Merge remote-tracking branch 'rael/wecc' into cplex

Author: staadecker

switch_model/solve.py

@@ -131,12 +131,6 @@ def debug(type, value, tb):
         # get a list of modules to iterate through
         iterate_modules = get_iteration_list(model)
 
-        # Very that the proper modules are installed
-        if model.options.solver == "cplex_direct":
-            import cplex
-        elif model.options.solver in ("gurobi_direct", "gurobi_aug"):
-            import gurobipy
-
         if model.options.verbose:
             print(
                 "\n======================================================================="
@@ -514,6 +508,11 @@ def define_arguments(argparser):
 
     # Define solver-related arguments
     # These are a subset of the arguments offered by "pyomo solve --solver=cplex --help"
+    argparser.add_argument(
+        "--solver",
+        default="glpk",
+        help='Name of Pyomo solver to use for the model (default is "glpk")',
+    )
     argparser.add_argument(
         "--solver-manager",
         default="serial",
@@ -535,7 +534,7 @@ def define_arguments(argparser):
     argparser.add_argument(
         "--solver-method",
         default=None,
-        type=str,
+        type=int,
         help="Specify the solver method to use.",
     )
     argparser.add_argument(
@@ -693,14 +692,6 @@ def define_arguments(argparser):
         action="store_true",
         help="Automatically run switch graph after post solve",
     )
-    argparser.add_argument(
-        "--no-crossover",
-        default=False,
-        action="store_true",
-        help="Disables crosssover when using the barrier algorithm. This reduces"
-        " the solve time greatly however may result in less accurate values and may fail to find an optimal"
-        " solution. If you find that the solver returns a suboptimal solution remove this flag.",
-    )
 
     argparser.add_argument(
         "--threads",
@@ -724,6 +715,14 @@ def define_arguments(argparser):
         " that all variables must be the same between the previous and current scenario.",
     )
 
+    argparser.add_argument(
+        "--gurobi-make-mps",
+        default=False,
+        action="store_true",
+        help="Instead of solving just output a Gurobi .mps file that can be used for debugging numerical properties."
+        " See https://github.com/staadecker/lp-analyzer/ for details.",
+    )
+
 
 def add_recommended_args(argparser):
     """
@@ -743,7 +742,9 @@ def add_recommended_args(argparser):
         "--recommended-fast",
         default=False,
         action="store_true",
-        help="Equivalent to --recommended with --no-crossover.",
+        help="Equivalent to --recommended however disables crossover during solving. This reduces"
+        " the solve time greatly however may result in less accurate values and may fail to find an optimal"
+        " solution. If you find that the solver returns a suboptimal solution use --recommended.",
     )
 
     argparser.add_argument(
@@ -753,12 +754,6 @@ def add_recommended_args(argparser):
         help="Same as --recommended but adds the flags --keepfiles --tempdir temp --symbolic-solver-labels which are useful when debugging Gurobi.",
     )
 
-    argparser.add_argument(
-        "--solver",
-        default="gurobi",
-        help='Name of Pyomo solver to use for the model (default is "gurobi")',
-    )
-
 
 def parse_recommended_args(args):
     argparser = _ArgumentParser(add_help=False, allow_abbrev=False)
@@ -775,24 +770,23 @@ def parse_recommended_args(args):
     if flags_used == 0:
         return args
 
-    # Note we don't append but rather prepend so that flags can override the --recommend flags to allow for overriding.
+    # Note we don't append but rather prepend so that flags can override the --recommend flags.
     args = [
+        "--solver",
+        "gurobi",
         "-v",
         "--sorted-output",
         "--stream-output",
         "--log-run",
         "--debug",
         "--graph",
         "--solver-method",
-        "barrier",
+        "2",  # Method 2 is barrier solve which is much faster than default
     ] + args
-    if options.solver in ("gurobi", "gurobi_direct", "gurobi_aug"):
-        args = [
-            "--solver-options-string",
-            "BarHomogeneous=1 FeasibilityTol=1e-5",
-        ] + args
+    solver_options_string = "BarHomogeneous=1 FeasibilityTol=1e-5"
     if options.recommended_fast:
-        args = ["--no-crossover"] + args
+        solver_options_string += " crossover=0"
+    args = ["--solver-options-string", solver_options_string] + args
     if options.recommended_debug:
         args = ["--keepfiles", "--tempdir", "temp", "--symbolic-solver-labels"] + args
 
