def _main_body(args, model_module):
# body of main, pulled out for testing
solver_options = option_string_to_dict(args.solver_options)
bfs = args.branching_factors
solver_name = args.solver_name
num_samples = args.num_samples
ama_options = {
"EF-mstage": True,
"EF_solver_name": solver_name,
"EF_solver_options": solver_options,
"branching_factors": bfs,
"args": args,
}
return run_samples(ama_options, args, model_module)
def test_lagrangian_bound(self):
""" Make sure the lagrangian bound is at least a bound
"""
from mpisppy.extensions.xhatlooper import XhatLooper
PHoptions = self._copy_of_base_options()
PHoptions["PHIterLimit"] = 1
PHoptions["xhat_looper_options"] = {"xhat_solver_options":\
PHoptions["iterk_solver_options"],
"scen_limit": 3}
ph = mpisppy.opt.ph.PH(PHoptions,
self.all3_scenario_names,
scenario_creator,
scenario_denouement,
cb_data=3,
PH_extensions=XhatLooper)
conv, basic_obj, tbound = ph.ph_main()
xhatobj = ph.extobject._xhat_looper_obj_final
dopts = sputils.option_string_to_dict("mipgap=0.0001")
objbound = ph.post_solve_bound(solver_options=dopts, verbose=False)
self.assertGreaterEqual(xhatobj, objbound)
if __name__ == "__main__":
# hardwired by dlw for debugging
import mpisppy.examples.farmer.farmer as refmodel
PHopt = {}
PHopt["asynchronousPH"] = False # APH is *projective* and always APH
PHopt["solvername"] = "cplex"
PHopt["PHIterLimit"] = 5
PHopt["defaultPHrho"] = 1
PHopt["APHgamma"] = 1
PHopt["convthresh"] = 0.001
PHopt["verbose"] = True
PHopt["display_timing"] = True
PHopt["display_progress"] = True
# one way to set up options (never mind that this is not a MIP)
PHopt["iter0_solver_options"] = sputils.option_string_to_dict(
"mipgap=0.01")
# another way
PHopt["iterk_solver_options"] = {"mipgap": 0.001}
ScenCount = 3
cb_data = {'use_integer': False, "CropsMult": 1}
all_scenario_names = list()
for sn in range(ScenCount):
all_scenario_names.append("scen" + str(sn))
# end hardwire
scenario_creator = refmodel.scenario_creator
scenario_denouement = refmodel.scenario_denouement
PHopt["async_frac_needed"] = 0.5
PHopt["async_sleep_secs"] = 0.5
# hardwired by dlw for debugging
import mpisppy.examples.farmer.farmer as refmodel
import mpisppy.utils.sputils as sputils
PHopt = {}
PHopt["asynchronousPH"] = False
PHopt["solvername"] = "cplex"
PHopt["PHIterLimit"] = 5
PHopt["defaultPHrho"] = 1
PHopt["convthresh"] = 0.001
PHopt["verbose"] = True
PHopt["display_timing"] = True
PHopt["display_progress"] = True
# one way to set up options (never mind that this is not a MIP)
PHopt["iter0_solver_options"]\
= sputils.option_string_to_dict("mipgap=0.01")
# another way
PHopt["iterk_solver_options"] = {"mipgap": 0.001}
ScenCount = 50
all_scenario_names = ['scen' + str(i) for i in range(ScenCount)]
# end hardwire
scenario_creator = refmodel.scenario_creator
scenario_denouement = refmodel.scenario_denouement
# now test extensions and convergers together.
# NOTE that the PHoptions is a reference,
# so you could have changed PHopt instead.
PHopt["PHIterLimit"] = 5 # the converger will probably stop it.
PHopt["asynchronousPH"] = False
dest="num_batches",
type=int,
default=2)
parser.add_argument("--MMW-batch-size",
help="batch size used for MMW confidence interval, if None then batch_size = num_scens (default to None)",
dest="batch_size",
type=int,
default=None) #None means take batch_size=num_scens
parser.add_argument("--solver-options",
help="space separated string of solver options, e.g. 'option1=value1 option2 = value2'",
default='')
args = parser.parse_args()
#parses solver options string
solver_options = option_string_to_dict(args.solver_options)
if args.num_scens == None:
print('\n')
raise Exception("Please include number of scenes used to compute the candidate solutions xhat.")
print('\n')
# convert instance path to module name:
modelpath = re.sub('/','.', args.instance)
modelpath = re.sub(r'\.py','', modelpath)
# Read xhats from xhatpath
xhat = ciutils.read_xhat(args.xhatpath)
if args.batch_size == None:
