def _generate_model(self):
self.model = ConcreteModel()
model = self.model
model._name = self.description
model.f = Var()
model.x = Var(bounds=(1,3))
model.fi = Param([1,2,3],mutable=True)
model.fi[1] = 1.0
model.fi[2] = 2.0
model.fi[3] = 0.0
model.xi = Param([1,2,3],mutable=True)
model.xi[1] = 1.0
model.xi[2] = 2.0
model.xi[3] = 3.0
model.p = Var(within=NonNegativeReals)
model.n = Var(within=NonNegativeReals)
model.lmbda = Var([1,2,3])
model.obj = Objective(expr=model.p+model.n)
model.c1 = ConstraintList()
model.c1.add((0.0, model.lmbda[1], 1.0))
model.c1.add((0.0, model.lmbda[2], 1.0))
model.c1.add(0.0 <= model.lmbda[3])
model.c2 = SOSConstraint(var=model.lmbda, index=[1,2,3], sos=2)
model.c3 = Constraint(expr=sum_product(model.lmbda) == 1)
model.c4 = Constraint(expr=model.f==sum_product(model.fi,model.lmbda))
model.c5 = Constraint(expr=model.x==sum_product(model.xi,model.lmbda))
model.x = 2.75
model.x.fixed = True
# Make an empty SOSConstraint
model.c6 = SOSConstraint(var=model.lmbda, index=[1,2,3], sos=2)
model.c6.set_items([],[])
assert len(list(model.c6.get_items())) == 0
def test_EXPORT_suffixes_no_datatype(self):
model = ConcreteModel()
model.sosno = Suffix(direction=Suffix.EXPORT,datatype=None)
model.y = Var([1,2,3])
model.obj = Objective(expr=sum_product(model.y))
# The NL writer will convert this constraint to ref and sosno
# suffixes on model.y
model.sos_con = SOSConstraint(var=model.y, index=[1,2,3], sos=1)
for i in [1,2,3]:
model.sosno.set_value(model.y[i],-1)
try:
model.write(filename=join(currdir,"junk.nl"),
format=ProblemFormat.nl,
io_options={"symbolic_solver_labels" : False})
except RuntimeError:
pass
else:
os.remove(join(currdir,"junk.nl"))
self.fail("The NL writer should have thrown an exception "\
"when using an EXPORT suffix with datatype=None")
try:
os.remove(join(currdir,"junk.nl"))
except:
pass
def test_EXPORT_suffixes_with_SOSConstraint_duplicateref(self):
model = ConcreteModel()
model.ref = Suffix(direction=Suffix.EXPORT,datatype=Suffix.INT)
model.y = Var([1,2,3])
model.obj = Objective(expr=sum_product(model.y))
# The NL writer will convert this constraint to ref and sosno
# suffixes on model.y
model.sos_con = SOSConstraint(var=model.y, index=[1,2,3], sos=1)
for i,val in zip([1,2,3],[11,12,13]):
model.ref.set_value(model.y[i],val)
try:
model.write(filename=join(currdir,"junk.nl"),
format=ProblemFormat.nl,
io_options={"symbolic_solver_labels" : False})
except RuntimeError:
pass
else:
os.remove(join(currdir,"junk.nl"))
self.fail("The NL writer should have thrown an exception "\
"when overlap of SOSConstraint generated suffixes "\
"and user declared suffixes occurs.")
try:
os.remove(join(currdir,"junk.nl"))
except:
pass
def _generate_model(self):
self.model = None
self.model = ConcreteModel()
model = self.model
model._name = self.description
n = 7
m = 7
model.N = RangeSet(1,n)
model.M = RangeSet(1,m)
model.c = Param(model.N, rule=c_rule)
model.b = Param(model.M, rule=b_rule)
model.A = Param(model.M, model.N, rule=A_rule)
model.x = Var(model.N, within=NonNegativeReals)
model.y = Var(model.M, within=NonNegativeReals)
model.cost = Objective(expr=sum_product(model.c, model.x))
model.primalcon = Constraint(model.M, rule=primalcon_rule)
#model.dual = Suffix(direction=Suffix.IMPORT)
#model.rc = Suffix(direction=Suffix.IMPORT)
model.slack = Suffix(direction=Suffix.IMPORT)
model.urc = Suffix(direction=Suffix.IMPORT)
model.lrc = Suffix(direction=Suffix.IMPORT)
def define_model(**kwds):
model = ConcreteModel()
model.x = Var(INDEX_SET, bounds=(-5, 4)) # domain variable
model.Fx = Var(INDEX_SET) # range variable
model.p = Param(INDEX_SET, initialize=1.0)
model.obj = Objective(expr=sum_product(model.Fx),
sense=kwds.pop('sense', maximize))
model.piecewise = Piecewise(INDEX_SET,
model.Fx,
model.x,
pw_pts=DOMAIN_PTS,
f_rule=F,
**kwds)
#Fix the answer for testing purposes
model.set_answer_constraint1 = Constraint(expr=model.x[1] == -5.0)
model.set_answer_constraint2 = Constraint(expr=model.x[2] == -3.0)
model.set_answer_constraint3 = Constraint(expr=model.x[3] == -2.5)
model.set_answer_constraint4 = Constraint(expr=model.x[4] == -1.5)
model.set_answer_constraint5 = Constraint(expr=model.x[5] == 2.0)
model.set_answer_constraint6 = Constraint(expr=model.x[6] == 3.5)
model.set_answer_constraint7 = Constraint(expr=model.x[7] == 4.0)
return model
def create_instance(scenario_name):
cnt = d[scenario_name]
model = ConcreteModel()
# first stage
model.x = Var(bounds=(0, 10))
# first stage derived
model.y = Expression(expr=model.x + 1)
model.fx = Var()
# second stage
model.z = Var(bounds=(-10, 10))
# second stage derived
model.q = Expression(expr=model.z**2)
model.fz = Var()
model.r = Var()
# stage costs
model.StageCost = Expression([1, 2])
model.StageCost.add(1, model.fx)
model.StageCost.add(2, -model.fz + model.r - cnt)
model.o = Objective(expr=sum_product(model.StageCost))
model.ZERO = Param(initialize=0, mutable=True)
if cnt == 0:
cnt = model.ZERO
model.c_first_stage = Constraint(expr=model.x >= 0)
# test our handling of intermediate variables that
# are created by Piecewise but can not necessarily
# be declared on the scenario tree
model.p_first_stage = Piecewise(model.fx,
model.x,
pw_pts=[0., 2., 5., 7., 10.],
pw_constr_type='EQ',
pw_repn='INC',
f_rule=[10., 10., 9., 10., 10.],
force_pw=True)
model.c_second_stage = Constraint(expr=model.x + model.r * cnt >= -100)
model.r_second_stage = Constraint(expr=inequality(-cnt, model.r, 0))
# exercise more of the code by making this an indexed
# block
model.p_second_stage = Piecewise([1],
model.fz,
model.z,
pw_pts=[-10, -5., 0., 5., 10.],
pw_constr_type='EQ',
pw_repn='INC',
f_rule=[0., 0., -1., 2. + cnt, 1.],
force_pw=True)
return model
def define_model(**kwds):
model = ConcreteModel()
model.x = Var(INDEX) # domain variable
model.Fx = Var(INDEX) # range variable
model.obj = Objective(expr=sum_product(model.Fx)+sum_product(model.x), sense=kwds.pop('sense',maximize))
model.piecewise = Piecewise(INDEX,model.Fx,model.x,
pw_pts=DOMAIN_PTS,
f_rule=F,
unbounded_domain_var=True,
**kwds)
#Fix the answer for testing purposes
model.set_answer_constraint1 = Constraint(expr= model.x[1] == 0.5) # Fx1 should solve to 0
model.set_answer_constraint2 = Constraint(expr= model.x[2] == 1.0) #
model.set_answer_constraint3 = Constraint(expr= model.Fx[2] == 0.5) #
model.set_answer_constraint4 = Constraint(expr= model.x[3] == 1.5) # Fx3 should solve to 1
model.set_answer_constraint5 = Constraint(expr= model.x[4] == 2.5) # Fx4 should solve to 1.5
