def xhatbase_prep(self):
verbose = self.opt.options['verbose']
if "bundles_per_rank" in self.opt.options\
and self.opt.options["bundles_per_rank"] != 0:
raise RuntimeError("xhat spokes cannot have bundles (yet)")
# Start code to support running trace. TBD: factor this up?
if self.cylinder_rank == 0 and \
'suffle_running_trace_prefix' in self.opt.options and \
self.opt.options['shuffle_running_trace_prefix'] is not None:
running_trace_prefix =\
self.opt.options['shuffle_running_trace_prefix']
filen = running_trace_prefix + self.__class__.__name__ + '.csv'
if os.path.exists(filen):
raise RuntimeError(
f"running trace file {filen} already exists!")
with open(filen, 'w') as f:
f.write("time,scen,value\n")
self.running_trace_filen = filen
else:
self.running_trace_filen = None
# end code to support running trace
if not isinstance(self.opt, Xhat_Eval):
raise RuntimeError(
"XhatShuffleInnerBound must be used with Xhat_Eval.")
xhatter = XhatBase(self.opt)
### begin iter0 stuff
xhatter.pre_iter0()
self.opt._save_original_nonants()
teeme = False
if "tee-rank0-solves" in self.opt.options:
teeme = self.opt.options['tee-rank0-solves']
self.opt.solve_loop(solver_options=self.opt.current_solver_options,
dtiming=False,
gripe=True,
tee=teeme,
verbose=verbose)
self.opt._update_E1() # Apologies for doing this after the solves...
if abs(1 - self.opt.E1) > self.opt.E1_tolerance:
raise ValueError(f"Total probability of scenarios was {self.opt.E1}"+\
f"E1_tolerance = {self.opt.E1_tolerance}")
infeasP = self.opt.infeas_prob()
if infeasP != 0.:
raise ValueError(f"Infeasibility detected; E_infeas={infeasP}")
### end iter0 stuff
xhatter.post_iter0()
self.opt._save_nonants() # make the cache
## for later
self.verbose = self.opt.options["verbose"] # typing aid
self.solver_options = self.opt.options["xhat_looper_options"][
"xhat_solver_options"]
self.xhatter = xhatter
## option drive this? (could be dangerous)
self.random_seed = 42
# Have a separate stream for shuffling
self.random_stream = random.Random()
def xhatbase_prep(self):
if self.opt.multistage:
raise RuntimeError('The XhatShuffleInnerBound only supports '
'two-stage models at this time.')
verbose = self.opt.options['verbose']
if "bundles_per_rank" in self.opt.options\
and self.opt.options["bundles_per_rank"] != 0:
raise RuntimeError("xhat spokes cannot have bundles (yet)")
if not isinstance(self.opt, XhatTryer):
raise RuntimeError(
"XhatShuffleInnerBound must be used with XhatTryer.")
xhatter = XhatBase(self.opt)
self.opt.PH_Prep(attach_duals=False, attach_prox=False)
logger.debug(
f" xhatshuffle spoke back from PH_Prep rank {self.rank_global}")
self.opt.subproblem_creation(verbose)
### begin iter0 stuff
xhatter.pre_iter0()
self.opt._save_original_nonants()
self.opt._create_solvers()
teeme = False
if "tee-rank0-solves" in self.opt.options:
teeme = self.opt.options['tee-rank0-solves']
self.opt.solve_loop(solver_options=self.opt.current_solver_options,
dtiming=False,
gripe=True,
tee=teeme,
verbose=verbose)
self.opt._update_E1() # Apologies for doing this after the solves...
if abs(1 - self.opt.E1) > self.opt.E1_tolerance:
if self.rank_global == self.opt.rank0:
print("ERROR")
print("Total probability of scenarios was ", self.opt.E1)
print("E1_tolerance = ", self.opt.E1_tolerance)
quit()
feasP = self.opt.feas_prob()
if feasP != self.opt.E1:
if self.rank_global == self.opt.rank0:
print("ERROR")
print("Infeasibility detected; E_feas, E1=", feasP,
self.opt.E1)
quit()
### end iter0 stuff
xhatter.post_iter0()
self.opt._save_nonants() # make the cache
## for later
self.verbose = self.opt.options["verbose"] # typing aid
self.solver_options = self.opt.options["xhat_looper_options"][
"xhat_solver_options"]
self.is_minimizing = self.opt.is_minimizing
self.xhatter = xhatter
## option drive this? (could be dangerous)
self.random_seed = 42
# Have a separate stream for shuffling
self.random_stream = random.Random()
def xhatbase_prep(self):
if self.opt.multistage:
raise RuntimeError('The XhatShuffleInnerBound only supports '
'two-stage models at this time.')
verbose = self.opt.options['verbose']
if "bundles_per_rank" in self.opt.options\
and self.opt.options["bundles_per_rank"] != 0:
raise RuntimeError("xhat spokes cannot have bundles (yet)")
# Start code to support running trace. TBD: factor this up?
if self.cylinder_rank == 0 and \
'suffle_running_trace_prefix' in self.opt.options and \
self.opt.options['shuffle_running_trace_prefix'] is not None:
running_trace_prefix =\
self.opt.options['shuffle_running_trace_prefix']
filen = running_trace_prefix+self.__class__.__name__+'.csv'
if os.path.exists(filen):
raise RuntimeError(f"running trace file {filen} already exists!")
with open(filen, 'w') as f:
f.write("time,scen,value\n")
self.running_trace_filen = filen
else:
self.running_trace_filen = None
# end code to support running trace
if not isinstance(self.opt, XhatTryer):
raise RuntimeError("XhatShuffleInnerBound must be used with XhatTryer.")
xhatter = XhatBase(self.opt)
self.opt.PH_Prep(attach_duals=False, attach_prox=False)
logger.debug(f" xhatshuffle spoke back from PH_Prep rank {self.global_rank}")
self.opt.subproblem_creation(verbose)
### begin iter0 stuff
xhatter.pre_iter0()
self.opt._save_original_nonants()
self.opt._create_solvers()
teeme = False
if "tee-rank0-solves" in self.opt.options:
teeme = self.opt.options['tee-rank0-solves']
self.opt.solve_loop(
solver_options=self.opt.current_solver_options,
dtiming=False,
gripe=True,
tee=teeme,
verbose=verbose
)
self.opt._update_E1() # Apologies for doing this after the solves...
if abs(1 - self.opt.E1) > self.opt.E1_tolerance:
if self.opt.cylinder_rank == 0:
print("ERROR")
print("Total probability of scenarios was ", self.opt.E1)
print("E1_tolerance = ", self.opt.E1_tolerance)
quit()
infeasP = self.opt.infeas_prob()
if infeasP != 0.:
if self.opt.cylinder_rank == 0:
print("ERROR")
print("Infeasibility detected; E_infeas, E1=", infeasP, self.opt.E1)
quit()
### end iter0 stuff
xhatter.post_iter0()
self.opt._save_nonants() # make the cache
## for later
self.verbose = self.opt.options["verbose"] # typing aid
self.solver_options = self.opt.options["xhat_looper_options"]["xhat_solver_options"]
self.is_minimizing = self.opt.is_minimizing
self.xhatter = xhatter
self.best_nonants = None
self.best_scenario = None
## option drive this? (could be dangerous)
self.random_seed = 42
# Have a separate stream for shuffling
self.random_stream = random.Random()