Exemplo n.º 1
0
class MindtPySolver(object):
    """
    Decomposition solver for Mixed-Integer Nonlinear Programming (MINLP) problems.

    The MindtPy (Mixed-Integer Nonlinear Decomposition Toolbox in Pyomo) solver 
    applies a variety of decomposition-based approaches to solve Mixed-Integer 
    Nonlinear Programming (MINLP) problems. 
    These approaches include:

    - Outer approximation (OA)
    - Global outer approximation (GOA)
    - Regularized outer approximation (ROA)
    - LP/NLP based branch-and-bound (LP/NLP)
    - Global LP/NLP based branch-and-bound (GLP/NLP)
    - Regularized LP/NLP based branch-and-bound (RLP/NLP)
    - Feasibility pump (FP)

    This solver implementation has been developed by David Bernal <https://github.com/bernalde>
    and Zedong Peng <https://github.com/ZedongPeng> as part of research efforts at the Grossmann
    Research Group (http://egon.cheme.cmu.edu/) at the Department of Chemical Engineering at 
    Carnegie Mellon University.
    """
    CONFIG = _get_MindtPy_config()

    def available(self, exception_flag=True):
        """Check if solver is available.
        """
        return True

    def license_is_valid(self):
        return True

    def version(self):
        """Return a 3-tuple describing the solver version."""
        return __version__

    def solve(self, model, **kwds):
        """Solve the model.

        Parameters
        ----------
        model : Pyomo model
            The MINLP model to be solved.

        Returns
        -------
        results : SolverResults
            Results from solving the MINLP problem by MindtPy.
        """
        config = self.CONFIG(kwds.pop('options', {
        }), preserve_implicit=True)  # TODO: do we need to set preserve_implicit=True?
        config.set_value(kwds)
        set_up_logger(config)
        check_config(config)

        solve_data = set_up_solve_data(model, config)

        if config.integer_to_binary:
            TransformationFactory('contrib.integer_to_binary'). \
                apply_to(solve_data.working_model)

        new_logging_level = logging.INFO if config.tee else None
        with time_code(solve_data.timing, 'total', is_main_timer=True), \
                lower_logger_level_to(config.logger, new_logging_level), \
                create_utility_block(solve_data.working_model, 'MindtPy_utils', solve_data):
            config.logger.info(
                '---------------------------------------------------------------------------------------------\n'
                '              Mixed-Integer Nonlinear Decomposition Toolbox in Pyomo (MindtPy)               \n'
                '---------------------------------------------------------------------------------------------\n'
                'For more information, please visit https://pyomo.readthedocs.io/en/stable/contributed_packages/mindtpy.html')

            MindtPy = solve_data.working_model.MindtPy_utils
            setup_results_object(solve_data, config)
            # In the process_objective function, as long as the objective function is nonlinear, it will be reformulated and the variable/constraint/objective lists will be updated.
            # For OA/GOA/LP-NLP algorithm, if the objective funtion is linear, it will not be reformulated as epigraph constraint.
            # If the objective function is linear, it will be reformulated as epigraph constraint only if the Feasibility Pump or ROA/RLP-NLP algorithm is activated. (move_objective = True)
            # In some cases, the variable/constraint/objective lists will not be updated even if the objective is epigraph-reformulated.
            # In Feasibility Pump, since the distance calculation only includes discrete variables and the epigraph slack variables are continuous variables, the Feasibility Pump algorithm will not affected even if the variable list are updated.
            # In ROA and RLP/NLP, since the distance calculation does not include these epigraph slack variables, they should not be added to the variable list. (update_var_con_list = False)
            # In the process_objective function, once the objective function has been reformulated as epigraph constraint, the variable/constraint/objective lists will not be updated only if the MINLP has a linear objective function and regularization is activated at the same time.
            # This is because the epigraph constraint is very "flat" for branching rules. The original objective function will be used for the main problem and epigraph reformulation will be used for the projection problem.
            # TODO: The logic here is too complicated, can we simplify it?
            process_objective(solve_data, config,
                              move_objective=(config.init_strategy == 'FP'
                                                     or config.add_regularization is not None
                                                     or config.move_objective),
                              use_mcpp=config.use_mcpp,
                              update_var_con_list=config.add_regularization is None,
                              partition_nonlinear_terms=config.partition_obj_nonlinear_terms,
                              obj_handleable_polynomial_degree=solve_data.mip_objective_polynomial_degree,
                              constr_handleable_polynomial_degree=solve_data.mip_constraint_polynomial_degree
                              )
            # The epigraph constraint is very "flat" for branching rules.
            # If ROA/RLP-NLP is activated and the original objective function is linear, we will use the original objective for the main mip.
            if MindtPy.objective_list[0].expr.polynomial_degree() in solve_data.mip_objective_polynomial_degree and config.add_regularization is not None:
                MindtPy.objective_list[0].activate()
                MindtPy.objective_constr.deactivate()
                MindtPy.objective.deactivate()

