Merge branch 'conic-geomean-fix' of github.com:sadavis1/pyomo into co…

…nic-geomean-fix

.jenkins.sh

@@ -208,13 +208,28 @@ if test -z "$MODE" -o "$MODE" == test; then
         coverage report -i || exit 1
         coverage xml -i || exit 1
         export OS=`uname`
-        if test -n "$CODECOV_TOKEN"; then
-            CODECOV_JOB_NAME=`echo ${JOB_NAME} | sed -r 's/^(.*autotest_)?Pyomo_([^\/]+).*/\2/'`.$BUILD_NUMBER.$python
+        if test -z "$PYOMO_SOURCE_SHA"; then
+            PYOMO_SOURCE_SHA=$GIT_COMMIT
+        fi
+        if test -n "$CODECOV_TOKEN" -a -n "$PYOMO_SOURCE_SHA"; then
+            CODECOV_JOB_NAME=$(echo ${JOB_NAME} \
+                | sed -r 's/^(.*autotest_)?Pyomo_([^\/]+).*/\2/').$BUILD_NUMBER.$python
             if test -z "$CODECOV_REPO_OWNER"; then
-                CODECOV_REPO_OWNER="pyomo"
+                if test -n "$PYOMO_SOURCE_REPO"; then
+                    CODECOV_REPO_OWNER=$(echo "$PYOMO_SOURCE_REPO" | cut -d '/' -f 4)
+                elif test -n "$GIT_URL"; then
+                    CODECOV_REPO_OWNER=$(echo "$GIT_URL" | cut -d '/' -f 4)
+                else
+                    CODECOV_REPO_OWNER=""
+                fi
             fi
-            if test -z "CODECOV_SOURCE_BRANCH"; then
-                CODECOV_SOURCE_BRANCH="main"
+            if test -z "$CODECOV_SOURCE_BRANCH"; then
+                CODECOV_SOURCE_BRANCH=$(git branch -av --contains "$PYOMO_SOURCE_SHA" \
+                    | grep "${PYOMO_SOURCE_SHA:0:7}" | grep "/origin/" \
+                    | cut -d '/' -f 3 | cut -d' ' -f 1)
+                if test -z "$CODECOV_SOURCE_BRANCH"; then
+                    CODECOV_SOURCE_BRANCH=main
+                fi
             fi
             i=0
             while /bin/true; do

examples/pyomo/tutorials/set.dat

@@ -16,3 +16,6 @@ set S[5] := 2 3;
 
 set T[2] := 1 3;
 set T[5] := 2 3;
+
+set X[2] := 1;
+set X[5] := 2 3;

examples/pyomo/tutorials/set.out

@@ -1,4 +1,4 @@
-23 Set Declarations
+24 Set Declarations
     A : Size=1, Index=None, Ordered=Insertion
         Key  : Dimen : Domain : Size : Members
         None :     1 :    Any :    3 : {1, 2, 3}
@@ -89,5 +89,9 @@
           2 :     1 :    Any :    5 : {1, 3, 5, 7, 9}
           3 :     1 :    Any :    5 : {1, 4, 7, 10, 13}
           4 :     1 :    Any :    5 : {1, 5, 9, 13, 17}
+    X : Size=2, Index=B, Ordered=Insertion
+        Key : Dimen : Domain : Size : Members
+          2 :     1 :   S[2] :    1 : {1,}
+          5 :     1 :   S[5] :    2 : {2, 3}
 
-23 Declarations: A B C D E F G H Hsub I J K K_2 L M N O P R S T U V
+24 Declarations: A B C D E F G H Hsub I J K K_2 L M N O P R S X T U V

examples/pyomo/tutorials/set.py

@@ -171,6 +171,13 @@ def P_init(model, i, j):
 #
 model.S = Set(model.B, within=model.A)
 
+#
+# Validation of a set array can also be linked to another set array. If so, the
+# elements under each index must also be found under the corresponding index in
+# the validation set array:
+#
+model.X = Set(model.B, within=model.S)
+
 
 #
 # Validation of set arrays can also be performed with the _validate_ option.

pyomo/contrib/appsi/solvers/highs.py

@@ -481,7 +481,7 @@ def _remove_constraints(self, cons: List[ConstraintData]):
             indices_to_remove.append(con_ndx)
             self._mutable_helpers.pop(con, None)
         self._solver_model.deleteRows(
-            len(indices_to_remove), np.array(indices_to_remove)
+            len(indices_to_remove), np.sort(np.array(indices_to_remove))
         )
         con_ndx = 0
         new_con_map = dict()

pyomo/contrib/appsi/solvers/tests/test_highs_persistent.py

@@ -80,6 +80,43 @@ def test_mutable_params_with_remove_vars(self):
         res = opt.solve(m)
         self.assertAlmostEqual(res.best_feasible_objective, -9)
 
