def get_infeasible_result_object(model, message=""):
infeas_result = SubproblemResult()
infeas_result.feasible = False
infeas_result.var_values = list(v.value for v in model.GDPopt_utils.variable_list)
infeas_result.pyomo_results = SolverResults()
infeas_result.pyomo_results.solver.termination_condition = tc.infeasible
infeas_result.pyomo_results.message = message
infeas_result.dual_values = list(None for _ in model.GDPopt_utils.constraint_list)
return infeas_result
def solve_linear_subproblem(mip_model, solve_data, config):
GDPopt = mip_model.GDPopt_utils
initialize_subproblem(mip_model, solve_data)
# Callback immediately before solving NLP subproblem
config.call_before_subproblem_solve(mip_model, solve_data)
mip_solver = SolverFactory(config.mip_solver)
if not mip_solver.available():
raise RuntimeError("MIP solver %s is not available." %
config.mip_solver)
with SuppressInfeasibleWarning():
mip_args = dict(config.mip_solver_args)
elapsed = get_main_elapsed_time(solve_data.timing)
remaining = max(config.time_limit - elapsed, 1)
if config.mip_solver == 'gams':
mip_args['add_options'] = mip_args.get('add_options', [])
mip_args['add_options'].append('option reslim=%s;' % remaining)
elif config.mip_solver == 'multisolve':
mip_args['time_limit'] = min(
mip_args.get('time_limit', float('inf')), remaining)
results = mip_solver.solve(mip_model, **mip_args)
subprob_result = SubproblemResult()
subprob_result.feasible = True
subprob_result.var_values = list(v.value for v in GDPopt.variable_list)
subprob_result.pyomo_results = results
subprob_result.dual_values = list(
mip_model.dual.get(c, None) for c in GDPopt.constraint_list)
subprob_terminate_cond = results.solver.termination_condition
if subprob_terminate_cond is tc.optimal:
pass
elif subprob_terminate_cond is tc.infeasible:
config.logger.info('MIP subproblem was infeasible.')
subprob_result.feasible = False
else:
raise ValueError('GDPopt unable to handle MIP subproblem termination '
'condition of %s. Results: %s' %
(subprob_terminate_cond, results))
# Call the NLP post-solve callback
config.call_after_subproblem_solve(mip_model, solve_data)
# if feasible, call the NLP post-feasible callback
if subprob_result.feasible:
config.call_after_subproblem_feasible(mip_model, solve_data)
return subprob_result
def solve_linear_subproblem(mip_model, solve_data, config):
GDPopt = mip_model.GDPopt_utils
initialize_subproblem(mip_model, solve_data)
# Callback immediately before solving NLP subproblem
config.call_before_subproblem_solve(mip_model, solve_data)
mip_solver = SolverFactory(config.mip_solver)
if not mip_solver.available():
raise RuntimeError("MIP solver %s is not available." %
config.mip_solver)
with SuppressInfeasibleWarning():
results = mip_solver.solve(mip_model, **config.mip_solver_args)
subprob_result = SubproblemResult()
subprob_result.feasible = True
subprob_result.var_values = list(v.value for v in GDPopt.variable_list)
subprob_result.pyomo_results = results
subprob_result.dual_values = list(
mip_model.dual.get(c, None) for c in GDPopt.constraint_list)
subprob_terminate_cond = results.solver.termination_condition
if subprob_terminate_cond is tc.optimal:
pass
elif subprob_terminate_cond is tc.infeasible:
config.logger.info('MIP subproblem was infeasible.')
subprob_result.feasible = False
else:
raise ValueError('GDPopt unable to handle MIP subproblem termination '
'condition of %s. Results: %s' %
(subprob_terminate_cond, results))
# Call the NLP post-solve callback
config.call_after_subproblem_solve(mip_model, solve_data)
# if feasible, call the NLP post-feasible callback
if subprob_result.feasible:
config.call_after_subproblem_feasible(mip_model, solve_data)
return subprob_result
def solve_NLP(nlp_model, solve_data, config):
"""Solve the NLP subproblem."""
config.logger.info('Solving nonlinear subproblem for '
'fixed binaries and logical realizations.')
# Error checking for unfixed discrete variables
unfixed_discrete_vars = detect_unfixed_discrete_vars(nlp_model)
assert len(unfixed_discrete_vars) == 0, \
"Unfixed discrete variables exist on the NLP subproblem: {0}".format(
list(v.name for v in unfixed_discrete_vars))
GDPopt = nlp_model.GDPopt_utils
initialize_subproblem(nlp_model, solve_data)
# Callback immediately before solving NLP subproblem
config.call_before_subproblem_solve(nlp_model, solve_data)
nlp_solver = SolverFactory(config.nlp_solver)
if not nlp_solver.available():
raise RuntimeError("NLP solver %s is not available." %
config.nlp_solver)
with SuppressInfeasibleWarning():
try:
results = nlp_solver.solve(nlp_model, **config.nlp_solver_args)
except ValueError as err:
if 'Cannot load SolverResults object with bad status: error' in str(
err):
results = SolverResults()
results.solver.termination_condition = tc.error
results.solver.message = str(err)
else:
raise
nlp_result = SubproblemResult()
nlp_result.feasible = True
nlp_result.var_values = list(v.value for v in GDPopt.variable_list)
nlp_result.pyomo_results = results
nlp_result.dual_values = list(
nlp_model.dual.get(c, None) for c in GDPopt.constraint_list)
term_cond = results.solver.termination_condition
if any(term_cond == cond
for cond in (tc.optimal, tc.locallyOptimal, tc.feasible)):
pass
elif term_cond == tc.infeasible:
config.logger.info('NLP subproblem was infeasible.')
nlp_result.feasible = False
elif term_cond == tc.maxIterations:
# TODO try something else? Reinitialize with different initial
# value?
config.logger.info(
'NLP subproblem failed to converge within iteration limit.')
if is_feasible(nlp_model, config):
config.logger.info(
'NLP solution is still feasible. '
'Using potentially suboptimal feasible solution.')
else:
nlp_result.feasible = False
elif term_cond == tc.internalSolverError:
# Possible that IPOPT had a restoration failure
config.logger.info("NLP solver had an internal failure: %s" %
results.solver.message)
nlp_result.feasible = False
elif (term_cond == tc.other
and "Too few degrees of freedom" in str(results.solver.message)):
# Possible IPOPT degrees of freedom error
config.logger.info("IPOPT has too few degrees of freedom: %s" %
results.solver.message)
nlp_result.feasible = False
elif term_cond == tc.other:
config.logger.info(
"NLP solver had a termination condition of 'other': %s" %
results.solver.message)
nlp_result.feasible = False
elif term_cond == tc.error:
config.logger.info(
"NLP solver had a termination condition of 'error': %s" %
results.solver.message)
nlp_result.feasible = False
elif term_cond == tc.maxTimeLimit:
config.logger.info(
"NLP solver ran out of time. Assuming infeasible for now.")
nlp_result.feasible = False
else:
raise ValueError('GDPopt unable to handle NLP subproblem termination '
'condition of %s. Results: %s' % (term_cond, results))
# Call the NLP post-solve callback
config.call_after_subproblem_solve(nlp_model, solve_data)
# if feasible, call the NLP post-feasible callback
if nlp_result.feasible:
config.call_after_subproblem_feasible(nlp_model, solve_data)
return nlp_result
def solve_MINLP(model, solve_data, config):
"""Solve the MINLP subproblem."""
config.logger.info(
"Solving MINLP subproblem for fixed logical realizations.")
GDPopt = model.GDPopt_utils
initialize_subproblem(model, solve_data)
# Callback immediately before solving MINLP subproblem
config.call_before_subproblem_solve(model, solve_data)
minlp_solver = SolverFactory(config.minlp_solver)
if not minlp_solver.available():
raise RuntimeError("MINLP solver %s is not available." %
config.minlp_solver)
with SuppressInfeasibleWarning():
results = minlp_solver.solve(model, **config.minlp_solver_args)
subprob_result = SubproblemResult()
subprob_result.feasible = True
subprob_result.var_values = list(v.value for v in GDPopt.variable_list)
subprob_result.pyomo_results = results
subprob_result.dual_values = list(
model.dual.get(c, None) for c in GDPopt.constraint_list)
term_cond = results.solver.termination_condition
if any(term_cond == cond
for cond in (tc.optimal, tc.locallyOptimal, tc.feasible)):
pass
elif term_cond == tc.infeasible:
config.logger.info('MINLP subproblem was infeasible.')
subprob_result.feasible = False
elif term_cond == tc.maxIterations:
# TODO try something else? Reinitialize with different initial
# value?
config.logger.info(
'MINLP subproblem failed to converge within iteration limit.')
if is_feasible(model, config):
config.logger.info(
'MINLP solution is still feasible. '
'Using potentially suboptimal feasible solution.')
else:
subprob_result.feasible = False
elif term_cond == tc.intermediateNonInteger:
config.logger.info(
"MINLP solver could not find feasible integer solution: %s" %
results.solver.message)
subprob_result.feasible = False
else:
raise ValueError(
'GDPopt unable to handle MINLP subproblem termination '
'condition of %s. Results: %s' % (term_cond, results))
# Call the subproblem post-solve callback
config.call_after_subproblem_solve(model, solve_data)
# if feasible, call the subproblem post-feasible callback
if subprob_result.feasible:
config.call_after_subproblem_feasible(model, solve_data)
return subprob_result
def solve_NLP(nlp_model, solve_data, config):
"""Solve the NLP subproblem."""
config.logger.info('Solving nonlinear subproblem for '
'fixed binaries and logical realizations.')
unfixed_discrete_vars = detect_unfixed_discrete_vars(nlp_model)
if unfixed_discrete_vars:
discrete_var_names = list(v.name for v in unfixed_discrete_vars)
config.logger.warning(
"Unfixed discrete variables exist on the NLP subproblem: %s" %
(discrete_var_names, ))
GDPopt = nlp_model.GDPopt_utils
preprocessing_transformations = [
# Propagate variable bounds
'contrib.propagate_eq_var_bounds',
# Detect fixed variables
'contrib.detect_fixed_vars',
# Propagate fixed variables
'contrib.propagate_fixed_vars',
# Remove zero terms in linear expressions
'contrib.remove_zero_terms',
# Remove terms in equal to zero summations
'contrib.propagate_zero_sum',
# Transform bound constraints
'contrib.constraints_to_var_bounds',
# Detect fixed variables
'contrib.detect_fixed_vars',
# Remove terms in equal to zero summations
'contrib.propagate_zero_sum',
# Remove trivial constraints
'contrib.deactivate_trivial_constraints'
]
for xfrm in preprocessing_transformations:
TransformationFactory(xfrm).apply_to(nlp_model)
initialize_NLP(nlp_model, solve_data)
# Callback immediately before solving NLP subproblem
config.call_before_subproblem_solve(nlp_model, solve_data)
nlp_solver = SolverFactory(config.nlp_solver)
if not nlp_solver.available():
raise RuntimeError("NLP solver %s is not available." %
config.nlp_solver)
with SuppressInfeasibleWarning():
results = nlp_solver.solve(nlp_model, **config.nlp_solver_args)
nlp_result = SubproblemResult()
nlp_result.feasible = True
nlp_result.var_values = list(v.value for v in GDPopt.working_var_list)
nlp_result.pyomo_results = results
nlp_result.dual_values = list(
nlp_model.dual.get(c, None) for c in GDPopt.working_constraints_list)
subprob_terminate_cond = results.solver.termination_condition
if subprob_terminate_cond is tc.optimal:
pass
elif subprob_terminate_cond is tc.infeasible:
config.logger.info('NLP subproblem was locally infeasible.')
nlp_result.feasible = False
elif subprob_terminate_cond is tc.maxIterations:
# TODO try something else? Reinitialize with different initial
# value?
config.logger.info(
'NLP subproblem failed to converge within iteration limit.')
if is_feasible(nlp_model, config):
config.logger.info(
'NLP solution is still feasible. '
'Using potentially suboptimal feasible solution.')
else:
nlp_result.feasible = False
elif subprob_terminate_cond is tc.internalSolverError:
# Possible that IPOPT had a restoration failture
config.logger.info("NLP solver had an internal failure: %s" %
results.solver.message)
nlp_result.feasible = False
else:
raise ValueError('GDPopt unable to handle NLP subproblem termination '
'condition of %s. Results: %s' %
(subprob_terminate_cond, results))
# Call the NLP post-solve callback
config.call_after_subproblem_solve(nlp_model, solve_data)
# if feasible, call the NLP post-feasible callback
if nlp_result.feasible:
config.call_after_subproblem_feasible(nlp_model, solve_data)
return nlp_result
def solve_NLP(nlp_model, solve_data, config):
"""Solve the NLP subproblem."""
config.logger.info('Solving nonlinear subproblem for '
'fixed binaries and logical realizations.')
# Error checking for unfixed discrete variables
unfixed_discrete_vars = detect_unfixed_discrete_vars(nlp_model)
assert len(unfixed_discrete_vars) == 0, \
"Unfixed discrete variables exist on the NLP subproblem: {0}".format(
list(v.name for v in unfixed_discrete_vars))
GDPopt = nlp_model.GDPopt_utils
if config.subproblem_presolve:
preprocess_subproblem(nlp_model, config)
initialize_subproblem(nlp_model, solve_data)
# Callback immediately before solving NLP subproblem
config.call_before_subproblem_solve(nlp_model, solve_data)
nlp_solver = SolverFactory(config.nlp_solver)
if not nlp_solver.available():
raise RuntimeError("NLP solver %s is not available." %
config.nlp_solver)
with SuppressInfeasibleWarning():
results = nlp_solver.solve(nlp_model, **config.nlp_solver_args)
nlp_result = SubproblemResult()
nlp_result.feasible = True
nlp_result.var_values = list(v.value for v in GDPopt.variable_list)
nlp_result.pyomo_results = results
nlp_result.dual_values = list(
nlp_model.dual.get(c, None) for c in GDPopt.constraint_list)
subprob_terminate_cond = results.solver.termination_condition
if (subprob_terminate_cond is tc.optimal
or subprob_terminate_cond is tc.locallyOptimal
or subprob_terminate_cond is tc.feasible):
pass
elif subprob_terminate_cond is tc.infeasible:
config.logger.info('NLP subproblem was infeasible.')
nlp_result.feasible = False
elif subprob_terminate_cond is tc.maxIterations:
# TODO try something else? Reinitialize with different initial
# value?
config.logger.info(
'NLP subproblem failed to converge within iteration limit.')
if is_feasible(nlp_model, config):
config.logger.info(
'NLP solution is still feasible. '
'Using potentially suboptimal feasible solution.')
else:
nlp_result.feasible = False
elif subprob_terminate_cond is tc.internalSolverError:
# Possible that IPOPT had a restoration failure
config.logger.info("NLP solver had an internal failure: %s" %
results.solver.message)
nlp_result.feasible = False
else:
raise ValueError('GDPopt unable to handle NLP subproblem termination '
'condition of %s. Results: %s' %
(subprob_terminate_cond, results))
# Call the NLP post-solve callback
config.call_after_subproblem_solve(nlp_model, solve_data)
# if feasible, call the NLP post-feasible callback
if nlp_result.feasible:
config.call_after_subproblem_feasible(nlp_model, solve_data)
return nlp_result
def solve_NLP(nlp_model, solve_data, config):
"""Solve the NLP subproblem."""
config.logger.info(
'Solving nonlinear subproblem for '
'fixed binaries and logical realizations.')
# Error checking for unfixed discrete variables
unfixed_discrete_vars = detect_unfixed_discrete_vars(nlp_model)
assert len(unfixed_discrete_vars) == 0, \
"Unfixed discrete variables exist on the NLP subproblem: {0}".format(
list(v.name for v in unfixed_discrete_vars))
GDPopt = nlp_model.GDPopt_utils
if config.subproblem_presolve:
preprocess_subproblem(nlp_model, config)
initialize_subproblem(nlp_model, solve_data)
# Callback immediately before solving NLP subproblem
config.call_before_subproblem_solve(nlp_model, solve_data)
nlp_solver = SolverFactory(config.nlp_solver)
if not nlp_solver.available():
raise RuntimeError("NLP solver %s is not available." %
config.nlp_solver)
with SuppressInfeasibleWarning():
results = nlp_solver.solve(nlp_model, **config.nlp_solver_args)
nlp_result = SubproblemResult()
nlp_result.feasible = True
nlp_result.var_values = list(v.value for v in GDPopt.variable_list)
nlp_result.pyomo_results = results
nlp_result.dual_values = list(
nlp_model.dual.get(c, None)
for c in GDPopt.constraint_list)
subprob_terminate_cond = results.solver.termination_condition
if (subprob_terminate_cond is tc.optimal or
subprob_terminate_cond is tc.locallyOptimal or
subprob_terminate_cond is tc.feasible):
pass
elif subprob_terminate_cond is tc.infeasible:
config.logger.info('NLP subproblem was infeasible.')
nlp_result.feasible = False
elif subprob_terminate_cond is tc.maxIterations:
# TODO try something else? Reinitialize with different initial
# value?
config.logger.info(
'NLP subproblem failed to converge within iteration limit.')
if is_feasible(nlp_model, config):
config.logger.info(
'NLP solution is still feasible. '
'Using potentially suboptimal feasible solution.')
else:
nlp_result.feasible = False
elif subprob_terminate_cond is tc.internalSolverError:
# Possible that IPOPT had a restoration failure
config.logger.info(
"NLP solver had an internal failure: %s" % results.solver.message)
nlp_result.feasible = False
else:
raise ValueError(
'GDPopt unable to handle NLP subproblem termination '
'condition of %s. Results: %s'
% (subprob_terminate_cond, results))
# Call the NLP post-solve callback
config.call_after_subproblem_solve(nlp_model, solve_data)
# if feasible, call the NLP post-feasible callback
if nlp_result.feasible:
config.call_after_subproblem_feasible(nlp_model, solve_data)
return nlp_result
def solve_MINLP(model, solve_data, config):
"""Solve the MINLP subproblem."""
config.logger.info(
"Solving MINLP subproblem for fixed logical realizations."
)
GDPopt = model.GDPopt_utils
if config.subproblem_presolve:
preprocess_subproblem(model, config)
initialize_subproblem(model, solve_data)
# Callback immediately before solving NLP subproblem
config.call_before_subproblem_solve(model, solve_data)
minlp_solver = SolverFactory(config.minlp_solver)
if not minlp_solver.available():
raise RuntimeError("MINLP solver %s is not available." %
config.minlp_solver)
with SuppressInfeasibleWarning():
results = minlp_solver.solve(model, **config.minlp_solver_args)
subprob_result = SubproblemResult()
subprob_result.feasible = True
subprob_result.var_values = list(v.value for v in GDPopt.variable_list)
subprob_result.pyomo_results = results
subprob_result.dual_values = list(
model.dual.get(c, None)
for c in GDPopt.constraint_list)
subprob_terminate_cond = results.solver.termination_condition
if (subprob_terminate_cond is tc.optimal or
subprob_terminate_cond is tc.locallyOptimal or
subprob_terminate_cond is tc.feasible):
pass
elif subprob_terminate_cond is tc.infeasible:
config.logger.info('MINLP subproblem was infeasible.')
subprob_result.feasible = False
elif subprob_terminate_cond is tc.maxIterations:
# TODO try something else? Reinitialize with different initial
# value?
config.logger.info(
'MINLP subproblem failed to converge within iteration limit.')
if is_feasible(model, config):
config.logger.info(
'MINLP solution is still feasible. '
'Using potentially suboptimal feasible solution.')
else:
subprob_result.feasible = False
elif subprob_terminate_cond is tc.intermediateNonInteger:
config.logger.info(
"MINLP solver could not find feasible integer solution: %s" % results.solver.message)
subprob_result.feasible = False
else:
raise ValueError(
'GDPopt unable to handle MINLP subproblem termination '
'condition of %s. Results: %s'
% (subprob_terminate_cond, results))
# Call the subproblem post-solve callback
config.call_after_subproblem_solve(model, solve_data)
# if feasible, call the subproblem post-feasible callback
if subprob_result.feasible:
config.call_after_subproblem_feasible(model, solve_data)
return subprob_result