def LazyOACallback_gurobi(cb_m, cb_opt, cb_where, solve_data, config):
"""This is a GUROBI callback function defined for LP/NLP based B&B algorithm.
Parameters
----------
cb_m : Pyomo model
The MIP main problem.
cb_opt : SolverFactory
The gurobi_persistent solver.
cb_where : int
An enum member of gurobipy.GRB.Callback.
solve_data : MindtPySolveData
Data container that holds solve-instance data.
config : ConfigBlock
The specific configurations for MindtPy.
"""
if cb_where == gurobipy.GRB.Callback.MIPSOL:
# gurobipy.GRB.Callback.MIPSOL means that an integer solution is found during the branch and bound process
if solve_data.should_terminate:
cb_opt._solver_model.terminate()
return
cb_opt.cbGetSolution(vars=cb_m.MindtPy_utils.variable_list)
handle_lazy_main_feasible_solution_gurobi(cb_m, cb_opt, solve_data,
config)
if config.add_cuts_at_incumbent:
if config.strategy == 'OA':
add_oa_cuts(solve_data.mip, None, solve_data, config, cb_opt)
# 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:
# The main problem might be unbounded, regularization is activated only when a valid bound is provided.
if not solve_data.dual_bound_improved and not solve_data.primal_bound_improved:
config.logger.debug(
'The bound and the best found solution have neither been improved.'
'We will skip solving the regularization problem and the Fixed-NLP subproblem'
)
solve_data.primal_bound_improved = False
return
if solve_data.dual_bound != solve_data.dual_bound_progress[0]:
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 abs(solve_data.primal_bound -
solve_data.dual_bound) <= config.absolute_bound_tolerance:
config.logger.info(
'MindtPy exiting on bound convergence. '
'|Primal Bound: {} - Dual Bound: {}| <= (absolute tolerance {}) \n'
.format(solve_data.primal_bound, solve_data.dual_bound,
config.absolute_bound_tolerance))
solve_data.results.solver.termination_condition = tc.optimal
cb_opt._solver_model.terminate()
return
# # check if the same integer combination is obtained.
solve_data.curr_int_sol = get_integer_solution(
solve_data.working_model, string_zero=True)
if solve_data.curr_int_sol in set(solve_data.integer_list):
config.logger.debug(
'This integer combination has been explored. '
'We will skip solving the Fixed-NLP subproblem.')
solve_data.primal_bound_improved = False
if config.strategy == 'GOA':
if config.add_no_good_cuts:
var_values = list(
v.value for v in
solve_data.working_model.MindtPy_utils.variable_list)
add_no_good_cuts(var_values, solve_data, config)
return
elif config.strategy == 'OA':
return
else:
solve_data.integer_list.append(solve_data.curr_int_sol)
# solve 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, cb_opt)
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)
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 LazyOACallback_gurobi(cb_m, cb_opt, cb_where, solve_data, config):
"""This is a GUROBI callback function defined for LP/NLP based B&B algorithm.
Args:
cb_m (Pyomo model): the MIP main problem.
cb_opt (SolverFactory): the gurobi_persistent solver.
cb_where (int): an enum member of gurobipy.GRB.Callback.
solve_data (MindtPySolveData): data container that holds solve-instance data.
config (ConfigBlock): the specific configurations for MindtPy.
"""
if cb_where == gurobipy.GRB.Callback.MIPSOL:
# gurobipy.GRB.Callback.MIPSOL means that an integer solution is found during the branch and bound process
if solve_data.should_terminate:
cb_opt._solver_model.terminate()
return
cb_opt.cbGetSolution(vars=cb_m.MindtPy_utils.variable_list)
handle_lazy_main_feasible_solution_gurobi(cb_m, cb_opt, solve_data,
config)
if config.add_cuts_at_incumbent:
if config.strategy == 'OA':
add_oa_cuts(solve_data.mip, None, solve_data, config, cb_opt)
# # 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:
# the main problem might be unbounded, regularization is activated only when a valid bound is provided.
if not solve_data.bound_improved and not solve_data.solution_improved:
config.logger.debug(
'the bound and the best found solution have neither been improved.'
'We will skip solving the regularization problem and the Fixed-NLP subproblem'
)
solve_data.solution_improved = False
return
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 solve_data.LB + config.bound_tolerance >= solve_data.UB:
config.logger.info('MindtPy exiting on bound convergence. '
'LB: {} + (tol {}) >= UB: {}\n'.format(
solve_data.LB, config.bound_tolerance,
solve_data.UB))
solve_data.results.solver.termination_condition = tc.optimal
cb_opt._solver_model.terminate()
return
# # check if the same integer combination is obtained.
solve_data.curr_int_sol = get_integer_solution(
solve_data.working_model, string_zero=True)
if solve_data.curr_int_sol in set(solve_data.integer_list):
config.logger.debug(
'This integer combination has been explored. '
'We will skip solving the Fixed-NLP subproblem.')
solve_data.solution_improved = False
if config.strategy == 'GOA':
if config.add_no_good_cuts:
var_values = list(
v.value for v in
solve_data.working_model.MindtPy_utils.variable_list)
add_no_good_cuts(var_values, solve_data, config)
return
elif config.strategy == 'OA':
return
else:
solve_data.integer_list.append(solve_data.curr_int_sol)
# solve 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, cb_opt)