Merge branch 'main' into agnostic

examples/farmer/farmer_rho_demo.py

@@ -84,7 +84,7 @@ def main():
     if cfg.use_norm_rho_converger:
         if not cfg.use_norm_rho_updater:
             raise RuntimeError("--use-norm-rho-converger requires --use-norm-rho-updater")
-        elif cfg.grad_rho_setter:
+        elif cfg.grad_rho:
             raise RuntimeError("You cannot have--use-norm-rho-converger and --grad-rho-setter")            
         else:
             ph_converger = NormRhoConverger
@@ -103,7 +103,7 @@ def main():
     beans = (cfg, scenario_creator, scenario_denouement, all_scenario_names)
 
     ext_classes = []
-    if cfg.grad_rho_setter:
+    if cfg.grad_rho:
         ext_classes.append(Gradient_extension)
 
     if cfg.run_async:
@@ -119,7 +119,7 @@ def main():
     hub_dict['opt_kwargs']['extensions'] = MultiExtension  # DLW: ???? (seems to not matter)
 
     #gradient extension kwargs
-    if cfg.grad_rho_setter:
+    if cfg.grad_rho:
         ext_classes.append(Gradient_extension)        
         hub_dict['opt_kwargs']['options']['gradient_extension_options'] = {'cfg': cfg}
 

examples/uc/gradient_uc_cylinders.py

@@ -123,7 +123,7 @@ def main():
     if cfg.xhat_closest_tree:
         ext_classes.append(XhatClosest)
 
-    if cfg.grad_rho_setter:
+    if cfg.grad_rho:
         ext_classes.append(Gradient_extension)
 
     hub_dict["opt_kwargs"]["extension_kwargs"] = {"ext_classes" : ext_classes}
@@ -143,7 +143,7 @@ def main():
             "keep_solution" : True
         }
 
-    if cfg.grad_rho_setter:
+    if cfg.grad_rho:
         hub_dict['opt_kwargs']['options']['gradient_extension_options'] = {'cfg': cfg}
 
     if cfg.ph_mipgaps_json is not None:

mpisppy/cylinders/spoke.py

@@ -13,7 +13,6 @@
 import os
 import math
 
-
 from pyomo.environ import ComponentMap, Var
 from mpisppy import MPI
 from mpisppy.cylinders.spcommunicator import SPCommunicator, communicator_array
@@ -100,7 +99,8 @@ def spoke_from_hub(self, values):
         window.Get((values, len(values), MPI.DOUBLE), 0)
         window.Unlock(0)
 
-        new_id = int(values[-1])
+        # On rare occasions a NaN is seen...
+        new_id = int(values[-1]) if not math.isnan(values[-1]) else 0
         local_val = np.array((new_id,-new_id), 'i')
         max_min_ids = np.zeros(2, 'i')
         self.cylinder_comm.Allreduce((local_val, MPI.INT),

mpisppy/extensions/gradient_extension.py

@@ -36,8 +36,7 @@ def __init__(self, opt, comm=None):
         # TBD: stop using files
         # TBD: restore the rho_setter?
         self.cfg_args_cache = {'rho_file_in': self.cfg.rho_file_in,
-                               'grad_rho_file_out': self.cfg.grad_rho_file_out,
-                               'rho_setter': self.cfg.grad_rho_setter}
+                               'grad_rho_file_out': self.cfg.grad_rho_file_out}
         if self.cfg.get('grad_cost_file_out', ifmissing="") == "":
             self.cfg.grad_cost_file_out = './_temp_grad_cost_file.csv'
 #        else:

mpisppy/generic_cylinders.py

@@ -29,7 +29,6 @@
 from mpisppy import MPI
 
 
-
 def _parse_args(m):
     # m is the model file module
     cfg = config.Config()
@@ -46,12 +45,6 @@ def _parse_args(m):
                       description="The string used for a directory of ouput along with a csv and an npv file (default None, which means no soltion output)",
                       domain=str,
                       default=None)
-    cfg.add_to_config(name="run_async",
-                      description="Use APH instead of PH (default False)",
-                      domain=bool,
-                      default=False)
-
-
     m.inparser_adder(cfg)
     # many models, e.g., farmer, need num_scens_required
     #  in which case, it should go in the inparser_adder function
@@ -136,7 +129,7 @@ def _do_decomp(module, cfg, scenario_creator, scenario_creator_kwargs, scenario_
     # Things needed for vanilla cylinders
     beans = (cfg, scenario_creator, scenario_denouement, all_scenario_names)
 
