def solve_dm(p_model, p_data, opt_solver):
#This function solves a deterministic model with the inputs for
#uncertainty values represented by their average values at each stage
#We assume the ReferenceModel.dat as the average problem properly represented
#inside the stochastic folder
def return_obj(instance):
from pyomo.core import Objective
obj = instance.component_objects(Objective, active=True)
obj_values = list()
for o in obj:
# See section 18.6.3 in Pyomo online doc
method_obj = getattr(instance, str(o))
obj_values.append(method_obj())
# Assuming there is only one objective function
return obj_values[0]
import sys, os
from collections import deque, defaultdict
from pyomo.core import Objective, Var #not sure if Var is right after the Objective
(head, tail) = os.path.split(p_model)
sys.path.insert(0, head)
pwd = os.getcwd()
os.chdir(p_data)
model_module = __import__(tail[:-3], globals(), locals())
model = model_module.model
dm_result = {
'cost': list(),
'flowin': list(),
'flowout': list(),
'capacity': list()
}
data = DataPortal(model=model)
dat = "AverageModel.dat" #Loading the model from the data file
data.load(filename=dat)
instance = model.create_instance(
data) #Defining the model instance with the data from .dat file
optimizer = SolverFactory(opt_solver) #Defining the optimization solver
results = optimizer.solve(instance) #Solving the optimization model
instance.solutions.load_from(results) #Saving solutions in memory
#Getting objective function values
obj_val = return_obj(instance)
dm_result['cost'].append(obj_val)
#Writting to the Shell
sys.stdout.write(
'\nSolved deterministic model with uncertainty at average valures \n')
sys.stdout.write(' Total cost: {}\n'.format(obj_val))
os.chdir(pwd)
return instance #Returning instance solved, values will be used later
def construct_scenario_instance(self,
scenario_name,
scenario_tree,
profile_memory=False,
output_instance_construction_time=False,
compile_instance=False):
if not scenario_tree.contains_scenario(scenario_name):
raise ValueError("ScenarioTree does not contain scenario "
"with name %s." % (scenario_name))
scenario = scenario_tree.get_scenario(scenario_name)
node_name_list = [n._name for n in scenario._node_list]
if self._verbose:
print("Creating instance for scenario=%s" % (scenario_name))
scenario_instance = None
try:
if self._model_callback is not None:
assert self._model_object is None
scenario_instance = self._model_callback(scenario_name,
node_name_list)
elif self._model_object is not None:
if scenario_tree._scenario_based_data:
scenario_data_filename = \
os.path.join(self._scenario_tree_directory,
str(scenario_name))
# JPW: The following is a hack to support
# initialization of block instances, which
# don't work with .dat files at the
# moment. Actually, it's not that bad of a
# hack - it just needs to be extended a bit,
# and expanded into the node-based data read
# logic (where yaml is completely ignored at
# the moment.
if os.path.exists(scenario_data_filename+'.dat'):
scenario_data_filename = \
scenario_data_filename + ".dat"
data = None
elif os.path.exists(scenario_data_filename+'.yaml'):
import yaml
scenario_data_filename = \
scenario_data_filename + ".yaml"
yaml_input_file=open(scenario_data_filename,"r")
data = yaml.load(yaml_input_file)
yaml_input_file.close()
else:
raise RuntimeError(
"Cannot find the scenario data for "
+ scenario_data_filename)
if self._verbose:
print("Data for scenario=%s loads from file=%s"
% (scenario_name, scenario_data_filename))
if data is None:
scenario_instance = \
self._model_object.create_instance(
filename=scenario_data_filename,
preprocess=False,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
scenario_instance = \
self._model_object.create_instance(
data,
preprocess=False,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
data_files = []
for node_name in node_name_list:
node_data_filename = \
os.path.join(self._scenario_tree_directory,
str(node_name)+".dat")
if not os.path.exists(node_data_filename):
raise RuntimeError(
"Node data file="+node_data_filename+
" does not exist or cannot be accessed")
data_files.append(node_data_filename)
scenario_data = DataPortal(model=self._model_object)
for data_file in data_files:
if self._verbose:
print("Node data for scenario=%s partially "
"loading from file=%s"
% (scenario_name, data_file))
scenario_data.load(filename=data_file)
scenario_instance = self._model_object.create_instance(
scenario_data,
preprocess=False,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
raise RuntimeError("Unable to construct scenario instance. "
"Neither a reference model or callback "
"is defined.")
