# ___________________________________________________________________________
#
# Pyomo: Python Optimization Modeling Objects
# Copyright (c) 2008-2022
# National Technology and Engineering Solutions of Sandia, LLC
# Under the terms of Contract DE-NA0003525 with National Technology and
# Engineering Solutions of Sandia, LLC, the U.S. Government retains certain
# rights in this software.
# This software is distributed under the 3-clause BSD License.
# ___________________________________________________________________________
#
# Problem Writer for GAMS Format Files
#
from io import StringIO
from pyomo.common.gc_manager import PauseGC
from pyomo.core.expr import current as EXPR
from pyomo.core.expr.numvalue import (
value, as_numeric, native_types, native_numeric_types,
nonpyomo_leaf_types,
)
from pyomo.core.base import (
SymbolMap, ShortNameLabeler, NumericLabeler, Constraint,
Objective, Var, minimize, SortComponents)
from pyomo.core.base.component import ActiveComponent
from pyomo.core.kernel.base import ICategorizedObject
from pyomo.opt import ProblemFormat
from pyomo.opt.base import AbstractProblemWriter, WriterFactory
from pyomo.repn.util import valid_expr_ctypes_minlp, \
valid_active_ctypes_minlp, ftoa
import logging
logger = logging.getLogger('pyomo.core')
_legal_unary_functions = {
'ceil','floor','exp','log','log10','sqrt',
'sin','cos','tan','asin','acos','atan','sinh','cosh','tanh',
}
_arc_functions = {'acos','asin','atan'}
_dnlp_functions = {'ceil','floor','abs'}
_zero_one = {0, 1}
#
# A visitor pattern that creates a string for an expression
# that is compatible with the GAMS syntax.
#
class ToGamsVisitor(EXPR.ExpressionValueVisitor):
def __init__(self, smap, treechecker, output_fixed_variables=False):
super(ToGamsVisitor, self).__init__()
self.smap = smap
self.treechecker = treechecker
self.is_discontinuous = False
self.output_fixed_variables = output_fixed_variables
def visit(self, node, values):
""" Visit nodes that have been expanded """
tmp = []
for i,val in enumerate(values):
arg = node._args_[i]
parens = False
if val[0] in '-+':
# Note: This is technically only necessary for i > 0
parens = True
elif arg.__class__ in native_types:
pass
elif arg.is_expression_type():
if node._precedence() < arg._precedence():
parens = True
elif node._precedence() == arg._precedence():
if i == 0:
parens = node._associativity() != 1
elif i == len(node._args_)-1:
parens = node._associativity() != -1
else:
parens = True
if parens:
tmp.append("(" + val + ")")
else:
tmp.append(val)
if node.__class__ is EXPR.PowExpression:
# If the exponent is a positive integer, use the power() function.
# Otherwise, use the ** operator.
exponent = node.arg(1)
if (exponent.__class__ in native_numeric_types and
exponent == int(exponent)):
return "power({0}, {1})".format(tmp[0], tmp[1])
else:
return "{0} ** {1}".format(tmp[0], tmp[1])
elif node.__class__ is EXPR.UnaryFunctionExpression:
if node.name not in _legal_unary_functions:
raise RuntimeError(
"GAMS files cannot represent the unary function %s"
% ( node.name, ))
if node.name in _dnlp_functions:
self.is_discontinuous = True
if node.name in _arc_functions:
return "arc{0}({1})".format(node.name[1:], tmp[0])
else:
return node._to_string(tmp, None, self.smap, True)
elif node.__class__ is EXPR.AbsExpression:
self.is_discontinuous = True
return node._to_string(tmp, None, self.smap, True)
else:
return node._to_string(tmp, None, self.smap, True)
def visiting_potential_leaf(self, node):
"""
Visiting a potential leaf.
Return True if the node is not expanded.
"""
if node.__class__ in native_types:
try:
return True, ftoa(node)
except TypeError:
return True, repr(node)
if node.is_expression_type():
# Special handling if NPV and semi-NPV types:
if not node.is_potentially_variable():
return True, ftoa(value(node))
if node.__class__ is EXPR.MonomialTermExpression:
return True, self._monomial_to_string(node)
if node.__class__ is EXPR.LinearExpression:
return True, self._linear_to_string(node)
# we will descend into this, so type checking will happen later
if node.is_component_type():
self.treechecker(node)
return False, None
if node.is_component_type():
if node.ctype not in valid_expr_ctypes_minlp:
# Make sure all components in active constraints
# are basic ctypes we know how to deal with.
raise RuntimeError(
"Unallowable component '%s' of type %s found in an active "
"constraint or objective.\nThe GAMS writer cannot export "
"expressions with this component type."
% (node.name, node.ctype.__name__))
if node.ctype is not Var:
# For these, make sure it's on the right model. We can check
# Vars later since they don't disappear from the expressions
self.treechecker(node)
if node.is_fixed() and not (
self.output_fixed_variables and node.is_potentially_variable()):
return True, ftoa(value(node))
else:
assert node.is_variable_type()
return True, self.smap.getSymbol(node)
def _monomial_to_string(self, node):
const, var = node.args
const = value(const)
if var.is_fixed() and not self.output_fixed_variables:
return ftoa(const * var.value)
# Special handling: ftoa is slow, so bypass _to_string when this
# is a trivial term
if const in {-1, 1}:
if const < 0:
return '-' + self.smap.getSymbol(var)
else:
return self.smap.getSymbol(var)
return node._to_string((ftoa(const), self.smap.getSymbol(var)),
False, self.smap, True)
def _linear_to_string(self, node):
iter_ = iter(node.args)
values = []
if node.constant:
next(iter_)
values.append(ftoa(node.constant))
values.extend(map(self._monomial_to_string, iter_))
return node._to_string(values, False, self.smap, True)
def expression_to_string(expr, treechecker, labeler=None, smap=None,
output_fixed_variables=False):
if labeler is not None:
if smap is None:
smap = SymbolMap()
smap.default_labeler = labeler
visitor = ToGamsVisitor(smap, treechecker, output_fixed_variables)
expr_str = visitor.dfs_postorder_stack(expr)
return expr_str, visitor.is_discontinuous
class Categorizer(object):
"""Class for representing categorized variables.
Given a list of variable names and a symbol map, categorizes the variable
names into the categories: binary, ints, positive and reals.
"""
def __init__(self, var_list, symbol_map):
self.binary = []
self.ints = []
self.positive = []
self.reals = []
self.fixed = []
# categorize variables
for var in var_list:
v = symbol_map.getObject(var)
if v.is_fixed():
self.fixed.append(var)
elif v.is_continuous():
if v.lb == 0:
self.positive.append(var)
else:
self.reals.append(var)
elif v.is_integer():
if all(bnd in _zero_one for bnd in v.bounds):
self.binary.append(var)
else:
self.ints.append(var)
else:
raise RuntimeError(
"Cannot output variable to GAMS: effective variable "
"domain is not in {Reals, Integers, Binary}")
def __iter__(self):
"""Iterate over all variables.
Yield a tuple containing the variables category and its name.
"""
for category in ['binary', 'ints', 'positive', 'reals']:
var_list = getattr(self, category)
for var_name in var_list:
yield category, var_name
class StorageTreeChecker(object):
def __init__(self, model):
# blocks are hashable so we can use a normal set
self.tree = {model}
self.model = model
# add everything above the model
pb = self.parent_block(model)
while pb is not None:
self.tree.add(pb)
pb = self.parent_block(pb)
def __call__(self, comp, exception_flag=True):
if comp is self.model:
return True
# walk up tree until there are no more parents
seen = set()
pb = self.parent_block(comp)
while pb is not None:
if pb in self.tree:
self.tree.update(seen)
return True
seen.add(pb)
pb = self.parent_block(pb)
if exception_flag:
self.raise_error(comp)
else:
return False
def parent_block(self, comp):
if isinstance(comp, ICategorizedObject):
parent = comp.parent
while (parent is not None) and \
(not parent._is_heterogeneous_container):
parent = parent.parent
return parent
else:
return comp.parent_block()
def raise_error(self, comp):
raise RuntimeError(
"GAMS writer: found component '%s' not on same model tree.\n"
"All components must have the same parent model." % comp.name)
def split_long_line(line):
"""
GAMS has an 80,000 character limit for lines, so split as many
times as needed so as to not have illegal lines.
