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PyomoSolver: Implement missing constraint methods

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This commit is contained in:
Alinson S. Xavier
2021-04-09 22:31:17 -05:00
parent 9368b37139
commit 6ac738beb4
3 changed files with 108 additions and 113 deletions
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2
miplearn/solvers/internal.py
View File

@@ -6,8 +6,6 @@ import logging
from abc import ABC, abstractmethod
from typing import Any, Dict, List, Optional
from overrides import EnforceOverrides
from miplearn.features import Constraint
from miplearn.instance.base import Instance
from miplearn.types import (

126
miplearn/solvers/pyomo/base.py
View File

@@ -13,7 +13,7 @@ from overrides import overrides
from pyomo import environ as pe
from pyomo.core import Var
from pyomo.core.base import _GeneralVarData
from pyomo.core.base.constraint import SimpleConstraint
from pyomo.core.base.constraint import SimpleConstraint, ConstraintList
from pyomo.core.expr.numeric_expr import SumExpression, MonomialTermExpression
from pyomo.opt import TerminationCondition
from pyomo.opt.base.solvers import SolverFactory
@@ -186,6 +186,7 @@ class BasePyomoSolver(InternalSolver):
assert isinstance(model, pe.ConcreteModel)
self.instance = instance
self.model = model
self.model.extra_constraints = ConstraintList()
self._pyomo_solver.set_instance(model)
self._update_obj()
self._update_vars()
@@ -234,8 +235,23 @@ class BasePyomoSolver(InternalSolver):
self._pyomo_solver.update_var(var)
@overrides
def add_constraint(self, constraint: Any, name: str = "") -> Any:
self._pyomo_solver.add_constraint(constraint)
def add_constraint(self, cobj: Any, name: str = "") -> Any:
assert self.model is not None
if isinstance(cobj, Constraint):
lhs = 0.0
for (varname, coeff) in cobj.lhs.items():
var = self._varname_to_var[varname]
lhs += var * coeff
if cobj.sense == "=":
expr = lhs == cobj.rhs
elif cobj.sense == "<":
expr = lhs <= cobj.rhs
else:
expr = lhs >= cobj.rhs
cl = self.model.extra_constraints
self._pyomo_solver.add_constraint(cl.add(expr))
else:
self._pyomo_solver.add_constraint(cobj)
self._update_constrs()
@staticmethod
@@ -291,12 +307,25 @@ class BasePyomoSolver(InternalSolver):
return result
@overrides
def extract_constraint(self, cid: str) -> Constraint:
raise NotImplementedError()
def extract_constraint(self, cid: str) -> Any:
cobj = self._cname_to_constr[cid]
constr = self._parse_pyomo_constraint(cobj)
self._pyomo_solver.remove_constraint(cobj)
return constr
@overrides
def is_constraint_satisfied(self, cobj: Constraint, tol: float = 1e-6) -> bool:
raise NotImplementedError()
def is_constraint_satisfied(self, cobj: Any, tol: float = 1e-6) -> bool:
assert isinstance(cobj, Constraint)
lhs_value = 0.0
for (varname, coeff) in cobj.lhs.items():
var = self._varname_to_var[varname]
lhs_value += var.value * coeff
if cobj.sense == "=":
return (lhs_value <= cobj.rhs + tol) and (lhs_value >= cobj.rhs - tol)
elif cobj.sense == "<":
return lhs_value <= cobj.rhs + tol
else:
return lhs_value >= cobj.rhs - tol
@overrides
def is_infeasible(self) -> bool:
@@ -330,59 +359,60 @@ class BasePyomoSolver(InternalSolver):
def get_constraints(self) -> Dict[str, Constraint]:
assert self.model is not None
def _get(c: pyomo.core.Constraint, name: str) -> Constraint:
# Extract RHS and sense
has_ub = c.has_ub()
has_lb = c.has_lb()
assert (
(not has_lb) or (not has_ub) or c.upper() == c.lower()
), "range constraints not supported"
if has_lb:
sense = ">"
rhs = c.lower()
elif has_ub:
sense = "<"
rhs = c.upper()
else:
sense = "="
rhs = c.upper()
# Extract LHS
lhs = {}
if isinstance(c.body, SumExpression):
for term in c.body._args_:
if isinstance(term, MonomialTermExpression):
lhs[term._args_[1].name] = term._args_[0]
elif isinstance(term, _GeneralVarData):
lhs[term.name] = 1.0
else:
raise Exception(f"Unknown term type: {term.__class__.__name__}")
elif isinstance(c.body, _GeneralVarData):
lhs[c.body.name] = 1.0
else:
raise Exception(f"Unknown expression type: {c.body.__class__.__name__}")
# Build constraint
return Constraint(
lhs=lhs,
rhs=rhs,
sense=sense,
)
constraints = {}
for constr in self.model.component_objects(pyomo.core.Constraint):
if isinstance(constr, pe.ConstraintList):
for idx in constr:
name = f"{constr.name}[{idx}]"
assert name not in constraints
constraints[name] = _get(constr[idx], name=name)
constraints[name] = self._parse_pyomo_constraint(constr[idx])
else:
name = constr.name
assert name not in constraints
constraints[name] = _get(constr, name=name)
constraints[name] = self._parse_pyomo_constraint(constr)
return constraints
@staticmethod
def _parse_pyomo_constraint(c: pyomo.core.Constraint) -> Constraint:
# Extract RHS and sense
has_ub = c.has_ub()
has_lb = c.has_lb()
assert (
(not has_lb) or (not has_ub) or c.upper() == c.lower()
), "range constraints not supported"
if has_lb:
sense = ">"
rhs = c.lower()
elif has_ub:
sense = "<"
rhs = c.upper()
else:
sense = "="
rhs = c.upper()
# Extract LHS
lhs = {}
if isinstance(c.body, SumExpression):
for term in c.body._args_:
if isinstance(term, MonomialTermExpression):
lhs[term._args_[1].name] = term._args_[0]
elif isinstance(term, _GeneralVarData):
lhs[term.name] = 1.0
else:
raise Exception(f"Unknown term type: {term.__class__.__name__}")
elif isinstance(c.body, _GeneralVarData):
lhs[c.body.name] = 1.0
else:
raise Exception(f"Unknown expression type: {c.body.__class__.__name__}")
# Build constraint
return Constraint(
lhs=lhs,
rhs=rhs,
sense=sense,
)
class PyomoTestInstanceInfeasible(Instance):
@overrides

93
miplearn/solvers/tests/__init__.py
View File

@@ -84,32 +84,7 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
},
)
# assert_equals(solver.get_constraint_ids(), ["eq_capacity"])
# assert_equals(
# solver.get_constraint_rhs("eq_capacity"),
# 67.0,
# )
# assert_equals(
# solver.get_constraint_lhs("eq_capacity"),
# {
# "x[0]": 23.0,
# "x[1]": 26.0,
# "x[2]": 20.0,
# "x[3]": 18.0,
# },
# )
# assert_equals(solver.get_constraint_sense("eq_capacity"), "<")
# if isinstance(solver, BasePyomoSolver):
# model.cut = pe.Constraint(expr=model.x[0] <= 0.0, name="cut")
# solver.add_constraint(model.cut)
# elif isinstance(solver, GurobiSolver):
# x = model.getVarByName("x[0]")
# solver.add_constraint(x <= 0.0, name="cut")
# else:
# raise Exception("Illegal state")
# # Add a brand new constraint
# Add a brand new constraint
cut = instance.build_lazy_constraint(model, "cut")
assert cut is not None
solver.add_constraint(cut, name="cut")
@@ -140,44 +115,36 @@ def run_basic_usage_tests(solver: InternalSolver) -> None:
# New constraint should affect the solution
stats = solver.solve()
assert stats["Lower bound"] == 1030.0
assert_equals(stats["Lower bound"], 1030.0)
# Verify slacks
assert solver.get_inequality_slacks() == {
"cut": 0.0,
"eq_capacity": 3.0,
}
assert_equals(
solver.get_inequality_slacks(),
{
"cut": 0.0,
"eq_capacity": 3.0,
},
)
# # Extract the new constraint
# cobj = solver.extract_constraint("cut")
#
# # New constraint should no longer affect solution and should no longer
# # be listed in constraint ids
# assert solver.get_constraint_ids() == ["eq_capacity"]
# stats = solver.solve()
# assert stats["Lower bound"] == 1183.0
#
# # New constraint should not be satisfied by current solution
# assert not solver.is_constraint_satisfied(cobj)
#
# # Re-add constraint
# solver.add_constraint(cobj)
#
# # Constraint should affect solution again
# assert solver.get_constraint_ids() == ["eq_capacity", "cut"]
# stats = solver.solve()
# assert stats["Lower bound"] == 1030.0
#
# # New constraint should now be satisfied
# assert solver.is_constraint_satisfied(cobj)
#
# # Relax problem and make cut into an equality constraint
# solver.relax()
# solver.set_constraint_sense("cut", "=")
# stats = solver.solve()
# assert stats["Lower bound"] is not None
# assert round(stats["Lower bound"]) == 1030.0
# assert round(solver.get_dual("eq_capacity")) == 0.0
cobj = solver.extract_constraint("cut")
# New constraint should no longer affect solution
stats = solver.solve()
assert_equals(stats["Lower bound"], 1183.0)
# New constraint should not be satisfied by current solution
assert not solver.is_constraint_satisfied(cobj)
# Re-add constraint
solver.add_constraint(cobj)
# Constraint should affect solution again
stats = solver.solve()
assert_equals(stats["Lower bound"], 1030.0)
# New constraint should now be satisfied
assert solver.is_constraint_satisfied(cobj)
def run_warm_start_tests(solver: InternalSolver) -> None:
@@ -195,8 +162,8 @@ def run_warm_start_tests(solver: InternalSolver) -> None:
solver.fix({"x[0]": 1.0, "x[1]": 0.0, "x[2]": 0.0, "x[3]": 1.0})
stats = solver.solve(tee=True)
assert stats["Lower bound"] == 725.0
assert stats["Upper bound"] == 725.0
assert_equals(stats["Lower bound"], 725.0)
assert_equals(stats["Upper bound"], 725.0)
def run_infeasibility_tests(solver: InternalSolver) -> None:
@@ -223,7 +190,7 @@ def run_iteration_cb_tests(solver: InternalSolver) -> None:
return count < 5
solver.solve(iteration_cb=custom_iteration_cb)
assert count == 5
assert_equals(count, 5)
def assert_equals(left: Any, right: Any) -> None: