Changeset 3138

Timestamp:

Oct 22, 2010 4:11:43 PM (10 years ago)

Author:

jwatson

Message:

Added "--simplify-expressions" option to runph, in order to eliminate the memory and time costs associated with simplifying expressions (e.g., in formulation of the PH objective) for which simpification is very unlikely to help. By default, expression simplification is disabled. This may cause issues with certain writers, e.g., NL - which is why I have retained the option.

Location:

coopr.pysp/trunk/coopr/pysp

Files:

• ph.py (modified) (3 diffs)
• phinit.py (modified) (3 diffs)
• phobjective.py (modified) (2 diffs)

coopr.pysp/trunk/coopr/pysp/ph.py

@@ -458 +458 @@
       # indicating unassigned.
       self._mipgap = None
+
+      # should PH simplify expressions after creating them? an example includes
+      # the objective function expression, either with or without linearization.
+      self._simplify_expressions = False
 
       # we only store these temporarily...
@@ -510 +514 @@
          elif key == "output_scenario_tree_solution":
             self._output_scenario_tree_solution = kwds[key]
+         elif key == "simplify_expressions":
+            self._simplify_expressions = kwds[key]
          else:
             print "Unknown option=" + key + " specified in call to PH constructor"
@@ -1024 +1030 @@
                                        self._retain_quadratic_binary_terms, \
                                        self._breakpoint_strategy, \
-                                       self._integer_tolerance)
+                                       self._integer_tolerance, \
+                                       self._simplify_expressions)
          self._instance_augmented_attributes[instance_name].extend(new_attrs)
 

coopr.pysp/trunk/coopr/pysp/phinit.py

@@ -172 +172 @@
      type="string",
      default=None)
-   
+   phOpts.add_option("--linearize-expressions",
+     help="EXPERIMENTAL: An option intended for use on linear or mixed-integer models " \
+          "in which expression trees in a model (constraints or objectives) are compacted " \
+          "into a more memory-efficient and concise form. The trees themselves are eliminated. ",
+     action="store_true",
+     dest="linearize_expressions",
+     default=False)
+   phOpts.add_option("--simplify-expressions",
+     help="Enable expression simplification during both model instance creation and any " \
+          "subsequent modifications of the model, e.g., during manipulation of the objective.",
+     action="store_true",
+     dest="simplify_expressions",
+     default=False)
+
    solverOpts.add_option('--scenario-mipgap',
      help="Specifies the mipgap for all PH scenario sub-problems",
@@ -201 +214 @@
      action="store_true",
      dest="disable_warmstarts",
-     default=False)
-   solverOpts.add_option("--linearize-expressions",
-     help="EXPERIMENTAL: An option intended for use on linear or mixed-integer models " \
-          "in which expression trees in a model (constraints or objectives) are compacted " \
-          "into a more memory-efficient and concise form. The trees themselves are eliminated. ",
-     action="store_true",
-     dest="linearize_expressions",
      default=False)
 
@@ -550 +556 @@
                            linearize_nonbinary_penalty_terms=options.linearize_nonbinary_penalty_terms, \
                            breakpoint_strategy=options.breakpoint_strategy, \
-                           checkpoint_interval=options.checkpoint_interval)
+                           checkpoint_interval=options.checkpoint_interval, \
+                           simplify_expressions=options.simplify_expressions)
 
    ph.initialize(scenario_data_directory_name=os.path.expanduser(options.instance_directory), \

coopr.pysp/trunk/coopr/pysp/phobjective.py

@@ -232 +232 @@
                       linearize_nonbinary_penalty_terms, drop_proximal_terms, \
                       retain_quadratic_binary_terms, breakpoint_strategy, \
-                      tolerance):
+                      tolerance, simplify_expressions):
 
    new_instance_attributes = []
@@ -380 +380 @@
                         quad_expression += (blend_parameter[index] * rho_parameter[index] * (instance_variable[index] - average_parameter[index]) ** 2)
 
-   # strictly speaking, this probably isn't necessary - parameter coefficients won't get
-   # pre-processed out of the expression tree. however, if the under-the-hood should change,
-   # we'll be covered.
-   objective_expression.simplify(instance)
+   # simplification should actually not be required, at least for LPs and MIPs - repeating variables
+   # is not problematic in this context. it may be, though, in the land of NLPs. hence, the option.
+   if simplify_expressions is True:
+      objective_expression.simplify(instance)
+
+   # assign the new expression to the objective.
    instance.active_components(Objective)[objective_name]._data[None].expr = objective_expression
+
    # if we are linearizing everything, then nothing will appear in the quadratic expression -
    # don't add the empty "0.0" expression to the objective. otherwise, the output file won't