Work with the changes in the output format of MibS and add test examples for MibS solver

pao/mpr/examples/__init__.py

@@ -8,6 +8,8 @@
 from . import besancon27_shifted
 from . import getachew_ex1
 from . import getachew_ex2
+from . import mibs
+from . import moore
 from . import pineda
 from . import toyexample1
 from . import toyexample2

pao/mpr/solvers/mibs.py

@@ -124,23 +124,33 @@ def _initialize_results(self, ans, M):
                 #print(state, line)
                 line = line.strip()
                 if state == 0:
+                    if line.startswith("ERROR"):
+                        solv.termination_condition = pao.common.TerminationCondition.error
+                        raise RuntimeError(line)
                     if line.startswith("Optimal solution:"):
                         solv.termination_condition = pao.common.TerminationCondition.optimal
                         state = 1
                 elif state == 1:
                     solv.best_feasible_objective = float(line.split("=")[1])
                     state = 2
                 elif state == 2:
+                    state = 2.1
+                    first_index = 0
+                elif state == 2.1:
+                    if line.startswith("Second"):
+                        state = 2.2
+                        second_index = 0
+                        continue
+                    name, _, val = line.split(" ")
+                    M.U.x.values[first_index] = float(val)
+                    first_index += 1
+                elif state == 2.2:
                     if line.startswith("Number"):
                         state = 3
                         continue
                     name, _, val = line.split(" ")
-                    vname, index = name[:-1].split("[")
-                    #print(vname, index, val)
-                    if vname == "x":
-                        M.U.x.values[int(index)] = float(val)
-                    else:
-                        M.U.LL.x.values[int(index)] = float(val)
+                    M.U.LL.x.values[second_index] = float(val)
+                    second_index += 1
         return results
 
     def _debug(self, M):    # pragma: no cover
@@ -223,7 +233,7 @@ def create_mibs_model(self, repn, mps_filename, aux_filename):
                 OUTPUT.write("OS 1\n")
             else:
                 OUTPUT.write("OS -1\n")
-        
+
         return M
 
 pao.common.SolverAPI._generate_solve_docstring(LinearMultilevelSolver_MIBS)

pao/mpr/tests/test_solve.py

@@ -5,7 +5,7 @@
 import pyomo.opt
 
 
-solvers = pyomo.opt.check_available_solvers('glpk','cbc','ipopt')
+solvers = pyomo.opt.check_available_solvers('glpk','cbc','ipopt','mibs')
 
 
 class Test_bilevel_FA(unittest.TestCase):
@@ -43,7 +43,7 @@ def test_barguel(self):
         except AssertionError:
             pass
 
-        lmp, soln = linearize_bilinear_terms(qmp, 1e6) 
+        lmp, soln = linearize_bilinear_terms(qmp, 1e6)
         lmp.check()
         opt.solve(lmp)
         soln.copy(From=lmp, To=qmp)
@@ -225,7 +225,7 @@ def test_barguel(self):
         except AssertionError:
             pass
 
-        lmp, soln = linearize_bilinear_terms(qmp, 1e6) 
+        lmp, soln = linearize_bilinear_terms(qmp, 1e6)
         lmp.check()
         opt.solve(lmp)
         soln.copy(From=lmp, To=qmp)
@@ -317,6 +317,161 @@ def test_toyexample3(self):
         self.assertEqual(mpr.U.LL.x.values[1], 0)
 
