-
Notifications
You must be signed in to change notification settings - Fork 557
add cuopt direct solver #3620
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
base: main
Are you sure you want to change the base?
add cuopt direct solver #3620
Conversation
Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #3620 +/- ##
==========================================
- Coverage 89.19% 88.95% -0.24%
==========================================
Files 892 893 +1
Lines 103100 103339 +239
==========================================
- Hits 91956 91922 -34
- Misses 11144 11417 +273
Flags with carried forward coverage won't be shown. Click here to find out more. ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
|
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
We are working on making cuopt available in our testing infrastructure; can you please add tests to this PR?
@Iroy30 - We've been able to make cuopt available on our internal testing machines. Can you please add tests to this PR? |
5dbf9dd
to
6f64094
Compare
@mrmundt Thanks! We have added tests by enabling testing cuopt with LP and MILP capabilities in tests/solvers.py. Let us know if:
The following is the testing output I get relevant to cuOpt
|
t0 = time.time() | ||
self.solution = cuopt.linear_programming.solver.Solve(self._solver_model) | ||
t1 = time.time() |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This is fine, but just so you're aware, we have this lovely little utility called TicTocTimer
that you may want to consider using: https://pyomo.readthedocs.io/en/latest/api/pyomo.common.timing.TicTocTimer.html
@mrmundt What do you think about including this solver interface in pyomo.contrib.solvers? Would it make sense to pull-in new solver interfaces there, since that's where the new solver API is evolving? |
@whart222 - I am evenly split. Because we are still messing with what the new solver interfaces are going to actually do / how they will handle input and present output, I don't know if we want to put "new" solvers there or just "well-established" ones that we can robustly test / really know what they are supposed to do and return. |
@Iroy30 - I forgot to post this last week, but all of the failures are of the variety:
|
@Iroy30 - Two more things:
|
Co-authored-by: Miranda Mundt <55767766+mrmundt@users.noreply.github.com>
…into add_cuopt_direct_solver_plugin
There are active improvements and fixes in cuOpt that are being worked on for the next release. I have skipped two above mentioned tests temporarily. The CI tests are passing for me locally. Hopefully all runs successfully in the pipeline as well. |
@mrmundt How do I trigger the CI ? |
I needed to click "Approve" on it, which I have now done! |
Looks like it is failing as cuOpt is not available in CI? I can reproduce the CI error when cuOpt package is not available in the environment. |
cuOpt is not available on GHA because the GHA runners (to our knowledge) do not have GPUs. The Jenkins job will run on machines with GPUs and cuOpt, and should exercise this interface. Regardless, solver interfaces must be able to be imported and instantiated (to check for availability) without a hard dependency on any "external" packages. A quick look at you implementation:
|
…into add_cuopt_direct_solver_plugin
@jsiirola Thanks John, aded the guards and updated version, hopefully this should fix the fails when cuopt isn't present. Should we re-run CI? |
@mrmundt I don't think the fail we see is cuOpt related. Can you confirm? |
We are gearing up for launch of cuopt 25.10, it would be great if we could review this PR before the new release so that pyomo & cuopt are in sync |
This is very close to the top of my list. When is the cuopt release? |
Thanks @michaelbynum ! It is October 10th |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Thanks, @Iroy30 , for this PR! I have done an initial review. Some high-level things to consider:
- Logging -
logger
is created but then never used. Consider places it may be helpful - "Magic" numbers - there are quite a few instances of numbers that aren't defined being used. We love documentation!
extract_reduced_costs = False | ||
for suffix in self._suffixes: | ||
flag = False | ||
if re.match(suffix, "dual"): |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
I could very well be wrong, but isn't this backwards? I thought it worked like:
# re.match(pattern, string), e.g.,
re.match("Hello", some_string)
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This logic is fragile, and is being reworked in the contrib.solver
effort. It really doesn't need to use re
at all and can just use ==
.
