def runef(options,
solution_loaders=(),
solution_savers=(),
solution_writers=()):
"""
Construct a senario tree manager and solve it
with the Extensive Form solver.
"""
start_time = time.time()
solution_loaders = sort_extensions_by_precedence(solution_loaders)
solution_savers = sort_extensions_by_precedence(solution_savers)
solution_writers = sort_extensions_by_precedence(solution_writers)
with ScenarioTreeManagerClientSerial(options) as sp:
sp.initialize()
for plugin in solution_loaders:
ret = plugin.load(sp)
if not ret:
logger.warning(
"Loader extension %s call did not return "
"True. This might indicate failure to load data."
% (plugin))
if options.output_file is not None:
with ExtensiveFormAlgorithm(sp, options) as ef:
ef.build_ef()
ef.write(filename)
else:
print("")
print("Running the EF solver for "
"stochastic programming problems.")
ef = EFSolver()
ef_options = ef.extract_user_options_to_dict(options,
sparse=True)
results = ef.solve(
sp,
options=ef_options,
output_solver_log=options.output_solver_log,
keep_solver_files=options.keep_solver_files,
symbolic_solver_labels=options.symbolic_solver_labels)
xhat = results.xhat
del results.xhat
print("")
print(results)
results.xhat = xhat
if options.output_scenario_tree_solution:
print("")
sp.scenario_tree.snapshotSolutionFromScenarios()
sp.scenario_tree.pprintSolution()
sp.scenario_tree.pprintCosts()
if options.output_scenario_costs is not None:
if options.output_scenario_costs.endswith('.json'):
import json
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
json.dump(result, f, indent=2, sort_keys=True)
elif options.output_scenario_costs.endswith('.yaml'):
import yaml
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
yaml.dump(result, f)
else:
if not options.output_scenario_costs.endswith('.csv'):
print("Unrecognized file extension. Using CSV "
"format to store scenario costs")
with open(options.output_scenario_costs, 'w') as f:
for scenario in sp.scenario_tree.scenarios:
f.write("%s,%r\n"
% (scenario.name,scenario._cost))
for plugin in solution_savers:
if not plugin.save(sp):
logger.warning("Saver extension %s call did not "
"return True. This might indicate failure "
"to save data." % (plugin))
for plugin in solution_writers:
plugin.write(sp.scenario_tree, "ef")
print("")
print("Total EF execution time=%.2f seconds"
% (time.time() - start_time))
print("")
return 0
def runef(options,
solution_loaders=(),
solution_savers=(),
solution_writers=()):
"""
Construct a senario tree manager and solve it
with the Extensive Form solver.
"""
start_time = time.time()
solution_loaders = sort_extensions_by_precedence(solution_loaders)
solution_savers = sort_extensions_by_precedence(solution_savers)
solution_writers = sort_extensions_by_precedence(solution_writers)
with ScenarioTreeManagerClientSerial(options) as sp:
sp.initialize()
for plugin in solution_loaders:
ret = plugin.load(sp)
if not ret:
logger.warning(
"Loader extension %s call did not return "
"True. This might indicate failure to load data." %
(plugin))
if options.output_file is not None:
with ExtensiveFormAlgorithm(sp, options) as ef:
ef.build_ef()
ef.write(filename)
else:
print("")
print("Running the EF solver for "
"stochastic programming problems.")