 
+@unittest.skipIf('mibs' not in solvers, "MibS solver is not available")
+class Test_bilevel_MIBS(unittest.TestCase):
+
+    def test_bard511(self):
+        mpr = examples.bard511.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 4, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 4, abs_tol=1e-4))
+
+    def test_bard511_list(self):
+        mpr = examples.bard511_list.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 4, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 4, abs_tol=1e-4))
+
+    def test_barguel(self):
+        qmp = examples.barguel.create()
+        qmp.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        try:
+            opt.solve(qmp)
+            self.fail("Expected an assertion error")
+        except AssertionError:
+            pass
+
+        lmp, soln = linearize_bilinear_terms(qmp, 1e6)
+        lmp.check()
+        opt.solve(lmp)
+        soln.copy(From=lmp, To=qmp)
+
+        self.assertTrue(math.isclose(qmp.U.x.values[0], 0))
+        self.assertTrue(math.isclose(qmp.U.LL.x.values[0], 0))
+        self.assertTrue(math.isclose(qmp.U.LL.x.values[1], 0))
+
+    def test_besancon27(self):
+        mpr = examples.besancon27.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 0, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 1, abs_tol=1e-4))
+
+    def test_besancon27_shifted(self):
+        mpr = examples.besancon27_shifted.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 2.5, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 1.25, abs_tol=1e-4))
+
+    def test_getachew_ex1(self):
+        mpr = examples.getachew_ex1.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 8, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 6, abs_tol=1e-4))
+
+    def test_getachew_ex2(self):
+        mpr = examples.getachew_ex2.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 6, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 8, abs_tol=1e-4))
+
+    def test_mibs(self):
+        mpr = examples.mibs.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        opt.solve(mpr)
+
+        self.assertTrue(math.isclose(mpr.U.x.values[0], 6, abs_tol=1e-4))
+        self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 5, abs_tol=1e-4))
+
+    def test_moore(self):
+        mpr = examples.moore.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        opt.solve(mpr)
+
+        self.assertTrue(math.isclose(mpr.U.x.values[0], 2, abs_tol=1e-4))
+        self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 2, abs_tol=1e-4))
+
+    def test_pineda(self):
+        mpr = examples.pineda.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 2, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 100, abs_tol=1e-4))
+
+    def test_toyexample1(self):
+        mpr = examples.toyexample1.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        opt.solve(mpr)
+
+        self.assertEqual(mpr.U.x.values[0], 2)
+        self.assertEqual(mpr.U.LL.x.values[0], 2)
+
+    def test_toyexample2(self):
+        mpr = examples.toyexample2.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+        opt.solve(mpr)
+
+        self.assertEqual(mpr.U.x.values[0], 8)
+        self.assertEqual(mpr.U.LL.x.values[0], 6)
+
+    def test_toyexample3(self):
+        mpr = examples.toyexample3.create()
+        mpr.check()
+
+        opt = Solver('pao.mpr.MIBS')
+
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(mpr)
+
+        # self.assertTrue(math.isclose(mpr.U.x.values[0], 3, abs_tol=1e-4))
+        # self.assertTrue(math.isclose(mpr.U.LL.x.values[0], 0.5, abs_tol=1e-4))
+        # self.assertEqual(mpr.U.x.values[1], 8)
+        # self.assertEqual(mpr.U.LL.x.values[1], 0)
+
+
 #class Test_bilevel_ld(unittest.TestCase):
 class XTest_bilevel_ld(object):
 

pao/pyomo/examples/__init__.py

@@ -5,6 +5,8 @@
 from . import besancon27
 from . import getachew_ex1
 from . import getachew_ex2
+from . import mibs
+from . import moore
 from . import pineda
 from . import sip_example1
 from . import toyexample1

pao/pyomo/tests/test_mpr.py

@@ -5,7 +5,7 @@
 import pyomo.opt
 
 
-solvers = pyomo.opt.check_available_solvers('glpk','cbc','ipopt','gurobi')
+solvers = pyomo.opt.check_available_solvers('glpk','cbc','ipopt','gurobi', 'mibs')
 
 
 class Test_solver(unittest.TestCase):
@@ -259,5 +259,104 @@ def test_toyexample3(self):
         self.assertEqual(M.L.xZ.value, 0)
 
 
+@unittest.skipIf('mibs' not in solvers, "MibS solver is not available")
+class Test_bilevel_MIBS(unittest.TestCase):
+
+    def test_bard511(self):
+        M = examples.bard511.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(M)
+
+    def test_barguel(self):
+        M = examples.barguel.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        try:
+            opt.solve(M)
+            self.fail("Expected an assertion error")
+        except AssertionError:
+            pass
+
+        opt.solve(M, linearize_bigm=1e6)
+
+        self.assertTrue(math.isclose(M.u.value, 0))
+        self.assertTrue(math.isclose(M.x.value, 0))
+        self.assertTrue(math.isclose(M.y.value, 0))
+
+    def test_besancon27(self):
+        M = examples.besancon27.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(M)
+
+    def test_getachew_ex1(self):
+        M = examples.getachew_ex1.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(M)
+
+    def test_getachew_ex2(self):
+        M = examples.getachew_ex2.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(M)
+
+    def test_mibs(self):
+        M = examples.mibs.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        opt.solve(M)
+
+        self.assertTrue(math.isclose(M.x.value, 6, abs_tol=1e-4))
+        self.assertTrue(math.isclose(M.y.value, 5, abs_tol=1e-4))
+
+    def test_moore(self):
+        M = examples.moore.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        opt.solve(M)
+
+        self.assertEqual(M.xZ.value, 2)
+        self.assertEqual(M.L.xZ.value, 2)
+
+    def test_pineda(self):
+        M = examples.pineda.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(M)
+
+    def test_toyexample1(self):
+        M = examples.toyexample1.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        opt.solve(M)
+
+        self.assertEqual(M.xZ.value, 2)
+        self.assertEqual(M.L.xZ.value, 2)
+
+    def test_toyexample2(self):
+        M = examples.toyexample2.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        opt.solve(M)
+
+        self.assertEqual(M.xZ.value, 8)
+        self.assertEqual(M.L.xZ.value, 6)
+
+    def test_toyexample3(self):
+        M = examples.toyexample3.create()
+
+        opt = Solver('pao.pyomo.MIBS')
+        with self.assertRaisesRegex(RuntimeError, "ERROR:All linking variables should be integer"):
+            opt.solve(M)
+
+
 if __name__ == "__main__":
     unittest.main()