            # Save model initial values.
            solve_data.initial_var_values = list(
                v.value for v in MindtPy.variable_list)

            # Store the initial model state as the best solution found. If we
            # find no better solution, then we will restore from this copy.
            solve_data.best_solution_found = None
            solve_data.best_solution_found_time = None

            # Record solver name
            solve_data.results.solver.name = 'MindtPy' + str(config.strategy)

            # Validate the model to ensure that MindtPy is able to solve it.
            if not model_is_valid(solve_data, config):
                return

            # Create a model block in which to store the generated feasibility
            # slack constraints. Do not leave the constraints on by default.
            feas = MindtPy.feas_opt = Block()
            feas.deactivate()
            feas.feas_constraints = ConstraintList(
                doc='Feasibility Problem Constraints')

            # Create a model block in which to store the generated linear
            # constraints. Do not leave the constraints on by default.
            lin = MindtPy.cuts = Block()
            lin.deactivate()

            # no-good cuts exclude particular discrete decisions
            lin.no_good_cuts = ConstraintList(doc='no-good cuts')
            # Feasible no-good cuts exclude discrete realizations that have
            # been explored via an NLP subproblem. Depending on model
            # characteristics, the user may wish to revisit NLP subproblems
            # (with a different initialization, for example). Therefore, these
            # cuts are not enabled by default.
            #
            # Note: these cuts will only exclude integer realizations that are
            # not already in the primary no_good_cuts ConstraintList.
            lin.feasible_no_good_cuts = ConstraintList(
                doc='explored no-good cuts')
            lin.feasible_no_good_cuts.deactivate()

            if config.feasibility_norm == 'L1' or config.feasibility_norm == 'L2':
                feas.nl_constraint_set = RangeSet(len(MindtPy.nonlinear_constraint_list),
                                                  doc='Integer index set over the nonlinear constraints.')
                # Create slack variables for feasibility problem
                feas.slack_var = Var(feas.nl_constraint_set,
                                     domain=NonNegativeReals, initialize=1)
            else:
                feas.slack_var = Var(domain=NonNegativeReals, initialize=1)

            # Create slack variables for OA cuts
            if config.add_slack:
                lin.slack_vars = VarList(
                    bounds=(0, config.max_slack), initialize=0, domain=NonNegativeReals)

            # Initialize the main problem
            with time_code(solve_data.timing, 'initialization'):
                MindtPy_initialize_main(solve_data, config)