return model
def add_cut(self, first=False):
self._iter += 1
model = self._model
self._wprod[self._iter] = self._compute_weight_weight_inner_product()
if first is True:
self._alphas[self._iter] = -(
self._compute_objective_term() +
(self._ph._rho / 2.0) * self._wprod[self._iter])
else:
self._alphas[self._iter] = -(self._compute_objective_term(
)) + self._compute_xbar_weight_inner_product()
if self._solved is True:
if self._compute_convergence() is True:
return True
model.del_component('cuts')
model.cuts = Set(initialize=sorted(self._alphas.keys()))
model.del_component('beta')
model.beta = Var(model.cuts, within=NonNegativeReals)
model.del_component('beta_sum_one')
model.beta_sum_one = Constraint(expr=sum_product(model.beta) == 1)
model.del_component('obj')
model.obj = Objective(expr=sum(self._alphas[i] * model.beta[i]
for i in model.cuts))
self._wbars[self._iter] = {}
for stage in self._ph._scenario_tree._stages[:
-1]: # all blended stages
for tree_node in stage._tree_nodes:
self._wbars[self._iter][tree_node._name] = copy.deepcopy(
tree_node._wbars)
block = getattr(model, tree_node._name)
def _c_rule(block, i):
lhs = sum(model.beta[k] * self._wbars[k][tree_node._name][
block.id_to_var[i][0]][block.id_to_var[i][1]]
for k in model.beta.index_set())
if not isinstance(lhs, ExpressionBase):
return Constraint.Skip
return lhs == 0
block.del_component('con')
block.con = Constraint(block.var_index, rule=_c_rule)
return False
def pysp_instance_creation_callback(scenario_name, node_names):
global cnt
model = ConcreteModel()
model.x = Var(bounds=(0,10))
model.y = Expression(expr=model.x + 1)
model.z = Var(bounds=(-10, 10))
model.q = Expression(expr=model.z**2)
model.StageCost = Expression([1,2])
model.StageCost.add(1, model.x)
model.StageCost.add(2, -model.z)
model.o = Objective(expr=sum_product(model.StageCost))
model.c = ConstraintList()
model.c.add(model.x >= cnt)
model.c.add(model.z <= cnt**2)
cnt += 1
return model
def _generate_model(self):
self.model = ConcreteModel()
model = self.model
model._name = self.description
model.a = Param(initialize=0.1)
model.x = Var(within=NonNegativeReals)
model.y = Var([1, 2], within=NonNegativeReals)
model.obj = Objective(expr=model.x + model.y[1] + 2 * model.y[2])
model.c1 = Constraint(expr=model.a <= model.y[2])
model.c2 = Constraint(expr=(2.0, model.x, 10.0))
model.c3 = SOSConstraint(var=model.y, index=[1, 2], sos=1)
model.c4 = Constraint(expr=sum_product(model.y) == 1)
# Make an empty SOSConstraint
model.c5 = SOSConstraint(var=model.y, index=[1, 2], sos=1)
model.c5.set_items([], [])
assert len(list(model.c5.get_items())) == 0
def _generate_model(self):
self.model = ConcreteModel()
model = self.model
model._name = self.description
model.a = Param(initialize=0.1)
model.x = Var(within=NonNegativeReals)
model.y = Var([1,2],within=NonNegativeReals)
model.obj = Objective(expr=model.x + model.y[1]+2*model.y[2])
model.c1 = Constraint(expr=model.a <= model.y[2])
model.c2 = Constraint(expr=(2.0, model.x, 10.0))
model.c3 = SOSConstraint(var=model.y, index=[1,2], sos=1)
model.c4 = Constraint(expr=sum_product(model.y) == 1)
# Make an empty SOSConstraint
model.c5 = SOSConstraint(var=model.y, index=[1,2], sos=1)
model.c5.set_items([],[])
assert len(list(model.c5.get_items())) == 0
def define_model(**kwds):
model = ConcreteModel()
model.x = Var(INDEX_SET1, INDEX_SET2, bounds=(0,6)) # domain variable
model.Fx = Var(INDEX_SET1, INDEX_SET2) # range variable
model.p = Param(INDEX_SET1, INDEX_SET2, initialize=1.0)
model.obj = Objective(expr=sum_product(model.Fx), sense=kwds.pop('sense',maximize))
model.piecewise = Piecewise(INDEX_SET1,INDEX_SET2,model.Fx,model.x,
pw_pts=DOMAIN_PTS,
f_rule=F, **kwds)
#Fix the answer for testing purposes
model.set_answer_constraint1 = Constraint(INDEX_SET2,rule= lambda model,t2,t3: model.x['1',t2,t3] == 0.0)
