def scenariotreeserver_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "pyro_host")
safe_register_common_option(options, "pyro_port")
safe_register_unique_option(
options, "mpi",
PySPConfigValue(False,
domain=bool,
description=("Activate MPI based functionality. "
"Requires the mpi4py module."),
doc=None,
visibility=0))
safe_register_unique_option(
options, "import_module",
PySPConfigValue(
(),
domain=_domain_tuple_of_str,
description=(
"The name of a user-defined python module to import that, "
"e.g., registers a user-defined scenario tree worker class."),
doc=None,
visibility=0))
return options
def convertschuripopt_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "symbolic_solver_labels")
safe_register_unique_option(
options, "output_directory",
PySPConfigValue(
".",
domain=_domain_must_be_str,
description=("The directory in which all SchurIpopt files "
"will be stored. Default is '.'."),
doc=None,
visibility=0))
safe_register_unique_option(
options, "ignore_bundles",
PySPConfigValue(
False,
domain=bool,
description=("Ignore bundles when converting the SP to "
"SchurIpopt input files."),
doc=None,
visibility=0))
safe_register_common_option(options, "scenario_tree_manager")
ScenarioTreeManagerClientSerial.register_options(options)
ScenarioTreeManagerClientPyro.register_options(options)
return options
def compile_scenario_tree_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_unique_option(
options, "output_directory",
PySPConfigValue(
".",
domain=_domain_must_be_str,
description=("The directory in which to store all output files. "
"Default is '.'."),
doc=None,
visibility=0))
safe_register_unique_option(
options, "compiled_reference_model_filename",
PySPConfigValue(
"PySP_CompiledReferenceModel.py",
domain=_domain_must_be_str,
description=(
"The filename to use for the new reference model that uses "
"the compiled scenarios. This will be prefixed by the "
"output directory name where compiled scenarios are stored. "
"Default is 'PySP_CompiledReferenceModel.py'."),
doc=None,
visibility=0))
safe_register_common_option(options, "scenario_tree_manager")
ScenarioTreeManagerClientSerial.register_options(options)
ScenarioTreeManagerClientPyro.register_options(options)
return options
def run_generate_distributed_NL_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "scenario_tree_manager")
safe_register_common_option(options, "symbolic_solver_labels")
safe_register_unique_option(
options,
"output_directory",
PySPConfigValue(
".",
domain=_domain_must_be_str,
description=(
"The directory in which to store all output files. "
"Default is '.'."
),
doc=None,
visibility=0))
safe_register_unique_option(
options,
"linking_suffix_name",
PySPConfigValue(
"variable_id",
domain=_domain_must_be_str,
description=(
"The suffix name used to identify common variables "
"across NL files. Default is 'ipopt_blend_id'."
),
doc=None,
visibility=0))
safe_register_unique_option(
options,
"objective_suffix_name",
PySPConfigValue(
"objective_weight",
domain=_domain_must_be_str,
description=(
"The suffix name used to identify the relative "
"objective weight for each NL-file subproblem."
"Default is 'ipopt_blend_weight'."
),
doc=None,
visibility=0))
ScenarioTreeManagerClientSerial.register_options(options)
ScenarioTreeManagerClientPyro.register_options(options)
return options
def _declare_options(cls, options=None):
if options is None:
options = PySPConfigBlock()
safe_declare_common_option(options,
"max_iterations",
ap_group=_admm_group_label)
safe_declare_unique_option(
options,
"primal_residual_relative_tolerance",
PySPConfigValue(
1.0e-4,
domain=_domain_positive,
description=(
"Relative primal-residual tolerance. Default is 1e-4."
),
doc=None,
visibility=0),
ap_group=_admm_group_label)
safe_declare_unique_option(
options,
"dual_residual_relative_tolerance",
PySPConfigValue(
1.0e-4,
domain=_domain_positive,
description=(
"Relative dual-residual tolerance. Default is 1e-4."
),
doc=None,
visibility=0),
ap_group=_admm_group_label)
ADMMAlgorithm._declare_options(options)
for rstype in RhoStrategyFactory.registered_types.values():
rstype._declare_options(options)
assert 'adaptive' in RhoStrategyFactory.registered_types
safe_declare_unique_option(
options,
"rho_strategy",
PySPConfigValue(
'adaptive',
domain=_domain_must_be_str,
description=(
"Rho update strategy. Choices are: %s. Default is 'adaptive'."
% (str(sorted(RhoStrategyFactory.registered_types.keys())))
),
doc=None,
visibility=0),
ap_group=_admm_group_label)
return options
def run_evaluate_xhat_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options,
"disable_gc")
safe_register_common_option(options,
"profile")
safe_register_common_option(options,
"traceback")
safe_register_common_option(options,
"scenario_tree_manager")
safe_register_common_option(options,
"output_scenario_tree_solution")
safe_register_common_option(options,
"solution_saver_extension")
safe_register_common_option(options,
"solution_loader_extension")
safe_register_unique_option(
options,
"disable_solution_loader_check",
PySPConfigValue(
False,
domain=bool,
description=(
"Indicates that no solution loader extension is required to "
"run this script, e.g., because the scenario tree manager "
"is somehow pre-populated with a solution."
),
doc=None,
visibility=0),
ap_group=_extension_options_group_title)
safe_register_unique_option(
options,
"output_scenario_costs",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"A file name where individual scenario costs from the solution "
"will be stored. The format is determined from the extension used "
"in the filename. Recognized extensions: [.csv, .json, .yaml]"
),
doc=None,
visibility=0))
ScenarioTreeManagerSolverClientSerial.register_options(options)
ScenarioTreeManagerSolverClientPyro.register_options(options)
return options
def runschuripopt_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "output_scenario_tree_solution")
safe_register_common_option(options, "output_solver_log")
safe_register_common_option(options, "keep_solver_files")
safe_register_common_option(options, "symbolic_solver_labels")
ScenarioTreeManagerFactory.register_options(options)
SchurIpoptSolver.register_options(options)
# used to populate the implicit SchurIpopt options
safe_register_unique_option(
options,
"solver_options",
PySPConfigValue((),
domain=_domain_tuple_of_str_or_dict,
description=("Solver options to pass to SchurIpopt "
"(e.g., relax_integrality=yes). This "
"option can be used multiple times "
"from the command line to specify more "
"than one SchurIpopt option."),
doc=None,
visibility=0),
ap_kwds={'action': 'append'},
ap_group=_schuripopt_group_label)
return options
def runddsip_register_options(options=None):
if options is None:
options = PySPConfigBlock()
DDSIPSolver.register_options(options)
ScenarioTreeManagerFactory.register_options(options)
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "output_scenario_tree_solution")
safe_register_common_option(options, "keep_solver_files")
safe_register_common_option(options, "output_solver_log")
safe_register_common_option(options, "symbolic_solver_labels")
# used to populate the implicit DDSIP options
safe_register_unique_option(
options,
"solver_options",
PySPConfigValue(
(),
domain=_domain_tuple_of_str_or_dict,
description=("Unregistered solver options that will be passed "
"to DDSIP via the config file (e.g., NODELIM=4, "
"CPLEX_1067=1). This option can be used multiple "
"times from the command line to specify more "
"than one DDSIP option."),
doc=None,
visibility=0),
ap_kwds={'action': 'append'},
ap_group=_ddsip_group_label)
return options
def runadmm_register_options(options=None):
if options is None:
options = PySPConfigBlock()
ADMMSolver.register_options(options)
ScenarioTreeManagerFactory.register_options(options)
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "output_solver_log")
safe_register_common_option(options, "output_scenario_tree_solution")
safe_register_unique_option(
options,
"default_rho",
PySPConfigValue(
1.0,
domain=_domain_positive,
description=("The default rho value for all non-anticipative "
"variables. Default is 1.0."),
doc=None,
visibility=0),
ap_args=("-r", "--default-rho"),
ap_group=_admm_group_label)
return options
def _declare_options(cls, options=None):
if options is None:
options = PySPConfigBlock()
safe_declare_unique_option(
options,
"firststage_suffix",
PySPConfigValue(
"__DDSIP_FIRSTSTAGE",
domain=_domain_must_be_str,
description=("The suffix used to identity first-stage "
"variables to DDSIP. Default is "
"'__DDSIP_FIRSTSTAGE'"),
doc=None,
visibility=0),
ap_group=_ddsip_group_label)