            # Algorithm main loop
            with time_code(solve_data.timing, 'main loop'):
                MindtPy_iteration_loop(solve_data, config)
            if solve_data.best_solution_found is not None:
                # Update values in original model
                copy_var_list_values(
                    from_list=solve_data.best_solution_found.MindtPy_utils.variable_list,
                    to_list=MindtPy.variable_list,
                    config=config)
                copy_var_list_values(
                    MindtPy.variable_list,
                    [i for i in solve_data.original_model.component_data_objects(
                        Var) if not i.fixed],
                    config)
                # exclude fixed variables here. This is consistent with the definition of variable_list in GDPopt.util
            if solve_data.objective_sense == minimize:
                solve_data.results.problem.lower_bound = solve_data.dual_bound
                solve_data.results.problem.upper_bound = solve_data.primal_bound
            else:
                solve_data.results.problem.lower_bound = solve_data.primal_bound
                solve_data.results.problem.upper_bound = solve_data.dual_bound

            solve_data.results.solver.timing = solve_data.timing
            solve_data.results.solver.user_time = solve_data.timing.total
            solve_data.results.solver.wallclock_time = solve_data.timing.total
            solve_data.results.solver.iterations = solve_data.mip_iter
            solve_data.results.solver.num_infeasible_nlp_subproblem = solve_data.nlp_infeasible_counter
            solve_data.results.solver.best_solution_found_time = solve_data.best_solution_found_time
            solve_data.results.solver.primal_integral = get_primal_integral(solve_data, config)
            solve_data.results.solver.dual_integral = get_dual_integral(solve_data, config)
            solve_data.results.solver.primal_dual_gap_integral = solve_data.results.solver.primal_integral + \
                solve_data.results.solver.dual_integral
            config.logger.info(' {:<25}:   {:>7.4f} '.format(
                'Primal-dual gap integral', solve_data.results.solver.primal_dual_gap_integral))

            if config.single_tree:
                solve_data.results.solver.num_nodes = solve_data.nlp_iter - \
                    (1 if config.init_strategy == 'rNLP' else 0)

        return solve_data.results

    #
    # Support 'with' statements.
    #
    def __enter__(self):
        return self

    def __exit__(self, t, v, traceback):
        pass
Exemplo n.º 2
0
    def test_handle_termination_condition(self):
        """Test the outer approximation decomposition algorithm."""
        model = SimpleMINLP()
        config = _get_MindtPy_config()
        solve_data = set_up_solve_data(model, config)
        with time_code(solve_data.timing, 'total', is_main_timer=True), \
                create_utility_block(solve_data.working_model, 'MindtPy_utils', solve_data):

            MindtPy = solve_data.working_model.MindtPy_utils

            MindtPy = solve_data.working_model.MindtPy_utils
            setup_results_object(solve_data, config)
            process_objective(
                solve_data,
                config,
                move_linear_objective=(config.init_strategy == 'FP' or
                                       config.add_regularization is not None),
                use_mcpp=config.use_mcpp,
                update_var_con_list=config.add_regularization is None)
            feas = MindtPy.feas_opt = Block()
            feas.deactivate()
            feas.feas_constraints = ConstraintList(
                doc='Feasibility Problem Constraints')

            lin = MindtPy.cuts = Block()
            lin.deactivate()

            if config.feasibility_norm == 'L1' or config.feasibility_norm == 'L2':
                feas.nl_constraint_set = RangeSet(
                    len(MindtPy.nonlinear_constraint_list),
                    doc='Integer index set over the nonlinear constraints.')
                # Create slack variables for feasibility problem
                feas.slack_var = Var(feas.nl_constraint_set,
                                     domain=NonNegativeReals,
                                     initialize=1)
            else:
                feas.slack_var = Var(domain=NonNegativeReals, initialize=1)

            # no-good cuts exclude particular discrete decisions
            lin.no_good_cuts = ConstraintList(doc='no-good cuts')

            fixed_nlp = solve_data.working_model.clone()
            TransformationFactory('core.fix_integer_vars').apply_to(fixed_nlp)

            MindtPy_initialize_main(solve_data, config)

            # test handle_subproblem_other_termination
            termination_condition = tc.maxIterations
            config.add_no_good_cuts = True
            handle_subproblem_other_termination(fixed_nlp,
                                                termination_condition,
                                                solve_data, config)
            self.assertEqual(
                len(solve_data.mip.MindtPy_utils.cuts.no_good_cuts), 1)

