def handle_lazy_regularization_problem(self, main_mip, main_mip_results,
solve_data, config):
"""Handles the termination condition of the regularization main problem in RLP/NLP.
Parameters
----------
main_mip : Pyomo model
The MIP main problem.
main_mip_results : SolverResults
Results from solving the regularization MIP problem.
solve_data : MindtPySolveData
Data container that holds solve-instance data.
config : ConfigBlock
The specific configurations for MindtPy.
Raises
------
ValueError
MindtPy unable to handle the termination condition of the regularization problem.
ValueError
MindtPy unable to handle the termination condition of the regularization problem.
"""
if main_mip_results.solver.termination_condition in {
tc.optimal, tc.feasible
}:
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
elif main_mip_results.solver.termination_condition in {
tc.infeasible, tc.infeasibleOrUnbounded
}:
config.logger.info(
solve_data.log_note_formatter.format(
solve_data.mip_iter,
'Reg ' + solve_data.regularization_mip_type, 'infeasible'))
if config.reduce_level_coef:
config.level_coef = config.level_coef / 2
main_mip, main_mip_results = solve_main(
solve_data, config, regularization_problem=True)
if main_mip_results.solver.termination_condition in {
tc.optimal, tc.feasible
}:
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
elif main_mip_results.solver.termination_condition is tc.infeasible:
config.logger.info(
'regularization problem still infeasible with reduced level_coef. '
'NLP subproblem is generated based on the incumbent solution of the main problem.'
)
elif main_mip_results.solver.termination_condition is tc.maxTimeLimit:
config.logger.info(
'Regularization problem failed to converge within the time limit.'
)
solve_data.results.solver.termination_condition = tc.maxTimeLimit
elif main_mip_results.solver.termination_condition is tc.unbounded:
config.logger.info(
'Regularization problem ubounded.'
'Sometimes solving MIQP using cplex, unbounded means infeasible.'
)
elif main_mip_results.solver.termination_condition is tc.unknown:
config.logger.info(
'Termination condition of the regularization problem is unknown.'
)
if main_mip_results.problem.lower_bound != float('-inf'):
config.logger.info('Solution limit has been reached.')
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
else:
config.logger.info(
'No solution obtained from the regularization subproblem.'
'Please set mip_solver_tee to True for more informations.'
'The solution of the OA main problem will be adopted.'
)
else:
raise ValueError(
'MindtPy unable to handle regularization problem termination condition '
'of %s. Solver message: %s' %
(main_mip_results.solver.termination_condition,
main_mip_results.solver.message))
elif config.use_bb_tree_incumbent:
config.logger.debug(
'Fixed subproblem will be generated based on the incumbent solution of the main problem.'
)
elif main_mip_results.solver.termination_condition is tc.maxTimeLimit:
config.logger.info(
'Regularization problem failed to converge within the time limit.'
)
solve_data.results.solver.termination_condition = tc.maxTimeLimit
elif main_mip_results.solver.termination_condition is tc.unbounded:
config.logger.info(
'Regularization problem ubounded.'
'Sometimes solving MIQP using cplex, unbounded means infeasible.'
)
elif main_mip_results.solver.termination_condition is tc.unknown:
config.logger.info(
'Termination condition of the regularization problem is unknown.'
)
if main_mip_results.problem.lower_bound != float('-inf'):
config.logger.info('Solution limit has been reached.')
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
else:
raise ValueError(
'MindtPy unable to handle regularization problem termination condition '
'of %s. Solver message: %s' %
(main_mip_results.solver.termination_condition,
main_mip_results.solver.message))
def MindtPy_iteration_loop(solve_data, config):
"""Main loop for MindtPy Algorithms.
This is the outermost function for the algorithms in this package; this function controls the progression of
solving the model.
Args:
solve_data (MindtPySolveData): data container that holds solve-instance data.
config (ConfigBlock): the specific configurations for MindtPy.
Raises:
ValueError: the strategy value is not correct or not included.
"""
last_iter_cuts = False
while solve_data.mip_iter < config.iteration_limit:
solve_data.mip_subiter = 0
# solve MILP main problem
if config.strategy in {'OA', 'GOA', 'ECP'}:
main_mip, main_mip_results = solve_main(solve_data, config)
if main_mip_results is not None:
if not config.single_tree:
if main_mip_results.solver.termination_condition is tc.optimal:
handle_main_optimal(main_mip, solve_data, config)
elif main_mip_results.solver.termination_condition is tc.infeasible:
handle_main_infeasible(main_mip, solve_data, config)
last_iter_cuts = True
break
else:
handle_main_other_conditions(main_mip,
main_mip_results,
solve_data, config)
# Call the MILP post-solve callback
with time_code(solve_data.timing, 'Call after main solve'):
config.call_after_main_solve(main_mip, solve_data)
else:
config.logger.info('Algorithm should terminate here.')
break
else:
raise ValueError()
# regularization is activated after the first feasible solution is found.
if config.add_regularization is not None and solve_data.best_solution_found is not None and not config.single_tree:
# the main problem might be unbounded, regularization is activated only when a valid bound is provided.
if (solve_data.objective_sense == minimize and solve_data.LB !=
float('-inf')) or (solve_data.objective_sense == maximize
and solve_data.UB != float('inf')):
main_mip, main_mip_results = solve_main(
solve_data, config, regularization_problem=True)
handle_regularization_main_tc(main_mip, main_mip_results,
solve_data, config)
# TODO: add descriptions for the following code
if config.add_regularization is not None and config.single_tree:
solve_data.curr_int_sol = get_integer_solution(solve_data.mip,
string_zero=True)
copy_var_list_values(
main_mip.MindtPy_utils.variable_list,
solve_data.working_model.MindtPy_utils.variable_list, config)
if solve_data.curr_int_sol not in set(solve_data.integer_list):
fixed_nlp, fixed_nlp_result = solve_subproblem(
solve_data, config)
handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_result,
solve_data, config)
if algorithm_should_terminate(solve_data, config, check_cycling=True):
last_iter_cuts = False
break
if not config.single_tree and config.strategy != 'ECP': # if we don't use lazy callback, i.e. LP_NLP
# Solve NLP subproblem
# The constraint linearization happens in the handlers
if not config.solution_pool:
fixed_nlp, fixed_nlp_result = solve_subproblem(
solve_data, config)
handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_result,
solve_data, config)
# Call the NLP post-solve callback
with time_code(solve_data.timing,
'Call after subproblem solve'):
config.call_after_subproblem_solve(fixed_nlp, solve_data)
if algorithm_should_terminate(solve_data,
config,
check_cycling=False):
last_iter_cuts = True
break
else:
if config.mip_solver == 'cplex_persistent':
solution_pool_names = main_mip_results._solver_model.solution.pool.get_names(
)
elif config.mip_solver == 'gurobi_persistent':
solution_pool_names = list(
range(main_mip_results._solver_model.SolCount))
# list to store the name and objective value of the solutions in the solution pool
solution_name_obj = []
for name in solution_pool_names:
if config.mip_solver == 'cplex_persistent':
obj = main_mip_results._solver_model.solution.pool.get_objective_value(
name)
elif config.mip_solver == 'gurobi_persistent':
main_mip_results._solver_model.setParam(
gurobipy.GRB.Param.SolutionNumber, name)
obj = main_mip_results._solver_model.PoolObjVal
solution_name_obj.append([name, obj])
solution_name_obj.sort(
key=itemgetter(1),
reverse=solve_data.objective_sense == maximize)
counter = 0
for name, _ in solution_name_obj:
# the optimal solution of the main problem has been added to integer_list above
# so we should skip checking cycling for the first solution in the solution pool
if counter >= 1:
copy_var_list_values_from_solution_pool(
solve_data.mip.MindtPy_utils.variable_list,
solve_data.working_model.MindtPy_utils.
variable_list,
config,
solver_model=main_mip_results._solver_model,
var_map=main_mip_results.
_pyomo_var_to_solver_var_map,
solution_name=name)
solve_data.curr_int_sol = get_integer_solution(
solve_data.working_model)
if solve_data.curr_int_sol in set(
solve_data.integer_list):
config.logger.info(
'The same combination has been explored and will be skipped here.'
)
continue
else:
solve_data.integer_list.append(
solve_data.curr_int_sol)
counter += 1
fixed_nlp, fixed_nlp_result = solve_subproblem(
solve_data, config)
handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_result,
solve_data, config)
# Call the NLP post-solve callback
with time_code(solve_data.timing,
'Call after subproblem solve'):
config.call_after_subproblem_solve(
fixed_nlp, solve_data)
if algorithm_should_terminate(solve_data,
config,
check_cycling=False):
last_iter_cuts = True
break
if counter >= config.num_solution_iteration:
break
if config.strategy == 'ECP':
add_ecp_cuts(solve_data.mip, solve_data, config)
