def test_solve1(self):
model = ConcreteModel()
model.A = RangeSet(1,4)
model.x = Var(model.A, bounds=(-1,1))
def obj_rule(model):
return sum_product(model.x)
model.obj = Objective(rule=obj_rule)
def c_rule(model):
expr = 0
for i in model.A:
expr += i*model.x[i]
return expr == 0
model.c = Constraint(rule=c_rule)
opt = SolverFactory('glpk')
results = opt.solve(model, symbolic_solver_labels=True)
model.solutions.store_to(results)
results.write(filename=join(currdir,"solve1.out"), format='json')
self.assertMatchesJsonBaseline(
join(currdir,"solve1.out"), join(currdir,"solve1.txt"),
tolerance=1e-4)
#
def d_rule(model):
return model.x[1] >= 0
model.d = Constraint(rule=d_rule)
model.d.deactivate()
results = opt.solve(model)
model.solutions.store_to(results)
results.write(filename=join(currdir,"solve1x.out"), format='json')
self.assertMatchesJsonBaseline(
join(currdir,"solve1x.out"), join(currdir,"solve1.txt"),
tolerance=1e-4)
#
model.d.activate()
results = opt.solve(model)
model.solutions.store_to(results)
results.write(filename=join(currdir,"solve1a.out"), format='json')
self.assertMatchesJsonBaseline(
join(currdir,"solve1a.out"), join(currdir,"solve1a.txt"),
tolerance=1e-4)
#
model.d.deactivate()
def e_rule(model, i):
return model.x[i] >= 0
model.e = Constraint(model.A, rule=e_rule)
for i in model.A:
model.e[i].deactivate()
results = opt.solve(model)
model.solutions.store_to(results)
results.write(filename=join(currdir,"solve1y.out"), format='json')
self.assertMatchesJsonBaseline(
join(currdir,"solve1y.out"), join(currdir,"solve1.txt"),
tolerance=1e-4)
#
model.e.activate()
results = opt.solve(model)
model.solutions.store_to(results)
results.write(filename=join(currdir,"solve1b.out"), format='json')
self.assertMatchesJsonBaseline(
join(currdir,"solve1b.out"), join(currdir,"solve1b.txt"),
tolerance=1e-4)
def Xtest_sip_example1(self):
M = examples.sip_example1.create()
opt = Solver('pao.pyomo.FA')
opt.solve(M, solver='gurobi')
self.assertTrue(False)
def _apply_solver(self):
start_time = time.time()
# construct the high-point problem (LL feasible, no LL objective)
# s0 <- solve the high-point
# if s0 infeasible then return high_point_infeasible
xfrm = TransformationFactory('pao.bilevel.highpoint')
xfrm.apply_to(self._instance)
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver:
solver = 'ipopt'
for c in self._instance.component_objects(Block, descend_into=False):
if '_hp' in c.name:
c.activate()
opt = pyomo.opt.SolverFactory(solver)
results = opt.solve(c)
_check_termination_condition(results)
c.deactivate()
# s1 <- solve the optimistic bilevel (linear/linear) problem (call solver3)
# if s1 infeasible then return optimistic_infeasible
opt = BilevelSolver3()
opt.options.solver = solver
results = opt.solve(self._instance)
_check_termination_condition(results)
def test_solve1(self):
model = ConcreteModel()
model.A = RangeSet(1, 4)
model.x = Var(model.A, bounds=(-1, 1))
def obj_rule(model):
return summation(model.x)
model.obj = Objective(rule=obj_rule)
def c_rule(model):
expr = 0
for i in model.A:
expr += i * model.x[i]
return expr == 0
model.c = Constraint(rule=c_rule)
opt = solver['glpk']
results = opt.solve(model, keepfiles=True, symbolic_solver_labels=True)
model.solutions.store_to(results)
results.write(filename=currdir + "solve1.out", format='json')
self.assertMatchesJsonBaseline(currdir + "solve1.out",
currdir + "solve1.txt",
tolerance=1e-4)
#
def d_rule(model):
return model.x[1] >= 0
model.d = Constraint(rule=d_rule)
model.d.deactivate()
results = opt.solve(model, keepfiles=True)
model.solutions.store_to(results)
results.write(filename=currdir + "solve1x.out", format='json')
self.assertMatchesJsonBaseline(currdir + "solve1x.out",
currdir + "solve1.txt",
tolerance=1e-4)
#
model.d.activate()
results = opt.solve(model, keepfiles=True)
model.solutions.store_to(results)
results.write(filename=currdir + "solve1a.out", format='json')
self.assertMatchesJsonBaseline(currdir + "solve1a.out",
currdir + "solve1a.txt",
tolerance=1e-4)
#
model.d.deactivate()
def e_rule(model, i):
return model.x[i] >= 0
model.e = Constraint(model.A, rule=e_rule)
for i in model.A:
model.e[i].deactivate()
results = opt.solve(model, keepfiles=True)
model.solutions.store_to(results)
results.write(filename=currdir + "solve1b.out", format='json')
self.assertMatchesJsonBaseline(currdir + "solve1b.out",
currdir + "solve1b.txt",
tolerance=1e-4)
def test_pineda(self):
M = examples.pineda.create()
opt = Solver('pao.pyomo.FA')
opt.solve(M)
self.assertTrue(math.isclose(M.xR.value, 2))
self.assertTrue(math.isclose(M.L.xR.value, 100))
def test_besancon27(self):
M = examples.besancon27.create()
opt = Solver('pao.pyomo.FA')
opt.solve(M)
self.assertTrue(math.isclose(M.x.value, 0))
self.assertTrue(math.isclose(M.v.value, 1))
def test_neos_ipopt_available(self):
M = create_nlp1()
opt = Solver('ipopt', server='neos', email='*****@*****.**', max_cpu_time=1e-12)
self.assertTrue(opt.available())
res = opt.solve(M)
#M.x.pprint()
res = opt.solve(M, max_cpu_time=100)
self.assertTrue(math.isclose(opt.solver_options['max_cpu_time'], 1e-12))
def test_PCCG(self):
M = examples.bard511.create()
opt = Solver('pao.pyomo.PCCG', mip_solver=Solver('cbc'))
opt.solve(M)
self.assertTrue(math.isclose(M.x.value, 4))
self.assertTrue(math.isclose(M.y.value, 4))
def test_bard511(self):
M = examples.bard511.create()
opt = Solver('pao.pyomo.FA')
opt.solve(M)
self.assertTrue(math.isclose(M.x.value, 4))
self.assertTrue(math.isclose(M.y.value, 4))
def test_toyexample2(self):
M = examples.toyexample2.create()
opt = Solver('pao.pyomo.PCCG')
opt.solve(M)
self.assertEqual(M.xZ.value, 8)
self.assertEqual(M.L.xZ.value, 6)
def test_REG(self):
M = examples.bard511.create()
opt = Solver('pao.pyomo.REG', nlp_solver=Solver('ipopt'))
opt.solve(M)
self.assertTrue(math.isclose(M.x.value, 4, abs_tol=1e-4))
self.assertTrue(math.isclose(M.y.value, 4, abs_tol=1e-4))
def test_pineda(self):
M = examples.pineda.create()
opt = Solver('pao.pyomo.PCCG')
opt.solve(M)
self.assertTrue(math.isclose(M.xR.value, 2, abs_tol=1e-4))
self.assertTrue(math.isclose(M.L.xR.value, 100, abs_tol=1e-4))
def test_getachew_ex2(self):
M = examples.getachew_ex2.create()
opt = Solver('pao.pyomo.PCCG')
opt.solve(M)
self.assertTrue(math.isclose(M.xR.value, 6, abs_tol=1e-4))
self.assertTrue(math.isclose(M.L.xR.value, 8, abs_tol=1e-4))
def test_besancon27(self):
M = examples.besancon27.create()
opt = Solver('pao.pyomo.PCCG')
opt.solve(M)
self.assertTrue(math.isclose(M.x.value, 0, abs_tol=1e-4))
self.assertTrue(math.isclose(M.v.value, 1, abs_tol=1e-4))
def test_getachew_ex2(self):
M = examples.getachew_ex2.create()
opt = Solver('pao.pyomo.FA')
opt.solve(M)
self.assertTrue(math.isclose(M.xR.value, 6))
self.assertTrue(math.isclose(M.L.xR.value, 8))
def test_toyexample3(self):
M = examples.toyexample3.create()
opt = Solver('pao.pyomo.PCCG')
opt.solve(M)
self.assertTrue(math.isclose(M.xR.value, 3, abs_tol=1e-4))
self.assertTrue(math.isclose(M.L.xR.value, 0.5, abs_tol=1e-4))
self.assertEqual(M.xZ.value, 8)
self.assertEqual(M.L.xZ.value, 0)
def test_nlp1(self):
M = create_nlp1()
opt = Solver('ipopt', tee=True, max_cpu_time=1e-12, print_level=0)
self.assertTrue(opt.available())
#opt.config.display()
#print(opt.solver.options)
res = opt.solve(M)
res = opt.solve(M, max_cpu_time=100)
# Solving with a solver option doesn't change the value configured when creating the solver
self.assertTrue(math.isclose(opt.solver.options.max_cpu_time, 1e-12))
def solve(self, alpha, beta, gamma):
'''solve(self,alpha,beta,gamma):
Solve the equitable retirement optimization problem. PRECONDITION: All sets and params have been initialized.
'''
#rebuild model
self.__buildModel(alpha, beta, gamma)
opt = pyomo.opt.SolverFactory('glpk')
opt.solve(self.model)
# extract
self.__extractResults()
def solve_with_heuristic(self, num_clusters, method='ward', max_time=1800):
summary = {}
opt = pyomo.opt.SolverFactory('glpk')
opt.options['tmlim'] = max_time
self.cluster = self.make_clusters(num_clusters, method)
# Creating and solving reduced problem
reduced_distances = {(i, j): self.calc_dist(x, y)
for i, x in self.clusters.iterrows()
for j, y in self.clusters.iterrows()}
reduced_model = self.create_model(reduced_distances, num_clusters)
results = opt.solve(reduced_model)
try:
obj_func = pe.value(reduced_model.obj)
except ValueError:
print("Solution for the reduced problem not found")
return None
# Creating original problem
distances = {(i, j): self.calc_dist(x, y)
for i, x in self.data.iterrows()
for j, y in self.data.iterrows()}
model = self.create_model(distances, len(self.data) - 1)
# Fixing clusters relative positions
for clust_idx in reduced_distances.keys():
if clust_idx[0] != clust_idx[1] and pe.value(
reduced_model.x[clust_idx]) == 0:
idx1 = self.data[self.data['cluster'] == clust_idx[0]].index
idx2 = self.data[self.data['cluster'] == clust_idx[1]].index
fix_idx = [
edge for edge in distances.keys()
if (edge[0] in idx1) and (edge[1] in idx2)
]
for idx in fix_idx:
model.x[idx].fix(0)
# Solving original problem
results = opt.solve(model)
try:
obj_func = pe.value(model.obj)
except ValueError:
print("Solution for Original problem not found")
return None
self.solution = []
for idx in distances.keys():
if pe.value(model.x[idx]) == 1:
self.solution.append(idx)
return obj_func
def test_barguel(self):
M = examples.barguel.create()
opt = Solver('pao.pyomo.FA')
try:
opt.solve(M)
self.fail("Expected an assertion error")
except AssertionError:
pass
opt.solve(M, linearize_bigm=1e6)
self.assertTrue(math.isclose(M.u.value, 0))
self.assertTrue(math.isclose(M.x.value, 0))
self.assertTrue(math.isclose(M.y.value, 0))
def test_solve7(self):
#
# Test that solution values are writen with appropriate quotations in results
#
model = ConcreteModel()
model.y = Var(bounds=(-1,1))
model.A = RangeSet(1,4)
model.B = Set(initialize=['A B', 'C,D', 'E'])
model.x = Var(model.A, model.B, bounds=(-1,1))
def obj_rule(model):
return summation(model.x)
model.obj = Objective(rule=obj_rule)
def c_rule(model):
expr = model.y
for i in model.A:
for j in model.B:
expr += i*model.x[i,j]
return expr == 0
model.c = Constraint(rule=c_rule)
opt = solver['glpk']
results = opt.solve(model, symbolic_solver_labels=True)
#model.display()
model.solutions.store_to(results)
results.write(filename=currdir+'solve7.out', format='json')
self.assertMatchesJsonBaseline(currdir+"solve7.out", currdir+"solve7.txt", tolerance=1e-4)
def main(argv):
parser = argparse.ArgumentParser(
prog='python -m switch_mod.solve',
description='Runs the Switch power grid model solver.')
parser.add_argument(
'--inputs-dir', type=str, default='inputs',
help='Directory containing input files (default is "inputs")')
parser.add_argument(
'--outputs-dir', type=str, default='outputs',
help='Directory to write output files (default is "outputs")')
parser.add_argument(
'--solver', type=str, default='glpk',
help='Linear program solver to use (default is "glpk")')
args = parser.parse_args(argv)
opt = pyomo.opt.SolverFactory(args.solver)
module_list = [
line.rstrip('\n')
for line in open(os.path.join(args.inputs_dir, 'modules'), 'r')]
switch_model = switch_mod.utilities.define_AbstractModel(
'switch_mod', *module_list)
switch_instance = switch_model.load_inputs(inputs_dir=args.inputs_dir)
results = opt.solve(switch_instance, keepfiles=False, tee=False)
switch_instance.load(results)
results.write()
switch_instance.pprint()
switch_model.save_results(results, switch_instance, args.outputs_dir)
def test_solve6(self):
#
# Test that solution values have complete block names:
# b.obj
# b.x
#
model = ConcreteModel()
model.y = Var(bounds=(-1, 1))
model.b = Block()
model.b.A = RangeSet(1, 4)
model.b.x = Var(model.b.A, bounds=(-1, 1))
def obj_rule(block):
return summation(block.x)
model.b.obj = Objective(rule=obj_rule)
def c_rule(model):
expr = model.y
for i in model.b.A:
expr += i * model.b.x[i]
return expr == 0
model.c = Constraint(rule=c_rule)
opt = SolverFactory('glpk')
results = opt.solve(model, symbolic_solver_labels=True)
model.solutions.store_to(results)
results.write(filename=join(currdir, 'solve6.out'), format='json')
self.assertMatchesJsonBaseline(join(currdir, "solve6.out"),
join(currdir, "solve6.txt"),
tolerance=1e-4)
def test_solve7(self):
#
# Test that solution values are writen with appropriate
# quotations in results
#
model = ConcreteModel()
model.y = Var(bounds=(-1, 1))
model.A = RangeSet(1, 4)
model.B = Set(initialize=['A B', 'C,D', 'E'])
model.x = Var(model.A, model.B, bounds=(-1, 1))
def obj_rule(model):
return summation(model.x)
model.obj = Objective(rule=obj_rule)
def c_rule(model):
expr = model.y
for i in model.A:
for j in model.B:
expr += i * model.x[i, j]
return expr == 0
model.c = Constraint(rule=c_rule)
opt = SolverFactory('glpk')
results = opt.solve(model, symbolic_solver_labels=True)
#model.display()
model.solutions.store_to(results)
results.write(filename=join(currdir, 'solve7.out'), format='json')
self.assertMatchesJsonBaseline(join(currdir, "solve7.out"),
join(currdir, "solve7.txt"),
tolerance=1e-4)
def test_solve_with_pickle_then_clone(self):
# This tests github issue Pyomo-#65
model = ConcreteModel()
model.A = RangeSet(1,4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1,1))
model.b.obj = Objective(expr=sum_product(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = SolverFactory('glpk')
self.assertEqual(len(model.solutions), 0)
results = opt.solve(model, symbolic_solver_labels=True)
self.assertEqual(len(model.solutions), 1)
#
self.assertEqual(model.solutions[0].gap, 0.0)
#self.assertEqual(model.solutions[0].status, SolutionStatus.feasible)
self.assertEqual(model.solutions[0].message, None)
#
buf = pickle.dumps(model)
tmodel = pickle.loads(buf)
self.assertEqual(len(tmodel.solutions), 1)
self.assertEqual(tmodel.solutions[0].gap, 0.0)
#self.assertEqual(tmodel.solutions[0].status, SolutionStatus.feasible)
self.assertEqual(tmodel.solutions[0].message, None)
self.assertIn(id(tmodel.b.obj), tmodel.solutions[0]._entry['objective'])
self.assertIs(
tmodel.b.obj,
tmodel.solutions[0]._entry['objective'][id(tmodel.b.obj)][0]() )
inst = tmodel.clone()
# make sure the clone has all the attributes
self.assertTrue(hasattr(inst,'A'))
self.assertTrue(hasattr(inst,'b'))
self.assertTrue(hasattr(inst.b,'x'))
self.assertTrue(hasattr(inst.b,'obj'))
self.assertTrue(hasattr(inst,'c'))
# and that they were all copied
self.assertIsNot(inst.A, tmodel.A)
self.assertIsNot(inst.b, tmodel.b)
self.assertIsNot(inst.b.x, tmodel.b.x)
self.assertIsNot(inst.b.obj, tmodel.b.obj)
self.assertIsNot(inst.c, tmodel.c)
# Make sure the solution is on the new model
self.assertTrue(hasattr(inst,'solutions'))
self.assertEqual(len(inst.solutions), 1)
self.assertEqual(inst.solutions[0].gap, 0.0)
#self.assertEqual(inst.solutions[0].status, SolutionStatus.feasible)
self.assertEqual(inst.solutions[0].message, None)
# Spot-check some components and make sure all the weakrefs in
# the ModelSOlution got updated
self.assertIn(id(inst.b.obj), inst.solutions[0]._entry['objective'])
_obj = inst.solutions[0]._entry['objective'][id(inst.b.obj)]
self.assertIs(_obj[0](), inst.b.obj)
for v in [1,2,3,4]:
self.assertIn(id(inst.b.x[v]), inst.solutions[0]._entry['variable'])
_v = inst.solutions[0]._entry['variable'][id(inst.b.x[v])]
self.assertIs(_v[0](), inst.b.x[v])
def test_neos_foobar(self):
M = create_lp1()
opt = Solver('foobar', server='neos')
try:
res = opt.solve(M)
except RuntimeError:
pass
def testMethod(obj):
if not testing_solvers[solver, writer]:
obj.skipTest("Solver %s (interface=%s) is not available"
% (solver, writer))
m = pyutilib.misc.import_file(os.path.join(thisDir,
'problems',
problem),
clear_cache=True)
model = m.define_model(**kwds)
opt = pyomo.opt.SolverFactory(solver,solver_io=writer)
results = opt.solve(model)
# non-recursive
new_results = ((var.name, var.value)
for var in model.component_data_objects(Var,
active=True,
descend_into=False))
baseline_results = getattr(obj,problem+'_results')
for name, value in new_results:
if abs(baseline_results[name]-value) > 0.00001:
raise IOError("Difference in baseline solution values and "
"current solution values using:\n" + \
"Solver: "+solver+"\n" + \
"Writer: "+writer+"\n" + \
"Variable: "+name+"\n" + \
"Solution: "+str(value)+"\n" + \
"Baseline: "+str(baseline_results[name])+"\n")
def main(argv):
parser = argparse.ArgumentParser(
prog='python -m switch_mod.solve',
description='Runs the Switch power grid model solver.')
parser.add_argument(
'--inputs-dir', type=str, default='inputs',
help='Directory containing input files (default is "inputs")')
parser.add_argument(
'--outputs-dir', type=str, default='outputs',
help='Directory to write output files (default is "outputs")')
parser.add_argument(
'--solver', type=str, default='glpk',
help='Linear program solver to use (default is "glpk")')
parser.add_argument(
'--verbose', '-v', default=False, action='store_true',
help='Dump data about internal workings to stdout')
args = parser.parse_args(argv)
(switch_model, switch_instance) = load(args.inputs_dir)
opt = pyomo.opt.SolverFactory(args.solver)
results = opt.solve(switch_instance, keepfiles=False, tee=False)
switch_model.save_results(results, switch_instance, args.outputs_dir)
if args.verbose:
# Print a dump of the results and model instance to standard output.
results.write()
switch_instance.pprint()
def _perform_queue(self, ah, *args, **kwds):
"""
Perform the queue operation. This method returns the ActionHandle,
and the ActionHandle status indicates whether the queue was successful.
"""
opt = kwds.pop('solver', kwds.pop('opt', None))
if opt is None:
raise ActionManagerError(
"No solver passed to %s, use keyword option 'solver'"
% (type(self).__name__) )
time_start = time.time()
if isinstance(opt, string_types):
with pyomo.opt.SolverFactory(opt) as _opt:
results = _opt.solve(*args, **kwds)
else:
results = opt.solve(*args, **kwds)
results.pyomo_solve_time = time.time()-time_start
self.results[ah.id] = results
ah.status = ActionStatus.done
self.event_handle[ah.id].update(ah)
return ah
def testMethod(obj):
if not testing_solvers[solver, writer]:
obj.skipTest("Solver %s (interface=%s) is not available"
% (solver, writer))
m = import_file(os.path.join(thisDir, 'problems', problem + '.py'),
clear_cache=True)
model = m.define_model(**kwds)
opt = pyomo.opt.SolverFactory(solver,solver_io=writer)
results = opt.solve(model)
# non-recursive
new_results = ((var.name, var.value)
for var in model.component_data_objects(Var,
active=True,
descend_into=False))
baseline_results = getattr(obj,problem+'_results')
for name, value in new_results:
if abs(baseline_results[name]-value) > 0.00001:
raise IOError("Difference in baseline solution values and "
"current solution values using:\n" + \
"Solver: "+solver+"\n" + \
"Writer: "+writer+"\n" + \
"Variable: "+name+"\n" + \
"Solution: "+str(value)+"\n" + \
"Baseline: "+str(baseline_results[name])+"\n")
def linprog(f, A, b, Aeq=None, beq=None):
# Dimensions of matrices
m1 = b.shape[0]
n = f.shape[0]
# b must be a vector
if b.ndim != 1:
raise ValueError('b must be a one dimensional array')
# A must be a matrix
if A.ndim != 2:
raise ValueError('A must be a two dimensional array')
# Dimension check for inequality constraint
if A.shape != (m1, n):
raise ValueError(
'The shape of A must be equal to (b.shape[0], f.shape[0])')
# If no equality restriction
if np.any(Aeq == None) & np.any(beq == None):
Aeq = np.zeros((1, n))
beq = np.zeros((1, ))
m2 = 1
elif (np.any(Aeq != None) & np.any(beq == None)) | (np.any(Aeq == None)
& np.any(beq != None)):
raise ValueError(
'Please provide Aeq and beq if there is an equality constraint. If there is not, please provide none of them.'
)
else:
# Dimension of matrices
m2 = beq.shape[0]
# beq must be a vector
if beq.ndim != 1:
raise ValueError('b must be a one dimensional array')
# Aeq must be a matrix
if Aeq.ndim != 2:
raise ValueError('A must be a two dimensional array')
# Dimension check for equality constraint
if Aeq.shape != (m2, n):
raise ValueError(
'The shape of Aeq must be equal to (beq.shape[0], f.shape[0])')
# Data file creation
dat_write_lin(f, A, b, Aeq, beq)
# Solution
model = linprog_model()
# Create the model instance
instance = model.create_instance('default.dat')
# Setup the optimizer: linear in this case
import pyomo.environ
opt = pyomo.opt.SolverFactory('glpk')
# Optimize
results = opt.solve(instance)
# Write the output
results.write()
# Optimal solution
x = np.array([instance.x[k].value for k in instance.K])
return x, pyomo.environ.value(instance.OBJ)
def test_solve_with_store2(self):
model = ConcreteModel()
model.A = RangeSet(1,4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1,1))
model.b.obj = Objective(expr=summation(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = solver['glpk']
results = opt.solve(model)
#
results.write(filename=currdir+'solve_with_store3.out', format='json')
self.assertMatchesYamlBaseline(currdir+"solve_with_store3.out", currdir+"solve_with_store3.txt")
#
model.solutions.store_to(results)
results.write(filename=currdir+'solve_with_store4.out', format='json')
self.assertMatchesYamlBaseline(currdir+"solve_with_store4.out", currdir+"solve_with_store4.txt")
#
# Test that we can pickle the results object
#
buf = pickle.dumps(results)
results_ = pickle.loads(buf)
results.write(filename=currdir+'solve_with_store4.out', format='json')
self.assertMatchesYamlBaseline(currdir+"solve_with_store4.out", currdir+"solve_with_store4.txt")
#
# Load results with string indices
#
tmodel = ConcreteModel()
tmodel.A = RangeSet(1,3)
tmodel.b = Block()
tmodel.b.x = Var(tmodel.A, bounds=(-1,1))
tmodel.b.obj = Objective(expr=summation(tmodel.b.x))
tmodel.c = Constraint(expr=tmodel.b.x[1] >= 0)
self.assertEqual(len(tmodel.solutions), 0)
tmodel.solutions.load_from(results, ignore_invalid_labels=True)
self.assertEqual(len(tmodel.solutions), 1)
def test_solve_with_store2(self):
# Without symbolic solver labels
model = ConcreteModel()
model.A = RangeSet(1,4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1,1))
model.b.obj = Objective(expr=summation(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = solver['glpk']
results = opt.solve(model, symbolic_solver_labels=False)
#
results.write(filename=currdir+'solve_with_store1.out', format='yaml')
self.assertMatchesYamlBaseline(currdir+"solve_with_store1.out", currdir+"solve_with_store1.txt")
model.solutions.store_to(results)
#
results.write(filename=currdir+'solve_with_store2.out', format='yaml')
self.assertMatchesYamlBaseline(currdir+"solve_with_store2.out", currdir+"solve_with_store2.txt")
#
# Load results with string indices
#
tmodel = ConcreteModel()
tmodel.A = RangeSet(1,4)
tmodel.b = Block()
tmodel.b.x = Var(tmodel.A, bounds=(-1,1))
tmodel.b.obj = Objective(expr=summation(tmodel.b.x))
tmodel.c = Constraint(expr=tmodel.b.x[1] >= 0)
self.assertEqual(len(tmodel.solutions), 0)
tmodel.solutions.load_from(results)
self.assertEqual(len(tmodel.solutions), 1)
def curve_polyfit(x, y, order, reg_mode=None, reg_coef=None, robust=False):
# Dimensions of matrices
n = x.shape[0]
m = order
# b must be a vector
if y.ndim != 1:
raise ValueError('y must be a one dimensional array')
# A must be a matrix
if x.ndim != 1:
raise ValueError('x must be a one dimensional array')
# Dimension check for inequality constraint
if y.shape[0] != n:
raise ValueError('The shape of y must be equal to the shape of x')
# Data file creation
X = np.array([x**j for j in range(m + 1)]).T
dat_write_fit(X, y)
# Solution
model = fit_model(reg_mode, reg_coef, robust, m)
# Create the model instance
instance = model.create_instance('default1.dat')
# Setup the optimizer: linear in this case
import pyomo.environ
opt = pyomo.opt.SolverFactory('ipopt')
# Optimize
results = opt.solve(instance)
# Write the output
results.write()
# Optimal solution
b = np.array([instance.b[j].value for j in instance.J])
return b
def test_blending(self):
""" The blending example from the PuLP documentation """
model = ConcreteModel()
model.x1 = Var(bounds=(0, None), doc="ChickenPercent")
model.x2 = Var(bounds=(0, None), doc="BeefPercent")
model.obj = Objective(expr=0.013 * model.x1 + 0.008 * model.x2,
doc="Total Cost of Ingredients per can")
model.c0 = Constraint(expr=model.x1 + model.x2 == 100.0,
doc="Percentage Sum")
model.c1 = Constraint(expr=0.100 * model.x1 + 0.200 * model.x2 >= 8.0,
doc="Protein Requirement")
model.c2 = Constraint(expr=0.080 * model.x1 + 0.100 * model.x2 >= 6.0,
doc="Fat Requirement")
model.c3 = Constraint(expr=0.001 * model.x1 + 0.005 * model.x2 <= 2.0,
doc="Fiber Requirement")
model.c4 = Constraint(expr=0.002 * model.x1 + 0.005 * model.x2 <= 0.4,
doc="Salt Requirement")
opt = solver['glpk']
results = opt.solve(model)
model.solutions.store_to(results)
results.write(filename=currdir + "blend.out", format='json')
self.assertMatchesJsonBaseline(currdir + "blend.out",
currdir + "blend.txt",
tolerance=1e-2)
def _perform_queue(self, ah, *args, **kwds):
"""
Perform the queue operation. This method returns the ActionHandle,
and the ActionHandle status indicates whether the queue was successful.
"""
opt = kwds.pop('solver', kwds.pop('opt', None))
if opt is None:
raise ActionManagerError(
"No solver passed to %s, use keyword option 'solver'" %
(type(self).__name__))
time_start = time.time()
if isinstance(opt, str):
with pyomo.opt.SolverFactory(opt) as _opt:
results = _opt.solve(*args, **kwds)
else:
results = opt.solve(*args, **kwds)
results.pyomo_solve_time = time.time() - time_start
self.results[ah.id] = results
ah.status = ActionStatus.done
self.event_handle[ah.id].update(ah)
return ah
def test_solve_with_store2(self):
# Without symbolic solver labels
model = ConcreteModel()
model.A = RangeSet(1, 4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1, 1))
model.b.obj = Objective(expr=summation(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = SolverFactory('glpk')
results = opt.solve(model, symbolic_solver_labels=False)
#
results.write(filename=join(currdir, 'solve_with_store1.out'),
format='yaml')
self.assertMatchesYamlBaseline(join(currdir, "solve_with_store1.out"),
join(currdir, "solve_with_store1.txt"))
model.solutions.store_to(results)
#
results.write(filename=join(currdir, 'solve_with_store2.out'),
format='yaml')
self.assertMatchesYamlBaseline(join(currdir, "solve_with_store2.out"),
join(currdir, "solve_with_store2.txt"))
#
# Load results with string indices
#
tmodel = ConcreteModel()
tmodel.A = RangeSet(1, 4)
tmodel.b = Block()
tmodel.b.x = Var(tmodel.A, bounds=(-1, 1))
tmodel.b.obj = Objective(expr=summation(tmodel.b.x))
tmodel.c = Constraint(expr=tmodel.b.x[1] >= 0)
self.assertEqual(len(tmodel.solutions), 0)
tmodel.solutions.load_from(results)
self.assertEqual(len(tmodel.solutions), 1)
def test_solve_with_store1(self):
# With symbolic solver labels
model = ConcreteModel()
model.A = RangeSet(1,4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1,1))
model.b.obj = Objective(expr=sum_product(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = SolverFactory('glpk')
results = opt.solve(model, symbolic_solver_labels=True)
#
results.write(filename=join(currdir,'solve_with_store1.out'),
format='yaml')
self.assertMatchesYamlBaseline(
join(currdir,"solve_with_store1.out"),
join(currdir,"solve_with_store1.txt"))
model.solutions.store_to(results)
#
results.write(filename=join(currdir,'solve_with_store2.out'),
format='yaml')
self.assertMatchesYamlBaseline(
join(currdir,"solve_with_store2.out"),
join(currdir,"solve_with_store2.txt"))
#
# Load results with string indices
#
tmodel = ConcreteModel()
tmodel.A = RangeSet(1,4)
tmodel.b = Block()
tmodel.b.x = Var(tmodel.A, bounds=(-1,1))
tmodel.b.obj = Objective(expr=sum_product(tmodel.b.x))
tmodel.c = Constraint(expr=tmodel.b.x[1] >= 0)
self.assertEqual(len(tmodel.solutions), 0)
tmodel.solutions.load_from(results)
self.assertEqual(len(tmodel.solutions), 1)
def logreg_clas(X, Y):
# Dimensions of matrices
m, n = X.shape
# Y must be a vector
if Y.ndim != 1:
raise ValueError('Y must be a one dimensional array')
# Y must have m components
if Y.shape[0] != m:
raise ValueError('Y must be have as many components as rows have X')
# Data file creation
Xa = np.append(np.ones((len(Y),1)), X, axis=1)
dat_write_clas(Xa, Y)
# Solution
model = clas_model(n)
# Create the model instance
instance = model.create_instance('default2.dat')
# Setup the optimizer: linear in this case
import pyomo.environ
opt = pyomo.opt.SolverFactory('ipopt')
# Optimize
results = opt.solve(instance)
# Write the output
results.write()
# Optimal solution
B = np.array([instance.B[j].value for j in instance.J])
return B
def _apply_solver(self):
start_time = time.time()
#
# Transform the instance
#
xfrm = TransformationFactory('bilevel.linear_mpec')
xfrm.apply_to(self._instance)
xfrm = TransformationFactory('mpec.simple_nonlinear')
xfrm.apply_to(self._instance,
mpec_bound=self.options.get('mpec_bound', 1e-7))
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver:
solver = 'glpk'
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt:
#
self.results = []
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
self.results.append(
opt.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit))
#
# Load the result back into the original model
#
##self._instance.load(self.results[0], ignore_invalid_labels=True)
#
stop_time = time.time()
self.wall_time = stop_time - start_time
#
# Deactivate the block that contains the optimality conditions,
# and reactivate SubModel
#
submodel = self._instance._transformation_data[
'bilevel.linear_mpec'].submodel_cuid.find_component(self._instance)
for (name, data) in submodel.component_map(active=False).items():
if not isinstance(data, Var) and not isinstance(data, Set):
data.activate()
# TODO: delete this subblock
self._instance._transformation_data[
'bilevel.linear_mpec'].block_cuid.find_component(
self._instance).deactivate()
#
# Return the sub-solver return condition value and log
#
return pyutilib.misc.Bunch(rc=getattr(opt, '_rc', None),
log=getattr(opt, '_log', None))
def test_solve6(self):
#
# Test that solution values have complete block names:
# b.obj
# b.x
#
model = ConcreteModel()
model.y = Var(bounds=(-1,1))
model.b = Block()
model.b.A = RangeSet(1,4)
model.b.x = Var(model.b.A, bounds=(-1,1))
def obj_rule(block):
return summation(block.x)
model.b.obj = Objective(rule=obj_rule)
def c_rule(model):
expr = model.y
for i in model.b.A:
expr += i*model.b.x[i]
return expr == 0
model.c = Constraint(rule=c_rule)
opt = solver['glpk']
results = opt.solve(model, symbolic_solver_labels=True)
model.solutions.store_to(results)
results.write(filename=currdir+'solve6.out', format='json')
self.assertMatchesJsonBaseline(currdir+"solve6.out", currdir+"solve6.txt", tolerance=1e-4)
def test3a_solve(self):
if not 'glpk' in solvers:
self.skipTest("glpk solver is not available")
self.model = pyomo.opt.AmplModel(currdir+'test3a.mod', currdir+'test3a.dat')
opt = pyomo.opt.SolverFactory('glpk')
results = opt.solve(self.model, keepfiles=False)
results.write(filename=currdir+'test3a.out', format='json')
self.assertMatchesJsonBaseline(currdir+'test3a.out', currdir+'test3.baseline.out', tolerance=1e-6)
def test3_solve(self):
if solver['glpk'] is None:
self.skipTest("glpk solver is not available")
self.model = pyomo.opt.AmplModel(currdir+'test3.mod')
opt = solver['glpk']
results = opt.solve(self.model, keepfiles=False)
results.write(filename=currdir+'test3.out', format='json')
self.assertMatchesJsonBaseline(currdir+'test3.out', currdir+'test3.baseline.out', tolerance=1e-6)
def test3a_solve(self):
if not "glpk" in solvers:
self.skipTest("glpk solver is not available")
self.model = pyomo.opt.AmplModel(currdir + "test3a.mod", currdir + "test3a.dat")
opt = pyomo.opt.SolverFactory("glpk")
results = opt.solve(self.model, keepfiles=False)
results.write(filename=currdir + "test3a.out", format="json")
self.assertMatchesJsonBaseline(currdir + "test3a.out", currdir + "test3.baseline.out", tolerance=1e-6)
def _apply_solver(self):
start_time = time.time()
#
# Transform instance
#
xfrm = TransformationFactory('mpec.simple_nonlinear')
xfrm.apply_to(self._instance)
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver: #pragma:nocover
self.options.solver = solver = 'ipopt'
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt:
self.results = []
epsilon_final = self.options.get('epsilon_final', 1e-7)
epsilon = self.options.get('epsilon_initial', epsilon_final)
while (True):
self._instance.mpec_bound.value = epsilon
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
res = opt.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit)
self.results.append(res)
epsilon /= 10.0
if epsilon < epsilon_final:
break
#
# Reclassify the Complementarity components
#
from pyomo.mpec import Complementarity
for cuid in self._instance._transformation_data['mpec.simple_nonlinear'].compl_cuids:
cobj = cuid.find_component(self._instance)
cobj.parent_block().reclassify_component_type(cobj, Complementarity)
#
# Update timing
#
stop_time = time.time()
self.wall_time = stop_time - start_time
#
# Return the sub-solver return condition value and log
#
return pyutilib.misc.Bunch(rc=getattr(opt,'_rc', None),
log=getattr(opt,'_log',None))
def _apply_solver(self):
start_time = time.time()
#
# Transform the instance
#
xfrm = TransformationFactory('bilevel.linear_mpec')
xfrm.apply_to(self._instance)
xfrm = TransformationFactory('mpec.simple_nonlinear')
xfrm.apply_to(self._instance, mpec_bound=self.options.get('mpec_bound',1e-7))
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver:
solver = 'glpk'
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt:
#
self.results = []
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
self.results.append(opt.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit))
#
# Load the result back into the original model
#
##self._instance.load(self.results[0], ignore_invalid_labels=True)
#
stop_time = time.time()
self.wall_time = stop_time - start_time
#
# Deactivate the block that contains the optimality conditions,
# and reactivate SubModel
#
submodel = self._instance._transformation_data['bilevel.linear_mpec'].submodel_cuid.find_component(self._instance)
for (name, data) in submodel.component_map(active=False).items():
if not isinstance(data,Var) and not isinstance(data,Set):
data.activate()
# TODO: delete this subblock
self._instance._transformation_data['bilevel.linear_mpec'].block_cuid.find_component(self._instance).deactivate()
#
# Return the sub-solver return condition value and log
#
return pyutilib.misc.Bunch(rc=getattr(opt,'_rc', None), log=getattr(opt,'_log',None))
def _apply_solver(self):
start_time = time.time()
#
# Transform instance
#
xfrm = TransformationFactory('mpec.simple_disjunction')
xfrm.apply_to(self._instance)
xfrm = TransformationFactory('gdp.bigm')
xfrm.apply_to(self._instance, default_bigM=self.options.get('bigM',10**6))
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver: #pragma:nocover
self.options.solver = solver = 'glpk'
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt:
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
self.results = opt.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit)
#
# Reclassify the Complementarity components
#
from pyomo.mpec import Complementarity
for cuid in self._instance._transformation_data['mpec.simple_disjunction'].compl_cuids:
cobj = cuid.find_component(self._instance)
cobj.parent_block().reclassify_component_type(cobj, Complementarity)
#
# Transform the result back into the original model
#
##self._instance.solutions.load_from(self.results, ignore_invalid_labels=True)
#
# Update timing
#
stop_time = time.time()
self.wall_time = stop_time - start_time
#
# Return the sub-solver return condition value and log
#
return pyutilib.misc.Bunch(rc=getattr(opt,'_rc', None),
log=getattr(opt,'_log',None))
def OSSolverService():
import pyomo.opt
if len(sys.argv) == 1:
print("OSSolverService -osil <filename> -solver <name>")
sys.exit(1)
osilFile = None
solver = None
i=1
while i<len(sys.argv):
if sys.argv[i] == "-osil":
i=i+1
osilFile=sys.argv[i]
elif sys.argv[i] == "-solver":
i=i+1
solver=sys.argv[i]
i=i+1
print("osilFile",osilFile,"solver",solver)
with pyomo.opt.SolverFactory(solver) as opt:
opt.solve(osilFile, rformat=pyomo.opt.ResultsFormat.osrl)
def _apply_solver(self):
start_time = time.time()
#
# Cache the instance
#
xfrm = TransformationFactory('bilevel.linear_mpec')
xfrm.apply_to(self._instance)
xfrm = TransformationFactory('mpec.simple_disjunction')
xfrm.apply_to(self._instance)
xfrm = TransformationFactory('gdp.bigm')
xfrm.apply_to(self._instance, default_bigM=100000)
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver:
solver = 'glpk'
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt:
#
self.results = []
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
self.results.append(opt.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit))
#
stop_time = time.time()
self.wall_time = stop_time - start_time
#
# Deactivate the block that contains the optimality conditions,
# and reactivate SubModel
#
self._instance._transformation_data['bilevel.linear_mpec'].submodel_cuid.find_component(self._instance).activate()
self._instance._transformation_data['bilevel.linear_mpec'].block_cuid.find_component(self._instance).deactivate()
#
# Return the sub-solver return condition value and log
#
return pyutilib.misc.Bunch(rc=getattr(opt,'_rc', None),
log=getattr(opt,'_log',None))
def test_solve_with_store3(self):
model = ConcreteModel()
model.A = RangeSet(1,4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1,1))
model.b.obj = Objective(expr=sum_product(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = SolverFactory('glpk')
results = opt.solve(model)
#
model.solutions.store_to(results)
results.write(filename=join(currdir,'solve_with_store5.out'),
format='json')
self.assertMatchesYamlBaseline(
join(currdir,"solve_with_store5.out"),
join(currdir,"solve_with_store4.txt"))
#
model.solutions.store_to(results, cuid=True)
buf = pickle.dumps(results)
results_ = pickle.loads(buf)
model.solutions.load_from(results_)
model.solutions.store_to(results_)
results_.write(filename=join(currdir,'solve_with_store6.out'),
format='json')
self.assertMatchesYamlBaseline(
join(currdir,"solve_with_store6.out"),
join(currdir,"solve_with_store4.txt"))
#
# Load results with string indices
#
tmodel = ConcreteModel()
tmodel.A = RangeSet(1,4)
tmodel.b = Block()
tmodel.b.x = Var(tmodel.A, bounds=(-1,1))
tmodel.b.obj = Objective(expr=sum_product(tmodel.b.x))
tmodel.c = Constraint(expr=tmodel.b.x[1] >= 0)
self.assertEqual(len(tmodel.solutions), 0)
tmodel.solutions.load_from(results)
self.assertEqual(len(tmodel.solutions), 1)
tmodel.solutions.store_to(results)
results.write(filename=join(currdir,'solve_with_store7.out'),
format='json')
self.assertMatchesYamlBaseline(
join(currdir,"solve_with_store7.out"),
join(currdir,"solve_with_store4.txt"))
def test_solve4(self):
model = ConcreteModel()
model.A = RangeSet(1,4)
model.x = Var(model.A, bounds=(-1,1))
def obj_rule(model):
return summation(model.x)
model.obj = Objective(rule=obj_rule)
def c_rule(model):
expr = 0
for i in model.A:
expr += i*model.x[i]
return expr == 0
model.c = Constraint(rule=c_rule)
opt = solver['glpk']
results = opt.solve(model, symbolic_solver_labels=True)
model.solutions.store_to(results)
results.write(filename=currdir+'solve4.out', format='json')
self.assertMatchesJsonBaseline(currdir+"solve4.out",currdir+"solve1.txt", tolerance=1e-4)
def test_solve_with_store4(self):
model = ConcreteModel()
model.A = RangeSet(1,4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1,1))
model.b.obj = Objective(expr=summation(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = solver['glpk']
results = opt.solve(model, load_solutions=False)
self.assertEqual(len(model.solutions), 0)
self.assertEqual(len(results.solution), 1)
model.solutions.load_from(results)
self.assertEqual(len(model.solutions), 1)
self.assertEqual(len(results.solution), 1)
#
model.solutions.store_to(results)
results.write(filename=currdir+'solve_with_store8.out', format='json')
self.assertMatchesYamlBaseline(currdir+"solve_with_store8.out", currdir+"solve_with_store4.txt")
def test_blending(self):
""" The blending example from the PuLP documentation """
model = ConcreteModel()
model.x1 = Var(bounds=(0,None), doc="ChickenPercent")
model.x2 = Var(bounds=(0,None), doc="BeefPercent")
model.obj = Objective(expr=0.013*model.x1 + 0.008*model.x2, doc="Total Cost of Ingredients per can")
model.c0 = Constraint(expr=model.x1+model.x2 == 100.0, doc="Percentage Sum")
model.c1 = Constraint(expr=0.100*model.x1 + 0.200*model.x2 >= 8.0, doc="Protein Requirement")
model.c2 = Constraint(expr=0.080*model.x1 + 0.100*model.x2 >= 6.0, doc="Fat Requirement")
model.c3 = Constraint(expr=0.001*model.x1 + 0.005*model.x2 <= 2.0, doc="Fiber Requirement")
model.c4 = Constraint(expr=0.002*model.x1 + 0.005*model.x2 <= 0.4, doc="Salt Requirement")
opt = SolverFactory('glpk')
results = opt.solve(model)
model.solutions.store_to(results)
results.write(filename=currdir+"blend.out", format='json')
self.assertMatchesJsonBaseline(currdir+"blend.out",currdir+"blend.txt", tolerance=1e-2)
def test_solve_with_pickle(self):
model = ConcreteModel()
model.A = RangeSet(1,4)
model.b = Block()
model.b.x = Var(model.A, bounds=(-1,1))
model.b.obj = Objective(expr=summation(model.b.x))
model.c = Constraint(expr=model.b.x[1] >= 0)
opt = solver['glpk']
self.assertEqual(len(model.solutions), 0)
results = opt.solve(model, symbolic_solver_labels=True)
self.assertEqual(len(model.solutions), 1)
#
self.assertEqual(model.solutions[0].gap, 0.0)
self.assertEqual(model.solutions[0].status, SolutionStatus.feasible)
self.assertEqual(model.solutions[0].message, None)
#
buf = pickle.dumps(model)
tmodel = pickle.loads(buf)
self.assertEqual(len(tmodel.solutions), 1)
self.assertEqual(tmodel.solutions[0].gap, 0.0)
self.assertEqual(tmodel.solutions[0].status, SolutionStatus.feasible)
self.assertEqual(tmodel.solutions[0].message, None)
def test_nonnegative_transform_3(self):
self.model.S = RangeSet(0,10)
self.model.T = Set(initialize=["foo", "bar"])
# Unindexed, singly indexed, and doubly indexed variables with
# explicit bounds
self.model.x1 = Var(bounds=(-3, 3))
self.model.y1 = Var(self.model.S, bounds=(-3, 3))
self.model.z1 = Var(self.model.S, self.model.T, bounds=(-3, 3))
# Unindexed, singly indexed, and doubly indexed variables with
# rule-defined bounds
def boundsRule(*args):
return (-4, 4)
self.model.x2 = Var(bounds=boundsRule)
self.model.y2 = Var(self.model.S, bounds=boundsRule)
self.model.z2 = Var(self.model.S, self.model.T, bounds=boundsRule)
# Unindexed, singly indexed, and doubly indexed variables with
# explicit domains
self.model.x3 = Var(domain=NegativeReals, bounds=(-10, 10))
self.model.y3 = Var(self.model.S, domain = NegativeIntegers, bounds=(-10, 10))
self.model.z3 = Var(self.model.S, self.model.T, domain = Reals, bounds=(-10, 10))
# Unindexed, singly indexed, and doubly indexed variables with
# rule-defined domains
def domainRule(*args):
if len(args) == 1:
arg = 0
else:
arg = args[1]
if len(args) == 1 or arg == 0:
return NonNegativeReals
elif arg == 1:
return NonNegativeIntegers
elif arg == 2:
return NonPositiveReals
elif arg == 3:
return NonPositiveIntegers
elif arg == 4:
return NegativeReals
elif arg == 5:
return NegativeIntegers
elif arg == 6:
return PositiveReals
elif arg == 7:
return PositiveIntegers
elif arg == 8:
return Reals
elif arg == 9:
return Integers
elif arg == 10:
return Binary
else:
return Reals
self.model.x4 = Var(domain=domainRule, bounds=(-10, 10))
self.model.y4 = Var(self.model.S, domain=domainRule, bounds=(-10, 10))
self.model.z4 = Var(self.model.S, self.model.T, domain=domainRule, bounds=(-10, 10))
def objRule(model):
return sum(5*sum_product(model.__getattribute__(c+n)) \
for c in ('x', 'y', 'z') for n in ('1', '2', '3', '4'))
self.model.obj = Objective(rule=objRule)
transform = TransformationFactory('core.nonnegative_vars')
instance=self.model.create_instance()
transformed = transform.create_using(instance)
opt = SolverFactory("glpk")
instance_sol = opt.solve(instance)
transformed_sol = opt.solve(transformed)
self.assertEqual(
instance_sol["Solution"][0]["Objective"]['obj']["value"],
transformed_sol["Solution"][0]["Objective"]['obj']["value"]
)
def maximize_one_over_mu(settings, n, k, var_lower, var_upper, node_pos,
mat, integer_vars):
"""Compute the maximum of :math: `1/\mu`.
Construct a PyOmo model to maximize :math: `1/\mu`
See paper by Costa and Nannicini, equation (7) pag 4, and the
references therein.
Parameters
----------
settings : rbfopt_settings.RbfSettings
Global and algorithmic settings.
n : int
The dimension of the problem, i.e. size of the space.
k : int
Number of nodes, i.e. interpolation points.
var_lower : List[float]
Vector of variable lower bounds.
var_upper : List[float]
Vector of variable upper bounds.
node_pos : List[List[float]]
List of coordinates of the nodes
mat : numpy.matrix
The matrix necessary for the computation. This is the inverse
of the matrix [Phi P; P^T 0], see paper as cited above. Must
be a square numpy.matrix of appropriate dimension.
integer_vars : List[int] or None
A list containing the indices of the integrality constrained
variables. If None or empty list, all variables are assumed to
be continuous.
Returns
-------
float
A maximizer. It is difficult to do global optimization so
typically this method returns a local maximum.
Raises
------
ValueError
If the type of radial basis function is not supported.
RuntimeError
If the solver cannot be found.
"""
assert(len(var_lower)==n)
assert(len(var_upper)==n)
assert(len(node_pos)==k)
assert(isinstance(mat, np.matrix))
assert(isinstance(settings, RbfSettings))
# Determine the size of the P matrix
p = ru.get_size_P_matrix(settings, n)
assert(mat.shape==(k + p, k + p))
# Instantiate model
if (ru.get_degree_polynomial(settings) == 1):
model = rbfopt_degree1_models
elif (ru.get_degree_polynomial(settings) == 0):
model = rbfopt_degree0_models
else:
raise ValueError('RBF type ' + settings.rbf + ' not supported')
instance = model.create_max_one_over_mu_model(settings, n, k, var_lower,
var_upper, node_pos, mat,
integer_vars)
# Initialize variables for local search
initialize_instance_variables(settings, instance)
# Instantiate optimizer
opt = pyomo.opt.SolverFactory(config.MINLP_SOLVER_EXEC, solver_io='nl')
if opt is None:
raise RuntimeError('Solver ' + config.MINLP_SOLVER_EXEC + ' not found')
set_minlp_solver_options(opt)
# Solve and load results
try:
results = opt.solve(instance, keepfiles = False,
tee = settings.print_solver_output)
if ((results.solver.status == pyomo.opt.SolverStatus.ok) and
(results.solver.termination_condition ==
TerminationCondition.optimal)):
# this is feasible and optimal
instance.solutions.load_from(results)
point = [instance.x[i].value for i in instance.N]
ru.round_integer_vars(point, integer_vars)
else:
point = None
except:
point = None
return point
def get_noisy_rbf_coefficients(settings, n, k, Phimat, Pmat, node_val,
fast_node_index, fast_node_err_bounds,
init_rbf_lambda = None, init_rbf_h = None):
"""Obtain coefficients for the noisy RBF interpolant.
Solve a quadratic problem to compute the coefficients of the RBF
interpolant that minimizes bumpiness and lets all points with
index in fast_node_index deviate by a specified percentage from
their value.
Parameters
----------
settings : rbfopt_settings.RbfSettings
Global and algorithmic settings.
n : int
The dimension of the problem, i.e. size of the space.
k : int
Number of nodes, i.e. interpolation points.
Phimat : numpy.matrix
Matrix Phi, i.e. top left part of the standard RBF matrix.
Pmat : numpy.matrix
Matrix P, i.e. top right part of the standard RBF matrix.
node_val : List[float]
List of values of the function at the nodes.
fast_node_index : List[int]
List of indices of nodes whose function value should be
considered variable withing the allowed range.
fast_node_err_bounds : List[(float, float)]
Allowed deviation from node values for nodes affected by
error. This is a list of pairs (lower, upper) of the same
length as fast_node_index.
init_rbf_lambda : List[float] or None
Initial values that should be used for the lambda coefficients
of the RBF. Can be None.
init_rbf_h : List[float] or None
Initial values that should be used for the h coefficients of
the RBF. Can be None.
Returns
---
(List[float], List[float])
Two vectors: lambda coefficients (for the radial basis
functions), and h coefficients (for the polynomial). If
initialization information was provided and was valid, then
some values will always be returned. Otherwise, it will be
None.
Raises
------
ValueError
If the type of radial basis function is not supported.
RuntimeError
If the solver cannot be found.
"""
assert(isinstance(settings, RbfSettings))
assert(len(node_val)==k)
assert(isinstance(Phimat, np.matrix))
assert(isinstance(Pmat, np.matrix))
assert(len(fast_node_index)==len(fast_node_err_bounds))
assert(init_rbf_lambda is None or len(init_rbf_lambda)==k)
assert(init_rbf_h is None or len(init_rbf_h)==Pmat.shape[1])
# Instantiate model
if (ru.get_degree_polynomial(settings) == 1):
model = rbfopt_degree1_models
elif (ru.get_degree_polynomial(settings) == 0):
model = rbfopt_degree0_models
else:
raise ValueError('RBF type ' + settings.rbf + ' not supported')
instance = model.create_min_bump_model(settings, n, k, Phimat, Pmat,
node_val, fast_node_index,
fast_node_err_bounds)
# Instantiate optimizer
opt = pyomo.opt.SolverFactory(config.NLP_SOLVER_EXEC, solver_io='nl')
if opt is None:
raise RuntimeError('Solver ' + config.NLP_SOLVER_EXEC + ' not found')
set_nlp_solver_options(opt)
# Initialize instance variables with the solution provided (if
# available). This should avoid any infeasibility.
if (init_rbf_lambda is not None and init_rbf_h is not None):
for i in range(len(init_rbf_lambda)):
instance.rbf_lambda[i] = init_rbf_lambda[i]
instance.slack[i] = 0.0
for i in range(len(init_rbf_h)):
instance.rbf_h[i] = init_rbf_h[i]
# Solve and load results
try:
results = opt.solve(instance, keepfiles = False,
tee = settings.print_solver_output)
if ((results.solver.status == pyomo.opt.SolverStatus.ok) and
(results.solver.termination_condition ==
TerminationCondition.optimal)):
# this is feasible and optimal
instance.solutions.load_from(results)
rbf_lambda = [instance.rbf_lambda[i].value for i in instance.K]
rbf_h = [instance.rbf_h[i].value for i in instance.P]
else:
# If we have initialization information, return it. It is
# a feasible solution. Otherwise, this will be None.
rbf_lambda = init_rbf_lambda
rbf_h = init_rbf_h
except:
# If we have initialization information, return it. It is
# a feasible solution. Otherwise, this will be None.
rbf_lambda = init_rbf_lambda
rbf_h = init_rbf_h
return (rbf_lambda, rbf_h)
def test_standard_form_transform_2(self):
""" Same as #1, but adds constraints """
self.model.S = RangeSet(0,10)
self.model.T = Set(initialize=["foo", "bar"])
# Unindexed, singly indexed, and doubly indexed variables with
# explicit bounds
self.model.x1 = Var(bounds=(-3, 3))
self.model.y1 = Var(self.model.S, bounds=(-3, 3))
self.model.z1 = Var(self.model.S, self.model.T, bounds=(-3, 3))
# Unindexed, singly indexed, and doubly indexed variables with
# rule-defined bounds
def boundsRule(*args):
return (-4, 4)
self.model.x2 = Var(bounds=boundsRule)
self.model.y2 = Var(self.model.S, bounds=boundsRule)
self.model.z2 = Var(self.model.S, self.model.T, bounds=boundsRule)
# Unindexed, singly indexed, and doubly indexed variables with
# explicit domains
self.model.x3 = Var(domain=NegativeReals, bounds=(-10, 10))
self.model.y3 = Var(self.model.S, domain = NegativeIntegers, bounds=(-10, 10))
self.model.z3 = Var(self.model.S, self.model.T, domain = Reals, bounds=(-10, 10))
# Unindexed, singly indexed, and doubly indexed variables with
# rule-defined domains
def domainRule(*args):
if len(args) == 1:
arg = 0
else:
arg = args[1]
if len(args) == 1 or arg == 0:
return NonNegativeReals
elif arg == 1:
return NonNegativeIntegers
elif arg == 2:
return NonPositiveReals
elif arg == 3:
return NonPositiveIntegers
elif arg == 4:
return NegativeReals
elif arg == 5:
return NegativeIntegers
elif arg == 6:
return PositiveReals
elif arg == 7:
return PositiveIntegers
elif arg == 8:
return Reals
elif arg == 9:
return Integers
elif arg == 10:
return Binary
else:
return Reals
self.model.x4 = Var(domain=domainRule, bounds=(-10, 10))
self.model.y4 = Var(self.model.S, domain=domainRule, bounds=(-10, 10))
self.model.z4 = Var(self.model.S, self.model.T, domain=domainRule, bounds=(-10, 10))
# Add some constraints
def makeXConRule(var):
def xConRule(model, var):
return (-1, var, 1)
def makeYConRule(var):
def yConRule(model, var, s):
return (-1, var[s], 1)
def makeZConRule(var):
def zConRule(model, var, s, t):
return (-1, var[s, t], 1)
for n in ('1', '2', '3', '4'):
self.model.__setattr__(
"x" + n + "_constraint",
Constraint(
rule=makeXConRule(
self.model.__getattribute__("x"+n))))
self.model.__setattr__(
"y" + n + "_constraint",
Constraint(
rule=makeYConRule(
self.model.__getattribute__("y"+n))))
self.model.__setattr__(
"z" + n + "_constraint",
Constraint(
rule=makeZConRule(
self.model.__getattribute__("z"+n))))
def objRule(model):
return sum(5*sum_product(model.__getattribute__(c+n)) \
for c in ('x', 'y', 'z') for n in ('1', '2', '3', '4'))
self.model.obj = Objective(rule=objRule)
transform = StandardForm()
instance=self.model.create_instance()
transformed = transform(instance)
opt = SolverFactory("glpk")
instance_sol = opt.solve(instance)
transformed_sol = opt.solve(transformed)
self.assertEqual(
instance_sol["Solution"][0]["Objective"]['obj']["value"],
transformed_sol["Solution"][0]["Objective"]['obj']["value"]
)
def _apply_solver(self):
start_time = time.time()
#
# Cache the instance
#
xfrm = TransformationFactory('bilevel.linear_dual')
xfrm.apply_to(self._instance)
#
# Apply an additional transformation to remap bilinear terms
#
if self.options.transform is None:
xfrm = None
else:
xfrm = TransformationFactory(self.options.transform)
xfrm.apply_to(self._instance)
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver:
solver = 'glpk'
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt:
self.results = []
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
self.results.append(opt.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit))
#
# Transform the result back into the original model
#
tdata = self._instance._transformation_data['bilevel.linear_dual']
unfixed_cuids = set()
# Copy variable values and fix them
for vuid in tdata.fixed:
for index_, data_ in vuid.find_component_on(self._instance).iteritems():
if not data_.fixed:
data_.value = self._instance.find_component(data_).value
data_.fixed = True
unfixed_cuids.add(ComponentUID(data_))
# Reclassify the SubModel components and resolve
for name_ in tdata.submodel:
submodel = getattr(self._instance, name_)
submodel.activate()
dual_submodel = getattr(self._instance, name_+'_dual')
dual_submodel.deactivate()
pyomo.util.PyomoAPIFactory('pyomo.repn.compute_canonical_repn')({}, model=submodel)
self._instance.reclassify_component_type(name_, Block)
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt_inner:
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
self.results.append(opt_inner.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit,
select=None))
self._instance.solutions.select(0, ignore_fixed_vars=True)
data_.parent_component().parent_block().reclassify_component_type(name_, SubModel)
# Unfix variables
for vuid in tdata.fixed:
for index_, data_ in vuid.find_component_on(self._instance).iteritems():
if ComponentUID(data_) in unfixed_cuids:
data_.fixed = False
stop_time = time.time()
self.wall_time = stop_time - start_time
# Reactivate top level objective
for oname, odata in self._instance.component_map(Objective).items():
odata.activate()
#
# Return the sub-solver return condition value and log
#
return pyutilib.misc.Bunch(rc=getattr(opt,'_rc', None),
log=getattr(opt,'_log',None))
def _apply_solver(self):
start_time = time.time()
#
# Cache the instance
#
xfrm = TransformationFactory('bilevel.linear_dual')
xfrm.apply_to(self._instance)
#
# Verify whether the objective is linear
#
nonlinear=False
for odata in self._instance.component_objects(Objective, active=True):
nonlinear = odata.expr.polynomial_degree() != 1
# Stop after the first objective
break
#
# Apply an additional transformation to remap bilinear terms
#
if nonlinear:
gdp_xfrm = TransformationFactory("gdp.bilinear")
gdp_xfrm.apply_to(self._instance)
mip_xfrm = TransformationFactory("gdp.bigm")
mip_xfrm.apply_to(self._instance, default_bigM=self.options.get('bigM',100000))
#
# Solve with a specified solver
#
solver = self.options.solver
if not self.options.solver:
solver = 'glpk'
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt:
self.results = []
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
self.results.append(opt.solve(self._instance,
tee=self._tee,
timelimit=self._timelimit))
#print("POST-SOLVE - BEGIN")
#self._instance.write("tmp.lp", io_options={"symbolic_solver_labels":True})
#self._instance.pprint()
#self._instance.display()
#print("POST-SOLVE - END")
#
# If the problem was bilinear, then reactivate the original data
#
if nonlinear:
i = 0
for v in self._instance.bilinear_data_.vlist.itervalues():
#print(v)
#print(v.cname())
#print(type(v))
#print(v.value)
if abs(v.value) <= 1e-7:
self._instance.bilinear_data_.vlist_boolean[i] = 0
else:
self._instance.bilinear_data_.vlist_boolean[i] = 1
i = i + 1
#
self._instance.bilinear_data_.deactivate()
#
# Transform the result back into the original model
#
tdata = self._instance._transformation_data['bilevel.linear_dual']
unfixed_cuids = set()
# Copy variable values and fix them
for vuid in tdata.fixed:
for index_, data_ in vuid.find_component_on(self._instance).iteritems():
if not data_.fixed:
data_.value = self._instance.find_component(data_).value
data_.fixed = True
unfixed_cuids.add(ComponentUID(data_))
# Reclassify the SubModel components and resolve
for name_ in tdata.submodel:
submodel = getattr(self._instance, name_)
submodel.activate()
for (name, data) in submodel.component_map(active=False).items():
if not isinstance(data,Var) and not isinstance(data,Set):
data.activate()
dual_submodel = getattr(self._instance, name_+'_dual')
dual_submodel.deactivate()
pyomo.util.PyomoAPIFactory('pyomo.repn.compute_canonical_repn')({}, model=submodel)
self._instance.reclassify_component_type(name_, Block)
# use the with block here so that deactivation of the
# solver plugin always occurs thereby avoiding memory
# leaks caused by plugins!
with pyomo.opt.SolverFactory(solver) as opt_inner:
#
# **NOTE: It would be better to override _presolve on the
# base class of this solver as you might be
# missing a number of keywords that were passed
# into the solve method (e.g., none of the
# io_options are getting relayed to the subsolver
# here).
#
results = opt_inner.solve(self._instance, tee=self._tee, timelimit=self._timelimit)
#select=None)
# Unfix variables
for vuid in tdata.fixed:
for index_, data_ in vuid.find_component_on(self._instance).iteritems():
if ComponentUID(data_) in unfixed_cuids:
data_.fixed = False
#
self._instance.solutions.select(0, ignore_fixed_vars=True)
self.results.append(results)
#
stop_time = time.time()
self.wall_time = stop_time - start_time
self.results_obj = self._setup_results_obj()
#
# Reactivate top level objective
# and reclassify the submodel
#
for oname, odata in self._instance.component_map(Objective).items():
odata.activate()
# TODO: rework the Block logic to allow for searching SubModel objects for variables, etc.
#data_.parent_component().parent_block().reclassify_component_type(name_, SubModel)
#
# Return the sub-solver return condition value and log
#
return pyutilib.misc.Bunch(rc=getattr(opt,'_rc', None),
log=getattr(opt,'_log',None))