            # test handle_main_other_conditions
            main_mip, main_mip_results = solve_main(solve_data, config)
            main_mip_results.solver.termination_condition = tc.infeasible
            handle_main_other_conditions(solve_data.mip, main_mip_results,
                                         solve_data, config)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.feasible)

            main_mip_results.solver.termination_condition = tc.unbounded
            handle_main_other_conditions(solve_data.mip, main_mip_results,
                                         solve_data, config)
            self.assertIn(main_mip.MindtPy_utils.objective_bound,
                          main_mip.component_data_objects(ctype=Constraint))

            main_mip.MindtPy_utils.del_component('objective_bound')
            main_mip_results.solver.termination_condition = tc.infeasibleOrUnbounded
            handle_main_other_conditions(solve_data.mip, main_mip_results,
                                         solve_data, config)
            self.assertIn(main_mip.MindtPy_utils.objective_bound,
                          main_mip.component_data_objects(ctype=Constraint))

            main_mip_results.solver.termination_condition = tc.maxTimeLimit
            handle_main_other_conditions(solve_data.mip, main_mip_results,
                                         solve_data, config)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.maxTimeLimit)

            main_mip_results.solver.termination_condition = tc.other
            main_mip_results.solution.status = SolutionStatus.feasible
            handle_main_other_conditions(solve_data.mip, main_mip_results,
                                         solve_data, config)
            for v1, v2 in zip(
                    main_mip.MindtPy_utils.variable_list,
                    solve_data.working_model.MindtPy_utils.variable_list):
                self.assertEqual(v1.value, v2.value)

            # test handle_feasibility_subproblem_tc
            feas_subproblem = solve_data.working_model.clone()
            add_feas_slacks(feas_subproblem, config)
            MindtPy = feas_subproblem.MindtPy_utils
            MindtPy.feas_opt.activate()
            if config.feasibility_norm == 'L1':
                MindtPy.feas_obj = Objective(expr=sum(
                    s for s in MindtPy.feas_opt.slack_var[...]),
                                             sense=minimize)
            elif config.feasibility_norm == 'L2':
                MindtPy.feas_obj = Objective(expr=sum(
                    s * s for s in MindtPy.feas_opt.slack_var[...]),
                                             sense=minimize)
            else:
                MindtPy.feas_obj = Objective(expr=MindtPy.feas_opt.slack_var,
                                             sense=minimize)

            handle_feasibility_subproblem_tc(tc.optimal, MindtPy, solve_data,
                                             config)
            handle_feasibility_subproblem_tc(tc.infeasible, MindtPy,
                                             solve_data, config)
            self.assertIs(solve_data.should_terminate, True)
            self.assertIs(solve_data.results.solver.status, SolverStatus.error)

            solve_data.should_terminate = False
            solve_data.results.solver.status = None
            handle_feasibility_subproblem_tc(tc.maxIterations, MindtPy,
                                             solve_data, config)
            self.assertIs(solve_data.should_terminate, True)
            self.assertIs(solve_data.results.solver.status, SolverStatus.error)

            solve_data.should_terminate = False
            solve_data.results.solver.status = None
            handle_feasibility_subproblem_tc(tc.solverFailure, MindtPy,
                                             solve_data, config)
            self.assertIs(solve_data.should_terminate, True)
            self.assertIs(solve_data.results.solver.status, SolverStatus.error)

            # test NLP subproblem infeasible
            solve_data.working_model.Y[1].value = 0
            solve_data.working_model.Y[2].value = 0
            solve_data.working_model.Y[3].value = 0
            fixed_nlp, fixed_nlp_results = solve_subproblem(solve_data, config)
            solve_data.working_model.Y[1].value = None
            solve_data.working_model.Y[2].value = None
            solve_data.working_model.Y[3].value = None