# if config.strategy == 'PSC':
# # If the hybrid algorithm is not making progress, switch to OA.
# progress_required = 1E-6
# if solve_data.objective_sense == minimize:
# log = solve_data.LB_progress
# sign_adjust = 1
# else:
# log = solve_data.UB_progress
# sign_adjust = -1
# # Maximum number of iterations in which the lower (optimistic)
# # bound does not improve before switching to OA
# max_nonimprove_iter = 5
# making_progress = True
# # TODO-romeo Unnecessary for OA and ROA, right?
# for i in range(1, max_nonimprove_iter + 1):
# try:
# if (sign_adjust * log[-i]
# <= (log[-i - 1] + progress_required)
# * sign_adjust):
# making_progress = False
# else:
# making_progress = True
# break
# except IndexError:
# # Not enough history yet, keep going.
# making_progress = True
# break
# if not making_progress and (
# config.strategy == 'hPSC' or
# config.strategy == 'PSC'):
# config.logger.info(
# 'Not making enough progress for {} iterations. '
# 'Switching to OA.'.format(max_nonimprove_iter))
# config.strategy = 'OA'
# if add_no_good_cuts is True, the bound obtained in the last iteration is no reliable.
# we correct it after the iteration.
if (
config.add_no_good_cuts or config.use_tabu_list
) and config.strategy != 'FP' and not solve_data.should_terminate and config.add_regularization is None:
fix_dual_bound(solve_data, config, last_iter_cuts)
config.logger.info(
' ============================================================================================='
)
def handle_lazy_regularization_problem(self, main_mip, main_mip_results,
solve_data, config):
if main_mip_results.solver.termination_condition in {
tc.optimal, tc.feasible
}:
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
elif main_mip_results.solver.termination_condition in {
tc.infeasible, tc.infeasibleOrUnbounded
}:
config.logger.info('regularization problem infeasible.')
if config.reduce_level_coef:
config.level_coef = config.level_coef / 2
main_mip, main_mip_results = solve_main(
solve_data, config, regularization_problem=True)
if main_mip_results.solver.termination_condition in {
tc.optimal, tc.feasible
}:
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
elif main_mip_results.solver.termination_condition is tc.infeasible:
config.logger.info(
'regularization problem still infeasible with reduced level_coef. '
'NLP subproblem is generated based on the incumbent solution of the main problem.'
)
elif main_mip_results.solver.termination_condition is tc.maxTimeLimit:
config.logger.info(
'Regularization problem failed to converge within the time limit.'
)
solve_data.results.solver.termination_condition = tc.maxTimeLimit
elif main_mip_results.solver.termination_condition is tc.unbounded:
config.logger.info(
'Regularization problem ubounded.'
'Sometimes solving MIQP using cplex, unbounded means infeasible.'
)
elif main_mip_results.solver.termination_condition is tc.unknown:
config.logger.info(
'Termination condition of the regularization problem is unknown.'
)
if main_mip_results.problem.lower_bound != float('-inf'):
config.logger.info('Solution limit has been reached.')
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
else:
config.logger.info(
'No solution obtained from the regularization subproblem.'
'Please set mip_solver_tee to True for more informations.'
'The solution of the OA main problem will be adopted.'
)
else:
raise ValueError(
'MindtPy unable to handle regularization problem termination condition '
'of %s. Solver message: %s' %
(main_mip_results.solver.termination_condition,
main_mip_results.solver.message))
elif config.use_bb_tree_incumbent:
config.logger.info(
'Fixed subproblem will be generated based on the incumbent solution of the main problem.'
)
elif main_mip_results.solver.termination_condition is tc.maxTimeLimit:
config.logger.info(
'Regularization problem failed to converge within the time limit.'
)
solve_data.results.solver.termination_condition = tc.maxTimeLimit
elif main_mip_results.solver.termination_condition is tc.unbounded:
config.logger.info(
'Regularization problem ubounded.'
'Sometimes solving MIQP using cplex, unbounded means infeasible.'
)
elif main_mip_results.solver.termination_condition is tc.unknown:
config.logger.info(
'Termination condition of the regularization problem is unknown.'
)
if main_mip_results.problem.lower_bound != float('-inf'):
config.logger.info('Solution limit has been reached.')
handle_main_optimal(main_mip,
solve_data,
config,
update_bound=False)
else:
raise ValueError(
'MindtPy unable to handle regularization problem termination condition '
'of %s. Solver message: %s' %
(main_mip_results.solver.termination_condition,
main_mip_results.solver.message))
def MindtPy_iteration_loop(solve_data, config):
"""
Main loop for MindtPy Algorithms
This is the outermost function for the algorithms in this package; this function controls the progression of
solving the model.
Parameters
----------
solve_data: MindtPy Data Container
data container that holds solve-instance data
config: ConfigBlock
contains the specific configurations for the algorithm
"""
last_iter_cuts = False
while solve_data.mip_iter < config.iteration_limit:
config.logger.info(
'---MindtPy main Iteration %s---'
% (solve_data.mip_iter+1))
solve_data.mip_subiter = 0
# solve MILP main problem
if config.strategy in {'OA', 'GOA', 'ECP'}:
main_mip, main_mip_results = solve_main(solve_data, config)
if main_mip_results is not None:
if not config.single_tree:
if main_mip_results.solver.termination_condition is tc.optimal:
handle_main_optimal(main_mip, solve_data, config)
elif main_mip_results.solver.termination_condition is tc.infeasible:
handle_main_infeasible(main_mip, solve_data, config)
last_iter_cuts = True
break
else:
handle_main_other_conditions(
main_mip, main_mip_results, solve_data, config)
# Call the MILP post-solve callback
with time_code(solve_data.timing, 'Call after main solve'):
config.call_after_main_solve(main_mip, solve_data)
else:
config.logger.info('Algorithm should terminate here.')
break
else:
raise NotImplementedError()
# regularization is activated after the first feasible solution is found.
if config.add_regularization is not None and solve_data.best_solution_found is not None and not config.single_tree:
# the main problem might be unbounded, regularization is activated only when a valid bound is provided.
if (solve_data.objective_sense == minimize and solve_data.LB != float('-inf')) or (solve_data.objective_sense == maximize and solve_data.UB != float('inf')):
main_mip, main_mip_results = solve_main(
solve_data, config, regularization_problem=True)
handle_regularization_main_tc(
main_mip, main_mip_results, solve_data, config)
if config.add_regularization is not None and config.single_tree:
solve_data.curr_int_sol = get_integer_solution(
solve_data.mip, string_zero=True)
copy_var_list_values(
main_mip.MindtPy_utils.variable_list,
solve_data.working_model.MindtPy_utils.variable_list,
config)
if solve_data.curr_int_sol not in set(solve_data.integer_list):
fixed_nlp, fixed_nlp_result = solve_subproblem(
solve_data, config)
handle_nlp_subproblem_tc(
fixed_nlp, fixed_nlp_result, solve_data, config)
if algorithm_should_terminate(solve_data, config, check_cycling=True):
last_iter_cuts = False
break
if not config.single_tree and config.strategy != 'ECP': # if we don't use lazy callback, i.e. LP_NLP
# Solve NLP subproblem
# The constraint linearization happens in the handlers
fixed_nlp, fixed_nlp_result = solve_subproblem(solve_data, config)
handle_nlp_subproblem_tc(
fixed_nlp, fixed_nlp_result, solve_data, config)
# Call the NLP post-solve callback
with time_code(solve_data.timing, 'Call after subproblem solve'):
config.call_after_subproblem_solve(fixed_nlp, solve_data)
if algorithm_should_terminate(solve_data, config, check_cycling=False):
last_iter_cuts = True
break
if config.strategy == 'ECP':
add_ecp_cuts(solve_data.mip, solve_data, config)
# if config.strategy == 'PSC':
# # If the hybrid algorithm is not making progress, switch to OA.
# progress_required = 1E-6
# if solve_data.objective_sense == minimize:
# log = solve_data.LB_progress
# sign_adjust = 1
# else:
# log = solve_data.UB_progress
# sign_adjust = -1
# # Maximum number of iterations in which the lower (optimistic)
# # bound does not improve before switching to OA
# max_nonimprove_iter = 5
# making_progress = True
# # TODO-romeo Unneccesary for OA and ROA, right?
# for i in range(1, max_nonimprove_iter + 1):
# try:
# if (sign_adjust * log[-i]
# <= (log[-i - 1] + progress_required)
# * sign_adjust):
# making_progress = False
# else:
# making_progress = True
# break
# except IndexError:
# # Not enough history yet, keep going.
# making_progress = True
# break
# if not making_progress and (
# config.strategy == 'hPSC' or
# config.strategy == 'PSC'):
# config.logger.info(
# 'Not making enough progress for {} iterations. '
# 'Switching to OA.'.format(max_nonimprove_iter))
# config.strategy = 'OA'
# if add_no_good_cuts is True, the bound obtained in the last iteration is no reliable.
# we correct it after the iteration.
if (config.add_no_good_cuts or config.use_tabu_list) and config.strategy is not 'FP' and not solve_data.should_terminate and config.add_regularization is None:
bound_fix(solve_data, config, last_iter_cuts)