def solve(self,
solver,
io,
io_options,
solver_options,
symbolic_labels,
load_solutions):
""" Optimize the model """
assert self.model is not None
opt = SolverFactory(solver, solver_io=io)
opt.options.update(solver_options)
if io == 'nl':
assert opt.problem_format() == ProblemFormat.nl
elif io == 'lp':
assert opt.problem_format() == ProblemFormat.cpxlp
elif io == 'mps':
assert opt.problem_format() == ProblemFormat.mps
#elif io == 'python':
# print opt.problem_format()
# assert opt.problem_format() is None
try:
if isinstance(opt, PersistentSolver):
opt.compile_instance(self.model, symbolic_solver_labels=symbolic_labels)
if opt.warm_start_capable():
results = opt.solve(
self.model,
symbolic_solver_labels=symbolic_labels,
warmstart=True,
load_solutions=load_solutions,
**io_options)
else:
results = opt.solve(
self.model,
symbolic_solver_labels=symbolic_labels,
load_solutions=load_solutions,
**io_options)
return opt, results
finally:
opt.deactivate()
del opt
return None, None
def solve(self, solver, io, io_options, solver_options, symbolic_labels,
load_solutions):
""" Optimize the model """
assert self.model is not None
opt = SolverFactory(solver, solver_io=io)
opt.options.update(solver_options)
if io == 'nl':
assert opt.problem_format() == ProblemFormat.nl
elif io == 'lp':
assert opt.problem_format() == ProblemFormat.cpxlp
elif io == 'mps':
assert opt.problem_format() == ProblemFormat.mps
#elif io == 'python':
# print opt.problem_format()
# assert opt.problem_format() is None
try:
if isinstance(opt, PersistentSolver):
opt.compile_instance(self.model,
symbolic_solver_labels=symbolic_labels)
if opt.warm_start_capable():
results = opt.solve(self.model,
symbolic_solver_labels=symbolic_labels,
warmstart=True,
load_solutions=load_solutions,
**io_options)
else:
results = opt.solve(self.model,
symbolic_solver_labels=symbolic_labels,
load_solutions=load_solutions,
**io_options)
return opt, results
finally:
opt.deactivate()
del opt
return None, None
class ExtensiveFormAlgorithm(PySPConfiguredObject):
@classmethod
def _declare_options(cls, options=None):
if options is None:
options = PySPConfigBlock()
safe_declare_unique_option(
options,
"cvar_weight",
PySPConfigValue(
1.0,
domain=_domain_nonnegative,
description=(
"The weight associated with the CVaR term in "
"the risk-weighted objective "
"formulation. If the weight is 0, then "
"*only* a non-weighted CVaR cost will appear "
"in the EF objective - the expected cost "
"component will be dropped. Default is 1.0."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"generate_weighted_cvar",
PySPConfigValue(
False,
domain=bool,
description=(
"Add a weighted CVaR term to the "
"primary objective. Default is False."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"risk_alpha",
PySPConfigValue(
0.95,
domain=_domain_unit_interval,
description=(
"The probability threshold associated with "
"CVaR (or any future) risk-oriented "
"performance metrics. Default is 0.95."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"cc_alpha",
PySPConfigValue(
0.0,
domain=_domain_unit_interval,
description=(
"The probability threshold associated with a "
"chance constraint. The RHS will be one "
"minus this value. Default is 0."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"cc_indicator_var",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"The name of the binary variable to be used "
"to construct a chance constraint. Default "
"is None, which indicates no chance "
"constraint."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_common_option(options,
"solver")
safe_declare_common_option(options,
"solver_io")
safe_declare_common_option(options,
"solver_manager")
safe_declare_common_option(options,
"solver_options")
safe_declare_common_option(options,
"disable_warmstart")
safe_declare_common_option(options,
"solver_manager_pyro_host")
safe_declare_common_option(options,
"solver_manager_pyro_port")
safe_declare_common_option(options,
"solver_manager_pyro_shutdown")
safe_declare_common_option(options,
"verbose",
ap_group=_ef_group_label)
safe_declare_common_option(options,
"output_times",
ap_group=_ef_group_label)
safe_declare_common_option(options,
"output_solver_results",
ap_group=_ef_group_label)
return options
def __enter__(self):
return self
def __exit__(self, *args):
self.close()
def close(self):
self.destroy_ef()
if self._solver_manager is not None:
if isinstance(self._solver_manager,
pyomo.solvers.plugins.smanager.\
pyro.SolverManager_Pyro):
if self.get_option("pyro_shutdown_workers"):
self._solver_manager.shutdown_workers()
self._solver_manager = None
self._manager = None
def __init__(self, manager, *args, **kwds):
import pyomo.solvers.plugins.smanager.pyro
super(ExtensiveFormAlgorithm, self).__init__(*args, **kwds)
# TODO: after PH moves over to the new code
#if not isinstance(manager, ScenarioTreeManager):
# raise TypeError("ExtensiveFormAlgorithm requires an instance of the "
# "ScenarioTreeManager interface as the "
# "second argument")
if not manager.initialized:
raise ValueError("ExtensiveFormAlgorithm requires a scenario tree "
"manager that has been fully initialized")
self._manager = manager
self.instance = None
self._solver_manager = None
self._solver = None
# The following attributes will be modified by the
# solve() method. For users that are scripting, these
# can be accessed after the solve() method returns.
# They will be reset each time solve() is called.
############################################
self.objective = None
self.gap = None
self.termination_condition = None
self.termination_message = None
self.solver_status = None
self.solution_status = None
self.solver_results = None
self.time = None
self.pyomo_time = None
############################################
# apparently the SolverFactory does not have sane
# behavior when the solver name is None
if self.get_option("solver") is None:
raise ValueError("The 'solver' option can not be None")
self._solver = SolverFactory(self.get_option("solver"),
solver_io=self.get_option("solver_io"))
if isinstance(self._solver, UnknownSolver):
raise ValueError("Failed to create solver of type="+
self.get_option("solver")+
" for use in extensive form solve")
solver_manager_type = self.get_option("solver_manager")
if solver_manager_type == "phpyro":
print("*** WARNING ***: PHPyro is not a supported solver "
"manager type for the extensive-form solver. "
"Falling back to serial.")
solver_manager_type = 'serial'
self._solver_manager = SolverManagerFactory(
solver_manager_type,
host=self.get_option("solver_manager_pyro_host"),
port=self.get_option("solver_manager_pyro_port"))
if self._solver_manager is None:
raise ValueError("Failed to create solver manager of type="
+self.get_option("solver")+
" for use in extensive form solve")
def build_ef(self):
self.destroy_ef()
if self.get_option("verbose"):
print("Creating extensive form instance")
start_time = time.time()
# then validate the associated parameters.
generate_weighted_cvar = False
cvar_weight = None
risk_alpha = None
if self.get_option("generate_weighted_cvar"):
generate_weighted_cvar = True
cvar_weight = self.get_option("cvar_weight")
risk_alpha = self.get_option("risk_alpha")
self.instance = create_ef_instance(
self._manager.scenario_tree,
verbose_output=self.get_option("verbose"),
generate_weighted_cvar=generate_weighted_cvar,
cvar_weight=cvar_weight,
risk_alpha=risk_alpha,
cc_indicator_var_name=self.get_option("cc_indicator_var"),
cc_alpha=self.get_option("cc_alpha"))
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to construct extensive form instance=%.2f seconds"
%(time.time() - start_time))
def destroy_ef(self):
if self.instance is not None:
for scenario in self._manager.scenario_tree.scenarios:
self.instance.del_component(scenario.name)
scenario._instance_objective.activate()
self.instance = None
def write(self, filename):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
suf = os.path.splitext(filename)[1]
if suf not in ['.nl','.lp','.mps']:
if self._solver.problem_format() == ProblemFormat.cpxlp:
filename += '.lp'
elif self._solver.problem_format() == ProblemFormat.nl:
filename += '.nl'
elif self._solver.problem_format() == ProblemFormat.mps:
filename += '.mps'
else:
raise ValueError("Could not determine output file format. "
"No recognized ending suffix was provided "
"and no format was indicated was by the "
"--solver-io option.")
start_time = time.time()
print("Writing extensive form to file="+filename)
smap_id = write_ef(self.instance,
filename,
self.get_option("symbolic_solver_labels"))
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to write output file=%.2f seconds"
% (time.time() - start_time))
return filename, smap_id
def solve(self,
check_status=True,
exception_on_failure=True,
output_solver_log=False,
symbolic_solver_labels=False,
keep_solver_files=False,
io_options=None):
# TODO: Does this import need to be delayed because
# it is in a plugins subdirectory
from pyomo.solvers.plugins.solvers.persistent_solver import \
PersistentSolver
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
start_time = time.time()
if self.get_option("verbose"):
print("Queuing extensive form solve")
self.objective = None
self.gap = None
self.bound = None
self.termination_condition = None
self.termination_message = None
self.solver_status = None
self.solution_status = None
self.solver_results = None
self.time = None
self.pyomo_time = None
if isinstance(self._solver, PersistentSolver):
self._solver.compile_instance(
self.instance,
symbolic_solver_labels=symbolic_solver_labels)
solve_kwds = {}
solve_kwds['load_solutions'] = False
if keep_solver_files:
solve_kwds['keepfiles'] = True
if symbolic_solver_labels:
solve_kwds['symbolic_solver_labels'] = True
if output_solver_log:
solve_kwds['tee'] = True
solver_options = self.get_option("solver_options")
if len(solver_options) > 0:
if type(solver_options) is tuple:
solve_kwds["options"] = {}
for name_val in solver_options:
assert "=" in name_val
name, val = name_val.split("=")
solve_kwds["options"][name.strip()] = val.strip()
else:
solve_kwds["options"] = solver_options
if io_options is not None:
solve_kwds.update(io_options)
self.objective_sense = \
find_active_objective(self.instance).sense
if (not self.get_option("disable_warmstart")) and \
(self._solver.warm_start_capable()):
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
warmstart=True,
**solve_kwds)
else:
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
**solve_kwds)
if self.get_option("verbose"):
print("Waiting for extensive form solve")
results = self._solver_manager.wait_for(action_handle)
if self.get_option("verbose"):
print("Done with extensive form solve - loading results")
if self.get_option("output_solver_results"):
print("Results for ef:")
results.write(num=1)
self.solver_results = results
if hasattr(results.solver,"user_time") and \
(not isinstance(results.solver.user_time,
UndefinedData)) and \
(results.solver.user_time is not None):
# the solve time might be a string, or might
# not be - we eventually would like more
# consistency on this front from the solver
# plugins.
self.time = \
float(results.solver.user_time)
elif hasattr(results.solver,"time"):
self.time = \
float(results.solver.time)
else:
self.time = None
if hasattr(results,"pyomo_solve_time"):
self.pyomo_time = \
results.pyomo_solve_time
else:
self.pyomo_time = None
self.termination_condition = \
results.solver.termination_condition
self.termination_message = None
if hasattr(results.solver,"termination_message"):
self.termination_message = results.solver.termination_message
elif hasattr(results.solver,"message"):
self.termination_message = results.solver.message
self.solver_status = \
results.solver.status
if len(results.solution) > 0:
assert len(results.solution) == 1
results_sm = results._smap
self.instance.solutions.load_from(results)
solution0 = results.solution(0)
if hasattr(solution0, "gap") and \
(solution0.gap is not None) and \
(not isinstance(solution0.gap,
UndefinedData)):
self.gap = float(solution0.gap)
else:
self.gap = None
self.solution_status = solution0.status
if self.get_option("verbose"):
print("Storing solution in scenario tree")
for scenario in self._manager.scenario_tree.scenarios:
scenario.update_solution_from_instance()
self._manager.scenario_tree.snapshotSolutionFromScenarios()
self.objective = self._manager.scenario_tree.\
findRootNode().\
computeExpectedNodeCost()
if self.gap is not None:
if self.objective_sense == pyomo.core.base.minimize:
self.bound = self.objective - self.gap
else:
self.bound = self.objective + self.gap
else:
self.objective = None
self.gap = None
self.bound = None
self.solution_status = None
failure = False
if check_status:
if not ((self.solution_status == SolutionStatus.optimal) or \
(self.solution_status == SolutionStatus.feasible)):
failure = True
if self.get_option("verbose") or \
exception_on_failure:
msg = ("EF solve failed solution status check:\n"
"Solver Status: %s\n"
"Termination Condition: %s\n"
"Solution Status: %s\n"
% (self.solver_status,
self.termination_condition,
self.solution_status))
if self.get_option("verbose"):
print(msg)
if exception_on_failure:
raise RuntimeError(msg)
else:
if self.get_option("verbose"):
print("EF solve completed. Skipping status check.")
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to solve and load results for the "
"extensive form=%.2f seconds"
% (time.time()-start_time))
return failure
class ExtensiveFormAlgorithm(PySPConfiguredObject):
@classmethod
def _declare_options(cls, options=None):
if options is None:
options = PySPConfigBlock()
safe_declare_unique_option(
options,
"cvar_weight",
PySPConfigValue(
1.0,
domain=_domain_nonnegative,
description=("The weight associated with the CVaR term in "
"the risk-weighted objective "
"formulation. If the weight is 0, then "
"*only* a non-weighted CVaR cost will appear "
"in the EF objective - the expected cost "
"component will be dropped. Default is 1.0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"generate_weighted_cvar",
PySPConfigValue(
False,
domain=bool,
description=("Add a weighted CVaR term to the "
"primary objective. Default is False."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"risk_alpha",
PySPConfigValue(
0.95,
domain=_domain_unit_interval,
description=("The probability threshold associated with "
"CVaR (or any future) risk-oriented "
"performance metrics. Default is 0.95."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"cc_alpha",
PySPConfigValue(
0.0,
domain=_domain_unit_interval,
description=("The probability threshold associated with a "
"chance constraint. The RHS will be one "
"minus this value. Default is 0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
options,
"cc_indicator_var",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=("The name of the binary variable to be used "
"to construct a chance constraint. Default "
"is None, which indicates no chance "
"constraint."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_common_option(options, "solver")
safe_declare_common_option(options, "solver_io")
safe_declare_common_option(options, "solver_manager")
safe_declare_common_option(options, "solver_options")
safe_declare_common_option(options, "disable_warmstart")
safe_declare_common_option(options, "solver_manager_pyro_host")
safe_declare_common_option(options, "solver_manager_pyro_port")
safe_declare_common_option(options, "solver_manager_pyro_shutdown")
safe_declare_common_option(options,
"verbose",
ap_group=_ef_group_label)
safe_declare_common_option(options,
"output_times",
ap_group=_ef_group_label)
safe_declare_common_option(options,
"output_solver_results",
ap_group=_ef_group_label)
return options
def __enter__(self):
return self
def __exit__(self, *args):
self.close()
def close(self):
self.destroy_ef()
if self._solver_manager is not None:
if isinstance(self._solver_manager,
pyomo.solvers.plugins.smanager.\
pyro.SolverManager_Pyro):
if self.get_option("pyro_shutdown_workers"):
self._solver_manager.shutdown_workers()
self._solver_manager = None
self._manager = None
def __init__(self, manager, *args, **kwds):
import pyomo.solvers.plugins.smanager.pyro
super(ExtensiveFormAlgorithm, self).__init__(*args, **kwds)
# TODO: after PH moves over to the new code
#if not isinstance(manager, ScenarioTreeManager):
# raise TypeError("ExtensiveFormAlgorithm requires an instance of the "
# "ScenarioTreeManager interface as the "
# "second argument")
if not manager.initialized:
raise ValueError("ExtensiveFormAlgorithm requires a scenario tree "
"manager that has been fully initialized")
self._manager = manager
self.instance = None
self._solver_manager = None
self._solver = None
# The following attributes will be modified by the
# solve() method. For users that are scripting, these
# can be accessed after the solve() method returns.
# They will be reset each time solve() is called.
############################################
self.objective = None
self.gap = None
self.termination_condition = None
self.termination_message = None
self.solver_status = None
self.solution_status = None
self.solver_results = None
self.time = None
self.pyomo_time = None
############################################
# apparently the SolverFactory does not have sane
# behavior when the solver name is None
if self.get_option("solver") is None:
raise ValueError("The 'solver' option can not be None")
self._solver = SolverFactory(self.get_option("solver"),
solver_io=self.get_option("solver_io"))
if isinstance(self._solver, UnknownSolver):
raise ValueError("Failed to create solver of type=" +
self.get_option("solver") +
" for use in extensive form solve")
solver_manager_type = self.get_option("solver_manager")
if solver_manager_type == "phpyro":
print("*** WARNING ***: PHPyro is not a supported solver "
"manager type for the extensive-form solver. "
"Falling back to serial.")
solver_manager_type = 'serial'
self._solver_manager = SolverManagerFactory(
solver_manager_type,
host=self.get_option("solver_manager_pyro_host"),
port=self.get_option("solver_manager_pyro_port"))
if self._solver_manager is None:
raise ValueError("Failed to create solver manager of type=" +
self.get_option("solver") +
" for use in extensive form solve")
def build_ef(self):
self.destroy_ef()
if self.get_option("verbose"):
print("Creating extensive form instance")
start_time = time.time()
# then validate the associated parameters.
generate_weighted_cvar = False
cvar_weight = None
risk_alpha = None
if self.get_option("generate_weighted_cvar"):
generate_weighted_cvar = True
cvar_weight = self.get_option("cvar_weight")
risk_alpha = self.get_option("risk_alpha")
self.instance = create_ef_instance(
self._manager.scenario_tree,
verbose_output=self.get_option("verbose"),
generate_weighted_cvar=generate_weighted_cvar,
cvar_weight=cvar_weight,
risk_alpha=risk_alpha,
cc_indicator_var_name=self.get_option("cc_indicator_var"),
cc_alpha=self.get_option("cc_alpha"))
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to construct extensive form instance=%.2f seconds" %
(time.time() - start_time))
def destroy_ef(self):
if self.instance is not None:
for scenario in self._manager.scenario_tree.scenarios:
self.instance.del_component(scenario.name)
scenario._instance_objective.activate()
self.instance = None
def write(self, filename):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
suf = os.path.splitext(filename)[1]
if suf not in ['.nl', '.lp', '.mps']:
if self._solver.problem_format() == ProblemFormat.cpxlp:
filename += '.lp'
elif self._solver.problem_format() == ProblemFormat.nl:
filename += '.nl'
elif self._solver.problem_format() == ProblemFormat.mps:
filename += '.mps'
else:
raise ValueError("Could not determine output file format. "
"No recognized ending suffix was provided "
"and no format was indicated was by the "
"--solver-io option.")
start_time = time.time()
print("Writing extensive form to file=" + filename)
smap_id = write_ef(self.instance, filename,
self.get_option("symbolic_solver_labels"))
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to write output file=%.2f seconds" %
(time.time() - start_time))
return filename, smap_id
def solve(self,
check_status=True,
exception_on_failure=True,
output_solver_log=False,
symbolic_solver_labels=False,
keep_solver_files=False,
io_options=None):
# TODO: Does this import need to be delayed because
# it is in a plugins subdirectory
from pyomo.solvers.plugins.solvers.persistent_solver import \
PersistentSolver
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
start_time = time.time()
if self.get_option("verbose"):
print("Queuing extensive form solve")
self.objective = None
self.gap = None
self.bound = None
self.termination_condition = None
self.termination_message = None
self.solver_status = None
self.solution_status = None
self.solver_results = None
self.time = None
self.pyomo_time = None
if isinstance(self._solver, PersistentSolver):
self._solver.compile_instance(
self.instance, symbolic_solver_labels=symbolic_solver_labels)
solve_kwds = {}
solve_kwds['load_solutions'] = False
if keep_solver_files:
solve_kwds['keepfiles'] = True
if symbolic_solver_labels:
solve_kwds['symbolic_solver_labels'] = True
if output_solver_log:
solve_kwds['tee'] = True
solver_options = self.get_option("solver_options")
if len(solver_options) > 0:
if type(solver_options) is tuple:
solve_kwds["options"] = {}
for name_val in solver_options:
assert "=" in name_val
name, val = name_val.split("=")
solve_kwds["options"][name.strip()] = val.strip()
else:
solve_kwds["options"] = solver_options
if io_options is not None:
solve_kwds.update(io_options)
self.objective_sense = \
find_active_objective(self.instance).sense
if (not self.get_option("disable_warmstart")) and \
(self._solver.warm_start_capable()):
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
warmstart=True,
**solve_kwds)
else:
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
**solve_kwds)
if self.get_option("verbose"):
print("Waiting for extensive form solve")
results = self._solver_manager.wait_for(action_handle)
if self.get_option("verbose"):
print("Done with extensive form solve - loading results")
if self.get_option("output_solver_results"):
print("Results for ef:")
results.write(num=1)
self.solver_results = results
if hasattr(results.solver,"user_time") and \
(not isinstance(results.solver.user_time,
UndefinedData)) and \
(results.solver.user_time is not None):
# the solve time might be a string, or might
# not be - we eventually would like more
# consistency on this front from the solver
# plugins.
self.time = \
float(results.solver.user_time)
elif hasattr(results.solver, "time"):
self.time = \
float(results.solver.time)
else:
self.time = None
if hasattr(results, "pyomo_solve_time"):
self.pyomo_time = \
results.pyomo_solve_time
else:
self.pyomo_time = None
self.termination_condition = \
results.solver.termination_condition
self.termination_message = None
if hasattr(results.solver, "termination_message"):
self.termination_message = results.solver.termination_message
elif hasattr(results.solver, "message"):
self.termination_message = results.solver.message
self.solver_status = \
results.solver.status
if len(results.solution) > 0:
assert len(results.solution) == 1
results_sm = results._smap
self.instance.solutions.load_from(results)
solution0 = results.solution(0)
if hasattr(solution0, "gap") and \
(solution0.gap is not None) and \
(not isinstance(solution0.gap,
UndefinedData)):
self.gap = float(solution0.gap)
else:
self.gap = None
self.solution_status = solution0.status
if self.get_option("verbose"):
print("Storing solution in scenario tree")
for scenario in self._manager.scenario_tree.scenarios:
scenario.update_solution_from_instance()
self._manager.scenario_tree.snapshotSolutionFromScenarios()
self.objective = self._manager.scenario_tree.\
findRootNode().\
computeExpectedNodeCost()
if self.gap is not None:
if self.objective_sense == pyomo.core.base.minimize:
self.bound = self.objective - self.gap
else:
self.bound = self.objective + self.gap
else:
self.objective = None
self.gap = None
self.bound = None
self.solution_status = None
failure = False
if check_status:
if not ((self.solution_status == SolutionStatus.optimal) or \
(self.solution_status == SolutionStatus.feasible)):
failure = True
if self.get_option("verbose") or \
exception_on_failure:
msg = ("EF solve failed solution status check:\n"
"Solver Status: %s\n"
"Termination Condition: %s\n"
"Solution Status: %s\n" %
(self.solver_status, self.termination_condition,
self.solution_status))
if self.get_option("verbose"):
print(msg)
if exception_on_failure:
raise RuntimeError(msg)
else:
if self.get_option("verbose"):
print("EF solve completed. Skipping status check.")
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to solve and load results for the "
"extensive form=%.2f seconds" % (time.time() - start_time))
return failure
class ExtensiveFormAlgorithm(PySPConfiguredObject):
_declared_options = \
PySPConfigBlock("Options declared for the "
"ExtensiveFormAlgorithm class")
safe_declare_unique_option(
_declared_options,
"cvar_weight",
PySPConfigValue(
1.0,
domain=_domain_nonnegative,
description=(
"The weight associated with the CVaR term in "
"the risk-weighted objective "
"formulation. If the weight is 0, then "
"*only* a non-weighted CVaR cost will appear "
"in the EF objective - the expected cost "
"component will be dropped. Default is 1.0."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"generate_weighted_cvar",
PySPConfigValue(
False,
domain=bool,
description=(
"Add a weighted CVaR term to the "
"primary objective. Default is False."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"risk_alpha",
PySPConfigValue(
0.95,
domain=_domain_unit_interval,
description=(
"The probability threshold associated with "
"CVaR (or any future) risk-oriented "
"performance metrics. Default is 0.95."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"cc_alpha",
PySPConfigValue(
0.0,
domain=_domain_unit_interval,
description=(
"The probability threshold associated with a "
"chance constraint. The RHS will be one "
"minus this value. Default is 0."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"cc_indicator_var",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"The name of the binary variable to be used "
"to construct a chance constraint. Default "
"is None, which indicates no chance "
"constraint."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"mipgap",
PySPConfigValue(
None,
domain=_domain_unit_interval,
description=(
"Specifies the mipgap for the EF solve."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver",
PySPConfigValue(
"cplex",
domain=_domain_must_be_str,
description=(
"Specifies the solver used to solve the "
"extensive form model. Default is cplex."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_io",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"The type of IO used to execute the "
"solver. Different solvers support different "
"types of IO, but the following are common "
"options: lp - generate LP files, nl - "
"generate NL files, python - direct Python "
"interface, os - generate OSiL XML files."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_manager",
PySPConfigValue(
'serial',
domain=_domain_must_be_str,
description=(
"The type of solver manager used to "
"coordinate solves. Default is serial."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_options",
PySPConfigValue(
(),
domain=_domain_tuple_of_str_or_dict,
description=(
"Persistent solver options used when "
"solving the extensive form model. This "
"option can be used multiple times from "
"the command line to specify more than "
"one solver option."
),
doc=None,
visibility=0),
ap_kwds={'action': 'append'},
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"disable_warmstart",
PySPConfigValue(
False,
domain=bool,
description=(
"Disable warm-start of EF solves. "
"Default is False."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_host",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=(
"The hostname to bind on when searching "
"for a Pyro nameserver."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_port",
PySPConfigValue(
None,
domain=_domain_nonnegative_integer,
description=(
"The port to bind on when searching for "
"a Pyro nameserver."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_shutdown",
PySPConfigValue(
False,
domain=bool,
description=(
"Attempt to shut down all Pyro-related components "
"associated with the Pyro name server used by any scenario "
"tree manager or solver manager. Components to shutdown "
"include the name server, dispatch server, and any "
"scenariotreeserver or pyro_mip_server processes. Note "
"that if Pyro4 is in use the nameserver will always "
"ignore this request."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_shutdown_workers",
PySPConfigValue(
False,
domain=bool,
description=(
"Upon exit, send shutdown requests to all worker "
"processes that were acquired through the dispatcher. "
"This typically includes scenariotreeserver processes "
"(used by the Pyro scenario tree manager) and pyro_mip_server "
"processes (used by the Pyro solver manager). This leaves "
"any dispatchers and namservers running as well as any "
"processes registered with the dispather that were not "
"acquired for work by this client."
),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"symbolic_solver_labels",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_solver_log",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"verbose",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_times",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"keep_solver_files",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_solver_results",
ap_group=_ef_group_label)
def __enter__(self):
return self
def __exit__(self, *args):
self.close()
def close(self):
self.destroy_ef()
if self._solver is not None:
self._solver.deactivate()
if self._solver_manager is not None:
if isinstance(self._solver_manager,
pyomo.solvers.plugins.smanager.\
pyro.SolverManager_Pyro):
if self.get_option("pyro_shutdown_workers"):
self._solver_manager.shutdown_workers()
self._solver_manager.deactivate()
self._solver_manager = None
self._manager = None
self.objective = undefined
self.objective_sense = undefined
self.gap = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
def __init__(self, manager, *args, **kwds):
import pyomo.solvers.plugins.smanager.pyro
super(ExtensiveFormAlgorithm, self).__init__(*args, **kwds)
# TODO: after PH moves over to the new code
#if not isinstance(manager, ScenarioTreeManager):
# raise TypeError("ExtensiveFormAlgorithm requires an instance of the "
# "ScenarioTreeManager interface as the "
# "second argument")
if not manager.initialized:
raise ValueError("ExtensiveFormAlgorithm requires a scenario tree "
"manager that has been fully initialized")
self._manager = manager
self.instance = None
self._solver_manager = None
self._solver = None
# The following attributes will be modified by the
# solve() method. For users that are scripting, these
# can be accessed after the solve() method returns.
# They will be reset each time solve() is called.
############################################
self.objective = undefined
self.gap = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
############################################
self._solver = SolverFactory(self.get_option("solver"),
solver_io=self.get_option("solver_io"))
if isinstance(self._solver, UnknownSolver):
raise ValueError("Failed to create solver of type="+
self.get_option("solver")+
" for use in extensive form solve")
if len(self.get_option("solver_options")) > 0:
if self.get_option("verbose"):
print("Initializing ef solver with options="
+str(list(self.get_option("solver_options"))))
self._solver.set_options("".join(self.get_option("solver_options")))
if self.get_option("mipgap") is not None:
if (self.get_option("mipgap") < 0.0) or \
(self.get_option("mipgap") > 1.0):
raise ValueError("Value of the mipgap parameter for the EF "
"solve must be on the unit interval; "
"value specified="+str(self.get_option("mipgap")))
self._solver.options.mipgap = float(self.get_option("mipgap"))
solver_manager_type = self.get_option("solver_manager")
if solver_manager_type == "phpyro":
print("*** WARNING ***: PHPyro is not a supported solver "
"manager type for the extensive-form solver. "
"Falling back to serial.")
solver_manager_type = 'serial'
self._solver_manager = SolverManagerFactory(
solver_manager_type,
host=self.get_option("pyro_host"),
port=self.get_option("pyro_port"))
if self._solver_manager is None:
raise ValueError("Failed to create solver manager of type="
+self.get_option("solver")+
" for use in extensive form solve")
def build_ef(self):
self.destroy_ef()
if self.get_option("verbose"):
print("Creating extensive form instance")
start_time = time.time()
# then validate the associated parameters.
generate_weighted_cvar = False
cvar_weight = None
risk_alpha = None
if self.get_option("generate_weighted_cvar"):
generate_weighted_cvar = True
cvar_weight = self.get_option("cvar_weight")
risk_alpha = self.get_option("risk_alpha")
self.instance = create_ef_instance(
self._manager.scenario_tree,
verbose_output=self.get_option("verbose"),
generate_weighted_cvar=generate_weighted_cvar,
cvar_weight=cvar_weight,
risk_alpha=risk_alpha,
cc_indicator_var_name=self.get_option("cc_indicator_var"),
cc_alpha=self.get_option("cc_alpha"))
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to construct extensive form instance=%.2f seconds"
%(time.time() - start_time))
def destroy_ef(self):
if self.instance is not None:
for scenario in self._manager.scenario_tree.scenarios:
self.instance.del_component(scenario.name)
scenario._instance_objective.activate()
self.instance = None
def write(self, filename):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
suf = os.path.splitext(filename)[1]
if suf not in ['.nl','.lp','.mps']:
if self._solver.problem_format() == ProblemFormat.cpxlp:
filename += '.lp'
elif self._solver.problem_format() == ProblemFormat.nl:
filename += '.nl'
elif self._solver.problem_format() == ProblemFormat.mps:
filename += '.mps'
else:
raise ValueError("Could not determine output file format. "
"No recognized ending suffix was provided "
"and no format was indicated was by the "
"--solver-io option.")
start_time = time.time()
if self.get_option("verbose"):
print("Starting to write extensive form")
smap_id = write_ef(self.instance,
filename,
self.get_option("symbolic_solver_labels"))
print("Extensive form written to file="+filename)
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to write output file=%.2f seconds"
% (time.time() - start_time))
return filename, smap_id
def solve(self,
check_status=True,
exception_on_failure=True,
io_options=None):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
start_time = time.time()
if self.get_option("verbose"):
print("Queuing extensive form solve")
self.objective = undefined
self.gap = undefined
self.bound = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
if isinstance(self._solver, PersistentSolver):
self._solver.compile_instance(
self.instance,
symbolic_solver_labels=self.get_option("symbolic_solver_labels"))
solve_kwds = {}
solve_kwds['load_solutions'] = False
if self.get_option("keep_solver_files"):
solve_kwds['keepfiles'] = True
if self.get_option("symbolic_solver_labels"):
solve_kwds['symbolic_solver_labels'] = True
if self.get_option("output_solver_log"):
solve_kwds['tee'] = True
if io_options is not None:
solve_kwds.update(io_options)
self.objective_sense = \
find_active_objective(self.instance).sense
if (not self.get_option("disable_warmstart")) and \
(self._solver.warm_start_capable()):
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
warmstart=True,
**solve_kwds)
else:
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
**solve_kwds)
if self.get_option("verbose"):
print("Waiting for extensive form solve")
results = self._solver_manager.wait_for(action_handle)
if self.get_option("verbose"):
print("Done with extensive form solve - loading results")
if self.get_option("output_solver_results"):
print("Results for ef:")
results.write(num=1)
self.solver_results = results
if hasattr(results.solver,"user_time") and \
(not isinstance(results.solver.user_time,
UndefinedData)) and \
(results.solver.user_time is not None):
# the solve time might be a string, or might
# not be - we eventually would like more
# consistency on this front from the solver
# plugins.
self.solve_time = \
float(results.solver.user_time)
elif hasattr(results.solver,"time"):
self.solve_time = \
float(results.solver.time)
else:
self.solve_time = undefined
if hasattr(results,"pyomo_solve_time"):
self.pyomo_solve_time = \
results.pyomo_solve_time
else:
self.pyomo_solve_times = undefined
self.termination_condition = \
results.solver.termination_condition
self.solver_status = \
results.solver.status
if len(results.solution) > 0:
assert len(results.solution) == 1
results_sm = results._smap
self.instance.solutions.load_from(results)
solution0 = results.solution(0)
if hasattr(solution0, "gap") and \
(solution0.gap is not None):
self.gap = solution0.gap
else:
self.gap = undefined
self.solution_status = solution0.status
if self.get_option("verbose"):
print("Storing solution in scenario tree")
for scenario in self._manager.scenario_tree.scenarios:
scenario.update_solution_from_instance()
self._manager.scenario_tree.snapshotSolutionFromScenarios()
self.objective = self._manager.scenario_tree.\
findRootNode().\
computeExpectedNodeCost()
if self.gap is not undefined:
if self.objective_sense == pyomo.core.base.minimize:
self.bound = self.objective - self.gap
else:
self.bound = self.objective + self.gap
else:
self.objective = undefined
self.gap = undefined
self.bound = undefined
self.solution_status = undefined
failure = False
if check_status:
if not ((self.solution_status == SolutionStatus.optimal) or \
(self.solution_status == SolutionStatus.feasible)):
failure = True
if self.get_option("verbose") or \
exception_on_failure:
msg = ("EF solve failed solution status check:\n"
"Solver Status: %s\n"
"Termination Condition: %s\n"
"Solution Status: %s\n"
% (self.solver_status,
self.termination_condition,
self.solution_status))
if self.get_option("verbose"):
print(msg)
if exception_on_failure:
raise RuntimeError(msg)
else:
if self.get_option("verbose"):
print("EF solve completed. Skipping status check.")
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to solve and load results for the "
"extensive form=%.2f seconds"
% (time.time()-start_time))
return failure
class ExtensiveFormAlgorithm(PySPConfiguredObject):
_declared_options = \
PySPConfigBlock("Options declared for the "
"ExtensiveFormAlgorithm class")
safe_declare_unique_option(
_declared_options,
"cvar_weight",
PySPConfigValue(
1.0,
domain=_domain_nonnegative,
description=("The weight associated with the CVaR term in "
"the risk-weighted objective "
"formulation. If the weight is 0, then "
"*only* a non-weighted CVaR cost will appear "
"in the EF objective - the expected cost "
"component will be dropped. Default is 1.0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"generate_weighted_cvar",
PySPConfigValue(False,
domain=bool,
description=("Add a weighted CVaR term to the "
"primary objective. Default is False."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"risk_alpha",
PySPConfigValue(
0.95,
domain=_domain_unit_interval,
description=("The probability threshold associated with "
"CVaR (or any future) risk-oriented "
"performance metrics. Default is 0.95."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"cc_alpha",
PySPConfigValue(
0.0,
domain=_domain_unit_interval,
description=("The probability threshold associated with a "
"chance constraint. The RHS will be one "
"minus this value. Default is 0."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"cc_indicator_var",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=("The name of the binary variable to be used "
"to construct a chance constraint. Default "
"is None, which indicates no chance "
"constraint."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"mipgap",
PySPConfigValue(None,
domain=_domain_unit_interval,
description=("Specifies the mipgap for the EF solve."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver",
PySPConfigValue(
"cplex",
domain=_domain_must_be_str,
description=("Specifies the solver used to solve the "
"extensive form model. Default is cplex."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_io",
PySPConfigValue(
None,
domain=_domain_must_be_str,
description=("The type of IO used to execute the "
"solver. Different solvers support different "
"types of IO, but the following are common "
"options: lp - generate LP files, nl - "
"generate NL files, python - direct Python "
"interface, os - generate OSiL XML files."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_manager",
PySPConfigValue('serial',
domain=_domain_must_be_str,
description=("The type of solver manager used to "
"coordinate solves. Default is serial."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"solver_options",
PySPConfigValue((),
domain=_domain_tuple_of_str_or_dict,
description=("Persistent solver options used when "
"solving the extensive form model. This "
"option can be used multiple times from "
"the command line to specify more than "
"one solver option."),
doc=None,
visibility=0),
ap_kwds={'action': 'append'},
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"disable_warmstart",
PySPConfigValue(False,
domain=bool,
description=("Disable warm-start of EF solves. "
"Default is False."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_host",
PySPConfigValue(None,
domain=_domain_must_be_str,
description=("The hostname to bind on when searching "
"for a Pyro nameserver."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_port",
PySPConfigValue(None,
domain=_domain_nonnegative_integer,
description=("The port to bind on when searching for "
"a Pyro nameserver."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_shutdown",
PySPConfigValue(
False,
domain=bool,
description=(
"Attempt to shut down all Pyro-related components "
"associated with the Pyro name server used by any scenario "
"tree manager or solver manager. Components to shutdown "
"include the name server, dispatch server, and any "
"scenariotreeserver or pyro_mip_server processes. Note "
"that if Pyro4 is in use the nameserver will always "
"ignore this request."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_unique_option(
_declared_options,
"pyro_shutdown_workers",
PySPConfigValue(
False,
domain=bool,
description=(
"Upon exit, send shutdown requests to all worker "
"processes that were acquired through the dispatcher. "
"This typically includes scenariotreeserver processes "
"(used by the Pyro scenario tree manager) and pyro_mip_server "
"processes (used by the Pyro solver manager). This leaves "
"any dispatchers and namservers running as well as any "
"processes registered with the dispather that were not "
"acquired for work by this client."),
doc=None,
visibility=0),
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"symbolic_solver_labels",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_solver_log",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"verbose",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_times",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"keep_solver_files",
ap_group=_ef_group_label)
safe_declare_common_option(_declared_options,
"output_solver_results",
ap_group=_ef_group_label)
def __enter__(self):
return self
def __exit__(self, *args):
self.close()
def close(self):
self.destroy_ef()
if self._solver is not None:
self._solver.deactivate()
if self._solver_manager is not None:
if isinstance(self._solver_manager,
pyomo.solvers.plugins.smanager.\
pyro.SolverManager_Pyro):
if self.get_option("pyro_shutdown_workers"):
self._solver_manager.shutdown_workers()
self._solver_manager.deactivate()
self._solver_manager = None
self._manager = None
self.objective = undefined
self.objective_sense = undefined
self.gap = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
def __init__(self, manager, *args, **kwds):
import pyomo.solvers.plugins.smanager.pyro
super(ExtensiveFormAlgorithm, self).__init__(*args, **kwds)
# TODO: after PH moves over to the new code
#if not isinstance(manager, ScenarioTreeManager):
# raise TypeError("ExtensiveFormAlgorithm requires an instance of the "
# "ScenarioTreeManager interface as the "
# "second argument")
if not manager.initialized:
raise ValueError("ExtensiveFormAlgorithm requires a scenario tree "
"manager that has been fully initialized")
self._manager = manager
self.instance = None
self._solver_manager = None
self._solver = None
# The following attributes will be modified by the
# solve() method. For users that are scripting, these
# can be accessed after the solve() method returns.
# They will be reset each time solve() is called.
############################################
self.objective = undefined
self.gap = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
############################################
self._solver = SolverFactory(self.get_option("solver"),
solver_io=self.get_option("solver_io"))
if isinstance(self._solver, UnknownSolver):
raise ValueError("Failed to create solver of type=" +
self.get_option("solver") +
" for use in extensive form solve")
if len(self.get_option("solver_options")) > 0:
if self.get_option("verbose"):
print("Initializing ef solver with options=" +
str(list(self.get_option("solver_options"))))
self._solver.set_options("".join(
self.get_option("solver_options")))
if self.get_option("mipgap") is not None:
if (self.get_option("mipgap") < 0.0) or \
(self.get_option("mipgap") > 1.0):
raise ValueError("Value of the mipgap parameter for the EF "
"solve must be on the unit interval; "
"value specified=" +
str(self.get_option("mipgap")))
self._solver.options.mipgap = float(self.get_option("mipgap"))
solver_manager_type = self.get_option("solver_manager")
if solver_manager_type == "phpyro":
print("*** WARNING ***: PHPyro is not a supported solver "
"manager type for the extensive-form solver. "
"Falling back to serial.")
solver_manager_type = 'serial'
self._solver_manager = SolverManagerFactory(
solver_manager_type,
host=self.get_option("pyro_host"),
port=self.get_option("pyro_port"))
if self._solver_manager is None:
raise ValueError("Failed to create solver manager of type=" +
self.get_option("solver") +
" for use in extensive form solve")
def build_ef(self):
self.destroy_ef()
if self.get_option("verbose"):
print("Creating extensive form instance")
start_time = time.time()
# then validate the associated parameters.
generate_weighted_cvar = False
cvar_weight = None
risk_alpha = None
if self.get_option("generate_weighted_cvar"):
generate_weighted_cvar = True
cvar_weight = self.get_option("cvar_weight")
risk_alpha = self.get_option("risk_alpha")
self.instance = create_ef_instance(
self._manager.scenario_tree,
verbose_output=self.get_option("verbose"),
generate_weighted_cvar=generate_weighted_cvar,
cvar_weight=cvar_weight,
risk_alpha=risk_alpha,
cc_indicator_var_name=self.get_option("cc_indicator_var"),
cc_alpha=self.get_option("cc_alpha"))
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to construct extensive form instance=%.2f seconds" %
(time.time() - start_time))
def destroy_ef(self):
if self.instance is not None:
for scenario in self._manager.scenario_tree.scenarios:
self.instance.del_component(scenario.name)
scenario._instance_objective.activate()
self.instance = None
def write(self, filename):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
suf = os.path.splitext(filename)[1]
if suf not in ['.nl', '.lp', '.mps']:
if self._solver.problem_format() == ProblemFormat.cpxlp:
filename += '.lp'
elif self._solver.problem_format() == ProblemFormat.nl:
filename += '.nl'
elif self._solver.problem_format() == ProblemFormat.mps:
filename += '.mps'
else:
raise ValueError("Could not determine output file format. "
"No recognized ending suffix was provided "
"and no format was indicated was by the "
"--solver-io option.")
start_time = time.time()
if self.get_option("verbose"):
print("Starting to write extensive form")
smap_id = write_ef(self.instance, filename,
self.get_option("symbolic_solver_labels"))
print("Extensive form written to file=" + filename)
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to write output file=%.2f seconds" %
(time.time() - start_time))
return filename, smap_id
def solve(self,
check_status=True,
exception_on_failure=True,
io_options=None):
if self.instance is None:
raise RuntimeError(
"The extensive form instance has not been constructed."
"Call the build_ef() method to construct it.")
start_time = time.time()
if self.get_option("verbose"):
print("Queuing extensive form solve")
self.objective = undefined
self.gap = undefined
self.bound = undefined
self.pyomo_solve_time = undefined
self.solve_time = undefined
self.termination_condition = undefined
self.solver_status = undefined
self.solution_status = undefined
self.solver_results = undefined
if isinstance(self._solver, PersistentSolver):
self._solver.compile_instance(
self.instance,
symbolic_solver_labels=self.get_option(
"symbolic_solver_labels"))
solve_kwds = {}
solve_kwds['load_solutions'] = False
if self.get_option("keep_solver_files"):
solve_kwds['keepfiles'] = True
if self.get_option("symbolic_solver_labels"):
solve_kwds['symbolic_solver_labels'] = True
if self.get_option("output_solver_log"):
solve_kwds['tee'] = True
if io_options is not None:
solve_kwds.update(io_options)
self.objective_sense = \
find_active_objective(self.instance).sense
if (not self.get_option("disable_warmstart")) and \
(self._solver.warm_start_capable()):
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
warmstart=True,
**solve_kwds)
else:
action_handle = self._solver_manager.queue(self.instance,
opt=self._solver,
**solve_kwds)
if self.get_option("verbose"):
print("Waiting for extensive form solve")
results = self._solver_manager.wait_for(action_handle)
if self.get_option("verbose"):
print("Done with extensive form solve - loading results")
if self.get_option("output_solver_results"):
print("Results for ef:")
results.write(num=1)
self.solver_results = results
if hasattr(results.solver,"user_time") and \
(not isinstance(results.solver.user_time,
UndefinedData)) and \
(results.solver.user_time is not None):
# the solve time might be a string, or might
# not be - we eventually would like more
# consistency on this front from the solver
# plugins.
self.solve_time = \
float(results.solver.user_time)
elif hasattr(results.solver, "time"):
self.solve_time = \
float(results.solver.time)
else:
self.solve_time = undefined
if hasattr(results, "pyomo_solve_time"):
self.pyomo_solve_time = \
results.pyomo_solve_time
else:
self.pyomo_solve_times = undefined
self.termination_condition = \
results.solver.termination_condition
self.solver_status = \
results.solver.status
if len(results.solution) > 0:
assert len(results.solution) == 1
results_sm = results._smap
self.instance.solutions.load_from(results)
solution0 = results.solution(0)
if hasattr(solution0, "gap") and \
(solution0.gap is not None):
self.gap = solution0.gap
else:
self.gap = undefined
self.solution_status = solution0.status
if self.get_option("verbose"):
print("Storing solution in scenario tree")
for scenario in self._manager.scenario_tree.scenarios:
scenario.update_solution_from_instance()
self._manager.scenario_tree.snapshotSolutionFromScenarios()
self.objective = self._manager.scenario_tree.\
findRootNode().\
computeExpectedNodeCost()
if self.gap is not undefined:
if self.objective_sense == pyomo.core.base.minimize:
self.bound = self.objective - self.gap
else:
self.bound = self.objective + self.gap
else:
self.objective = undefined
self.gap = undefined
self.bound = undefined
self.solution_status = undefined
failure = False
if check_status:
if not ((self.solution_status == SolutionStatus.optimal) or \
(self.solution_status == SolutionStatus.feasible)):
failure = True
if self.get_option("verbose") or \
exception_on_failure:
msg = ("EF solve failed solution status check:\n"
"Solver Status: %s\n"
"Termination Condition: %s\n"
"Solution Status: %s\n" %
(self.solver_status, self.termination_condition,
self.solution_status))
if self.get_option("verbose"):
print(msg)
if exception_on_failure:
raise RuntimeError(msg)
else:
if self.get_option("verbose"):
print("EF solve completed. Skipping status check.")
if self.get_option("verbose") or self.get_option("output_times"):
print("Time to solve and load results for the "
"extensive form=%.2f seconds" % (time.time() - start_time))
return failure
