Merge branch 'develop' of github.com:ampl/mp into develop

CHANGES.mp.md

@@ -3,6 +3,8 @@ Summary of recent updates to the AMPL MP Library
 
 
 ## unreleased
+- Option tech:writemodel:index to choose the iteration
+	when solver model is exported.
 - SCIP (and any solver with linear objective
 	and non-linear constraints): improve reformulation
 	of QP objectives.

doc/source/model-guide.rst

@@ -13,9 +13,9 @@ Ever wondered how to model logical and non-linear constraints? For example:
 
 - Piecewise-linear approximation of *y = sin(x)*.
 
-Moreover, MP supports :ref:`multiple-objectives`.
 MP automates many of such modeling tasks by reformulating AMPL models
 suitably for the given solver.
+Moreover, MP supports :ref:`multiple-objectives`.
 A series of small modeling tasks like these are handled in the
 `MP Modeling Series <https://ampl.com/streamlit/Modeling_Tips>`_,
 while below follows a comprehensive guide.

include/mp/ampls-ccallbacks.h

@@ -17,7 +17,7 @@ typedef struct AMPLS_ModelTraits_T {
 } AMPLS_ModelTraits;
 
 
-typedef void (*Checker_AMPLS_ModeltTraits)(const AMPLS_ModelTraits*);
+typedef void (*Checker_AMPLS_ModeltTraits)(AMPLS_ModelTraits*);
 
 
 /// Set of callbacks provided to a driver for licensing issues

include/mp/backend-std.h

@@ -173,7 +173,7 @@ class StdBackend :
       /// Redefine this if you want some extensions
       /// to be written after solving instead.
       /// This is for compatibility wiht ASL drivers
-      /// where 'writeprob' was used for native-format model
+      /// where 'writeprob' was used both for native-format model
       /// and solution output #218.
       virtual std::set<std::string> NativeResultExtensions() const
   { return {".sol", ".ilp", ".mst", ".hnt", ".bas", ".json"}; }
@@ -276,9 +276,11 @@ class StdBackend :
     auto get_sol = [this]() {
       return GetSolution();
     };
-    int i=0;
+    int i_solve=0;
     while (GetMM().PrepareSolveIteration(get_stt, get_sol)) {
-      // ExportModel({"/tmp/model" + std::to_string(++i) + ".lp"});
+      if (++i_solve==storedOptions_.writemodel_index_
+          && exportFileMode() > 0)
+        ExportModel(export_file_names());
       Solve();
     }
   }
@@ -808,6 +810,7 @@ class StdBackend :
 
     /// For write prob
     std::vector<std::string> export_files_;
+    int writemodel_index_ = 0;
     std::vector<std::string> just_export_files_;
     /// For write sol
     std::vector<std::string> export_sol_files_;
@@ -936,12 +939,22 @@ class StdBackend :
     }
 
     if (IMPL_HAS_STD_FEATURE(WRITE_PROBLEM)) {
-      AddListOption("tech:writemodel writeprob writemodel tech:exportfile",
+      AddListOption("tech:writemodel tech:writeprob writeprob writemodel tech:exportfile",
         "Specifies files where to export the model before "
         "solving (repeat the option for several files.) "
-        "File name extensions can be ``.lp[.7z]``, ``.mps``, etc.",
+        "File name extensions can be ``.lp[.7z]``, ``.mps``, etc."
+                    "\n"
+                    "To write a model during iterative solve (e.g., with obj:multi=2), "
+                    "use tech:writemodel:index.",
         storedOptions_.export_files_);
 
+      AddStoredOption("tech:writemodel:index tech:writeprob:index writeprobindex writemodelindex",
+                    "During iterative solve (e.g., with obj:multi=2), "
+                    "the iteration before which to write solver model. "
+                    "0 means before iteration is initialized; positive value - "
+                    "before solving that iteration. Default 0.",
+                    storedOptions_.writemodel_index_);
+
       AddListOption("tech:writemodelonly justwriteprob justwritemodel",
         "Specifies files where to export the model, no solving "
         "(option can be repeated.) "

include/mp/flat/constr_2_expr.h

@@ -152,8 +152,9 @@ class Constraints2Expr {
   bool ConvertWithExpressions(
       const ComplementarityConstraint<Expr>& con,
       int i,
-      ConstraintAcceptanceLevel , ExpressionAcceptanceLevel ) {   // TODO check acc for NLCompl
-    if (1==stage_cvt2expr_
+      ConstraintAcceptanceLevel , ExpressionAcceptanceLevel ) {
+    if (false                      // TODO check acc for NLCompl
+        && 1==stage_cvt2expr_
         && !con.GetExpression().is_variable()) {             // already a variable
       ConvertComplementarityExpr(con, i);
       return true;
@@ -353,11 +354,11 @@ class Constraints2Expr {
         pre::AutoLinkScope<Impl> auto_link_scope{ *(Impl*)this, obj_src };
         if (qobj.GetQPTerms().empty())
           exprResVar = MPD( AssignResultVar2Args(
-              LinearFunctionalConstraint{ {lt_in_expr, 1.0} } ) );
+              LinearFunctionalConstraint{ {lt_in_expr, 0.0} } ) );
         else                        // Move QP terms into the expr
           exprResVar = MPD( AssignResultVar2Args(
               QuadraticFunctionalConstraint
-              { {{lt_in_expr, std::move(qobj.GetQPTerms())}, 1.0} } ) );
+              { {{lt_in_expr, std::move(qobj.GetQPTerms())}, 0.0} } ) );
         MPD( AddInitExprContext(exprResVar,             // Context is compulsory
                                obj::MAX==qobj.obj_sense_true()    // no need to propagate
                                    ? Context::CTX_POS : Context::CTX_NEG) );
@@ -415,11 +416,15 @@ class Constraints2Expr {
     lt_out_vars.reserve(nvars);
     result.reserve(ltin.size() - nvars);
     int v=0;
+    double c=0.0;
     for (size_t i=0; i<ltin.size(); ++i) {
-      if (MPCD( IsProperVar(v = ltin.var(i)) )) {
-        lt_out_vars.add_term(ltin.coef(i), v);
-      } else
-        result.add_term(ltin.coef(i), v);
+      if ((c = ltin.coef(i))) {                       // non-0
+        if (MPCD( IsProperVar(v = ltin.var(i)) )) {
+          lt_out_vars.add_term(c, v);
+        } else {
+          result.add_term(c, v);
+        }
+      }
     }
     return result;
   }

include/mp/flat/constr_prop_down.h

@@ -94,7 +94,7 @@ class ConstraintPropagatorsDown {
   template <class ExprBody>
   void PropagateResult(ComplementarityConstraint<ExprBody>& con,
                        double lb, double ub, Context ctx) {
-    internal::Unused(lb, ub, ctx);
+    internal::Unused(ctx);
     MPD( PropagateResult2Args(con.GetExpression().GetBody(),
                          lb, ub, Context::CTX_MIX) );
     MPD( PropagateResultOfInitExpr(con.GetVariable(), lb, ub, Context::CTX_MIX) );

include/mp/flat/converter.h

@@ -273,13 +273,13 @@ class FlatConverter :
       constr_depth_ = 1;  // Workaround. TODO have maps as special constraints
 			MP_DISPATCH( ConvertMaps() );
       MP_DISPATCH( PreprocessFlatFinal() );               // final flat model prepro
-      MP_DISPATCH( ConsiderEmulatingMultiobj() );
       if constexpr (IfAcceptingNLOutput()) {
         if (IfWantNLOutput()) {
           MPD( Convert2NL() );
           MPD( PreprocessNLFinal() );
         }
       }
+      MP_DISPATCH( ConsiderEmulatingMultiobj() );     // After NL conversion
     } catch (const ConstraintConversionFailure& cff) {
       MP_RAISE(cff.message());
     }
@@ -310,6 +310,7 @@ class FlatConverter :
   /// if provided (>=0)
   int AcceptanceLevelCommon() const { return options_.accAll_; }
 
+public:
   /// Option to actually use expressions if available
   bool IfWantNLOutput() const { return options_.accExpr_==1; }
 
@@ -322,6 +323,7 @@ class FlatConverter :
            ExpressionAcceptanceLevel::Recommended
                == ModelAPI::ExpressionInterfaceAcceptanceLevel(); }
 
+protected:
   /// Finish exporting the reformulation graph
   void CloseGraphExporter() {
     value_presolver_.FinishExportingLinkEntries();

include/mp/flat/converter_multiobj.h

@@ -137,7 +137,7 @@ class MOManager {
       const auto& i0_vec = pr_level.second;
       obj_new_.push_back(obj_orig.at(i0_vec.front()));
       obj_new_.back().set_sense(obj_orig.front().obj_sense());      // "Legacy" obj:multi:weight
-      obj_new_.back().set_sense_true(obj_orig.front().obj_sense());
+      obj_new_.back().set_sense_true(obj_orig.front().obj_sense_true());
       obj_new_.back().GetLinTerms() *= objwgt.at(i0_vec.front());   // Use weight
       obj_new_.back().GetQPTerms() *= objwgt.at(i0_vec.front());
       obj_new_tola_.push_back(objtola.at(i0_vec.front()));

include/mp/flat/sol_check.h

@@ -32,6 +32,8 @@ class SolutionChecker {
     try {                            // protect
       std::vector<double> x_back = x;
       if (MPCD( sol_check_mode() ) & (1+2+4+8+16)) {
+        if (MPCD( IfWantNLOutput() ))
+          x = RecomputeAuxVars(x, true);   // Compute expressions
         msgreal = DoCheckSol(x, duals, obj, {}, x_back, false);
       }
       if (MPCD( sol_check_mode() ) & (32+64+128+256+512)) {
@@ -64,8 +66,9 @@ class SolutionChecker {
         // a summary in the final solve message.
         // For now, do this via warnings?
         if (MPCD( sol_check_fail() ))
-          MP_RAISE_WITH_CODE(int(sol::MP_SOLUTION_CHECK),   // failure
-                             warn);
+          MP_RAISE_WITH_CODE(int(sol::MP_SOLUTION_CHECK),
+                             "Solution check failed - reporting as fatal:\n"
+                             + warn);
         else
           MPD( AddWarning(
                  MPD( GetEnv() ).GetSolCheckWarningKey(true),
@@ -108,7 +111,9 @@ class SolutionChecker {
   };
 
   /// Recompute auxiliary variables
-  ArrayRef<double> RecomputeAuxVars(ArrayRef<double> x) {
+  /// @param fExprOnly: only NL expressions
+  ArrayRef<double> RecomputeAuxVars(
+      ArrayRef<double> x, bool fExprOnly=false) {
     VarInfoRecomp vir {
       MPCD( sol_feas_tol() ),
           true,        // currently not relevant for recomputation
@@ -120,8 +125,14 @@ class SolutionChecker {
           MPCD( sol_round() ), MPCD( sol_prec() )
     };
     vir.get_x().set_p_var_info(&vir);
-    for (auto i=vir.size(); i--; )
-      vir[i];         // touch the variable to be recomputed
+    if (fExprOnly) {
+      for (auto i=vir.size(); i--; )
+        if ( !MPCD( IsProperVar(i) ) )
+          vir[i];         // touch the variable to be recomputed
+    } else {
+      for (auto i=vir.size(); i--; )
+        vir[i];
+    }
     return std::move(vir.get_x().get_x());
   }
 

solvers/scipmp/CHANGES.scipmp.md

@@ -2,6 +2,14 @@ Summary of recent updates to SCIP for AMPL
 ==========================================
 