"""
new_lines = ''
while len(line) > 80000:
i = 80000
while line[i] != ' ':
# Walk backwards to find closest space,
# where it is safe to split to a new line
if i < 0:
raise RuntimeError(
"Found an 80,000+ character string with no spaces")
i -= 1
new_lines += line[:i] + '\n'
# the space will be the first character in the next line,
# so that the line doesn't start with the comment character '*'
line = line[i:]
new_lines += line
return new_lines
[docs]@WriterFactory.register('gams', 'Generate the corresponding GAMS file')
class ProblemWriter_gams(AbstractProblemWriter):
def __init__(self):
AbstractProblemWriter.__init__(self, ProblemFormat.gams)
[docs] def __call__(self,
model,
output_filename,
solver_capability,
io_options):
"""
Write a model in the GAMS modeling language format.
Keyword Arguments
-----------------
output_filename: str
Name of file to write GAMS model to. Optionally pass a file-like
stream and the model will be written to that instead.
io_options: dict
- warmstart=True
Warmstart by initializing model's variables to their values.
- symbolic_solver_labels=False
Use full Pyomo component names rather than
shortened symbols (slower, but useful for debugging).
- labeler=None
Custom labeler. Incompatible with symbolic_solver_labels.
- solver=None
If None, GAMS will use default solver for model type.
- mtype=None
Model type. If None, will chose from lp, nlp, mip, and minlp.
- add_options=None
List of additional lines to write directly
into model file before the solve statement.
For model attributes, <model name> is GAMS_MODEL.
- skip_trivial_constraints=False
Skip writing constraints whose body section is fixed.
- output_fixed_variables=False
If True, output fixed variables as variables; otherwise,
output numeric value.
- file_determinism=1
| How much effort do we want to put into ensuring the
| GAMS file is written deterministically for a Pyomo model:
| 0 : None
| 1 : sort keys of indexed components (default)
| 2 : sort keys AND sort names (over declaration order)
- put_results=None
Filename for optionally writing solution values and
marginals. If put_results_format is 'gdx', then GAMS
will write solution values and marginals to
GAMS_MODEL_p.gdx and solver statuses to
{put_results}_s.gdx. If put_results_format is 'dat',
then solution values and marginals are written to
(put_results).dat, and solver statuses to (put_results +
'stat').dat.
- put_results_format='gdx'
Format used for put_results, one of 'gdx', 'dat'.
"""
# Make sure not to modify the user's dictionary,
# they may be reusing it outside of this call
io_options = dict(io_options)
# Use full Pyomo component names rather than
# shortened symbols (slower, but useful for debugging).
symbolic_solver_labels = io_options.pop("symbolic_solver_labels", False)
# Custom labeler option. Incompatible with symbolic_solver_labels.
labeler = io_options.pop("labeler", None)
# If None, GAMS will use default solver for model type.
solver = io_options.pop("solver", None)
# If None, will chose from lp, nlp, mip, and minlp.
mtype = io_options.pop("mtype", None)
# Improved GAMS calling options
solprint = io_options.pop("solprint", "off")
limrow = io_options.pop("limrow", 0)
limcol = io_options.pop("limcol", 0)
solvelink = io_options.pop("solvelink", 5)
