def MindtPy_initialize_master(solve_data, config):
"""Initialize the decomposition algorithm.
This includes generating the initial cuts require to build the master
problem.
"""
# if single tree is activated, we need to add bounds for unbounded variables in nonlinear constraints to avoid unbounded master problem.
if config.single_tree:
var_bound_add(solve_data, config)
m = solve_data.mip = solve_data.working_model.clone()
MindtPy = m.MindtPy_utils
m.dual.deactivate()
if config.strategy == 'OA':
calc_jacobians(solve_data, config) # preload jacobians
MindtPy.MindtPy_linear_cuts.oa_cuts = ConstraintList(
doc='Outer approximation cuts')
# elif config.strategy == 'ECP':
# calc_jacobians(solve_data, config) # preload jacobians
# MindtPy.MindtPy_linear_cuts.ecp_cuts = ConstraintList(
# doc='Extended Cutting Planes')
# elif config.strategy == 'PSC':
# detect_nonlinear_vars(solve_data, config)
# MindtPy.MindtPy_linear_cuts.psc_cuts = ConstraintList(
# doc='Partial surrogate cuts')
# elif config.strategy == 'GBD':
# MindtPy.MindtPy_linear_cuts.gbd_cuts = ConstraintList(
# doc='Generalized Benders cuts')
# Set default initialization_strategy
if config.init_strategy is None:
if config.strategy == 'OA':
config.init_strategy = 'rNLP'
else:
config.init_strategy = 'max_binary'
# Do the initialization
elif config.init_strategy == 'rNLP':
init_rNLP(solve_data, config)
elif config.init_strategy == 'max_binary':
init_max_binaries(solve_data, config)
# if config.strategy == 'ECP':
# add_ecp_cut(solve_data, config)
# else:
fixed_nlp, fixed_nlp_result = solve_NLP_subproblem(solve_data, config)
if fixed_nlp_result.solver.termination_condition is tc.optimal or fixed_nlp_result.solver.termination_condition is tc.locallyOptimal:
handle_NLP_subproblem_optimal(fixed_nlp, solve_data, config)
elif fixed_nlp_result.solver.termination_condition is tc.infeasible:
handle_NLP_subproblem_infeasible(fixed_nlp, solve_data, config)
else:
handle_NLP_subproblem_other_termination(fixed_nlp, fixed_nlp_result.solver.termination_condition,
solve_data, config)
def MindtPy_initialize_master(solve_data, config):
"""Initialize the decomposition algorithm.
This includes generating the initial cuts require to build the master
problem.
"""
m = solve_data.mip = solve_data.working_model.clone()
MindtPy = m.MindtPy_utils
m.dual.activate()
if config.strategy == 'OA':
calc_jacobians(solve_data, config) # preload jacobians
MindtPy.MindtPy_linear_cuts.oa_cuts = ConstraintList(
doc='Outer approximation cuts')
# elif config.strategy == 'ECP':
# calc_jacobians(solve_data, config) # preload jacobians
# MindtPy.MindtPy_linear_cuts.ecp_cuts = ConstraintList(
# doc='Extended Cutting Planes')
# elif config.strategy == 'PSC':
# detect_nonlinear_vars(solve_data, config)
# MindtPy.MindtPy_linear_cuts.psc_cuts = ConstraintList(
# doc='Partial surrogate cuts')
# elif config.strategy == 'GBD':
# MindtPy.MindtPy_linear_cuts.gbd_cuts = ConstraintList(
# doc='Generalized Benders cuts')
# Set default initialization_strategy
if config.init_strategy is None:
if config.strategy == 'OA':
config.init_strategy = 'rNLP'
else:
config.init_strategy = 'max_binary'
# Do the initialization
elif config.init_strategy == 'rNLP':
init_rNLP(solve_data, config)
elif config.init_strategy == 'max_binary':
init_max_binaries(solve_data, config)
# if config.strategy == 'ECP':
# add_ecp_cut(solve_data, config)
# else:
solve_NLP_subproblem(solve_data, config)
def MindtPy_initialize_master(solve_data, config):
"""Initialize the decomposition algorithm.
This includes generating the initial cuts require to build the master
problem.
"""
m = solve_data.mip = solve_data.working_model.clone()
MindtPy = m.MindtPy_utils
m.dual.activate()
if config.strategy == 'OA':
calc_jacobians(solve_data, config) # preload jacobians
MindtPy.MindtPy_linear_cuts.oa_cuts = ConstraintList(
doc='Outer approximation cuts')
# elif config.strategy == 'ECP':
# calc_jacobians(solve_data, config) # preload jacobians
# MindtPy.MindtPy_linear_cuts.ecp_cuts = ConstraintList(
# doc='Extended Cutting Planes')
# elif config.strategy == 'PSC':
# detect_nonlinear_vars(solve_data, config)
# MindtPy.MindtPy_linear_cuts.psc_cuts = ConstraintList(
# doc='Partial surrogate cuts')
# elif config.strategy == 'GBD':
# MindtPy.MindtPy_linear_cuts.gbd_cuts = ConstraintList(
# doc='Generalized Benders cuts')
# Set default initialization_strategy
if config.init_strategy is None:
if config.strategy == 'OA':
config.init_strategy = 'rNLP'
else:
config.init_strategy = 'max_binary'
# Do the initialization
elif config.init_strategy == 'rNLP':
init_rNLP(solve_data, config)
elif config.init_strategy == 'max_binary':
init_max_binaries(solve_data, config)
# if config.strategy == 'ECP':
# add_ecp_cut(solve_data, config)
# else:
solve_NLP_subproblem(solve_data, config)
def MindtPy_initialize_main(solve_data, config):
"""Initializes the decomposition algorithm and creates the main MIP/MILP problem.
This function initializes the decomposition problem, which includes generating the
initial cuts required to build the main MIP.
Parameters
----------
solve_data : MindtPySolveData
Data container that holds solve-instance data.
config : ConfigBlock
The specific configurations for MindtPy.
"""
# if single tree is activated, we need to add bounds for unbounded variables in nonlinear constraints to avoid unbounded main problem.
if config.single_tree:
add_var_bound(solve_data, config)
m = solve_data.mip = solve_data.working_model.clone()
next(solve_data.mip.component_data_objects(Objective,
active=True)).deactivate()
MindtPy = m.MindtPy_utils
if config.calculate_dual:
m.dual.deactivate()
if config.init_strategy == 'FP':
MindtPy.cuts.fp_orthogonality_cuts = ConstraintList(
doc='Orthogonality cuts in feasibility pump')
if config.fp_projcuts:
solve_data.working_model.MindtPy_utils.cuts.fp_orthogonality_cuts = ConstraintList(
doc='Orthogonality cuts in feasibility pump')
if config.strategy == 'OA' or config.init_strategy == 'FP':
calc_jacobians(solve_data, config) # preload jacobians
MindtPy.cuts.oa_cuts = ConstraintList(doc='Outer approximation cuts')
elif config.strategy == 'ECP':
calc_jacobians(solve_data, config) # preload jacobians
MindtPy.cuts.ecp_cuts = ConstraintList(doc='Extended Cutting Planes')
elif config.strategy == 'GOA':
MindtPy.cuts.aff_cuts = ConstraintList(doc='Affine cuts')
# elif config.strategy == 'PSC':
# detect_nonlinear_vars(solve_data, config)
# MindtPy.cuts.psc_cuts = ConstraintList(
# doc='Partial surrogate cuts')
# elif config.strategy == 'GBD':
# MindtPy.cuts.gbd_cuts = ConstraintList(
# doc='Generalized Benders cuts')
# Set default initialization_strategy
if config.init_strategy is None:
if config.strategy in {'OA', 'GOA'}:
config.init_strategy = 'rNLP'
else:
config.init_strategy = 'max_binary'
config.logger.info('{} is the initial strategy being used.'
'\n'.format(config.init_strategy))
config.logger.info(
' ============================================================================================='
)
config.logger.info(
' {:>9} | {:>15} | {:>15} | {:>11} | {:>11} | {:^7} | {:>7}\n'.format(
'Iteration', 'Subproblem Type', 'Objective Value', 'Lower Bound',
'Upper Bound', ' Gap ', 'Time(s)'))
# Do the initialization
if config.init_strategy == 'rNLP':
init_rNLP(solve_data, config)
elif config.init_strategy == 'max_binary':
init_max_binaries(solve_data, config)
elif config.init_strategy == 'initial_binary':
solve_data.curr_int_sol = get_integer_solution(
solve_data.working_model)
solve_data.integer_list.append(solve_data.curr_int_sol)
if config.strategy != 'ECP':
fixed_nlp, fixed_nlp_result = solve_subproblem(solve_data, config)
handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_result, solve_data,
config)
elif config.init_strategy == 'FP':
init_rNLP(solve_data, config)
fp_loop(solve_data, config)
def MindtPy_initialize_master(solve_data, config):
"""
Initializes the decomposition algorithm and creates the master MIP/MILP problem.
This function initializes the decomposition problem, which includes generating the initial cuts required to
build the master MIP/MILP
Parameters
----------
solve_data: MindtPy Data Container
data container that holds solve-instance data
config: ConfigBlock
contains the specific configurations for the algorithm
"""
# if single tree is activated, we need to add bounds for unbounded variables in nonlinear constraints to avoid unbounded master problem.
if config.single_tree:
var_bound_add(solve_data, config)
m = solve_data.mip = solve_data.working_model.clone()
MindtPy = m.MindtPy_utils
if config.use_dual:
m.dual.deactivate()
if config.strategy == 'OA':
calc_jacobians(solve_data, config) # preload jacobians
MindtPy.MindtPy_linear_cuts.oa_cuts = ConstraintList(
doc='Outer approximation cuts')
elif config.strategy == 'ECP':
calc_jacobians(solve_data, config) # preload jacobians
MindtPy.MindtPy_linear_cuts.ecp_cuts = ConstraintList(
doc='Extended Cutting Planes')
# elif config.strategy == 'PSC':
# detect_nonlinear_vars(solve_data, config)
# MindtPy.MindtPy_linear_cuts.psc_cuts = ConstraintList(
# doc='Partial surrogate cuts')
# elif config.strategy == 'GBD':
# MindtPy.MindtPy_linear_cuts.gbd_cuts = ConstraintList(
# doc='Generalized Benders cuts')
# Set default initialization_strategy
if config.init_strategy is None:
if config.strategy in {'OA', 'GOA'}:
config.init_strategy = 'rNLP'
else:
config.init_strategy = 'max_binary'
config.logger.info(
'{} is the initial strategy being used.'
'\n'.format(
config.init_strategy))
# Do the initialization
if config.init_strategy == 'rNLP':
init_rNLP(solve_data, config)
elif config.init_strategy == 'max_binary':
init_max_binaries(solve_data, config)
elif config.init_strategy == 'initial_binary':
if config.strategy != 'ECP':
fixed_nlp, fixed_nlp_result = solve_NLP_subproblem(
solve_data, config)
if fixed_nlp_result.solver.termination_condition in {tc.optimal, tc.locallyOptimal, tc.feasible}:
handle_NLP_subproblem_optimal(fixed_nlp, solve_data, config)
elif fixed_nlp_result.solver.termination_condition is tc.infeasible:
handle_NLP_subproblem_infeasible(fixed_nlp, solve_data, config)
else:
handle_NLP_subproblem_other_termination(fixed_nlp, fixed_nlp_result.solver.termination_condition,
solve_data, config)