) + "\";\n")
                else:
                    output_file.write(key + ": " + str(val) + ";\n")
        if not summary_found:
            # The 'summary option is defaulted to 0, so that no
            # summary file is generated in the directory where the
            # user calls baron. Check if a user explicitly asked for
            # a summary file.
            output_file.write("Summary: 0;\n")
        output_file.write("}\n\n")

        if symbolic_solver_labels:
            # Note that the Var and Constraint labelers must use the
            # same labeler, so that we can correctly detect name
            # collisions (which can arise when we truncate the labels to
            # the max allowable length.  BARON requires all identifiers
            # to start with a letter.  We will (randomly) choose "s_"
            # (for 'shortened')
            v_labeler = c_labeler = ShortNameLabeler(15,
                                                     prefix='s_',
                                                     suffix='_',
                                                     caseInsensitive=True,
                                                     legalRegex='^[a-zA-Z]')
        elif labeler is None:
            v_labeler = NumericLabeler('x')
            c_labeler = NumericLabeler('c')
        else:
            v_labeler = c_labeler = labeler

        symbol_map = SymbolMap()
        symbol_map.default_labeler = v_labeler
        #sm_bySymbol = symbol_map.bySymbol

        # Cache the list of model blocks so we don't have to call
        # model.block_data_objects() many many times, which is slow
        # for indexed blocks
        all_blocks_list = list(
            model.block_data_objects(active=True,
                                     sort=sorter,
                                     descend_into=True))
        active_components_data_var = {}
        #for block in all_blocks_list:
        #    tmp = active_components_data_var[id(block)] = \
        #          list(obj for obj in block.component_data_objects(Var,
        #                                                           sort=sorter,
        #                                                           descend_into=False))
        #    create_symbols_func(symbol_map, tmp, labeler)

        # GAH: Not sure this is necessary, and also it would break for
        #      non-mutable indexed params so I am commenting out for now.
        #for param_data in active_components_data(block, Param, sort=sorter):
        #instead of checking if param_data._mutable:
        #if not param_data.is_constant():
        #    create_symbol_func(symbol_map, param_data, labeler)

        #symbol_map_variable_ids = set(symbol_map.byObject.keys())
        #object_symbol_dictionary = symbol_map.byObject

        #
        # Go through the objectives and constraints and generate
        # the output so that we can obtain the set of referenced
        # variables.
        #
        equation_section_stream = StringIO()
        referenced_variable_ids, branching_priorities_suffixes = \
            self._write_equations_section(
                model,
                equation_section_stream,
                all_blocks_list,
                active_components_data_var,
                symbol_map,
                c_labeler,
                output_fixed_variable_bounds,
                skip_trivial_constraints,
                sorter)

        #
        # BINARY_VARIABLES, INTEGER_VARIABLES, POSITIVE_VARIABLES, VARIABLES
        #

        BinVars = []
        IntVars = []
        PosVars = []
        Vars = []
        for vid in referenced_variable_ids:
            name = symbol_map.byObject[vid]
            var_data = symbol_map.bySymbol[name]()

            if var_data.is_continuous():
                if var_data.has_lb() and (value(var_data.lb) >= 0):
                    TypeList = PosVars
                else:
                    TypeList = Vars
            elif var_data.is_binary():
                TypeList = BinVars
            elif var_data.is_integer():
                TypeList = IntVars
            else:
                assert False
            TypeList.append(name)

        if len(BinVars) > 0:
            BinVars.sort()
            output_file.write('BINARY_VARIABLES ')
            output_file.write(", ".join(BinVars))
            output_file.write(';\n\n')

        if len(IntVars) > 0:
            IntVars.sort()
            output_file.write('INTEGER_VARIABLES ')
            output_file.write(", ".join(IntVars))
            output_file.write(';\n\n')

        PosVars.append('ONE_VAR_CONST__')
        PosVars.sort()
        output_file.write('POSITIVE_VARIABLES ')
        output_file.write(", ".join(PosVars))
        output_file.write(';\n\n')

        if len(Vars) > 0:
            Vars.sort()
            output_file.write('VARIABLES ')
            output_file.write(", ".join(Vars))
            output_file.write(';\n\n')