@@ -887,79 +881,66 @@ def add_extra_suffixes(model):
 
 
 def solve(model):
-    options_string = model.options.solver_options_string
-    method = model.options.solver_method
-
-    # If we need warm start switch the solver to our augmented version that supports warm starting
-    solver_type = model.options.solver
-    gurobi_types = ("gurobi", "gurobi_direct", "gurobi_aug")
-    cplex_types = ("cplex", "cplex_direct")
-
-    if model.options.warm_start is not None or model.options.save_warm_start:
-        if solver_type not in gurobi_types:
-            raise NotImplementedError(
-                "Warm start functionality requires --solver gurobi"
-            )
-        model.options.solver = "gurobi_aug"
-
-        # Method 1 (dual simplex) is required since it supports warm starting.
-        if model.options.warm_start is not None:
-            method = 1
-
     if hasattr(model, "solver"):
         solver = model.solver
         solver_manager = model.solver_manager
     else:
+        # If we need warm start switch the solver to our augmented version that supports warm starting
+        if model.options.warm_start is not None or model.options.save_warm_start:
+            if model.options.solver not in ("gurobi", "gurobi_direct"):
+                raise NotImplementedError(
+                    "Warm start functionality requires --solver gurobi"
+                )
+            model.options.solver = "gurobi_aug"
+
+        if model.options.warm_start is not None:
+            # Method 1 (dual simplex) is required since it supports warm starting.
+            model.options.solver_method = 1
+
         # Create a solver object the first time in. We don't do this until a solve is
         # requested, because sometimes a different solve function may be used,
         # with its own solver object (e.g., with runph or a parallel solver server).
         # In those cases, we don't want to go through the expense of creating an
         # unused solver object, or get errors if the solver options are invalid.
         #
         # Note previously solver was saved in model however this is very memory inefficient.
-        solver = SolverFactory(solver_type, solver_io=model.options.solver_io)
-        solver_manager = SolverManagerFactory(model.options.solver_manager)
-
-    # If this option is enabled, gurobi will output an IIS to outputs\iis.ilp.
-    if model.options.gurobi_find_iis:
-        # Enable symbolic labels since otherwise we can't debug the .ilp file.
-        model.options.symbolic_solver_labels = True
-
-        # Add to the solver options 'ResultFile=iis.ilp'
-        # https://stackoverflow.com/a/51994135/5864903
-        iis_file_path = os.path.join(model.options.outputs_dir, "iis.ilp")
-        options_string += f" ResultFile={iis_file_path}"
-
-    if model.options.no_crossover:
-        if solver_type in gurobi_types:
-            options_string += " crossover=0"
-        elif solver_type in cplex_types:
-            options_string = " solutiontype=2"
-        else:
-            raise NotImplementedError(
-                f"--no-crossover not implemented for solver {solver}"
+        solver = SolverFactory(model.options.solver, solver_io=model.options.solver_io)
+
+        if model.options.gurobi_find_iis and model.options.gurobi_make_mps:
+            raise Exception("Can't use --gurobi-find-iis with --gurobi-make-mps.")
+
+        if model.options.gurobi_find_iis or model.options.gurobi_make_mps:
+            # If we are outputting a file we want to enable symbolic labels to help debugging
+            model.options.symbolic_solver_labels = True
+
+        # If this option is enabled, gurobi will output an IIS to outputs\iis.ilp.
+        if model.options.gurobi_find_iis:
+            # Add to the solver options 'ResultFile=iis.ilp'
+            # https://stackoverflow.com/a/51994135/5864903
+            model.options.solver_options_string += " ResultFile=iis.ilp"
+        if model.options.gurobi_make_mps:
+            # Output the input file and set time limit to zero to ensure it doesn't actually solve
+            model.options.solver_options_string += (
+                f" ResultFile=problem.mps TimeLimit=0"
             )
 
-    if model.options.threads is not None:
-        options_string += f" threads={model.options.threads}"
-
-    if method is not None:
-        if solver_type in gurobi_types:
-            if method == "barrier":
-                method = 2
-            options_string += f" method={method}"
-        elif solver_type in cplex_types:
-            if method == "barrier":
-                method = 4
-            options_string += f" LPMethod={method}"
-        else:
-            raise NotImplementedError(
-                f"Can't specify method {method} for solver {solver_type}"
+        if model.options.threads:
+            model.options.solver_options_string += f" Threads={model.options.threads}"
+
+        if model.options.solver_method is not None:
+            # If no string is passed make the string empty so we can add to it
+            if model.options.solver_options_string is None:
+                model.options.solver_options_string = ""
+
+            model.options.solver_options_string += (
+                f" method={model.options.solver_method}"
             )
 
+        solver_manager = SolverManagerFactory(model.options.solver_manager)
+
     # get solver arguments
     solver_args = dict(
-        options_string=options_string,
+        options_string=model.options.solver_options_string,
         keepfiles=model.options.keepfiles,
         tee=model.options.tee,
         symbolic_solver_labels=model.options.symbolic_solver_labels,