That said, this logic was copied from other direct solvers (I saw it in CPLEX.py and GUROBI.py). It would be good to rework this, but given that it is consistent with the (questionable) behavior in other solvers, I will not complain if we leave it as is.
|
||
conname = self._symbol_map.getSymbol(con, self._labeler) | ||
self._pyomo_con_to_solver_con_map[con] = con_idx | ||
con_idx += 0 |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This doesn't seem to actually be incrementing.
except Exception: | ||
e = sys.exc_info()[1] | ||
msg = ( | ||
"Unable to create CUOPT model. " | ||
"Have you installed the Python " | ||
"SDK for CUOPT?\n\n\t" + "Error message: {0}".format(e) | ||
) |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This is never raised or logged, so a user will never see this message.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Worse, the user will get a strange exception later ... probably from _add_var
.
if not con.active: | ||
return None |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
If there are multiple constraints, one that is active and all others that aren't, and this hits an inactive one first, wouldn't that cause the loop to immediately exit / it wouldn't get to the active constraint? I think you probably want continue
instead of return None
.
if not flag: | ||
raise RuntimeError( | ||
"***The cuopt_direct solver plugin cannot extract solution suffix=" | ||
+ suffix | ||
) |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
It might be better to log loudly than to raise an error here (no strong feelings either way, just wanted to offer an alternative option).
if status in [1]: | ||
self.results.solver.status = SolverStatus.ok | ||
self.results.solver.termination_condition = TerminationCondition.optimal | ||
soln.status = SolutionStatus.optimal | ||
elif status in [3]: | ||
self.results.solver.status = SolverStatus.warning | ||
self.results.solver.termination_condition = TerminationCondition.unbounded | ||
soln.status = SolutionStatus.unbounded | ||
elif status in [8]: | ||
self.results.solver.status = SolverStatus.ok | ||
self.results.solver.termination_condition = TerminationCondition.feasible | ||
soln.status = SolutionStatus.feasible | ||
elif status in [2]: | ||
self.results.solver.status = SolverStatus.warning | ||
self.results.solver.termination_condition = TerminationCondition.infeasible | ||
soln.status = SolutionStatus.infeasible | ||
elif status in [4]: | ||
self.results.solver.status = SolverStatus.aborted | ||
self.results.solver.termination_condition = ( | ||
TerminationCondition.maxIterations | ||
) | ||
soln.status = SolutionStatus.stoppedByLimit | ||
elif status in [5]: | ||
self.results.solver.status = SolverStatus.aborted | ||
self.results.solver.termination_condition = ( | ||
TerminationCondition.maxTimeLimit | ||
) | ||
soln.status = SolutionStatus.stoppedByLimit | ||
elif status in [7]: |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
There are a lot of "magic numbers" here - what is 1? What is 3? What is 7? Can you give them names or at least add comments/explanation?
from pyomo.opt.results.solution import Solution, SolutionStatus | ||
from pyomo.opt.results.solver import TerminationCondition, SolverStatus | ||
from pyomo.opt.base import SolverFactory | ||
from pyomo.core.base.suffix import Suffix |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
You import Suffix
twice - once here and once on line 19
except ImportError: | ||
self._python_api_exists = False | ||
except Exception as e: | ||
print("Import of cuopt failed - cuopt message=" + str(e) + "\n") |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
We generally log/raise rather than print. Not a rule, but generally a suggestion.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
I will argue that it is a rule: as Pyomo is a library and not an application (with the exception of the pyomo
script), we should 100% avoid print()
(outside the pyomo
script)
from pyomo.core.base.suffix import Suffix | ||
import time | ||
|
||
logger = logging.getLogger("pyomo.solvers") |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Please use the logger more liberally!
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Also, we are really trying to move to a paradigm where we log using
logger = logging.getLogger(__name__)
try: | ||
import cuopt | ||
|
||
cuopt_available = True | ||
except: | ||
cuopt_available = False |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
You can use the attempt_import
logic here instead of this.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Agreed: I would just import cuopt
and cuopt_available
from pyomo.solvers.plugins.solvers.cuopt_direct
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This is actually pretty close, but there are a number of things that need to be resolved before we can merge.
import logging | ||
import re | ||
import sys | ||
|
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Please consider alphabetizing the imports
from pyomo.solvers.plugins.solvers.direct_or_persistent_solver import ( | ||
DirectOrPersistentSolver, | ||
) | ||
from pyomo.core.kernel.objective import minimize, maximize |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Please do not import from kernel.
