1 | # _________________________________________________________________________ |
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2 | # |
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3 | # Coopr: A COmmon Optimization Python Repository |
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4 | # Copyright (c) 2009 Sandia Corporation. |
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5 | # This software is distributed under the BSD License. |
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6 | # Under the terms of Contract DE-AC04-94AL85000 with Sandia Corporation, |
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7 | # the U.S. Government retains certain rights in this software. |
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8 | # For more information, see the Coopr README.txt file. |
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9 | # _________________________________________________________________________ |
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10 | |
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11 | |
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12 | import os |
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13 | import sys |
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14 | |
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15 | from optparse import OptionParser, OptionGroup |
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16 | |
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17 | import pyutilib.services |
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18 | import pyutilib.misc |
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19 | |
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20 | # garbage collection control. |
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21 | import gc |
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22 | |
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23 | # for profiling |
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24 | try: |
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25 | import cProfile as profile |
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26 | except ImportError: |
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27 | import profile |
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28 | import pstats |
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29 | |
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30 | # for serializing |
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31 | import pickle |
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32 | |
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33 | from coopr.pysp.convergence import * |
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34 | from coopr.pysp.scenariotree import * |
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35 | from coopr.pysp.ph import * |
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36 | from coopr.pysp.ef import * |
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37 | from coopr.opt.base import SolverFactory |
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38 | from coopr.opt.parallel import SolverManagerFactory |
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39 | |
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40 | from pyutilib.component.core import ExtensionPoint |
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41 | from coopr.pysp.solutionwriter import ISolutionWriterExtension |
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42 | |
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43 | # |
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44 | # utility method to construct an option parser for ph arguments, |
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45 | # to be supplied as an argument to the runph method. |
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46 | # |
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47 | |
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48 | def construct_ph_options_parser(usage_string): |
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49 | |
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50 | parser = OptionParser() |
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51 | parser.usage = usage_string |
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52 | |
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53 | # NOTE: these groups should eventually be queried from the PH, scenario tree, etc. classes (to facilitate re-use). |
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54 | inputOpts = OptionGroup( parser, 'Input Options' ) |
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55 | scenarioTreeOpts = OptionGroup( parser, 'Scenario Tree Options' ) |
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56 | phOpts = OptionGroup( parser, 'PH Options' ) |
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57 | solverOpts = OptionGroup( parser, 'Solver Options' ) |
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58 | postprocessOpts = OptionGroup( parser, 'Postprocessing Options' ) |
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59 | outputOpts = OptionGroup( parser, 'Output Options' ) |
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60 | otherOpts = OptionGroup( parser, 'Other Options' ) |
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61 | parser.add_option_group( inputOpts ) |
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62 | parser.add_option_group( scenarioTreeOpts ) |
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63 | parser.add_option_group( phOpts ) |
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64 | parser.add_option_group( solverOpts ) |
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65 | parser.add_option_group( postprocessOpts ) |
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66 | parser.add_option_group( outputOpts ) |
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67 | parser.add_option_group( otherOpts ) |
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68 | |
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69 | inputOpts.add_option('-m','--model-directory', |
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70 | help="The directory in which all model (reference and scenario) definitions are stored. Default is \".\".", |
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71 | action="store", |
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72 | dest="model_directory", |
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73 | type="string", |
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74 | default=".") |
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75 | inputOpts.add_option('-i','--instance-directory', |
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76 | help="The directory in which all instance (reference and scenario) definitions are stored. Default is '.'.", |
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77 | action="store", |
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78 | dest="instance_directory", |
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79 | type="string", |
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80 | default=".") |
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81 | inputOpts.add_option('--bounds-cfgfile', |
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82 | help="The name of a configuration script to set variable bound values. Default is None.", |
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83 | action="store", |
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84 | dest="bounds_cfgfile", |
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85 | default=None) |
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86 | |
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87 | scenarioTreeOpts.add_option('--scenario-tree-seed', |
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88 | help="The random seed associated with manipulation operations on the scenario tree (e.g., down-sampling). Default is 0, indicating unassigned.", |
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89 | action="store", |
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90 | dest="scenario_tree_random_seed", |
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91 | type="int", |
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92 | default=None) |
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93 | scenarioTreeOpts.add_option('--scenario-tree-downsample-fraction', |
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94 | help="The proportion of the scenarios in the scenario tree that are actually used. Specific scenarios are selected at random. Default is 1.0, indicating no down-sampling.", |
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95 | action="store", |
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96 | dest="scenario_tree_downsample_fraction", |
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97 | type="float", |
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98 | default=1.0) |
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99 | |
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100 | phOpts.add_option('-r','--default-rho', |
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101 | help="The default (global) rho for all blended variables. Default is 1.", |
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102 | action="store", |
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103 | dest="default_rho", |
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104 | type="float", |
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105 | default=1.0) |
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106 | phOpts.add_option('--rho-cfgfile', |
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107 | help="The name of a configuration script to compute PH rho values. Default is None.", |
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108 | action="store", |
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109 | dest="rho_cfgfile", |
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110 | type="string", |
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111 | default=None) |
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112 | phOpts.add_option('--max-iterations', |
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113 | help="The maximal number of PH iterations. Default is 100.", |
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114 | action="store", |
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115 | dest="max_iterations", |
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116 | type="int", |
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117 | default=100) |
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118 | phOpts.add_option('--termdiff-threshold', |
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119 | help="The convergence threshold used in the term-diff and normalized term-diff convergence criteria. Default is 0.01.", |
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120 | action="store", |
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121 | dest="termdiff_threshold", |
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122 | type="float", |
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123 | default=0.01) |
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124 | phOpts.add_option('--enable-free-discrete-count-convergence', |
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125 | help="Terminate PH based on the free discrete variable count convergence metric. Default is False.", |
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126 | action="store_true", |
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127 | dest="enable_free_discrete_count_convergence", |
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128 | default=False) |
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129 | phOpts.add_option('--enable-normalized-termdiff-convergence', |
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130 | help="Terminate PH based on the normalized termdiff convergence metric. Default is True.", |
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131 | action="store_true", |
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132 | dest="enable_normalized_termdiff_convergence", |
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133 | default=False) |
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134 | phOpts.add_option('--enable-termdiff-convergence', |
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135 | help="Terminate PH based on the termdiff convergence metric. Default is True.", |
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136 | action="store_true", |
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137 | dest="enable_termdiff_convergence", |
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138 | default=True) |
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139 | phOpts.add_option('--free-discrete-count-threshold', |
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140 | help="The convergence threshold used in the criterion based on when the free discrete variable count convergence criterion. Default is 20.", |
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141 | action="store", |
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142 | dest="free_discrete_count_threshold", |
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143 | type="float", |
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144 | default=20) |
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145 | phOpts.add_option('--linearize-nonbinary-penalty-terms', |
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146 | help="Approximate the PH quadratic term for non-binary variables with a piece-wise linear function, using the supplied number of equal-length pieces from each bound to the average", |
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147 | action="store", |
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148 | dest="linearize_nonbinary_penalty_terms", |
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149 | type="int", |
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150 | default=0) |
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151 | phOpts.add_option('--breakpoint-strategy', |
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152 | help="Specify the strategy to distribute breakpoints on the [lb, ub] interval of each variable when linearizing. 0 indicates uniform distribution. 1 indicates breakpoints at the node min and max, uniformly in-between. 2 indicates more aggressive concentration of breakpoints near the observed node min/max.", |
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153 | action="store", |
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154 | dest="breakpoint_strategy", |
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155 | type="int", |
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156 | default=0) |
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157 | phOpts.add_option('--retain-quadratic-binary-terms', |
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158 | help="Do not linearize PH objective terms involving binary decision variables", |
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159 | action="store_true", |
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160 | dest="retain_quadratic_binary_terms", |
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161 | default=False) |
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162 | phOpts.add_option('--drop-proximal-terms', |
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163 | help="Eliminate proximal terms (i.e., the quadratic penalty terms) from the weighted PH objective. Default is False.", |
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164 | action="store_true", |
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165 | dest="drop_proximal_terms", |
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166 | default=False) |
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167 | phOpts.add_option('--enable-ww-extensions', |
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168 | help="Enable the Watson-Woodruff PH extensions plugin. Default is False.", |
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169 | action="store_true", |
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170 | dest="enable_ww_extensions", |
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171 | default=False) |
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172 | phOpts.add_option('--ww-extension-cfgfile', |
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173 | help="The name of a configuration file for the Watson-Woodruff PH extensions plugin. Default is wwph.cfg.", |
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174 | action="store", |
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175 | dest="ww_extension_cfgfile", |
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176 | type="string", |
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177 | default="") |
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178 | phOpts.add_option('--ww-extension-suffixfile', |
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179 | help="The name of a variable suffix file for the Watson-Woodruff PH extensions plugin. Default is wwph.suffixes.", |
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180 | action="store", |
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181 | dest="ww_extension_suffixfile", |
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182 | type="string", |
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183 | default="") |
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184 | phOpts.add_option('--user-defined-extension', |
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185 | help="The name of a python module specifying a user-defined PH extension plugin.", |
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186 | action="store", |
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187 | dest="user_defined_extension", |
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188 | type="string", |
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189 | default=None) |
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190 | phOpts.add_option("--linearize-expressions", |
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191 | help="EXPERIMENTAL: An option intended for use on linear or mixed-integer models " \ |
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192 | "in which expression trees in a model (constraints or objectives) are compacted " \ |
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193 | "into a more memory-efficient and concise form. The trees themselves are eliminated. ", |
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194 | action="store_true", |
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195 | dest="linearize_expressions", |
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196 | default=False) |
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197 | phOpts.add_option("--simplify-expressions", |
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198 | help="Enable expression simplification during both model instance creation and any " \ |
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199 | "subsequent modifications of the model, e.g., during manipulation of the objective.", |
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200 | action="store_true", |
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201 | dest="simplify_expressions", |
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202 | default=False) |
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203 | |
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204 | solverOpts.add_option('--scenario-mipgap', |
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205 | help="Specifies the mipgap for all PH scenario sub-problems", |
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206 | action="store", |
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207 | dest="scenario_mipgap", |
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208 | type="float", |
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209 | default=None) |
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210 | solverOpts.add_option('--scenario-solver-options', |
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211 | help="Solver options for all PH scenario sub-problems", |
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212 | action="append", |
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213 | dest="scenario_solver_options", |
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214 | type="string", |
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215 | default=[]) |
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216 | solverOpts.add_option('--solver', |
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217 | help="The type of solver used to solve scenario sub-problems. Default is cplex.", |
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218 | action="store", |
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219 | dest="solver_type", |
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220 | type="string", |
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221 | default="cplex") |
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222 | solverOpts.add_option('--solver-manager', |
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223 | help="The type of solver manager used to coordinate scenario sub-problem solves. Default is serial.", |
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224 | action="store", |
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225 | dest="solver_manager_type", |
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226 | type="string", |
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227 | default="serial") |
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228 | solverOpts.add_option('--disable-warmstarts', |
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229 | help="Disable warm-start of scenario sub-problem solves in PH iterations >= 1. Default is False.", |
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230 | action="store_true", |
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231 | dest="disable_warmstarts", |
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232 | default=False) |
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233 | |
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234 | postprocessOpts.add_option('--ef-output-file', |
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235 | help="The name of the extensive form output file (currently only LP format is supported), if writing of the extensive form is enabled. Default is efout.lp.", |
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236 | action="store", |
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237 | dest="ef_output_file", |
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238 | type="string", |
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239 | default="efout.lp") |
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240 | postprocessOpts.add_option('--solve-ef', |
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241 | help="Following write of the extensive form model, solve it.", |
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242 | action="store_true", |
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243 | dest="solve_ef", |
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244 | default=False) |
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245 | postprocessOpts.add_option('--ef-mipgap', |
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246 | help="Specifies the mipgap for the EF solve", |
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247 | action="store", |
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248 | dest="ef_mipgap", |
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249 | type="float", |
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250 | default=None) |
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251 | postprocessOpts.add_option('--ef-solver-options', |
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252 | help="Solver options for the extension form problem", |
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253 | action="append", |
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254 | dest="ef_solver_options", |
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255 | type="string", |
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256 | default=[]) |
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257 | postprocessOpts.add_option('--output-ef-solver-log', |
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258 | help="Output solver log during the extensive form solve", |
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259 | action="store_true", |
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260 | dest="output_ef_solver_log", |
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261 | default=False) |
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262 | |
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263 | outputOpts.add_option('--output-scenario-tree-solution', |
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264 | help="Report the full solution (even leaves) in scenario tree format upon termination. Values represent averages, so convergence is not an issue. Default is False.", |
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265 | action="store_true", |
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266 | dest="output_scenario_tree_solution", |
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267 | default=False) |
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268 | outputOpts.add_option('--output-solver-logs', |
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269 | help="Output solver logs during scenario sub-problem solves", |
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270 | action="store_true", |
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271 | dest="output_solver_logs", |
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272 | default=False) |
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273 | outputOpts.add_option('--output-solver-results', |
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274 | help="Output solutions obtained after each scenario sub-problem solve", |
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275 | action="store_true", |
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276 | dest="output_solver_results", |
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277 | default=False) |
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278 | outputOpts.add_option('--output-times', |
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279 | help="Output timing statistics for various PH components", |
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280 | action="store_true", |
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281 | dest="output_times", |
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282 | default=False) |
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283 | outputOpts.add_option('--report-only-statistics', |
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284 | help="When reporting solutions (if enabled), only output per-variable statistics - not the individual scenario values. Default is False.", |
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285 | action="store_true", |
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286 | dest="report_only_statistics", |
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287 | default=False) |
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288 | outputOpts.add_option('--report-solutions', |
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289 | help="Always report PH solutions after each iteration. Enabled if --verbose is enabled. Default is False.", |
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290 | action="store_true", |
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291 | dest="report_solutions", |
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292 | default=False) |
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293 | outputOpts.add_option('--report-weights', |
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294 | help="Always report PH weights prior to each iteration. Enabled if --verbose is enabled. Default is False.", |
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295 | action="store_true", |
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296 | dest="report_weights", |
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297 | default=False) |
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298 | outputOpts.add_option('--restore-from-checkpoint', |
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299 | help="The name of the checkpoint file from which PH should be initialized. Default is \"\", indicating no checkpoint restoration", |
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300 | action="store", |
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301 | dest="restore_from_checkpoint", |
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302 | type="string", |
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303 | default="") |
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304 | outputOpts.add_option('--solution-writer', |
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305 | help="The plugin invoked to write the scenario tree solution. Defaults to the empty list.", |
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306 | action="append", |
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307 | dest="solution_writer", |
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308 | type="string", |
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309 | default = []) |
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310 | outputOpts.add_option('--suppress-continuous-variable-output', |
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311 | help="Eliminate PH-related output involving continuous variables.", |
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312 | action="store_true", |
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313 | dest="suppress_continuous_variable_output", |
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314 | default=False) |
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315 | outputOpts.add_option('--verbose', |
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316 | help="Generate verbose output for both initialization and execution. Default is False.", |
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317 | action="store_true", |
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318 | dest="verbose", |
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319 | default=False) |
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320 | outputOpts.add_option('--write-ef', |
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321 | help="Upon termination, write the extensive form of the model - accounting for all fixed variables.", |
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322 | action="store_true", |
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323 | dest="write_ef", |
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324 | default=False) |
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325 | |
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326 | otherOpts.add_option('--disable-gc', |
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327 | help="Disable the python garbage collecter. Default is False.", |
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328 | action="store_true", |
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329 | dest="disable_gc", |
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330 | default=False) |
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331 | otherOpts.add_option('--keep-solver-files', |
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332 | help="Retain temporary input and output files for scenario sub-problem solves", |
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333 | action="store_true", |
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334 | dest="keep_solver_files", |
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335 | default=False) |
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336 | otherOpts.add_option('--profile', |
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337 | help="Enable profiling of Python code. The value of this option is the number of functions that are summarized.", |
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338 | action="store", |
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339 | dest="profile", |
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340 | type="int", |
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341 | default=0) |
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342 | otherOpts.add_option('--checkpoint-interval', |
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343 | help="The number of iterations between writing of a checkpoint file. Default is 0, indicating never.", |
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344 | action="store", |
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345 | dest="checkpoint_interval", |
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346 | type="int", |
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347 | default=0) |
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348 | otherOpts.add_option('--traceback', |
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349 | help="When an exception is thrown, show the entire call stack. Ignored if profiling is enabled. Default is False.", |
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350 | action="store_true", |
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351 | dest="traceback", |
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352 | default=False) |
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353 | |
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354 | return parser |
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355 | |
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356 | # |
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357 | # Create the reference model / instance and scenario tree instance for PH. |
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358 | # IMPT: This method should be moved into a more generic module - it has nothing |
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359 | # to do with PH, and is used elsewhere (by routines that shouldn't have |
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360 | # to know about PH). |
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361 | # |
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362 | |
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363 | def load_reference_and_scenario_models(options): |
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364 | |
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365 | # |
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366 | # create and populate the reference model/instance pair. |
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367 | # |
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368 | |
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369 | reference_model = None |
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370 | reference_instance = None |
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371 | |
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372 | try: |
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373 | reference_model_filename = os.path.expanduser(options.model_directory)+os.sep+"ReferenceModel.py" |
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374 | if options.verbose is True: |
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375 | print "Scenario reference model filename="+reference_model_filename |
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376 | model_import = pyutilib.misc.import_file(reference_model_filename) |
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377 | if "model" not in dir(model_import): |
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378 | print "" |
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379 | print "***ERROR: Exiting test driver: No 'model' object created in module "+reference_model_filename |
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380 | return None, None, None, None |
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381 | |
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382 | if model_import.model is None: |
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383 | print "" |
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384 | print "***ERROR: Exiting test driver: 'model' object equals 'None' in module "+reference_model_filename |
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385 | return None, None, None, None |
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386 | |
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387 | reference_model = model_import.model |
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388 | except IOError: |
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389 | print "***ERROR: Failed to load scenario reference model from file="+reference_model_filename |
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390 | return None, None, None, None |
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391 | |
