Failing on problems with no objective function

[rb004f]

I have a case which appears to fail when a problem has no objective function and the feasibility pump is executed. I don't have a simple problem example, but this script should reproduce it using the master branch of Gas Models

using GasModels

import Juniper
import Cbc
import Ipopt
import JuMP


ipopt_solver = JuMP.optimizer_with_attributes(Ipopt.Optimizer, "print_level" => 0, "sb" => "yes", "max_iter" => 50000)
cbc_solver = JuMP.optimizer_with_attributes(Cbc.Optimizer, "logLevel" => 0)
juniper_solver = JuMP.optimizer_with_attributes(Juniper.Optimizer,
    "nl_solver" => ipopt_solver,
    "mip_solver" => cbc_solver, "log_levels" => [])

result = run_gf("../../test/data/matgas/gaslib-40-E.m", MISOCPGasModel, juniper_solver)

The file gaslib-40-E.m is in the GasModels repository.

The specific exception error is

ERROR: LoadError: TypeError: in ObjectiveFunction, in F, expected F<:MathOptInterface.AbstractScalarFunction, got Type{Nothing}
Stacktrace:
 [1] #generate_real_nlp#24(::Bool, ::Function, ::Juniper.Optimizer, ::Juniper.JuniperProblem, ::Array{Float64,1}) at C:\Users\210117\.julia\packages\Juniper\Hm6I1\src\fpump.jl:216
 [2] generate_real_nlp at C:\Users\210117\.julia\packages\Juniper\Hm6I1\src\fpump.jl:181 [inlined]
 [3] fpump(::Juniper.Optimizer, ::Juniper.JuniperProblem) at C:\Users\210117\.julia\packages\Juniper\Hm6I1\src\fpump.jl:416
 [4] optimize!(::Juniper.Optimizer) at C:\Users\210117\.julia\packages\Juniper\Hm6I1\src\MOI_wrapper\MOI_wrapper.jl:413
 [5] optimize!(::MathOptInterface.Bridges.LazyBridgeOptimizer{Juniper.Optimizer}) at C:\Users\210117\.julia\packages\MathOptInterface\RmalA\src\Bridges\bridge_optimizer.jl:239
 [6] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at C:\Users\210117\.julia\packages\MathOptInterface\RmalA\src\Utilities\cachingoptimizer.jl:189
 [7] #optimize!#97(::Bool, ::Bool, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::Function, ::JuMP.Model, ::Nothing) at C:\Users\210117\.julia\packages\JuMP\YXK4e\src\optimizer_interface.jl:131
 [8] optimize! at C:\Users\210117\.julia\packages\JuMP\YXK4e\src\optimizer_interface.jl:107 [inlined] (repeats 2 times)
 [9] macro expansion at .\util.jl:289 [inlined]
 [10] #optimize_model!#21(::MathOptInterface.OptimizerWithAttributes, ::Array{Function,1}, ::Function, ::MISOCPGasModel) at C:\Users\210117\Documents\GitHub\InfrastructureModels.jl\src\core\base.jl:232
 [11] (::getfield(InfrastructureModels, Symbol("#kw##optimize_model!")))(::NamedTuple{(:optimizer, :solution_processors),Tuple{MathOptInterface.OptimizerWithAttributes,Array{Function,1}}}, ::typeof(optimize_model!), ::MISOCPGasModel) at .\none:0
 [12] #run_model#71(::Array{Any,1}, ::Array{Function,1}, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::Function, ::Dict{String,Any}, ::Type, ::MathOptInterface.OptimizerWithAttributes, ::Function) at C:\Users\210117\Documents\GitHub\GasModels.jl\src\core\base.jl:19
 [13] (::getfield(GasModels, Symbol("#kw##run_model")))(::NamedTuple{(:ref_extensions, :solution_processors),Tuple{Array{Any,1},Array{Function,1}}}, ::typeof(run_model), ::Dict{String,Any}, ::Type, ::MathOptInterface.OptimizerWithAttributes, ::Function) at .\none:0
 [14] #run_model#70(::Array{Any,1}, ::Array{Function,1}, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::Function, ::String, ::Type, ::MathOptInterface.OptimizerWithAttributes, ::Function) at C:\Users\210117\Documents\GitHub\GasModels.jl\src\core\base.jl:13
 [15] (::getfield(GasModels, Symbol("#kw##run_model")))(::NamedTuple{(:solution_processors,),Tuple{Array{Function,1}}}, ::typeof(run_model), ::String, ::Type, ::MathOptInterface.OptimizerWithAttributes, ::Function) at .\none:0       
 [16] #run_gf#697(::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::Function, ::String, ::Type, ::MathOptInterface.OptimizerWithAttributes) at GasModels.jl\src\prob\gf.jl:5    
 [17] run_gf(::String, ::Type, ::MathOptInterface.OptimizerWithAttributes) at GasModels.jl\src\prob\gf.jl:5
 [18] top-level scope at none:0
 [19] include at .\boot.jl:326 [inlined]
 [20] include_relative(::Module, ::String) at .\loading.jl:1038
 [21] include(::Module, ::String) at .\sysimg.jl:29
 [22] include(::String) at .\client.jl:403
 [23] top-level scope at none:0

it appears to be a typing error

[Wikunia]

Did you have a deja vu moment? @rb004f #145 😄
I'll have a look. Thanks for opening the issue!

[rb004f]

Apparently!

[ccoffrin]

@Wikunia, if we can understand the core issue it might make a good test to add to MINLP Tests?

[Wikunia]

The solving process is quite slow but it solves the issue without raising an error for me. I try to create a more minimal example.
I assume you're using the latest version of Juniper @rb004f ?

[Wikunia]

Oh maybe I need the master branch of GasModels. I just copied the model file...

[Wikunia]

Okay I found the error:
If the objective is non-linear it is stored in optimizer.nlp_data if it's linear it is in optimizer.objective which is nothing if there is no objective. I only worked with either linear or non-linear and not with no objective.
Bugfix coming soon.

[rb004f]

Fantastic! Thanks.

[ccoffrin]

That sounds like a case that should be tested in MINLP Tests, can you also propose a PR there?

[Wikunia]

Sure I'll have a look @ccoffrin

[rb004f]

Once you have a fix, it would be great to push a new version. I have a unit test in GasModels I'd like to activate once juniper is updated.

[Wikunia]

Should be shortly available as v0.6.4
Sorry the test cases always take too long :/