-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathreal_minlp.run
196 lines (147 loc) · 6.79 KB
/
real_minlp.run
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
reset;
suffix xscalefactor IN;
suffix cscalefactor IN;
suffix xfeastol IN;
suffix cfeastol IN;
suffix feaserror OUT;
suffix opterror OUT;
suffix intvarstrategy IN;
param CONST_POINT symbolic := "CONST_POINT";
param GOC_POINT symbolic := "GOC_POINT";
param DO_NOTHING symbolic := "DO_NOTHING";
param MPEC symbolic := "MPEC";
param OPTIMIZATION_CHOICE symbolic := MPEC;
param STRATEGY_INITPOINT symbolic := CONST_POINT;
/* param STRATEGY_INITPOINT symbolic := GOC_POINT; */
display STRATEGY_INITPOINT;
param FEASTOL := 1.001e-6;
param OPTTOL := 1e-3;
param FEASTOLABS := 1e-0;
param OPTTOLABS := 1e-0;
param TIME_BEGIN;
let TIME_BEGIN := time();
model real_minlp.mod;
data;
param: KEYS: LEFT RIGHT := include "real_minlp_instance.dat";
set PRECOND_CONSTRAINTS := include "real_minlp_precond_cstrs.dat";
model;
option solver knitroampl;
option knitro_options ('outlev=3 maxit=600 scale=2 feastol='&FEASTOL&' opttol='&OPTTOL&' feastolabs='&FEASTOLABS&' opttolabs='&OPTTOLABS&' bar_initpt=2 presolve=0 honorbnds=0');
###
# initialization
###
if STRATEGY_INITPOINT == GOC_POINT then{
let{(VAR_TYPE, REAL, name, NONE) in KEYS} x[name] := LEFT[VAR_TYPE, REAL, name, NONE]*1.0;
let{(VAR_TYPE, BOOL, name, NONE) in KEYS} y[name] := LEFT[VAR_TYPE, BOOL, name, NONE]*1.0;
} else if STRATEGY_INITPOINT == CONST_POINT then{
let{(VAR_TYPE, REAL, name, NONE) in KEYS} x[name] := 1.1;
let{(VAR_TYPE, BOOL, name, NONE) in KEYS} y[name] := 0.0;
};
let{varname in BINARY_VARIABLES} y[varname].xscalefactor := 1e+0;
let{(VAR_TYPE, REAL, name, NONE) in KEYS} x[name].xscalefactor := 1e-1;
option presolve 10;
#display{i in REAL_VARIABLES: x[i].lb2 != -Infinity and x[i].ub2 != Infinity}(x[i].lb2, x[i].ub2);
let{i in REAL_VARIABLES: x[i].lb2 != -Infinity and x[i].ub2 != Infinity} x[i].xscalefactor := (x[i].ub2-x[i].lb2);
option presolve 0;
# let{(VAR_TYPE, BOOL, name, NONE) in KEYS} y[name].xscalefactor := 1e+0;
option presolve 0;
if STRATEGY_INITPOINT == GOC_POINT and card({i in 1.._ncons: _con[i].slack<-1e-5})>1 then{
printf "---\nListing the constraints violated by initial point\n---\n";
printf "%-120s%15s%15s%15s%15s\n", "NAME", "LB", "BODY", "UB", "SLACK";
printf{i in 1.._ncons: _con[i].slack<-1e-5}"%-120s%15.6E%15.6E%15.6E%15.6E\n",
_conname[i],
_con[i].lb,
_con[i].body,
_con[i].ub,
_con[i].slack;
printf "---\n";
}
option presolve 0;
#define KTR_PARAM_MIP_INTVAR_STRATEGY 2030
# define KTR_MIP_INTVAR_STRATEGY_NONE 0
# define KTR_MIP_INTVAR_STRATEGY_RELAX 1
# define KTR_MIP_INTVAR_STRATEGY_MPEC 2
if OPTIMIZATION_CHOICE == MPEC then {
# first phase relaxation binary constraints
let{varname in BINARY_VARIABLES} y[varname].intvarstrategy := 1;
option knitro_options;
/* write gphase1; */
solve;
let{i in 1.._ncons} _con[i].cscalefactor := if abs(_con[i])>1e-5 then 1/abs(_con[i]) else 1;
#let{i in 1.._nvars} _var[i].xscalefactor := if abs(_var[i])>1e-5 then abs(_var[i]) else 1;
let{(VAR_TYPE, REAL, name, NONE) in KEYS} x[name].xscalefactor := if abs(x[name])>1e-5 then abs(x[name]) else 1;
close knitro_info.csv;
printf "%s;%f\n", "Time resolution Phase 1 ", time()-TIME_BEGIN > knitro_info.csv;
printf "%s;%f\n", "solve_result_num Phase 1", solve_result_num >> knitro_info.csv;
printf "%s;%f\n", "opterror Phase 1", CRITERION.opterror >> knitro_info.csv;
close knitro_info.csv;
if card({i in 1.._ncons: _con[i].slack<-1e-6})>1 then{
printf "---\nListing the constraints violated by relaxation solution point\n---\n";
printf "%60s%15s%15s%15s%15s\n", "NAME", "LB", "BODY", "UB", "SLACK";
printf{i in 1.._ncons: _con[i].slack<-1e-6}"%60s%15.6E%15.6E%15.6E%15.6E\n",
_conname[i],
_con[i].lb,
_con[i].body,
_con[i].ub,
_con[i].slack;
printf "---\n";
}
display abs(min(0, min{i in 1.._ncons} _con[i].slack));
display abs(min(0, min{i in 1.._nvars} _var[i].slack));
option presolve 0;
#exit;
option knitro_options ('outlev=3 maxit=600 scale=2 feastol='&FEASTOL&' opttol='&OPTTOL&' feastolabs='&FEASTOLABS&' opttolabs='&OPTTOLABS&' bar_initpt=2 presolve=0 honorbnds=0');
printf"Binary variables max dist to 1, phase 1\n";
display max{varname in BINARY_VARIABLES}min(
y[varname],
1-y[varname]
);
display card(BINARY_VARIABLES);
display BINARY_VARIABLES;
display y;
# second phase reformulating binary constraints into MPEC and starting from the previous KKT solution
let{varname in BINARY_VARIABLES} y[varname].intvarstrategy := 2;
#option presolve 10;
#display{i in REAL_VARIABLES: x[i].lb2 != -Infinity and x[i].ub2 != Infinity}(x[i].lb2, x[i].ub2);
#let{i in REAL_VARIABLES: x[i].lb2 != -Infinity and x[i].ub2 != Infinity} x[i].xscalefactor := (x[i].ub2-x[i].lb2)*1e-2;
option presolve 0;
#exit;
/* write gphase2; */
solve;
printf "%s;%f\n", "Time resolution Phase 2", time()-TIME_BEGIN >> knitro_info.csv;
printf "%s;%f\n", "solve_result_num Phase 2", solve_result_num >> knitro_info.csv;
printf "%s;%f\n", "opterror Phase 2", CRITERION.opterror >> knitro_info.csv;
close knitro_info.csv;
option solution_precision 0;
option display_precision 0;
printf"Binary variables max dist to 1, phase 2\n";
display max{varname in BINARY_VARIABLES}min(
y[varname],
1-y[varname]
);
display card(BINARY_VARIABLES);
display BINARY_VARIABLES;
display y;
let{varname in BINARY_VARIABLES} y[varname] := if y[varname] > 0.5 then 1 else 0;
display{i in 1.._ncons: _con[i].slack<-1e-6}(_conname [i], _con[i].slack);
fix{varname in BINARY_VARIABLES} y[varname];
solve;
printf "%s;%f\n", "Time resolution Phase 3", time()-TIME_BEGIN >> knitro_info.csv;
printf "%s;%f\n", "solve_result_num Phase 3", solve_result_num >> knitro_info.csv;
printf "%s;%f\n", "opterror Phase 3", CRITERION.opterror >> knitro_info.csv;
close knitro_info.csv;
# printf{i in 1.._ncons: _con[i].slack / (if abs(_con[i])==0 then 1 else _con[i]) <-1e-6}"violation on %50s : %10.6E\n", _conname [i], _con[i].slack;
printf{i in 1.._ncons: _con[i].slack / max(1, abs(_con[i].body))<-1e-6}"violation on %50s : %10.6E, %10.6E\n", _conname [i], _con[i].slack, _con[i].body;
#expand{i in 1.._ncons: _con[i].slack<-1e-6}_con[i];
expand constraint['Scen1_2_Gen1_BinDef-lower_Re'];
fix;
display y['BinVolt_2_Scen1_eq_BaseCase'];
display y['BinVolt_2_Scen1_inf_BaseCase'];
};
printf"%-40s;%s;%s\n", "#Var name", "Knitro sol", "GOC sol" > ("solution_"&STRATEGY_INITPOINT&".csv");
printf{var0 in REAL_VARIABLES} "%s;%.20e;%.20e\n", var0, x[var0], LEFT[VAR_TYPE, REAL, var0, NONE] > ("solution_"&STRATEGY_INITPOINT&".csv");
printf{var0 in BINARY_VARIABLES} "%s;%.20e;%.20e\n", var0, y[var0], LEFT[VAR_TYPE, BOOL, var0, NONE] > ("solution_"&STRATEGY_INITPOINT&".csv");
if STRATEGY_INITPOINT == GOC_POINT then{
printf"||x-x_GOC||_2 : %f\n", sqrt(sum{var0 in REAL_VARIABLES} (x[var0] - LEFT[VAR_TYPE, REAL, var0, NONE])^2);
printf"||x-x_GOC||_inf : %f\n\n", max{var0 in REAL_VARIABLES} abs(x[var0] - LEFT[VAR_TYPE, REAL, var0, NONE]);
}