def __init__(self, *args, **kw):
Container.__init__(self, *args, **kw)
self.set_name('PyomoConfig')
#
# Create the nested options specified by the the PyomoConfig._option
# dictionary, which has been populated with the global_option decorator.
#
for item in PyomoConfig._option:
d = self
for attr in item[:-1]:
if not attr in d:
d[attr] = Container()
d = d[attr]
d[item[-1]] = PyomoConfig._option[item]
def setup_solver_environment(model, config):
solve_data = GDPoptSolveData() # data object for storing solver state
solve_data.config = config
solve_data.results = SolverResults()
solve_data.timing = Container()
min_logging_level = logging.INFO if config.tee else None
with time_code(solve_data.timing, 'total', is_main_timer=True), \
lower_logger_level_to(config.logger, min_logging_level), \
create_utility_block(model, 'GDPopt_utils', solve_data):
# Create a working copy of the original model
solve_data.original_model = model
solve_data.working_model = model.clone()
setup_results_object(solve_data, config)
solve_data.active_strategy = config.strategy
util_block = solve_data.working_model.GDPopt_utils
# Save model initial values.
# These can be used later to initialize NLP subproblems.
solve_data.initial_var_values = list(v.value
for v in util_block.variable_list)
solve_data.best_solution_found = None
# Integer cuts exclude particular discrete decisions
util_block.integer_cuts = ConstraintList(doc='integer cuts')
# Set up iteration counters
solve_data.master_iteration = 0
solve_data.mip_iteration = 0
solve_data.nlp_iteration = 0
# set up bounds
solve_data.LB = float('-inf')
solve_data.UB = float('inf')
solve_data.iteration_log = {}
# Flag indicating whether the solution improved in the past
# iteration or not
solve_data.feasible_solution_improved = False
yield solve_data # yield setup solver environment
if (solve_data.best_solution_found is not None
and solve_data.best_solution_found
is not solve_data.original_model):
# Update values on the original model
copy_var_list_values(
from_list=solve_data.best_solution_found.GDPopt_utils.
variable_list,
to_list=solve_data.original_model.GDPopt_utils.variable_list,
config=config)
# Finalize results object
solve_data.results.problem.lower_bound = solve_data.LB
solve_data.results.problem.upper_bound = solve_data.UB
solve_data.results.solver.iterations = solve_data.master_iteration
solve_data.results.solver.timing = solve_data.timing
solve_data.results.solver.user_time = solve_data.timing.total
solve_data.results.solver.wallclock_time = solve_data.timing.total
def __init__(self, name='unknown', **kwargs):
"""Constructor"""
#
# NOTE: The 'ctype' keyword argument is not defined here. Thus,
# a model is treated as a 'Block' class type. This simplifies
# the definition of the block_data_objects() method, since we treat
# Model and Block objects as the same. Similarly, this avoids
# the requirement to import PyomoModel.py in the block.py file.
#
SimpleBlock.__init__(self, **kwargs)
self._name = name
self.statistics = Container()
self.config = PyomoConfig()
self.solutions = ModelSolutions(self)
self.config.preprocessor = 'pyomo.model.simple_preprocessor'
def convert(options=Options(), parser=None, model_format=None):
global _format
if not model_format is None:
_format = model_format
#
# Import plugins
#
import pyomo.environ
if options.model.save_file is None:
if _format == ProblemFormat.cpxlp:
options.model.save_file = 'unknown.lp'
else:
options.model.save_file = 'unknown.' + str(_format)
options.model.save_format = _format
data = Options(options=options)
model_data = None
try:
pyomo.scripting.util.setup_environment(data)
pyomo.scripting.util.apply_preprocessing(data, parser=parser)
if data.error:
return Container()
model_data = pyomo.scripting.util.create_model(data)
model_data.options = options
except:
# TBD: I should be able to call this function in the case of
# an exception to perform cleanup. However, as it stands
# calling finalize with its default keyword value for
# model(=None) results in an a different error related to
# task port values. Not sure how to interpret that.
pyomo.scripting.util.finalize(data,
model=ConcreteModel(),
instance=None,
results=None)
raise
else:
pyomo.scripting.util.finalize(data, model=model_data.model)
return model_data
def test_solve_linear_GDP_unbounded(self):
m = ConcreteModel()
m.GDPopt_utils = Block()
m.x = Var(bounds=(-1, 10))
m.y = Var(bounds=(2, 3))
m.z = Var()
m.d = Disjunction(expr=[[m.x + m.y >= 5], [m.x - m.y <= 3]])
m.o = Objective(expr=m.z)
m.GDPopt_utils.variable_list = [m.x, m.y, m.z]
m.GDPopt_utils.disjunct_list = [
m.d._autodisjuncts[0], m.d._autodisjuncts[1]
]
output = StringIO()
with LoggingIntercept(output, 'pyomo.contrib.gdpopt', logging.WARNING):
solver_data = GDPoptSolveData()
solver_data.timing = Container()
with time_code(solver_data.timing, 'main', is_main_timer=True):
solve_linear_GDP(
m, solver_data,
GDPoptSolver.CONFIG(dict(mip_solver=mip_solver)))
self.assertIn(
"Linear GDP was unbounded. Resolving with arbitrary bound values",
output.getvalue().strip())
def solve(self, model, **kwds):
config = self.CONFIG(kwds.pop('options', {}))
config.set_value(kwds)
return SolverFactory('gdpopt').solve(
model,
strategy='LBB',
minlp_solver=config.solver,
minlp_solver_args=config.solver_args,
tee=config.tee,
check_sat=config.check_sat,
logger=config.logger,
time_limit=config.time_limit)
# Validate model to be used with gdpbb
self.validate_model(model)
# Set solver as an MINLP
solve_data = GDPbbSolveData()
solve_data.timing = Container()
solve_data.original_model = model
solve_data.results = SolverResults()
old_logger_level = config.logger.getEffectiveLevel()
with time_code(solve_data.timing, 'total', is_main_timer=True), \
restore_logger_level(config.logger), \
create_utility_block(model, 'GDPbb_utils', solve_data):
if config.tee and old_logger_level > logging.INFO:
# If the logger does not already include INFO, include it.
config.logger.setLevel(logging.INFO)
config.logger.info(
"Starting GDPbb version %s using %s as subsolver" %
(".".join(map(str, self.version())), config.solver))
# Setup results
solve_data.results.solver.name = 'GDPbb - %s' % (str(
config.solver))
setup_results_object(solve_data, config)
# clone original model for root node of branch and bound
root = solve_data.working_model = solve_data.original_model.clone()
# get objective sense
process_objective(solve_data, config)
objectives = solve_data.original_model.component_data_objects(
Objective, active=True)
obj = next(objectives, None)
solve_data.results.problem.sense = obj.sense
# set up lists to keep track of which disjunctions have been covered.
# this list keeps track of the relaxed disjunctions
root.GDPbb_utils.unenforced_disjunctions = list(
disjunction
for disjunction in root.GDPbb_utils.disjunction_list
if disjunction.active)
root.GDPbb_utils.deactivated_constraints = ComponentSet([
constr
for disjunction in root.GDPbb_utils.unenforced_disjunctions
for disjunct in disjunction.disjuncts
for constr in disjunct.component_data_objects(ctype=Constraint,
active=True)
if constr.body.polynomial_degree() not in (1, 0)
])
# Deactivate nonlinear constraints in unenforced disjunctions
for constr in root.GDPbb_utils.deactivated_constraints:
constr.deactivate()
# Add the BigM suffix if it does not already exist. Used later during nonlinear constraint activation.
if not hasattr(root, 'BigM'):
root.BigM = Suffix()
# Pre-screen that none of the disjunctions are already predetermined due to the disjuncts being fixed
# to True/False values.
# TODO this should also be done within the loop, but we aren't handling it right now.
# Should affect efficiency, but not correctness.
root.GDPbb_utils.disjuncts_fixed_True = ComponentSet()
# Only find top-level (non-nested) disjunctions
for disjunction in root.component_data_objects(Disjunction,
active=True):
fixed_true_disjuncts = [
disjunct for disjunct in disjunction.disjuncts
if disjunct.indicator_var.fixed
and disjunct.indicator_var.value == 1
]
fixed_false_disjuncts = [
disjunct for disjunct in disjunction.disjuncts
if disjunct.indicator_var.fixed
and disjunct.indicator_var.value == 0
]
for disjunct in fixed_false_disjuncts:
disjunct.deactivate()
if len(fixed_false_disjuncts) == len(
disjunction.disjuncts) - 1:
# all but one disjunct in the disjunction is fixed to False. Remaining one must be true.
if not fixed_true_disjuncts:
fixed_true_disjuncts = [
disjunct for disjunct in disjunction.disjuncts
if disjunct not in fixed_false_disjuncts
]
# Reactivate the fixed-true disjuncts
for disjunct in fixed_true_disjuncts:
newly_activated = ComponentSet()
for constr in disjunct.component_data_objects(Constraint):
if constr in root.GDPbb_utils.deactivated_constraints:
newly_activated.add(constr)
constr.activate()
# Set the big M value for the constraint
root.BigM[constr] = 1
# Note: we use a default big M value of 1
# because all non-selected disjuncts should be deactivated.
# Therefore, none of the big M transformed nonlinear constraints will need to be relaxed.
# The default M value should therefore be irrelevant.
root.GDPbb_utils.deactivated_constraints -= newly_activated
root.GDPbb_utils.disjuncts_fixed_True.add(disjunct)
if fixed_true_disjuncts:
assert disjunction.xor, "GDPbb only handles disjunctions in which one term can be selected. " \
"%s violates this assumption." % (disjunction.name, )
root.GDPbb_utils.unenforced_disjunctions.remove(
disjunction)
# Check satisfiability
if config.check_sat and satisfiable(root, config.logger) is False:
# Problem is not satisfiable. Problem is infeasible.
obj_value = obj_sign * float('inf')
else:
# solve the root node
config.logger.info("Solving the root node.")
obj_value, result, var_values = self.subproblem_solve(
root, config)
if obj_sign * obj_value == float('inf'):
config.logger.info(
"Model was found to be infeasible at the root node. Elapsed %.2f seconds."
% get_main_elapsed_time(solve_data.timing))
if solve_data.results.problem.sense == minimize:
solve_data.results.problem.lower_bound = float('inf')
solve_data.results.problem.upper_bound = None
else:
solve_data.results.problem.lower_bound = None
solve_data.results.problem.upper_bound = float('-inf')
solve_data.results.solver.timing = solve_data.timing
solve_data.results.solver.iterations = 0
solve_data.results.solver.termination_condition = tc.infeasible
return solve_data.results
# initialize minheap for Branch and Bound algorithm
# Heap structure: (ordering tuple, model)
# Ordering tuple: (objective value, disjunctions_left, -total_nodes_counter)
# - select solutions with lower objective value,
# then fewer disjunctions left to explore (depth first),
# then more recently encountered (tiebreaker)
heap = []
total_nodes_counter = 0
disjunctions_left = len(root.GDPbb_utils.unenforced_disjunctions)
heapq.heappush(heap,
((obj_sign * obj_value, disjunctions_left,
-total_nodes_counter), root, result, var_values))
# loop to branch through the tree
while len(heap) > 0:
# pop best model off of heap
sort_tuple, incumbent_model, incumbent_results, incumbent_var_values = heapq.heappop(
heap)
incumbent_obj_value, disjunctions_left, _ = sort_tuple
config.logger.info(
"Exploring node with LB %.10g and %s inactive disjunctions."
% (incumbent_obj_value, disjunctions_left))
# if all the originally active disjunctions are active, solve and
# return solution
if disjunctions_left == 0:
config.logger.info("Model solved.")
# Model is solved. Copy over solution values.
original_model = solve_data.original_model
for orig_var, val in zip(
original_model.GDPbb_utils.variable_list,
incumbent_var_values):
orig_var.value = val
solve_data.results.problem.lower_bound = incumbent_results.problem.lower_bound
solve_data.results.problem.upper_bound = incumbent_results.problem.upper_bound
solve_data.results.solver.timing = solve_data.timing
solve_data.results.solver.iterations = total_nodes_counter
solve_data.results.solver.termination_condition = incumbent_results.solver.termination_condition
return solve_data.results
# Pick the next disjunction to branch on
next_disjunction = incumbent_model.GDPbb_utils.unenforced_disjunctions[
0]
config.logger.info("Branching on disjunction %s" %
next_disjunction.name)
assert next_disjunction.xor, "GDPbb only handles disjunctions in which one term can be selected. " \
"%s violates this assumption." % (next_disjunction.name, )
new_nodes_counter = 0
for i, disjunct in enumerate(next_disjunction.disjuncts):
# Create one branch for each of the disjuncts on the disjunction
if any(disj.indicator_var.fixed
and disj.indicator_var.value == 1
for disj in next_disjunction.disjuncts
if disj is not disjunct):
# If any other disjunct is fixed to 1 and an xor relationship applies,
# then this disjunct cannot be activated.
continue
# Check time limit
if get_main_elapsed_time(
solve_data.timing) >= config.time_limit:
if solve_data.results.problem.sense == minimize:
solve_data.results.problem.lower_bound = incumbent_obj_value
solve_data.results.problem.upper_bound = float(
'inf')
else:
solve_data.results.problem.lower_bound = float(
'-inf')
solve_data.results.problem.upper_bound = incumbent_obj_value
config.logger.info('GDPopt unable to converge bounds '
'before time limit of {} seconds. '
'Elapsed: {} seconds'.format(
config.time_limit,
get_main_elapsed_time(
solve_data.timing)))
config.logger.info(
'Final bound values: LB: {} UB: {}'.format(
solve_data.results.problem.lower_bound,
solve_data.results.problem.upper_bound))
solve_data.results.solver.timing = solve_data.timing
solve_data.results.solver.iterations = total_nodes_counter
solve_data.results.solver.termination_condition = tc.maxTimeLimit
return solve_data.results
# Branch on the disjunct
child = incumbent_model.clone()
# TODO I am leaving the old branching system in place, but there should be
# something better, ideally that deals with nested disjunctions as well.
disjunction_to_branch = child.GDPbb_utils.unenforced_disjunctions.pop(
0)
child_disjunct = disjunction_to_branch.disjuncts[i]
child_disjunct.indicator_var.fix(1)
# Deactivate (and fix to 0) other disjuncts on the disjunction
for disj in disjunction_to_branch.disjuncts:
if disj is not child_disjunct:
disj.deactivate()
# Activate nonlinear constraints on the newly fixed child disjunct
newly_activated = ComponentSet()
for constr in child_disjunct.component_data_objects(
Constraint):
if constr in child.GDPbb_utils.deactivated_constraints:
newly_activated.add(constr)
constr.activate()
# Set the big M value for the constraint
child.BigM[constr] = 1
# Note: we use a default big M value of 1
# because all non-selected disjuncts should be deactivated.
# Therefore, none of the big M transformed nonlinear constraints will need to be relaxed.
# The default M value should therefore be irrelevant.
child.GDPbb_utils.deactivated_constraints -= newly_activated
child.GDPbb_utils.disjuncts_fixed_True.add(child_disjunct)
if disjunct in incumbent_model.GDPbb_utils.disjuncts_fixed_True:
# If the disjunct was already branched to True from a parent disjunct branching, just pass
# through the incumbent value without resolving. The solution should be the same as the parent.
total_nodes_counter += 1
ordering_tuple = (obj_sign * incumbent_obj_value,
disjunctions_left - 1,
-total_nodes_counter)
heapq.heappush(heap, (ordering_tuple, child, result,
incumbent_var_values))
new_nodes_counter += 1
continue
if config.check_sat and satisfiable(
child, config.logger) is False:
# Problem is not satisfiable. Skip this disjunct.
continue
obj_value, result, var_values = self.subproblem_solve(
child, config)
total_nodes_counter += 1
ordering_tuple = (obj_sign * obj_value,
disjunctions_left - 1,
-total_nodes_counter)
heapq.heappush(heap,
(ordering_tuple, child, result, var_values))
new_nodes_counter += 1
config.logger.info(
"Added %s new nodes with %s relaxed disjunctions to the heap. Size now %s."
% (new_nodes_counter, disjunctions_left - 1, len(heap)))
def run_pyomo(options=Options(), parser=None):
data = Options(options=options)
if options.model.filename == '':
parser.print_help()
return Container()
try:
pyomo.scripting.util.setup_environment(data)
pyomo.scripting.util.apply_preprocessing(data, parser=parser)
except:
# TBD: I should be able to call this function in the case of
# an exception to perform cleanup. However, as it stands
# calling finalize with its default keyword value for
# model(=None) results in an a different error related to
# task port values. Not sure how to interpret that.
pyomo.scripting.util.finalize(data,
model=ConcreteModel(),
instance=None,
results=None)
raise
else:
if data.error:
# TBD: I should be able to call this function in the case of
# an exception to perform cleanup. However, as it stands
# calling finalize with its default keyword value for
# model(=None) results in an a different error related to
# task port values. Not sure how to interpret that.
pyomo.scripting.util.finalize(data,
model=ConcreteModel(),
instance=None,
results=None)
return Container() #pragma:nocover
try:
model_data = pyomo.scripting.util.create_model(data)
except:
# TBD: I should be able to call this function in the case of
# an exception to perform cleanup. However, as it stands
# calling finalize with its default keyword value for
# model(=None) results in an a different error related to
# task port values. Not sure how to interpret that.
pyomo.scripting.util.finalize(data,
model=ConcreteModel(),
instance=None,
results=None)
raise
else:
if (((not options.runtime.logging == 'debug') and \
options.model.save_file) or \
options.runtime.only_instance):
pyomo.scripting.util.finalize(data,
model=model_data.model,
instance=model_data.instance,
results=None)
return Container(instance=model_data.instance)
try:
opt_data = pyomo.scripting.util.apply_optimizer(
data, instance=model_data.instance)
pyomo.scripting.util.process_results(data,
instance=model_data.instance,
results=opt_data.results,
opt=opt_data.opt)
pyomo.scripting.util.apply_postprocessing(data,
instance=model_data.instance,
results=opt_data.results)
except:
# TBD: I should be able to call this function in the case of
# an exception to perform cleanup. However, as it stands
# calling finalize with its default keyword value for
# model(=None) results in an a different error related to
# task port values. Not sure how to interpret that.
pyomo.scripting.util.finalize(data,
model=ConcreteModel(),
instance=None,
results=None)
raise
else:
pyomo.scripting.util.finalize(data,
model=model_data.model,
instance=model_data.instance,
results=opt_data.results)
return Container(options=options,
instance=model_data.instance,
results=opt_data.results,
local=opt_data.local)
def run_command(command=None,
parser=None,
args=None,
name='unknown',
data=None,
options=None):
"""
Execute a function that processes command-line arguments and
then calls a command-line driver.
This function provides a generic facility for executing a command
function is rather generic. This function is segregated from
the driver to enable profiling of the command-line execution.
Required:
command: The name of a function that will be executed to perform process the command-line
options with a parser object.
parser: The parser object that is used by the command-line function.
Optional:
options: If this is not None, then ignore the args option and use
this to specify command options.
args: Command-line arguments that are parsed. If this value is `None`, then the
arguments in `sys.argv` are used to parse the command-line.
name: Specifying the name of the command-line (for error messages).
data: A container of labeled data.
Returned:
retval: Return values from the command-line execution.
errorcode: 0 if Pyomo ran successfully
"""
#
#
# Parse command-line options
#
#
if options is None:
try:
if type(args) is argparse.Namespace:
_options = args
else:
_options = parser.parse_args(args=args)
# Replace the parser options object with a
# pyutilib.misc.Options object
options = Options()
for key in dir(_options):
if key[0] != '_':
val = getattr(_options, key)
if not isinstance(val, types.MethodType):
options[key] = val
except SystemExit:
# the parser throws a system exit if "-h" is specified - catch
# it to exit gracefully.
return Container(retval=None, errorcode=0)
#
# Configure loggers
#
TempfileManager.push()
try:
with PyomoCommandLogContext(options):
retval, errorcode = _run_command_impl(command, parser, args, name,
data, options)
finally:
if options.runtime.disable_gc:
gc.enable()
TempfileManager.pop(remove=not options.runtime.keep_files)
return Container(retval=retval, errorcode=errorcode)
def create_model(data):
"""
Create instance of Pyomo model.
Return:
model: Model object.
instance: Problem instance.
symbol_map: Symbol map created when writing model to a file.
filename: Filename that a model instance was written to.
"""
#
if not data.options.runtime.logging == 'quiet':
sys.stdout.write('[%8.2f] Creating model\n' %
(time.time() - start_time))
sys.stdout.flush()
#
if data.options.runtime.profile_memory >= 1 and pympler_available:
global memory_data
mem_used = pympler.muppy.get_size(pympler.muppy.get_objects())
data.local.max_memory = mem_used
print(" Total memory = %d bytes prior to model construction" %
mem_used)
#
# Find the Model objects
#
_models = {}
_model_IDS = set()
for _name, _obj in iteritems(data.local.usermodel.__dict__):
if isinstance(_obj, Model) and id(_obj) not in _model_IDS:
_models[_name] = _obj
_model_IDS.add(id(_obj))
model_name = data.options.model.object_name
if len(_models) == 1:
_name = list(_models.keys())[0]
if model_name is None:
model_name = _name
elif model_name != _name:
msg = "Model '%s' is not defined in file '%s'!"
raise SystemExit(msg % (model_name, data.options.model.filename))
elif len(_models) > 1:
if model_name is None:
msg = "Multiple models defined in file '%s'!"
raise SystemExit(msg % data.options.model.filename)
elif not model_name in _models:
msg = "Unknown model '%s' in file '%s'!"
raise SystemExit(msg % (model_name, data.options.model.filename))
ep = ExtensionPoint(IPyomoScriptCreateModel)
if model_name is None:
if len(ep) == 0:
msg = "A model is not defined and the 'pyomo_create_model' is not "\
"provided in module %s"
raise SystemExit(msg % data.options.model.filename)
elif len(ep) > 1:
msg = 'Multiple model construction plugins have been registered in module %s!'
