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[WIP] Proper multistage bundles#474

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DLWoodruff wants to merge 223 commits intoPyomo:mainPyomo/mpi-sppy:mainfrom DLWoodruff:proper_multiDLWoodruff/mpi-sppy-1:proper_multiCopy head branch name to clipboard

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Commits on Dec 19, 2022

• add some notes about agnostic

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Commits on Jan 7, 2023

• minor edits to txt file

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Commits on Aug 23, 2023

• Merge branch 'main' into agnostic

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Commits on Aug 24, 2023

• just getting started; more questions than answers

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Commits on Aug 25, 2023

• [WIP] scenario creator for agnostic object is roughed in but totally untested

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• starting to make agnostic work

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• scenario creation executes

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Commits on Aug 26, 2023

• starting to modify phbase for agnostic

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• a bash script to be deleted later

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• WIP; early work on ph callback; starting attach to obj

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• WIP; still working on attach_PH_to_objective (need xbars)

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Commits on Aug 27, 2023

• ready to start work on solve_one

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• starting on solve_one

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• solve_one executes; need to debug _reenable_W

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• PH is executing; need to write a solution and start working on spokes

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• move the example to the examples dir

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• ready to try xhatter

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• xhatshuffle seems to be working

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• WIP: debugging W's in lagrangian

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Commits on Aug 28, 2023

• debugging output

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• the ampl version of farmer (stochastic)

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Commits on Aug 29, 2023

• single scenario farmer works

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Commits on Aug 30, 2023

• examples of amplpy from AMPL

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• lshaped did not yet have the uniform probabiity option

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• draft of ampl create scenario written

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• [WIP] almost done with draft of AMPL agnostic; one copy function left

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Commits on Aug 31, 2023

• w_ and prox_ disabled do not need a callout

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• farmer_ampl_agnostic.py is sort of done, but totally untested

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• [WIP] working on solving

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Commits on Sep 1, 2023

• solve executes; now we need actual scenarios

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Commits on Sep 2, 2023

• The ampl guest module seems to be working

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Commits on Sep 4, 2023

• reoranize files

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• try to create a simple test

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• have the ampl farmer in the test dir for now; a few months from now, it should not be here

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• decent tests added; the ampl example does not yet copy W values correctly

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Commits on Sep 5, 2023

• attach a better obj; but still doesn't seem to work right

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• correct errors in objective function for PH

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• drop a debugging print statement

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Commits on Sep 7, 2023

• not cool, but we have farmer.mod in two places

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• ampl is almost working with PH, but is returning the wrong the objective to the PH algorithm so the test fails (even though everything else works)

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• giving up on getting data processing related to objs in the hub to match Pyoom (doesn't really matter, but is troubling)

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Commits on Sep 11, 2023

• during merge from main, deal with bundling and persistent solvers; could be checked again...!

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Commits on Nov 16, 2023

• merge from main

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• finish merge

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• single scenario farmer for GAMS

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• adding basic GAMS example

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• no gamspy

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• some installation instructions for AMPL

  DLWoodruff

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• update asl instructions

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• with padding

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• better GAMS installation instructions

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Commits on Nov 17, 2023

• adding seemingly working modifications

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• modifying records

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• really working

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• quasi-working gams

  bknueven

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• adding farmer_gams_agnostic

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Commits on Nov 27, 2023

• now giving a rho a value in ampl and gams guests

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• [WIP] working on copying xbars and rho (ampl and gams are just pasted from pyomo at the moment); nothing has been run

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Commits on Nov 29, 2023

• Merge branch 'main' into agnostic

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• [WIP] adding rho and xbar to the things that need to come from the host before solve_one

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Commits on Dec 12, 2023

• [WIP] Pyomo as a guest seems to be getting xbar, W, and rho; AMPL executes but does not get good results

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Commits on Dec 13, 2023

• [WIP] AMPL does not match Pyomo at iter 2 (after iter 1)

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Commits on Dec 14, 2023

• GAMS now tries to copy W xbar and rho before solve; gams executes, but not correctly

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Commits on Dec 16, 2023

• GAMS is at a roadblock: non-determinstic trouble loading the solution, see gams_debug.txt

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• AMPL now matches Pyomo

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Commits on Dec 28, 2023

• Linearized prox term for gams farmer

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• at least the iter zero solves do not fail!

