Exemplo n.º 1
0
    def _preprocess_scenario(self, scenario_name, solver):
        # TODO: Does this import need to be delayed because
        #       it is in a plugins subdirectory
        from pyomo.solvers.plugins.solvers.persistent_solver import \
            PersistentSolver

        assert scenario_name in self._scenario_instances
        scenario_objective_active = self._scenario_objectives[
            scenario_name].active
        # because the preprocessor will skip the scenario objective if it is
        # part of a bundle and not active
        self._scenario_objectives[scenario_name].activate()

        def _cleanup():
            if not scenario_objective_active:
                self._scenario_objectives[scenario_name].deactivate()

        scenario_instance = self._scenario_instances[scenario_name]
        instance_first_preprocess = self._scenario_first_preprocess[
            scenario_name]
        instance_fixed_variables = self.fixed_variables[scenario_name]
        instance_freed_variables = self.freed_variables[scenario_name]
        instance_constraints_updated_list = \
            self.constraints_updated_list[scenario_name]
        instance_constraints_added_list = \
            self.constraints_added_list[scenario_name]
        instance_constraints_removed_list = \
            self.constraints_removed_list[scenario_name]
        instance_objective_updated = self.objective_updated[scenario_name]

        persistent_solver_in_use = isinstance(solver, PersistentSolver)
        if (not instance_first_preprocess) and \
           (not instance_objective_updated) and \
           (not instance_fixed_variables) and \
           (not instance_freed_variables) and \
           (len(instance_constraints_updated_list) == 0) and \
           (len(instance_constraints_added_list) == 0) and \
           (len(instance_constraints_removed_list) == 0):
            if persistent_solver_in_use:
                assert solver.has_instance()

            # instances are already preproccessed, nothing
            # needs to be done
            if self.get_option("verbose"):
                print("No preprocessing necessary for scenario %s" %
                      (scenario_name))
            _cleanup()
            return

        if (not instance_first_preprocess) and \
           (instance_fixed_variables or instance_freed_variables):

            if persistent_solver_in_use:
                if solver.has_instance():
                    if self.get_option("verbose"):
                        print(
                            "Compiling fixed status updates in persistent solver "
                            "for scenario %s" % (scenario_name))

                    # it can be the case that the solver plugin no longer has an
                    # instance compiled, depending on what state the solver plugin
                    # is in relative to the instance.  if this is the case, just
                    # don't compile the variable bounds.
                    if solver.has_instance():
                        variables_to_change = \
                            instance_fixed_variables + instance_freed_variables
                        for var in variables_to_change:
                            solver.update_var(var)
            else:
                if self.get_option("preprocess_fixed_variables"):
                    if self.get_option("verbose"):
                        print("Running full preprocessing for scenario %s "
                              "due to fixing of variables" % (scenario_name))

                    if solver.problem_format() == ProblemFormat.nl:
                        ampl_expression_preprocessor({},
                                                     model=scenario_instance)
                    else:
                        canonical_expression_preprocessor(
                            {}, model=scenario_instance)
                    # We've preprocessed the entire instance, no point in checking
                    # anything else
                    _cleanup()
                    return

        if (not instance_first_preprocess) and \
           instance_objective_updated:

            if self.get_option("verbose"):
                print("Preprocessing objective for scenario %s" %
                      (scenario_name))

            if persistent_solver_in_use:
                if solver.has_instance():
                    obj_count = 0
                    for obj in scenario_instance.component_data_objects(
                            ctype=Objective, descend_into=True, active=True):
                        obj_count += 1
                        if obj_count > 1:
                            raise RuntimeError(
                                "Persistent solver interface only "
                                "supports a single active objective.")
                        solver.set_objective(obj)
            else:
                # if only the objective changed, there is minimal work to do.
                if solver.problem_format() == ProblemFormat.nl:
                    ampl_preprocess_block_objectives(scenario_instance)
                else:
                    canonical_preprocess_block_objectives(scenario_instance)

        if (not instance_first_preprocess) and \
           ((len(instance_constraints_updated_list) > 0) or \
            (len(instance_constraints_added_list) > 0) or \
            (len(instance_constraints_removed_list) > 0)):

            if persistent_solver_in_use:
                if solver.has_instance():
                    if self.get_option("verbose"):
                        print("Compiling constraint list (size=%s) for "
                              "scenario %s" % (scenario_name))
                    for con in instance_constraints_updated_list:
                        if (not con.has_lb()) and \
                           (not con.has_ub()):
                            assert not con.equality
                            continue  # non-binding, so skip
                        solver.remove_constraint(con)
                        solver.add_constraint(con)
                    for con in instance_constraints_removed_list:
                        if (not con.has_lb()) and \
                           (not con.has_ub()):
                            assert not con.equality
                            continue  # non-binding, so skip
                        solver.remove_constraint(con)
                    for con in instance_constraints_added_list:
                        if (not con.has_lb()) and \
                           (not con.has_ub()):
                            assert not con.equality
                            continue  # non-binding, so skip
                        solver.add_constraint(con)
            elif (len(instance_constraints_updated_list) > 0) or \
                 (len(instance_constraints_added_list) > 0):
                if self.get_option("verbose"):
                    print("Preprocessing constraint list (size=%s) for "
                          "scenario %s" %
                          (len(instance_constraints_updated_list),
                           scenario_name))
                idMap = {}
                repn_name = None
                repn_func = None
                if solver.problem_format() == ProblemFormat.nl:
                    repn_name = "_ampl_repn"
                    repn_func = generate_ampl_repn
                else:
                    repn_name = "_canonical_repn"
                    repn_func = generate_canonical_repn