from pyomo.core.kernel.objective import minimize, maximize | |
from pyomo.common.enums import minimize, maximize |
from pyomo.core.base.suffix import Suffix | ||
import time | ||
|
||
logger = logging.getLogger("pyomo.solvers") |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Also, we are really trying to move to a paradigm where we log using
logger = logging.getLogger(__name__)
except ImportError: | ||
self._python_api_exists = False | ||
except Exception as e: | ||
print("Import of cuopt failed - cuopt message=" + str(e) + "\n") |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
I will argue that it is a rule: as Pyomo is a library and not an application (with the exception of the pyomo
script), we should 100% avoid print()
(outside the pyomo
script)
try: | ||
import cuopt | ||
|
||
self._version = tuple(int(k) for k in cuopt.__version__.split('.')) | ||
self._python_api_exists = True | ||
except ImportError: | ||
self._python_api_exists = False | ||
except Exception as e: | ||
print("Import of cuopt failed - cuopt message=" + str(e) + "\n") |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This entire block of code is unnecessary and can run afoul of the cuopt
imported at the module scope using attempt_import
. I think the entire thing can be replaced with
self._version = cuopt.__version__.split('.')
self._python_api_exists = cuopt_available
(Note that cuopt.__version__
will trigger the import and cause cuopt_available
to be resolved to a bool
)
for sub_block in block.block_data_objects(descend_into=True, active=True): | ||
obj_counter = 0 | ||
for obj in sub_block.component_data_objects( | ||
ctype=Objective, descend_into=False, active=True | ||
): | ||
obj_counter += 1 | ||
if obj_counter > 1: | ||
raise ValueError( | ||
"Solver interface does not support multiple objectives." | ||
) | ||
self._set_objective(obj) |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This could be made simpler / more efficient:
for sub_block in block.block_data_objects(descend_into=True, active=True): | |
obj_counter = 0 | |
for obj in sub_block.component_data_objects( | |
ctype=Objective, descend_into=False, active=True | |
): | |
obj_counter += 1 | |
if obj_counter > 1: | |
raise ValueError( | |
"Solver interface does not support multiple objectives." | |
) | |
self._set_objective(obj) | |
objectives = list( | |
block.component_data_objects(Objective, descend_into=True, active=True) | |
) | |
if len(objectives) > 1: | |
raise ValueError("Solver interface does not support multiple objectives.") | |
elif objectives: | |
self._set_objective(objectives[0]) |
self._solver_model.set_constraint_lower_bounds(np.array(c_lb)) | ||
self._solver_model.set_constraint_upper_bounds(np.array(c_ub)) | ||
|
||
def _add_var(self, variables): |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Similar to _add_constraint
above, I would recommend renaming:
def _add_var(self, variables): | |
def _add_vars(self, variables): |
extract_reduced_costs = False | ||
for suffix in self._suffixes: | ||
flag = False | ||
if re.match(suffix, "dual"): |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This logic is fragile, and is being reworked in the contrib.solver
effort. It really doesn't need to use re
at all and can just use ==
.
That said, this logic was copied from other direct solvers (I saw it in CPLEX.py and GUROBI.py). It would be good to rework this, but given that it is consistent with the (questionable) behavior in other solvers, I will not complain if we leave it as is.
|
||
prob_type = solution.problem_category | ||
|
||
if status in [1]: |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This should not create lists / use in
:
if status in [1]: | |
if status == 1: |
(here and all the subsequent tests)
self.results.problem.upper_bound = solution.get_primal_objective() | ||
self.results.problem.lower_bound = solution.get_primal_objective() |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This implies convergence to a MIP gap of 0... I think this needs to be something like (assuming get_dual_objective()
is a real thing):
self.results.problem.upper_bound = solution.get_primal_objective() | |
self.results.problem.lower_bound = solution.get_primal_objective() | |
if self._solver_model.maximize: | |
self.results.problem.upper_bound = solution.get_dual_objective() | |
self.results.problem.lower_bound = solution.get_primal_objective() | |
else: | |
self.results.problem.upper_bound = solution.get_primal_objective() | |
self.results.problem.lower_bound = solution.get_dual_objective() |
Fixes #3626
Summary/Motivation:
Add cuOpt math optimization (includes LP and MILP) solver backend to Pyomo so users can solve pyomo models with cuOpt
Changes proposed in this PR:
Legal Acknowledgement
By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution: