Changeset 3035

Timestamp:

Sep 21, 2010 11:49:05 AM (11 years ago)

Author:

jwatson

Message:

Added boundary issue checks in computeconf script, in cases where there aren't enough samples to populate n_g batches to compute a confidence interval.

File:

• coopr.pysp/trunk/scripts/computeconf (modified) (9 diffs)

coopr.pysp/trunk/scripts/computeconf

@@ -155 +155 @@
    reference_model, reference_instance, full_scenario_tree, scenario_tree_instance = load_reference_and_scenario_models(options)
    if (reference_model is None) or (reference_instance is None) or (full_scenario_tree is None) or (scenario_tree_instance is None):
-      print "***ERROR: Failed to initialize reference model/instance pair and/or the scenario tree."
-      sys.exit(1)
+      raise RuntimeError, "***ERROR: Failed to initialize reference model/instance pair and/or the scenario tree."
 
    # verify that we're dealing with a minimization problem - the script might be easily made to work with
@@ -163 +162 @@
    objective = reference_model.active_components()[Objective][objective_name]
    if objective.sense != minimize:
-      print "***ERROR: Confidence intervals are available only for minimization problems"
-      sys.exit(1)
+      raise RuntimeError, "***ERROR: Confidence intervals are available only for minimization problems"
 
    print "Starting confidence interval calculation..."
@@ -170 +168 @@
    scenario_count = len(full_scenario_tree._stages[-1]._tree_nodes)
    if len(full_scenario_tree._stages) > 2:
-      print "***ERROR: Confidence intervals are available only for two stage stochastic programs;"+str(len(full_scenario_tree._stages))+" stages specified"
-      sys.exit(1)
+      raise RuntimeError, "***ERROR: Confidence intervals are available only for two stage stochastic programs;"+str(len(full_scenario_tree._stages))+" stages specified"
 
    # randomly permute the indices to extract a subset to compute xhat.
@@ -184 +181 @@
    num_scenarios_per_sample = int((scenario_count - num_scenarios_for_solution) / n_g) # 'n' in Morton's slides
    wasted_scenarios = scenario_count - num_scenarios_for_solution - n_g * num_scenarios_per_sample
+
+   if num_scenarios_per_sample is 0:
+      raise RuntimeError, "Computed number of scenarios per sample group equals 0 - "+str(scenario_count - num_scenarios_for_solution)+" scenarios cannot be divided into "+str(n_g)+" groups!"
    
    print "Problem contains "+str(scenario_count)+" scenarios, of which "+str(num_scenarios_for_solution)+" will be used to find a solution xhat."
@@ -193 +193 @@
    # directly, mainly out of convenience - we're leveraging the code in ph_for_bundle to create the
    # scenario tree and scenario instances.
+   print ""
    print "Loading scenario instances and initializing scenario tree for xhat scenario bundle."
    xhat_ph = ph_for_bundle(0, num_scenarios_for_solution, reference_model, full_scenario_tree, reference_instance, scenario_tree_instance, index_list, options)
@@ -243 +244 @@
       start_index = num_scenarios_for_solution + (k-1)*num_scenarios_per_sample
       stop_index = start_index + num_scenarios_per_sample - 1
+      print ""
       print "Computing statistics for sample k="+str(k)+"."
       if options.verbose is True:
@@ -298 +300 @@
    g_var = g_var / (n_g - 1)    # sample var
    print ""
+   print "Raw results:"
    print "g_bar=",g_bar
    print "g_stddev=",math.sqrt(g_var)
@@ -303 +306 @@
 
    if n_g in t_table_values:
-      print ""      
+      print ""
+      print "Results summary:"
       t_table_entries = t_table_values[n_g]
       for key in sorted(t_table_entries.keys()):
@@ -359 +363 @@
                                          scenariobundlelist=scenarios_to_bundle)
    if scenario_tree_for_soln.validate() is False:
-      print "***ERROR: Bundled scenario tree is invalid!!!"
-      sys.exit(1)
+      raise RuntimeError, "***ERROR: Bundled scenario tree is invalid!!!"
 
    ph = create_ph_from_scratch(options, reference_model, reference_instance, scenario_tree_for_soln)