def EXTERNAL_initialize_for_admm(manager, scenario):
if manager.get_option("verbose"):
print("Initializing scenario %s for admm algorithm" % (scenario.name))
admm_block = Block(concrete=True)
assert not hasattr(scenario._instance, ".admm")
scenario._instance.add_component(".admm", admm_block)
# Augment the objective with lagrangian and penalty terms
# and weight the original objective by the scenario probability.
# The langrangian and penalty terms will be computed after
# the parameters are created.
user_cost_expression = scenario._instance_cost_expression
admm_block.cost_expression = Expression(initialize=\
scenario.probability * user_cost_expression)
admm_block.lagrangian_expression = Expression(initialize=0.0)
admm_block.penalty_expression = Expression(initialize=0.0)
# these are used in the objective, they can be toggled
# between the expression above or something else (e.g., 0.0)
admm_block.cost_term = Expression(initialize=admm_block.cost_expression)
admm_block.lagrangian_term = Expression(
initialize=admm_block.lagrangian_expression)
admm_block.penalty_term = Expression(
initialize=admm_block.penalty_expression)
objective_direction = 1
if manager.objective_sense == maximize:
objective_direction = -1
scenario._instance_objective.expr = \
admm_block.cost_term + \
admm_block.lagrangian_term * objective_direction + \
admm_block.penalty_term * objective_direction
# add objective parameters to admm block
for tree_node in scenario.node_list[:-1]:
assert not tree_node.is_leaf_node()
node_block = Block(concrete=True)
admm_block.add_component(tree_node.name, node_block)
node_block.node_index_set = Set(ordered=True,
initialize=sorted(
tree_node._standard_variable_ids))
node_block.z = Param(node_block.node_index_set,
initialize=0.0,
mutable=True)
node_block.y = Param(node_block.node_index_set,
initialize=0.0,
mutable=True)
node_block.rho = Param(node_block.node_index_set,
initialize=0.0,
mutable=True)
for id_ in node_block.node_index_set:
varname, index = tree_node._variable_ids[id_]
var = scenario._instance.find_component(varname)[index]
admm_block.lagrangian_expression.expr += \
node_block.y[id_] * (var - node_block.z[id_])
admm_block.penalty_expression.expr += \
(node_block.rho[id_] / 2.0) * (var - node_block.z[id_])**2
# The objective has changed so flag this if necessary.
if manager.preprocessor is not None:
manager.preprocessor.objective_updated[scenario.name] = True
def EXTERNAL_initialize_for_admm(manager,
scenario):
if manager.get_option("verbose"):
print("Initializing scenario %s for admm algorithm"
% (scenario.name))
admm_block = Block(concrete=True)
assert not hasattr(scenario._instance, ".admm")
scenario._instance.add_component(".admm", admm_block)
# Augment the objective with lagrangian and penalty terms
# and weight the original objective by the scenario probability.
# The langrangian and penalty terms will be computed after
# the parameters are created.
user_cost_expression = scenario._instance_cost_expression
admm_block.cost_expression = Expression(initialize=\
scenario._probability * user_cost_expression)
admm_block.lagrangian_expression = Expression(initialize=0.0)
admm_block.penalty_expression = Expression(initialize=0.0)
# these are used in the objective, they can be toggled
# between the expression above or something else (e.g., 0.0)
admm_block.cost_term = Expression(
initialize=admm_block.cost_expression)
admm_block.lagrangian_term = Expression(
initialize=admm_block.lagrangian_expression)
admm_block.penalty_term = Expression(
initialize=admm_block.penalty_expression)
objective_direction = 1
if manager.objective_sense == maximize:
objective_direction = -1
scenario._instance_objective.expr = \
admm_block.cost_term + \
admm_block.lagrangian_term * objective_direction + \
admm_block.penalty_term * objective_direction
# add objective parameters to admm block
for tree_node in scenario.node_list[:-1]:
assert not tree_node.is_leaf_node()
node_block = Block(concrete=True)
admm_block.add_component(tree_node.name,
node_block)
node_block.index = Set(
ordered=True,
initialize=sorted(tree_node._standard_variable_ids))
node_block.z = Param(node_block.index, initialize=0.0, mutable=True)
node_block.y = Param(node_block.index, initialize=0.0, mutable=True)
node_block.rho = Param(node_block.index, initialize=0.0, mutable=True)
for id_ in node_block.index:
varname, index = tree_node._variable_ids[id_]
var = scenario._instance.find_component(varname)[index]
admm_block.lagrangian_expression.expr += \
node_block.y[id_] * (var - node_block.z[id_])
admm_block.penalty_expression.expr += \
(node_block.rho[id_] / 2.0) * (var - node_block.z[id_])**2
# The objective has changed so flag this if necessary.
if manager.preprocessor is not None:
manager.preprocessor.objective_updated[scenario.name] = True
def create_submodel_hp_block(instance):
"""
Creates highpoint relaxation with the given specified model; does
not include any submodel or block that is deactivated
"""
block = Block(concrete=True)
# create a component map to keep track of id() for the
# original object and the referenced object
block._map = ComponentMap()
# get the objective for the master problem
for c in instance.component_objects(Objective, descend_into=False):
ref = Reference(c)
block.add_component(c.name, ref)
block._map[c] = ref[None]
# get the variables of the model (if there are more submodels, then
# extraneous variables may be added to the block)
for c in instance.component_objects(Var,
sort=True,
descend_into=True,
active=True):
if c.is_indexed():
ref = Reference(c[...])
block.add_component(c.name, ref)
block._map[c] = ref
else:
ref = Reference(c)
block.add_component(c.name, ref)
block._map[c] = ref[None]
# get the constraints from the main model
for c in instance.component_objects(Constraint,
sort=True,
descend_into=True,
active=True):
if c.is_indexed():
ref = Reference(c[...])
block.add_component(c.name, ref)
block._map[c] = ref
else:
ref = Reference(c)
block.add_component(c.name, ref)
block._map[c] = ref[None]
# deactivate the highpoint relaxation
# block.deactivate()
return block
def _write_bundle_NL(worker,
bundle,
output_directory,
linking_suffix_name,
objective_suffix_name,
symbolic_solver_labels):
assert os.path.exists(output_directory)
bundle_instance = worker._bundle_binding_instance_map[bundle.name]
assert not hasattr(bundle_instance, ".tmpblock")
tmpblock = Block(concrete=True)
bundle_instance.add_component(".tmpblock", tmpblock)
#
# linking variable suffix
#
tmpblock.add_component(linking_suffix_name,
Suffix(direction=Suffix.EXPORT))
linking_suffix = getattr(tmpblock, linking_suffix_name)
# Loop over all nodes for the bundle except the leaf nodes,
# which have no blended variables
scenario_tree = worker.scenario_tree
for stage in bundle.scenario_tree.stages[:-1]:
for _node in stage.nodes:
# get the node of off the real scenario tree
# as this has the linked variable information
node = scenario_tree.get_node(_node.name)
master_variable = bundle_instance.find_component(
"MASTER_BLEND_VAR_"+str(node.name))
for variable_id in node._standard_variable_ids:
linking_suffix[master_variable[variable_id]] = variable_id
#
# objective weight suffix
#
tmpblock.add_component(objective_suffix_name,
Suffix(direction=Suffix.EXPORT))
getattr(tmpblock, objective_suffix_name)[bundle_instance] = \
bundle._probability
output_filename = os.path.join(output_directory, str(bundle.name)+".nl")
bundle_instance.write(
output_filename,
io_options={'symbolic_solver_labels': symbolic_solver_labels})
bundle_instance.del_component(tmpblock)
def _write_scenario_NL(worker,
scenario,
output_directory,
linking_suffix_name,
objective_suffix_name,
symbolic_solver_labels):
assert os.path.exists(output_directory)
instance = scenario._instance
assert not hasattr(instance, ".tmpblock")
tmpblock = Block(concrete=True)
instance.add_component(".tmpblock", tmpblock)
#
# linking variable suffix
#
bySymbol = instance._ScenarioTreeSymbolMap.bySymbol
tmpblock.add_component(linking_suffix_name,
Suffix(direction=Suffix.EXPORT))
linking_suffix = getattr(tmpblock, linking_suffix_name)
# Loop over all nodes for the scenario except the leaf node,
# which has no blended variables
for node in scenario._node_list[:-1]:
for variable_id in node._standard_variable_ids:
linking_suffix[bySymbol[variable_id]] = variable_id
#
# objective weight suffix
#
tmpblock.add_component(objective_suffix_name,
Suffix(direction=Suffix.EXPORT))
getattr(tmpblock, objective_suffix_name)[instance] = \
scenario._probability
output_filename = os.path.join(output_directory,
str(scenario.name)+".nl")
instance.write(
output_filename,
io_options={'symbolic_solver_labels': symbolic_solver_labels})
instance.del_component(tmpblock)
def create_submodel_hp_block(instance):
"""
Creates highpoint relaxation with the given specified model; does
not include any submodel or block that is deactivated
"""
block = Block(concrete=True)
# get the objective for the master problem
for c in instance.component_objects(Objective, descend_into=False):
block.add_component(c.name, Reference(c))
# get the variables of the model (if there are more submodels, then
# extraneous variables may be added to the block)
for c in instance.component_objects(Var,
sort=True,
descend_into=True,
active=True):
block.add_component(c.name, Reference(c))
# get the constraints from the main model
for c in instance.component_objects(Constraint,
sort=True,
descend_into=True,
active=True):
block.add_component(c.name, Reference(c))
# deactivate the highpoint relaxation
block.deactivate()
return block
def apply_basic_step(disjunctions_or_constraints):
#
# Basic steps only apply to XOR'd disjunctions
#
disjunctions = list(obj for obj in disjunctions_or_constraints
if obj.ctype == Disjunction)
constraints = list(obj for obj in disjunctions_or_constraints
if obj.ctype == Constraint)
for d in disjunctions:
if not d.xor:
raise ValueError(
"Basic steps can only be applied to XOR'd disjunctions\n\t"
"(raised by disjunction %s)" % (d.name, ))
if not d.active:
logger.warning("Warning: applying basic step to a previously "
"deactivated disjunction (%s)" % (d.name, ))
ans = Block(concrete=True)
ans.DISJUNCTIONS = Set(initialize=range(len(disjunctions)))
ans.INDEX = Set(dimen=len(disjunctions),
initialize=_squish_singletons(
itertools.product(*tuple(
range(len(d.disjuncts)) for d in disjunctions))))
#
# Form the individual disjuncts for the new basic step
#
ans.disjuncts = Disjunct(ans.INDEX)
for idx in ans.INDEX:
#
# Each source disjunct will be copied (cloned) into its own
# subblock
#
ans.disjuncts[idx].src = Block(ans.DISJUNCTIONS)
for i in ans.DISJUNCTIONS:
tmp = _clone_all_but_indicator_vars(
disjunctions[i].disjuncts[idx[i] if isinstance(idx, tuple
) else idx])
for k, v in list(tmp.component_map().items()):
if v.parent_block() is not tmp:
# Skip indicator_var and binary_indicator_var
continue
tmp.del_component(k)
ans.disjuncts[idx].src[i].add_component(k, v)
# Copy in the constraints corresponding to the improper disjunctions
ans.disjuncts[idx].improper_constraints = ConstraintList()
for constr in constraints:
if constr.is_indexed():
for indx in constr:
ans.disjuncts[idx].improper_constraints.add(
(constr[indx].lower, constr[indx].body,
constr[indx].upper))
constr[indx].deactivate()
# need this so that we can take an improper basic step with a
# ConstraintData
else:
ans.disjuncts[idx].improper_constraints.add(
(constr.lower, constr.body, constr.upper))
constr.deactivate()
#
# Link the new disjunct indicator_var's to the original
# indicator_var's. Since only one of the new
#
NAME_BUFFER = {}