            # test handle_nlp_subproblem_tc
            fixed_nlp_results.solver.termination_condition = tc.maxTimeLimit
            handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_results, solve_data,
                                     config)
            self.assertIs(solve_data.should_terminate, True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.maxTimeLimit)

            fixed_nlp_results.solver.termination_condition = tc.maxEvaluations
            handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_results, solve_data,
                                     config)
            self.assertIs(solve_data.should_terminate, True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.maxEvaluations)

            fixed_nlp_results.solver.termination_condition = tc.maxIterations
            handle_nlp_subproblem_tc(fixed_nlp, fixed_nlp_results, solve_data,
                                     config)
            self.assertIs(solve_data.should_terminate, True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.maxEvaluations)

            # test handle_fp_main_tc
            config.init_strategy = 'FP'
            solve_data.fp_iter = 1
            init_rNLP(solve_data, config)
            feas_main, feas_main_results = solve_main(solve_data,
                                                      config,
                                                      fp=True)
            feas_main_results.solver.termination_condition = tc.optimal
            fp_should_terminate = handle_fp_main_tc(feas_main_results,
                                                    solve_data, config)
            self.assertIs(fp_should_terminate, False)

            feas_main_results.solver.termination_condition = tc.maxTimeLimit
            fp_should_terminate = handle_fp_main_tc(feas_main_results,
                                                    solve_data, config)
            self.assertIs(fp_should_terminate, True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.maxTimeLimit)

            feas_main_results.solver.termination_condition = tc.infeasible
            fp_should_terminate = handle_fp_main_tc(feas_main_results,
                                                    solve_data, config)
            self.assertIs(fp_should_terminate, True)

            feas_main_results.solver.termination_condition = tc.unbounded
            fp_should_terminate = handle_fp_main_tc(feas_main_results,
                                                    solve_data, config)
            self.assertIs(fp_should_terminate, True)

            feas_main_results.solver.termination_condition = tc.other
            feas_main_results.solution.status = SolutionStatus.feasible
            fp_should_terminate = handle_fp_main_tc(feas_main_results,
                                                    solve_data, config)
            self.assertIs(fp_should_terminate, False)

            feas_main_results.solver.termination_condition = tc.solverFailure
            fp_should_terminate = handle_fp_main_tc(feas_main_results,
                                                    solve_data, config)
            self.assertIs(fp_should_terminate, True)

            # test generate_norm_constraint
            fp_nlp = solve_data.working_model.clone()
            config.fp_main_norm = 'L1'
            generate_norm_constraint(fp_nlp, solve_data, config)
            self.assertIsNotNone(
                fp_nlp.MindtPy_utils.find_component('L1_norm_constraint'))

            config.fp_main_norm = 'L2'
            generate_norm_constraint(fp_nlp, solve_data, config)
            self.assertIsNotNone(fp_nlp.find_component('norm_constraint'))

            fp_nlp.del_component('norm_constraint')
            config.fp_main_norm = 'L_infinity'
            generate_norm_constraint(fp_nlp, solve_data, config)
            self.assertIsNotNone(fp_nlp.find_component('norm_constraint'))

            # test set_solver_options
            config.mip_solver = 'gams'
            config.threads = 1
            opt = SolverFactory(config.mip_solver)
            set_solver_options(opt,
                               solve_data,
                               config,
                               'mip',
                               regularization=False)

            config.mip_solver = 'gurobi'
            config.mip_regularization_solver = 'gurobi'
            config.regularization_mip_threads = 1
            opt = SolverFactory(config.mip_solver)
            set_solver_options(opt,
                               solve_data,
                               config,
                               'mip',
                               regularization=True)

            config.nlp_solver = 'gams'
            config.nlp_solver_args['solver'] = 'ipopt'
            set_solver_options(opt,
                               solve_data,
                               config,
                               'nlp',
                               regularization=False)