        #
        # LOWER_BOUNDS
        #

        lbounds = {}
        for vid in referenced_variable_ids:
            name = symbol_map.byObject[vid]
            var_data = symbol_map.bySymbol[name]()

            if var_data.fixed:
                if output_fixed_variable_bounds:
                    var_data_lb = ftoa(var_data.value)
                else:
                    var_data_lb = None
            else:
                var_data_lb = None
                if var_data.has_lb():
                    var_data_lb = ftoa(var_data.lb)

            if var_data_lb is not None:
                name_to_output = symbol_map.getSymbol(var_data)
                lbounds[name_to_output] = '%s: %s;\n' % (name_to_output,
                                                         var_data_lb)

        if len(lbounds) > 0:
            output_file.write("LOWER_BOUNDS{\n")
            output_file.write("".join(lbounds[key]
                                      for key in sorted(lbounds.keys())))
            output_file.write("}\n\n")
        lbounds = None

        #
        # UPPER_BOUNDS
        #

        ubounds = {}
        for vid in referenced_variable_ids:
            name = symbol_map.byObject[vid]
            var_data = symbol_map.bySymbol[name]()

            if var_data.fixed:
                if output_fixed_variable_bounds:
                    var_data_ub = ftoa(var_data.value)
                else:
                    var_data_ub = None
            else:
                var_data_ub = None
                if var_data.has_ub():
                    var_data_ub = ftoa(var_data.ub)

            if var_data_ub is not None:
                name_to_output = symbol_map.getSymbol(var_data)
                ubounds[name_to_output] = '%s: %s;\n' % (name_to_output,
                                                         var_data_ub)

        if len(ubounds) > 0:
            output_file.write("UPPER_BOUNDS{\n")
            output_file.write("".join(ubounds[key]
                                      for key in sorted(ubounds.keys())))
            output_file.write("}\n\n")
        ubounds = None

        #
        # BRANCHING_PRIORITIES
        #

        # Specifying priorities requires that the pyomo model has established an
        # EXTERNAL, float suffix called 'branching_priorities' on the model
        # object, indexed by the relevant variable
        BranchingPriorityHeader = False
        for suffix in branching_priorities_suffixes:
            for var_data, priority in iteritems(suffix):
                if id(var_data) not in referenced_variable_ids:
                    continue
                if priority is not None:
                    if not BranchingPriorityHeader:
                        output_file.write('BRANCHING_PRIORITIES{\n')
                        BranchingPriorityHeader = True
                    name_to_output = symbol_map.getSymbol(var_data)
                    output_file.write(name_to_output + ': ' + str(priority) +
                                      ';\n')

        if BranchingPriorityHeader:
            output_file.write("}\n\n")

        #
        # Now write the objective and equations section
        #
        output_file.write(equation_section_stream.getvalue())

        #
        # STARTING_POINT
        #
        output_file.write('STARTING_POINT{\nONE_VAR_CONST__: 1;\n')
        tmp = {}
        for vid in referenced_variable_ids:
            name = symbol_map.byObject[vid]
            var_data = symbol_map.bySymbol[name]()

            starting_point = var_data.value
            if starting_point is not None:
                var_name = symbol_map.getSymbol(var_data)
                tmp[var_name] = "%s: %s;\n" % (var_name, ftoa(starting_point))

        output_file.write("".join(tmp[key] for key in sorted(tmp.keys())))
        output_file.write('}\n\n')

        output_file.close()

        return output_filename, symbol_map
Beispiel #2
0
    def __call__(self, model, output_filename, solver_capability, io_options):
        """
        Write a model in the GAMS modeling language format.

        Keyword Arguments
        -----------------
        output_filename: str
            Name of file to write GAMS model to. Optionally pass a file-like
            stream and the model will be written to that instead.
        io_options: dict
            - warmstart=True
                Warmstart by initializing model's variables to their values.
            - symbolic_solver_labels=False
                Use full Pyomo component names rather than
                shortened symbols (slower, but useful for debugging).
            - labeler=None
                Custom labeler. Incompatible with symbolic_solver_labels.
            - solver=None
                If None, GAMS will use default solver for model type.
            - mtype=None
                Model type. If None, will chose from lp, nlp, mip, and minlp.
            - add_options=None
                List of additional lines to write directly
                into model file before the solve statement.
                For model attributes, <model name> is GAMS_MODEL.
            - skip_trivial_constraints=False
                Skip writing constraints whose body section is fixed.
            - file_determinism=1
                | How much effort do we want to put into ensuring the
                | GAMS file is written deterministically for a Pyomo model:
                |     0 : None
                |     1 : sort keys of indexed components (default)
                |     2 : sort keys AND sort names (over declaration order)
            - put_results=None
                Filename for optionally writing solution values and
                marginals to (put_results).dat, and solver statuses
                to (put_results + 'stat').dat.
        """

