Changeset 2452

Timestamp:

Mar 24, 2010 11:46:07 PM (9 years ago)

Author:

jwatson

Message:

Based on new extensive form solution reader, added solve options to efwriter script and pretty-prints of the resulting solution in scenario tree format.

Location:

coopr.pysp/trunk/coopr/pysp

Files:

• ef.py (modified) (4 diffs)
• ef_writer_script.py (modified) (3 diffs)

coopr.pysp/trunk/coopr/pysp/ef.py

@@ -500 +500 @@
 #
 # the main extensive-form writer routine - including read of scenarios/etc.
+# returns a triple consisting of the scenario tree, master binding instance, and scenario instance map
 #
 
@@ -538 +539 @@
       
       print "***ERROR: Failed to load scenario reference model from file="+reference_model_filename
-      return
+      return None, None, None
 
    try:
@@ -548 +549 @@
       
       print "***ERROR: Failed to load scenario reference instance data from file="+reference_scenario_filename
-      return            
+      return None, None, None            
 
    #
@@ -668 +669 @@
    print ""
 
+   return scenario_tree, binding_instance, scenario_instances
+
 def create_and_write_ef(scenario_tree, scenario_instances, output_filename):
 

coopr.pysp/trunk/coopr/pysp/ef_writer_script.py

@@ -23 +23 @@
 from coopr.pysp.ef import *
 
+from coopr.opt.base import SolverFactory
+from coopr.opt.parallel import SolverManagerFactory
+
 #
 # utility method to construct an option parser for ef writer arguments
@@ -70 +73 @@
                      type="string",
                      default="efout.lp")
+   parser.add_option("--solve",
+                     help="Following write of the extensive form model, solve it.",
+                     action="store_true",
+                     dest="solve_ef",
+                     default=False)
+   parser.add_option("--solver",
+                     help="The type of solver used to solve scenario sub-problems. Default is cplex.",
+                     action="store",
+                     dest="solver_type",
+                     type="string",
+                     default="cplex")
+   parser.add_option("--solver-manager",
+                     help="The type of solver manager used to coordinate scenario sub-problem solves. Default is serial.",
+                     action="store",
+                     dest="solver_manager_type",
+                     type="string",
+                     default="serial")
+   parser.add_option("--solver-options",
+                     help="Solver options for the extension form problem",
+                     action="append",
+                     dest="solver_options",
+                     type="string",
+                     default=[])
+   parser.add_option("--mipgap",
+                     help="Specifies the mipgap for the EF solve",
+                     action="store",
+                     dest="mipgap",
+                     type="float",
+                     default=None)   
+   parser.add_option("--output-solver-log",
+                     help="Output solver log during the extensive form solve",
+                     action="store_true",
+                     dest="output_solver_log",
+                     default=False)   
    parser.add_option("--profile",
                      help="Enable profiling of Python code.  The value of this option is the number of functions that are summarized.",
@@ -98 +135 @@
       risk_alpha = options.risk_alpha
 
-   write_ef_from_scratch(os.path.expanduser(options.model_directory),
-                         os.path.expanduser(options.instance_directory),
-                         os.path.expanduser(options.output_file),
-                         options.verbose,
-                         generate_weighted_cvar, cvar_weight, risk_alpha)
+   scenario_tree, binding_instance, scenario_instances = write_ef_from_scratch(os.path.expanduser(options.model_directory),
+                                                                               os.path.expanduser(options.instance_directory),
+                                                                               os.path.expanduser(options.output_file),
+                                                                               options.verbose,
+                                                                               generate_weighted_cvar, cvar_weight, risk_alpha)
+
+   if options.solve_ef is True:
+
+      ef_solver = SolverFactory(options.solver_type)
+      if ef_solver is None:
+         raise ValueError, "Failed to create solver of type="+options.solver_type+" for use in extensive form solve"
+      if len(options.solver_options) > 0:
+         print "Initializing ef solver with options="+str(options.solver_options)         
+         ef_solver.set_options("".join(options.solver_options))
+      if options.mipgap is not None:
+         if (options.mipgap < 0.0) or (options.mipgap > 1.0):
+            raise ValueError, "Value of the mipgap parameter for the EF solve must be on the unit interval; value specified=" + `options.mipgap`
+         else:
+            ef_solver.mipgap = options.mipgap
+
+      ef_solver_manager = SolverManagerFactory(options.solver_manager_type)
+      if ef_solver is None:
+         raise ValueError, "Failed to create solver manager of type="+options.solver_type+" for use in extensive form solve"
+
+      print "Queuing extensive form solve"
+      ef_action_handle = ef_solver_manager.queue(os.path.expanduser(options.output_file), opt=ef_solver, warmstart=False, tee=options.output_solver_log)
+      print "Waiting for extensive form solve"
+      ef_results = ef_solver_manager.wait_for(ef_action_handle)
+      load_ef_solution(ef_results, binding_instance, scenario_instances)
+      scenario_tree.snapshotSolutionFromInstances(scenario_instances)
+      print ""
+      print "Extensive form solution:"
+      scenario_tree.pprintSolution()
+      print ""
+      print "Extensive form costs:"
+      scenario_tree.pprintCosts(scenario_instances)
 
 def run(args=None):