Source code for pyomo.contrib.sensitivity_toolbox.sens

# ______________________________________________________________________________
#
# Pyomo: Python Optimization Modeling Objects
# Copyright 2017 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
# ______________________________________________________________________________
from pyomo.environ import Param, Var, Block, ComponentMap, Objective, Constraint, ConstraintList, Suffix, value

from pyomo.core.base.misc import sorted_robust
from pyomo.core.expr.current import ExpressionReplacementVisitor

from pyomo.common.modeling import unique_component_name
from pyomo.opt import SolverFactory



[docs]def sipopt(instance, paramSubList, perturbList, cloneModel=True, streamSoln=False, keepfiles=False): """This function accepts a Pyomo ConcreteModel, a list of parameters, along with their corresponding perterbation list. The model is then converted into the design structure required to call sipopt to get an approximation perturbed solution with updated bounds on the decision variable. Parameters ---------- instance: ConcreteModel pyomo model object paramSubList: list list of mutable parameters perturbList: list list of perturbed parameter values cloneModel: bool, optional indicator to clone the model. If set to False, the original model will be altered streamSoln: bool, optional indicator to stream IPOPT solution keepfiles: bool, optional preserve solver interface files Returns ------- model: ConcreteModel The model modified for use with sipopt. The returned model has three :class:`Suffix` members defined: - ``model.sol_state_1``: the approximated results at the perturbation point - ``model.sol_state_1_z_L``: the updated lower bound - ``model.sol_state_1_z_U``: the updated upper bound Raises ------ ValueError perturbList argument is expecting a List of Params ValueError length(paramSubList) must equal length(perturbList) ValueError paramSubList will not map to perturbList """ #Verify User Inputs if len(paramSubList)!=len(perturbList): raise ValueError("Length of paramSubList argument does not equal " "length of perturbList") for pp in paramSubList: if pp.ctype is not Param: raise ValueError("paramSubList argument is expecting a list of Params") for pp in paramSubList: if not pp._mutable: raise ValueError("parameters within paramSubList must be mutable") for pp in perturbList: if pp.ctype is not Param: raise ValueError("perturbList argument is expecting a list of Params") #Add model block to compartmentalize all sipopt data b=Block() block_name = unique_component_name(instance, '_sipopt_data') instance.add_component(block_name, b) #Based on user input clone model or use orignal model for anlaysis if cloneModel: b.tmp_lists = (paramSubList, perturbList) m = instance.clone() instance.del_component(block_name) b = getattr(m, block_name) paramSubList, perturbList = b.tmp_lists del b.tmp_lists else: m = instance #Generate component maps for associating Variables to perturbations varSubList = [] for parameter in paramSubList: tempName = unique_component_name(b,parameter.local_name) b.add_component(tempName,Var(parameter.index_set())) myVar = b.component(tempName) varSubList.append(myVar) #Note: substitutions are not currently compatible with # ComponentMap [ECSA 2018/11/23], this relates to Issue #755 paramCompMap = ComponentMap(zip(paramSubList, varSubList)) variableSubMap = {} #variableSubMap = ComponentMap() paramPerturbMap = ComponentMap(zip(paramSubList,perturbList)) perturbSubMap = {} #perturbSubMap = ComponentMap() paramDataList = [] for parameter in paramSubList: # Loop over each ParamData in the Param Component # # Note: Sets are unordered in Pyomo. For this to be # deterministic, we need to sort the index (otherwise, the # ordering of things in the paramDataList may change). We use # sorted_robust to guard against mixed-type Sets in Python 3.x for kk in sorted_robust(parameter): variableSubMap[id(parameter[kk])]=paramCompMap[parameter][kk] perturbSubMap[id(parameter[kk])]=paramPerturbMap[parameter][kk] paramDataList.append(parameter[kk]) #clone Objective, add to Block, and update any Expressions for cc in list(m.component_data_objects(Objective, active=True, descend_into=True)): tempName=unique_component_name(m,cc.local_name) b.add_component(tempName, Objective(expr=ExpressionReplacementVisitor( substitute=variableSubMap, remove_named_expressions=True).dfs_postorder_stack(cc.expr))) cc.deactivate() #clone Constraints, add to Block, and update any Expressions b.constList = ConstraintList() for cc in list(m.component_data_objects(Constraint, active=True, descend_into=True)): if cc.equality: b.constList.add(expr= ExpressionReplacementVisitor( substitute=variableSubMap, remove_named_expressions=True).dfs_postorder_stack(cc.expr)) else: if cc.lower is None or cc.upper is None: b.constList.add(expr=ExpressionReplacementVisitor( substitute=variableSubMap, remove_named_expressions=True).dfs_postorder_stack(cc.expr)) else: # Constraint must be a ranged inequality, break into separate constraints # Add constraint for lower bound b.constList.add(expr=ExpressionReplacementVisitor( substitute=variableSubMap, remove_named_expressions=True).dfs_postorder_stack( cc.lower) <= ExpressionReplacementVisitor( substitute=variableSubMap, remove_named_expressions= True).dfs_postorder_stack(cc.body) ) # Add constraint for upper bound b.constList.add(expr=ExpressionReplacementVisitor( substitute=variableSubMap, remove_named_expressions=True).dfs_postorder_stack( cc.upper) >= ExpressionReplacementVisitor( substitute=variableSubMap, remove_named_expressions= True).dfs_postorder_stack(cc.body) ) cc.deactivate() #paramData to varData constraint list b.paramConst = ConstraintList() for ii in paramDataList: jj=variableSubMap[id(ii)] b.paramConst.add(ii==jj) #Create the ipopt_sens (aka sIPOPT) solver plugin using the ASL interface opt = SolverFactory('ipopt_sens', solver_io='nl') if not opt.available(False): raise ImportError('ipopt_sens is not available') #Declare Suffixes m.sens_state_0 = Suffix(direction=Suffix.EXPORT) m.sens_state_1 = Suffix(direction=Suffix.EXPORT) m.sens_state_value_1 = Suffix(direction=Suffix.EXPORT) m.sens_init_constr = Suffix(direction=Suffix.EXPORT) m.sens_sol_state_1 = Suffix(direction=Suffix.IMPORT) m.sens_sol_state_1_z_L = Suffix(direction=Suffix.IMPORT) m.sens_sol_state_1_z_U = Suffix(direction=Suffix.IMPORT) #set sIPOPT data opt.options['run_sens'] = 'yes' # for reasons that are not entirely clear, # ipopt_sens requires the indices to start at 1 kk=1 for ii in paramDataList: m.sens_state_0[variableSubMap[id(ii)]] = kk m.sens_state_1[variableSubMap[id(ii)]] = kk m.sens_state_value_1[variableSubMap[id(ii)]] = \ value(perturbSubMap[id(ii)]) m.sens_init_constr[b.paramConst[kk]] = kk kk += 1 #Send the model to the ipopt_sens and collect the solution results = opt.solve(m, keepfiles=keepfiles, tee=streamSoln) return m