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392 | try: |
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393 | reference_instance_filename = os.path.expanduser(options.instance_directory)+os.sep+"ReferenceModel.dat" |
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394 | if options.verbose is True: |
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395 | print "Scenario reference instance filename="+reference_instance_filename |
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396 | reference_instance = reference_model.create(reference_instance_filename, preprocess=False, simplify=options.simplify_expressions) |
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397 | # IMPT: disable canonical representation construction for ASL solvers. |
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398 | # this is a hack, in that we need to address encodings and |
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399 | # the like at a more general level. |
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400 | if options.solver_type == "asl": |
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401 | reference_instance.skip_canonical_repn = True |
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402 | else: |
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403 | reference_instance.preprocess() |
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404 | |
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405 | except IOError: |
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406 | print "***ERROR: Failed to load scenario reference instance data from file="+reference_instance_filename |
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407 | return None, None, None, None |
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408 | |
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409 | # |
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410 | # create and populate the scenario tree model |
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411 | # |
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412 | |
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413 | from coopr.pysp.util.scenariomodels import scenario_tree_model |
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414 | scenario_tree_instance = None |
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415 | |
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416 | try: |
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417 | scenario_tree_instance_filename = os.path.expanduser(options.instance_directory)+os.sep+"ScenarioStructure.dat" |
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418 | if options.verbose is True: |
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419 | print "Scenario tree instance filename="+scenario_tree_instance_filename |
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420 | scenario_tree_instance = scenario_tree_model.create(scenario_tree_instance_filename, simplify=options.simplify_expressions) |
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421 | except IOError: |
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422 | print "***ERROR: Failed to load scenario tree reference instance data from file="+scenario_tree_instance_filename |
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423 | return None, None, None, None |
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424 | |
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425 | # |
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426 | # construct the scenario tree |
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427 | # |
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428 | scenario_tree = ScenarioTree(scenarioinstance=reference_instance, |
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429 | scenariotreeinstance=scenario_tree_instance) |
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430 | |
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431 | # |
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432 | # compress/down-sample the scenario tree, if operation is required. |
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433 | # |
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434 | if options.scenario_tree_downsample_fraction < 1.0: |
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435 | |
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436 | scenario_tree.downsample(options.scenario_tree_downsample_fraction, options.scenario_tree_random_seed, options.verbose) |
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437 | |
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438 | return reference_model, reference_instance, scenario_tree, scenario_tree_instance |
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439 | |
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440 | # |
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441 | # Create a PH object from a (pickl) checkpoint. Experimental at the moment. |
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442 | # |
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443 | def create_ph_from_checkpoint(options): |
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444 | |
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445 | # we need to load the reference model, as pickle doesn't save contents of .py files! |
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446 | try: |
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447 | reference_model_filename = os.path.expanduser(options.model_directory)+os.sep+"ReferenceModel.py" |
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448 | if options.verbose is True: |
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449 | print "Scenario reference model filename="+reference_model_filename |
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450 | model_import = pyutilib.misc.import_file(reference_model_filename) |
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451 | if "model" not in dir(model_import): |
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452 | print "***ERROR: Exiting test driver: No 'model' object created in module "+reference_model_filename |
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453 | return |
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454 | |
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455 | if model_import.model is None: |
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456 | print "***ERROR: Exiting test driver: 'model' object equals 'None' in module "+reference_model_filename |
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457 | return None |
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458 | |
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459 | reference_model = model_import.model |
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460 | except IOError: |
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461 | print "***ERROR: Failed to load scenario reference model from file="+reference_model_filename |
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462 | return None |
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463 | |
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464 | # import the saved state |
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465 | |
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466 | try: |
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467 | checkpoint_file = open(options.restore_from_checkpoint,"r") |
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468 | ph = pickle.load(checkpoint_file) |
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469 | checkpoint_file.close() |
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470 | |
---|
471 | except IOError, msg: |
---|
472 | raise RuntimeError, msg |
---|
473 | |
---|
474 | # tell PH to build the right solver manager and solver TBD - AND PLUGINS, BUT LATER |
---|
475 | |
---|
476 | raise RuntimeError, "Checkpoint restoration is not fully supported/tested yet!" |
---|
477 | |
---|
478 | return ph |
---|
479 | |
---|
480 | # |
---|
481 | # Create a PH object from scratch. |
---|
482 | # |
---|
483 | |
---|
484 | def create_ph_from_scratch(options, reference_model, reference_instance, scenario_tree): |
---|
485 | |
---|
486 | # |
---|
487 | # print the input tree for validation/information purposes. |
---|
488 | # |
---|
489 | if options.verbose is True: |
---|
490 | scenario_tree.pprint() |
---|
491 | |
---|
492 | # |
---|
493 | # validate the tree prior to doing anything serious |
---|
494 | # |
---|
495 | if scenario_tree.validate() is False: |
---|
496 | print "***ERROR: Scenario tree is invalid****" |
---|
497 | return None |
---|
498 | else: |
---|
499 | if options.verbose is True: |
---|
500 | print "Scenario tree is valid!" |
---|
501 | |
---|
502 | # |
---|
503 | # if any of the ww extension configuration options are specified without the |
---|
504 | # ww extension itself being enabled, halt and warn the user - this has led |
---|
505 | # to confusion in the past, and will save user support time. |
---|
506 | # |
---|
507 | if len(options.ww_extension_cfgfile) > 0 and options.enable_ww_extensions is False: |
---|
508 | print "***ERROR: A configuration file was specified for the WW extension module, but the WW extensions are not enabled!" |
---|
509 | return None |
---|
510 | |
---|
511 | if len(options.ww_extension_suffixfile) > 0 and options.enable_ww_extensions is False: |
---|
512 | print "***ERROR: A suffix file was specified for the WW extension module, but the WW extensions are not enabled!" |
---|
513 | return None |
---|
514 | |
---|
515 | # |
---|
516 | # if a breakpoint strategy is specified without linearization eanbled, halt and warn the user. |
---|
517 | # |
---|
518 | if (options.breakpoint_strategy > 0) and (options.linearize_nonbinary_penalty_terms == 0): |
---|
519 | print "***ERROR: A breakpoint distribution strategy was specified, but linearization is not enabled!" |
---|
520 | return None |
---|
521 | |
---|
522 | # |
---|
523 | # deal with any plugins. ww extension comes first currently, followed by an option user-defined plugin. |
---|
524 | # order only matters if both are specified. |
---|
525 | # |
---|
526 | if options.enable_ww_extensions is True: |
---|
527 | |
---|
528 | from coopr.pysp import wwphextension |
---|
529 | |
---|
530 | plugin = ExtensionPoint(IPHExtension) |
---|
531 | if len(options.ww_extension_cfgfile) > 0: |
---|
532 | plugin.service()._configuration_filename = options.ww_extension_cfgfile |
---|
533 | if len(options.ww_extension_suffixfile) > 0: |
---|
534 | plugin.service()._suffix_filename = options.ww_extension_suffixfile |
---|
535 | |
---|
536 | if options.user_defined_extension is not None: |
---|
537 | print "Trying to import user-defined PH extension module="+options.user_defined_extension |
---|
538 | # JPW removed the exception handling logic, as the module importer |
---|
539 | # can raise a broad array of exceptions. |
---|
540 | __import__(options.user_defined_extension) |
---|
541 | print "Module successfully loaded" |
---|
542 | |
---|
543 | # |
---|
544 | # construct the convergence "computer" class. |
---|
545 | # |
---|
546 | converger = None |
---|
547 | # go with the non-defaults first, and then with the default. |
---|
548 | if options.enable_free_discrete_count_convergence is True: |
---|
549 | converger = NumFixedDiscreteVarConvergence(convergence_threshold=options.free_discrete_count_threshold) |
---|
550 | elif options.enable_normalized_termdiff_convergence is True: |
---|
551 | converger = NormalizedTermDiffConvergence(convergence_threshold=options.termdiff_threshold) |
---|
552 | else: |
---|
553 | converger = TermDiffConvergence(convergence_threshold=options.termdiff_threshold) |
---|
554 | |
---|
555 | |
---|
556 | # |
---|
557 | # construct and initialize PH |
---|
558 | # |
---|
559 | ph = ProgressiveHedging(max_iterations=options.max_iterations, \ |
---|
560 | rho=options.default_rho, \ |
---|
561 | rho_setter=options.rho_cfgfile, \ |
---|
562 | bounds_setter=options.bounds_cfgfile, \ |
---|
563 | solver=options.solver_type, \ |
---|
564 | solver_manager=options.solver_manager_type, \ |
---|
565 | output_scenario_tree_solution=options.output_scenario_tree_solution, \ |
---|
566 | scenario_solver_options=options.scenario_solver_options, \ |
---|
567 | scenario_mipgap=options.scenario_mipgap, \ |
---|
568 | keep_solver_files=options.keep_solver_files, \ |
---|
569 | output_solver_log=options.output_solver_logs, \ |
---|
570 | output_solver_results=options.output_solver_results, \ |
---|
571 | verbose=options.verbose, \ |
---|
572 | report_solutions=options.report_solutions, \ |
---|
573 | report_weights=options.report_weights, \ |
---|
574 | report_only_statistics=options.report_only_statistics, \ |
---|
575 | output_times=options.output_times, \ |
---|
576 | disable_warmstarts=options.disable_warmstarts, |
---|
577 | drop_proximal_terms=options.drop_proximal_terms, |
---|
578 | retain_quadratic_binary_terms=options.retain_quadratic_binary_terms, \ |
---|
579 | linearize_nonbinary_penalty_terms=options.linearize_nonbinary_penalty_terms, \ |
---|
580 | breakpoint_strategy=options.breakpoint_strategy, \ |
---|
581 | checkpoint_interval=options.checkpoint_interval, \ |
---|
582 | simplify_expressions=options.simplify_expressions) |
---|
583 | |
---|
584 | ph.initialize(scenario_data_directory_name=os.path.expanduser(options.instance_directory), \ |
---|
585 | model=reference_model, \ |
---|
586 | model_instance=reference_instance, \ |
---|
587 | scenario_tree=scenario_tree, \ |
---|
588 | converger=converger, \ |
---|
589 | linearize=options.linearize_expressions) |
---|
590 | |
---|
591 | if options.suppress_continuous_variable_output is True: |
---|
592 | ph._output_continuous_variable_stats = False # clutters up the screen, when we really only care about the binaries. |
---|
593 | |
---|
594 | return ph |
---|
595 | |
---|
596 | |
---|
597 | |
---|
598 | |
---|
599 | # |
---|
600 | # Given a PH object, execute it and optionally solve the EF at the end. |
---|
601 | # |
---|
602 | |
---|
603 | def run_ph(options, ph): |
---|
604 | |
---|
605 | # |
---|
606 | # at this point, we have an initialized PH object by some means. |
---|
607 | # |
---|
608 | start_time = time.time() |
---|
609 | |
---|
610 | # |
---|
611 | # kick off the solve |
---|
612 | # |
---|
613 | ph.solve() |
---|
614 | |
---|
615 | end_time = time.time() |
---|
616 | |
---|
617 | print "" |
---|
618 | print "Total PH execution time=%8.2f seconds" %(end_time - start_time) |
---|
619 | print "" |
---|
620 | if options.output_times is True: |
---|
621 | ph.print_time_stats() |
---|
622 | |
---|
623 | solution_writer_plugins = ExtensionPoint(ISolutionWriterExtension) |
---|
624 | for plugin in solution_writer_plugins: |
---|
625 | plugin.write(ph._scenario_tree, "ph") |
---|
626 | |
---|
627 | # store the binding instance, if created, in order to load |
---|
628 | # the solution back into the scenario tree. |
---|
629 | binding_instance = None |
---|
630 | |
---|
631 | # |
---|
632 | # write the extensive form, accounting (implicitly) for any fixed variables. |