                for list_ in (instance_constraints_updated_list,
                              instance_constraints_added_list):
                    for constraint_data in list_:
                        if isinstance(constraint_data, LinearCanonicalRepn):
                            continue
                        block = constraint_data.parent_block()
                        # Get/Create the ComponentMap for the repn storage
                        if not hasattr(block, repn_name):
                            setattr(block, repn_name, ComponentMap())
                        getattr(block, repn_name)[constraint_data] = \
                            repn_func(constraint_data.body, idMap=idMap)

        if persistent_solver_in_use:
            if not solver.has_instance():
                solver.set_instance(
                    scenario_instance,
                    symbolic_solver_labels=\
                        self.get_option("symbolic_solver_labels"),
                    output_fixed_variable_bounds=\
                        not self.get_option("preprocess_fixed_variables"))
        elif instance_first_preprocess:
            if self.get_option("verbose"):
                print("Running initial full preprocessing for scenario %s" %
                      (scenario_name))
            if solver.problem_format() == ProblemFormat.nl:
                ampl_expression_preprocessor({}, model=scenario_instance)
            else:
                canonical_expression_preprocessor({}, model=scenario_instance)
        _cleanup()
Exemplo n.º 2
0
def preprocess_scenario_instance(
        scenario_instance, instance_variables_fixed, instance_variables_freed,
        instance_user_constraints_modified, instance_ph_constraints_modified,
        instance_ph_constraints, instance_objective_modified,
        preprocess_fixed_variables, solver):

    persistent_solver_in_use = isinstance(solver, PersistentSolver)
    if (not instance_objective_modified) and \
       (not instance_variables_fixed) and \
       (not instance_variables_freed) and \
       (not instance_ph_constraints_modified) and \
       (not instance_user_constraints_modified):

        # the condition of "nothing modified" should only be triggered
        # at PH iteration 0. instances are already preprocessed
        # following construction, and there isn't any augmentation of
        # the objective function yet.
        return

    if instance_objective_modified:
        # if only the objective changed, there is minimal work to do.

        if solver.problem_format() == ProblemFormat.nl:
            ampl_preprocess_block_objectives(scenario_instance)
        else:

            canonical_preprocess_block_objectives(scenario_instance)

        if persistent_solver_in_use and solver.instance_compiled():
            solver.compile_objective(scenario_instance)

    if (instance_variables_fixed or instance_variables_freed) and \
       (preprocess_fixed_variables):

        if solver.problem_format() == ProblemFormat.nl:
            ampl_expression_preprocessor({}, model=scenario_instance)
        else:
            canonical_expression_preprocessor({}, model=scenario_instance)

        # We've preprocessed the entire instance, no point in checking
        # anything else
        return

    if (instance_variables_fixed or instance_variables_freed) and \
       (persistent_solver_in_use):
        # it can be the case that the solver plugin no longer has an
        # instance compiled, depending on what state the solver plugin
        # is in relative to the instance.  if this is the case, just
        # don't compile the variable bounds.
        if solver.instance_compiled():
            variables_to_change = \
                instance_variables_fixed + instance_variables_freed
            solver.compile_variable_bounds(scenario_instance,
                                           vars_to_update=variables_to_change)

    if instance_user_constraints_modified:
        if solver.problem_format() == ProblemFormat.nl:
            idMap = {}
            for block in scenario_instance.block_data_objects(
                    active=True, descend_into=True):
                ampl_preprocess_block_constraints(block, idMap=idMap)
        else:
            idMap = {}
            for block in scenario_instance.block_data_objects(
                    active=True, descend_into=True):
                canonical_preprocess_block_constraints(block, idMap=idMap)

    elif instance_ph_constraints_modified:

        # only pre-process the piecewise constraints
        if solver.problem_format() == ProblemFormat.nl:
            idMap = {}
            for constraint_name in instance_ph_constraints:
                ampl_preprocess_constraint(scenario_instance,
                                           getattr(scenario_instance,
                                                   constraint_name),
                                           idMap=idMap)
        else:
            idMap = {}
            for constraint_name in instance_ph_constraints:
                canonical_preprocess_constraint(scenario_instance,
                                                getattr(
                                                    scenario_instance,
                                                    constraint_name),
                                                idMap=idMap)
Exemplo n.º 3
0
    def preprocess_bundles(self,
                           bundles=None,
                           force_preprocess_bundle_objective=False,
                           force_preprocess_bundle_constraints=False):
        # TODO: Does this import need to be delayed because
        #       it is in a plugins subdirectory
        from pyomo.solvers.plugins.solvers.persistent_solver import \
            PersistentSolver

        start_time = time.time()
        if len(self._bundle_instances) == 0:
            raise RuntimeError(
                "Unable to preprocess scenario bundles. Bundling "
                "does not seem to be activated.")

        if bundles is None:
            bundles = self._bundle_instances.keys()

        if self.get_option("verbose"):
            print("Preprocessing %s bundles" % len(bundles))

        preprocess_bundle_objective = 0b01
        preprocess_bundle_constraints = 0b10
        for bundle_name in bundles:

            preprocess_bundle = 0
            solver = self._bundle_solvers[bundle_name]
            persistent_solver_in_use = isinstance(solver, PersistentSolver)
            bundle_ef_instance = self._bundle_instances[bundle_name]
            if persistent_solver_in_use and \
               (not solver.has_instance()):
                assert self._bundle_first_preprocess[bundle_name]
                solver.set_instance(bundle_ef_instance)
                self._bundle_first_preprocess[bundle_name] = False
                for scenario_name in self._bundle_scenarios[bundle_name]:
                    self._scenario_solvers[scenario_name].set_instance(
                        self._scenario_instances[scenario_name])
                    # We've preprocessed the instance, reset the relevant flags
                    self._scenario_first_preprocess[scenario_name] = False
                    self.clear_update_flags(scenario_name)
                    self.clear_fixed_variables(scenario_name)
                    self.clear_freed_variables(scenario_name)
            else:
                if persistent_solver_in_use:
                    assert not self._bundle_first_preprocess[bundle_name]
                for scenario_name in self._bundle_scenarios[bundle_name]:
                    if self.objective_updated[scenario_name]:
                        preprocess_bundle |= preprocess_bundle_objective
                    if ((len(self.fixed_variables[scenario_name]) > 0) or \
                        (len(self.freed_variables[scenario_name]) > 0)) and \
                        self.get_option("preprocess_fixed_variables"):
                        preprocess_bundle |= \
                            preprocess_bundle_objective | \
                            preprocess_bundle_constraints
                    if self._bundle_first_preprocess[bundle_name]:
                        preprocess_bundle |= \
                            preprocess_bundle_objective | \
                            preprocess_bundle_constraints
                        self._bundle_first_preprocess[bundle_name] = False

                    if persistent_solver_in_use:
                        # also preprocess on the scenario solver
                        scenario_solver = self._scenario_solvers[scenario_name]
                        isinstance(scenario_solver, PersistentSolver)
                        self._preprocess_scenario(scenario_name,
                                                  scenario_solver)
                    self._preprocess_scenario(scenario_name, solver)

                    # We've preprocessed the instance, reset the relevant flags
                    self._scenario_first_preprocess[scenario_name] = False
                    self.clear_update_flags(scenario_name)
                    self.clear_fixed_variables(scenario_name)
                    self.clear_freed_variables(scenario_name)

                if force_preprocess_bundle_objective:
                    preprocess_bundle |= preprocess_bundle_objective
                if force_preprocess_bundle_constraints:
                    preprocess_bundle |= preprocess_bundle_constraints

                if preprocess_bundle:

                    if persistent_solver_in_use:
                        assert solver.has_instance()
                        if preprocess_bundle & preprocess_bundle_objective:
                            obj_count = 0
                            for obj in bundle_ef_instance.component_data_objects(
                                    ctype=Objective,
                                    descend_into=False,
                                    active=True):
                                obj_count += 1
                                if obj_count > 1:
                                    raise RuntimeError(
                                        "Persistent solver interface only "
                                        "supports a single active objective.")
                                solver.set_objective(obj)
                        if preprocess_bundle & preprocess_bundle_constraints:
                            # we assume the bundle constraints are just simple
                            # linking constraints (e.g., no SOSConstraints)
                            for con in bundle_ef_instance.component_data_objects(
                                    ctype=Constraint,
                                    descend_into=False,
                                    active=True):
                                solver.remove_constraint(con)
                                solver.add_constraint(con)
                    else:
                        if solver.problem_format == ProblemFormat.nl:
                            idMap = {}
                            if preprocess_bundle & preprocess_bundle_objective:
                                ampl_preprocess_block_objectives(
                                    bundle_ef_instance, idMap=idMap)
                            if preprocess_bundle & preprocess_bundle_constraints:
                                ampl_preprocess_block_constraints(
                                    bundle_ef_instance, idMap=idMap)
                        else:
                            idMap = {}
                            if preprocess_bundle & preprocess_bundle_objective:
                                canonical_preprocess_block_objectives(
                                    bundle_ef_instance, idMap=idMap)
                            if preprocess_bundle & preprocess_bundle_constraints:
                                canonical_preprocess_block_constraints(
                                    bundle_ef_instance, idMap=idMap)

        end_time = time.time()

        if self.get_option("output_times"):
            print("Bundle preprocessing time=%.2f seconds" %
                  (end_time - start_time))
Exemplo n.º 4
0
    def preprocess_bundles(self,
                           bundles=None,
                           force_preprocess_bundle_objective=False,
                           force_preprocess_bundle_constraints=False):

        start_time = time.time()
        if len(self._bundle_instances) == 0:
            raise RuntimeError(
                "Unable to preprocess scenario bundles. Bundling "
                "does not seem to be activated.")