            config.nlp_solver_args['solver'] = 'ipopth'
            set_solver_options(opt,
                               solve_data,
                               config,
                               'nlp',
                               regularization=False)

            config.nlp_solver_args['solver'] = 'conopt'
            set_solver_options(opt,
                               solve_data,
                               config,
                               'nlp',
                               regularization=False)

            config.nlp_solver_args['solver'] = 'msnlp'
            set_solver_options(opt,
                               solve_data,
                               config,
                               'nlp',
                               regularization=False)

            config.nlp_solver_args['solver'] = 'baron'
            set_solver_options(opt,
                               solve_data,
                               config,
                               'nlp',
                               regularization=False)

            # test algorithm_should_terminate
            solve_data.should_terminate = True
            solve_data.UB = float('inf')
            self.assertIs(
                algorithm_should_terminate(solve_data,
                                           config,
                                           check_cycling=False), True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.noSolution)

            solve_data.UB = 100
            self.assertIs(
                algorithm_should_terminate(solve_data,
                                           config,
                                           check_cycling=False), True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.feasible)

            solve_data.objective_sense = maximize
            solve_data.LB = float('-inf')
            self.assertIs(
                algorithm_should_terminate(solve_data,
                                           config,
                                           check_cycling=False), True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.noSolution)

            solve_data.LB = 100
            self.assertIs(
                algorithm_should_terminate(solve_data,
                                           config,
                                           check_cycling=False), True)
            self.assertIs(solve_data.results.solver.termination_condition,
                          tc.feasible)
Exemplo n.º 3
0
class MindtPySolver(object):
    """A decomposition-based MINLP solver.
    """
    CONFIG = _get_MindtPy_config()

    def available(self, exception_flag=True):
        """Check if solver is available.
        """
        return True

    def license_is_valid(self):
        return True

    def version(self):
        """Return a 3-tuple describing the solver version."""
        return __version__

    def solve(self, model, **kwds):
        """Solve the model.

        Warning: this solver is still in beta. Keyword arguments subject to
        change. Undocumented keyword arguments definitely subject to change.

        Args:
            model (Block): a Pyomo model or block to be solved.
        """
        config = self.CONFIG(kwds.pop('options', {}))
        config.set_value(kwds)
        set_up_logger(config)
        check_config(config)

        solve_data = set_up_solve_data(model, config)

        if config.integer_to_binary:
            TransformationFactory('contrib.integer_to_binary'). \
                apply_to(solve_data.working_model)

        new_logging_level = logging.INFO if config.tee else None
        with time_code(solve_data.timing, 'total', is_main_timer=True), \
                lower_logger_level_to(config.logger, new_logging_level), \
                create_utility_block(solve_data.working_model, 'MindtPy_utils', solve_data):
            config.logger.info(
                '---------------------------------------------------------------------------------------------\n'
                '              Mixed-Integer Nonlinear Decomposition Toolbox in Pyomo (MindtPy)               \n'
                '---------------------------------------------------------------------------------------------\n'
                'For more information, please visit https://pyomo.readthedocs.io/en/stable/contributed_packages/mindtpy.html')

            MindtPy = solve_data.working_model.MindtPy_utils
            setup_results_object(solve_data, config)
            process_objective(solve_data, config,
                              move_linear_objective=(config.init_strategy == 'FP'
                                                     or config.add_regularization is not None),
                              use_mcpp=config.use_mcpp,
                              updata_var_con_list=config.add_regularization is None
                              )
            # The epigraph constraint is very "flat" for branching rules,
            # we want to use to original model for the main mip.
            if MindtPy.objective_list[0].expr.polynomial_degree() in {1, 0} and config.add_regularization is not None:
                MindtPy.objective_list[0].activate()
                MindtPy.objective_constr.deactivate()
                MindtPy.objective.deactivate()

            # Save model initial values.
            solve_data.initial_var_values = list(
                v.value for v in MindtPy.variable_list)