---|
633 | # |
---|
634 | if (options.write_ef is True) or (options.solve_ef is True): |
---|
635 | print "" |
---|
636 | print "Writing EF for remainder problem" |
---|
637 | print "" |
---|
638 | binding_instance = create_and_write_ef(ph._scenario_tree, ph._instances, os.path.expanduser(options.ef_output_file)) |
---|
639 | |
---|
640 | # |
---|
641 | # solve the extensive form and load the solution back into the PH scenario tree. |
---|
642 | # contents from the PH solve will obviously be over-written! |
---|
643 | # |
---|
644 | if options.solve_ef is True: |
---|
645 | print "" |
---|
646 | print "Solving extensive form written to file="+os.path.expanduser(options.ef_output_file) |
---|
647 | print "" |
---|
648 | |
---|
649 | ef_solver = SolverFactory(options.solver_type) |
---|
650 | if ef_solver is None: |
---|
651 | raise ValueError, "Failed to create solver of type="+options.solver_type+" for use in extensive form solve" |
---|
652 | if len(options.ef_solver_options) > 0: |
---|
653 | print "Initializing ef solver with options="+str(options.ef_solver_options) |
---|
654 | ef_solver.set_options("".join(options.ef_solver_options)) |
---|
655 | if options.ef_mipgap is not None: |
---|
656 | if (options.ef_mipgap < 0.0) or (options.ef_mipgap > 1.0): |
---|
657 | raise ValueError, "Value of the mipgap parameter for the EF solve must be on the unit interval; value specified=" + `options.ef_mipgap` |
---|
658 | else: |
---|
659 | ef_solver.mipgap = options.ef_mipgap |
---|
660 | |
---|
661 | ef_solver_manager = SolverManagerFactory(options.solver_manager_type) |
---|
662 | if ef_solver is None: |
---|
663 | raise ValueError, "Failed to create solver manager of type="+options.solver_type+" for use in extensive form solve" |
---|
664 | |
---|
665 | print "Queuing extensive form solve" |
---|
666 | ef_action_handle = ef_solver_manager.queue(os.path.expanduser(options.ef_output_file), opt=ef_solver, tee=options.output_ef_solver_log) |
---|
667 | print "Waiting for extensive form solve" |
---|
668 | ef_results = ef_solver_manager.wait_for(ef_action_handle) |
---|
669 | |
---|
670 | load_ef_solution(ef_results, binding_instance, ph._instances) |
---|
671 | ph._scenario_tree.snapshotSolutionFromInstances(ph._instances) |
---|
672 | |
---|
673 | print "" |
---|
674 | print "Extensive form solution:" |
---|
675 | ph._scenario_tree.pprintSolution() |
---|
676 | print "" |
---|
677 | print "Extensive form costs:" |
---|
678 | ph._scenario_tree.pprintCosts(ph._instances) |
---|
679 | |
---|
680 | solution_writer_plugins = ExtensionPoint(ISolutionWriterExtension) |
---|
681 | for plugin in solution_writer_plugins: |
---|
682 | plugin.write(ph._scenario_tree, "postphef") |
---|
683 | |
---|
684 | # |
---|
685 | # The main PH initialization / runner routine. Really only branches based on |
---|
686 | # the construction source - a checkpoint or from scratch. |
---|
687 | # |
---|
688 | |
---|
689 | def exec_ph(options): |
---|
690 | |
---|
691 | ph = None |
---|
692 | |
---|
693 | # validate the solution writer plugin exists, to avoid a lot of wasted work. |
---|
694 | for solution_writer_name in options.solution_writer: |
---|
695 | print "Trying to import solution writer="+solution_writer_name |
---|
696 | __import__(solution_writer_name) |
---|
697 | print "Module successfully loaded" |
---|
698 | |
---|
699 | # if we are restoring from a checkpoint file, do so - otherwise, construct PH from scratch. |
---|
700 | if len(options.restore_from_checkpoint) > 0: |
---|
701 | ph = create_ph_from_checkpoint(options) |
---|
702 | |
---|
703 | else: |
---|
704 | reference_model, reference_instance, scenario_tree, scenario_tree_instance = load_reference_and_scenario_models(options) |
---|
705 | if reference_model is None or reference_instance is None or scenario_tree is None: |
---|
706 | return |
---|
707 | ph = create_ph_from_scratch(options, reference_model, reference_instance, scenario_tree) |
---|
708 | |
---|
709 | if ph is None: |
---|
710 | print "***FAILED TO CREATE PH OBJECT" |
---|
711 | return |
---|
712 | |
---|
713 | run_ph(options, ph) |
---|
714 | |
---|
715 | # |
---|
716 | # the main driver routine for the runph script. |
---|
717 | # |
---|
718 | |
---|
719 | def run(args=None): |
---|
720 | |
---|
721 | # |
---|
722 | # Top-level command that executes the extensive form writer. |
---|
723 | # This is segregated from run_ef_writer to enable profiling. |
---|
724 | # |
---|
725 | |
---|
726 | # |
---|
727 | # Parse command-line options. |
---|
728 | # |
---|
729 | try: |
---|
730 | ph_options_parser = construct_ph_options_parser("runph [options]") |
---|
731 | (options, args) = ph_options_parser.parse_args(args=args) |
---|
732 | except SystemExit: |
---|
733 | # the parser throws a system exit if "-h" is specified - catch |
---|
734 | # it to exit gracefully. |
---|
735 | return |
---|
736 | # |
---|
737 | # Control the garbage collector - more critical than I would like at the moment. |
---|
738 | # |
---|
739 | |
---|
740 | if options.disable_gc is True: |
---|
741 | gc.disable() |
---|
742 | else: |
---|
743 | gc.enable() |
---|
744 | |
---|
745 | # |
---|
746 | # Run PH - precise invocation depends on whether we want profiling output. |
---|
747 | # |
---|
748 | |
---|
749 | # if an exception is triggered and traceback is enabled, 'ans' won't |
---|
750 | # have a value and the return statement from this function will flag |
---|
751 | # an error, masking the stack trace that you really want to see. |
---|
752 | ans = None |
---|
753 | |
---|
754 | if options.profile > 0: |
---|
755 | # |
---|
756 | # Call the main PH routine with profiling. |
---|
757 | # |
---|
758 | tfile = pyutilib.services.TempfileManager.create_tempfile(suffix=".profile") |
---|
759 | tmp = profile.runctx('exec_ph(options)',globals(),locals(),tfile) |
---|
760 | p = pstats.Stats(tfile).strip_dirs() |
---|
761 | p.sort_stats('time', 'cum') |
---|
762 | p = p.print_stats(options.profile) |
---|
763 | p.print_callers(options.profile) |
---|
764 | p.print_callees(options.profile) |
---|
765 | p = p.sort_stats('cum','calls') |
---|
766 | p.print_stats(options.profile) |
---|
767 | p.print_callers(options.profile) |
---|
768 | p.print_callees(options.profile) |
---|
769 | p = p.sort_stats('calls') |
---|
770 | p.print_stats(options.profile) |
---|
771 | p.print_callers(options.profile) |
---|
772 | p.print_callees(options.profile) |
---|
773 | pyutilib.services.TempfileManager.clear_tempfiles() |
---|
774 | ans = [tmp, None] |
---|
775 | else: |
---|
776 | # |
---|
777 | # Call the main PH routine without profiling. |
---|
778 | # |
---|
779 | |
---|
780 | if options.traceback is True: |
---|
781 | ans = exec_ph(options) |
---|
782 | else: |
---|
783 | try: |
---|
784 | ans = exec_ph(options) |
---|
785 | except ValueError, str: |
---|
786 | print "VALUE ERROR:" |
---|
787 | print str |
---|
788 | except TypeError, str: |
---|
789 | print "TYPE ERROR:" |
---|
790 | print str |
---|
791 | except NameError, str: |
---|
792 | print "NAME ERROR:" |
---|
793 | print str |
---|
794 | except IOError, str: |
---|
795 | print "IO ERROR:" |
---|
796 | print str |
---|
797 | except pyutilib.common.ApplicationError, str: |
---|
798 | print "APPLICATION ERROR:" |
---|
799 | print str |
---|
800 | except RuntimeError, str: |
---|
801 | print "RUN-TIME ERROR:" |
---|
802 | print str |
---|
803 | except: |
---|
804 | print "Encountered unhandled exception" |
---|
805 | traceback.print_exc() |
---|
806 | |
---|
807 | gc.enable() |
---|
808 | |
---|
809 | return ans |
---|