# name each instance with the scenario name
scenario_instance.name = scenario_name
# apply each of the post-instance creation plugins. this
# really shouldn't be associated (in terms of naming) with the
# pyomo script - this should be rectified with a workflow
# re-work. it is unclear how this interacts, or doesn't, with
# the preprocessors.
ep = ExtensionPoint(IPyomoScriptModifyInstance)
for ep in ExtensionPoint(IPyomoScriptModifyInstance):
logger.warning(
"DEPRECATED: IPyomoScriptModifyInstance extension "
"point callbacks will be ignored by PySP in the future")
ep.apply(options=None,
model=reference_model,
instance=scenario_instance)
if compile_instance:
from pyomo.repn.beta.matrix import compile_block_linear_constraints
compile_block_linear_constraints(
scenario_instance,
"_PySP_compiled_linear_constraints",
verbose=self._verbose)
except Exception as exc:
msg = ("Failed to create model instance for scenario=%s"
% (scenario_name))
print(msg)
raise
return scenario_instance
def solve_pf(p_model, p_data):
"""
solve_pf(p_model, p_data) -> dict()
Solves the model in perfect sight mode.
p_model -> string, the path to the model file.
p_data -> string, the path to the directory of data for the stochastic
mdoel, where ScenarioStructure.dat should resides.
Returns a dictionary including the value of objective function for each
scenario and its conditional probability.
"""
def return_obj(instance):
from pyomo.core import Objective
obj = instance.component_objects(Objective, active = True)
obj_values = list()
for o in obj:
# See section 18.6.3 in Pyomo online doc
# https://taizilongxu.gitbooks.io/stackoverflow-about-python/content/59/README.html
method_obj = getattr(instance, str(o))
obj_values.append(method_obj())
# Assuming there is only one objective function
return obj_values[0]
# Out-of-date for Pyomo 4.1
# obj = instance.active_components(Objective)
# objs = obj.items()[0]
# obj_name, obj_value = objs[0], value(objs[1]())
# return obj_value
import sys, os
from collections import deque, defaultdict
from pyomo.pysp.util.scenariomodels import scenario_tree_model
from pyomo.core import Objective
(head, tail) = os.path.split(p_model)
sys.path.insert(0, head)
pwd = os.getcwd()
os.chdir(p_data)
s2fp_dict = defaultdict(deque) # Scenario to 'file path' dictionary, .dat not included
s2cd_dict = defaultdict(float) # Scenario to conditonal density mapping
sStructure = scenario_tree_model.create_instance( filename='ScenarioStructure.dat' )
# The following code is borrowed from Kevin's temoa_lib.py
###########################################################################
# Step 1: find the root node. PySP doesn't make this very easy ...
# a child -> parent mapping, because every child has only one parent, but
# not vice-versa
ctpTree = dict() # Child to parent dict, one to one mapping
to_process = deque()
to_process.extend( sStructure.Children.keys() )
while to_process:
node = to_process.pop()
if node in sStructure.Children:
# it's a parent!
new_nodes = set( sStructure.Children[ node ] )
to_process.extend( new_nodes )
ctpTree.update({n : node for n in new_nodes })
# parents - children
root_node = (set( ctpTree.values() ) - set( ctpTree.keys() )).pop()
# ptcTree = defaultdict( list ) # Parent to child node, one to multiple mapping
# for c, p in ctpTree.iteritems():
# ptcTree[ p ].append( c )
# ptcTree = dict( ptcTree ) # be slightly defensive; catch any additions
# leaf_nodes = set(ctpTree.keys()) - set(ctpTree.values())
leaf_nodes = set(sStructure.ScenarioLeafNode.values()) # Try to hack Kevin's code
scenario_nodes = dict() # Map from leafnode to 'node path'
for node in leaf_nodes: # e.g.: {Rs0s0: [R, Rs0, Rs0s0]}
s = deque()
scenario_nodes[ node ] = s
while node in ctpTree:
s.append( node )
node = ctpTree[ node ]
s.append( node )
s.reverse()
###########################################################################
for s in sStructure.Scenarios:
cp = 1.0 # Starting probability
for n in scenario_nodes[sStructure.ScenarioLeafNode[s]]:
cp = cp*sStructure.ConditionalProbability[n]
if not sStructure.ScenarioBasedData.value:
s2fp_dict[s].append(n + '.dat')
s2cd_dict[s] = cp
from pyomo.core import Objective
if sStructure.ScenarioBasedData.value:
for s in sStructure.Scenarios:
s2fp_dict[s].append(s + '.dat')
model_module = __import__(tail[:-3], globals(), locals())
model = model_module.model
pf_result = {'cost': list(), 'cd': list()}
for s in sStructure.Scenarios:
pf_result['cd'].append(s2cd_dict[s])
data = DataPortal(model=model)
for dat in s2fp_dict[s]:
data.load(filename=dat)
instance = model.create_instance(data)
optimizer = SolverFactory('cplex')
results = optimizer.solve(instance)
instance.solutions.load_from(results)
# instance.load(results)
obj_val = return_obj(instance)
pf_result['cost'].append(obj_val)
sys.stdout.write('\nSolved .dat(s) {}\n'.format(s2fp_dict[s]))
sys.stdout.write(' Total cost: {}\n'.format(obj_val))
# instance.load does not work for Pyomo 4.1
# if instance.load(results):
# obj_val = return_obj(instance)
# pf_result['cost'].append(obj_val)
# sys.stdout.write('\nSolved .dat(s) {}\n'.format(s2fp_dict[s]))
# sys.stdout.write(' Total cost: {}\n'.format(obj_val))
# else:
# pf_result['cost'].append(None)
# sys.stdout.write('\nSolved .dat(s) {}\n'.format(s2fp_dict[s]))
# sys.stdout.write(' This scenario has no feasible solution.\n')
os.chdir(pwd)
return pf_result
from pyomo.core import DataPortal
from pyomo.opt import SolverFactory
from DiseaseEstimation import model
model.pprint()
# @modeldata:
modeldata = DataPortal(model=model)
modeldata.load(filename='DiseaseEstimation.dat')
modeldata.load(filename='DiseasePop.dat')
# @:modeldata
instance = model.create(modeldata)
instance.pprint()
opt = SolverFactory("ipopt")
results = opt.solve(instance)
results.write()
from pyomo.core import DataPortal
from pyomo.opt import SolverFactory
from DiseaseEstimation import model
# create the instance from multiple data files
data = DataPortal(model=model)
data.load(filename='DiseaseEstimation.dat')
data.load(filename='DiseasePop.dat')
instance = model.create_instance(data)
# create the solver and solve
with SolverFactory("ipopt") as solver:
solver.solve(instance, tee=True)
# report results
instance.pprint()
def construct_scenario_instance(self,
scenario_name,
scenario_tree,
profile_memory=False,
output_instance_construction_time=False,
compile_instance=False,
verbose=False):
assert not self._closed
if not scenario_tree.contains_scenario(scenario_name):
raise ValueError("ScenarioTree does not contain scenario "
"with name %s." % (scenario_name))
scenario = scenario_tree.get_scenario(scenario_name)
node_name_list = [n._name for n in scenario._node_list]
if verbose:
print("Creating instance for scenario=%s" % (scenario_name))
scenario_instance = None
try:
if self._model_callback is not None:
assert self._model_object is None
try:
_scenario_tree_arg = None
# new callback signature
if (self._scenario_tree_filename is not None) and \
self._scenario_tree_filename.endswith('.dat'):
# we started with a .dat file, so
# send the PySP scenario tree
_scenario_tree_arg = scenario_tree
elif self._scenario_tree_model is not None:
# We started from a Pyomo
# scenario tree model instance, or a
# networkx tree.
_scenario_tree_arg = self._scenario_tree_model
else:
# send the PySP scenario tree
_scenario_tree_arg = scenario_tree
scenario_instance = self._model_callback(
_scenario_tree_arg, scenario_name, node_name_list)
except TypeError:
# old callback signature
# TODO:
#logger.warning(
# "DEPRECATED: The 'pysp_instance_creation_callback' function "
# "signature has changed. An additional argument should be "
# "added to the beginning of the arguments list that will be "
# "set to the user provided scenario tree object when called "
# "by PySP (e.g., a Pyomo scenario tree model instance, "
# "a networkx tree, or a PySP ScenarioTree object.")
scenario_instance = self._model_callback(
scenario_name, node_name_list)
elif self._model_object is not None:
if (not isinstance(self._model_object, AbstractModel)) or \
(self._model_object.is_constructed()):
scenario_instance = self._model_object.clone()
elif scenario_tree._scenario_based_data:
assert self.data_directory() is not None
scenario_data_filename = \
os.path.join(self.data_directory(),
str(scenario_name))
# JPW: The following is a hack to support
# initialization of block instances, which
# don't work with .dat files at the
# moment. Actually, it's not that bad of a
# hack - it just needs to be extended a bit,
# and expanded into the node-based data read
# logic (where yaml is completely ignored at
# the moment.
if os.path.exists(scenario_data_filename + '.dat'):
scenario_data_filename = \
scenario_data_filename + ".dat"
data = None
elif os.path.exists(scenario_data_filename + '.yaml'):
if not has_yaml:
raise ValueError(
"Found yaml data file for scenario '%s' "
"but he PyYAML module is not available" %
(scenario_name))
scenario_data_filename = \
scenario_data_filename+".yaml"
with open(scenario_data_filename) as f:
data = yaml.load(f)
else:
raise RuntimeError(
"Cannot find a data file for scenario '%s' "
"in directory: %s\nRecognized formats: .dat, "
".yaml" % (scenario_name, self.data_directory()))
if verbose:
print("Data for scenario=%s loads from file=%s" %
(scenario_name, scenario_data_filename))
if data is None:
scenario_instance = \
self._model_object.create_instance(
filename=scenario_data_filename,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
scenario_instance = \
self._model_object.create_instance(
data,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
assert self.data_directory() is not None
data_files = []
for node_name in node_name_list:
node_data_filename = \
os.path.join(self.data_directory(),
str(node_name)+".dat")
if not os.path.exists(node_data_filename):
raise RuntimeError(
"Cannot find a data file for scenario tree "
"node '%s' in directory: %s\nRecognized "
"formats: .dat" %
(node_name, self.data_directory()))
data_files.append(node_data_filename)
scenario_data = DataPortal(model=self._model_object)
for data_file in data_files:
if verbose:
print("Node data for scenario=%s partially "
"loading from file=%s" %
(scenario_name, data_file))
scenario_data.load(filename=data_file)
scenario_instance = self._model_object.create_instance(
scenario_data,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
raise RuntimeError("Unable to construct scenario instance. "
"Neither a reference model or callback "
"is defined.")
# name each instance with the scenario name
scenario_instance._name = scenario_name
# apply each of the post-instance creation plugins. this
# really shouldn't be associated (in terms of naming) with the
# pyomo script - this should be rectified with a workflow
# re-work. it is unclear how this interacts, or doesn't, with
# the preprocessors.
ep = ExtensionPoint(IPyomoScriptModifyInstance)
for ep in ExtensionPoint(IPyomoScriptModifyInstance):
logger.warning(
"DEPRECATED: IPyomoScriptModifyInstance extension "
"point callbacks will be ignored by PySP in the future")
ep.apply(options=None,
model=reference_model,
instance=scenario_instance)
if compile_instance:
from pyomo.repn.beta.matrix import \
compile_block_linear_constraints
compile_block_linear_constraints(
scenario_instance,
"_PySP_compiled_linear_constraints",
verbose=verbose)
except:
logger.error("Failed to create model instance for scenario=%s" %
(scenario_name))
raise
return scenario_instance