ans.indicator_links = ConstraintList()
for i in ans.DISJUNCTIONS:
for j in range(len(disjunctions[i].disjuncts)):
orig_var = disjunctions[i].disjuncts[j].indicator_var
orig_binary_var = orig_var.get_associated_binary()
ans.indicator_links.add(orig_binary_var == sum(
ans.disjuncts[idx].binary_indicator_var for idx in ans.INDEX
if (idx[i] if isinstance(idx, tuple) else idx) == j))
# and throw on a Reference to original on the block
for v in (orig_var, orig_binary_var):
name_base = v.getname(fully_qualified=True,
name_buffer=NAME_BUFFER)
ans.add_component(unique_component_name(ans, name_base),
Reference(v))
# Form the new disjunction
ans.disjunction = Disjunction(expr=[ans.disjuncts[i] for i in ans.INDEX])
#
# Deactivate the old disjunctions / disjuncts
#
for i in ans.DISJUNCTIONS:
disjunctions[i].deactivate()
for d in disjunctions[i].disjuncts:
d._deactivate_without_fixing_indicator()
return ans
def _write_bundle_nl(worker,
bundle,
output_directory,
io_options):
assert os.path.exists(output_directory)
bundle_instance = worker._bundle_binding_instance_map[bundle.name]
assert not hasattr(bundle_instance, ".schuripopt")
tmpblock = Block(concrete=True)
bundle_instance.add_component(".schuripopt", tmpblock)
#
# linking variable suffix
#
tmpblock.add_component(_variable_id_suffix_name,
Suffix(direction=Suffix.EXPORT,
datatype=Suffix.INT))
linking_suffix = getattr(tmpblock, _variable_id_suffix_name)
# Loop over all nodes for the bundle except the leaf nodes,
# which have no blended variables
scenario_tree = worker.scenario_tree
for stage in bundle.scenario_tree.stages[:-1]:
for _node in stage.nodes:
# get the node of off the real scenario tree
# as this has the linked variable information
node = scenario_tree.get_node(_node.name)
node_name = node.name
master_variable = bundle_instance.find_component(
"MASTER_BLEND_VAR_"+str(node.name))
for variable_id in node._standard_variable_ids:
# Assumes ASL uses 4-byte, signed integers to store suffixes,
# and we need positive suffix values
linking_suffix[master_variable[variable_id]] = \
scenario_tree_id_to_pint32(node_name, variable_id)
# make sure the conversion from scenario tree id to int
# did not have any collisions
_ids = list(linking_suffix.values())
assert len(_ids) == len(set(_ids))
#
# objective weight suffix
#
tmpblock.add_component(_objective_weight_suffix_name,
Suffix(direction=Suffix.EXPORT))
getattr(tmpblock, _objective_weight_suffix_name)[bundle_instance] = \
bundle.probability
# take care to disable any advanced preprocessing flags since we
# are not going through the scenario tree manager solver interface
# TODO: resolve this preprocessing mess
block_attrs = []
for block in bundle_instance.block_data_objects(active=True):
attrs = []
for attr_name in ("_gen_obj_ampl_repn",
"_gen_con_ampl_repn"):
if hasattr(block, attr_name):
attrs.append((attr_name, getattr(block, attr_name)))
setattr(block, attr_name, True)
if len(attrs):
block_attrs.append((block, attrs))
output_filename = os.path.join(output_directory,
str(bundle.name)+".nl")
# write the model and obtain the symbol_map
_, smap_id = bundle_instance.write(
output_filename,
format=ProblemFormat.nl,
io_options=io_options)
symbol_map = bundle_instance.solutions.symbol_map[smap_id]
# reset preprocessing flags
# TODO: resolve this preprocessing mess
for block, attrs in block_attrs:
for attr_name, attr_val in attrs:
setattr(block, attr_name, attr_val)
bundle_instance.del_component(tmpblock)
return output_filename, symbol_map
def _write_scenario_nl(worker,
