def _apply_to(self, instance):
"""Apply the transformation.
Args:
instance (Block): the block on which to search for x == sum(var)
constraints. Note that variables may be located anywhere in
the model.
Returns:
None
"""
for constr in instance.component_data_objects(ctype=Constraint,
active=True,
descend_into=True):
if not constr.body.polynomial_degree() == 1:
continue # constraint not linear. Skip.
repn = generate_canonical_repn(constr.body)
if (constr.has_ub() and (
(repn.constant is None and value(constr.upper) == 0) or
repn.constant == value(constr.upper)
)):
# term1 + term2 + term3 + ... <= 0
# all var terms need to be non-negative
if all(
# variable has 0 coefficient
coef == 0 or
# variable is non-negative and has non-negative coefficient
(repn.variables[i].has_lb() and
value(repn.variables[i].lb) >= 0 and
coef >= 0) or
# variable is non-positive and has non-positive coefficient
(repn.variables[i].has_ub() and
value(repn.variables[i].ub) <= 0 and
coef <= 0) for i, coef in enumerate(repn.linear)):
for i, coef in enumerate(repn.linear):
if not coef == 0:
repn.variables[i].fix(0)
continue
if (constr.has_lb() and (
(repn.constant is None and value(constr.lower) == 0) or
repn.constant == value(constr.lower)
)):
# term1 + term2 + term3 + ... >= 0
# all var terms need to be non-positive
if all(
# variable has 0 coefficient
coef == 0 or
# variable is non-negative and has non-positive coefficient
(repn.variables[i].has_lb() and
value(repn.variables[i].lb) >= 0 and
coef <= 0) or
# variable is non-positive and has non-negative coefficient
(repn.variables[i].has_ub() and
value(repn.variables[i].ub) <= 0 and
coef >= 0) for i, coef in enumerate(repn.linear)):
for i, coef in enumerate(repn.linear):
if not coef == 0:
repn.variables[i].fix(0)
def _apply_to(self, model):
"""Apply the transformation."""
m = model
for constr in m.component_data_objects(ctype=Constraint,
active=True,
descend_into=True):
if not constr.body.polynomial_degree() == 1:
continue # we currently only process linear constraints
repn = generate_canonical_repn(constr.body)
# get the index of all nonzero coefficient variables
nonzero_vars_indx = [
i for i, _ in enumerate(repn.variables)
if not repn.linear[i] == 0
]
const = repn.constant if repn.constant is not None else 0
# reconstitute the constraint, including only variable terms with
# nonzero coefficients
constr_body = sum(repn.linear[i] * repn.variables[i]
for i in nonzero_vars_indx) + const
if constr.equality:
constr.set_value(constr_body == constr.upper)
elif constr.has_lb() and not constr.has_ub():
constr.set_value(constr_body >= constr.lower)
elif constr.has_ub() and not constr.has_lb():
constr.set_value(constr_body <= constr.upper)
else:
# constraint is a bounded inequality of form a <= x <= b.
# I don't think this is a great idea, but ¯\_(ツ)_/¯
constr.set_value(constr.lower <= constr_body <= constr.upper)
def _build_equality_set(m):
"""Construct an equality set map.
Maps all variables to the set of variables that are linked to them by
equality. Mapping takes place using id(). That is, if you have x = y, then
you would have id(x) -> ComponentSet([x, y]) and id(y) -> ComponentSet([x,
y]) in the mapping.
"""
#: dict: map of var UID to the set of all equality-linked var UIDs
eq_var_map = ComponentMap()
relevant_vars = ComponentSet()
for constr in m.component_data_objects(ctype=Constraint,
active=True,
descend_into=True):
# Check to make sure the constraint is of form v1 - v2 == 0
if (value(constr.lower) == 0 and value(constr.upper) == 0
and constr.body.polynomial_degree() == 1):
repn = generate_canonical_repn(constr.body)
# only take the variables with nonzero coefficients
vars_ = [v for i, v in enumerate(repn.variables) if repn.linear[i]]
if (len(vars_) == 2
and sorted(l for l in repn.linear if l) == [-1, 1]):
# this is an a == b constraint.
v1 = vars_[0]
v2 = vars_[1]
set1 = eq_var_map.get(v1, ComponentSet([v1]))
set2 = eq_var_map.get(v2, ComponentSet([v2]))
relevant_vars.update([v1, v2])
set1.update(set2) # set1 is now the union
for v in set1:
eq_var_map[v] = set1
return eq_var_map, relevant_vars
def generate_ampl_repn(exp, idMap=None):
# We need to do this not at the global scope in case someone changed
# the mode after importing the environment.
_using_pyomo4_trees = expr_common.mode == expr_common.Mode.pyomo4_trees
if idMap is None:
idMap = {}
if exp is None:
return AmplRepn()
degree = exp.polynomial_degree()
if (degree is None) or (degree > 1):
repn = _generate_ampl_repn(exp)
repn.compress()
elif degree == 0:
repn = AmplRepn()
repn._constant = value(exp)
# compress
repn._linear_vars = tuple()
repn._linear_terms_coef = tuple()
repn._nonlinear_vars = tuple()
else: # degree == 1
repn = AmplRepn()
if _using_pyomo4_trees:
canonical_repn = generate_canonical_repn(exp, idMap=idMap)
# compress
repn._nonlinear_vars = tuple()
repn._constant = value(canonical_repn.constant)
repn._linear_vars = tuple(canonical_repn.variables)
repn._linear_terms_coef = tuple(
value(_v) for _v in canonical_repn.linear)
else:
# compress
repn._linear_vars = tuple()
repn._linear_terms_coef = tuple()
repn._nonlinear_vars = tuple()
coef, varmap = collect_linear_canonical_repn(exp, idMap=idMap)
if None in coef:
val = coef.pop(None)
if val:
repn._constant = val
# the six module is inefficient in terms of wrapping
# iterkeys and itervalues, in the context of Python
# 2.7. use the native dictionary methods where
# possible.
if using_py3 is False:
repn._linear_terms_coef = tuple(val
for val in coef.itervalues()
if val)
repn._linear_vars = tuple(
(varmap[var_hash] for var_hash, val in coef.iteritems()
if val))
else:
repn._linear_terms_coef = tuple(val for val in coef.values()
if val)
repn._linear_vars = tuple((varmap[var_hash]
for var_hash, val in coef.items()
if val))
return repn
def generate_ampl_repn(exp, idMap=None):
# We need to do this not at the global scope in case someone changed
# the mode after importing the environment.
_using_pyomo4_trees = expr_common.mode == expr_common.Mode.pyomo4_trees
_using_pyomo5_trees = expr_common.mode == expr_common.Mode.pyomo5_trees
if idMap is None:
idMap = {}
if _using_pyomo5_trees:
from pyomo.repn.standard_repn import generate_standard_repn
return generate_standard_repn(exp, quadratic=False)
if exp is None:
return AmplRepn()
degree = exp.polynomial_degree()
if (degree is None) or (degree > 1):
repn = _generate_ampl_repn(exp)
repn.compress()
elif degree == 0:
repn = AmplRepn()
repn._constant = value(exp)
# compress
repn._linear_vars = tuple()
repn._linear_terms_coef = tuple()
repn._nonlinear_vars = tuple()
else: # degree == 1
repn = AmplRepn()
if _using_pyomo4_trees:
canonical_repn = generate_canonical_repn(exp, idMap=idMap)
# compress
repn._nonlinear_vars = tuple()
repn._constant = value(canonical_repn.constant)
repn._linear_vars = tuple(canonical_repn.variables)
repn._linear_terms_coef = tuple(value(_v) for _v in canonical_repn.linear)
else:
# compress
repn._linear_vars = tuple()
repn._linear_terms_coef = tuple()
repn._nonlinear_vars = tuple()
coef, varmap = collect_linear_canonical_repn(exp, idMap=idMap)
if None in coef:
val = coef.pop(None)
if val:
repn._constant = val
# the six module is inefficient in terms of wrapping
# iterkeys and itervalues, in the context of Python
# 2.7. use the native dictionary methods where
# possible.
if using_py3 is False:
repn._linear_terms_coef = tuple(val for val in coef.itervalues() if val)
repn._linear_vars = tuple((varmap[var_hash]
for var_hash,val in coef.iteritems() if val))
else:
repn._linear_terms_coef = tuple(val for val in coef.values() if val)
repn._linear_vars = tuple((varmap[var_hash]
for var_hash,val in coef.items() if val))
return repn
def _apply_to(self, model):
"""Apply the transformation to the given model."""
m = model
for constr in m.component_data_objects(ctype=Constraint,
active=True,
descend_into=True):
# Check if the constraint is k * x + c1 <= c2 or c2 <= k * x + c1
if constr.body.polynomial_degree() == 1:
repn = generate_canonical_repn(constr.body)
if repn.variables is not None and len(repn.variables) == 1:
var = repn.variables[0]
const = repn.constant if repn.constant is not None else 0
coef = float(repn.linear[0])
if coef == 0:
# This can happen when a one element of a bilinear term
# is fixed to zero. Obviously, do not divide by zero.
pass
else:
if constr.upper is not None:
newbound = (value(constr.upper) - const) / coef
if coef > 0:
var.setub(
min(var.ub, newbound) if var.
ub is not None else newbound)
elif coef < 0:
var.setlb(
max(var.lb, newbound) if var.
lb is not None else newbound)
if constr.lower is not None:
newbound = (value(constr.lower) - const) / coef
if coef > 0:
var.setlb(
max(var.lb, newbound) if var.
lb is not None else newbound)
elif coef < 0:
var.setub(
min(var.ub, newbound) if var.
ub is not None else newbound)
constr.deactivate()
# Sometimes deactivating the constraint will remove a
# variable from all active constraints, so that it won't be
# updated during the optimization. Therefore, we need to
# shift the value of var as necessary in order to keep it
# within its implied bounds, as the constraint we are
# deactivating is not an invalid constraint, but rather we
# are moving its implied bound directly onto the variable.
if (var.has_lb() and var.value is not None
and var.value < var.lb):
var.set_value(var.lb)
if (var.has_ub() and var.value is not None
and var.value > var.ub):
var.set_value(var.ub)
def _detect_fixed_variables(m):
"""Detect fixed variables due to constraints of form var = const."""
