[WIP] Coramin

.coveragerc

@@ -3,6 +3,7 @@ omit =
     setup.py
     */tests/*
     */tmp/*
+    */minlplib/*
 
 # The [run] section must be at the end, as the build harness will add a
 # "data_file" directive to the end of this file.
@@ -17,3 +18,4 @@ source =
 omit =
     # github actions creates a cache directory we don't want measured
     cache/*
+    */minlplib/*

.github/workflows/test_branches.yml

@@ -21,7 +21,7 @@ defaults:
 env:
   PYTHONWARNINGS: ignore::UserWarning
   PYTHON_CORE_PKGS: wheel
-  PYPI_ONLY: z3-solver
+  PYPI_ONLY: z3-solver pybnb
   PYPY_EXCLUDE: scipy numdifftools seaborn statsmodels
   CACHE_VER: v221013.1
   NEOS_EMAIL: [email protected]
@@ -95,6 +95,14 @@ jobs:
           PYENV: conda
           PACKAGES: openmpi mpi4py
 
+        - os: ubuntu-latest
+          python: 3.11
+          other: /singletest
+          category: "-m 'neos or importtest'"
+          skip_doctest: 1
+          TARGET: linux
+          PYENV: pip
+
         - os: ubuntu-latest
           python: '3.10'
           other: /cython
@@ -150,6 +158,24 @@ jobs:
     #    path: cache/os
     #    key: pkg-${{env.CACHE_VER}}.0-${{runner.os}}
 
+    - name: install GiNaC
+      if: matrix.other == '/singletest'
+      run: |
+        cd ..
+        curl https://www.ginac.de/CLN/cln-1.3.7.tar.bz2 >cln-1.3.7.tar.bz2
+        tar -xvf cln-1.3.7.tar.bz2
+        cd cln-1.3.7
+        ./configure
+        make -j 2
+        sudo make install
+        cd ..
+        curl https://www.ginac.de/ginac-1.8.7.tar.bz2 >ginac-1.8.7.tar.bz2
+        tar -xvf ginac-1.8.7.tar.bz2
+        cd ginac-1.8.7
+        ./configure
+        make -j 2
+        sudo make install
+
     - name: TPL package download cache
       uses: actions/cache@v4
       if: ${{ ! matrix.slim }}
@@ -268,6 +294,8 @@ jobs:
                 || echo "WARNING: Gurobi is not available"
             python -m pip install --cache-dir cache/pip xpress \
                 || echo "WARNING: Xpress Community Edition is not available"
+            python -m pip install --cache-dir cache/pip pybnb \
+                || echo "WARNING: pybnb is not available"
             if [[ ${{matrix.python}} == pypy* ]]; then
                 echo "skipping wntr for pypy"
             else
@@ -337,6 +365,8 @@ jobs:
         echo "*** Install Pyomo dependencies ***"
         # Note: this will fail the build if any installation fails (or
         # possibly if it outputs messages to stderr)
+        CONDA_DEPENDENCIES="$CONDA_DEPENDENCIES metis"
+        PYPI_DEPENDENCIES="$PYPI_DEPENDENCIES metis"
         conda install --update-deps -y $CONDA_DEPENDENCIES
         if test -z "${{matrix.slim}}"; then
             PYVER=$(echo "py${{matrix.python}}" | sed 's/\.//g')
@@ -609,13 +639,26 @@ jobs:
         echo ""
         pyomo build-extensions --parallel 2
 
+    - name: Install GiNaC Interface
+      if: matrix.other == '/singletest'
+      run: |
+        export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
+        echo "LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH" >> $GITHUB_ENV
+        cd pyomo/contrib/simplification/
+        $PYTHON_EXE build.py --inplace
+
     - name: Report pyomo plugin information
       run: |
         echo "$PATH"
         pyomo help --solvers || exit 1
         pyomo help --transformations || exit 1
         pyomo help --writers || exit 1
 
+    - name: Run Simplification Tests
+      if: matrix.other == '/singletest'
+      run: |
+        pytest -v -m 'simplification' pyomo/contrib/simplification/tests/test_simplification.py --junitxml="TEST-pyomo-simplify.xml"
+
     - name: Run Pyomo tests
       if: matrix.mpi == 0
       run: |

.github/workflows/test_pr_and_main.yml

@@ -29,7 +29,7 @@ defaults:
 env:
   PYTHONWARNINGS: ignore::UserWarning
   PYTHON_CORE_PKGS: wheel
-  PYPI_ONLY: z3-solver
+  PYPI_ONLY: z3-solver pybnb
   PYPY_EXCLUDE: scipy numdifftools seaborn statsmodels
   CACHE_VER: v221013.1
   NEOS_EMAIL: [email protected]
@@ -187,6 +187,24 @@ jobs:
     #    path: cache/os
     #    key: pkg-${{env.CACHE_VER}}.0-${{runner.os}}
 
+    - name: install GiNaC
+      if: matrix.other == '/singletest'
+      run: |
+        cd ..
+        curl https://www.ginac.de/CLN/cln-1.3.7.tar.bz2 >cln-1.3.7.tar.bz2
+        tar -xvf cln-1.3.7.tar.bz2
+        cd cln-1.3.7
+        ./configure
+        make -j 2
+        sudo make install
+        cd ..
+        curl https://www.ginac.de/ginac-1.8.7.tar.bz2 >ginac-1.8.7.tar.bz2
+        tar -xvf ginac-1.8.7.tar.bz2
+        cd ginac-1.8.7
+        ./configure
+        make -j 2
+        sudo make install
+
     - name: TPL package download cache
       uses: actions/cache@v4
       if: ${{ ! matrix.slim }}
@@ -305,6 +323,8 @@ jobs:
                 || echo "WARNING: Gurobi is not available"
             python -m pip install --cache-dir cache/pip xpress \
                 || echo "WARNING: Xpress Community Edition is not available"
+            python -m pip install --cache-dir cache/pip pybnb \
+                || echo "WARNING: pybnb is not available"
             if [[ ${{matrix.python}} == pypy* ]]; then
                 echo "skipping wntr for pypy"
             else
@@ -373,6 +393,8 @@ jobs:
         echo "*** Install Pyomo dependencies ***"
         # Note: this will fail the build if any installation fails (or
         # possibly if it outputs messages to stderr)
+        CONDA_DEPENDENCIES="$CONDA_DEPENDENCIES metis"
+        PYPI_DEPENDENCIES="$PYPI_DEPENDENCIES metis"
         conda install --update-deps -q -y $CONDA_DEPENDENCIES
         if test -z "${{matrix.slim}}"; then
             PYVER=$(echo "py${{matrix.python}}" | sed 's/\.//g')
@@ -646,13 +668,26 @@ jobs:
         echo ""
         pyomo build-extensions --parallel 2
 
+    - name: Install GiNaC Interface
+      if: matrix.other == '/singletest'
+      run: |
+        export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
+        echo "LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH" >> $GITHUB_ENV
+        cd pyomo/contrib/simplification/
+        $PYTHON_EXE build.py --inplace
+
     - name: Report pyomo plugin information
       run: |
         echo "$PATH"
         pyomo help --solvers || exit 1
         pyomo help --transformations || exit 1
         pyomo help --writers || exit 1
 
+    - name: Run Simplification Tests
+      if: matrix.other == '/singletest'
+      run: |
+        pytest -v -m 'simplification' pyomo/contrib/simplification/tests/test_simplification.py --junitxml="TEST-pyomo-simplify.xml"
+
     - name: Run Pyomo tests
       if: matrix.mpi == 0
       run: |

pyomo/contrib/appsi/base.py

@@ -1637,7 +1637,7 @@ def solve(
 
         return legacy_results
 
-    def available(self, exception_flag=True):
+    def available(self, exception_flag=False):
         ans = super(LegacySolverInterface, self).available()
         if exception_flag and not ans:
             raise ApplicationError(f'Solver {self.__class__} is not available ({ans}).')

pyomo/contrib/appsi/fbbt.py

@@ -147,7 +147,8 @@ def _add_params(self, params: List[ParamData]):
         cparams = cmodel.create_params(len(params))
         for ndx, p in enumerate(params):
             cp = cparams[ndx]
-            cp.value = p.value
+            if p.value is not None:
+                cp.value = p.value
             self._param_map[id(p)] = cp
         if self._symbolic_solver_labels:
             for ndx, p in enumerate(params):
@@ -222,7 +223,8 @@ def _update_variables(self, variables: List[VarData]):
     def update_params(self):
         for p_id, p in self._params.items():
             cp = self._param_map[p_id]
-            cp.value = p.value
+            if p.value is not None:
+                cp.value = p.value
 
     def set_objective(self, obj: ObjectiveData):
         if self._symbolic_solver_labels:

pyomo/contrib/appsi/solvers/highs.py

@@ -480,6 +480,7 @@ def _remove_constraints(self, cons: List[ConstraintData]):
             del self._solver_con_to_pyomo_con_map[con_ndx]
             indices_to_remove.append(con_ndx)
             self._mutable_helpers.pop(con, None)
+        indices_to_remove.sort()
         self._solver_model.deleteRows(
             len(indices_to_remove), np.array(indices_to_remove)
         )

pyomo/contrib/coramin/README.md

@@ -0,0 +1,43 @@
+# Coramin
+
+Coramin is a Pyomo-based Python package that provides tools for
+developing tailored algorithms for mixed-integer nonlinear programming
+problems (MINLP's). This software includes classes for managing and
+refining convex relaxations of nonconvex constraints. These classes
+provide methods for updating the relaxation based on new variable
+bounds, creating and managing piecewise relaxations (for multi-tree
+based algorithms), and adding outer-approximation based cuts for
+convex or concave constraints. These classes inherit from Pyomo
+Blocks, so they can be easily integrated with Pyomo
+models. Additionally, Coramin has functions for automatically
+generating convex relaxations of general Pyomo models. Coramin also
+has tools for domain reduction, including a parallel implementation
+of optimization-based bounds tightening (OBBT) and various OBBT
+filtering techniques.
+
+## Primary Contributors
+### [Michael Bynum](https://github.com/michaelbynum)
+- Relaxation classes
+- OBBT
+- OBBT Filtering
+- Factorable programming approach to generating relaxations
+
+### [Carl Laird](https://github.com/carldlaird)
+- Parallel OBBT
+- McCormick and piecewise McCormick relaxations for bilinear terms
+- Relaxations for univariate convex/concave functions
+
+### [Anya Castillo](https://github.com/anyacastillo)
+- Relaxation classes
+
+### [Francesco Ceccon](https://github.com/fracek)
+- Alpha-BB relaxation
+
+## Relevant Packages
+
+### [Suspect](https://github.com/cog-imperial/suspect)
+Use of Coramin can be improved significantly by also utilizing
+Suspect's convexity detection and feasibility-based bounds tightening
+features. Future development of Coramin will directly use Suspect in
+Coramin's factorable programming approach to generating relaxations.
+

pyomo/contrib/coramin/__init__.py

@@ -0,0 +1,23 @@
+from pyomo.common.dependencies import numpy, numpy_available, attempt_import
+from pyomo.common import unittest
+
+if not numpy_available:
+    raise unittest.SkipTest('numpy is not available')
+
+pybnb, pybnb_available = attempt_import('pybnb')
+if not pybnb_available:
+    raise unittest.SkipTest('pybnb is not available')
+
+from . import utils
+from . import domain_reduction
+from . import relaxations
+from . import algorithms
+from . import third_party
+from .utils import (
+    RelaxationSide,
+    FunctionShape,
+    Effort,
+    EigenValueBounder,
+    simplify_expr,
+    get_objective,
+)

pyomo/contrib/coramin/algorithms/__init__.py

@@ -0,0 +1,3 @@
+from .ecp_bounder import ECPBounder
+from .multitree.multitree import MultiTree
+from .bnb.bnb import BnBSolver

pyomo/contrib/coramin/algorithms/alg_utils.py

@@ -0,0 +1,89 @@
+import pyomo.environ as pe
+from pyomo.repn.standard_repn import generate_standard_repn, StandardRepn
+from pyomo.contrib.coramin.relaxations.split_expr import split_expr
+from pyomo.core.expr.numeric_expr import LinearExpression
+from pyomo.core.base.var import _GeneralVarData
+from pyomo.core.base.block import _BlockData
+from pyomo.common.collections import ComponentSet
+from typing import Tuple, List, Sequence
+
+
+def collect_vars(m: _BlockData) -> Tuple[List[_GeneralVarData], List[_GeneralVarData]]:
+    binary_vars = ComponentSet()
+    integer_vars = ComponentSet()
+    for v in m.vars:
+        if v.is_binary():
+            binary_vars.add(v)
+        elif v.is_integer():
+            integer_vars.add(v)
+    return list(binary_vars), list(integer_vars)
+
+
+def relax_integers(
+    binary_vars: Sequence[_GeneralVarData], integer_vars: Sequence[_GeneralVarData]
+):
+    for v in list(binary_vars) + list(integer_vars):
+        lb, ub = v.bounds
+        v.domain = pe.Reals
+        v.setlb(lb)
+        v.setub(ub)
+
+
+def impose_structure(m):
+    m.aux_vars = pe.VarList()
+
+    for key, c in list(m.nonlinear.cons.items()):
+        repn: StandardRepn = generate_standard_repn(
+            c.body, quadratic=False, compute_values=True
+        )
+        expr_list = split_expr(repn.nonlinear_expr)
+        if len(expr_list) == 1:
+            continue
+
+        linear_coefs = list(repn.linear_coefs)
+        linear_vars = list(repn.linear_vars)
+        for term in expr_list:
+            v = m.aux_vars.add()
+            linear_coefs.append(1)
+            linear_vars.append(v)
+            m.vars.append(v)
+            if c.equality or (c.lb == c.ub and c.lb is not None):
+                m.nonlinear.cons.add(v == term)
+            elif c.ub is None:
+                m.nonlinear.cons.add(v <= term)
+            elif c.lb is None:
+                m.nonlinear.cons.add(v >= term)
+            else:
+                m.nonlinear.cons.add(v == term)
+        new_expr = LinearExpression(
+            constant=repn.constant, linear_coefs=linear_coefs, linear_vars=linear_vars
+        )
+        m.linear.cons.add((c.lb, new_expr, c.ub))
+        del m.nonlinear.cons[key]
+
+    if hasattr(m.nonlinear, 'obj'):
+        obj = m.nonlinear.obj
+        repn: StandardRepn = generate_standard_repn(
+            obj.expr, quadratic=False, compute_values=True
+        )
+        expr_list = split_expr(repn.nonlinear_expr)
+        if len(expr_list) > 1:
+            linear_coefs = list(repn.linear_coefs)
+            linear_vars = list(repn.linear_vars)
+            for term in expr_list:
+                v = m.aux_vars.add()
+                linear_coefs.append(1)
+                linear_vars.append(v)
+                m.vars.append(v)
+                if obj.sense == pe.minimize:
+                    m.nonlinear.cons.add(v >= term)
+                else:
+                    assert obj.sense == pe.maximize
+                    m.nonlinear.cons.add(v <= term)
+            new_expr = LinearExpression(
+                constant=repn.constant,
+                linear_coefs=linear_coefs,
+                linear_vars=linear_vars,
+            )
+            m.linear.obj = pe.Objective(expr=new_expr, sense=obj.sense)
+            del m.nonlinear.obj