def construct_scenario_instance(self,
scenario_name,
scenario_tree,
profile_memory=False,
output_instance_construction_time=False,
compile_instance=False,
verbose=False):
assert not self._closed
if not scenario_tree.contains_scenario(scenario_name):
raise ValueError("ScenarioTree does not contain scenario "
"with name %s." % (scenario_name))
scenario = scenario_tree.get_scenario(scenario_name)
node_name_list = [n._name for n in scenario._node_list]
if verbose:
print("Creating instance for scenario=%s" % (scenario_name))
scenario_instance = None
try:
if self._model_callback is not None:
assert self._model_object is None
try:
_scenario_tree_arg = None
# new callback signature
if (self._scenario_tree_filename is not None) and \
self._scenario_tree_filename.endswith('.dat'):
# we started with a .dat file, so
# send the PySP scenario tree
_scenario_tree_arg = scenario_tree
elif self._scenario_tree_model is not None:
# We started from a Pyomo
# scenario tree model instance, or a
# networkx tree.
_scenario_tree_arg = self._scenario_tree_model
else:
# send the PySP scenario tree
_scenario_tree_arg = scenario_tree
scenario_instance = self._model_callback(
_scenario_tree_arg, scenario_name, node_name_list)
except TypeError:
# old callback signature
# TODO:
#logger.warning(
# "DEPRECATED: The 'pysp_instance_creation_callback' function "
# "signature has changed. An additional argument should be "
# "added to the beginning of the arguments list that will be "
# "set to the user provided scenario tree object when called "
# "by PySP (e.g., a Pyomo scenario tree model instance, "
# "a networkx tree, or a PySP ScenarioTree object.")
scenario_instance = self._model_callback(
scenario_name, node_name_list)
elif self._model_object is not None:
if (not isinstance(self._model_object, AbstractModel)) or \
(self._model_object.is_constructed()):
scenario_instance = self._model_object.clone()
elif scenario_tree._scenario_based_data:
assert self.data_directory() is not None
scenario_data_filename = \
os.path.join(self.data_directory(),
str(scenario_name))
# JPW: The following is a hack to support
# initialization of block instances, which
# don't work with .dat files at the
# moment. Actually, it's not that bad of a
# hack - it just needs to be extended a bit,
# and expanded into the node-based data read
# logic (where yaml is completely ignored at
# the moment.
if os.path.exists(scenario_data_filename + '.dat'):
scenario_data_filename = \
scenario_data_filename + ".dat"
data = None
elif os.path.exists(scenario_data_filename + '.yaml'):
if not yaml_available:
raise ValueError(
"Found yaml data file for scenario '%s' "
"but he PyYAML module is not available" %
(scenario_name))
scenario_data_filename = \
scenario_data_filename+".yaml"
with open(scenario_data_filename) as f:
data = yaml.load(f, **yaml_load_args)
else:
raise RuntimeError(
"Cannot find a data file for scenario '%s' "
"in directory: %s\nRecognized formats: .dat, "
".yaml" % (scenario_name, self.data_directory()))
if verbose:
print("Data for scenario=%s loads from file=%s" %
(scenario_name, scenario_data_filename))
if data is None:
scenario_instance = \
self._model_object.create_instance(
filename=scenario_data_filename,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
scenario_instance = \
self._model_object.create_instance(
data,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
assert self.data_directory() is not None
data_files = []
for node_name in node_name_list:
node_data_filename = \
os.path.join(self.data_directory(),
str(node_name)+".dat")
if not os.path.exists(node_data_filename):
raise RuntimeError(
"Cannot find a data file for scenario tree "
"node '%s' in directory: %s\nRecognized "
"formats: .dat" %
(node_name, self.data_directory()))
data_files.append(node_data_filename)
scenario_data = DataPortal(model=self._model_object)
for data_file in data_files:
if verbose:
print("Node data for scenario=%s partially "
"loading from file=%s" %
(scenario_name, data_file))
scenario_data.load(filename=data_file)
scenario_instance = self._model_object.create_instance(
scenario_data,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
raise RuntimeError("Unable to construct scenario instance. "
"Neither a reference model or callback "
"is defined.")