new_fixed_vars = ComponentSet()
for constr in m.component_data_objects(ctype=Constraint,
active=True,
descend_into=True):
if constr.equality and constr.body.polynomial_degree() == 1:
repn = generate_canonical_repn(constr.body)
if len(repn.variables) == 1 and repn.linear[0]:
var = repn.variables[0]
coef = float(repn.linear[0])
const = repn.constant if repn.constant is not None else 0
var_val = (value(constr.lower) - value(const)) / coef
var.fix(var_val)
new_fixed_vars.add(var)
return new_fixed_vars
def generate_ampl_repn(exp, idMap=None):
if idMap is None:
idMap = {}
degree = exp.polynomial_degree()
if (degree is None) or (degree > 1):
repn = _generate_ampl_repn(exp)
repn.compress()
elif degree == 0:
repn = AmplRepn()
repn._constant = value(exp)
# compress
repn._linear_vars = tuple()
repn._linear_terms_coef = tuple()
repn._nonlinear_vars = tuple()
else: # degree == 1
repn = AmplRepn()
if _using_pyomo4_trees:
canonical_repn = generate_canonical_repn(exp, idMap=idMap)
# compress
repn._nonlinear_vars = tuple()
repn._constant = value(canonical_repn.constant)
repn._linear_vars = tuple(canonical_repn.variables)
repn._linear_terms_coef = tuple(value(_v) for _v in canonical_repn.linear)
else:
# compress
repn._linear_vars = tuple()
repn._linear_terms_coef = tuple()
repn._nonlinear_vars = tuple()
coef, varmap = collect_linear_canonical_repn(exp, idMap=idMap)
if None in coef:
val = coef.pop(None)
if val:
repn._constant = val
# the six module is inefficient in terms of wrapping
# iterkeys and itervalues, in the context of Python
# 2.7. use the native dictionary methods where
# possible.
if using_py3 is False:
repn._linear_terms_coef = tuple(val for val in coef.itervalues() if val)
repn._linear_vars = tuple((varmap[var_hash]
for var_hash,val in coef.iteritems() if val))
else:
repn._linear_terms_coef = tuple(val for val in coef.values() if val)
repn._linear_vars = tuple((varmap[var_hash]
for var_hash,val in coef.items() if val))
return repn
def compile_block_linear_constraints(parent_block,
constraint_name,
skip_trivial_constraints=False,
single_precision_storage=False,
verbose=False,
descend_into=True):
if verbose:
print("")
print("Compiling linear constraints on block with name: %s" %
(parent_block.name))
if not parent_block.is_constructed():
raise RuntimeError(
"Attempting to compile block '%s' with unconstructed "
"component(s)" % (parent_block.name))
#
# Linear MatrixConstraint in CSR format
#
SparseMat_pRows = []
SparseMat_jCols = []
SparseMat_Vals = []
Ranges = []
RangeTypes = []
def _get_bound(exp):
if exp is None:
return None
if is_fixed(exp):
return value(exp)
raise ValueError("non-fixed bound: " + str(exp))
start_time = time.time()
if verbose:
print("Sorting active blocks...")
sortOrder = SortComponents.indices | SortComponents.alphabetical
all_blocks = [
_b for _b in parent_block.block_data_objects(
active=True, sort=sortOrder, descend_into=descend_into)
]
stop_time = time.time()
if verbose:
print("Time to sort active blocks: %.2f seconds" %
(stop_time - start_time))
start_time = time.time()
if verbose:
print("Collecting variables on active blocks...")
#
# First Pass: assign each variable a deterministic id
# (an index in a list)
#
VarSymbolToVarObject = []
for block in all_blocks:
VarSymbolToVarObject.extend(
block.component_data_objects(Var,
sort=sortOrder,
descend_into=False))
VarIDToVarSymbol = \
dict((id(vardata), index)
for index, vardata in enumerate(VarSymbolToVarObject))
stop_time = time.time()
if verbose:
print("Time to collect variables on active blocks: %.2f seconds" %
(stop_time - start_time))
start_time = time.time()
if verbose:
print("Compiling active linear constraints...")