raise SystemExit(msg % data.options.model.filename)
else:
model_options = data.options.model.options.value()
tick = time.time()
model = ep.service().apply(options=Container(*data.options),
model_options=Container(*model_options))
if data.options.runtime.report_timing is True:
print(" %6.2f seconds required to construct instance" %
(time.time() - tick))
data.local.time_initial_import = None
tick = time.time()
else:
if model_name not in _models:
msg = "Model '%s' is not defined in file '%s'!"
raise SystemExit(msg % (model_name, data.options.model.filename))
model = _models[model_name]
if model is None:
msg = "'%s' object is 'None' in module %s"
raise SystemExit(msg % (model_name, data.options.model.filename))
elif len(ep) > 0:
msg = "Model construction function 'create_model' defined in " \
"file '%s', but model is already constructed!"
raise SystemExit(msg % data.options.model.filename)
#
# Print model
#
for ep in ExtensionPoint(IPyomoScriptPrintModel):
ep.apply(options=data.options, model=model)
#
# Create Problem Instance
#
ep = ExtensionPoint(IPyomoScriptCreateDataPortal)
if len(ep) > 1:
msg = 'Multiple model data construction plugins have been registered!'
raise SystemExit(msg)
if len(ep) == 1:
modeldata = ep.service().apply(options=data.options, model=model)
else:
modeldata = DataPortal()
if model._constructed:
#
# TODO: use a better test for ConcreteModel
#
instance = model
if data.options.runtime.report_timing is True and not data.local.time_initial_import is None:
print(" %6.2f seconds required to construct instance" %
(data.local.time_initial_import))
else:
tick = time.time()
if len(data.options.data.files) > 1:
#
# Load a list of *.dat files
#
for file in data.options.data.files:
suffix = (file).split(".")[-1]
if suffix != "dat":
msg = 'When specifiying multiple data files, they must all ' \
'be *.dat files. File specified: %s'
raise SystemExit(msg % str(file))
modeldata.load(filename=file, model=model)
instance = model.create_instance(
modeldata,
namespaces=data.options.data.namespaces,
profile_memory=data.options.runtime.profile_memory,
report_timing=data.options.runtime.report_timing)
elif len(data.options.data.files) == 1:
#
# Load a *.dat file or process a *.py data file
#
suffix = (data.options.data.files[0]).split(".")[-1].lower()
if suffix == "dat":
instance = model.create_instance(
data.options.data.files[0],
namespaces=data.options.data.namespaces,
profile_memory=data.options.runtime.profile_memory,
report_timing=data.options.runtime.report_timing)
elif suffix == "py":
userdata = import_file(data.options.data.files[0],
clear_cache=True)
if "modeldata" in dir(userdata):
if len(ep) == 1:
msg = "Cannot apply 'pyomo_create_modeldata' and use the" \
" 'modeldata' object that is provided in the model"
raise SystemExit(msg)
if userdata.modeldata is None:
msg = "'modeldata' object is 'None' in module %s"
raise SystemExit(msg % str(data.options.data.files[0]))
modeldata = userdata.modeldata
else:
if len(ep) == 0:
msg = "Neither 'modeldata' nor 'pyomo_create_dataportal' " \
'is defined in module %s'
raise SystemExit(msg % str(data.options.data.files[0]))
modeldata.read(model)
instance = model.create_instance(
modeldata,
namespaces=data.options.data.namespaces,
profile_memory=data.options.runtime.profile_memory,
report_timing=data.options.runtime.report_timing)
elif suffix == "yml" or suffix == 'yaml':
modeldata = yaml.load(open(data.options.data.files[0]),
**yaml_load_args)
instance = model.create_instance(
modeldata,
namespaces=data.options.data.namespaces,
profile_memory=data.options.runtime.profile_memory,
report_timing=data.options.runtime.report_timing)
else:
raise ValueError("Unknown data file type: " +
data.options.data.files[0])
else:
instance = model.create_instance(
modeldata,
namespaces=data.options.data.namespaces,
profile_memory=data.options.runtime.profile_memory,
report_timing=data.options.runtime.report_timing)
if data.options.runtime.report_timing is True:
print(" %6.2f seconds required to construct instance" %
(time.time() - tick))
#
modify_start_time = time.time()
for ep in ExtensionPoint(IPyomoScriptModifyInstance):
if data.options.runtime.report_timing is True:
tick = time.time()
ep.apply(options=data.options, model=model, instance=instance)
if data.options.runtime.report_timing is True:
print(" %6.2f seconds to apply %s" %
(time.time() - tick, type(ep)))
tick = time.time()
#
for transformation in data.options.transform:
with TransformationFactory(transformation) as xfrm:
instance = xfrm.create_using(instance)
if instance is None:
raise SystemExit("Unexpected error while applying "
"transformation '%s'" % transformation)
#
if data.options.runtime.report_timing is True:
total_time = time.time() - modify_start_time
print(" %6.2f seconds required for problem transformations" %
total_time)
if is_debug_set(logger):
print("MODEL INSTANCE")
instance.pprint()
print("")
for ep in ExtensionPoint(IPyomoScriptPrintInstance):
ep.apply(options=data.options, instance=instance)
fname = None
smap_id = None
if not data.options.model.save_file is None:
if data.options.runtime.report_timing is True:
write_start_time = time.time()
if data.options.model.save_file == True:
if data.local.model_format in (ProblemFormat.cpxlp,
ProblemFormat.lpxlp):
fname = (data.options.data.files[0])[:-3] + 'lp'
else:
fname = (data.options.data.files[0])[:-3] + str(
data.local.model_format)
format = data.local.model_format
else:
fname = data.options.model.save_file
format = data.options.model.save_format
io_options = {}
if data.options.model.symbolic_solver_labels:
io_options['symbolic_solver_labels'] = True
if data.options.model.file_determinism != 1:
io_options[
'file_determinism'] = data.options.model.file_determinism
(fname, smap_id) = instance.write(filename=fname,
format=format,
io_options=io_options)
if not data.options.runtime.logging == 'quiet':
if not os.path.exists(fname):
print("ERROR: file " + fname + " has not been created!")
else:
print("Model written to file '" + str(fname) + "'")
if data.options.runtime.report_timing is True:
total_time = time.time() - write_start_time
print(" %6.2f seconds required to write file" % total_time)
if data.options.runtime.profile_memory >= 2 and pympler_available:
print("")
print(" Summary of objects following file output")
post_file_output_summary = pympler.summary.summarize(
pympler.muppy.get_objects())
pympler.summary.print_(post_file_output_summary, limit=100)
print("")
for ep in ExtensionPoint(IPyomoScriptSaveInstance):
ep.apply(options=data.options, instance=instance)
if data.options.runtime.profile_memory >= 1 and pympler_available:
mem_used = pympler.muppy.get_size(pympler.muppy.get_objects())
if mem_used > data.local.max_memory:
data.local.max_memory = mem_used
print(" Total memory = %d bytes following Pyomo instance creation" %
mem_used)
return Options(model=model,
instance=instance,
smap_id=smap_id,
filename=fname,
local=data.local)
def build_model_size_report(model):
"""Build a model size report object."""
report = ModelSizeReport()
activated_disjunctions = ComponentSet()
activated_disjuncts = ComponentSet()
fixed_true_disjuncts = ComponentSet()
activated_constraints = ComponentSet()
activated_vars = ComponentSet()
new_containers = (model, )
while new_containers:
new_activated_disjunctions = ComponentSet()
new_activated_disjuncts = ComponentSet()
new_fixed_true_disjuncts = ComponentSet()
new_activated_constraints = ComponentSet()
for container in new_containers:
(next_activated_disjunctions, next_fixed_true_disjuncts,
next_activated_disjuncts, next_activated_constraints
) = _process_activated_container(container)
new_activated_disjunctions.update(next_activated_disjunctions)
new_activated_disjuncts.update(next_activated_disjuncts)
new_fixed_true_disjuncts.update(next_fixed_true_disjuncts)
new_activated_constraints.update(next_activated_constraints)
new_containers = ((new_activated_disjuncts - activated_disjuncts) |
(new_fixed_true_disjuncts - fixed_true_disjuncts))
activated_disjunctions.update(new_activated_disjunctions)
activated_disjuncts.update(new_activated_disjuncts)
fixed_true_disjuncts.update(new_fixed_true_disjuncts)
activated_constraints.update(new_activated_constraints)
activated_vars.update(
var for constr in activated_constraints
for var in EXPR.identify_variables(constr.body, include_fixed=False))
activated_vars.update(disj.indicator_var for disj in activated_disjuncts)
report.activated = Container()
report.activated.variables = len(activated_vars)
report.activated.binary_variables = sum(1 for v in activated_vars
if v.is_binary())
report.activated.integer_variables = sum(
1 for v in activated_vars if v.is_integer() and not v.is_binary())
report.activated.continuous_variables = sum(1 for v in activated_vars
if v.is_continuous())
report.activated.disjunctions = len(activated_disjunctions)
report.activated.disjuncts = len(activated_disjuncts)
report.activated.constraints = len(activated_constraints)
report.activated.nonlinear_constraints = sum(
1 for c in activated_constraints
if c.body.polynomial_degree() not in (1, 0))
report.overall = Container()
block_like = (Block, Disjunct)
all_vars = ComponentSet(
model.component_data_objects(Var, descend_into=block_like))
report.overall.variables = len(all_vars)
report.overall.binary_variables = sum(1 for v in all_vars if v.is_binary())
report.overall.integer_variables = sum(
1 for v in all_vars if v.is_integer() and not v.is_binary())
report.overall.continuous_variables = sum(1 for v in all_vars
if v.is_continuous())
report.overall.disjunctions = sum(1 for d in model.component_data_objects(
Disjunction, descend_into=block_like))
report.overall.disjuncts = sum(1 for d in model.component_data_objects(
Disjunct, descend_into=block_like))
report.overall.constraints = sum(1 for c in model.component_data_objects(
Constraint, descend_into=block_like))
report.overall.nonlinear_constraints = sum(
1 for c in model.component_data_objects(Constraint,
descend_into=block_like)
if c.body.polynomial_degree() not in (1, 0))
report.warning = Container()
report.warning.unassociated_disjuncts = sum(
1 for d in model.component_data_objects(Disjunct,
descend_into=block_like)
if not d.indicator_var.fixed and d not in activated_disjuncts)
return report
def run_command(command=None,
parser=None,
args=None,
name='unknown',
data=None,
options=None):
"""
Execute a function that processes command-line arguments and
then calls a command-line driver.
This function provides a generic facility for executing a command
function is rather generic. This function is segregated from
the driver to enable profiling of the command-line execution.
Required:
command: The name of a function that will be executed to perform process the command-line
options with a parser object.
parser: The parser object that is used by the command-line function.
Optional:
options: If this is not None, then ignore the args option and use
this to specify command options.
args: Command-line arguments that are parsed. If this value is `None`, then the
arguments in `sys.argv` are used to parse the command-line.
name: Specifying the name of the command-line (for error messages).
data: A container of labeled data.
Returned:
retval: Return values from the command-line execution.
errorcode: 0 if Pyomo ran successfully
"""
#
#
# Parse command-line options
#
#
retval = None
errorcode = 0
if options is None:
try:
if type(args) is argparse.Namespace:
_options = args
else:
_options = parser.parse_args(args=args)
# Replace the parser options object with a pyutilib.misc.Options object
options = Options()
for key in dir(_options):
if key[0] != '_':
val = getattr(_options, key)
if not isinstance(val, types.MethodType):
options[key] = val
except SystemExit:
# the parser throws a system exit if "-h" is specified - catch
# it to exit gracefully.
return Container(retval=retval, errorcode=errorcode)
#
# Configure loggers
#
configure_loggers(options=options)
#
# Call the main Pyomo runner with profiling
#
TempfileManager.push()
pcount = options.runtime.profile_count
if pcount > 0:
# Defer import of profiling packages until we know that they
# are needed
try:
try:
import cProfile as profile
except ImportError:
import profile
import pstats
except ImportError:
configure_loggers(shutdown=True)
raise ValueError(
"Cannot use the 'profile' option: the Python "
"'profile' or 'pstats' package cannot be imported!")
tfile = TempfileManager.create_tempfile(suffix=".profile")
tmp = profile.runctx(
command.__name__ + '(options=options,parser=parser)',
command.__globals__, locals(), tfile)
p = pstats.Stats(tfile).strip_dirs()
p.sort_stats('time', 'cumulative')
p = p.print_stats(pcount)
p.print_callers(pcount)
p.print_callees(pcount)
p = p.sort_stats('cumulative', 'calls')
p.print_stats(pcount)
p.print_callers(pcount)
p.print_callees(pcount)
p = p.sort_stats('calls')
p.print_stats(pcount)
p.print_callers(pcount)
p.print_callees(pcount)
retval = tmp
else:
#
# Call the main Pyomo runner without profiling
#
TempfileManager.push()
try:
retval = command(options=options, parser=parser)
except SystemExit:
err = sys.exc_info()[1]
#
# If debugging is enabled or the 'catch' option is specified, then
# exit. Otherwise, print an "Exiting..." message.
#
if __debug__ and (options.runtime.logging == 'debug'
or options.runtime.catch_errors):
configure_loggers(shutdown=True)
sys.exit(0)
print('Exiting %s: %s' % (name, str(err)))
errorcode = err.code
except Exception:
err = sys.exc_info()[1]
#
# If debugging is enabled or the 'catch' option is specified, then
# pass the exception up the chain (to pyomo_excepthook)
#
if __debug__ and (options.runtime.logging == 'debug'
or options.runtime.catch_errors):
configure_loggers(shutdown=True)
TempfileManager.pop(remove=not options.runtime.keep_files)
raise
if not options.model is None and not options.model.save_file is None:
model = "model " + options.model.save_file
else:
model = "model"
global filter_excepthook
if filter_excepthook:
action = "loading"
else:
action = "running"
msg = "Unexpected exception while %s %s:\n " % (action, model)
#
# This handles the case where the error is propagated by a KeyError.
# KeyError likes to pass raw strings that don't handle newlines
# (they translate "\n" to "\\n"), as well as tacking on single
# quotes at either end of the error message. This undoes all that.
#
errStr = str(err)
if type(err) == KeyError and errStr != "None":
errStr = str(err).replace(r"\n", "\n")[1:-1]
logger.error(msg + errStr)
errorcode = 1
configure_loggers(shutdown=True)
if options.runtime.disable_gc:
gc.enable()
TempfileManager.pop(remove=not options.runtime.keep_files)
return Container(retval=retval, errorcode=errorcode)
def solve(self, model, **kwds):
"""Solve the model.
Warning: this solver is still in beta. Keyword arguments subject to
change. Undocumented keyword arguments definitely subject to change.
Warning: at this point in time, if you try to use PSC or GBD with
anything other than IPOPT as the NLP solver, bad things will happen.
This is because the suffixes are not in place to extract dual values
from the variable bounds for any other solver.
TODO: fix needed with the GBD implementation.
Args:
model (Block): a Pyomo model or block to be solved
"""
config = self.CONFIG(kwds.pop('options', {}))
config.set_value(kwds)
# configuration confirmation
if config.single_tree:
config.iteration_limit = 1
config.add_slack = False
config.add_nogood_cuts = False
config.mip_solver = 'cplex_persistent'
config.logger.info(
"Single tree implementation is activated. The defalt MIP solver is 'cplex_persistent'"
)
# if the slacks fix to zero, just don't add them
if config.max_slack == 0.0:
config.add_slack = False
if config.strategy == "GOA":
config.add_nogood_cuts = True
config.add_slack = True
config.use_mcpp = True
config.integer_to_binary = True
config.use_dual = False
config.use_fbbt = True
if config.nlp_solver == "baron":
config.use_dual = False
# if ecp tolerance is not provided use bound tolerance
if config.ecp_tolerance is None:
config.ecp_tolerance = config.bound_tolerance
# if the objective function is a constant, dual bound constraint is not added.
obj = next(model.component_data_objects(ctype=Objective, active=True))
if obj.expr.polynomial_degree() == 0:
config.use_dual_bound = False
solve_data = MindtPySolveData()
solve_data.results = SolverResults()
solve_data.timing = Container()
solve_data.curr_int_sol = []
solve_data.prev_int_sol = []
if config.use_fbbt:
fbbt(model)
config.logger.info(
"Use the fbbt to tighten the bounds of variables")
solve_data.original_model = model
solve_data.working_model = model.clone()
if config.integer_to_binary:
TransformationFactory('contrib.integer_to_binary'). \
apply_to(solve_data.working_model)
new_logging_level = logging.INFO if config.tee else None
with time_code(solve_data.timing, 'total', is_main_timer=True), \
lower_logger_level_to(config.logger, new_logging_level), \
create_utility_block(solve_data.working_model, 'MindtPy_utils', solve_data):
config.logger.info("---Starting MindtPy---")
MindtPy = solve_data.working_model.MindtPy_utils
setup_results_object(solve_data, config)
process_objective(solve_data, config, use_mcpp=config.use_mcpp)
# Save model initial values.
solve_data.initial_var_values = list(
v.value for v in MindtPy.variable_list)
# Store the initial model state as the best solution found. If we
# find no better solution, then we will restore from this copy.
solve_data.best_solution_found = None
solve_data.best_solution_found_time = None
# Record solver name
solve_data.results.solver.name = 'MindtPy' + str(config.strategy)
# Validate the model to ensure that MindtPy is able to solve it.
if not model_is_valid(solve_data, config):
return
# Create a model block in which to store the generated feasibility
# slack constraints. Do not leave the constraints on by default.
feas = MindtPy.MindtPy_feas = Block()
feas.deactivate()
feas.feas_constraints = ConstraintList(
doc='Feasibility Problem Constraints')
# Create a model block in which to store the generated linear
# constraints. Do not leave the constraints on by default.
lin = MindtPy.MindtPy_linear_cuts = Block()
lin.deactivate()
# Integer cuts exclude particular discrete decisions
lin.integer_cuts = ConstraintList(doc='integer cuts')
# Feasible integer cuts exclude discrete realizations that have
# been explored via an NLP subproblem. Depending on model
# characteristics, the user may wish to revisit NLP subproblems
# (with a different initialization, for example). Therefore, these
# cuts are not enabled by default.
#
# Note: these cuts will only exclude integer realizations that are
# not already in the primary integer_cuts ConstraintList.
lin.feasible_integer_cuts = ConstraintList(
doc='explored integer cuts')
lin.feasible_integer_cuts.deactivate()
# Set up iteration counters
solve_data.nlp_iter = 0
solve_data.mip_iter = 0
solve_data.mip_subiter = 0
# set up bounds
solve_data.LB = float('-inf')
solve_data.UB = float('inf')
solve_data.LB_progress = [solve_data.LB]
solve_data.UB_progress = [solve_data.UB]
if config.single_tree and config.add_nogood_cuts:
solve_data.stored_bound = {}
if config.strategy == 'GOA' and config.add_nogood_cuts:
solve_data.num_no_good_cuts_added = {}
# Set of NLP iterations for which cuts were generated
lin.nlp_iters = Set(dimen=1)
# Set of MIP iterations for which cuts were generated in ECP
lin.mip_iters = Set(dimen=1)
if config.feasibility_norm == 'L1' or config.feasibility_norm == 'L2':
feas.nl_constraint_set = Set(
initialize=[
i
for i, constr in enumerate(MindtPy.constraint_list, 1)
if constr.body.polynomial_degree() not in (1, 0)
],
doc="Integer index set over the nonlinear constraints."
"The set corresponds to the index of nonlinear constraint in constraint_set"
)
# Create slack variables for feasibility problem
feas.slack_var = Var(feas.nl_constraint_set,
domain=NonNegativeReals,
initialize=1)
else:
feas.slack_var = Var(domain=NonNegativeReals, initialize=1)
# Create slack variables for OA cuts
if config.add_slack:
lin.slack_vars = VarList(bounds=(0, config.max_slack),
initialize=0,
domain=NonNegativeReals)
# Flag indicating whether the solution improved in the past
# iteration or not
solve_data.solution_improved = False
if config.nlp_solver == 'ipopt':
if not hasattr(solve_data.working_model, 'ipopt_zL_out'):
solve_data.working_model.ipopt_zL_out = Suffix(
direction=Suffix.IMPORT)
if not hasattr(solve_data.working_model, 'ipopt_zU_out'):
solve_data.working_model.ipopt_zU_out = Suffix(
direction=Suffix.IMPORT)
# Initialize the master problem
with time_code(solve_data.timing, 'initialization'):
MindtPy_initialize_master(solve_data, config)
# Algorithm main loop
with time_code(solve_data.timing, 'main loop'):
MindtPy_iteration_loop(solve_data, config)
if solve_data.best_solution_found is not None:
# Update values in original model
copy_var_list_values(from_list=solve_data.best_solution_found.
MindtPy_utils.variable_list,
to_list=MindtPy.variable_list,
config=config)
# MindtPy.objective_value.set_value(
# value(solve_data.working_objective_expr, exception=False))
copy_var_list_values(
MindtPy.variable_list,
solve_data.original_model.component_data_objects(Var),
config)
solve_data.results.problem.lower_bound = solve_data.LB
solve_data.results.problem.upper_bound = solve_data.UB
solve_data.results.solver.timing = solve_data.timing
solve_data.results.solver.user_time = solve_data.timing.total
solve_data.results.solver.wallclock_time = solve_data.timing.total
solve_data.results.solver.iterations = solve_data.mip_iter
solve_data.results.solver.best_solution_found_time = solve_data.best_solution_found_time
if config.single_tree:
solve_data.results.solver.num_nodes = solve_data.nlp_iter - \
(1 if config.init_strategy == 'rNLP' else 0)
return solve_data.results