GDP Hull transform: add handling for cases of constraint functions not well-defined at the origin#3880
GDP Hull transform: add handling for cases of constraint functions not well-defined at the origin#3880sadavis1 wants to merge 42 commits intoPyomo:mainfrom
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… on solver particulars. Hopefully also less buggy.
it's probably more likely to be installed than baron
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## main #3880 +/- ##
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Coverage 89.98% 89.99%
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Files 904 904
Lines 106891 107028 +137
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+ Hits 96191 96315 +124
- Misses 10700 10713 +13
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Updated for review comments |
bernalde
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bernalde
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Please address the inline comments.
| local_vars[disj].add(var) | ||
| all_local_vars.add(var) | ||
| else: | ||
| vars_to_disaggregate[disjunct].add(var) |
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Blocking: This branch uses the stale outer-loop disjunct variable instead of the current disj. For a variable marked LocalVars while appearing in multiple disjuncts, this only adds the variable to vars_to_disaggregate for the last active disjunct, leaving other disjuncts without a substitute. A simple two-disjunct model with x in both disjuncts and LocalVars entries for both currently fails during transformation with ValueError: No value for uninitialized ScalarVar object x.
Please use the current disjunct and add regression coverage for the generalized-local-vars case. The fix may need to ensure every disjunct in disjuncts_var_appears_in[var] gets a disaggregated variable once the variable is treated as generalized local.
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Good catch. I think all that needs to be done here is to use the correct variable disj instead of disjunct (I really dislike how python keeps that variable in scope after its loop is finished...). I fixed that and added a test for generalized localvars to ensure it behaves as intended.
| f"{e.__class__.__name__} (was prepared for success or a ValueError)." | ||
| ) | ||
| raise | ||
| # Second, try making it well-defined by editing only the regular vars |
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Blocking: _get_well_defined_point() mutates original model variables before calling the heuristic solver, but restores values/fixed states only on the successful path. If the solver is unavailable, errors, or no point is found, the user model is left changed. For example, with a fixed initialized variable, a failed hull transform due to missing gurobipy left x changed from value=5, fixed=True to value=0, fixed=False.
Please wrap the solve/search section in try/finally and restore orig_values and orig_fixed on all exits, including solver exceptions and the GDP_Error path.
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Fixed -- now handled in a finally block, so the original model state is restored even when we exit by throwing
| self.assertEqual(m_pts[m.disjunction][m.a], 0) | ||
| self.assertEqual(m_pts[m.disjunction][m.x], 0) | ||
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| @unittest.skipUnless(gurobi_available, "Gurobi is not available") |
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Nonblocking: Most new domain-restriction coverage is skipped when Gurobi is unavailable, including the documented escape hatch for users who pass well_defined_points directly. Please add at least one non-Gurobi test that supplies a ComponentMap manually, for example transforming log(m.x - 1) with {m.disjunction: ComponentMap([(m.x, 2)])}.
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I don't think this is a concern--we have Gurobi in our testing infrastructure.
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It's no trouble so I went ahead and added one anyway
| """, | ||
| ), | ||
| ) | ||
| CONFIG.declare( |
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Nonblocking: The class docstring says the transformation accepts keyword arguments but still lists only perspective_function, EPS, and targets. Since this PR adds public options, please document well_defined_points and well_defined_points_heuristic_solver there or point readers to the generated CONFIG documentation.
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Added those entries to the class doc
…ting needed for correctness here.
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Merged in the latest changes from main, fixing conflicts, and addressed review comments - thank you David for the review. |
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(1 character fix; test was throwing the right exception but not for the exact reason I wanted) |
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Fixes # n/a
Summary/Motivation:
When applying the gdp.hull transformation to a model containing a constraint function whose evaluation is not well-defined when every variable is fixed at zero, the perspective functions used by the hull transformation are not well-defined either and lead to errors, especially when the mode is set to FurmanSawayaGrossmann (which is the useful one). This PR slightly alters the mathematical formulation to permit a nonzero base point which can be used in place of the origin, and adds a heuristic to try to magically find one by calling gurobi. When the zero point works, it uses that so Gurobi is never invoked.
Note: this is a minor merge conflict with #3874, if that is merged first I can rebase this
Changes proposed in this PR:
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