#
# Second Pass: collect and remove active linear constraints
#
constraint_data_to_remove = []
empty_constraint_containers_to_remove = []
constraint_containers_to_remove = []
constraint_containers_to_check = set()
referenced_variable_symbols = set()
nnz = 0
nrows = 0
SparseMat_pRows = [0]
for block in all_blocks:
if hasattr(block, '_canonical_repn'):
del block._canonical_repn
if hasattr(block, '_ampl_repn'):
del block._ampl_repn
for constraint in block.component_objects(Constraint,
active=True,
sort=sortOrder,
descend_into=False):
assert not isinstance(constraint, MatrixConstraint)
if len(constraint) == 0:
empty_constraint_containers_to_remove.append(
(block, constraint))
else:
singleton = isinstance(constraint, SimpleConstraint)
for index, constraint_data in iteritems(constraint):
if constraint_data.body.polynomial_degree() <= 1:
# collect for removal
if singleton:
constraint_containers_to_remove.append(
(block, constraint))
else:
constraint_data_to_remove.append(
(constraint, index))
constraint_containers_to_check.add(
(block, constraint))
canonical_repn = generate_canonical_repn(
constraint_data.body)
assert isinstance(canonical_repn, LinearCanonicalRepn)
row_variable_symbols = []
row_coefficients = []
if canonical_repn.variables is None:
if skip_trivial_constraints:
continue
else:
row_variable_symbols = \
[VarIDToVarSymbol[id(vardata)]
for vardata in canonical_repn.variables]
referenced_variable_symbols.update(
row_variable_symbols)
assert canonical_repn.linear is not None
row_coefficients = canonical_repn.linear
SparseMat_pRows.append(SparseMat_pRows[-1] + \
len(row_variable_symbols))
SparseMat_jCols.extend(row_variable_symbols)
SparseMat_Vals.extend(row_coefficients)
nnz += len(row_variable_symbols)
nrows += 1
L = _get_bound(constraint_data.lower)
U = _get_bound(constraint_data.upper)
constant = value(canonical_repn.constant)
if constant is None:
constant = 0
Ranges.append(L - constant if (L is not None) else 0)
Ranges.append(U - constant if (U is not None) else 0)
if (L is not None) and \
(U is not None) and \
(not constraint_data.equality):
RangeTypes.append(MatrixConstraint.LowerBound
| MatrixConstraint.UpperBound)
elif constraint_data.equality:
RangeTypes.append(MatrixConstraint.Equality)
elif L is not None:
assert U is None
RangeTypes.append(MatrixConstraint.LowerBound)
else:
assert U is not None
RangeTypes.append(MatrixConstraint.UpperBound)
# Start freeing up memory
constraint_data.set_value(None)
ncols = len(referenced_variable_symbols)
stop_time = time.time()
if verbose:
print("Time to compile active linear constraints: %.2f seconds" %
(stop_time - start_time))
start_time = time.time()
if verbose:
print("Removing compiled constraint objects...")
#
# Remove compiled constraints
#
constraints_removed = 0
constraint_containers_removed = 0
for block, constraint in empty_constraint_containers_to_remove:
block.del_component(constraint)
constraint_containers_removed += 1
for constraint, index in constraint_data_to_remove:
del constraint[index]
constraints_removed += 1
for block, constraint in constraint_containers_to_remove:
block.del_component(constraint)
constraints_removed += 1
constraint_containers_removed += 1
for block, constraint in constraint_containers_to_check:
if len(constraint) == 0:
block.del_component(constraint)
constraint_containers_removed += 1
stop_time = time.time()
if verbose:
print("Eliminated %s constraints and %s Constraint container objects" %
(constraints_removed, constraint_containers_removed))
print("Time to remove compiled constraint objects: %.2f seconds" %
(stop_time - start_time))
start_time = time.time()
if verbose:
print("Assigning variable column indices...")
#
# Assign a column index to the set of referenced variables
#
ColumnIndexToVarSymbol = sorted(referenced_variable_symbols)
VarSymbolToColumnIndex = dict(
(symbol, column)
for column, symbol in enumerate(ColumnIndexToVarSymbol))
SparseMat_jCols = [
VarSymbolToColumnIndex[symbol] for symbol in SparseMat_jCols
]
del VarSymbolToColumnIndex
ColumnIndexToVarObject = [
VarSymbolToVarObject[var_symbol]
for var_symbol in ColumnIndexToVarSymbol
]
stop_time = time.time()
if verbose:
print("Time to assign variable column indices: %.2f seconds" %
(stop_time - start_time))
start_time = time.time()
if verbose:
print("Converting compiled constraint data to array storage...")
print(" - Using %s precision for numeric values" %
('single' if single_precision_storage else 'double'))
#
# Convert to array storage
#
number_storage = 'f' if single_precision_storage else 'd'
SparseMat_pRows = array.array('L', SparseMat_pRows)
SparseMat_jCols = array.array('L', SparseMat_jCols)
SparseMat_Vals = array.array(number_storage, SparseMat_Vals)
Ranges = array.array(number_storage, Ranges)
RangeTypes = array.array('B', RangeTypes)
stop_time = time.time()
if verbose:
storage_bytes = \
SparseMat_pRows.buffer_info()[1] * SparseMat_pRows.itemsize + \
SparseMat_jCols.buffer_info()[1] * SparseMat_jCols.itemsize + \
SparseMat_Vals.buffer_info()[1] * SparseMat_Vals.itemsize + \
Ranges.buffer_info()[1] * Ranges.itemsize + \
RangeTypes.buffer_info()[1] * RangeTypes.itemsize
print("Sparse Matrix Dimension:")
print(" - Rows: " + str(nrows))
print(" - Cols: " + str(ncols))
print(" - Nonzeros: " + str(nnz))
print("Compiled Data Storage: " + str(_label_bytes(storage_bytes)))
print("Time to convert compiled constraint data to "
"array storage: %.2f seconds" % (stop_time - start_time))
parent_block.add_component(
constraint_name,
MatrixConstraint(nrows, ncols, nnz, SparseMat_pRows, SparseMat_jCols,
SparseMat_Vals, Ranges, RangeTypes,
ColumnIndexToVarObject))
def compile_block_linear_constraints(parent_block,
constraint_name,
skip_trivial_constraints=False,
single_precision_storage=False,
verbose=False,
descend_into=True):
if verbose:
print("")
print("Compiling linear constraints on block with name: %s"
% (parent_block.name))
if not parent_block.is_constructed():
raise RuntimeError(
"Attempting to compile block '%s' with unconstructed "
"component(s)" % (parent_block.name))
#
# Linear MatrixConstraint in CSR format
#
SparseMat_pRows = []
SparseMat_jCols = []
SparseMat_Vals = []
Ranges = []
RangeTypes = []
def _get_bound(exp):
if exp is None:
return None
if is_fixed(exp):
return value(exp)
raise ValueError("non-fixed bound: " + str(exp))
start_time = time.time()
if verbose:
print("Sorting active blocks...")
sortOrder = SortComponents.indices | SortComponents.alphabetical
all_blocks = [_b for _b in parent_block.block_data_objects(
active=True,
sort=sortOrder,
descend_into=descend_into)]
stop_time = time.time()
if verbose:
print("Time to sort active blocks: %.2f seconds"
% (stop_time-start_time))
start_time = time.time()
if verbose:
print("Collecting variables on active blocks...")
#
# First Pass: assign each variable a deterministic id
# (an index in a list)
#
VarSymbolToVarObject = []
for block in all_blocks:
VarSymbolToVarObject.extend(
block.component_data_objects(Var,
sort=sortOrder,
descend_into=False))
VarIDToVarSymbol = \
dict((id(vardata), index)
for index, vardata in enumerate(VarSymbolToVarObject))
stop_time = time.time()
if verbose:
print("Time to collect variables on active blocks: %.2f seconds"
% (stop_time-start_time))
start_time = time.time()
if verbose:
print("Compiling active linear constraints...")
#
# Second Pass: collect and remove active linear constraints
#
constraint_data_to_remove = []
empty_constraint_containers_to_remove = []
constraint_containers_to_remove = []
constraint_containers_to_check = set()
referenced_variable_symbols = set()
nnz = 0
nrows = 0
SparseMat_pRows = [0]
for block in all_blocks:
if hasattr(block, '_canonical_repn'):
del block._canonical_repn
if hasattr(block, '_ampl_repn'):
del block._ampl_repn
for constraint in block.component_objects(Constraint,
active=True,
sort=sortOrder,
descend_into=False):
assert not isinstance(constraint, MatrixConstraint)
if len(constraint) == 0:
empty_constraint_containers_to_remove.append((block, constraint))
else:
singleton = isinstance(constraint, SimpleConstraint)
for index, constraint_data in iteritems(constraint):
if constraint_data.body.polynomial_degree() <= 1:
# collect for removal
if singleton:
constraint_containers_to_remove.append((block, constraint))
else:
constraint_data_to_remove.append((constraint, index))
constraint_containers_to_check.add((block, constraint))
canonical_repn = generate_canonical_repn(constraint_data.body)
assert isinstance(canonical_repn, LinearCanonicalRepn)
row_variable_symbols = []
row_coefficients = []
if canonical_repn.variables is None:
if skip_trivial_constraints:
continue
else:
row_variable_symbols = \
[VarIDToVarSymbol[id(vardata)]
for vardata in canonical_repn.variables]
referenced_variable_symbols.update(
row_variable_symbols)
assert canonical_repn.linear is not None
row_coefficients = canonical_repn.linear
SparseMat_pRows.append(SparseMat_pRows[-1] + \
len(row_variable_symbols))
SparseMat_jCols.extend(row_variable_symbols)
SparseMat_Vals.extend(row_coefficients)
nnz += len(row_variable_symbols)
nrows += 1
L = _get_bound(constraint_data.lower)
U = _get_bound(constraint_data.upper)
constant = value(canonical_repn.constant)
if constant is None:
constant = 0
Ranges.append(L - constant if (L is not None) else 0)
Ranges.append(U - constant if (U is not None) else 0)
if (L is not None) and \
(U is not None) and \
(not constraint_data.equality):
RangeTypes.append(MatrixConstraint.LowerBound |
MatrixConstraint.UpperBound)
elif constraint_data.equality:
RangeTypes.append(MatrixConstraint.Equality)
elif L is not None:
assert U is None
RangeTypes.append(MatrixConstraint.LowerBound)
else:
assert U is not None
RangeTypes.append(MatrixConstraint.UpperBound)
# Start freeing up memory
constraint_data.set_value(None)
ncols = len(referenced_variable_symbols)
stop_time = time.time()
if verbose:
print("Time to compile active linear constraints: %.2f seconds"
% (stop_time-start_time))
start_time = time.time()
if verbose:
print("Removing compiled constraint objects...")
#
# Remove compiled constraints
#
constraints_removed = 0
constraint_containers_removed = 0
for block, constraint in empty_constraint_containers_to_remove:
block.del_component(constraint)
constraint_containers_removed += 1
for constraint, index in constraint_data_to_remove:
del constraint[index]
constraints_removed += 1
for block, constraint in constraint_containers_to_remove:
block.del_component(constraint)
constraints_removed += 1
constraint_containers_removed += 1
for block, constraint in constraint_containers_to_check:
if len(constraint) == 0:
block.del_component(constraint)
constraint_containers_removed += 1
stop_time = time.time()
if verbose:
print("Eliminated %s constraints and %s Constraint container objects"
% (constraints_removed, constraint_containers_removed))
print("Time to remove compiled constraint objects: %.2f seconds"
% (stop_time-start_time))
start_time = time.time()
if verbose:
print("Assigning variable column indices...")
#
# Assign a column index to the set of referenced variables
#
ColumnIndexToVarSymbol = sorted(referenced_variable_symbols)
VarSymbolToColumnIndex = dict((symbol, column)
for column, symbol in enumerate(ColumnIndexToVarSymbol))
SparseMat_jCols = [VarSymbolToColumnIndex[symbol] for symbol in SparseMat_jCols]
del VarSymbolToColumnIndex
ColumnIndexToVarObject = [VarSymbolToVarObject[var_symbol]
for var_symbol in ColumnIndexToVarSymbol]
stop_time = time.time()
if verbose:
print("Time to assign variable column indices: %.2f seconds"
% (stop_time-start_time))
start_time = time.time()
if verbose:
print("Converting compiled constraint data to array storage...")
print(" - Using %s precision for numeric values"
% ('single' if single_precision_storage else 'double'))
#
# Convert to array storage
#
number_storage = 'f' if single_precision_storage else 'd'
SparseMat_pRows = array.array('L', SparseMat_pRows)
SparseMat_jCols = array.array('L', SparseMat_jCols)
SparseMat_Vals = array.array(number_storage, SparseMat_Vals)
Ranges = array.array(number_storage, Ranges)
RangeTypes = array.array('B', RangeTypes)
stop_time = time.time()
if verbose:
storage_bytes = \
SparseMat_pRows.buffer_info()[1] * SparseMat_pRows.itemsize + \
SparseMat_jCols.buffer_info()[1] * SparseMat_jCols.itemsize + \
SparseMat_Vals.buffer_info()[1] * SparseMat_Vals.itemsize + \
Ranges.buffer_info()[1] * Ranges.itemsize + \
RangeTypes.buffer_info()[1] * RangeTypes.itemsize
print("Sparse Matrix Dimension:")
print(" - Rows: "+str(nrows))
print(" - Cols: "+str(ncols))
print(" - Nonzeros: "+str(nnz))
print("Compiled Data Storage: "+str(_label_bytes(storage_bytes)))
print("Time to convert compiled constraint data to "
"array storage: %.2f seconds" % (stop_time-start_time))
parent_block.add_component(constraint_name,
MatrixConstraint(nrows, ncols, nnz,
SparseMat_pRows,
SparseMat_jCols,
SparseMat_Vals,
Ranges,
RangeTypes,
ColumnIndexToVarObject))
def to_matrix_form(model):
"""
Converts a concrete Pyomo model with a linear objective
and linear constraints into matrix form.
Args:
model: A concrete Pyomo model.
Returns:
Objects that define the following LP representation:
min(max) c0 + c^T x
s.t. bL <= Ax <= bU
xL <= x <= xU
where,
c0: scalar representing the aggregation of all
constants found in the objective expression
c: nvars-length list of objective coefficients.
bL: ncons-length list of constraint upper bounds
bU: ncons-length list of constraint lower bounds
A: 3-tuple consisting of list objects (data,
indices, indptr) defining a sparse matrix in
Compressed Sparse Row format
xL: nvars-length list of variable lower bounds
xU: nvars-length list of variable upper bounds
In addition, the following mapping objects are
returned:
vartocol: maps model variable objects to their
integer column index in the A
matrix. E.g.,
vartocol[model.x[5]] # -> 0
contorow: maps model constraint objects to their
integer row index in the A matrix. E.g.,
contorow[model.c] # -> 19
All variable and constraint bound vectors will
contain values of float('-inf') and float('inf')
where the corresponding bound does not exist.
"""
# Assign each variable a deterministic symbol (an index
# in a list) so that we can guarantee the same matrix
# ordering for a given Pyomo model. We can not assign a
# column index until after collecting the list of
# variables that are actually used.
sortOrder = (SortComponents.indices |
SortComponents.alphabetical)
all_blocks = [_b for _b in
model.block_data_objects(
active=True,
sort=sortOrder)]
VarSymbolToVarObject = []
for block in all_blocks:
VarSymbolToVarObject.extend(
block.component_data_objects(
Var,
sort=sortOrder,
descend_into=False))
VarIDToVarSymbol = \
dict((id(var), index) for index, var in
enumerate(VarSymbolToVarObject))