            # Store the initial model state as the best solution found. If we
            # find no better solution, then we will restore from this copy.
            solve_data.best_solution_found = None
            solve_data.best_solution_found_time = None

            # Record solver name
            solve_data.results.solver.name = 'MindtPy' + str(config.strategy)

            # Validate the model to ensure that MindtPy is able to solve it.
            if not model_is_valid(solve_data, config):
                return

            # Create a model block in which to store the generated feasibility
            # slack constraints. Do not leave the constraints on by default.
            feas = MindtPy.feas_opt = Block()
            feas.deactivate()
            feas.feas_constraints = ConstraintList(
                doc='Feasibility Problem Constraints')

            # Create a model block in which to store the generated linear
            # constraints. Do not leave the constraints on by default.
            lin = MindtPy.cuts = Block()
            lin.deactivate()

            # no-good cuts exclude particular discrete decisions
            lin.no_good_cuts = ConstraintList(doc='no-good cuts')
            # Feasible no-good cuts exclude discrete realizations that have
            # been explored via an NLP subproblem. Depending on model
            # characteristics, the user may wish to revisit NLP subproblems
            # (with a different initialization, for example). Therefore, these
            # cuts are not enabled by default.
            #
            # Note: these cuts will only exclude integer realizations that are
            # not already in the primary no_good_cuts ConstraintList.
            lin.feasible_no_good_cuts = ConstraintList(
                doc='explored no-good cuts')
            lin.feasible_no_good_cuts.deactivate()

            if config.feasibility_norm == 'L1' or config.feasibility_norm == 'L2':
                feas.nl_constraint_set = RangeSet(len(MindtPy.nonlinear_constraint_list),
                                                  doc='Integer index set over the nonlinear constraints.')
                # Create slack variables for feasibility problem
                feas.slack_var = Var(feas.nl_constraint_set,
                                     domain=NonNegativeReals, initialize=1)
            else:
                feas.slack_var = Var(domain=NonNegativeReals, initialize=1)

            # Create slack variables for OA cuts
            if config.add_slack:
                lin.slack_vars = VarList(
                    bounds=(0, config.max_slack), initialize=0, domain=NonNegativeReals)

            # Initialize the main problem
            with time_code(solve_data.timing, 'initialization'):
                MindtPy_initialize_main(solve_data, config)

            # Algorithm main loop
            with time_code(solve_data.timing, 'main loop'):
                MindtPy_iteration_loop(solve_data, config)
            if solve_data.best_solution_found is not None:
                # Update values in original model
                copy_var_list_values(
                    from_list=solve_data.best_solution_found.MindtPy_utils.variable_list,
                    to_list=MindtPy.variable_list,
                    config=config)
                copy_var_list_values(
                    MindtPy.variable_list,
                    [i for i in solve_data.original_model.component_data_objects(
                        Var) if not i.fixed],
                    config)
                # exclude fixed variables here. This is consistent with the definition of variable_list in GDPopt.util

            solve_data.results.problem.lower_bound = solve_data.LB
            solve_data.results.problem.upper_bound = solve_data.UB

        solve_data.results.solver.timing = solve_data.timing
        solve_data.results.solver.user_time = solve_data.timing.total
        solve_data.results.solver.wallclock_time = solve_data.timing.total
        solve_data.results.solver.iterations = solve_data.mip_iter
        solve_data.results.solver.num_infeasible_nlp_subproblem = solve_data.nlp_infeasible_counter
        solve_data.results.solver.best_solution_found_time = solve_data.best_solution_found_time

        if config.single_tree:
            solve_data.results.solver.num_nodes = solve_data.nlp_iter - \
                (1 if config.init_strategy == 'rNLP' else 0)

        return solve_data.results

    #
    # Support 'with' statements.
    #
    def __enter__(self):
        return self

    def __exit__(self, t, v, traceback):
        pass