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Update slack computation
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@wujianjack
wujianjack committed Oct 11, 2023
1 parent bee3177 commit cd877a9
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Showing 2 changed files with 96 additions and 131 deletions.
120 changes: 50 additions & 70 deletions pyomo/contrib/appsi/solvers/copt.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -253,8 +253,8 @@ def __init__(self, only_child_vars=True):

self._pyomo_var_to_solver_var_map = dict()
self._pyomo_con_to_solver_con_map = dict()
self._solver_con_to_pyomo_con_map = dict()
self._pyomo_sos_to_solver_sos_map = dict()
self._solver_con_to_pyomo_con_map = dict()

self._mutable_helpers = dict()
self._mutable_bounds = dict()
Expand Down Expand Up @@ -990,19 +990,16 @@ def get_duals(self, cons_to_load=None):
dual = dict()

if cons_to_load is None:
linear_cons_to_load = self._solver_model.getConstrs()
cons_to_load = con_map.keys()
else:
copt_cons_to_load = OrderedSet(
[con_map[pyomo_con] for pyomo_con in cons_to_load]
)
linear_cons_to_load = list(
copt_cons_to_load.intersection(
OrderedSet(self._solver_model.getConstrs())
)
)
linear_vals = self._solver_model.getInfo("Dual", linear_cons_to_load)
cons_to_load = [id(con) for con in cons_to_load]

for copt_con, val in zip(linear_cons_to_load, linear_vals):
copt_cons_to_load = [con_map[pyomo_con_id] for pyomo_con_id in cons_to_load]
vals = list()
for copt_con in copt_cons_to_load:
vals.append(copt_con.dual)

for copt_con, val in zip(copt_cons_to_load, vals):
pyomo_con = reverse_con_map[id(copt_con)]
dual[pyomo_con] = val

Expand All @@ -1021,69 +1018,52 @@ def get_slacks(self, cons_to_load=None):
slack = dict()

if cons_to_load is None:
linear_cons_to_load = self._solver_model.getConstrs()
quadratic_cons_to_load = self._solver_model.getQConstrs()
cons_to_load = con_map.keys()
else:
copt_cons_to_load = OrderedSet(
[con_map[pyomo_con] for pyomo_con in cons_to_load]
)
linear_cons_to_load = list(
copt_cons_to_load.intersection(
OrderedSet(self._solver_model.getConstrs())
)
)
quadratic_cons_to_load = list(
copt_cons_to_load.intersection(
OrderedSet(self._solver_model.getQConstrs())
)
)

if self._solver_model.ismip:
linear_vals = list()
for copt_con in linear_cons_to_load:
copt_row = self._solver_model.getRow(copt_con)
linear_vals.append(copt_row.getValue())
else:
linear_vals = self._solver_model.getInfo("Slack", linear_cons_to_load)
linear_lb = self._solver_model.getInfo("LB", linear_cons_to_load)
linear_ub = self._solver_model.getInfo("UB", linear_cons_to_load)

for copt_con, val, lb, ub in zip(
linear_cons_to_load, linear_vals, linear_lb, linear_ub
):
pyomo_con = reverse_con_map[id(copt_con)]
# lb <= linear_con <= ub
if lb > -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
if lb == ub:
slack[pyomo_con] = ub - val
cons_to_load = [id(con) for con in cons_to_load]

copt_cons_to_load = [con_map[pyomo_con_id] for pyomo_con_id in cons_to_load]
vals = list()
for copt_con in copt_cons_to_load:
val = 0.0
if isinstance(copt_con, coptpy.Constraint):
if self._solver_model.ismip:
copt_row = self._solver_model.getRow(copt_con)
slack = copt_row.getValue()
else:
slack[pyomo_con] = ub - val if ub - val <= val - lb else lb - val
# linear_con >= lb
elif lb > -coptpy.COPT.INFINITY and ub >= +coptpy.COPT.INFINITY:
slack[pyomo_con] = lb - val
# linear_con <= ub
elif lb <= -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
slack[pyomo_con] = ub - val
# free linear_con
slack = copt_con.slack
lb = copt_con.lb
ub = copt_con.ub
# lb <= copt_con <= ub
if lb > -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
if lb == ub:
val = ub - slack
else:
val = ub - slack if ub - slack <= slack - lb else lb - slack
# copt_con >= lb
elif lb > -coptpy.COPT.INFINITY and ub >= +coptpy.COPT.INFINITY:
val = lb - slack
# copt_con <= ub
elif lb <= -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
val = ub - slack
# free copt_con
else:
val = slack
elif isinstance(copt_con, coptpy.QConstraint):
if self._solver_model.ismip:
copt_row = self._solver_model.getQuadRow(copt_con)
slack = copt_row.getValue()
else:
slack = copt_con.slack
rhs = copt_con.rhs
val = rhs - slack
else:
slack[pyomo_con] = val
raise TypeError("Unexpected constraint type for computing slack")
vals.append(val)

if self._solver_model.ismip:
quadratic_vals = list()
for copt_con in quadratic_cons_to_load:
copt_row = self._solver_model.getQuadRow(copt_con)
quadratic_vals.append(copt_row.getValue())
else:
quadratic_vals = self._solver_model.getInfo("Slack", quadratic_cons_to_load)
quadratic_rhs = list()
for copt_con in quadratic_cons_to_load:
quadratic_rhs.append(copt_con.rhs)

for copt_con, val, rhs in zip(
quadratic_cons_to_load, quadratic_vals, quadratic_rhs
):
for copt_con, val in zip(copt_cons_to_load, vals):
pyomo_con = reverse_con_map[id(copt_con)]
slack[pyomo_con] = rhs - val
slack[pyomo_con] = val

return slack

Expand Down
107 changes: 46 additions & 61 deletions pyomo/solvers/plugins/solvers/copt_direct.py
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Original file line number Diff line number Diff line change
Expand Up @@ -723,16 +723,14 @@ def _load_duals(self, cons_to_load=None):
reverse_con_map = self._solver_con_to_pyomo_con_map

if cons_to_load is None:
linear_cons_to_load = self._solver_model.getConstrs()
else:
copt_cons_to_load = set([con_map[pyomo_con] for pyomo_con in cons_to_load])
linear_cons_to_load = copt_cons_to_load.intersection(
set(self._solver_model.getConstrs())
)
cons_to_load = con_map.keys()

linear_vals = self._solver_model.getInfo("Dual", linear_cons_to_load)
copt_cons_to_load = [con_map[pyomo_con] for pyomo_con in cons_to_load]
vals = list()
for copt_con in copt_cons_to_load:
vals.append(copt_con.dual)

for copt_con, val in zip(linear_cons_to_load, linear_vals):
for copt_con, val in zip(copt_cons_to_load, vals):
pyomo_con = reverse_con_map[copt_con]
dual[pyomo_con] = val

Expand All @@ -746,63 +744,50 @@ def _load_slacks(self, cons_to_load=None):
reverse_con_map = self._solver_con_to_pyomo_con_map

if cons_to_load is None:
linear_cons_to_load = self._solver_model.getConstrs()
quadratic_cons_to_load = self._solver_model.getQConstrs()
else:
copt_cons_to_load = set([con_map[pyomo_con] for pyomo_con in cons_to_load])
linear_cons_to_load = copt_cons_to_load.intersection(
set(self._solver_model.getConstrs())
)
quadratic_cons_to_load = copt_cons_to_load.intersection(
set(self._solver_model.getQConstrs())
)

if self._solver_model.ismip:
linear_vals = list()
for copt_con in linear_cons_to_load:
copt_row = self._solver_model.getRow(copt_con)
linear_vals.append(copt_row.getValue())
else:
linear_vals = self._solver_model.getInfo("Slack", linear_cons_to_load)
linear_lb = self._solver_model.getInfo("LB", linear_cons_to_load)
linear_ub = self._solver_model.getInfo("UB", linear_cons_to_load)

for copt_con, val, lb, ub in zip(
linear_cons_to_load, linear_vals, linear_lb, linear_ub
):
pyomo_con = reverse_con_map[copt_con]
# lb <= linear_con <= ub
if lb > -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
if lb == ub:
slack[pyomo_con] = ub - val
cons_to_load = con_map.keys()

copt_cons_to_load = [con_map[pyomo_con] for pyomo_con in cons_to_load]
vals = list()
for copt_con in copt_cons_to_load:
val = 0.0
if isinstance(copt_con, coptpy.Constraint):
if self._solver_model.ismip:
copt_row = self._solver_model.getRow(copt_con)
slack = copt_row.getValue()
else:
slack = copt_con.slack
lb = copt_con.lb
ub = copt_con.ub
# lb <= copt_con <= ub
if lb > -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
if lb == ub:
val = ub - slack
else:
val = ub - slack if ub - slack <= slack - lb else lb - slack
# copt_con >= lb
elif lb > -coptpy.COPT.INFINITY and ub >= +coptpy.COPT.INFINITY:
val = lb - slack
# copt_con <= ub
elif lb <= -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
val = ub - slack
# free copt_con
else:
slack[pyomo_con] = ub - val if ub - val <= val - lb else lb - val
# linear_con >= lb
elif lb > -coptpy.COPT.INFINITY and ub >= +coptpy.COPT.INFINITY:
slack[pyomo_con] = lb - val
# linear_con <= ub
elif lb <= -coptpy.COPT.INFINITY and ub < +coptpy.COPT.INFINITY:
slack[pyomo_con] = ub - val
# free linear_con
val = slack
elif isinstance(copt_con, coptpy.QConstraint):
if self._solver_model.ismip:
copt_row = self._solver_model.getQuadRow(copt_con)
slack = copt_row.getValue()
else:
slack = copt_con.slack
rhs = copt_con.rhs
val = rhs - slack
else:
slack[pyomo_con] = val
raise TypeError("Unexpected constraint type for computing slack")
vals.append(val)

if self._solver_model.ismip:
quadratic_vals = list()
for copt_con in quadratic_cons_to_load:
copt_row = self._solver_model.getQuadRow(copt_con)
quadratic_vals.append(copt_row.getValue())
else:
quadratic_vals = self._solver_model.getInfo("Slack", quadratic_cons_to_load)
quadratic_rhs = list()
for copt_con in quadratic_cons_to_load:
quadratic_rhs.append(copt_con.rhs)

for copt_con, val, rhs in zip(
quadratic_cons_to_load, quadratic_vals, quadratic_rhs
):
for copt_con, val in zip(copt_cons_to_load, vals):
pyomo_con = reverse_con_map[copt_con]
slack[pyomo_con] = rhs - val
slack[pyomo_con] = val

def load_duals(self, cons_to_load=None):
"""
Expand Down

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