model.set_answer_constraint2 = Constraint(INDEX_SET2,rule= lambda model,t2,t3: model.x['2',t2,t3] == 3.0)
model.set_answer_constraint3 = Constraint(INDEX_SET2,rule= lambda model,t2,t3: model.x['3',t2,t3] == 5.5)
model.set_answer_constraint4 = Constraint(INDEX_SET2,rule= lambda model,t2,t3: model.x['40',t2,t3] == 6.0)
return model
def test_EXPORT_suffixes_float(self):
model = ConcreteModel()
model.junk = Suffix(direction=Suffix.EXPORT, datatype=Suffix.FLOAT)
model.junk_inactive = Suffix(direction=Suffix.EXPORT,
datatype=Suffix.FLOAT)
model.x = Var()
model.junk.set_value(model.x, 1)
model.junk_inactive.set_value(model.x, 1)
model.y = Var([1, 2], dense=True)
model.junk.set_value(model.y, 2)
model.junk_inactive.set_value(model.y, 2)
model.obj = Objective(expr=model.x + sum_product(model.y))
model.junk.set_value(model.obj, 3)
model.junk_inactive.set_value(model.obj, 3)
model.conx = Constraint(expr=model.x >= 1)
model.junk.set_value(model.conx, 4)
model.junk_inactive.set_value(model.conx, 4)
model.cony = Constraint([1, 2], rule=lambda model, i: model.y[i] >= 1)
model.junk.set_value(model.cony, 5)
model.junk_inactive.set_value(model.cony, 5)
model.junk.set_value(model, 6)
model.junk_inactive.set_value(model, 6)
# This one should NOT end up in the NL file
model.junk_inactive.deactivate()
model.write(filename=join(currdir, "EXPORT_suffixes.test.nl"),
format=ProblemFormat.nl,
io_options={"symbolic_solver_labels": False})
_test, _base = join(currdir, "EXPORT_suffixes.test.nl"), join(
currdir, "EXPORT_suffixes_float.baseline.nl")
self.assertTrue(cmp(_test, _base),
msg="Files %s and %s differ" % (_test, _base))
model.b = Param(model.M)
def A_rule(model, i, j):
if i == 4:
i = 5
elif i == 5:
i = 4
return 2 if i == j else 1
model.A = Param(model.M, model.N)
model.x = Var(model.N, within=NonNegativeReals)
model.y = Var(model.M, within=NonNegativeReals)
model.cost = Objective(expr=sum_product(model.c, model.x))
def primalcon_rule(model, i):
return sum(model.A[i, j] * model.x[j] for j in model.N) >= model.b[i]
model.primalcon = Constraint(model.M)
model.dual = Suffix(direction=Suffix.IMPORT)
model.rc = Suffix(direction=Suffix.IMPORT)
model.slack = Suffix(direction=Suffix.IMPORT)
model.urc = Suffix(direction=Suffix.IMPORT)
model.lrc = Suffix(direction=Suffix.IMPORT)
return model.x[t1, t2] == sum(model.y[t1, t2, i] * PIECEWISE_PTS[t1, t2][i]
for i in xrange(len(PIECEWISE_PTS[t1, t2])))
def constraint2_rule(model, t1, t2):
return model.Fx[t1,
t2] == sum(model.y[t1, t2, i] * F(PIECEWISE_PTS[t1, t2][i])
for i in xrange(len(PIECEWISE_PTS[t1, t2])))
def constraint3_rule(model, t1, t2):
return sum(model.y[t1, t2, j]
for j in xrange(len(PIECEWISE_PTS[t1, t2]))) == 1
model.obj = Objective(expr=sum_product(model.Fx), sense=maximize)
model.constraint1 = Constraint(INDEX_SET1, INDEX_SET2, rule=constraint1_rule)
model.constraint2 = Constraint(INDEX_SET1, INDEX_SET2, rule=constraint2_rule)
model.constraint3 = Constraint(INDEX_SET1, INDEX_SET2, rule=constraint3_rule)
model.SOS_set_constraint = SOSConstraint(INDEX_SET1,
INDEX_SET2,
var=model.y,
index=model.SOS_indices,
sos=2)
#Fix the answer for testing purposes
model.set_answer_constraint1 = Constraint(expr=model.x[1, 1] == 2.5)
model.set_answer_constraint2 = Constraint(expr=model.x[2, 1] == 1.5)
model.set_answer_constraint3 = Constraint(expr=model.x[1, 2] == 2.5)
model.set_answer_constraint4 = Constraint(expr=model.x[2, 2] == 1.5)
model.set_answer_constraint5 = Constraint(expr=model.x[1, 3] == 2.5)
def ComputeFirstStageCost_rule(model):
return sum_product(model.PlantingCostPerAcre, model.DevotedAcreage)
def _generate_model(self):
self.model = ConcreteModel()
model = self.model
model._name = self.description
model.s = Set(initialize=[1, 2])
model.x_unused = Var(within=Integers)
model.x_unused.stale = False
model.x_unused_initialy_stale = Var(within=Integers)
model.x_unused_initialy_stale.stale = True
model.X_unused = Var(model.s, within=Integers)
model.X_unused_initialy_stale = Var(model.s, within=Integers)
for i in model.s:
model.X_unused[i].stale = False
model.X_unused_initialy_stale[i].stale = True
model.x = Var(within=RangeSet(None, None))
model.x.stale = False
model.x_initialy_stale = Var(within=Integers)
model.x_initialy_stale.stale = True
model.X = Var(model.s, within=Integers)
model.X_initialy_stale = Var(model.s, within=Integers)
for i in model.s:
model.X[i].stale = False
model.X_initialy_stale[i].stale = True
model.obj = Objective(expr= model.x + \
model.x_initialy_stale + \
sum_product(model.X) + \
sum_product(model.X_initialy_stale))
model.c = ConstraintList()
model.c.add(model.x >= 1)
model.c.add(model.x_initialy_stale >= 1)
model.c.add(model.X[1] >= 0)
model.c.add(model.X[2] >= 1)
model.c.add(model.X_initialy_stale[1] >= 0)
model.c.add(model.X_initialy_stale[2] >= 1)
# Test that stale flags get set
# on inactive blocks (where "inactive blocks" mean blocks
# that do NOT follow a path of all active parent blocks
# up to the top-level model)
flat_model = model.clone()
model.b = Block()
model.B = Block(model.s)
model.b.b = flat_model.clone()
model.B[1].b = flat_model.clone()
model.B[2].b = flat_model.clone()
model.b.deactivate()
model.B.deactivate()
model.b.b.activate()
model.B[1].b.activate()
model.B[2].b.deactivate()
assert model.b.active is False
assert model.B[1].active is False
assert model.B[1].active is False
assert model.b.b.active is True
assert model.B[1].b.active is True
assert model.B[2].b.active is False
def ComputeSecondStageCost_rule(model):
expr = sum_product(model.PurchasePrice, model.QuantityPurchased)
expr -= sum_product(model.SubQuotaSellingPrice, model.QuantitySubQuotaSold)
expr -= sum_product(model.SuperQuotaSellingPrice,
model.QuantitySuperQuotaSold)
return expr
def ConstrainTotalAcreage_rule(model):
return sum_product(model.DevotedAcreage) <= model.TOTAL_ACREAGE
def _generate_model(self):
self.model = None
self.model = ConcreteModel()
model = self.model
model._name = self.description
model.s = Set(initialize=[1,2])
model.x_unused = Var()
model.x_unused.stale = False
model.x_unused_initialy_stale = Var()
model.x_unused_initialy_stale.stale = True
model.X_unused = Var(model.s)
model.X_unused_initialy_stale = Var(model.s)
for i in model.s:
model.X_unused[i].stale = False
model.X_unused_initialy_stale[i].stale = True
model.x = Var()
model.x.stale = False
model.x_initialy_stale = Var()
model.x_initialy_stale.stale = True
model.X = Var(model.s)
model.X_initialy_stale = Var(model.s)
for i in model.s:
model.X[i].stale = False
model.X_initialy_stale[i].stale = True
model.obj = Objective(expr= model.x + \
model.x_initialy_stale + \
sum_product(model.X) + \
sum_product(model.X_initialy_stale))
model.c = ConstraintList()
model.c.add( model.x >= 1 )
model.c.add( model.x_initialy_stale >= 1 )
model.c.add( model.X[1] >= 0 )
model.c.add( model.X[2] >= 1 )
model.c.add( model.X_initialy_stale[1] >= 0 )
model.c.add( model.X_initialy_stale[2] >= 1 )
# Test that stale flags do not get updated
# on inactive blocks (where "inactive blocks" mean blocks
# that do NOT follow a path of all active parent blocks
# up to the top-level model)
flat_model = model.clone()
model.b = Block()
model.B = Block(model.s)
model.b.b = flat_model.clone()
model.B[1].b = flat_model.clone()
model.B[2].b = flat_model.clone()
model.b.deactivate()
model.B.deactivate()
model.b.b.activate()
model.B[1].b.activate()
model.B[2].b.deactivate()
assert model.b.active is False
assert model.B[1].active is False
assert model.B[1].active is False
assert model.b.b.active is True
assert model.B[1].b.active is True
assert model.B[2].b.active is False