Merge branch 'main' into name_equals

examples/generic_cylinders.bash

@@ -3,6 +3,17 @@
 
 SOLVER="cplex"
 
+# sslp EF
+echo "^^^ sslp ef ^^^"
+cd sslp
+python ../../mpisppy/generic_cylinders.py --module-name sslp --sslp-data-path ./data --EF --instance-name sslp_15_45_10 --EF-solver-name ${SOLVER}
+cd ..
+
+echo "^^^ sslp bounds ^^^"
+cd sslp
+mpiexec -np 3 python -m mpi4py ../../mpisppy/generic_cylinders.py --module-name sslp --sslp-data-path ./data --instance-name sslp_15_45_10 --solver-name ${SOLVER} --max-iterations 10 --max-solver-threads 4 --default-rho 1 --lagrangian --xhatshuffle --rel-gap 0.01
+cd ..
+
 # netdes EF
 echo "^^^ netdes ef ^^^"
 cd netdes

examples/sslp/sslp.py

@@ -35,15 +35,85 @@ def scenario_creator(scenario_name, data_dir=None):
             "ROOT", 1.0, 1, model.FirstStageCost, [model.FacilityOpen], model
         )
     ]
+    model._mpisppy_probability = "uniform"
+
     return model
 
 
 def scenario_denouement(rank, scenario_name, scenario):
     pass
 
 
+########## helper functions ########
+
+#=========
+def scenario_names_creator(num_scens,start=None):
+    # one-based scenarios
+    # if start!=None, the list starts with the 'start' labeled scenario
+    if (start is None) :
+        start=1
+    return [f"Scenario{i}" for i in range(start,start+num_scens)]
+
+
+#=========
+def inparser_adder(cfg):
+    # add options unique to sizes
+    # we don't want num_scens from the command line
+    cfg.mip_options()
+    cfg.add_to_config("instance_name",
+                        description="sslp instance name (e.g., sslp_15_45_10)",
+                        domain=str,
+                        default=None)                
+    cfg.add_to_config("sslp_data_path",
+                        description="path to sslp data (e.g., ./data)",
+                        domain=str,
+                        default=None)                
+
+
+#=========
+def kw_creator(cfg):
+    # linked to the scenario_creator and inparser_adder
+    # side-effect is dealing with num_scens
+    inst = cfg.instance_name
+    ns = int(inst.split("_")[-1])
+    if hasattr(cfg, "num_scens"):
+        if cfg.num_scens != ns:
+            raise RuntimeError(f"Argument num-scens={cfg.num_scens} does not match the number "
+                               "implied by instance name={ns} "
+                               "\n(--num-scens is not needed for sslp)")
+    else:
+        cfg.add_and_assign("num_scens","number of scenarios", int, None, ns)
+    data_dir = os.path.join(cfg.sslp_data_path, inst, "scenariodata")
+    kwargs = {"data_dir": data_dir}
+    return kwargs
+
+
+def sample_tree_scen_creator(sname, stage, sample_branching_factors, seed,
+                             given_scenario=None, **scenario_creator_kwargs):
+    """ Create a scenario within a sample tree. Mainly for multi-stage and simple for two-stage.
+        (this function supports zhat and confidence interval code)
+    Args:
+        sname (string): scenario name to be created
+        stage (int >=1 ): for stages > 1, fix data based on sname in earlier stages
+        sample_branching_factors (list of ints): branching factors for the sample tree
+        seed (int): To allow random sampling (for some problems, it might be scenario offset)
+        given_scenario (Pyomo concrete model): if not None, use this to get data for ealier stages
+        scenario_creator_kwargs (dict): keyword args for the standard scenario creator funcion
+    Returns:
+        scenario (Pyomo concrete model): A scenario for sname with data in stages < stage determined
+                                         by the arguments
+    """
+    # Since this is a two-stage problem, we don't have to do much.
+    sca = scenario_creator_kwargs.copy()
+    sca["seedoffset"] = seed
+    sca["num_scens"] = sample_branching_factors[0]  # two-stage problem
+    return scenario_creator(sname, **sca)
+
+######## end helper functions #########
+
+# special helper function
 def id_fix_list_fct(s):
-    """ specify tuples used by the fixer.
+    """ specify tuples used by the classic (non-RC-based) fixer.
 
         Args:
             s (ConcreteModel): the sizes instance.

mpisppy/generic_cylinders.py

@@ -27,7 +27,7 @@ def _parse_args(m):
                       argparse=True)
     assert hasattr(m, "inparser_adder"), "The model file must have an inparser_adder function"
     cfg.add_to_config(name="solution_base_name",
-                      description="The string used fo a directory of ouput along with a csv and an npv file (default None, which means no soltion output)",
+                      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",
@@ -60,6 +60,7 @@ def _parse_args(m):
     cfg.tracking_args()
     cfg.gradient_args()
     cfg.dynamic_gradient_args()
+    cfg.reduced_costs_args()
 
     cfg.parse_command_line(f"mpi-sppy for {cfg.module_name}")
     return cfg
@@ -138,11 +139,12 @@ def _do_decomp(module, cfg, scenario_creator, scenario_creator_kwargs, scenario_
         }
 
     if cfg.fixer:  # cfg_vanilla takes care of the fixer_tol?
+        assert hasattr(module, "id_fix_list_fct"), "id_fix_list_fct required for --fixer"
         ext_classes.append(Fixer)
         hub_dict["opt_kwargs"]["options"]["fixeroptions"] = {
             "verbose": cfg.verbose,
             "boundtol": cfg.fixer_tol,
-            "id_fix_list_fct": uc.id_fix_list_fct,
+            "id_fix_list_fct": module.id_fix_list_fct,
         }
     if cfg.grad_rho_setter:
         ext_classes.append(Gradient_extension)
@@ -205,10 +207,20 @@ def _do_decomp(module, cfg, scenario_creator, scenario_creator_kwargs, scenario_
         xhatxbar_spoke = vanilla.xhatxbar_spoke(*beans,
                                                    scenario_creator_kwargs=scenario_creator_kwargs,
                                                    all_nodenames=all_nodenames)
-
+
+    # reduced cost fixer options setup
+    if cfg.reduced_costs:
+        vanilla.add_reduced_costs_fixer(hub_dict, cfg)
+
+    # reduced cost fixer
+    if cfg.reduced_costs:
+        reduced_costs_spoke = vanilla.reduced_costs_spoke(*beans,
+                                              scenario_creator_kwargs=scenario_creator_kwargs,
+                                              rho_setter = None)
+
+
    # special code for multi-stage (e.g., hydro)
     if cfg.get("stage2EFsolvern") is not None:
-        print("debug foo")
         assert cfg.get("xhatshuffle"), "xhatshuffle is required for stage2EFsolvern"
         xhatshuffle_spoke["opt_kwargs"]["options"]["stage2EFsolvern"] = cfg["stage2EFsolvern"]
         xhatshuffle_spoke["opt_kwargs"]["options"]["branching_factors"] = cfg["branching_factors"]
@@ -226,6 +238,9 @@ def _do_decomp(module, cfg, scenario_creator, scenario_creator_kwargs, scenario_
         list_of_spoke_dict.append(xhatshuffle_spoke)
     if cfg.xhatxbar:
         list_of_spoke_dict.append(xhatxbar_spoke)
+    if cfg.reduced_costs:
+        list_of_spoke_dict.append(reduced_costs_spoke)
+
 
     wheel = WheelSpinner(hub_dict, list_of_spoke_dict)
     wheel.spin()