# name each instance with the scenario name
scenario_instance._name = scenario_name
# apply each of the post-instance creation plugins. this
# really shouldn't be associated (in terms of naming) with the
# pyomo script - this should be rectified with a workflow
# re-work. it is unclear how this interacts, or doesn't, with
# the preprocessors.
ep = ExtensionPoint(IPyomoScriptModifyInstance)
for ep in ExtensionPoint(IPyomoScriptModifyInstance):
logger.warning(
"DEPRECATED: IPyomoScriptModifyInstance extension "
"point callbacks will be ignored by PySP in the future")
ep.apply(options=None,
model=reference_model,
instance=scenario_instance)
if compile_instance:
from pyomo.repn.beta.matrix import \
compile_block_linear_constraints
compile_block_linear_constraints(
scenario_instance,
"_PySP_compiled_linear_constraints",
verbose=verbose)
except:
logger.error("Failed to create model instance for scenario=%s" %
(scenario_name))
raise
return scenario_instance
def construct_scenario_instance(self,
scenario_name,
scenario_tree,
profile_memory=False,
output_instance_construction_time=False,
compile_instance=False):
if not scenario_tree.contains_scenario(scenario_name):
raise ValueError("ScenarioTree does not contain scenario "
"with name %s." % (scenario_name))
scenario = scenario_tree.get_scenario(scenario_name)
node_name_list = [n._name for n in scenario._node_list]
if self._verbose:
print("Creating instance for scenario=%s" % (scenario_name))
scenario_instance = None
try:
if self._model_callback is not None:
assert self._model_object is None
scenario_instance = self._model_callback(scenario_name,
node_name_list)
elif self._model_object is not None:
if scenario_tree._scenario_based_data:
scenario_data_filename = \
os.path.join(self._scenario_tree_directory,
str(scenario_name))
# JPW: The following is a hack to support
# initialization of block instances, which
# don't work with .dat files at the
# moment. Actually, it's not that bad of a
# hack - it just needs to be extended a bit,
# and expanded into the node-based data read
# logic (where yaml is completely ignored at
# the moment.
if os.path.exists(scenario_data_filename+'.dat'):
scenario_data_filename = \
scenario_data_filename + ".dat"
data = None
elif os.path.exists(scenario_data_filename+'.yaml'):
import yaml
scenario_data_filename = \
scenario_data_filename + ".yaml"
yaml_input_file=open(scenario_data_filename,"r")
data = yaml.load(yaml_input_file)
yaml_input_file.close()
else:
raise RuntimeError(
"Cannot find the scenario data for "
+ scenario_data_filename)
if self._verbose:
print("Data for scenario=%s loads from file=%s"
% (scenario_name, scenario_data_filename))
if data is None:
scenario_instance = \
self._model_object.create_instance(
filename=scenario_data_filename,
preprocess=False,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
scenario_instance = \
self._model_object.create_instance(
data,
preprocess=False,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
data_files = []
for node_name in node_name_list:
node_data_filename = \
os.path.join(self._scenario_tree_directory,
str(node_name)+".dat")
if not os.path.exists(node_data_filename):
raise RuntimeError(
"Node data file="+node_data_filename+
" does not exist or cannot be accessed")
data_files.append(node_data_filename)
scenario_data = DataPortal(model=self._model_object)
for data_file in data_files:
if self._verbose:
print("Node data for scenario=%s partially "
"loading from file=%s"
% (scenario_name, data_file))
scenario_data.load(filename=data_file)
scenario_instance = self._model_object.create_instance(
scenario_data,
preprocess=False,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
raise RuntimeError("Unable to construct scenario instance. "
"Neither a reference model or callback "
"is defined.")
# name each instance with the scenario name
scenario_instance.name = scenario_name
# apply each of the post-instance creation plugins. this
# really shouldn't be associated (in terms of naming) with the
# pyomo script - this should be rectified with a workflow
# re-work. it is unclear how this interacts, or doesn't, with
# the preprocessors.
ep = ExtensionPoint(IPyomoScriptModifyInstance)
for ep in ExtensionPoint(IPyomoScriptModifyInstance):
logger.warning(
"DEPRECATED: IPyomoScriptModifyInstance extension "
"point callbacks will be ignored by PySP in the future")
ep.apply(options=None,
model=reference_model,
instance=scenario_instance)
if compile_instance:
from pyomo.repn.beta.matrix import compile_block_linear_constraints
compile_block_linear_constraints(
scenario_instance,
"_PySP_compiled_linear_constraints",
verbose=self._verbose)
except Exception as exc:
msg = ("Failed to create model instance for scenario=%s"
% (scenario_name))
print(msg)
raise
return scenario_instance
def construct_scenario_instance(self,
scenario_name,
scenario_tree,
profile_memory=False,
output_instance_construction_time=False,
compile_instance=False,
verbose=False):
assert not self._closed
if not scenario_tree.contains_scenario(scenario_name):
raise ValueError("ScenarioTree does not contain scenario "
"with name %s." % (scenario_name))
scenario = scenario_tree.get_scenario(scenario_name)
node_name_list = [n._name for n in scenario._node_list]
if verbose:
print("Creating instance for scenario=%s" % (scenario_name))
scenario_instance = None
try:
if self._model_callback is not None:
assert self._model_object is None
try:
_scenario_tree_arg = None
# new callback signature
if (self._scenario_tree_filename is not None) and \
self._scenario_tree_filename.endswith('.dat'):
# we started with a .dat file, so
# send the PySP scenario tree
_scenario_tree_arg = scenario_tree
elif self._scenario_tree_model is not None:
# We started from a Pyomo
# scenario tree model instance, or a
# networkx tree.
_scenario_tree_arg = self._scenario_tree_model
else:
# send the PySP scenario tree
_scenario_tree_arg = scenario_tree
scenario_instance = self._model_callback(_scenario_tree_arg,
scenario_name,
node_name_list)
except TypeError:
# old callback signature
# TODO:
#logger.warning(
# "DEPRECATED: The 'pysp_instance_creation_callback' function "
# "signature has changed. An additional argument should be "
# "added to the beginning of the arguments list that will be "
# "set to the user provided scenario tree object when called "
# "by PySP (e.g., a Pyomo scenario tree model instance, "
# "a networkx tree, or a PySP ScenarioTree object.")
scenario_instance = self._model_callback(scenario_name,
node_name_list)
elif self._model_object is not None:
if (not isinstance(self._model_object, AbstractModel)) or \
(self._model_object.is_constructed()):
scenario_instance = self._model_object.clone()
elif scenario_tree._scenario_based_data:
assert self.data_directory() is not None
scenario_data_filename = \
os.path.join(self.data_directory(),
str(scenario_name))
# JPW: The following is a hack to support
# initialization of block instances, which
# don't work with .dat files at the
# moment. Actually, it's not that bad of a
# hack - it just needs to be extended a bit,
# and expanded into the node-based data read
# logic (where yaml is completely ignored at
# the moment.
if os.path.exists(scenario_data_filename+'.dat'):
scenario_data_filename = \
scenario_data_filename + ".dat"
data = None
elif os.path.exists(scenario_data_filename+'.yaml'):
if not has_yaml:
raise ValueError(
"Found yaml data file for scenario '%s' "
"but he PyYAML module is not available"
% (scenario_name))
scenario_data_filename = \
scenario_data_filename+".yaml"
with open(scenario_data_filename) as f:
data = yaml.load(f)
else:
raise RuntimeError(
"Cannot find a data file for scenario '%s' "
"in directory: %s\nRecognized formats: .dat, "
".yaml" % (scenario_name, self.data_directory()))
if verbose:
print("Data for scenario=%s loads from file=%s"
% (scenario_name, scenario_data_filename))
if data is None:
scenario_instance = \
self._model_object.create_instance(
filename=scenario_data_filename,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
scenario_instance = \
self._model_object.create_instance(
data,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
assert self.data_directory() is not None
data_files = []
for node_name in node_name_list:
node_data_filename = \
os.path.join(self.data_directory(),
str(node_name)+".dat")
if not os.path.exists(node_data_filename):
raise RuntimeError(
"Cannot find a data file for scenario tree "
"node '%s' in directory: %s\nRecognized "
"formats: .dat" % (node_name,
self.data_directory()))
data_files.append(node_data_filename)
scenario_data = DataPortal(model=self._model_object)
for data_file in data_files:
if verbose:
print("Node data for scenario=%s partially "
"loading from file=%s"
% (scenario_name, data_file))
scenario_data.load(filename=data_file)
scenario_instance = self._model_object.create_instance(
scenario_data,
profile_memory=profile_memory,
report_timing=output_instance_construction_time)
else:
raise RuntimeError("Unable to construct scenario instance. "
"Neither a reference model or callback "
"is defined.")
# name each instance with the scenario name
scenario_instance._name = scenario_name
# apply each of the post-instance creation plugins. this
# really shouldn't be associated (in terms of naming) with the
# pyomo script - this should be rectified with a workflow
# re-work. it is unclear how this interacts, or doesn't, with
# the preprocessors.
ep = ExtensionPoint(IPyomoScriptModifyInstance)
for ep in ExtensionPoint(IPyomoScriptModifyInstance):
logger.warning(
"DEPRECATED: IPyomoScriptModifyInstance extension "
"point callbacks will be ignored by PySP in the future")
ep.apply(options=None,
model=reference_model,
instance=scenario_instance)
if compile_instance:
from pyomo.repn.beta.matrix import \
compile_block_linear_constraints
compile_block_linear_constraints(
scenario_instance,
"_PySP_compiled_linear_constraints",
verbose=verbose)
except:
logger.error("Failed to create model instance for scenario=%s"
% (scenario_name))
raise
return scenario_instance
def generateModel(self):
self.model = None
self.model = ConcreteModel()
model = self.model
model.name = self.descrStr()
model.s = RangeSet(1,12)
model.x = Var(model.s)
model.x[1].setlb(-1)
model.x[1].setub(1)
model.x[2].setlb(-1)
model.x[2].setub(1)
model.obj = Objective(expr=sum(model.x[i]*((-1)**(i+1))
for i in model.x.index_set()))
model.c = ConstraintList()
# to make the variable used in the constraint match the name
model.c.add(Constraint.Skip)
model.c.add(Constraint.Skip)
model.c.add(model.x[3]>=-1.)
model.c.add(model.x[4]<=1.)
model.c.add(model.x[5]==-1.)
model.c.add(model.x[6]==-1.)
model.c.add(model.x[7]==1.)
model.c.add(model.x[8]==1.)
model.c.add((-1.,model.x[9],-1.))
model.c.add((-1.,model.x[10],-1.))
model.c.add((1.,model.x[11],1.))
model.c.add((1.,model.x[12],1.))
cdata = model.c.add((0, 1, 3))
assert cdata.lower == 0
assert cdata.upper == 3
assert cdata.body() == 1
assert not cdata.equality
cdata = model.c.add((0, 2, 3))
assert cdata.lower == 0
assert cdata.upper == 3
assert cdata.body() == 2
assert not cdata.equality
cdata = model.c.add((0, 1, None))
assert cdata.lower == 0
assert cdata.upper is None
assert cdata.body() == 1
assert not cdata.equality
cdata = model.c.add((None, 0, 1))
assert cdata.lower is None
assert cdata.upper == 1
assert cdata.body() == 0
assert not cdata.equality
cdata = model.c.add((1,1))
assert cdata.lower == 1
assert cdata.upper == 1
assert cdata.body() == 1
assert cdata.equality
model.fixed_var = Var()
model.fixed_var.fix(1.0)
cdata = model.c.add((0, 1+model.fixed_var, 3))
cdata = model.c.add((0, 2 + model.fixed_var, 3))
cdata = model.c.add((0, model.fixed_var, None))
cdata = model.c.add((None, model.fixed_var, 1))
cdata = model.c.add((model.fixed_var, 1))
model.c_inactive = ConstraintList()
# to make the variable used in the constraint match the name
model.c_inactive.add(Constraint.Skip)
model.c_inactive.add(Constraint.Skip)
model.c_inactive.add(model.x[3]>=-2.)
model.c_inactive.add(model.x[4]<=2.)
compile_block_linear_constraints(model, 'Amatrix')
def _generate_model(self):
self.model = ConcreteModel()
model = self.model
model._name = self.description
model.s = RangeSet(1, 12)
model.x = Var(model.s)
model.x[1].setlb(-1)
model.x[1].setub(1)
model.x[2].setlb(-1)
model.x[2].setub(1)
model.obj = Objective(expr=sum(model.x[i] * ((-1)**(i + 1))
for i in model.x.index_set()))
model.c = ConstraintList()
# to make the variable used in the constraint match the name
model.c.add(Constraint.Skip)
model.c.add(Constraint.Skip)
model.c.add(model.x[3] >= -1.)
model.c.add(model.x[4] <= 1.)
model.c.add(model.x[5] == -1.)
model.c.add(model.x[6] == -1.)
model.c.add(model.x[7] == 1.)
model.c.add(model.x[8] == 1.)
model.c.add((-1., model.x[9], -1.))
model.c.add((-1., model.x[10], -1.))
model.c.add((1., model.x[11], 1.))
model.c.add((1., model.x[12], 1.))
cdata = model.c.add((0, 1, 3))
assert cdata.lower == 0
assert cdata.upper == 3
assert cdata.body() == 1
assert not cdata.equality
cdata = model.c.add((0, 2, 3))
assert cdata.lower == 0
assert cdata.upper == 3
assert cdata.body() == 2
assert not cdata.equality
cdata = model.c.add((0, 1, None))
assert cdata.lower == 0
assert cdata.upper is None
assert cdata.body() == 1
assert not cdata.equality
cdata = model.c.add((None, 0, 1))
assert cdata.lower is None
assert cdata.upper == 1
assert cdata.body() == 0
assert not cdata.equality
cdata = model.c.add((1, 1))
assert cdata.lower == 1
assert cdata.upper == 1
assert cdata.body() == 1
assert cdata.equality
model.fixed_var = Var()
model.fixed_var.fix(1.0)
cdata = model.c.add((0, 1 + model.fixed_var, 3))
cdata = model.c.add((0, 2 + model.fixed_var, 3))
cdata = model.c.add((0, model.fixed_var, None))
cdata = model.c.add((None, model.fixed_var, 1))
cdata = model.c.add((model.fixed_var, 1))
model.c_inactive = ConstraintList()
# to make the variable used in the constraint match the name
model.c_inactive.add(Constraint.Skip)
model.c_inactive.add(Constraint.Skip)
model.c_inactive.add(model.x[3] >= -2.)
model.c_inactive.add(model.x[4] <= 2.)
compile_block_linear_constraints(model, 'Amatrix')