        if bundles is None:
            bundles = self._bundle_instances.keys()

        if self.get_option("verbose"):
            print("Preprocessing %s bundles" % len(bundles))

        preprocess_bundle_objective = 0b01
        preprocess_bundle_constraints = 0b10

        for bundle_name in bundles:

            preprocess_bundle = 0
            solver = self._bundle_solvers[bundle_name]
            for scenario_name in self._bundle_scenarios[bundle_name]:

                if self.objective_updated[scenario_name]:
                    preprocess_bundle |= preprocess_bundle_objective
                if ((len(self.fixed_variables[scenario_name]) > 0) or \
                    (len(self.freed_variables[scenario_name]) > 0)) and \
                    self.get_option("preprocess_fixed_variables"):
                    preprocess_bundle |= \
                        preprocess_bundle_objective | \
                        preprocess_bundle_constraints
                if self._bundle_first_preprocess[bundle_name]:
                    preprocess_bundle |= \
                        preprocess_bundle_objective | \
                        preprocess_bundle_constraints
                    self._bundle_first_preprocess[bundle_name] = False

                self._preprocess_scenario(scenario_name, solver)

                # We've preprocessed the instance, reset the relevant flags
                self.clear_update_flags(scenario_name)
                self.clear_fixed_variables(scenario_name)
                self.clear_freed_variables(scenario_name)

            if force_preprocess_bundle_objective:
                preprocess_bundle |= preprocess_bundle_objective
            if force_preprocess_bundle_constraints:
                preprocess_bundle |= preprocess_bundle_constraints

            if preprocess_bundle:

                bundle_ef_instance = \
                    self._bundle_instances[bundle_name]

                if solver.problem_format == ProblemFormat.nl:
                    idMap = {}
                    if preprocess_bundle & preprocess_bundle_objective:
                        ampl_preprocess_block_objectives(bundle_ef_instance,
                                                         idMap=idMap)
                    if preprocess_bundle & preprocess_bundle_constraints:
                        ampl_preprocess_block_constraints(bundle_ef_instance,
                                                          idMap=idMap)
                else:
                    idMap = {}
                    if preprocess_bundle & preprocess_bundle_objective:
                        canonical_preprocess_block_objectives(
                            bundle_ef_instance,
                            idMap=idMap)
                    if preprocess_bundle & preprocess_bundle_constraints:
                        canonical_preprocess_block_constraints(
                            bundle_ef_instance,
                            idMap=idMap)

        end_time = time.time()

        if self.get_option("output_times"):
            print("Bundle preprocessing time=%.2f seconds"
                  % (end_time - start_time))
Exemplo n.º 5
0
def preprocess_scenario_instance(scenario_instance,
                                 instance_variables_fixed,
                                 instance_variables_freed,
                                 instance_user_constraints_modified,
                                 instance_ph_constraints_modified,
                                 instance_ph_constraints,
                                 instance_objective_modified,
                                 preprocess_fixed_variables,
                                 solver):

    persistent_solver_in_use = isinstance(solver, PersistentSolver)
    if (not instance_objective_modified) and \
       (not instance_variables_fixed) and \
       (not instance_variables_freed) and \
       (not instance_ph_constraints_modified) and \
       (not instance_user_constraints_modified):

        # the condition of "nothing modified" should only be triggered
        # at PH iteration 0. instances are already preprocessed
        # following construction, and there isn't any augmentation of
        # the objective function yet.
        return

    if instance_objective_modified:
        # if only the objective changed, there is minimal work to do.

        if solver.problem_format() == ProblemFormat.nl:
            ampl_preprocess_block_objectives(scenario_instance)
        else:

            canonical_preprocess_block_objectives(scenario_instance)

        if persistent_solver_in_use and solver.instance_compiled():
            solver.compile_objective(scenario_instance)

    if (instance_variables_fixed or instance_variables_freed) and \
       (preprocess_fixed_variables):

        if solver.problem_format() == ProblemFormat.nl:
            ampl_expression_preprocessor({}, model=scenario_instance)
        else:
            canonical_expression_preprocessor({}, model=scenario_instance)

        # We've preprocessed the entire instance, no point in checking
        # anything else
        return

    if (instance_variables_fixed or instance_variables_freed) and \
       (persistent_solver_in_use):
        # it can be the case that the solver plugin no longer has an
        # instance compiled, depending on what state the solver plugin
        # is in relative to the instance.  if this is the case, just
        # don't compile the variable bounds.
        if solver.instance_compiled():
            variables_to_change = \
                instance_variables_fixed + instance_variables_freed
            solver.compile_variable_bounds(scenario_instance,
                                           vars_to_update=variables_to_change)

    if instance_user_constraints_modified:
        if solver.problem_format() == ProblemFormat.nl:
            idMap = {}
            for block in scenario_instance.block_data_objects(active=True,
                                                              descend_into=True):
                ampl_preprocess_block_constraints(block,
                                                  idMap=idMap)
        else:
            idMap = {}
            for block in scenario_instance.block_data_objects(active=True,
                                                              descend_into=True):
                canonical_preprocess_block_constraints(block,
                                                       idMap=idMap)

    elif instance_ph_constraints_modified:

        # only pre-process the piecewise constraints
        if solver.problem_format() == ProblemFormat.nl:
            idMap = {}
            for constraint_name in instance_ph_constraints:
                ampl_preprocess_constraint(
                    scenario_instance,
                    getattr(scenario_instance, constraint_name),
                    idMap=idMap)
        else:
            idMap = {}
            for constraint_name in instance_ph_constraints:
                canonical_preprocess_constraint(
                    scenario_instance,
                    getattr(scenario_instance, constraint_name),
                    idMap=idMap)
Exemplo n.º 6
0
def preprocess_scenario_instance(
        scenario_instance, instance_variables_fixed, instance_variables_freed,
        instance_user_constraints_modified, instance_ph_constraints_modified,
        instance_ph_constraints, instance_objective_modified,
        preprocess_fixed_variables, solver):
    # TODO: Does this import need to be delayed because
    #       it is in a plugins subdirectory
    from pyomo.solvers.plugins.solvers.persistent_solver import \
        PersistentSolver

    persistent_solver_in_use = isinstance(solver, PersistentSolver)
    if (not instance_objective_modified) and \
       (not instance_variables_fixed) and \
       (not instance_variables_freed) and \
       (not instance_ph_constraints_modified) and \
       (not instance_user_constraints_modified):

        # the condition of "nothing modified" should only be triggered
        # at PH iteration 0. instances are already preprocessed
        # following construction, and there isn't any augmentation of
        # the objective function yet.
        return

    if instance_objective_modified:
        # if only the objective changed, there is minimal work to do.

        if solver.problem_format() == ProblemFormat.nl:
            ampl_preprocess_block_objectives(scenario_instance)
        else:

            canonical_preprocess_block_objectives(scenario_instance)

        if persistent_solver_in_use and solver.has_instance():
            obj_count = 0
            for obj in scenario_instance.component_data_objects(
                    ctype=Objective, descend_into=True, active=True):
                obj_count += 1
                if obj_count > 1:
                    raise RuntimeError(
                        'Persistent solver interface only supports a single objective.'
                    )
                solver.set_objective(obj)

    if (instance_variables_fixed or instance_variables_freed) and \
       (preprocess_fixed_variables):

        if solver.problem_format() == ProblemFormat.nl:
            ampl_expression_preprocessor({}, model=scenario_instance)
        else:
            canonical_expression_preprocessor({}, model=scenario_instance)

        # We've preprocessed the entire instance, no point in checking
        # anything else
        return

    if (instance_variables_fixed or instance_variables_freed) and \
       (persistent_solver_in_use):
        # it can be the case that the solver plugin no longer has an
        # instance compiled, depending on what state the solver plugin
        # is in relative to the instance.  if this is the case, just
        # don't compile the variable bounds.
        if solver.has_instance():
            variables_to_change = \
                instance_variables_fixed + instance_variables_freed
            for var_name, var_index in variables_to_change:
                solver.update_var(
                    scenario_instance.find_component(var_name)[var_index])

    if instance_user_constraints_modified:
        if solver.problem_format() == ProblemFormat.nl:
            idMap = {}
            for block in scenario_instance.block_data_objects(
                    active=True, descend_into=True):
                ampl_preprocess_block_constraints(block, idMap=idMap)
        else:
            idMap = {}
            for block in scenario_instance.block_data_objects(
                    active=True, descend_into=True):
                canonical_preprocess_block_constraints(block, idMap=idMap)

    elif instance_ph_constraints_modified:

        # only pre-process the piecewise constraints
        if solver.problem_format() == ProblemFormat.nl:
            idMap = {}
            for constraint_name in instance_ph_constraints:
                ampl_preprocess_constraint(scenario_instance,
                                           getattr(scenario_instance,
                                                   constraint_name),
                                           idMap=idMap)
        else:
            idMap = {}
            for constraint_name in instance_ph_constraints:
                canonical_preprocess_constraint(scenario_instance,
                                                getattr(
                                                    scenario_instance,
                                                    constraint_name),
                                                idMap=idMap)
Exemplo n.º 7
0
def solve_separation_problem(solver, model, fallback):
    xfrm = TransformationFactory('core.relax_discrete')
    if PYOMO_4_0:
        xfrm.apply(model, inplace=True)
    else:
        xfrm.apply_to(model)

    _block = model._interscenario_plugin

    # Switch objectives
    _block.original_obj().deactivate()
    _block.separation_obj.activate()

    #_block.separation_variables.unfix()
    _par = _block.fixed_variable_values
    _sep = _block.separation_variables
    allow_slack = _block.allow_slack
    if allow_slack:
        epsilon = _block.epsilon
        for idx in _sep:
            _sep[idx].setlb(None)
            _sep[idx].setub(None)
    else:
        _sep.unfix()