scenario,
output_directory,
io_options):
assert os.path.exists(output_directory)
instance = scenario._instance
assert not hasattr(instance, ".schuripopt")
tmpblock = Block(concrete=True)
instance.add_component(".schuripopt", tmpblock)
#
# linking variable suffix
#
bySymbol = instance._ScenarioTreeSymbolMap.bySymbol
tmpblock.add_component(_variable_id_suffix_name,
Suffix(direction=Suffix.EXPORT,
datatype=Suffix.INT))
linking_suffix = getattr(tmpblock, _variable_id_suffix_name)
# Loop over all nodes for the scenario except the leaf node,
# which has no blended variables
for node in scenario._node_list[:-1]:
node_name = node.name
for variable_id in node._standard_variable_ids:
# Assumes ASL uses 4-byte, signed integers to store suffixes,
# and we need positive suffix values
linking_suffix[bySymbol[variable_id]] = \
scenario_tree_id_to_pint32(node_name, variable_id)
# make sure the conversion from scenario tree id to int
# did not have any collisions
_ids = list(linking_suffix.values())
assert len(_ids) == len(set(_ids))
#
# objective weight suffix
#
tmpblock.add_component(_objective_weight_suffix_name,
Suffix(direction=Suffix.EXPORT))
getattr(tmpblock, _objective_weight_suffix_name)[instance] = \
scenario.probability
# take care to disable any advanced preprocessing flags since we
# are not going through the scenario tree manager solver interface
# TODO: resolve this preprocessing mess
block_attrs = []
for block in instance.block_data_objects(active=True):
attrs = []
for attr_name in ("_gen_obj_ampl_repn",
"_gen_con_ampl_repn"):
if hasattr(block, attr_name):
attrs.append((attr_name, getattr(block, attr_name)))
setattr(block, attr_name, True)
if len(attrs):
block_attrs.append((block, attrs))
output_filename = os.path.join(output_directory,
str(scenario.name)+".nl")
# write the model and obtain the symbol_map
_, smap_id = instance.write(
output_filename,
format=ProblemFormat.nl,
io_options=io_options)
symbol_map = instance.solutions.symbol_map[smap_id]
# reset preprocessing flags
# TODO: resolve this preprocessing mess
for block, attrs in block_attrs:
for attr_name, attr_val in attrs:
setattr(block, attr_name, attr_val)
instance.del_component(tmpblock)
return output_filename, symbol_map
def _write_bundle_nl(worker,
bundle,
output_directory,
io_options):
assert os.path.exists(output_directory)
bundle_instance = worker._bundle_binding_instance_map[bundle.name]
assert not hasattr(bundle_instance, ".schuripopt")
tmpblock = Block(concrete=True)
bundle_instance.add_component(".schuripopt", tmpblock)
#
# linking variable suffix
#
tmpblock.add_component(_variable_id_suffix_name,
Suffix(direction=Suffix.EXPORT,
datatype=Suffix.INT))
linking_suffix = getattr(tmpblock, _variable_id_suffix_name)
# Loop over all nodes for the bundle except the leaf nodes,
# which have no blended variables
scenario_tree = worker.scenario_tree
for stage in bundle.scenario_tree.stages[:-1]:
for _node in stage.nodes:
# get the node of off the real scenario tree
# as this has the linked variable information
node = scenario_tree.get_node(_node.name)
node_name = node.name
master_variable = bundle_instance.find_component(
"MASTER_BLEND_VAR_"+str(node.name))
for variable_id in node._standard_variable_ids:
# Assumes ASL uses 4-byte, signed integers to store suffixes,
# and we need positive suffix values
linking_suffix[master_variable[variable_id]] = \
scenario_tree_id_to_pint32(node_name, variable_id)
# make sure the conversion from scenario tree id to int
# did not have any collisions
_ids = list(linking_suffix.values())
assert len(_ids) == len(set(_ids))
#
# objective weight suffix
#
tmpblock.add_component(_objective_weight_suffix_name,
Suffix(direction=Suffix.EXPORT))
getattr(tmpblock, _objective_weight_suffix_name)[bundle_instance] = \
bundle.probability
# take care to disable any advanced preprocessing flags since we
# are not going through the scenario tree manager solver interface
# TODO: resolve this preprocessing mess
block_attrs = []
for block in bundle_instance.block_data_objects(active=True):
attrs = []
for attr_name in ("_gen_obj_repn",
"_gen_con_repn"):
if hasattr(block, attr_name):
attrs.append((attr_name, getattr(block, attr_name)))
setattr(block, attr_name, True)
if len(attrs):
block_attrs.append((block, attrs))
output_filename = os.path.join(output_directory,
str(bundle.name)+".nl")
# write the model and obtain the symbol_map
_, smap_id = bundle_instance.write(
output_filename,
format=ProblemFormat.nl,
io_options=io_options)
symbol_map = bundle_instance.solutions.symbol_map[smap_id]
# reset preprocessing flags
# TODO: resolve this preprocessing mess
for block, attrs in block_attrs:
for attr_name, attr_val in attrs:
setattr(block, attr_name, attr_val)
bundle_instance.del_component(tmpblock)
return output_filename, symbol_map
def _write_scenario_nl(worker,
scenario,
output_directory,
io_options):
assert os.path.exists(output_directory)
instance = scenario._instance
assert not hasattr(instance, ".schuripopt")
tmpblock = Block(concrete=True)
instance.add_component(".schuripopt", tmpblock)
#
# linking variable suffix
#
bySymbol = instance._ScenarioTreeSymbolMap.bySymbol
tmpblock.add_component(_variable_id_suffix_name,
Suffix(direction=Suffix.EXPORT,
datatype=Suffix.INT))
linking_suffix = getattr(tmpblock, _variable_id_suffix_name)
# Loop over all nodes for the scenario except the leaf node,
# which has no blended variables
for node in scenario._node_list[:-1]:
node_name = node.name
for variable_id in node._standard_variable_ids:
# Assumes ASL uses 4-byte, signed integers to store suffixes,
# and we need positive suffix values
linking_suffix[bySymbol[variable_id]] = \
scenario_tree_id_to_pint32(node_name, variable_id)
# make sure the conversion from scenario tree id to int
# did not have any collisions
_ids = list(linking_suffix.values())
assert len(_ids) == len(set(_ids))
#
# objective weight suffix
#
tmpblock.add_component(_objective_weight_suffix_name,
Suffix(direction=Suffix.EXPORT))
getattr(tmpblock, _objective_weight_suffix_name)[instance] = \
scenario.probability
# take care to disable any advanced preprocessing flags since we
# are not going through the scenario tree manager solver interface
# TODO: resolve this preprocessing mess
block_attrs = []
for block in instance.block_data_objects(active=True):
attrs = []
for attr_name in ("_gen_obj_repn",
"_gen_con_repn"):
if hasattr(block, attr_name):
attrs.append((attr_name, getattr(block, attr_name)))
setattr(block, attr_name, True)
if len(attrs):
block_attrs.append((block, attrs))
output_filename = os.path.join(output_directory,
str(scenario.name)+".nl")
# write the model and obtain the symbol_map
_, smap_id = instance.write(
output_filename,
format=ProblemFormat.nl,
io_options=io_options)
symbol_map = instance.solutions.symbol_map[smap_id]
# reset preprocessing flags
# TODO: resolve this preprocessing mess
for block, attrs in block_attrs:
for attr_name, attr_val in attrs:
setattr(block, attr_name, attr_val)
instance.del_component(tmpblock)
return output_filename, symbol_map