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Various bug fixes #126

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merged 17 commits into from
Aug 21, 2017
Merged

Various bug fixes #126

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8c2c88b
Use real functions for gurobi tolerances (#124)
cdiener Aug 7, 2017
f74c447
Don't trigger update in _get_expression with gurobi (#121)
cdiener Aug 7, 2017
44bdb7a
newer Gurobi raises AttributeError if objective value is invalidated …
cdiener Aug 7, 2017
935fb9c
fix: make sure only relevant attribute retrieval can get excepted
KristianJensen Aug 7, 2017
1172bfa
fix: memory leak when garbage collecting glpk models
KristianJensen Aug 8, 2017
91d93f1
Fix gurobi constraint primal calculation (#120)
cdiener Aug 9, 2017
e0ff077
fix: make gurobi constraint primal handle range constraints
KristianJensen Aug 9, 2017
297d230
fix: make gurobi configuration picklable
KristianJensen Aug 9, 2017
9c28a5e
chore: workaround cplex get_indices slowness
KristianJensen Aug 11, 2017
a3fbbea
fix: flake8
KristianJensen Aug 11, 2017
6db0f35
test: test objective with over 1000 variables
KristianJensen Aug 11, 2017
4b7d44d
Merge branch 'devel' into bug-fixes
KristianJensen Aug 11, 2017
7e9b5bc
fix: comment out glpk model __del__ method
KristianJensen Aug 14, 2017
846e546
chore: make duality ready for symengine
KristianJensen Aug 21, 2017
372307e
fix: make symengine symbol picklable
KristianJensen Aug 21, 2017
b59c7f1
test: adapt expression_parsing tests to symengine
KristianJensen Aug 21, 2017
992acde
test: skip large objective test with scipy
KristianJensen Aug 21, 2017
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5 changes: 4 additions & 1 deletion optlang/glpk_interface.py
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Original file line number Diff line number Diff line change
Expand Up @@ -50,7 +50,7 @@
glp_get_mat_row, glp_get_row_ub, glp_get_row_type, glp_get_row_lb, glp_get_row_name, glp_get_obj_coef, \
glp_get_obj_dir, glp_scale_prob, GLP_SF_AUTO, glp_get_num_int, glp_get_num_bin, glp_mip_col_val, \
glp_mip_obj_val, glp_mip_status, GLP_ETMLIM, glp_adv_basis, glp_read_lp, glp_mip_row_val, \
get_col_primals, get_col_duals, get_row_primals, get_row_duals
get_col_primals, get_col_duals, get_row_primals, get_row_duals, glp_delete_prob



Expand Down Expand Up @@ -579,6 +579,9 @@ def __setstate__(self, repr_dict):
if repr_dict['glpk_status'] == 'optimal':
self.optimize() # since the start is an optimal solution, nothing will happen here

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You might also need to delete self._variables/constraints/objective here since the Python GC does not resolve cyclical dependencies automatically for objects that have a del method for some older Python versions I think...

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The problem is that __del__ is only being called when the object is garbage collected (which it isn't in this case if it has a __del__ method) :(

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Ah ok, good catch. Maybe wrap glp_prob into its own class with a __del__ method, use the wrapped object as Model.problem and rather reference Model instead of Model.problem in the objective?

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That would probably work, but perhaps a better solution would be to use weakrefs for the references to Models in Variables, Constraints and Objectives?

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Yes! That is a great idea!

def __del__(self):
glp_delete_prob(self.problem)

@property
def objective(self):
return self._objective
Expand Down
42 changes: 27 additions & 15 deletions optlang/gurobi_interface.py
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Original file line number Diff line number Diff line change
Expand Up @@ -27,6 +27,7 @@

import os
import six
from functools import partial
from optlang import interface
from optlang.util import inheritdocstring, TemporaryFilename
from optlang.expression_parsing import parse_optimization_expression
Expand Down Expand Up @@ -325,9 +326,10 @@ def __init__(self, expression, sloppy=False, *args, **kwargs):
@property
def value(self):
if getattr(self, "problem", None) is not None:
gurobi_problem = self.problem.problem
try:
return self.problem.problem.getAttr("ObjVal") + getattr(self.problem, "_objective_offset", 0)
except gurobipy.GurobiError: # TODO: let this check the actual error message
return gurobi_problem.getAttr("ObjVal") + getattr(self.problem, "_objective_offset", 0)
except (gurobipy.GurobiError, AttributeError): # TODO: let this check the actual error message
return None
else:
return None
Expand Down Expand Up @@ -359,8 +361,9 @@ def _get_expression(self):
if self.problem is not None and self._expression_expired and len(self.problem._variables) > 0:
grb_obj = self.problem.problem.getObjective()
terms = []
variables = self.problem._variables
for i in range(grb_obj.size()):
terms.append(grb_obj.getCoeff(i) * self.problem.variables[grb_obj.getVar(i).getAttr('VarName')])
terms.append(grb_obj.getCoeff(i) * variables[grb_obj.getVar(i).getAttr('VarName')])
expression = symbolics.add(terms)
# TODO implement quadratic objectives
self._expression = expression + getattr(self.problem, "_objective_offset", 0)
Expand Down Expand Up @@ -427,20 +430,29 @@ def timeout(self, value):
self.problem.problem.params.TimeLimit = value
self._timeout = value

def _get_feasibility(self):
return getattr(self.problem.problem.params, "FeasibilityTol")

def _set_feasibility(self, value):
return setattr(self.problem.problem.params, "FeasibilityTol", value)

def _get_optimality(self):
return getattr(self.problem.problem.params, "OptimalityTol")

def _set_optimality(self, value):
return setattr(self.problem.problem.params, "OptimalityTol", value)

def _get_integrality(self):
return getattr(self.problem.problem.params, "IntFeasTol")

def _set_integrality(self, value):
return setattr(self.problem.problem.params, "IntFeasTol", value)

def _tolerance_functions(self):
return {
"feasibility": (
lambda: self.problem.problem.params.FeasibilityTol,
lambda x: setattr(self.problem.problem.params, "FeasibilityTol", x)
),
"optimality": (
lambda: self.problem.problem.params.OptimalityTol,
lambda x: setattr(self.problem.problem.params, "OptimalityTol", x)
),
"integrality": (
lambda: self.problem.problem.params.IntFeasTol,
lambda x: setattr(self.problem.problem.params, "IntFeasTol", x)
)
"feasibility": (self._get_feasibility, self._set_feasibility),
"optimality": (self._get_optimality, self._set_optimality),
"integrality": (self._get_integrality, self._set_integrality)
}


Expand Down