+    def test_fix_and_unfix(self):
+        # Tests issue https://github.com/Pyomo/pyomo/issues/3127
+
+        m = pe.ConcreteModel()
+        m.x = pe.Var(domain=pe.Binary)
+        m.y = pe.Var(domain=pe.Binary)
+        m.fx = pe.Var(domain=pe.NonNegativeReals)
+        m.fy = pe.Var(domain=pe.NonNegativeReals)
+        m.c1 = pe.Constraint(expr=m.fx <= m.x)
+        m.c2 = pe.Constraint(expr=m.fy <= m.y)
+        m.c3 = pe.Constraint(expr=m.x + m.y <= 1)
+
+        m.obj = pe.Objective(expr=m.fx * 0.5 + m.fy * 0.4, sense=pe.maximize)
+
+        opt = Highs()
+
+        # solution 1 has m.x == 1 and m.y == 0
+        r = opt.solve(m)
+        self.assertAlmostEqual(m.fx.value, 1, places=5)
+        self.assertAlmostEqual(m.fy.value, 0, places=5)
+        self.assertAlmostEqual(r.best_feasible_objective, 0.5, places=5)
+
+        # solution 2 has m.x == 0 and m.y == 1
+        m.y.fix(1)
+        r = opt.solve(m)
+        self.assertAlmostEqual(m.fx.value, 0, places=5)
+        self.assertAlmostEqual(m.fy.value, 1, places=5)
+        self.assertAlmostEqual(r.best_feasible_objective, 0.4, places=5)
+
+        # solution 3 should be equal solution 1
+        m.y.unfix()
+        m.x.fix(1)
+        r = opt.solve(m)
+        self.assertAlmostEqual(m.fx.value, 1, places=5)
+        self.assertAlmostEqual(m.fy.value, 0, places=5)
+        self.assertAlmostEqual(r.best_feasible_objective, 0.5, places=5)
+
     def test_capture_highs_output(self):
         # tests issue #3003
         #

pyomo/contrib/pyros/tests/test_grcs.py

@@ -42,6 +42,7 @@
 from pyomo.contrib.pyros.util import get_vars_from_component
 from pyomo.contrib.pyros.util import identify_objective_functions
 from pyomo.common.collections import Bunch
+from pyomo.repn.plugins import nl_writer as pyomo_nl_writer
 import time
 import math
 from pyomo.contrib.pyros.util import time_code
@@ -68,7 +69,7 @@
 from pyomo.common.dependencies import numpy as np, numpy_available
 from pyomo.common.dependencies import scipy as sp, scipy_available
 from pyomo.environ import maximize as pyo_max
-from pyomo.common.errors import ApplicationError
+from pyomo.common.errors import ApplicationError, InfeasibleConstraintException
 from pyomo.opt import (
     SolverResults,
     SolverStatus,
@@ -4616,6 +4617,76 @@ def test_discrete_separation_subsolver_error(self):
             ),
         )
 
+    @unittest.skipUnless(ipopt_available, "IPOPT is not available.")
+    def test_pyros_nl_writer_tol(self):
+        """
+        Test PyROS subsolver call routine behavior
+        with respect to the NL writer tolerance is as
+        expected.
+        """
+        m = ConcreteModel()
+        m.q = Param(initialize=1, mutable=True)
+        m.x1 = Var(initialize=1, bounds=(0, 1))
+        m.x2 = Var(initialize=2, bounds=(0, m.q))
+        m.obj = Objective(expr=m.x1 + m.x2)
+
+        # fixed just inside the PyROS-specified NL writer tolerance.
+        m.x1.fix(m.x1.upper + 9.9e-5)
+
+        current_nl_writer_tol = pyomo_nl_writer.TOL
+        ipopt_solver = SolverFactory("ipopt")
+        pyros_solver = SolverFactory("pyros")
+
+        pyros_solver.solve(
+            model=m,
+            first_stage_variables=[m.x1],
+            second_stage_variables=[m.x2],
+            uncertain_params=[m.q],
+            uncertainty_set=BoxSet([[0, 1]]),
+            local_solver=ipopt_solver,
+            global_solver=ipopt_solver,
+            decision_rule_order=0,
+            solve_master_globally=False,
+            bypass_global_separation=True,
+        )
+
+        self.assertEqual(
+            pyomo_nl_writer.TOL,
+            current_nl_writer_tol,
+            msg="Pyomo NL writer tolerance not restored as expected.",
+        )
+
+        # fixed just outside the PyROS-specified NL writer tolerance.
+        # this should be exceptional.
+        m.x1.fix(m.x1.upper + 1.01e-4)
+
+        err_msg = (
+            "model contains a trivially infeasible variable.*x1"
+            ".*fixed.*outside bounds"
+        )
+        with self.assertRaisesRegex(InfeasibleConstraintException, err_msg):
+            pyros_solver.solve(
+                model=m,
+                first_stage_variables=[m.x1],
+                second_stage_variables=[m.x2],
+                uncertain_params=[m.q],
+                uncertainty_set=BoxSet([[0, 1]]),
+                local_solver=ipopt_solver,
+                global_solver=ipopt_solver,
+                decision_rule_order=0,
+                solve_master_globally=False,
+                bypass_global_separation=True,
+            )
+
+        self.assertEqual(
+            pyomo_nl_writer.TOL,
+            current_nl_writer_tol,
+            msg=(
+                "Pyomo NL writer tolerance not restored as expected "
+                "after exceptional test."
+            ),
+        )
+
     @unittest.skipUnless(
         baron_license_is_valid, "Global NLP solver is not available and licensed."
     )