# Lines to add before solve statement.
add_options = io_options.pop("add_options", None)
# Skip writing constraints whose body section is
# fixed (i.e., no variables)
skip_trivial_constraints = \
io_options.pop("skip_trivial_constraints", False)
# Output fixed variables as variables
output_fixed_variables = \
io_options.pop("output_fixed_variables", False)
# How much effort do we want to put into ensuring the
# GAMS file is written deterministically for a Pyomo model:
# 0 : None
# 1 : sort keys of indexed components (default)
# 2 : sort keys AND sort names (over declaration order)
file_determinism = io_options.pop("file_determinism", 1)
sorter_map = {0:SortComponents.unsorted,
1:SortComponents.deterministic,
2:SortComponents.sortBoth}
sort = sorter_map[file_determinism]
# Warmstart by initializing model's variables to their values.
warmstart = io_options.pop("warmstart", True)
# Filename for optionally writing solution values and marginals
# Set to True by GAMSSolver
put_results = io_options.pop("put_results", None)
put_results_format = io_options.pop("put_results_format", 'gdx')
assert put_results_format in ('gdx','dat')
if len(io_options):
raise ValueError(
"GAMS writer passed unrecognized io_options:\n\t" +
"\n\t".join("%s = %s"
% (k,v) for k,v in io_options.items()))
if solver is not None and solver.upper() not in valid_solvers:
raise ValueError(
"GAMS writer passed unrecognized solver: %s" % solver)
if mtype is not None:
valid_mtypes = set([
'lp', 'qcp', 'nlp', 'dnlp', 'rmip', 'mip', 'rmiqcp', 'rminlp',
'miqcp', 'minlp', 'rmpec', 'mpec', 'mcp', 'cns', 'emp'])
if mtype.lower() not in valid_mtypes:
raise ValueError("GAMS writer passed unrecognized "
"model type: %s" % mtype)
if (solver is not None and
mtype.upper() not in valid_solvers[solver.upper()]):
raise ValueError("GAMS writer passed solver (%s) "
"unsuitable for given model type (%s)"
% (solver, mtype))
if output_filename is None:
output_filename = model.name + ".gms"
if symbolic_solver_labels and (labeler is not None):
raise ValueError("GAMS writer: Using both the "
"'symbolic_solver_labels' and 'labeler' "
"I/O options is forbidden")
if symbolic_solver_labels:
# Note that the Var and Constraint labelers must use the
# same labeler, so that we can correctly detect name
# collisions (which can arise when we truncate the labels to
# the max allowable length. GAMS requires all identifiers
# to start with a letter. We will (randomly) choose "s_"
# (for 'shortened')
var_labeler = con_labeler = ShortNameLabeler(
60, prefix='s_', suffix='_', caseInsensitive=True,
legalRegex='^[a-zA-Z]')
elif labeler is None:
var_labeler = NumericLabeler('x')
con_labeler = NumericLabeler('c')
else:
var_labeler = con_labeler = labeler
var_list = []
def var_recorder(obj):
ans = var_labeler(obj)
try:
if obj.is_variable_type():
var_list.append(ans)
except:
pass
return ans
def var_label(obj):
#if obj.is_fixed():
# return str(value(obj))
return symbolMap.getSymbol(obj, var_recorder)
symbolMap = SymbolMap(var_label)
# when sorting, there are a non-trivial number of
# temporary objects created. these all yield
# non-circular references, so disable GC - the
# overhead is non-trivial, and because references
# are non-circular, everything will be collected
# immediately anyway.
with PauseGC() as pgc:
try:
if isinstance(output_filename, str):
output_file = open(output_filename, "w")
else:
# Support passing of stream such as a StringIO
# on which to write the model file
output_file = output_filename
self._write_model(
model=model,
output_file=output_file,
solver_capability=solver_capability,
var_list=var_list,
var_label=var_label,
symbolMap=symbolMap,
con_labeler=con_labeler,
sort=sort,
skip_trivial_constraints=skip_trivial_constraints,
output_fixed_variables=output_fixed_variables,
warmstart=warmstart,
solver=solver,
mtype=mtype,
solprint=solprint,
limrow=limrow,
limcol=limcol,
solvelink=solvelink,
add_options=add_options,
put_results=put_results,
put_results_format=put_results_format,
)
finally:
if isinstance(output_filename, str):
output_file.close()
return output_filename, symbolMap
def _write_model(self,
model,
output_file,
solver_capability,
var_list,
var_label,
symbolMap,
con_labeler,
sort,
skip_trivial_constraints,
output_fixed_variables,
warmstart,
solver,
mtype,
solprint,
limrow,
limcol,
solvelink,
add_options,
put_results,
put_results_format,
):
constraint_names = []
ConstraintIO = StringIO()
linear = True
linear_degree = set([0,1])
dnlp = False
# Make sure there are no strange ActiveComponents. The expression
# walker will handle strange things in constraints later.
model_ctypes = model.collect_ctypes(active=True)
invalids = set()
for t in (model_ctypes - valid_active_ctypes_minlp):
if issubclass(t, ActiveComponent):
invalids.add(t)
if len(invalids):
invalids = [t.__name__ for t in invalids]
raise RuntimeError(
"Unallowable active component(s) %s.\nThe GAMS writer cannot "
"export models with this component type." %
", ".join(invalids))
tc = StorageTreeChecker(model)
# Walk through the model and generate the constraint definition
# for all active constraints. Any Vars / Expressions that are
# encountered will be added to the var_list due to the labeler
# defined above.
for con in model.component_data_objects(Constraint,
active=True,
sort=sort):
if not con.has_lb() and not con.has_ub():
assert not con.equality
continue # non-binding, so skip
con_body = as_numeric(con.body)
if skip_trivial_constraints and con_body.is_fixed():
continue
if linear:
if con_body.polynomial_degree() not in linear_degree:
linear = False
cName = symbolMap.getSymbol(con, con_labeler)
con_body_str, con_discontinuous = expression_to_string(
con_body, tc, smap=symbolMap,
output_fixed_variables=output_fixed_variables
)
dnlp |= con_discontinuous
if con.equality:
constraint_names.append('%s' % cName)
ConstraintIO.write('%s.. %s =e= %s ;\n' % (
constraint_names[-1],
con_body_str,
ftoa(con.upper)
))
else:
if con.has_lb():
constraint_names.append('%s_lo' % cName)
ConstraintIO.write('%s.. %s =l= %s ;\n' % (
constraint_names[-1],
ftoa(con.lower),
con_body_str,
))
if con.has_ub():
constraint_names.append('%s_hi' % cName)
ConstraintIO.write('%s.. %s =l= %s ;\n' % (
constraint_names[-1],
con_body_str,
ftoa(con.upper)
))
obj = list(model.component_data_objects(Objective,
active=True,
sort=sort))
if len(obj) != 1:
raise RuntimeError(
"GAMS writer requires exactly one active objective (found %s)"
% (len(obj)))
obj = obj[0]
if linear:
if obj.expr.polynomial_degree() not in linear_degree:
linear = False
obj_expr_str, obj_discontinuous = expression_to_string(
obj.expr, tc, smap=symbolMap,
output_fixed_variables=output_fixed_variables,
)
dnlp |= obj_discontinuous
oName = symbolMap.getSymbol(obj, con_labeler)
constraint_names.append(oName)
ConstraintIO.write('%s.. GAMS_OBJECTIVE =e= %s ;\n' % (
oName,
obj_expr_str,
))
# Categorize the variables that we found
categorized_vars = Categorizer(var_list, symbolMap)
# Write the GAMS model
output_file.write("$offlisting\n")
# $offdigit ignores extra precise digits instead of erroring
output_file.write("$offdigit\n\n")
output_file.write("EQUATIONS\n\t")
output_file.write("\n\t".join(constraint_names))
if categorized_vars.binary:
output_file.write(";\n\nBINARY VARIABLES\n\t")
output_file.write("\n\t".join(categorized_vars.binary))
if categorized_vars.ints:
output_file.write(";\n\nINTEGER VARIABLES")
output_file.write("\n\t")
output_file.write("\n\t".join(categorized_vars.ints))
if categorized_vars.positive:
output_file.write(";\n\nPOSITIVE VARIABLES\n\t")
output_file.write("\n\t".join(categorized_vars.positive))
output_file.write(";\n\nVARIABLES\n\tGAMS_OBJECTIVE\n\t")
output_file.write("\n\t".join(
categorized_vars.reals + categorized_vars.fixed
))
output_file.write(";\n\n")
for var in categorized_vars.fixed:
output_file.write("%s.fx = %s;\n" % (
var, ftoa(value(symbolMap.getObject(var)))
))
output_file.write("\n")
for line in ConstraintIO.getvalue().splitlines():
if len(line) > 80000:
line = split_long_line(line)
output_file.write(line + "\n")
output_file.write("\n")
warn_int_bounds = False
for category, var_name in categorized_vars:
var = symbolMap.getObject(var_name)
tc(var)
lb, ub = var.bounds
if category == 'positive':
if ub is not None:
output_file.write("%s.up = %s;\n" %
(var_name, ftoa(ub)))
elif category == 'ints':
if lb is None:
warn_int_bounds = True
# GAMS doesn't allow -INF lower bound for ints
logger.warning("Lower bound for integer variable %s set "
"to -1.0E+100." % var.name)
output_file.write("%s.lo = -1.0E+100;\n" % (var_name))
elif lb != 0:
output_file.write("%s.lo = %s;\n" % (var_name, ftoa(lb)))
if ub is None:
warn_int_bounds = True
# GAMS has an option value called IntVarUp that is the
# default upper integer bound, which it applies if the
# integer's upper bound is INF. This option maxes out at
# 2147483647, so we can go higher by setting the bound.
logger.warning("Upper bound for integer variable %s set "
"to +1.0E+100." % var.name)
output_file.write("%s.up = +1.0E+100;\n" % (var_name))
else:
output_file.write("%s.up = %s;\n" % (var_name, ftoa(ub)))
elif category == 'binary':
if lb != 0:
output_file.write("%s.lo = %s;\n" % (var_name, ftoa(lb)))
if ub != 1:
output_file.write("%s.up = %s;\n" % (var_name, ftoa(ub)))
elif category == 'reals':
if lb is not None:
output_file.write("%s.lo = %s;\n" % (var_name, ftoa(lb)))
if ub is not None:
output_file.write("%s.up = %s;\n" % (var_name, ftoa(ub)))
else:
raise KeyError('Category %s not supported' % category)
if warmstart and var.value is not None:
output_file.write("%s.l = %s;\n" %
(var_name, ftoa(var.value)))
if warn_int_bounds:
logger.warning(
"GAMS requires finite bounds for integer variables. 1.0E100 "
"is as extreme as GAMS will define, and should be enough to "
"appear unbounded. If the solver cannot handle this bound, "
"explicitly set a smaller bound on the pyomo model, or try a "
"different GAMS solver.")
model_name = "GAMS_MODEL"
output_file.write("\nMODEL %s /all/ ;\n" % model_name)
if mtype is None:
mtype = ('lp','nlp','mip','minlp')[
(0 if linear else 1) +
(2 if (categorized_vars.binary or categorized_vars.ints)
else 0)]
if mtype == 'nlp' and dnlp:
mtype = 'dnlp'
if solver is not None:
if mtype.upper() not in valid_solvers[solver.upper()]:
raise ValueError("GAMS writer passed solver (%s) "
"unsuitable for model type (%s)"
% (solver, mtype))
output_file.write("option %s=%s;\n" % (mtype, solver))
output_file.write("option solprint=%s;\n" % solprint)
output_file.write("option limrow=%d;\n" % limrow)
output_file.write("option limcol=%d;\n" % limcol)
output_file.write("option solvelink=%d;\n" % solvelink)
if put_results is not None and put_results_format == 'gdx':
output_file.write("option savepoint=1;\n")
if add_options is not None:
output_file.write("\n* START USER ADDITIONAL OPTIONS\n")
for line in add_options:
output_file.write('\n' + line)
output_file.write("\n\n* END USER ADDITIONAL OPTIONS\n\n")
output_file.write(
"SOLVE %s USING %s %simizing GAMS_OBJECTIVE;\n\n"
% ( model_name,
mtype,
'min' if obj.sense == minimize else 'max'))
# Set variables to store certain statuses and attributes
stat_vars = ['MODELSTAT', 'SOLVESTAT', 'OBJEST', 'OBJVAL', 'NUMVAR',
'NUMEQU', 'NUMDVAR', 'NUMNZ', 'ETSOLVE']
output_file.write("Scalars MODELSTAT 'model status', "
"SOLVESTAT 'solve status';\n")
output_file.write("MODELSTAT = %s.modelstat;\n" % model_name)
output_file.write("SOLVESTAT = %s.solvestat;\n\n" % model_name)
output_file.write("Scalar OBJEST 'best objective', "
"OBJVAL 'objective value';\n")
output_file.write("OBJEST = %s.objest;\n" % model_name)
output_file.write("OBJVAL = %s.objval;\n\n" % model_name)
output_file.write("Scalar NUMVAR 'number of variables';\n")
output_file.write("NUMVAR = %s.numvar\n\n" % model_name)
output_file.write("Scalar NUMEQU 'number of equations';\n")
output_file.write("NUMEQU = %s.numequ\n\n" % model_name)
output_file.write("Scalar NUMDVAR 'number of discrete variables';\n")
output_file.write("NUMDVAR = %s.numdvar\n\n" % model_name)
output_file.write("Scalar NUMNZ 'number of nonzeros';\n")
output_file.write("NUMNZ = %s.numnz\n\n" % model_name)
output_file.write("Scalar ETSOLVE 'time to execute solve statement';\n")
output_file.write("ETSOLVE = %s.etsolve\n\n" % model_name)
if put_results is not None:
if put_results_format == 'gdx':
output_file.write("\nexecute_unload '%s_s.gdx'" % put_results)
for stat in stat_vars:
output_file.write(", %s" % stat)
output_file.write(";\n")
else:
results = put_results + '.dat'
output_file.write("\nfile results /'%s'/;" % results)
output_file.write("\nresults.nd=15;")
output_file.write("\nresults.nw=21;")
output_file.write("\nput results;")
output_file.write("\nput 'SYMBOL : LEVEL : MARGINAL' /;")
for var in var_list:
output_file.write("\nput %s %s.l %s.m /;" % (var, var, var))
for con in constraint_names:
output_file.write("\nput %s %s.l %s.m /;" % (con, con, con))
output_file.write("\nput GAMS_OBJECTIVE GAMS_OBJECTIVE.l "
"GAMS_OBJECTIVE.m;\n")
statresults = put_results + 'stat.dat'
output_file.write("\nfile statresults /'%s'/;" % statresults)
output_file.write("\nstatresults.nd=15;")
output_file.write("\nstatresults.nw=21;")
output_file.write("\nput statresults;")
output_file.write("\nput 'SYMBOL : VALUE' /;")
for stat in stat_vars:
output_file.write("\nput '%s' %s /;\n" % (stat, stat))
valid_solvers = {
'ALPHAECP': {'MINLP','MIQCP'},
'AMPL': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP'},
'ANTIGONE': {'NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'BARON': {'LP','MIP','RMIP','NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'BDMLP': {'LP','MIP','RMIP'},
'BDMLPD': {'LP','RMIP'},
'BENCH': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'BONMIN': {'MINLP','MIQCP'},
'BONMINH': {'MINLP','MIQCP'},
'CBC': {'LP','MIP','RMIP'},
'COINBONMIN': {'MINLP','MIQCP'},
'COINCBC': {'LP','MIP','RMIP'},
'COINCOUENNE': {'NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'COINIPOPT': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'COINOS': {'LP','MIP','RMIP','NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'COINSCIP': {'MIP','NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'CONOPT': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'CONOPT3': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'CONOPT4': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'CONOPTD': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'CONVERT': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'CONVERTD': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP','EMP'},
'COUENNE': {'NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'CPLEX': {'LP','MIP','RMIP','QCP','MIQCP','RMIQCP'},
'CPLEXD': {'LP','MIP','RMIP','QCP','MIQCP','RMIQCP'},
'CPOPTIMIZER': {'MIP','MINLP','MIQCP'},
'DE': {'EMP'},
'DECIS': {'EMP'},
'DECISC': {'LP'},
'DECISM': {'LP'},
'DICOPT': {'MINLP','MIQCP'},
'DICOPTD': {'MINLP','MIQCP'},
'EXAMINER': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'EXAMINER2': {'LP','MIP','RMIP','NLP','MCP','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'GAMSCHK': {'LP','MIP','RMIP','NLP','MCP','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'GLOMIQO': {'QCP','MIQCP','RMIQCP'},
'GUROBI': {'LP','MIP','RMIP','QCP','MIQCP','RMIQCP'},
'GUSS': {'LP', 'MIP', 'NLP', 'MCP', 'CNS', 'DNLP', 'MINLP', 'QCP', 'MIQCP'},
'IPOPT': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'IPOPTH': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'JAMS': {'EMP'},
'KESTREL': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP','EMP'},
'KNITRO': {'LP','RMIP','NLP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'LGO': {'LP','RMIP','NLP','DNLP','RMINLP','QCP','RMIQCP'},
'LGOD': {'LP','RMIP','NLP','DNLP','RMINLP','QCP','RMIQCP'},
'LINDO': {'LP','MIP','RMIP','NLP','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP','EMP'},
'LINDOGLOBAL': {'LP','MIP','RMIP','NLP','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'LINGO': {'LP','MIP','RMIP','NLP','DNLP','RMINLP','MINLP'},
'LOCALSOLVER': {'MIP','NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'LOGMIP': {'EMP'},
'LS': {'LP','RMIP'},
'MILES': {'MCP'},
'MILESE': {'MCP'},
'MINOS': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'MINOS5': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'MINOS55': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'MOSEK': {'LP','MIP','RMIP','NLP','DNLP','RMINLP','QCP','MIQCP','RMIQCP'},
'MPECDUMP': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP'},
'MPSGE': {},
'MSNLP': {'NLP','DNLP','RMINLP','QCP','RMIQCP'},
'NLPEC': {'MCP','MPEC','RMPEC'},
'OQNLP': {'NLP', 'DNLP', 'MINLP', 'QCP', 'MIQCP'},
'OS': {'LP','MIP','RMIP','NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'OSICPLEX': {'LP','MIP','RMIP'},
'OSIGUROBI': {'LP','MIP','RMIP'},
'OSIMOSEK': {'LP','MIP','RMIP'},
'OSISOPLEX': {'LP','RMIP'},
'OSIXPRESS': {'LP','MIP','RMIP'},
'PATH': {'MCP','CNS'},
'PATHC': {'MCP','CNS'},
'PATHNLP': {'LP','RMIP','NLP','DNLP','RMINLP','QCP','RMIQCP'},
'PYOMO': {'LP','MIP','RMIP','NLP','MCP','MPEC','RMPEC','CNS','DNLP','RMINLP','MINLP'},
'QUADMINOS': {'LP'},
'SBB': {'MINLP','MIQCP'},
'SCENSOLVER': {'LP','MIP','RMIP','NLP','MCP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'SCIP': {'MIP','NLP','CNS','DNLP','RMINLP','MINLP','QCP','MIQCP','RMIQCP'},
'SHOT': {'MINLP','MIQCP'},
'SNOPT': {'LP','RMIP','NLP','CNS','DNLP','RMINLP','QCP','RMIQCP'},
'SOPLEX': {'LP','RMIP'},
'XA': {'LP','MIP','RMIP'},
'XPRESS': {'LP','MIP','RMIP','QCP','MIQCP','RMIQCP'}
}