    # Note: preprocessing is only necessary if we are changing a
    # fixed/freed variable.
    if FALLBACK_ON_BRUTE_FORCE_PREPROCESS:
        model.preprocess()
    else:
        if solver.problem_format() == ProblemFormat.nl:
            ampl_preprocess_block_objectives(_block)
            ampl_preprocess_block_constraints(_block)
        else:
            _map = {}
            canonical_preprocess_block_objectives(_block,_map)
            canonical_preprocess_block_constraints(_block,_map)

    #SOLVE
    output_buffer = StringIO()
    pyutilib.misc.setup_redirect(output_buffer)
    try:
        results = solver.solve(model, tee=True)
    except:
        logger.warning("Exception raised solving the interscenario "
                       "evaluation subproblem")
        logger.warning("Solver log:\n%s" % output_buffer.getvalue())
        raise
    finally:
        pyutilib.misc.reset_redirect()

    ss = results.solver.status 
    tc = results.solver.termination_condition
    #self.timeInSolver += results['Solver'][0]['Time']
    if ss == SolverStatus.ok and tc in _acceptable_termination_conditions:
        state = ''
        if PYOMO_4_0:
            model.load(results)
        else:
            model.solutions.load_from(results)
    elif tc in _infeasible_termination_conditions:
        state = 'INFEASIBLE'
        ans = "!!!!"
    else:
        state = 'NONOPTIMAL'
        ans = "????"
    if state:
        if fallback:
            #logger.warning("Initial attempt to solve the interscenario cut "
            #               "separation subproblem failed with the default "
            #               "solver (%s)." % (state,) )
            pass
        else:
            logger.warning("Solving the interscenario cut separation "
                           "subproblem failed (%s)." % (state,) )
            logger.warning("Solver log:\n%s" % output_buffer.getvalue())
    else:
        cut = dict((vid, (value(_sep[vid]), value(_par[vid])))
                   for vid in _block.STAGE1VAR)
        obj = value(_block.separation_obj)
        ans = (math.sqrt(obj), cut)

    output_buffer.close()

    # Restore the objective
    _block.original_obj().activate()
    _block.separation_obj.deactivate()

    # Turn off the separation variables
    if allow_slack:
        for idx in _sep:
            _sep[idx].setlb(-epsilon)
            _sep[idx].setub(epsilon)
    else:
        _sep.fix(0)

    if PYOMO_4_0:
        xfrm.apply(model, inplace=True, undo=True)
    else:
        xfrm.apply_to(model, undo=True)

    if FALLBACK_ON_BRUTE_FORCE_PREPROCESS:
        pass
    else:
        if solver.problem_format() == ProblemFormat.nl:
            ampl_preprocess_block_objectives(_block)
        else:
            _map = {}
            canonical_preprocess_block_objectives(_block,_map)
    return ans
Exemplo n.º 8
0
    def _preprocess_scenario(self, scenario_name, solver):

        assert scenario_name in self._scenario_instance
        scenario_objective_active = self._scenario_objective[
            scenario_name].active
        # because the preprocessor will skip the scenario objective if it is
        # part of a bundle and not active
        self._scenario_objective[scenario_name].activate()

        def _cleanup():
            if not scenario_objective_active:
                self._scenario_objective[scenario_name].deactivate()

        scenario_instance = self._scenario_instance[scenario_name]
        instance_fixed_variables = self.fixed_variables[scenario_name]
        instance_freed_variables = self.freed_variables[scenario_name]
        instance_all_constraints_updated = \
            self.all_constraints_updated[scenario_name]
        instance_constraints_updated_list = \
            self.constraints_updated_list[scenario_name]
        instance_objective_updated = self.objective_updated[scenario_name]

        persistent_solver_in_use = isinstance(solver, PersistentSolver)
        if (not instance_objective_updated) and \
           (not instance_fixed_variables) and \
           (not instance_freed_variables) and \
           (not instance_all_constraints_updated) and \
           (len(instance_constraints_updated_list) == 0):

            # instances are already preproccessed, nothing
            # needs to be done
            if self._options.verbose:
                print("No preprocessing necessary for scenario %s" %
                      (scenario_name))
            _cleanup()
            return

        if (instance_fixed_variables or instance_freed_variables) and \
           (self._options.preprocess_fixed_variables):

            if self._options.verbose:
                print("Running full preprocessing for scenario %s" %
                      (scenario_name))

            if solver.problem_format() == ProblemFormat.nl:
                ampl_expression_preprocessor({}, model=scenario_instance)
            else:
                canonical_expression_preprocessor({}, model=scenario_instance)

            # We've preprocessed the entire instance, no point in checking
            # anything else
            _cleanup()
            return

        if instance_objective_updated:

            if self._options.verbose:
                print("Preprocessing objective for scenario %s" %
                      (scenario_name))