pyomo/contrib/pyros/util.py

@@ -38,6 +38,7 @@
 from pyomo.core.expr import value
 from pyomo.core.expr.numeric_expr import NPV_MaxExpression, NPV_MinExpression
 from pyomo.repn.standard_repn import generate_standard_repn
+from pyomo.repn.plugins import nl_writer as pyomo_nl_writer
 from pyomo.core.expr.visitor import (
     identify_variables,
     identify_mutable_parameters,
@@ -377,7 +378,14 @@ def revert_solver_max_time_adjustment(
         elif isinstance(solver, SolverFactory.get_class("baron")):
             options_key = "MaxTime"
         elif isinstance(solver, SolverFactory.get_class("ipopt")):
-            options_key = "max_cpu_time"
+            options_key = (
+                # IPOPT 3.14.0+ added support for specifying
+                # wall time limit explicitly; this is preferred
+                # over CPU time limit
+                "max_wall_time"
+                if solver.version() >= (3, 14, 0, 0)
+                else "max_cpu_time"
+            )
         elif isinstance(solver, SolverFactory.get_class("scip")):
             options_key = "limits/time"
         else:
@@ -1809,6 +1817,16 @@ def call_solver(model, solver, config, timing_obj, timer_name, err_msg):
     timing_obj.start_timer(timer_name)
     tt_timer.tic(msg=None)
 
+    # tentative: reduce risk of InfeasibleConstraintException
+    # occurring due to discrepancies between Pyomo NL writer
+    # tolerance and (default) subordinate solver (e.g. IPOPT)
+    # feasibility tolerances.
+    # e.g., a Var fixed outside bounds beyond the Pyomo NL writer
+    # tolerance, but still within the default IPOPT feasibility
+    # tolerance
+    current_nl_writer_tol = pyomo_nl_writer.TOL
+    pyomo_nl_writer.TOL = 1e-4
+
     try:
         results = solver.solve(
             model,
@@ -1827,6 +1845,8 @@ def call_solver(model, solver, config, timing_obj, timer_name, err_msg):
             results.solver, TIC_TOC_SOLVE_TIME_ATTR, tt_timer.toc(msg=None, delta=True)
         )
     finally:
+        pyomo_nl_writer.TOL = current_nl_writer_tol
+
         timing_obj.stop_timer(timer_name)
         revert_solver_max_time_adjustment(
             solver, orig_setting, custom_setting_present, config

pyomo/core/base/set.py

@@ -1932,7 +1932,8 @@ class Set(IndexedComponent):
 
     within : initialiser(set), optional
         A set that defines the valid values that can be contained
-        in this set
+        in this set. If the latter is indexed, the former can be indexed or
+        non-indexed, in which case it applies to all indices.
     domain : initializer(set), optional
         A set that defines the valid values that can be contained
         in this set
@@ -2218,7 +2219,7 @@ def _getitem_when_not_present(self, index):
 
         domain = self._init_domain(_block, index, self)
         if domain is not None:
-            domain.construct()
+            domain.parent_component().construct()
         if _d is UnknownSetDimen and domain is not None and domain.dimen is not None:
             _d = domain.dimen
 

pyomo/core/expr/compare.py

@@ -230,10 +230,14 @@ def assertExpressionsEqual(test, a, b, include_named_exprs=True, places=None):
         test.assertEqual(len(prefix_a), len(prefix_b))
         for _a, _b in zip(prefix_a, prefix_b):
             test.assertIs(_a.__class__, _b.__class__)
-            if places is None:
-                test.assertEqual(_a, _b)
+            # If _a is nan, check _b is nan
+            if _a != _a:
+                test.assertTrue(_b != _b)
             else:
-                test.assertAlmostEqual(_a, _b, places=places)
+                if places is None:
+                    test.assertEqual(_a, _b)
+                else:
+                    test.assertAlmostEqual(_a, _b, places=places)
     except (PyomoException, AssertionError):
         test.fail(
             f"Expressions not equal:\n\t"
@@ -292,10 +296,13 @@ def assertExpressionsStructurallyEqual(
         for _a, _b in zip(prefix_a, prefix_b):
             if _a.__class__ not in native_types and _b.__class__ not in native_types:
                 test.assertIs(_a.__class__, _b.__class__)
-            if places is None:
-                test.assertEqual(_a, _b)
+            if _a != _a:
+                test.assertTrue(_b != _b)
             else:
-                test.assertAlmostEqual(_a, _b, places=places)
+                if places is None:
+                    test.assertEqual(_a, _b)
+                else:
+                    test.assertAlmostEqual(_a, _b, places=places)
     except (PyomoException, AssertionError):
         test.fail(
             f"Expressions not structurally equal:\n\t"