def solve_serial_ph(self, subsolver, default_rho, phopts=None, sopts=None):
# Solve the stochastic program given by this.scenario_tree using ph
# subsolver: the solver to call (e.g., 'ipopt')
# phopts: dictionary ph options
# sopts: dictionary of subsolver options
# Returns
ph = None
parser = phinit.construct_ph_options_parser("")
options = parser.parse_args(['--default-rho', str(default_rho)])
###!!!! tbd get options from argument !!!!! and delete next line
###try:
###scenario_tree = \
###phinit.GenerateScenarioTreeForPH(options,
### scenario_instance_factory)
ph = phinit.PHAlgorithmBuilder(options, self.scenario_tree)
###except:
### print ("Internal error: ph construction failed."
### if ph is not None:
### ph.release_components()
### raise
retval = ph.solve()
if retval is not None:
raise RuntimeError("ph Failure Encountered=" + str(retval))
print(
"foobar of victory: HEY: get a solution writer; e.g., from phinit.py and/or return something"
)
def solve_ph(self, subsolver, default_rho, phopts=None, sopts=None):
"""Solve the stochastic program given by this.scenario_tree using ph
Args:
subsolver (str): the solver to call (e.g., 'ipopt')
default_rho (float): the rho value to use by default
phopts: dictionary of ph options (optional)
sopts: dictionary of subsolver options (optional)
Returns: the ph object
Note:
Updates the scenario tree, populated with the xbar values;
however, you probably want to do
obj, xhat = ph.compute_and_report_inner_bound_using_xhat()
where ph is the return value.
"""
ph = None
# Build up the options for PH.
parser = phinit.construct_ph_options_parser("")
phargslist = ['--default-rho', str(default_rho)]
phargslist.append('--solver')
phargslist.append(str(subsolver))
if phopts is not None:
for key in phopts:
phargslist.append(key)
if phopts[key] is not None:
phargslist.append(phopts[key])
# Subproblem options go to PH as space-delimited, equals-separated pairs.
if sopts is not None:
soptstring = ""
for key in sopts:
soptstring += key + '=' + str(sopts[key]) + ' '
phargslist.append('--scenario-solver-options')
phargslist.append(soptstring)
phoptions = parser.parse_args(phargslist)
# construct the PH solver object
try:
ph = phinit.PHAlgorithmBuilder(phoptions, self.scenario_tree)
except:
print("Internal error: ph construction failed.")
if ph is not None:
ph.release_components()
raise
retval = ph.solve()
if retval is not None:
raise RuntimeError("ph Failure Encountered=" + str(retval))
# dlw May 2017: I am not sure if the next line is really needed
ph.save_solution()
return ph