safe_declare_unique_option(
options,
"config_file",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"The name of a partial DDSIP configuration file "
"that contains option specifications unrelated to "
"the problem structure. If specified, the contents "
"of this file will be appended to the "
"configuration created by this solver interface. "
"Default is None."),
doc=None,
visibility=0),
ap_group=_ddsip_group_label)
safe_declare_common_option(options,
"verbose",
ap_group=_ddsip_group_label)
return options
def generate_scenario_tree_image_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_unique_option(
options, "output_file",
PySPConfigValue(
"ScenarioStructure.pdf",
domain=_domain_must_be_str,
description=("The name of the file in which to store the scenario "
"tree image. Default is ScenarioStructure.pdf."),
doc=None,
visibility=0))
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "model_location")
safe_register_common_option(options, "scenario_tree_location")
safe_register_common_option(options, "scenario_tree_random_seed")
safe_register_common_option(options, "scenario_tree_downsample_fraction")
safe_register_common_option(options, "scenario_bundle_specification")
safe_register_common_option(options, "create_random_bundles")
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
return options
def convertddsip_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "symbolic_solver_labels")
safe_register_unique_option(
options, "output_directory",
PySPConfigValue(".",
domain=_domain_must_be_str,
description=("The directory in which all DDSIP files "
"will be stored. Default is '.'."),
doc=None,
visibility=0))
safe_register_unique_option(
options, "first_stage_suffix",
PySPConfigValue(
"__DDSIP_FIRSTSTAGE",
domain=_domain_must_be_str,
description=("The suffix used to identify first-stage variables. "
"Default: '__DDSIP_FIRSTSTAGE'"),
doc=None,
visibility=0))
safe_register_unique_option(
options, "enforce_derived_nonanticipativity",
PySPConfigValue(
False,
domain=bool,
description=(
"Adds nonanticipativity constraints for variables flagged "
"as derived within their respective time stage (except for "
"the final time stage). The default behavior behavior is "
"to treat derived variables as belonging to the final "
"time stage."),
doc=None,
visibility=0))
safe_register_unique_option(
options, "disable_consistency_checks",
PySPConfigValue(
False,
domain=bool,
description=(
"Disables consistency checks that attempt to find issues "
"with the DDSIP conversion. By default, these checks are run "
"after conversion takes place and leave behind a temporary "
"directory with per-scenario output files if the checks fail. "
"This option is not recommended, but can be used if the "
"consistency checks are prohibitively slow."),
doc=None,
visibility=0))
safe_register_unique_option(
options, "keep_scenario_files",
PySPConfigValue(
False,
domain=bool,
description=(
"Keeps around the per-scenario DDSIP files created for testing "
"whether a conversion is valid (whether or not the validation "
"checks are performed). These files can be useful for "
"debugging purposes."),
doc=None,
visibility=0))
safe_register_common_option(options, "scenario_tree_manager")
ScenarioTreeManagerClientSerial.register_options(options)
ScenarioTreeManagerClientPyro.register_options(options)
return options
def _declare_options(cls, options=None):
if options is None:
options = PySPConfigBlock()
safe_declare_unique_option(
options,
"stopping_rule_tolerance",
PySPConfigValue(
"nominal",
domain=_domain_sd_tolerance,
description=("Stopping rule tolerance used by the SD solver. "
"Must be one of: %s. Default is 'nominal'." %
(str(_domain_sd_tolerance._values))),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"single_replication",
PySPConfigValue(
False,
domain=bool,
description=("Disables multiple replication procedure in "
"SD and uses a single replication."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"print_cycle",
PySPConfigValue(
100,
domain=_domain_positive_integer,
description=("Number of iterations between output of "
"solution data to screen and file."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"eval_run_flag",
PySPConfigValue(
False,
domain=bool,
description=(
"Set to evaluate on the run. This should be "
"only used for instances with relatively complete "
"recourse. This flag is not recommended because "
"accurate function evaluations are unnecessarily "
"time consuming. It is best to use a large print "
"cycle when this option is activated."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"eval_flag",
PySPConfigValue(
False,
domain=bool,
description=(
"Set to get an estimated objective function value "
"for the final incumbent of each replication."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"eval_seed1",
PySPConfigValue(
2668655841019641,
domain=int,
description=(
"Random number seed for re-sampling omegas during "
"optimality test. Default is None, meaning no "
"seed will be provided."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"eval_error",
PySPConfigValue(
0.01,
domain=_domain_positive,
description=(
"Objective evaluation is accurate to within "
"this much, with 95%% confidence. Default is 0.01."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"mean_dev",
PySPConfigValue(
0.05,
domain=_domain_positive,
description=("Solution tolerance for deciding the usage of "
"mean solution. Default is 0.05."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"min_iterations",
PySPConfigValue(
None,
domain=_domain_nonnegative_integer,
description=("Number of iterations which must pass before "
"optimality is checked. Default is None, meaning "
"no minimum is given."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_unique_option(
options,
"max_iterations",
PySPConfigValue(
5000,
domain=_domain_positive_integer,
description=("Maximum number of iterations for any given "
"problem. Default is 5000."),
doc=None,
visibility=0),
ap_group=_sd_group_label)
safe_declare_common_option(options,
"verbose",
ap_group=_sd_group_label)
return options
def pysp2smps_register_options(options=None):
if options is None:
options = PySPConfigBlock()
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "symbolic_solver_labels")
safe_register_common_option(options, "file_determinism")
safe_register_unique_option(
options,
"explicit",
PySPConfigValue(
False,
domain=bool,
description=(
"Generate SMPS files using explicit scenarios "
"(or bundles). ** This option is deprecated. It is "
"the default behavior. ** "
),
doc=None,
visibility=0))
safe_register_unique_option(
options,
"core_format",
PySPConfigValue(
"mps",
domain=_domain_must_be_str,
description=(
"The format used to generate the core SMPS problem file. "
"Choices are: [mps, lp]. The default format is MPS."
),
doc=None,
visibility=0),
ap_kwds={'choices': ['mps','lp']})
safe_register_unique_option(
options,
"output_directory",
PySPConfigValue(
".",
domain=_domain_must_be_str,
description=(
"The directory in which all SMPS related output files "
"will be stored. Default is '.'."
),
doc=None,
visibility=0))
safe_register_unique_option(
options,
"basename",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"The basename to use for all SMPS related output "
"files. ** Required **"
),
doc=None,
visibility=0))
safe_register_unique_option(
options,
"disable_consistency_checks",
PySPConfigValue(
False,
domain=bool,
description=(
"Disables consistency checks that attempt to find issues "
"with the SMPS conversion. By default, these checks are run "
"after conversion takes place and leave behind a temporary "
"directory with per-scenario output files if the checks fail. "
"This option is not recommended, but can be used if the "
"consistency checks are prohibitively slow."
),
doc=None,
visibility=0))
safe_register_unique_option(
options,
"keep_scenario_files",
PySPConfigValue(
False,
domain=bool,
description=(
"Keeps around the per-scenario SMPS files created for testing "
"whether a conversion is valid (whether or not the validation "
"checks are performed). These files can be useful for "
"debugging purposes."
),
doc=None,
visibility=0))
safe_register_unique_option(
options,
"keep_auxiliary_files",
PySPConfigValue(
False,
domain=bool,
description=(
"Keep auxiliary files for the template scenario that are normally "
"used for testing the validity of the SMPS conversion. "
"These include the .row, .col, .sto.struct, and .[mps,lp].det files."
),
doc=None,
visibility=0))
safe_register_common_option(options, "scenario_tree_manager")
ScenarioTreeManagerClientSerial.register_options(options)
ScenarioTreeManagerClientPyro.register_options(options)
return options
def runef_register_options(options=None):
if options is None:
options = PySPConfigBlock()
EFSolver.register_options(options)
ScenarioTreeManagerClientSerial.register_options(options)
safe_register_common_option(options, "verbose")
safe_register_common_option(options, "disable_gc")
safe_register_common_option(options, "profile")
safe_register_common_option(options, "traceback")
safe_register_common_option(options, "symbolic_solver_labels")
safe_register_common_option(options, "output_solver_log")
safe_register_common_option(options, "keep_solver_files")
safe_register_common_option(options, "output_scenario_tree_solution")
safe_register_common_option(options, "solution_saver_extension")
safe_register_common_option(options, "solution_loader_extension")
safe_register_unique_option(
options,
"solution_writer",
PySPConfigValue(
(),
domain=_domain_tuple_of_str,
description=(
"The name of a python module specifying a user-defined "
"plugin implementing the ISolutionWriterExtension "
"interface. Invoked to save a scenario tree solution. Use "
"this option when generating a template configuration file "
"or invoking command-line help in order to include any "
"plugin-specific options. This option can used multiple "
"times from the command line to specify more than one "
"plugin."),
doc=None,
visibility=0),
ap_kwds={'action': 'append'},
ap_group=_extension_options_group_title)
safe_register_unique_option(
options,
"output_file",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=("The name of the extensive form output file "
"(currently LP, MPS, and NL file formats are "
"supported). If the option value does not end "
"in '.lp', '.mps', or '.nl', then the output format "
"will be inferred from the settings for the chosen "
"solver interface, and the appropriate suffix "
"will be appended to the name. Use of this option "
"will disable the solve."),
doc=None,
visibility=0),
ap_group=_output_options_group_title)
safe_register_unique_option(
options, "output_scenario_costs",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"A file name where individual scenario costs from the "
"solution will be stored. The format is determined "
"from the extension used in the filename. Recognized "
"extensions: [.csv, .json, .yaml]"),
doc=None,
visibility=0))
#
# Deprecated
#
class _DeprecatedActivateJSONIOSolutionSaver(
pyutilib.misc.config.argparse.Action):
def __init__(self, option_strings, dest, nargs=None, **kwargs):
if nargs is not None:
raise ValueError("nargs not allowed")
super(_DeprecatedActivateJSONIOSolutionSaver, self).\
__init__(option_strings, dest, nargs=0, **kwargs)
def __call__(self, parser, namespace, values, option_string=None):
logger.warning(
"DEPRECATED: The '--activate-json-io-solution-saver "
"command-line option has been deprecated and will "
"be removed in the future. Please the following instead: "
"'----solution-saver-extension=pyomo.pysp.plugins.jsonio'")
val = getattr(namespace, 'CONFIGBLOCK.solution_saver_extension',
[])
setattr(namespace, 'CONFIGBLOCK.solution_saver_extension',
val + ["pyomo.pysp.plugins.jsonio"])
def _warn_activate_jsonio_solution_saver(val):
# don't use logger here since users might not import
# the pyomo logger in a scripting interface
sys.stderr.write(
"\tWARNING: The 'activate_jsonio_solution_saver' "
"config item will be ignored "
"unless it is being used as a command-line option "
"where it can be redirected to 'solution_saver_extension'. "
"Please use 'solution_saver_extension=pyomo.pysp.plugins.jsonio' "
"instead.\n")
return _domain_tuple_of_str(val)
safe_declare_unique_option(
options,
"activate_jsonio_solution_saver",
PySPConfigValue(
None,
domain=_warn_activate_jsonio_solution_saver,
description=(
"Deprecated alias for "
"--solution-saver-extension=pyomo.pysp.plugins.jsonio"),
doc=None,
visibility=1),
ap_kwds={'action': _DeprecatedActivateJSONIOSolutionSaver},
ap_group=_deprecated_options_group_title,
declare_for_argparse=True)
return options
def _declare_options(cls, options=None):
if options is None:
options = PySPConfigBlock()
safe_declare_unique_option(
options,
"cvar_weight",
PySPConfigValue(
1.0,
domain=_domain_nonnegative,
description=("The weight associated with the CVaR term in "
"the risk-weighted objective "
"formulation. If the weight is 0, then "
"*only* a non-weighted CVaR cost will appear "
"in the EF objective - the expected cost "
"component will be dropped. Default is 1.0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"generate_weighted_cvar",
PySPConfigValue(
False,
domain=bool,
description=("Add a weighted CVaR term to the "
"primary objective. Default is False."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"risk_alpha",
PySPConfigValue(
0.95,
domain=_domain_unit_interval,
description=("The probability threshold associated with "
"CVaR (or any future) risk-oriented "
"performance metrics. Default is 0.95."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"cc_alpha",
PySPConfigValue(
0.0,
domain=_domain_unit_interval,
description=("The probability threshold associated with a "