# Loop over objective and constraints to generate the
# cost vector and matrix rows. Raise an exception if any
# nonlinear expressions are encountered.
negative_infinity = float('-inf')
positive_infinity = float('inf')
nobjs = 0
referenced_var_symbols = set()
A_indptr = [0]
A_indices = []
A_data = []
bL = []
bU = []
c_sparse = {}
c0 = 0.0
RowIndexToConstraintObject = []
for block in all_blocks:
for objective in block.component_data_objects(
Objective,
active=True,
sort=sortOrder,
descend_into=False):
nobjs += 1
if nobjs > 1:
raise ValueError(
"This function does not support "
"multiple objectives")
polynomial_degree = \
objective.expr.polynomial_degree()
if (polynomial_degree != 0) and \
(polynomial_degree != 1):
raise ValueError(
"This function does not support "
"nonlinear objectives")
canonical_repn = \
generate_canonical_repn(objective.expr)
variables = canonical_repn.variables
coefficients = canonical_repn.linear
if variables is not None:
for var, coef in zip(variables,
coefficients):
var_symbol = VarIDToVarSymbol[id(var)]
c_sparse[var_symbol] = coef
referenced_var_symbols.add(var_symbol)
if canonical_repn.constant is not None:
c0 = value(canonical_repn.constant)
for sosconstraint in block.component_data_objects(
SOSConstraint,
active=True,
sort=sortOrder,
descend_into=False):
raise ValueError("This function does not "
"support SOSConstraints")
for constraint in block.component_data_objects(
Constraint,
active=True,
sort=sortOrder,
descend_into=False):
polynomial_degree = \
constraint.body.polynomial_degree()
if (polynomial_degree != 0) and \
(polynomial_degree != 1):
raise ValueError(
"This function does not support "
"nonlinear constraints")
RowIndexToConstraintObject.append(constraint)
canonical_repn = \
generate_canonical_repn(constraint.body)
variables = canonical_repn.variables
coefficients = canonical_repn.linear
row_variable_symbols = []
row_coefficients = []
if variables is not None:
row_variable_symbols = \
[VarIDToVarSymbol[id(var)]
for var in variables]
referenced_var_symbols.\
update(row_variable_symbols)
row_coefficients = coefficients
A_indptr.append(A_indptr[-1] +
len(row_variable_symbols))
A_indices.extend(row_variable_symbols)
A_data.extend(row_coefficients)
L = negative_infinity
U = positive_infinity
constant = 0.0
if constraint.lower is not None:
L = value(constraint.lower)
if constraint.upper is not None:
U = value(constraint.upper)
if canonical_repn.constant is not None:
constant = value(canonical_repn.constant)
bL.append(L - constant)
bU.append(U - constant)
ncols = len(referenced_var_symbols)
# Assign a column index to the set of referenced
# variables
ColumnIndexToVarSymbol = sorted(referenced_var_symbols)
VarSymbolToColumnIndex = \
dict((symbol, col) for col, symbol in
enumerate(ColumnIndexToVarSymbol))
A_indices = [VarSymbolToColumnIndex[symbol]
for symbol in A_indices]
ColumnIndexToVarObject = \
[VarSymbolToVarObject[var_symbol]
for var_symbol in ColumnIndexToVarSymbol]
# Convert the sparse cost vector into a dense list based
# on the variable column id assignments.
c = [0.0 for j in range(ncols)]
for var_symbol, coef in c_sparse.items():
c[VarSymbolToColumnIndex[var_symbol]] = coef
# Generate dense xL and xU variable bound lists based on
# the variable column id assignments
xL = [negative_infinity for j in range(ncols)]
xU = [positive_infinity for j in range(ncols)]
for j, var in enumerate(ColumnIndexToVarObject):
if var.lb is not None:
xL[j] = value(var.lb)
if var.ub is not None:
xU[j] = value(var.ub)
# Generate the component maps that allow one to recover
# the row/column index from a constraint/variable
# object. The reverse maps are easy enough to generate
# from these two maps if needed.
vartocol = ComponentMap(
(var, j) for j, var in
enumerate(ColumnIndexToVarObject))
contorow = ComponentMap(
(con, i)
for i, con in enumerate(RowIndexToConstraintObject))
return (c0, c,
bL, bU,
(A_data, A_indices, A_indptr),
xL, xU,
vartocol, contorow)
def to_matrix_form(model):
"""
Converts a concrete Pyomo model with a linear objective
and linear constraints into matrix form.
Args:
model: A concrete Pyomo model.
Returns:
Objects that define the following LP representation:
min(max) c0 + c^T x
s.t. bL <= Ax <= bU
xL <= x <= xU
where,
c0: scalar representing the aggregation of all
constants found in the objective expression
c: nvars-length list of objective coefficients.
bL: ncons-length list of constraint upper bounds
bU: ncons-length list of constraint lower bounds
A: 3-tuple consisting of list objects (data,
indices, indptr) defining a sparse matrix in
Compressed Sparse Row format
xL: nvars-length list of variable lower bounds
xU: nvars-length list of variable upper bounds
In addition, the following mapping objects are
returned:
vartocol: maps model variable objects to their
integer column index in the A
matrix. E.g.,
vartocol[model.x[5]] # -> 0
contorow: maps model constraint objects to their
integer row index in the A matrix. E.g.,
contorow[model.c] # -> 19
All variable and constraint bound vectors will
contain values of float('-inf') and float('inf')
where the corresponding bound does not exist.
"""
# Assign each variable a deterministic symbol (an index
# in a list) so that we can guarantee the same matrix
# ordering for a given Pyomo model. We can not assign a
# column index until after collecting the list of
# variables that are actually used.
sortOrder = (SortComponents.indices | SortComponents.alphabetical)
all_blocks = [
_b for _b in model.block_data_objects(active=True, sort=sortOrder)
]
VarSymbolToVarObject = []
for block in all_blocks:
VarSymbolToVarObject.extend(
block.component_data_objects(Var,
sort=sortOrder,
descend_into=False))
VarIDToVarSymbol = \
dict((id(var), index) for index, var in
enumerate(VarSymbolToVarObject))
# Loop over objective and constraints to generate the
# cost vector and matrix rows. Raise an exception if any
# nonlinear expressions are encountered.
negative_infinity = float('-inf')
positive_infinity = float('inf')
nobjs = 0
referenced_var_symbols = set()
A_indptr = [0]
A_indices = []
A_data = []
bL = []
bU = []
c_sparse = {}
c0 = 0.0
RowIndexToConstraintObject = []
for block in all_blocks:
for objective in block.component_data_objects(Objective,
active=True,
sort=sortOrder,
descend_into=False):
nobjs += 1
if nobjs > 1:
raise ValueError("This function does not support "
"multiple objectives")
polynomial_degree = \
objective.expr.polynomial_degree()
if (polynomial_degree != 0) and \
(polynomial_degree != 1):
raise ValueError("This function does not support "
"nonlinear objectives")
canonical_repn = \
generate_canonical_repn(objective.expr)
variables = canonical_repn.variables
coefficients = canonical_repn.linear
if variables is not None:
for var, coef in zip(variables, coefficients):
var_symbol = VarIDToVarSymbol[id(var)]
c_sparse[var_symbol] = coef
referenced_var_symbols.add(var_symbol)
if canonical_repn.constant is not None:
c0 = value(canonical_repn.constant)
for sosconstraint in block.component_data_objects(SOSConstraint,
active=True,
sort=sortOrder,
descend_into=False):
raise ValueError("This function does not "
"support SOSConstraints")
for constraint in block.component_data_objects(Constraint,
active=True,
sort=sortOrder,
descend_into=False):
polynomial_degree = \
constraint.body.polynomial_degree()
if (polynomial_degree != 0) and \
(polynomial_degree != 1):
raise ValueError("This function does not support "
"nonlinear constraints")
RowIndexToConstraintObject.append(constraint)
canonical_repn = \
generate_canonical_repn(constraint.body)
variables = canonical_repn.variables
coefficients = canonical_repn.linear
row_variable_symbols = []
row_coefficients = []
if variables is not None:
row_variable_symbols = \
[VarIDToVarSymbol[id(var)]
for var in variables]
referenced_var_symbols.\
update(row_variable_symbols)
row_coefficients = coefficients
A_indptr.append(A_indptr[-1] + len(row_variable_symbols))
A_indices.extend(row_variable_symbols)
A_data.extend(row_coefficients)
L = negative_infinity
U = positive_infinity
constant = 0.0
if constraint.lower is not None:
L = value(constraint.lower)
if constraint.upper is not None:
U = value(constraint.upper)
if canonical_repn.constant is not None:
constant = value(canonical_repn.constant)
bL.append(L - constant)
bU.append(U - constant)
ncols = len(referenced_var_symbols)
# Assign a column index to the set of referenced
# variables
ColumnIndexToVarSymbol = sorted(referenced_var_symbols)
VarSymbolToColumnIndex = \
dict((symbol, col) for col, symbol in
enumerate(ColumnIndexToVarSymbol))
A_indices = [VarSymbolToColumnIndex[symbol] for symbol in A_indices]
ColumnIndexToVarObject = \
[VarSymbolToVarObject[var_symbol]
for var_symbol in ColumnIndexToVarSymbol]
# Convert the sparse cost vector into a dense list based
# on the variable column id assignments.
c = [0.0 for j in range(ncols)]
for var_symbol, coef in c_sparse.items():
c[VarSymbolToColumnIndex[var_symbol]] = coef
# Generate dense xL and xU variable bound lists based on
# the variable column id assignments
xL = [negative_infinity for j in range(ncols)]
xU = [positive_infinity for j in range(ncols)]
for j, var in enumerate(ColumnIndexToVarObject):
if var.lb is not None:
xL[j] = value(var.lb)
if var.ub is not None:
xU[j] = value(var.ub)
# Generate the component maps that allow one to recover
# the row/column index from a constraint/variable
# object. The reverse maps are easy enough to generate
# from these two maps if needed.
vartocol = ComponentMap(
(var, j) for j, var in enumerate(ColumnIndexToVarObject))
contorow = ComponentMap(
(con, i) for i, con in enumerate(RowIndexToConstraintObject))
return (c0, c, bL, bU, (A_data, A_indices, A_indptr), xL, xU, vartocol,
contorow)