def solve_ph_code(ph, options):
import pyomo.environ
import pyomo.solvers.plugins.smanager.phpyro
# consolidate the code to solve the problem for the "global" ph object
# return a solver code (string from the solver if EF, "PH" if PH) and the objective fct val
SolStatus = None
ph._preprocess_scenario_instances()
ObjectiveFctValue = \
float('inf') if (ph._objective_sense is minimize) else float('-inf')
SolStatus = None
if not options.solve_with_ph:
if options.verbose is True:
print("Creating the extensive form.")
print("Time=" + time.asctime())
with ExtensiveFormAlgorithm(ph,
options._ef_options,
options_prefix="ef_") as ef:
ef.build_ef()
failure = ef.solve(io_options=\
{'output_fixed_variable_bounds':
options.write_fixed_variables},
exception_on_failure=False)
if not failure:
ObjectiveFctValue = ef.objective
SolStatus = str(ef.solver_status)
"""
ef = create_ef_instance(ph._scenario_tree,
verbose_output=options.verbose)
if options.verbose:
print("Time="+time.asctime())
print("Solving the extensive form.")
ef_results = solve_ef(ef, options)
SolStatus = str(ef_results.solver.status)
print("SolStatus="+SolStatus)
if options.verbose is True:
print("Loading extensive form solution.")
print("Time="+time.asctime())
### If the solution is infeasible, we don't want to load the results
### It is up to the caller to decide what to do with non-optimal
if SolStatus != "infeasible" and SolStatus != "unknown":
# IMPT: the following method populates the _solution variables on the scenario tree
# nodes by forming an average of the corresponding variable values for all
# instances particpating in that node. if you don't do this, the scenario tree
# doesn't have the solution - and we need this below for variable bounding
ph._scenario_tree.pullScenarioSolutionsFromInstances()
ph._scenario_tree.snapshotSolutionFromScenarios()
if options.verbose is True:
print("SolStatus="+SolStatus)
print("Time="+time.asctime())
_tear_down_ef(ef, ph._instances)
"""
else:
if options.verbose:
print("Solving via Progressive Hedging.")
run_ph(options, ph)
ph._scenario_tree.pullScenarioSolutionsFromInstances()
root_node = ph._scenario_tree._stages[0]._tree_nodes[0]
ObjectiveFctValue = root_node.computeExpectedNodeCost()
SolStatus = "PH"
"""
phretval = ph.solve()
#print("--------->>>> "+str(phretval))
SolStatus = "PH"
if phretval is not None:
print("Iteration zero solve was not successful for scenario: "+str(phretval))
if options.verbose is True:
print("Iteration zero solve was not successful for scenario: "+str(phretval))
SolStatus = "PHFailAtScen"+str(phretval)
# TBD - also not sure if PH calls snapshotSolutionFromAverages.
if options.verbose is True:
print("Done with PH solve.")
##begin copy from phinit
solution_writer_plugins = ExtensionPoint(ISolutionWriterExtension)
for plugin in solution_writer_plugins:
plugin.write(ph._scenario_tree, "ph")
# store the binding instance, if created, in order to load
# the solution back into the scenario tree.
binding_instance = None
#
# create the extensive form binding instance, so that we can either write or solve it (if specified).
#
if (options.write_ef) or (options.solve_ef):
# The post-solve plugins may have done more variable
# fixing. These should be pushed to the instance at this
# point.
print("Pushing fixed variable statuses to scenario instances")
ph._push_all_node_fixed_to_instances()
total_fixed_discrete_vars, total_fixed_continuous_vars = \
ph.compute_fixed_variable_counts()
print("Number of discrete variables fixed "
"prior to ef creation="
+str(total_fixed_discrete_vars)+
" (total="+str(ph._total_discrete_vars)+")")
print("Number of continuous variables fixed "
"prior to ef creation="
+str(total_fixed_continuous_vars)+
" (total="+str(ph._total_continuous_vars)+")")
print("Creating extensive form for remainder problem")
ef_instance_start_time = time.time()
binding_instance = create_ef_instance(ph._scenario_tree)
ef_instance_end_time = time.time()
print("Time to construct extensive form instance=%.2f seconds"
% (ef_instance_end_time - ef_instance_start_time))
ph._preprocess_scenario_instances()
#
# solve the extensive form and load the solution back into the PH scenario tree.
# contents from the PH solve will obviously be over-written!
#
if options.write_ef:
output_filename = os.path.expanduser(options.ef_output_file)
# technically, we don't need the symbol map since we aren't solving it.
print("Starting to write the extensive form")
ef_write_start_time = time.time()
symbol_map = write_ef(binding_instance,
output_filename,
symbolic_solver_labels=options.symbolic_solver_labels,
output_fixed_variable_bounds=options.write_fixed_variables)
ef_write_end_time = time.time()
print("Extensive form written to file="+output_filename)
print("Time to write output file=%.2f seconds"
% (ef_write_end_time - ef_write_start_time))
if options.solve_ef:
# set the value of each non-converged, non-final-stage variable to None -
# this will avoid infeasible warm-stats.
reset_nonconverged_variables(ph._scenario_tree, ph._instances)
reset_stage_cost_variables(ph._scenario_tree, ph._instances)
ef_results = solve_ef(binding_instance, options)
print("Storing solution in scenario tree")
ph._scenario_tree.pullScenarioSolutionsFromInstances()
ph._scenario_tree.snapshotSolutionFromScenarios()
ef_solve_end_time = time.time()
print("Time to solve and load results for the "
"extensive form=%.2f seconds"
% (ef_solve_end_time - ef_solve_start_time))
# print *the* metric of interest.
print("")
root_node = ph._scenario_tree._stages[0]._tree_nodes[0]
print("***********************************************************************************************")
print(">>>THE EXPECTED SUM OF THE STAGE COST VARIABLES="+str(root_node.computeExpectedNodeCost())+"<<<")
print("***********************************************************************************************")
print("")
print("Extensive form solution:")
ph._scenario_tree.pprintSolution()
print("")
print("Extensive form costs:")
ph._scenario_tree.pprintCosts()
solution_writer_plugins = ExtensionPoint(ISolutionWriterExtension)
for plugin in solution_writer_plugins:
plugin.write(ph._scenario_tree, "postphef")
if binding_instance is not None:
_tear_down_ef(binding_instance, ph._instances)
"""
print("SolStatus=" + str(SolStatus))
if options.verbose:
print("Time=" + time.asctime())
## print "(using PySP Cost vars) ObjectiveFctValue=",ObjectiveFctValue
return SolStatus, ObjectiveFctValue
def solve_ph_code(ph, options):
import pyomo.environ
import pyomo.solvers.plugins.smanager.phpyro
# consolidate the code to solve the problem for the "global" ph object
# return a solver code (string from the solver if EF, "PH" if PH) and the objective fct val
SolStatus = None
ph._preprocess_scenario_instances()
ObjectiveFctValue = \
float('inf') if (ph._objective_sense is minimize) else float('-inf')
SolStatus = None
if not options.solve_with_ph:
if options.verbose is True:
print("Creating the extensive form.")
print("Time="+time.asctime())
with ExtensiveFormAlgorithm(ph,
options._ef_options,
prefix="ef_") as ef:
ef.build_ef()
failure = ef.solve(io_options=\
{'output_fixed_variable_bounds':
options.write_fixed_variables},
exception_on_failure=False)
if not failure:
ObjectiveFctValue = ef.objective
SolStatus = str(ef.solver_status)
"""
ef = create_ef_instance(ph._scenario_tree,
verbose_output=options.verbose)
if options.verbose:
print("Time="+time.asctime())
print("Solving the extensive form.")
ef_results = solve_ef(ef, options)
SolStatus = str(ef_results.solver.status)
print("SolStatus="+SolStatus)
if options.verbose is True:
print("Loading extensive form solution.")
print("Time="+time.asctime())
### If the solution is infeasible, we don't want to load the results
### It is up to the caller to decide what to do with non-optimal
if SolStatus != "infeasible" and SolStatus != "unknown":
# IMPT: the following method populates the _solution variables on the scenario tree
# nodes by forming an average of the corresponding variable values for all
# instances particpating in that node. if you don't do this, the scenario tree
# doesn't have the solution - and we need this below for variable bounding
ph._scenario_tree.pullScenarioSolutionsFromInstances()
ph._scenario_tree.snapshotSolutionFromScenarios()
if options.verbose is True:
print("SolStatus="+SolStatus)
print("Time="+time.asctime())
_tear_down_ef(ef, ph._instances)
"""
else:
if options.verbose:
print("Solving via Progressive Hedging.")
run_ph(options, ph)
ph._scenario_tree.pullScenarioSolutionsFromInstances()
root_node = ph._scenario_tree._stages[0]._tree_nodes[0]
ObjectiveFctValue = root_node.computeExpectedNodeCost()
SolStatus = "PH"
"""
phretval = ph.solve()
#print("--------->>>> "+str(phretval))
SolStatus = "PH"
if phretval is not None:
print("Iteration zero solve was not successful for scenario: "+str(phretval))
if options.verbose is True:
print("Iteration zero solve was not successful for scenario: "+str(phretval))
SolStatus = "PHFailAtScen"+str(phretval)
# TBD - also not sure if PH calls snapshotSolutionFromAverages.
if options.verbose is True:
print("Done with PH solve.")
##begin copy from phinit
solution_writer_plugins = ExtensionPoint(ISolutionWriterExtension)
for plugin in solution_writer_plugins:
plugin.write(ph._scenario_tree, "ph")
# store the binding instance, if created, in order to load
# the solution back into the scenario tree.
binding_instance = None
#
# create the extensive form binding instance, so that we can either write or solve it (if specified).
#
if (options.write_ef) or (options.solve_ef):
# The post-solve plugins may have done more variable
# fixing. These should be pushed to the instance at this
# point.
print("Pushing fixed variable statuses to scenario instances")
ph._push_all_node_fixed_to_instances()
total_fixed_discrete_vars, total_fixed_continuous_vars = \
ph.compute_fixed_variable_counts()
print("Number of discrete variables fixed "
"prior to ef creation="
+str(total_fixed_discrete_vars)+
" (total="+str(ph._total_discrete_vars)+")")
print("Number of continuous variables fixed "
"prior to ef creation="
+str(total_fixed_continuous_vars)+
" (total="+str(ph._total_continuous_vars)+")")
print("Creating extensive form for remainder problem")
ef_instance_start_time = time.time()
binding_instance = create_ef_instance(ph._scenario_tree)
ef_instance_end_time = time.time()
print("Time to construct extensive form instance=%.2f seconds"
% (ef_instance_end_time - ef_instance_start_time))
ph._preprocess_scenario_instances()
#
# solve the extensive form and load the solution back into the PH scenario tree.
# contents from the PH solve will obviously be over-written!
#
if options.write_ef:
output_filename = os.path.expanduser(options.ef_output_file)
# technically, we don't need the symbol map since we aren't solving it.
print("Starting to write the extensive form")
ef_write_start_time = time.time()
symbol_map = write_ef(binding_instance,
output_filename,
symbolic_solver_labels=options.symbolic_solver_labels,
output_fixed_variable_bounds=options.write_fixed_variables)
ef_write_end_time = time.time()
print("Extensive form written to file="+output_filename)
print("Time to write output file=%.2f seconds"
% (ef_write_end_time - ef_write_start_time))
if options.solve_ef:
# set the value of each non-converged, non-final-stage variable to None -
# this will avoid infeasible warm-stats.
reset_nonconverged_variables(ph._scenario_tree, ph._instances)
reset_stage_cost_variables(ph._scenario_tree, ph._instances)
ef_results = solve_ef(binding_instance, options)
print("Storing solution in scenario tree")
ph._scenario_tree.pullScenarioSolutionsFromInstances()
ph._scenario_tree.snapshotSolutionFromScenarios()
ef_solve_end_time = time.time()
print("Time to solve and load results for the "
"extensive form=%.2f seconds"
% (ef_solve_end_time - ef_solve_start_time))
# print *the* metric of interest.
print("")
root_node = ph._scenario_tree._stages[0]._tree_nodes[0]
print("***********************************************************************************************")
print(">>>THE EXPECTED SUM OF THE STAGE COST VARIABLES="+str(root_node.computeExpectedNodeCost())+"<<<")
print("***********************************************************************************************")
print("")
print("Extensive form solution:")
ph._scenario_tree.pprintSolution()
print("")
print("Extensive form costs:")
ph._scenario_tree.pprintCosts()
solution_writer_plugins = ExtensionPoint(ISolutionWriterExtension)
for plugin in solution_writer_plugins:
plugin.write(ph._scenario_tree, "postphef")
if binding_instance is not None:
_tear_down_ef(binding_instance, ph._instances)
"""
print("SolStatus="+str(SolStatus))
if options.verbose:
print("Time="+time.asctime())
## print "(using PySP Cost vars) ObjectiveFctValue=",ObjectiveFctValue
return SolStatus, ObjectiveFctValue