Merge pull request #2191 from jsiirola/gams-writer-lb-cache

GAMS writer performance improvement (domain/bounds access)

Author: blnicho

pyomo/repn/plugins/gams_writer.py

@@ -40,7 +40,7 @@
 }
 _arc_functions = {'acos','asin','atan'}
 _dnlp_functions = {'ceil','floor','abs'}
-
+_zero_one = {0, 1}
 #
 # A visitor pattern that creates a string for an expression
 # that is compatible with the GAMS syntax.
@@ -209,18 +209,20 @@ def __init__(self, var_list, symbol_map):
             v = symbol_map.getObject(var)
             if v.is_fixed():
                 self.fixed.append(var)
-            elif v.is_binary():
-                self.binary.append(var)
+            elif v.is_continuous():
+                if v.lb == 0:
+                    self.positive.append(var)
+                else:
+                    self.reals.append(var)
             elif v.is_integer():
-                if (v.has_lb() and (value(v.lb) >= 0)) and \
-                   (v.has_ub() and (value(v.ub) <= 1)):
+                if all(bnd in _zero_one for bnd in v.bounds):
                     self.binary.append(var)
                 else:
                     self.ints.append(var)
-            elif value(v.lb) == 0:
-                self.positive.append(var)
             else:
-                self.reals.append(var)
+                raise RuntimeError(
+                    "Cannot output variable to GAMS: effective variable "
+                    "domain is not in {Reals, Integers, Binary}")
 
     def __iter__(self):
         """Iterate over all variables.
@@ -681,21 +683,21 @@ def _write_model(self,
         for category, var_name in categorized_vars:
             var = symbolMap.getObject(var_name)
             tc(var)
+            lb, ub = var.bounds
             if category == 'positive':
-                if var.has_ub():
+                if ub is not None:
                     output_file.write("%s.up = %s;\n" %
-                                      (var_name, ftoa(var.ub)))
+                                      (var_name, ftoa(ub)))
             elif category == 'ints':
-                if not var.has_lb():
+                if lb is None:
                     warn_int_bounds = True
                     # GAMS doesn't allow -INF lower bound for ints
                     logger.warning("Lower bound for integer variable %s set "
                                    "to -1.0E+100." % var.name)
                     output_file.write("%s.lo = -1.0E+100;\n" % (var_name))
-                elif value(var.lb) != 0:
-                    output_file.write("%s.lo = %s;\n" %
-                                      (var_name, ftoa(var.lb)))
-                if not var.has_ub():
+                elif lb != 0:
+                    output_file.write("%s.lo = %s;\n" % (var_name, ftoa(lb)))
+                if ub is None:
                     warn_int_bounds = True
                     # GAMS has an option value called IntVarUp that is the
                     # default upper integer bound, which it applies if the
@@ -705,22 +707,17 @@ def _write_model(self,
                                    "to +1.0E+100." % var.name)
                     output_file.write("%s.up = +1.0E+100;\n" % (var_name))
                 else:
-                    output_file.write("%s.up = %s;\n" %
-                                      (var_name, ftoa(var.ub)))
+                    output_file.write("%s.up = %s;\n" % (var_name, ftoa(ub)))
             elif category == 'binary':
-                if var.has_lb() and value(var.lb) != 0:
-                    output_file.write("%s.lo = %s;\n" %
-                                      (var_name, ftoa(var.lb)))
-                if var.has_ub() and value(var.ub) != 1:
-                    output_file.write("%s.up = %s;\n" %
-                                      (var_name, ftoa(var.ub)))
+                if lb != 0:
+                    output_file.write("%s.lo = %s;\n" % (var_name, ftoa(lb)))
+                if ub != 1:
+                    output_file.write("%s.up = %s;\n" % (var_name, ftoa(ub)))
             elif category == 'reals':
-                if var.has_lb():
-                    output_file.write("%s.lo = %s;\n" %
-                                      (var_name, ftoa(var.lb)))
-                if var.has_ub():
-                    output_file.write("%s.up = %s;\n" %
-                                      (var_name, ftoa(var.ub)))
+                if lb is not None:
+                    output_file.write("%s.lo = %s;\n" % (var_name, ftoa(lb)))
+                if ub is not None:
+                    output_file.write("%s.up = %s;\n" % (var_name, ftoa(ub)))
             else:
                 raise KeyError('Category %s not supported' % category)
             if warmstart and var.value is not None: