Source code for optiwindnet.MILP.pyomo

# SPDX-License-Identifier: MIT
# https://gitlab.windenergy.dtu.dk/TOPFARM/OptiWindNet/

import logging
import math
from collections import namedtuple
from itertools import chain
from typing import Any

import networkx as nx
import pyomo.environ as pyo
from pyomo.util.infeasible import find_infeasible_constraints

from ..crossings import edgeset_edgeXing_iter, gateXing_iter
from ..interarraylib import G_from_S, fun_fingerprint
from ..pathfinding import PathFinder
from ._core import (
    FeederLimit,
    FeederRoute,
    ModelMetadata,
    ModelOptions,
    OWNSolutionNotFound,
    OWNWarmupFailed,
    SolutionInfo,
    Solver,
    Topology,
    physical_core_count,
)

__all__ = ('make_min_length_model', 'warmup_model')

_lggr = logging.getLogger(__name__)
error, warn, info = _lggr.error, _lggr.warning, _lggr.info

# solver option name mapping (pyomo should have taken care of this)
_common_options = namedtuple('common_options', 'mip_gap time_limit')
_optkey = {
    'pyomo.cplex': _common_options('mipgap', 'timelimit'),
    'pyomo.gurobi': _common_options('mipgap', 'timelimit'),
    'pyomo.cbc': _common_options('ratioGap', 'seconds'),
    'pyomo.highs': _common_options('mip_gap', 'time_limit'),
}
# usage: _optname[solver_name].mipgap

_default_options = dict(
    cbc=dict(
        threads=physical_core_count(),
        timeMode='elapsed',
        # the parameters below and more can be experimented with
        # http://www.decom.ufop.br/haroldo/files/cbcCommandLine.pdf
        nodeStrategy='downFewest',
        # Heuristics
        Dins='on',
        VndVariableNeighborhoodSearch='on',
        Rens='on',
        Rins='on',
        pivotAndComplement='off',
        proximitySearch='off',
        # Cuts
        gomoryCuts='on',
        mixedIntegerRoundingCuts='on',
        flowCoverCuts='on',
        cliqueCuts='off',
        twoMirCuts='off',
        knapsackCuts='off',
        probingCuts='off',
        zeroHalfCuts='off',
        liftAndProjectCuts='off',
        residualCapacityCuts='off',
    ),
    highs={},
    scip={},
)


class SolverPyomo(Solver):
    def __init__(self, name, prefix='', suffix='', **kwargs) -> None:
        self.name = 'pyomo.' + name
        self.options = _default_options[name]
        self.solver = pyo.SolverFactory(prefix + name + suffix, **kwargs)

    def _link_val(self, var: Any) -> int:
        return round(var.value)

    def _flow_val(self, var: Any) -> int:
        return round(var.value)

    def set_problem(
        self,
        P: nx.PlanarEmbedding,
        A: nx.Graph,
        capacity: int,
        model_options: ModelOptions,
        warmstart: nx.Graph | None = None,
    ):
        self.P, self.A, self.capacity = P, A, capacity
        model, metadata = make_min_length_model(A, capacity, **model_options)
        self.model, self.model_options, self.metadata = model, model_options, metadata
        if warmstart is not None and self.solver.warm_start_capable():
            warmup_model(model, metadata, warmstart)
            self.solve_kwargs = {'warmstart': True}
        else:
            self.solve_kwargs = {}
            if warmstart is not None:
                warn('Solver <%s> is not capable of warm-starting.', self.name)

    def solve(
        self,
        time_limit: float,
        mip_gap: float,
        options: dict[str, Any] = {},
        verbose: bool = False,
    ) -> SolutionInfo:
        try:
            solver, name, model = self.solver, self.name, self.model
        except AttributeError as exc:
            exc.args += ('.set_problem() must be called before .solve()',)
            raise
        applied_options = self.options | options
        self.stopping = dict(mip_gap=mip_gap, time_limit=time_limit)
        solver.options.update(applied_options)
        solver.options.update(
            {
                _optkey[name].time_limit: time_limit,
                _optkey[name].mip_gap: mip_gap,
            }
        )
        info('>>> %s solver options <<<\n%s\n', self.name, solver.options)
        result = solver.solve(
            model, **self.solve_kwargs, tee=verbose, load_solutions=False
        )
        termination = result['Solver'][0]['Termination condition'].name
        if len(result.solution) == 0:
            raise OWNSolutionNotFound(
                f'Unable to find a solution. Solver {self.name} terminated'
                f' with: {termination}'
            )
        self.result = result
        if self.name != 'scip':
            objective = result['Problem'][0]['Upper bound']
            bound = result['Problem'][0]['Lower bound']
            runtime = result['Solver'][0]['Wallclock time']
        else:
            objective = result['Solver'][0]['Primal bound']
            bound = result['Solver'][0]['Dual bound']
            runtime = result['Solver'][0]['Time']
        solution_info = SolutionInfo(
            runtime=runtime,
            bound=bound,
            objective=objective,
            relgap=1.0 - bound / objective,
            termination=termination,
        )
        self.solution_info, self.applied_options = solution_info, applied_options
        info('>>> Solution <<<\n%s\n', solution_info)
        return solution_info

    def get_solution(self, A: nx.Graph | None = None) -> tuple[nx.Graph, nx.Graph]:
        P, model, model_options = self.P, self.model, self.model_options
        result = self.result
        # hack to prevent warning about the solver not reaching the desired mip_gap
        result.solver.status = pyo.SolverStatus.ok
        model.solutions.load_from(result)
        if A is None:
            A = self.A
        S = self._topology_from_mip_sol()
        S.graph['fun_fingerprint'] = _make_min_length_model_fingerprint
        G = PathFinder(
            G_from_S(S, A),
            P,
            A,
            branched=model_options['topology'] is Topology.BRANCHED,
        ).create_detours()
        G.graph.update(self._make_graph_attributes())
        return S, G


class SolverPyomoAppsi(Solver):
    """As of Pyomo v3.9.4, a new solver inverface (v3) is being introduced. HiGHS is the
    only solver using v3 at that point."""

    def __init__(self, name, solver_cls, **kwargs) -> None:
        self.name = 'pyomo.' + name
        self.options = _default_options[name]
        self.solver = solver_cls(**kwargs)

    def _link_val(self, var: Any) -> int:
        # work-around for HiGHS: use round() to coerce link_ value (should be binary)
        #   values for link_ variables are floats and may be slightly off of 0
        return round(var.value)

    def _flow_val(self, var: Any) -> int:
        return round(var.value)

    def set_problem(
        self,
        P: nx.PlanarEmbedding,
        A: nx.Graph,
        capacity: int,
        model_options: ModelOptions,
        warmstart: nx.Graph | None = None,
    ):
        self.P, self.A, self.capacity = P, A, capacity
        model, metadata = make_min_length_model(A, capacity, **model_options)
        self.model, self.model_options, self.metadata = model, model_options, metadata
        if warmstart is not None and self.solver.warm_start_capable():
            warmup_model(model, metadata, warmstart)
            self.solver.config.warmstart = True
        else:
            if warmstart is not None:
                warn('Solver <%s> is not capable of warm-starting.', self.name)

    def solve(
        self,
        time_limit: float,
        mip_gap: float,
        options: dict[str, Any] = {},
        verbose: bool = False,
    ) -> SolutionInfo:
        try:
            solver, name, model = self.solver, self.name, self.model
        except AttributeError as exc:
            exc.args += ('.set_problem() must be called before .solve()',)
            raise
        applied_options = self.options | options
        stopping = {
            _optkey[name].time_limit: time_limit,
            _optkey[name].mip_gap: mip_gap,
        }
        self.stopping = stopping
        for k, v in (applied_options | stopping).items():
            solver.config[k] = v
        solver.config.load_solution = False
        solver.config.stream_solver = verbose
        info('>>> %s solver options <<<\n%s\n', self.name, solver.config)
        result = solver.solve(model)
        self.result = result
        objective = result.best_feasible_objective
        termination = result.termination_condition.name
        if objective is None:
            raise OWNSolutionNotFound(
                f'Unable to find a solution. Solver {self.name} terminated'
                f' with: {termination}'
            )
        bound = result.best_objective_bound
        solution_info = SolutionInfo(
            runtime=result.wallclock_time,
            bound=bound,
            objective=objective,
            relgap=1.0 - bound / objective,
            termination=termination,
        )
        self.solution_info, self.applied_options = solution_info, applied_options
        info('>>> Solution <<<\n%s\n', solution_info)
        return solution_info

    def get_solution(self, A: nx.Graph | None = None) -> tuple[nx.Graph, nx.Graph]:
        P, model_options = self.P, self.model_options
        result = self.result
        result.solution_loader.load_vars()
        #  model.solutions.load_from(result)
        if A is None:
            A = self.A
        S = self._topology_from_mip_sol()
        S.graph['fun_fingerprint'] = _make_min_length_model_fingerprint
        G = PathFinder(
            G_from_S(S, A),
            P,
            A,
            branched=model_options['topology'] is Topology.BRANCHED,
        ).create_detours()
        G.graph.update(self._make_graph_attributes())
        return S, G


[docs] def make_min_length_model( A: nx.Graph, capacity: int, *, topology: Topology = Topology.BRANCHED, feeder_route: FeederRoute = FeederRoute.SEGMENTED, feeder_limit: FeederLimit = FeederLimit.UNLIMITED, balanced: bool = False, max_feeders: int = 0, ) -> tuple[pyo.ConcreteModel, ModelMetadata]: """Make discrete optimization model over link set A. Build ILP Pyomo model for the collector system length minimization. Args: A: graph with the available edges to choose from capacity: maximum link flow capacity topology: one of Topology.{BRANCHED, RADIAL} feeder_route: FeederRoute.SEGMENTED -> feeder routes may be detoured around subtrees; FeederRoute.STRAIGHT -> feeder routes must be straight, direct lines feeder_limit: one of FeederLimit.{MINIMUM, UNLIMITED, SPECIFIED, MIN_PLUS1, MIN_PLUS2, MIN_PLUS3} max_feeders: only used if feeder_limit is FeederLimit.SPECIFIED """ R = A.graph['R'] T = A.graph['T'] d2roots = A.graph['d2roots'] A_terminals = nx.subgraph_view(A, filter_node=lambda n: n >= 0) W = sum(w for _, w in A_terminals.nodes(data='power', default=1)) # Sets _T = range(T) _R = range(-R, 0) E = tuple(((u, v) if u < v else (v, u)) for u, v in A_terminals.edges()) # using directed node-node links -> create the reversed tuples Eʹ = tuple((v, u) for u, v in E) # set of feeders to all roots stars = tuple((t, r) for t in _T for r in _R) # Create model m = pyo.ConcreteModel() m.T = pyo.RangeSet(0, T - 1) m.R = pyo.RangeSet(-R, -1) m.linkset = pyo.Set(initialize=E + Eʹ + stars) ############## # Parameters # ############## m.k = pyo.Param(domain=pyo.PositiveIntegers, name='capacity', default=capacity) m.weight_ = pyo.Param( m.linkset, domain=pyo.PositiveReals, name='link_weight', initialize=lambda m, u, v: ( A.edges[(u, v)]['length'] if v >= 0 else d2roots[u, v] ), ) ############# # Variables # ############# m.link_ = pyo.Var(m.linkset, domain=pyo.Binary, initialize=0) def flow_bounds(m, u, v): return (0, (m.k if v < 0 else m.k - 1)) m.flow_ = pyo.Var( m.linkset, domain=pyo.NonNegativeIntegers, bounds=flow_bounds, initialize=0 ) ############### # Constraints # ############### # total number of edges must be equal to number of non-root nodes m.cons_num_links_eq_T = pyo.Constraint( rule=(lambda m: sum(m.link_.values()) == T), name='num_links_eq_T' ) # enforce a single directed edge between each node pair m.cons_single_dir_link = pyo.Constraint( E, rule=(lambda m, u, v: m.link_[u, v] + m.link_[v, u] <= 1), name='single_dir_link', ) # feeder-edge crossings if feeder_route is FeederRoute.STRAIGHT: def feederXedge_rule(m, u, v, r, t): if u >= 0: return m.link_[u, v] + m.link_[v, u] + m.link_[t, r] <= 1 else: # a feeder crossing another feeder (possible in multi-root instances) return m.link_[u, v] + m.link_[t, r] <= 1 m.cons_feeder_cross = pyo.Constraint( gateXing_iter(A), rule=feederXedge_rule, name='feeder_cross' ) # edge-edge crossings def edgeXedge_rule(m, *vertices): lhs = sum( (m.link_[u, v] + m.link_[v, u]) for u, v in zip(vertices[::2], vertices[1::2]) ) return lhs <= 1 doubleXings = [] tripleXings = [] for Xing in edgeset_edgeXing_iter(A.graph['diagonals']): if len(Xing) == 2: doubleXings.append(Xing) else: tripleXings.append(Xing) if doubleXings: m.cons_link_pair_cross = pyo.Constraint( doubleXings, rule=edgeXedge_rule, name='link_pair_cross' ) if tripleXings: m.cons_link_trio_cross = pyo.Constraint( tripleXings, rule=edgeXedge_rule, name='link_trio_cross' ) # bind flow to link activation m.cons_flow_ub = pyo.Constraint( m.linkset, rule=( lambda m, u, v: ( m.flow_[(u, v)] <= m.link_[(u, v)] * (m.k if v < 0 else (m.k - 1)) ) ), name='flow_ub', ) m.cons_flow_lb = pyo.Constraint( m.linkset, rule=(lambda m, u, v: m.link_[(u, v)] <= m.flow_[(u, v)]), name='flow_lb', ) # flow conservation with possibly non-unitary node power m.cons_flow_conserv = pyo.Constraint( m.T, rule=( lambda m, u: ( sum((m.flow_[u, v] - m.flow_[v, u]) for v in A_terminals.neighbors(u)) + sum(m.flow_[u, r] for r in _R) == A.nodes[u].get('power', 1) ) ), name='flow_conserv', ) # feeder limits min_feeders = math.ceil(T / m.k) if feeder_limit is FeederLimit.UNLIMITED: # valid inequality: number of feeders is at least the minimum m.cons_feeder_limit_lb = pyo.Constraint( rule=(lambda m: sum(m.link_[t, r] for r in _R for t in _T) >= min_feeders), name='feeder_limit_lb', ) if balanced: warn( 'Model option <balanced = True> is incompatible with <feeder_limit' ' = UNLIMITED>: model will not enforce balanced subtrees.' ) else: is_equal_not_range = False if feeder_limit is FeederLimit.SPECIFIED: if max_feeders == min_feeders: is_equal_not_range = True elif max_feeders < min_feeders: raise ValueError('max_feeders is below the minimum necessary') elif feeder_limit is FeederLimit.MINIMUM: is_equal_not_range = True elif feeder_limit is FeederLimit.MIN_PLUS1: max_feeders = min_feeders + 1 elif feeder_limit is FeederLimit.MIN_PLUS2: max_feeders = min_feeders + 2 elif feeder_limit is FeederLimit.MIN_PLUS3: max_feeders = min_feeders + 3 else: raise NotImplementedError('Unknown value:', feeder_limit) if is_equal_not_range: m.cons_feeder_limit_eq = pyo.Constraint( rule=( lambda m: sum(m.link_[t, r] for r in _R for t in _T) == min_feeders ), name='feeder_limit_eq', ) else: m.cons_feeder_limit_lb = pyo.Constraint( rule=( lambda m: sum(m.link_[t, r] for r in _R for t in _T) >= min_feeders ), name='feeder_limit_lb', ) m.cons_feeder_limit_ub = pyo.Constraint( rule=( lambda m: sum(m.link_[t, r] for r in _R for t in _T) <= max_feeders ), name='feeder_limit_ub', ) # enforce balanced subtrees (subtree loads differ at most by one unit) if balanced: if is_equal_not_range: feeder_min_load = T // min_feeders if feeder_min_load < capacity: m.cons_balanced = pyo.Constraint( m.T, m.R, rule=( lambda m, t, r: ( m.flow_[t, r] >= m.link_[t, r] * feeder_min_load ) ), name='balanced', ) else: warn( 'Model option <balanced = True> is incompatible with ' 'having a range of possible feeder counts: model will ' 'not enforce balanced subtrees.' ) # radial or branched topology if topology is Topology.RADIAL: # just need to limit incoming edges since the outgoing are # limited by the m.cons_single_out_link m.cons_radial = pyo.Constraint( m.T, rule=( lambda m, u: sum(m.link_[v, u] for v in A_terminals.neighbors(u)) <= 1 ), name='radial', ) # assert all nodes are connected to some root m.cons_total_power_sank = pyo.Constraint( rule=(lambda m: sum(m.flow_[t, r] for r in _R for t in _T) == W), name='total_power_sank', ) # valid inequalities m.cons_inflow_limit = pyo.Constraint( m.T, rule=( lambda m, u: ( sum(m.flow_[v, u] for v in A_terminals.neighbors(u)) <= m.k - A.nodes[u].get('power', 1) ) ), name='inflow_limit', ) m.cons_single_out_link = pyo.Constraint( m.T, rule=( lambda m, u: ( sum(m.link_[u, v] for v in chain(A_terminals.neighbors(u), _R)) == 1 ) ), name='single_out_link', ) ############# # Objective # ############# m.length = pyo.Objective( expr=lambda m: pyo.sum_product(m.weight_, m.link_), sense=pyo.minimize, ) ################## # Store metadata # ################## model_options = dict( topology=topology, feeder_route=feeder_route, feeder_limit=feeder_limit, max_feeders=max_feeders, balanced=balanced, ) metadata = ModelMetadata( R, T, capacity, m.linkset, m.link_, m.flow_, model_options, _make_min_length_model_fingerprint, ) return m, metadata
_make_min_length_model_fingerprint = fun_fingerprint(make_min_length_model)
[docs] def warmup_model( model: pyo.ConcreteModel, metadata: ModelMetadata, S: nx.Graph ) -> pyo.ConcreteModel: """Set initial solution into `model`. Changes `model` and `metadata` in-place. Args: model: pyomo model to apply the solution to. metadata: indices to the model's variables. S: solution topology Returns: The same model instance that was provided, now with a solution. Raises: OWNWarmupFailed: if some link in S is not available in model. """ for u, v, reverse in S.edges(data='reverse'): u, v = (u, v) if ((u < v) == reverse) else (v, u) try: model.link_[(u, v)] = 1 except KeyError: raise OWNWarmupFailed( f'warmup_model() failed: model lacks S link ({u, v})' ) from None model.flow_[(u, v)] = S[u][v]['load'] # check if solution violates any constraints: # checking the bounds seem redundant, but the way to do it would be: # next(find_infeasible_bounds(model), False) if next(find_infeasible_constraints(model), False): raise OWNWarmupFailed('warmup_model() failed: S violates some model constraint') metadata.warmed_by = S.graph['creator'] return model