Merge pull request #3488 from Utkarsh-Detha/master

mosek_direct.py : Fixed iparam parsing and added support for Task.putparam

Author: mrmundt

pyomo/solvers/plugins/solvers/mosek_direct.py

@@ -163,21 +163,28 @@ def _process_stream(msg):
         for key, option in self.options.items():
             try:
                 param = key.split('.')
-                if param[0] == 'mosek':
-                    param.pop(0)
-                param = getattr(mosek, param[0])(param[1])
-                if 'sparam' in key.split('.'):
-                    self._solver_model.putstrparam(param, option)
-                elif 'dparam' in key.split('.'):
-                    self._solver_model.putdouparam(param, option)
-                elif 'iparam' in key.split('.'):
-                    if isinstance(option, str):
-                        option = option.split('.')
-                        if option[0] == 'mosek':
-                            option.pop('mosek')
-                        option = getattr(mosek, option[0])(option[1])
-                    else:
+                if key == param[0]:
+                    self._solver_model.putparam(key, option)
+                else:
+                    if param[0] == 'mosek':
+                        param.pop(0)
+                    assert (
+                        len(param) == 2
+                    ), "unrecognized MOSEK parameter name '{}'".format(key)
+                    param = getattr(mosek, param[0])(param[1])
+                    if 'sparam.' in key:
+                        self._solver_model.putstrparam(param, option)
+                    elif 'dparam.' in key:
+                        self._solver_model.putdouparam(param, option)
+                    elif 'iparam.' in key:
+                        if isinstance(option, str):
+                            option = option.split('.')
+                            if option[0] == 'mosek':
+                                option.pop(0)
+                            option = getattr(mosek, option[0])(option[1])
                         self._solver_model.putintparam(param, option)
+                    else:
+                        raise ValueError(f"unrecognized MOSEK parameter name '{key}'")
             except (TypeError, AttributeError):
                 raise
         try:

pyomo/solvers/tests/checks/test_MOSEKDirect.py

@@ -313,6 +313,62 @@ def test_conic_duals(self):
                     results.Solution.constraint['x11']['Dual'][i], check[i], 5
                 )
 
+    def test_solver_parameters(self):
+        import mosek
+
+        solver = pyo.SolverFactory('mosek_direct')
+        model = self._test_model()
+        solver.solve(
+            model,
+            options={
+                'dparam.optimizer_max_time': 1.0,
+                'iparam.intpnt_solve_form': mosek.solveform.dual,
+                'mosek.iparam.intpnt_max_iterations': 10,
+                'MSK_DPAR_INTPNT_CO_TOL_REL_GAP': '1.0e-7',
+                'MSK_IPAR_PRESOLVE_USE': '0',
+                'sparam.param_comment_sign': '##',
+            },
+        )
+        # Check if iparams were set correctly
+        self.assertEqual(
+            solver._solver_model.getintparam(mosek.iparam.intpnt_solve_form),
+            mosek.solveform.dual,
+        )
+        self.assertEqual(
+            solver._solver_model.getintparam(mosek.iparam.intpnt_max_iterations), 10
+        )
+        self.assertEqual(
+            solver._solver_model.getintparam(mosek.iparam.presolve_use),
+            mosek.presolvemode.off,
+        )
+        # Check if dparams were set correctly
+        self.assertEqual(
+            solver._solver_model.getdouparam(mosek.dparam.optimizer_max_time), 1.0
+        )
+        self.assertEqual(
+            solver._solver_model.getdouparam(mosek.dparam.intpnt_co_tol_rel_gap), 1.0e-7
+        )
+        # Check if sparam is set correctly
+        self.assertEqual(
+            solver._solver_model.getstrparam(mosek.sparam.param_comment_sign)[1], '##'
+        )
+        # Check for TypeErrors
+        with self.assertRaises(TypeError) as typeCheck:
+            solver.solve(model, options={'mosek.dparam.intpnt_co_tol_rel_gap': '1.4'})
+        with self.assertRaises(TypeError) as typeCheck:
+            solver.solve(model, options={'iparam.log': 1.2})
+        # Check for AttributeError
+        with self.assertRaises(AttributeError) as assertCheck:
+            solver.solve(model, options={'wrong.name': '1'})
+        with self.assertRaises(AttributeError) as typeCheck:
+            solver.solve(model, options={'mosek.iparam.log': 'mosek.wrong.input'})
+        # Check for wrong parameter name (but valid MOSEK attribute)
+        with self.assertRaises(ValueError) as typeCheck:
+            solver.solve(model, options={'mosek.mark.up': 'wrong.val'})
+        # Check for parameter names with wrong length
+        with self.assertRaises(AssertionError) as typeCheck:
+            solver.solve(model, options={'mosek.iparam.log.level': 10})
+
 
 if __name__ == "__main__":
     unittest.main()