ef = EFSolver()
ef_options = ef.extract_user_options_to_dict(options, sparse=True)
results = ef.solve(
sp,
options=ef_options,
output_solver_log=options.output_solver_log,
keep_solver_files=options.keep_solver_files,
symbolic_solver_labels=options.symbolic_solver_labels)
xhat = results.xhat
del results.xhat
print("")
print(results)
results.xhat = xhat
if options.output_scenario_tree_solution:
print("")
sp.scenario_tree.snapshotSolutionFromScenarios()
sp.scenario_tree.pprintSolution()
sp.scenario_tree.pprintCosts()
if options.output_scenario_costs is not None:
if options.output_scenario_costs.endswith('.json'):
import json
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
json.dump(result, f, indent=2, sort_keys=True)
elif options.output_scenario_costs.endswith('.yaml'):
import yaml
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
yaml.dump(result, f)
else:
if not options.output_scenario_costs.endswith('.csv'):
print("Unrecognized file extension. Using CSV "
"format to store scenario costs")
with open(options.output_scenario_costs, 'w') as f:
for scenario in sp.scenario_tree.scenarios:
f.write("%s,%r\n" %
(scenario.name, scenario._cost))
for plugin in solution_savers:
if not plugin.save(sp):
logger.warning("Saver extension %s call did not "
"return True. This might indicate failure "
"to save data." % (plugin))
for plugin in solution_writers:
plugin.write(sp.scenario_tree, "ef")
print("")
print("Total EF execution time=%.2f seconds" % (time.time() - start_time))
print("")
return 0
def runef(options,
solution_loaders=(),
solution_savers=(),
solution_writers=()):
import pyomo.environ
start_time = time.time()
solution_loaders = sort_extensions_by_precedence(solution_loaders)
solution_savers = sort_extensions_by_precedence(solution_savers)
solution_writers = sort_extensions_by_precedence(solution_writers)
with ScenarioTreeManagerClientSerial(options) \
as manager:
manager.initialize()
loaded = False
for plugin in solution_loaders:
ret = plugin.load(manager)
if not ret:
print("WARNING: Loader extension %s call did not return True. "
"This might indicate failure to load data." % (plugin))
else:
loaded = True
print("")
print("Initializing extensive form algorithm for "
"stochastic programming problems.")
with ExtensiveFormAlgorithm(manager, options) as ef:
ef.build_ef()
# This is somewhat of a hack to get around the
# weird semantics of this script (assumed by tests)
if (not options.solve) or \
(options.get("output_file")._userSet):
ef.write(options.output_file)
if not options.solve:
if options.output_scenario_costs is not None:
print("WARNING: output_scenario_costs option "
"will be ignored because the extensive form "
"has not been solved.")
if len(solution_savers):
print("WARNING: Solution saver extensions will "
"not be called because the extensive form "
"has not been solved.")
if len(solution_writers):
print("WARNING: Solution writer extensions will "
"not be called because the extensive form "
"has not been solved.")
else:
ef.solve()
print("EF solve completed and solution status is %s"
% ef.solution_status)
print("EF solve termination condition is %s"
% ef.termination_condition)
print("EF objective: %12.5f" % ef.objective)
if ef.gap is not undefined:
print("EF gap: %12.5f" % ef.gap)
print("EF bound: %12.5f" % ef.bound)
else:
assert ef.bound is undefined
print("EF gap: <unknown>")
print("EF bound: <unknown>")
# handle output of solution from the scenario tree.
print("")
print("Extensive form solution:")
manager.scenario_tree.pprintSolution()
print("")
print("Extensive form costs:")
manager.scenario_tree.pprintCosts()
if options.output_scenario_tree_solution:
print("Final solution (scenario tree format):")
manager.scenario_tree.pprintSolution()
if options.output_scenario_costs is not None:
if options.output_scenario_costs.endswith('.json'):
import json
result = {}
for scenario in manager.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
json.dump(result, f, indent=2, sort_keys=True)
elif options.output_scenario_costs.endswith('.yaml'):
import yaml
result = {}
for scenario in manager.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
yaml.dump(result, f)
else:
if not options.output_scenario_costs.endswith('.csv'):
print("Unrecognized file extension. Using CSV format "
"to store scenario costs")
with open(options.output_scenario_costs, 'w') as f:
for scenario in manager.scenario_tree.scenarios:
f.write("%s,%r\n" % (scenario.name,scenario._cost))
for plugin in solution_savers:
if not plugin.save(manager):
print("WARNING: Saver extension %s call did not "
"return True. This might indicate failure "
"to save data." % (plugin))
for plugin in solution_writers:
plugin.write(manager.scenario_tree, "ef")
print("")
print("Total EF execution time=%.2f seconds"
% (time.time() - start_time))
print("")
return 0
def run_evaluate_xhat(options, solution_loaders=(), solution_savers=()):
import pyomo.environ
start_time = time.time()
solution_loaders = sort_extensions_by_precedence(solution_loaders)
solution_savers = sort_extensions_by_precedence(solution_savers)
with ScenarioTreeManagerFactory(options) as sp:
sp.initialize()
loaded = False
for plugin in solution_loaders:
ret = plugin.load(sp)
if not ret:
print("WARNING: Loader extension %s call did not return True. "
"This might indicate failure to load data." % (plugin))
else:
loaded = True
if (not loaded) and (not options.disable_solution_loader_check):
raise RuntimeError(
"Either no solution loader extensions were provided or "
"all solution loader extensions reported a bad return value. "
"To disable this check use the disable_solution_loader_check "
"option flag.")
with ScenarioTreeManagerSolverFactory(
sp, options, options_prefix="subproblem_") as sp_solver:
evaluate_current_node_solution(sp, sp_solver)
objective = sum(scenario.probability * \
scenario.get_current_objective()
for scenario in sp.scenario_tree.scenarios)
sp.scenario_tree.snapshotSolutionFromScenarios()
print("")
print("***********************************************"
"************************************************")
print(">>>THE EXPECTED SUM OF THE STAGE COST VARIABLES="
+str(sp.scenario_tree.findRootNode().\
computeExpectedNodeCost())+"<<<")
print("***********************************************"
"************************************************")
# handle output of solution from the scenario tree.
print("")
print("Extensive form solution:")
sp.scenario_tree.pprintSolution()
print("")
print("Extensive form costs:")
sp.scenario_tree.pprintCosts()
if options.output_scenario_tree_solution:
print("Final solution (scenario tree format):")
sp.scenario_tree.pprintSolution()
if options.output_scenario_costs is not None:
if options.output_scenario_costs.endswith('.json'):
import json
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
json.dump(result, f, indent=2, sort_keys=True)
elif options.output_scenario_costs.endswith('.yaml'):
import yaml
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
yaml.dump(result, f)
else:
if not options.output_scenario_costs.endswith('.csv'):
print("Unrecognized file extension. Using CSV format "
"to store scenario costs")
with open(options.output_scenario_costs, 'w') as f:
for scenario in sp.scenario_tree.scenarios:
f.write("%s,%r\n" % (scenario.name, scenario._cost))
for plugin in solution_savers:
if not plugin.save(sp):
print("WARNING: Saver extension %s call did not return True. "
"This might indicate failure to save data." % (plugin))
print("")
print("Total execution time=%.2f seconds" % (time.time() - start_time))
return 0
def run_evaluate_xhat(options,
solution_loaders=(),
solution_savers=()):
import pyomo.environ
start_time = time.time()
solution_loaders = sort_extensions_by_precedence(solution_loaders)
solution_savers = sort_extensions_by_precedence(solution_savers)
with ScenarioTreeManagerFactory(options) as sp:
sp.initialize()
loaded = False
for plugin in solution_loaders:
ret = plugin.load(sp)
if not ret:
print("WARNING: Loader extension %s call did not return True. "
"This might indicate failure to load data." % (plugin))
else:
loaded = True
if (not loaded) and (not options.disable_solution_loader_check):
raise RuntimeError(
"Either no solution loader extensions were provided or "
"all solution loader extensions reported a bad return value. "
"To disable this check use the disable_solution_loader_check "
"option flag.")
with ScenarioTreeManagerSolverFactory(sp, options, options_prefix="subproblem_") as sp_solver:
evaluate_current_node_solution(sp, sp_solver)
objective = sum(scenario.probability * \
scenario.get_current_objective()
for scenario in sp.scenario_tree.scenarios)
sp.scenario_tree.snapshotSolutionFromScenarios()
print("")
print("***********************************************"
"************************************************")
print(">>>THE EXPECTED SUM OF THE STAGE COST VARIABLES="
+str(sp.scenario_tree.findRootNode().\
computeExpectedNodeCost())+"<<<")
print("***********************************************"
"************************************************")
# handle output of solution from the scenario tree.
print("")
print("Extensive form solution:")
sp.scenario_tree.pprintSolution()
print("")
print("Extensive form costs:")
sp.scenario_tree.pprintCosts()
if options.output_scenario_tree_solution:
print("Final solution (scenario tree format):")
sp.scenario_tree.pprintSolution()
if options.output_scenario_costs is not None:
if options.output_scenario_costs.endswith('.json'):
import json
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
json.dump(result, f, indent=2, sort_keys=True)
elif options.output_scenario_costs.endswith('.yaml'):
import yaml
result = {}
for scenario in sp.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
yaml.dump(result, f)
else:
if not options.output_scenario_costs.endswith('.csv'):
print("Unrecognized file extension. Using CSV format "
"to store scenario costs")
with open(options.output_scenario_costs, 'w') as f:
for scenario in sp.scenario_tree.scenarios:
f.write("%s,%r\n" % (scenario.name, scenario._cost))
for plugin in solution_savers:
if not plugin.save(sp):
print("WARNING: Saver extension %s call did not return True. "
"This might indicate failure to save data." % (plugin))
print("")
print("Total execution time=%.2f seconds"
% (time.time() - start_time))
return 0
def runef(options,
solution_loaders=(),
solution_savers=(),
solution_writers=()):
import pyomo.environ
start_time = time.time()
solution_loaders = sort_extensions_by_precedence(solution_loaders)
solution_savers = sort_extensions_by_precedence(solution_savers)
solution_writers = sort_extensions_by_precedence(solution_writers)
with ScenarioTreeManagerClientSerial(options) \
as manager:
manager.initialize()
loaded = False
for plugin in solution_loaders:
ret = plugin.load(manager)
if not ret:
print("WARNING: Loader extension %s call did not return True. "
"This might indicate failure to load data." % (plugin))
else:
loaded = True
print("")
print("Initializing extensive form algorithm for "
"stochastic programming problems.")
with ExtensiveFormAlgorithm(manager, options) as ef:
ef.build_ef()
# This is somewhat of a hack to get around the
# weird semantics of this script (assumed by tests)
if (not options.solve) or \
(options.get("output_file")._userSet):
ef.write(options.output_file)
if not options.solve:
if options.output_scenario_costs is not None:
print("WARNING: output_scenario_costs option "
"will be ignored because the extensive form "
"has not been solved.")
if len(solution_savers):
print("WARNING: Solution saver extensions will "
"not be called because the extensive form "
"has not been solved.")
if len(solution_writers):
print("WARNING: Solution writer extensions will "
"not be called because the extensive form "
"has not been solved.")
else:
ef.solve()
print("EF solve completed and solution status is %s" %
ef.solution_status)
print("EF solve termination condition is %s" %
ef.termination_condition)
print("EF objective: %12.5f" % ef.objective)
if ef.gap is not undefined:
print("EF gap: %12.5f" % ef.gap)
print("EF bound: %12.5f" % ef.bound)
else:
assert ef.bound is undefined
print("EF gap: <unknown>")
print("EF bound: <unknown>")
# handle output of solution from the scenario tree.
print("")
print("Extensive form solution:")
manager.scenario_tree.pprintSolution()
print("")
print("Extensive form costs:")
manager.scenario_tree.pprintCosts()
if options.output_scenario_tree_solution:
print("Final solution (scenario tree format):")
manager.scenario_tree.pprintSolution()
if options.output_scenario_costs is not None:
if options.output_scenario_costs.endswith('.json'):
import json
result = {}
for scenario in manager.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
json.dump(result, f, indent=2, sort_keys=True)
elif options.output_scenario_costs.endswith('.yaml'):
import yaml
result = {}
for scenario in manager.scenario_tree.scenarios:
result[str(scenario.name)] = scenario._cost
with open(options.output_scenario_costs, 'w') as f:
yaml.dump(result, f)
else:
if not options.output_scenario_costs.endswith('.csv'):
print(
"Unrecognized file extension. Using CSV format "
"to store scenario costs")
with open(options.output_scenario_costs, 'w') as f:
for scenario in manager.scenario_tree.scenarios:
f.write("%s,%r\n" %
(scenario.name, scenario._cost))
for plugin in solution_savers:
if not plugin.save(manager):
print("WARNING: Saver extension %s call did not "
"return True. This might indicate failure "
"to save data." % (plugin))
for plugin in solution_writers:
plugin.write(manager.scenario_tree, "ef")
print("")
print("Total EF execution time=%.2f seconds" % (time.time() - start_time))
print("")
return 0