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• cleanup and comments for ampl

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Commits on Dec 29, 2023

• The last commit message was misleading: some levels are somehow bad even though the solve is good; farmer_linear_augmented.py now illustrates (without Pyomo or mpisppy)

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• added sync_db to debug code; ready to make it work for mpisppy

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Commits on Dec 30, 2023

• Now iter 0 really works, but iter 1 solves fail (with linearized prox); this is progress

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Commits on Dec 31, 2023

• farmer_linear_augmented.py and farmer_line_augmented.gms show the bad solver status using GAMS only

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• gams linear is working with PH; bounds are not working yet; not sure about quadratic

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• gams linearized seems to work for hub and one other cylinder, but not three cylinders; quadratic works for only PH; when it doesn't work there seems be a file contention problem

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Commits on Jan 3, 2024

• update notes

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Commits on Mar 29, 2024

• add serial PH example

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Commits on Apr 26, 2024

• barely starting work on general agnostic with pyomo as guest

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• [WIP] working on pyomo.py for agnostic

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Commits on Apr 29, 2024

• [WIP] done with my first pass at the general Pyomo; ready to develop a test model file

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Commits on May 1, 2024

• [WIP] working on agnostic general cylinders; --help executes

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• move agnostic.py from utils to agnostic

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• [WIP] about to support a class instead of a module in agnostic.py

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• update example

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• [WIP] able to execute object creation

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Commits on Jun 5, 2024

• ready to test pyomo as guest

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• agnostic for general pyomo as guest seems to execute

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Commits on Jun 6, 2024

• Just getting started with generic AMPL

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• a rough version of generic ampl needs a lot of work to make it go

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Commits on Jun 7, 2024

• ampl is starting to run, but still needs work

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• Just started working on callbacks for generic AMPL

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Commits on Jun 8, 2024

• ready to work on attach PH

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Commits on Jun 10, 2024

• generic, agnostic farmer is starting to run, but solve_one still needs work

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• generic, agnostic ampl seems to be working at least for a hub; have not yet tried cylinders

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• set go.bash to run pyomo for now

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• add a little agnostic doc

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• deal with merge conflicts

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Commits on Jun 12, 2024

• trying to use a new pyotracker badge

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• Merge pull request #1 from DLWoodruff/badgerepair

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Commits on Jun 14, 2024

• a little more agnostic doc; fix bug in ampl guest

  DLWoodruff

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• typos

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Commits on Jun 25, 2024

• WIP, doesn't work yet, trying to geeralize step by step the farmer example

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• WIP easier to test things, but name not adapted

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Commits on Jun 29, 2024

• Merge branch 'Pyomo:main' into main

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Commits on Jul 10, 2024

• we don't need or want the callouts in the thin wrapper

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Commits on Jul 11, 2024

• remove 'area' paste error; give an error with empty nonants list

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• Merge commit 'refs/pull/402/head' of https://github.com/Pyomo/mpi-sppy into agnostic_gams

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Commits on Jul 12, 2024

• [WIP] GAMS does not work, but the doc is modified

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• completing the doc

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• Merge branch 'agnostic' into agnostic_local

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• Merge pull request #2 from AymericPCLegros/agnostic_local

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Commits on Jul 15, 2024

• created a bundle example for farmer called by go.bash

  DLWoodruff

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• [WIP] bundles not yet working due, presumably, to objective function scaling issues

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• [WIP] making progress, but still need to get the names right

  DLWoodruff

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• [WIP] things seem to be working apart from the xhatter

  DLWoodruff

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• The generic Pyomo farmer example seems to be working with proper bundles

  DLWoodruff

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• edit the archicture png directly

  DLWoodruff

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• fix warning message

  DLWoodruff

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Commits on Jul 16, 2024

• trying to add the quadratic progamming nothing works yet

  AymericPCLegros

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• adding the powerpoint to modify the image

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• Merge pull request #4 from AymericPCLegros/agnostic_local

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• cleaning the file, gams for specific linearized farmer seem to work

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• implemented farmer problem in gurobipy

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• added scenario creator

  keeks05

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Commits on Jul 17, 2024

• implemented solve_one for gurobipy

  keeks05

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Commits on Jul 19, 2024

• [WIP] The Best Bound print is not correct

  AymericPCLegros

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Commits on Jul 22, 2024

• [WIP] restauring the good values of prox_on...

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• adding print statements

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Commits on Jul 23, 2024

• the incumbent is not absurd anymore, but does not get better

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Commits on Jul 24, 2024

• gams farmer seems to work!

  AymericPCLegros

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• deleting prints

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Commits on Jul 25, 2024

• Merge branch 'main' into agnostic

  DLWoodruff

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• Merge branch 'main' into agnostic

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Commits on Jul 26, 2024

• pip install -e . for testagnsotic.yml

  DLWoodruff

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• update test for agnostic.py now in agnostic, not utils

  DLWoodruff

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• starting generalizing gams for other problems than farmer

  AymericPCLegros

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Commits on Jul 29, 2024

• specifying which parts are generic in scenario creator

  AymericPCLegros

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• starting the generic gams file, should be changed

  AymericPCLegros

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Commits on Jul 30, 2024

• [WIP] the cylinders need to be modified

  AymericPCLegros

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Commits on Jul 31, 2024

• [WIP] problem with the kwargs in generic gams

  AymericPCLegros

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• Agnostic generic GAMS seems to be working, at least with farmer

  AymericPCLegros

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Commits on Aug 2, 2024

• starting to implement the transport example

  AymericPCLegros

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Commits on Aug 5, 2024

• trying to adapt for sets defined as cartesian products

  AymericPCLegros

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Commits on Aug 9, 2024

• The files in the agnostic directory execute. Yet, the lagrangian doesn't converge, probably because of the non quadratic objective. Cartesian products sets are authorized. Deleting the files specif…

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• merge conflicts

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• Merge pull request #6 from AymericPCLegros/agnostic_gams

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• images for agnostic architecture

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• Merge pull request #7 from AymericPCLegros/agnostic_gams

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• Merge branch 'main' into agnostic

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Commits on Aug 12, 2024

• Merge branch 'main' of https://github.com/DLWoodruff/mpi-sppy-1

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• Merge branch 'main' into agnostic

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• up to date agnostic figure

  DLWoodruff

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• minor improvements to agnostic picture

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Commits on Aug 13, 2024

• Update agnostic_cylinders.py

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• Update agnostic_cylinders.py

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Commits on Aug 15, 2024

• fix error where the wrong obj was being used

  DLWoodruff

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• fix the objective function bug in the ampl_guest

  DLWoodruff

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• solution output file names now given as a string on command line

  DLWoodruff

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• try to add mpigap (untested)

  DLWoodruff

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Commits on Aug 20, 2024

• implement farmer agnostic for gurobipy

  keeks05

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Commits on Aug 21, 2024

• delete old gurobipy files

  keeks05

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Commits on Aug 29, 2024

• pasted in contents of farmer.py

  keeks05

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Commits on Aug 30, 2024

• fix coefficient bug

  keeks05

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Commits on Sep 4, 2024

• Update farmer_gurobipy_agnostic.py

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• paste to make farmer ampl example more like what people need

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• factored from problem-specific scenario creator, but transport example needs to be updated.

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• The factoring has been done for transport, but it fails on mi.instantiate in the scenario_creator

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• [WIP] gams_guest.py has debugging prints

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• [WIP] working on temp dir for GAMS

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• both examples work, but the gap does not close for transport

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• working tests; still need a GAMS test

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• there is now a gams test, but many ruff errors

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• trying to fix a syntax error in the yml file, but I cannot figure out what the error is

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• change it so tests will try xpress before cplex

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• The tests are passing on my machine, so try cplex on github

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• [WIP] first shot at proper multi-stage bundles; ready to test

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• [WIP] add a commant for aircond (no bundles) to generic_cylinders.bash that has unrecognized arguments

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• aircond runs with generic cylinders. Ready to try bundles

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• added a command to pickle just the scenarios; now need to deal with num_scens for aircond

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• the aircond example now sets cfg.num_scens

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• adding to the sample runs bash script

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• didcallout needed to be removed as unused

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