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Storing and restoring tree solution for incumbent finders #260

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Jul 27, 2022
Merged

Storing and restoring tree solution for incumbent finders #260

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7 changes: 1 addition & 6 deletions mpisppy/cylinders/lshaped_bounder.py
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Original file line number Diff line number Diff line change
Expand Up @@ -71,9 +71,4 @@ def main(self):
if obj is None:
continue

update = (obj < self.ib) if is_minimizing else (self.ib < obj)
if update:
self.bound = obj
self.ib = obj

## TODO: Save somewhere?
self.update_if_improving(obj)
71 changes: 17 additions & 54 deletions mpisppy/cylinders/spoke.py
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@

import mpisppy.utils.sputils as sputils

from pyomo.environ import ComponentMap, Var
from mpisppy import MPI
from mpisppy.cylinders.spcommunicator import SPCommunicator

Expand Down Expand Up @@ -316,15 +317,9 @@ def __init__(self, spbase_object, fullcomm, strata_comm, cylinder_comm, options=
self.best_inner_bound = math.inf if self.is_minimizing else -math.inf
self.solver_options = None # can be overwritten by derived classes

# NOTE: defaults to True
self.save_tree_solution = True
if ('save_tree_solution' in self.options) and (not self.options['save_tree_solution']):
self.save_tree_solution = False

# set up best nonant cache
# NOTE: should we also cache the tree solution??
# set up best solution cache
for k,s in self.opt.local_scenarios.items():
s._mpisppy_data.best_nonant_cache = None
s._mpisppy_data.best_solution_cache = None

def update_if_improving(self, candidate_inner_bound):
if candidate_inner_bound is None:
Expand All @@ -338,59 +333,27 @@ def update_if_improving(self, candidate_inner_bound):
self.best_inner_bound = candidate_inner_bound
# send to hub
self.bound = candidate_inner_bound
self._cache_best_nonants()
self._cache_best_solution()
return True

def finalize(self):
self._restore_and_fix_best_nonants()
if not self.opt.first_stage_solution_available:
return None
if not self.save_tree_solution:
return None

self.opt.solve_loop(solver_options=self.solver_options,
verbose=False,
tee=False)

## NOTE: this should be feasible here,
## if not we've done something wrong
feasP = self.opt.feas_prob()
if abs(feasP - self.opt.E1) > self.opt.E1_tolerance:
raise RuntimeError(f"Found infeasible solution which was feasible before - feasP={feasP}, E1={self.opt.E1}, E1_tolerance={self.opt.E1_tolerance}")

obj = self.opt.Eobjective(verbose=False)
calculated_worse = obj > self.best_inner_bound if self.is_minimizing else self.best_inner_bound > obj

if calculated_worse and not math.isclose(obj, self.best_inner_bound, rel_tol=1e-08, abs_tol=1e-12):
if self.cylinder_rank == 0:
print(f"WARNING: {self.__class__.__name__} best inner bound is different "
f"from objective calculated in finalize")
print(f"Best inner bound: {self.best_inner_bound}")
print(f"Current objective: {obj}")
for k,s in self.opt.local_scenarios.items():
if s._mpisppy_data.best_solution_cache is None:
return None
for var, value in s._mpisppy_data.best_solution_cache.items():
var.set_value(value, skip_validation=True)

self.opt.first_stage_solution_available = True
self.opt.tree_solution_available = True
self.final_bound = obj
return obj
self.final_bound = self.bound
return self.final_bound

def _cache_best_nonants(self):
def _cache_best_solution(self):
for k,s in self.opt.local_scenarios.items():
scenario_cache = {}
for ndn_i, var in s._mpisppy_data.nonant_indices.items():
scenario_cache[ndn_i] = var.value
s._mpisppy_data.best_nonant_cache = scenario_cache

def _restore_and_fix_best_nonants(self):
for k,s in self.opt.local_scenarios.items():
scenario_cache = s._mpisppy_data.best_nonant_cache
if scenario_cache is None:
return
is_persistent = sputils.is_persistent(s._solver_plugin)
solver = s._solver_plugin
for ndn_i, var in s._mpisppy_data.nonant_indices.items():
var.fix(scenario_cache[ndn_i])
if is_persistent:
solver.update_var(var)
self.opt.first_stage_solution_available = True
scenario_cache = ComponentMap()
for var in s.component_data_objects(Var):
scenario_cache[var] = var.value
s._mpisppy_data.best_solution_cache = scenario_cache


class OuterBoundNonantSpoke(_BoundNonantSpoke):
Expand Down