adding coverage for coeff rho

Author: bknueven

Diff for: examples/run_all.py

@@ -286,11 +286,10 @@ def do_one_mmw(dirname, runefstring, npyfile, mmwargstring):
        4,
        "--instance-name=sslp_15_45_10 --bundles-per-rank=2 "
        "--max-iterations=5 --default-rho=1 "
-       "--subgradient --xhatshuffle --fwph "
+       "--subgradient --xhatshuffle --fwph  --coeff-rho "
        "--linearize-proximal-terms "
        "--rel-gap=0.0 "
        "--solver-name={} --fwph-stop-check-tol 0.01".format(solver_name))
-
 do_one("sslp",
        "sslp_cylinders.py",
        3,

Diff for: examples/sslp/sslp_cylinders.py

@@ -32,6 +32,7 @@ def _parse_args():
     cfg.xhatshuffle_args()
     cfg.subgradient_args()
     cfg.reduced_costs_args()
+    cfg.coeff_rho_args()
     cfg.parse_command_line("sslp_cylinders")
     return cfg
 
@@ -87,9 +88,15 @@ def main():
     if reduced_costs:
         vanilla.add_reduced_costs_fixer(hub_dict, cfg)
 
+    if cfg.coeff_rho:
+        vanilla.add_coeff_rho(hub_dict, cfg)
+
     # FWPH spoke
     if fwph:
         fw_spoke = vanilla.fwph_spoke(*beans, scenario_creator_kwargs=scenario_creator_kwargs)
+        # Need to fix FWPH to support extensions
+        # if cfg.coeff_rho:
+        #     vanilla.add_coeff_rho(fw_spoke, cfg)
 
     # Standard Lagrangian bound spoke
     if lagrangian:
@@ -100,6 +107,8 @@ def main():
         subgradient_spoke = vanilla.subgradient_spoke(*beans,
                                               scenario_creator_kwargs=scenario_creator_kwargs,
                                               rho_setter = None)
+        if cfg.coeff_rho:
+            vanilla.add_coeff_rho(subgradient_spoke, cfg)
 
     # xhat looper bound spoke
     if xhatlooper:

Diff for: mpisppy/generic_cylinders.py

@@ -190,10 +190,11 @@ def _do_decomp(module, cfg, scenario_creator, scenario_creator_kwargs, scenario_
                                       all_nodenames=all_nodenames,
                                       rho_setter=rho_setter,
                                       )
-        if cfg.sep_rho:
-            vanilla.add_sep_rho(fw_spoke, cfg)
-        if cfg.coeff_rho:
-            vanilla.add_coeff_rho(fw_spoke, cfg)
+        # Need to fix FWPH to support extensions
+        # if cfg.sep_rho:
+        #     vanilla.add_sep_rho(fw_spoke, cfg)
+        # if cfg.coeff_rho:
+        #     vanilla.add_coeff_rho(fw_spoke, cfg)
 
     # Standard Lagrangian bound spoke
     if cfg.lagrangian:

Diff for: mpisppy/utils/cfg_vanilla.py

@@ -205,12 +205,10 @@ def add_sep_rho(hub_dict, cfg):
     hub_dict = extension_adder(hub_dict,SepRho)
     hub_dict["opt_kwargs"]["options"]["sep_rho_options"] = {"multiplier" : cfg.sep_rho_multiplier}
 
-
 def add_coeff_rho(hub_dict, cfg):
     hub_dict = extension_adder(hub_dict,CoeffRho)
     hub_dict["opt_kwargs"]["options"]["coeff_rho_options"] = {"multiplier" : cfg.coeff_rho_multiplier}
 
-
 def add_cross_scenario_cuts(hub_dict,
                             cfg,
                             ):

Diff for: mpisppy/utils/sputils.py

@@ -942,24 +942,36 @@ def reenable_tictoc_output():
     tt_timer._ostream.close()
     tt_timer._ostream = sys.stdout
 
-    
+
 def find_active_objective(pyomomodel):
+    return find_objective(pyomomodel, active=True)
+
+
+def find_objective(pyomomodel, active=False):
     # return the only active objective or raise and error
     obj = list(pyomomodel.component_data_objects(
         Objective, active=True, descend_into=True))
-    if len(obj) != 1:
+    if len(obj) == 1:
+        return obj[0]
+    if active or len(obj) > 1:
         raise RuntimeError("Could not identify exactly one active "
                            "Objective for model '%s' (found %d objectives)"
                            % (pyomomodel.name, len(obj)))
-    return obj[0]
+    # search again for a single inactive objective
+    obj = list(pyomomodel.component_data_objects(
+        Objective, descend_into=True))
+    if len(obj) == 1:
+        return obj[0]
+    raise RuntimeError("Could not identify exactly one objective for model "
+                       f"{pyomomodel.name} (found {len(obj)} objectives)")
 
 
 def nonant_cost_coeffs(s):
     """
     return a dictionary from s._mpisppy_data.nonant_indices.keys()
     to the objective cost coefficient
     """
-    objective = find_active_objective(s)
+    objective = find_objective(s)
 
     # initialize to 0
     cost_coefs = {ndn_i: 0 for ndn_i in s._mpisppy_data.nonant_indices}