"chance constraint. The RHS will be one "
"minus this value. Default is 0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"cc_indicator_var",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=("The name of the binary variable to be used "
"to construct a chance constraint. Default "
"is None, which indicates no chance "
"constraint."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_common_option(options, "solver")
safe_declare_common_option(options, "solver_io")
safe_declare_common_option(options, "solver_manager")
safe_declare_common_option(options, "solver_options")
safe_declare_common_option(options, "disable_warmstart")
safe_declare_common_option(options, "solver_manager_pyro_host")
safe_declare_common_option(options, "solver_manager_pyro_port")
safe_declare_common_option(options, "solver_manager_pyro_shutdown")
safe_declare_common_option(options,
"verbose",
ap_group=_ef_group_label)
safe_declare_common_option(options,
"output_times",
ap_group=_ef_group_label)
safe_declare_common_option(options,
"output_solver_results",
ap_group=_ef_group_label)
return options
class ExtensiveFormAlgorithm(PySPConfiguredObject):
_declared_options = \
PySPConfigBlock("Options declared for the "
"ExtensiveFormAlgorithm class")
safe_declare_unique_option(
_declared_options,
"cvar_weight",
PySPConfigValue(
1.0,
domain=_domain_nonnegative,
description=("The weight associated with the CVaR term in "
"the risk-weighted objective "
"formulation. If the weight is 0, then "
"*only* a non-weighted CVaR cost will appear "
"in the EF objective - the expected cost "
"component will be dropped. Default is 1.0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"generate_weighted_cvar",
PySPConfigValue(False,
domain=bool,
description=("Add a weighted CVaR term to the "
"primary objective. Default is False."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"risk_alpha",
PySPConfigValue(
0.95,
domain=_domain_unit_interval,
description=("The probability threshold associated with "
"CVaR (or any future) risk-oriented "
"performance metrics. Default is 0.95."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"cc_alpha",
PySPConfigValue(
0.0,
domain=_domain_unit_interval,
description=("The probability threshold associated with a "
"chance constraint. The RHS will be one "
"minus this value. Default is 0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"cc_indicator_var",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=("The name of the binary variable to be used "
"to construct a chance constraint. Default "
"is None, which indicates no chance "
"constraint."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"mipgap",
PySPConfigValue(None,
domain=_domain_unit_interval,
description=("Specifies the mipgap for the EF solve."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver",
PySPConfigValue(
"cplex",
domain=_domain_must_be_str,
description=("Specifies the solver used to solve the "
"extensive form model. Default is cplex."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_io",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=("The type of IO used to execute the "
"solver. Different solvers support different "
"types of IO, but the following are common "
"options: lp - generate LP files, nl - "
"generate NL files, python - direct Python "
"interface, os - generate OSiL XML files."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_manager",
PySPConfigValue('serial',
domain=_domain_must_be_str,
description=("The type of solver manager used to "
"coordinate solves. Default is serial."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_options",
PySPConfigValue((),
domain=_domain_tuple_of_str_or_dict,
description=("Persistent solver options used when "
"solving the extensive form model. This "
"option can be used multiple times from "
"the command line to specify more than "
"one solver option."),
doc=None,
visibility=0),
ap_kwds={'action': 'append'},
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"disable_warmstart",
PySPConfigValue(False,
domain=bool,
description=("Disable warm-start of EF solves. "
"Default is False."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_host",
PySPConfigValue(None,
domain=_domain_must_be_str,
description=("The hostname to bind on when searching "
"for a Pyro nameserver."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_port",
PySPConfigValue(None,
domain=_domain_nonnegative_integer,
description=("The port to bind on when searching for "
"a Pyro nameserver."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_shutdown",
PySPConfigValue(
False,
domain=bool,
description=(
"Attempt to shut down all Pyro-related components "
"associated with the Pyro name server used by any scenario "
"tree manager or solver manager. Components to shutdown "
"include the name server, dispatch server, and any "
"scenariotreeserver or pyro_mip_server processes. Note "
"that if Pyro4 is in use the nameserver will always "
"ignore this request."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_shutdown_workers",
PySPConfigValue(
False,
domain=bool,
description=(
"Upon exit, send shutdown requests to all worker "
"processes that were acquired through the dispatcher. "
"This typically includes scenariotreeserver processes "
"(used by the Pyro scenario tree manager) and pyro_mip_server "
"processes (used by the Pyro solver manager). This leaves "
"any dispatchers and namservers running as well as any "
"processes registered with the dispather that were not "
"acquired for work by this client."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"symbolic_solver_labels",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_solver_log",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"verbose",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_times",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"keep_solver_files",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_solver_results",
ap_group=_ef_group_label)
def __enter__(self):
return self
def __exit__(self, *args):
self.close()
def close(self):
self.destroy_ef()
if self._solver is not None:
self._solver.deactivate()
if self._solver_manager is not None:
if isinstance(self._solver_manager,
pyomo.solvers.plugins.smanager.\
pyro.SolverManager_Pyro):
if self.get_option("pyro_shutdown_workers"):
self._solver_manager.shutdown_workers()
self._solver_manager.deactivate()
self._solver_manager = None
self._manager = None
self.objective = undefined
self.objective_sense = undefined
self.gap = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
def __init__(self, manager, *args, **kwds):
import pyomo.solvers.plugins.smanager.pyro
super(ExtensiveFormAlgorithm, self).__init__(*args, **kwds)
# TODO: after PH moves over to the new code
#if not isinstance(manager, ScenarioTreeManager):
# raise TypeError("ExtensiveFormAlgorithm requires an instance of the "
# "ScenarioTreeManager interface as the "
# "second argument")
if not manager.initialized:
raise ValueError("ExtensiveFormAlgorithm requires a scenario tree "
"manager that has been fully initialized")
self._manager = manager
self.instance = None
self._solver_manager = None
self._solver = None
# The following attributes will be modified by the
# solve() method. For users that are scripting, these
# can be accessed after the solve() method returns.
# They will be reset each time solve() is called.
############################################
self.objective = undefined
self.gap = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
############################################
self._solver = SolverFactory(self.get_option("solver"),
solver_io=self.get_option("solver_io"))
if isinstance(self._solver, UnknownSolver):
raise ValueError("Failed to create solver of type=" +
self.get_option("solver") +
" for use in extensive form solve")
if len(self.get_option("solver_options")) > 0:
if self.get_option("verbose"):
print("Initializing ef solver with options=" +
str(list(self.get_option("solver_options"))))
self._solver.set_options("".join(
self.get_option("solver_options")))
if self.get_option("mipgap") is not None:
if (self.get_option("mipgap") < 0.0) or \
(self.get_option("mipgap") > 1.0):
raise ValueError("Value of the mipgap parameter for the EF "
"solve must be on the unit interval; "
"value specified=" +
str(self.get_option("mipgap")))
self._solver.options.mipgap = float(self.get_option("mipgap"))
solver_manager_type = self.get_option("solver_manager")
if solver_manager_type == "phpyro":
print("*** WARNING ***: PHPyro is not a supported solver "
"manager type for the extensive-form solver. "
"Falling back to serial.")
solver_manager_type = 'serial'
self._solver_manager = SolverManagerFactory(
solver_manager_type,
host=self.get_option("pyro_host"),
port=self.get_option("pyro_port"))
if self._solver_manager is None:
raise ValueError("Failed to create solver manager of type=" +
self.get_option("solver") +
" for use in extensive form solve")
def build_ef(self):
self.destroy_ef()
if self.get_option("verbose"):
print("Creating extensive form instance")
start_time = time.time()
# then validate the associated parameters.
generate_weighted_cvar = False
cvar_weight = None
risk_alpha = None
if self.get_option("generate_weighted_cvar"):
generate_weighted_cvar = True
cvar_weight = self.get_option("cvar_weight")
risk_alpha = self.get_option("risk_alpha")
self.instance = create_ef_instance(
self._manager.scenario_tree,
verbose_output=self.get_option("verbose"),
generate_weighted_cvar=generate_weighted_cvar,
cvar_weight=cvar_weight,
risk_alpha=risk_alpha,
cc_indicator_var_name=self.get_option("cc_indicator_var"),
cc_alpha=self.get_option("cc_alpha"))
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to construct extensive form instance=%.2f seconds" %
(time.time() - start_time))
def destroy_ef(self):
if self.instance is not None:
for scenario in self._manager.scenario_tree.scenarios:
self.instance.del_component(scenario.name)
scenario._instance_objective.activate()
self.instance = None
def write(self, filename):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
suf = os.path.splitext(filename)[1]
if suf not in ['.nl', '.lp', '.mps']:
if self._solver.problem_format() == ProblemFormat.cpxlp:
filename += '.lp'
elif self._solver.problem_format() == ProblemFormat.nl:
filename += '.nl'
elif self._solver.problem_format() == ProblemFormat.mps:
filename += '.mps'
else:
raise ValueError("Could not determine output file format. "
"No recognized ending suffix was provided "
"and no format was indicated was by the "
"--solver-io option.")
start_time = time.time()
if self.get_option("verbose"):
print("Starting to write extensive form")
smap_id = write_ef(self.instance, filename,
self.get_option("symbolic_solver_labels"))
print("Extensive form written to file=" + filename)
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to write output file=%.2f seconds" %
(time.time() - start_time))
return filename, smap_id
def solve(self,
check_status=True,
exception_on_failure=True,
io_options=None):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
start_time = time.time()
if self.get_option("verbose"):
print("Queuing extensive form solve")
self.objective = undefined
self.gap = undefined
self.bound = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
if isinstance(self._solver, PersistentSolver):
self._solver.set_instance(self.instance,
symbolic_solver_labels=self.get_option(
"symbolic_solver_labels"))
solve_kwds = {}
solve_kwds['load_solutions'] = False
if self.get_option("keep_solver_files"):
solve_kwds['keepfiles'] = True
if self.get_option("symbolic_solver_labels"):
solve_kwds['symbolic_solver_labels'] = True
if self.get_option("output_solver_log"):
solve_kwds['tee'] = True
if io_options is not None:
solve_kwds.update(io_options)
self.objective_sense = \
find_active_objective(self.instance).sense
if (not self.get_option("disable_warmstart")) and \
(self._solver.warm_start_capable()):
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
warmstart=True,
**solve_kwds)
else:
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
**solve_kwds)
if self.get_option("verbose"):
print("Waiting for extensive form solve")
results = self._solver_manager.wait_for(action_handle)
if self.get_option("verbose"):
print("Done with extensive form solve - loading results")
if self.get_option("output_solver_results"):
print("Results for ef:")
results.write(num=1)
self.solver_results = results
if hasattr(results.solver,"user_time") and \
(not isinstance(results.solver.user_time,
UndefinedData)) and \
(results.solver.user_time is not None):
# the solve time might be a string, or might
# not be - we eventually would like more
# consistency on this front from the solver
# plugins.
self.solve_time = \
float(results.solver.user_time)
elif hasattr(results.solver, "time"):
self.solve_time = \
float(results.solver.time)
else:
self.solve_time = undefined
if hasattr(results, "pyomo_solve_time"):
self.pyomo_solve_time = \
results.pyomo_solve_time
else:
self.pyomo_solve_times = undefined
self.termination_condition = \
results.solver.termination_condition
self.solver_status = \
results.solver.status
if len(results.solution) > 0:
assert len(results.solution) == 1
results_sm = results._smap
self.instance.solutions.load_from(results)
solution0 = results.solution(0)
if hasattr(solution0, "gap") and \
(solution0.gap is not None):
self.gap = solution0.gap
else:
self.gap = undefined
self.solution_status = solution0.status
if self.get_option("verbose"):
print("Storing solution in scenario tree")
for scenario in self._manager.scenario_tree.scenarios:
scenario.update_solution_from_instance()
self._manager.scenario_tree.snapshotSolutionFromScenarios()
self.objective = self._manager.scenario_tree.\
findRootNode().\
computeExpectedNodeCost()
if self.gap is not undefined:
if self.objective_sense == pyomo.core.base.minimize:
self.bound = self.objective - self.gap
else:
self.bound = self.objective + self.gap
else:
self.objective = undefined
self.gap = undefined
self.bound = undefined
self.solution_status = undefined
failure = False
if check_status:
if not ((self.solution_status == SolutionStatus.optimal) or \
(self.solution_status == SolutionStatus.feasible)):
failure = True
if self.get_option("verbose") or \
exception_on_failure:
msg = ("EF solve failed solution status check:\n"
"Solver Status: %s\n"
"Termination Condition: %s\n"
"Solution Status: %s\n" %
(self.solver_status, self.termination_condition,
self.solution_status))
if self.get_option("verbose"):
print(msg)
if exception_on_failure:
raise RuntimeError(msg)
else:
if self.get_option("verbose"):
print("EF solve completed. Skipping status check.")
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to solve and load results for the "
"extensive form=%.2f seconds" % (time.time() - start_time))
return failure
def test_init(self):
PySPConfigValue("default",
domain=str,
description="a description",
doc=None,
visibility=0)
