def test_lagrangian_bound(self):
""" Make sure the lagrangian bound is at least a bound
"""
from mpisppy.extensions.xhatlooper import XhatLooper
PHoptions = self._copy_of_base_options()
PHoptions["PHIterLimit"] = 1
PHoptions["xhat_looper_options"] = {"xhat_solver_options":\
PHoptions["iterk_solver_options"],
"scen_limit": 3}
ph = mpisppy.opt.ph.PH(PHoptions,
self.all3_scenario_names,
scenario_creator,
scenario_denouement,
cb_data=3,
PH_extensions=XhatLooper)
conv, basic_obj, tbound = ph.ph_main()
xhatobj = ph.extobject._xhat_looper_obj_final
dopts = sputils.option_string_to_dict("mipgap=0.0001")
objbound = ph.post_solve_bound(solver_options=dopts, verbose=False)
self.assertGreaterEqual(xhatobj, objbound)
)
f.write(", " + str(PHoptions["solvername"]))
f.write(", " + str(ph.n_proc))
f.write(", " + nbunstr)
f.write(", " + str(PHoptions["PHIterLimit"]))
f.write(", " + str(PHoptions["convthresh"]))
f.write(", " + str(PHoptions["defaultPHrho"]))
###from mpisppy.xhatlooper import XhatLooper
conv, eobj, tbound = ph.ph_main()
# PH_extensions=XhatLooper,
print("\nQUITTING EARLY; this needs to be a hub and have spokes!!!")
quit()
dopts = {"mipgap": 0.001}
ph.PHoptions["asynchronous"] = False
objbound = ph.post_solve_bound(solver_options=dopts, verbose=False)
if ph.rank == 0:
print("**** Lagrangian objective function bound=", objbound)
end_time = dt.datetime.now()
if ph.rank == 0:
with open(appfile, "a") as f:
f.write(", " + str(objbound) + ", " + str(tbound) + ", " + str(ph._PHIter))
f.write(", " + str((end_time - start_time).total_seconds()))
if PHoptions["asynchronous"]:
f.write(", " + str(PHoptions["async_frac_needed"]))
f.write(", " + str(PHoptions["async_sleep_secs"]))