        # Make sure not to modify the user's dictionary,
        # they may be reusing it outside of this call
        io_options = dict(io_options)

        # Use full Pyomo component names rather than
        # shortened symbols (slower, but useful for debugging).
        symbolic_solver_labels = io_options.pop("symbolic_solver_labels",
                                                False)

        # Custom labeler option. Incompatible with symbolic_solver_labels.
        labeler = io_options.pop("labeler", None)

        # If None, GAMS will use default solver for model type.
        solver = io_options.pop("solver", None)

        # If None, will chose from lp, nlp, mip, and minlp.
        mtype = io_options.pop("mtype", None)

        # Lines to add before solve statement.
        add_options = io_options.pop("add_options", None)

        # Skip writing constraints whose body section is
        # fixed (i.e., no variables)
        skip_trivial_constraints = \
            io_options.pop("skip_trivial_constraints", False)

        # How much effort do we want to put into ensuring the
        # GAMS file is written deterministically for a Pyomo model:
        #    0 : None
        #    1 : sort keys of indexed components (default)
        #    2 : sort keys AND sort names (over declaration order)
        file_determinism = io_options.pop("file_determinism", 1)
        sorter_map = {
            0: SortComponents.unsorted,
            1: SortComponents.deterministic,
            2: SortComponents.sortBoth
        }
        sort = sorter_map[file_determinism]

        # Warmstart by initializing model's variables to their values.
        warmstart = io_options.pop("warmstart", True)

        # Filename for optionally writing solution values and marginals
        # Set to True by GAMSSolver
        put_results = io_options.pop("put_results", None)

        if len(io_options):
            raise ValueError(
                "GAMS writer passed unrecognized io_options:\n\t" +
                "\n\t".join("%s = %s" % (k, v)
                            for k, v in iteritems(io_options)))

        if solver is not None and solver.upper() not in valid_solvers:
            raise ValueError("GAMS writer passed unrecognized solver: %s" %
                             solver)

        if mtype is not None:
            valid_mtypes = set([
                'lp', 'qcp', 'nlp', 'dnlp', 'rmip', 'mip', 'rmiqcp', 'rminlp',
                'miqcp', 'minlp', 'rmpec', 'mpec', 'mcp', 'cns', 'emp'
            ])
            if mtype.lower() not in valid_mtypes:
                raise ValueError("GAMS writer passed unrecognized "
                                 "model type: %s" % mtype)
            if (solver is not None
                    and mtype.upper() not in valid_solvers[solver.upper()]):
                raise ValueError("GAMS writer passed solver (%s) "
                                 "unsuitable for given model type (%s)" %
                                 (solver, mtype))

        if output_filename is None:
            output_filename = model.name + ".gms"

        if symbolic_solver_labels and (labeler is not None):
            raise ValueError("GAMS writer: Using both the "
                             "'symbolic_solver_labels' and 'labeler' "
                             "I/O options is forbidden")

        if symbolic_solver_labels:
            var_labeler = con_labeler = ShortNameLabeler(63, '_')
        elif labeler is None:
            var_labeler = NumericLabeler('x')
            con_labeler = NumericLabeler('c')
        else:
            var_labeler = con_labeler = labeler

        var_list = []

        def var_recorder(obj):
            ans = var_labeler(obj)
            try:
                if obj.is_variable_type():
                    var_list.append(ans)
            except:
                pass
            return ans

        def var_label(obj):
            #if obj.is_fixed():
            #    return str(value(obj))
            return symbolMap.getSymbol(obj, var_recorder)

        symbolMap = SymbolMap(var_label)

        # when sorting, there are a non-trivial number of
        # temporary objects created. these all yield
        # non-circular references, so disable GC - the
        # overhead is non-trivial, and because references
        # are non-circular, everything will be collected
        # immediately anyway.
        with PauseGC() as pgc:
            try:
                if isinstance(output_filename, string_types):
                    output_file = open(output_filename, "w")
                else:
                    # Support passing of stream such as a StringIO
                    # on which to write the model file
                    output_file = output_filename
                self._write_model(
                    model=model,
                    output_file=output_file,
                    solver_capability=solver_capability,
                    var_list=var_list,
                    var_label=var_label,
                    symbolMap=symbolMap,
                    con_labeler=con_labeler,
                    sort=sort,
                    skip_trivial_constraints=skip_trivial_constraints,
                    warmstart=warmstart,
                    solver=solver,
                    mtype=mtype,
                    add_options=add_options,
                    put_results=put_results)
            finally:
                if isinstance(output_filename, string_types):
                    output_file.close()

        return output_filename, symbolMap