            # if only the objective changed, there is minimal work to do.
            if solver.problem_format() == ProblemFormat.nl:
                ampl_preprocess_block_objectives(scenario_instance)
            else:
                canonical_preprocess_block_objectives(scenario_instance)

            if persistent_solver_in_use and \
               solver.instance_compiled():
                solver.compile_objective(scenario_instance)

        if (instance_fixed_variables or instance_freed_variables) and \
           (persistent_solver_in_use):

            if self._options.verbose:
                print("Compiling fixed status updates in persistent solver "
                      "for scenario %s" % (scenario_name))

            # it can be the case that the solver plugin no longer has an
            # instance compiled, depending on what state the solver plugin
            # is in relative to the instance.  if this is the case, just
            # don't compile the variable bounds.
            if solver.instance_compiled():
                variables_to_change = \
                    instance_fixed_variables + instance_freed_variables
                solver.compile_variable_bounds(
                    scenario_instance, vars_to_update=variables_to_change)

        if instance_all_constraints_updated:

            if self._options.verbose:
                print("Preprocessing all constraints for scenario %s" %
                      (scenario_name))

            if solver.problem_format() == ProblemFormat.nl:
                idMap = {}
                for block in scenario_instance.block_data_objects(
                        active=True, descend_into=True):
                    ampl_preprocess_block_constraints(block, idMap=idMap)
            else:
                idMap = {}
                for block in scenario_instance.block_data_objects(
                        active=True, descend_into=True):
                    canonical_preprocess_block_constraints(block, idMap=idMap)

        elif len(instance_constraints_updated_list) > 0:

            if self._options.verbose:
                print("Preprocessing constraint list (size=%s) for "
                      "scenario %s" %
                      (len(instance_constraints_updated_list), scenario_name))

            idMap = {}
            repn_name = None
            repn_func = None
            if solver.problem_format() == ProblemFormat.nl:
                repn_name = "_ampl_repn"
                repn_func = generate_ampl_repn
            else:
                repn_name = "_canonical_repn"
                repn_func = generate_canonical_repn

            for constraint_data in instance_constraints_updated_list:
                if isinstance(constraint_data, LinearCanonicalRepn):
                    continue
                block = constraint_data.parent_block()
                # Get/Create the ComponentMap for the repn storage
                if not hasattr(block, repn_name):
                    setattr(block, repn_name, ComponentMap())
                getattr(block, repn_name)[constraint_data] = \
                    repn_func(constraint_data.body, idMap=idMap)

        _cleanup()
Exemplo n.º 9
0
    def _preprocess_scenario(self, scenario_name, solver):

        assert scenario_name in self._scenario_instance
        scenario_objective_active = self._scenario_objective[scenario_name].active
        # because the preprocessor will skip the scenario objective if it is
        # part of a bundle and not active
        self._scenario_objective[scenario_name].activate()

        def _cleanup():
            if not scenario_objective_active:
                self._scenario_objective[scenario_name].deactivate()

        scenario_instance = self._scenario_instance[scenario_name]
        instance_fixed_variables = self.fixed_variables[scenario_name]
        instance_freed_variables = self.freed_variables[scenario_name]
        instance_all_constraints_updated = self.all_constraints_updated[scenario_name]
        instance_constraints_updated_list = self.constraints_updated_list[scenario_name]
        instance_objective_updated = self.objective_updated[scenario_name]

        persistent_solver_in_use = isinstance(solver, PersistentSolver)
        if (
            (not instance_objective_updated)
            and (not instance_fixed_variables)
            and (not instance_freed_variables)
            and (not instance_all_constraints_updated)
            and (len(instance_constraints_updated_list) == 0)
        ):
            if persistent_solver_in_use:
                assert solver.instance_compiled()

            # instances are already preproccessed, nothing
            # needs to be done
            if self._options.verbose:
                print("No preprocessing necessary for scenario %s" % (scenario_name))
            _cleanup()
            return

        if (instance_fixed_variables or instance_freed_variables) and (self._options.preprocess_fixed_variables):

            if self._options.verbose:
                print("Running full preprocessing for scenario %s" % (scenario_name))

            if solver.problem_format() == ProblemFormat.nl:
                ampl_expression_preprocessor({}, model=scenario_instance)
            else:
                canonical_expression_preprocessor({}, model=scenario_instance)

            # We've preprocessed the entire instance, no point in checking
            # anything else
            _cleanup()
            return

        if instance_objective_updated:

            if self._options.verbose:
                print("Preprocessing objective for scenario %s" % (scenario_name))

            # if only the objective changed, there is minimal work to do.
            if solver.problem_format() == ProblemFormat.nl:
                ampl_preprocess_block_objectives(scenario_instance)
            else:
                canonical_preprocess_block_objectives(scenario_instance)

            if persistent_solver_in_use and solver.instance_compiled():
                solver.compile_objective(scenario_instance)

        if (instance_fixed_variables or instance_freed_variables) and (persistent_solver_in_use):

            if self._options.verbose:
                print("Compiling fixed status updates in persistent solver " "for scenario %s" % (scenario_name))

            # it can be the case that the solver plugin no longer has an
            # instance compiled, depending on what state the solver plugin
            # is in relative to the instance.  if this is the case, just
            # don't compile the variable bounds.
            if solver.instance_compiled():
                variables_to_change = instance_fixed_variables + instance_freed_variables
                solver.compile_variable_bounds(scenario_instance, vars_to_update=variables_to_change)

        if instance_all_constraints_updated:

            if self._options.verbose:
                print("Preprocessing all constraints for scenario %s" % (scenario_name))

            if solver.problem_format() == ProblemFormat.nl:
                idMap = {}
                for block in scenario_instance.block_data_objects(active=True, descend_into=True):
                    ampl_preprocess_block_constraints(block, idMap=idMap)
            else:
                idMap = {}
                for block in scenario_instance.block_data_objects(active=True, descend_into=True):
                    canonical_preprocess_block_constraints(block, idMap=idMap)

        elif len(instance_constraints_updated_list) > 0:

            # TODO
            assert not persistent_solver_in_use

            if self._options.verbose:
                print(
                    "Preprocessing constraint list (size=%s) for "
                    "scenario %s" % (len(instance_constraints_updated_list), scenario_name)
                )

            idMap = {}
            repn_name = None
            repn_func = None
            if solver.problem_format() == ProblemFormat.nl:
                repn_name = "_ampl_repn"
                repn_func = generate_ampl_repn
            else:
                repn_name = "_canonical_repn"
                repn_func = generate_canonical_repn

            for constraint_data in instance_constraints_updated_list:
                if isinstance(constraint_data, LinearCanonicalRepn):
                    continue
                block = constraint_data.parent_block()
                # Get/Create the ComponentMap for the repn storage
                if not hasattr(block, repn_name):
                    setattr(block, repn_name, ComponentMap())
                getattr(block, repn_name)[constraint_data] = repn_func(constraint_data.body, idMap=idMap)

        if persistent_solver_in_use and (not solver.instance_compiled()):
            solver.compile_instance(
                scenario_instance,
                symbolic_solver_labels=self._options.symbolic_solver_labels,
                output_fixed_variable_bounds=not self._options.preprocess_fixed_variables,
            )

        _cleanup()
Exemplo n.º 10
0
    def preprocess_bundles(
        self, bundles=None, force_preprocess_bundle_objective=False, force_preprocess_bundle_constraints=False
    ):

        start_time = time.time()
        if len(self._bundle_instances) == 0:
            raise RuntimeError("Unable to preprocess scenario bundles. Bundling " "does not seem to be activated.")

        if bundles is None:
            bundles = self._bundle_instances.keys()

        if self._options.verbose:
            print("Preprocessing %s bundles" % len(bundles))

        preprocess_bundle_objective = 0b01
        preprocess_bundle_constraints = 0b10

        for bundle_name in bundles:

            preprocess_bundle = 0
            solver = self._bundle_solvers[bundle_name]
            for scenario_name in self._bundle_scenarios[bundle_name]:

                if self.objective_updated[scenario_name]:
                    preprocess_bundle |= preprocess_bundle_objective
                if (
                    (len(self.fixed_variables[scenario_name]) > 0) or (len(self.freed_variables[scenario_name]) > 0)
                ) and self._options.preprocess_fixed_variables:
                    preprocess_bundle |= preprocess_bundle_objective | preprocess_bundle_constraints
                if self._bundle_first_preprocess[bundle_name]:
                    preprocess_bundle |= preprocess_bundle_objective | preprocess_bundle_constraints
                    self._bundle_first_preprocess[bundle_name] = False

                self._preprocess_scenario(scenario_name, solver)

                # We've preprocessed the instance, reset the relevant flags
                self.clear_update_flags(scenario_name)
                self.clear_fixed_variables(scenario_name)
                self.clear_freed_variables(scenario_name)

            if force_preprocess_bundle_objective:
                preprocess_bundle |= preprocess_bundle_objective
            if force_preprocess_bundle_constraints:
                preprocess_bundle |= preprocess_bundle_constraints

            if preprocess_bundle:

                bundle_ef_instance = self._bundle_instances[bundle_name]

                if solver.problem_format == ProblemFormat.nl:
                    idMap = {}
                    if preprocess_bundle & preprocess_bundle_objective:
                        ampl_preprocess_block_objectives(bundle_ef_instance, idMap=idMap)
                    if preprocess_bundle & preprocess_bundle_constraints:
                        ampl_preprocess_block_constraints(bundle_ef_instance, idMap=idMap)
                else:
                    idMap = {}
                    if preprocess_bundle & preprocess_bundle_objective:
                        canonical_preprocess_block_objectives(bundle_ef_instance, idMap=idMap)
                    if preprocess_bundle & preprocess_bundle_constraints:
                        canonical_preprocess_block_constraints(bundle_ef_instance, idMap=idMap)

        end_time = time.time()

        if self._options.output_times:
            print("Bundle preprocessing time=%.2f seconds" % (end_time - start_time))