 
+## unreleased
+- MINLP expression trees (option acc:_expr.)
+	- Using the expression tree API, available since SCIP v8,
+		to model nonlinear expressions. Earlier the expressions
+		were submitted to the solver in a flat form equating
+		an auxiliary variable to each expression.
+
+
 ## 20240724
 - Option *acc:_all*
 	- Useful to disable all reformulations (acc:_all=2),

solvers/scipmp/scipmpbackend.cc

@@ -140,8 +140,6 @@ void ScipBackend::SetInterrupter(mp::Interrupter *inter) {
 }
 
 void ScipBackend::Solve() {
-  if (!storedOptions_.exportFile_.empty())
-    ExportModel(storedOptions_.exportFile_);
   if (!storedOptions_.paramRead_.empty())
     SCIP_CCALL( SCIPreadParams(getSCIP(), storedOptions_.paramRead_.c_str()) );
   if (!storedOptions_.logFile_.empty())
@@ -368,12 +366,6 @@ void ScipBackend::InitCustomOptions() {
     "0*/1/2/3/4/5: Whether to write SCIP log lines (chatter) to stdout and to file (native output level of SCIP).",
     "display/verblevel", 0, 5);
 
-  AddStoredOption("tech:exportfile writeprob writemodel",
-    "Specifies the name of a file where to export the model before "
-    "solving it. This file name can have extension ``.lp``, ``.mps``, etc. "
-    "Default = \"\" (don't export the model).",
-    storedOptions_.exportFile_);
-
   AddStoredOption("tech:logfile logfile",
     "Log file name.",
     storedOptions_.logFile_);
@@ -963,6 +955,9 @@ void ScipBackend::AddMIPStart(ArrayRef<double> x0, ArrayRef<int> sparsity) {
   SCIP_CCALL( SCIPaddSolFree(getSCIP(), &solution, &keep) );
 }
 
+void ScipBackend::DoWriteProblem(const std::string& name) {
+  ExportModel(name);
+}
 
 } // namespace mp
 

solvers/scipmp/scipmpbackend.h

@@ -81,6 +81,12 @@ class ScipBackend :
   void AddMIPStart(ArrayRef<double> x0,
 									 ArrayRef<int> sparsity) override;
 
+  /**
+  * EXPORT PROBLEM
+  **/
+  ALLOW_STD_FEATURE(WRITE_PROBLEM, true)
+  void DoWriteProblem(const std::string& name) override;
+
 
  /**
   * Get MIP Gap
@@ -157,7 +163,7 @@ class ScipBackend :
 private:
   /// These options are stored in the class
   struct Options {
-    std::string exportFile_, logFile_, paramRead_;
+    std::string logFile_, paramRead_;
     int concurrent_ = 0;
     int heuristics_ = 0;
     int cuts_ = 0;

test/end2end/cases/categorized/fast/multi_obj/modellist.json

@@ -260,6 +260,20 @@
       "_sobj[2]": -17
     }
   },
+  {
+    "name" : "obj_abs_01 obj:multi=2 writeprobindex",
+    "tags" : ["linear", "integer", "multiobj"],
+    "options": {
+      "ANYSOLVER_options": "multiobj=2 writeprob=obj_abs_01.lp writeprobindex=2",
+      "scip_options": "multiobj=2 writeprob=obj_abs_01.cip writeprobindex=2",
+      "gcg_options": "multiobj=2 writeprob=obj_abs_01.lp writeprobindex=2",
+      "mosek_options": "multiobj=2 writeprob=obj_abs_01.jtask writeprobindex=2"
+    },
+    "values": {
+      "_sobj[1]": 13,
+      "_sobj[2]": -17
+    }
+  },
   {
     "name" : "obj_abs_02",
     "tags" : ["linear", "integer", "multiobj"],