-    if cfg.run_async:
+    if cfg.APH:
         # Vanilla APH hub
         hub_dict = vanilla.aph_hub(*beans,
                                    scenario_creator_kwargs=scenario_creator_kwargs,
@@ -178,7 +171,7 @@ def _do_decomp(module, cfg, scenario_creator, scenario_creator_kwargs, scenario_
     if cfg.rc_fixer:
         vanilla.add_reduced_costs_fixer(hub_dict, cfg)
 
-    if cfg.grad_rho_setter:
+    if cfg.grad_rho:
         ext_classes.append(Gradient_extension)
         hub_dict['opt_kwargs']['options']['gradient_extension_options'] = {'cfg': cfg}        
 

mpisppy/opt/presolve.py

@@ -143,6 +143,10 @@ def presolve(self):
                                     print(
                                         f"Tightening bounds on nonant {var.name} in scenario {k} from {var.bounds} to {(lb, ub)} based on global bound information."
                                     )
+                            if np.isnan(lb):
+                                lb = None
+                            if np.isnan(ub):
+                                ub = None
                             var.bounds = (lb, ub)
 
             # Now do FBBT

mpisppy/spbase.py

@@ -607,7 +607,9 @@ def report_var_values_at_rank0(self, header="", print_zero_prob_values=False, fi
 
             if len(header) != 0:
                 print(header)
-
+            if len(var_values) == 0:
+                print("No variables to report (perhaps all are fixed?)")
+                return
             scenario_names = sorted(set(x for (x,y) in var_values))
             max_scenario_name_len = max(len(s) for s in scenario_names)
             variable_names = sorted(set(y for (x,y) in var_values))

mpisppy/tests/test_gradient_rho.py

@@ -202,7 +202,7 @@ def test_compute_and_write_grad_rho(self):
         """
 
     def test_rho_setter(self):
-        self.cfg.grad_rho_setter = True
+        self.cfg.grad_rho = True
         self.cfg.rho_file_in = './examples/rho_test_data/rho.csv'
         self.rho_object = find_rho.Find_Rho(self.ph_object, self.cfg)
         self.set_rho = find_rho.Set_Rho(self.cfg)

mpisppy/utils/config.py

@@ -147,11 +147,14 @@ def _bad_rho_setters(msg):
             raise ValueError("Rho setter options do not make sense together:\n"
                              f"{msg}")
 
-        if self.grad_rho_setter and self.sensi_rho:
+        if self.get("grad_rho") and self.get("sensi_rho"):
             _bad_rho_setters("Only one rho setter can be active.")
-        if not (self.grad_rho_setter or self.sensi_rho or self.sep_rho or self.reduced_costs_rho):
-            if self.dynamic_rho_primal_crit or self.dynamic_rho_dual_crit:
+        if not self.get("grad_rho") or self.get("sensi_rho") or self.get("sep_rho") or self.get("reduced_costs_rho"):
+            if self.get("dynamic_rho_primal_crit") or self.get("dynamic_rho_dual_crit"):
                 _bad_rho_setters("dynamic rho only works with grad-, sensi-, and sep-rho")
+        if self.get("rc_fixer") and not self.get("reduced_costs"):
+            _bad_rho_setters("--rc-fixer requires --reduced-costs")
+
 
     def add_solver_specs(self, prefix=""):
         sstr = f"{prefix}_solver" if prefix != "" else "solver"
@@ -385,9 +388,12 @@ def mip_options(self):
                             domain=float,
                             default=None)
 
-
     def aph_args(self):
-
+
+        self.add_to_config(name="APH",
+                           description="Use APH instead of PH (default False)",
+                           domain=bool,
+                           default=False)
         self.add_to_config('aph_gamma',
                             description='Gamma parameter associated with asychronous projective hedging (default 1.0)',
                             domain=float,
@@ -434,7 +440,7 @@ def reduced_costs_rho_args(self):
 
     def sep_rho_args(self):
         self.add_to_config("sep_rho",
-                           description="have a SepRho extension",
+                           description="have an extension that computes rho using the seprho method from the Watson/Woodruff CMS paper",
                            domain=bool,
                            default=False)
         self.add_to_config("sep_rho_multiplier",
@@ -445,7 +451,7 @@ def sep_rho_args(self):
 
     def sensi_rho_args(self):
         self.add_to_config("sensi_rho",
-                           description="have a SensiRho extension",
+                           description="have an extension that sets rho values based on objective function sensitivity",
                            domain=bool,
                            default=False)
         self.add_to_config("sensi_rho_multiplier",
@@ -833,8 +839,8 @@ def gradient_args(self):
 #                           domain=float,
 #                           default=0.1)
 
-        self.add_to_config('grad_rho_setter',
-                           description="use rho setter from a rho file",
+        self.add_to_config('grad_rho',
+                           description="use a gradient-based rho setter (if your problem is linear, use coeff-rho instead)",
                            domain=bool,
                            default=False)
         """