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Update tests #48

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Jul 4, 2024
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Update tests #48

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8765120
Update pyomo construction to work with GurobiCloud
TobyBoyne Jul 4, 2024
622517f
Refactor current pipeline tests
TobyBoyne Jul 4, 2024
e229b60
Implement tests for objectives
TobyBoyne Jul 4, 2024
ab10886
Move optimizer model tests to new file
TobyBoyne Jul 4, 2024
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172 changes: 10 additions & 162 deletions docs/notebooks/multi_obj_with_constraints.ipynb
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@
},
{
"cell_type": "code",
"execution_count": 1,
"execution_count": null,
"id": "4c8da843-670c-4f07-bd66-471ec19d3601",
"metadata": {
"tags": []
Expand All @@ -38,7 +38,7 @@
},
{
"cell_type": "code",
"execution_count": 2,
"execution_count": null,
"id": "311c88fa-f757-44f3-8ae5-555f715fc1b4",
"metadata": {},
"outputs": [],
Expand Down Expand Up @@ -77,31 +77,10 @@
},
{
"cell_type": "code",
"execution_count": 4,
"execution_count": null,
"id": "c0dc70de-f14f-42a4-9202-0e4777d33bec",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Set parameter WLSAccessID\n",
"Set parameter WLSSecret\n",
"Set parameter LicenseID to value 2512524\n",
"Academic license 2512524 - for non-commercial use only - registered to t.___@imperial.ac.uk\n"
]
},
{
"data": {
"text/plain": [
"<gurobi.Constr *Awaiting Model Update*>"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"outputs": [],
"source": [
"# get optimization model\n",
"model_gur = problem_config.get_gurobi_model_core()\n",
Expand All @@ -124,7 +103,7 @@
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": null,
"id": "61a8e860-92ee-4535-ad73-9b2acf132ad8",
"metadata": {},
"outputs": [],
Expand All @@ -142,7 +121,7 @@
},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": null,
"id": "15bc6c5d-011f-4c57-8af0-4da9704af41e",
"metadata": {},
"outputs": [],
Expand All @@ -154,120 +133,20 @@
},
{
"cell_type": "code",
"execution_count": 7,
"execution_count": null,
"id": "e987e159-d855-4476-b7f8-3a041ab45d5f",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Set parameter MIPGap to value 0\n",
"Set parameter NonConvex to value 2\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (win64)\n",
"\n",
"CPU model: 11th Gen Intel(R) Core(TM) i7-1165G7 @ 2.80GHz, instruction set [SSE2|AVX|AVX2|AVX512]\n",
"Thread count: 4 physical cores, 8 logical processors, using up to 8 threads\n",
"\n",
"Academic license 2512524 - for non-commercial use only - registered to t.___@imperial.ac.uk\n",
"Optimize a model with 3172 rows, 1828 columns and 11438 nonzeros\n",
"Model fingerprint: 0xa6d043a3\n",
"Model has 100 SOS constraints\n",
"Variable types: 1803 continuous, 25 integer (24 binary)\n",
"Coefficient statistics:\n",
" Matrix range [5e-08, 2e+04]\n",
" Objective range [1e+00, 2e+00]\n",
" Bounds range [1e+00, 6e+00]\n",
" RHS range [2e-04, 8e+03]\n",
"Presolve removed 367 rows and 248 columns\n",
"Presolve time: 0.12s\n",
"Presolved: 2805 rows, 1580 columns, 9988 nonzeros\n",
"Presolved model has 94 SOS constraint(s)\n",
"Variable types: 1557 continuous, 23 integer (23 binary)\n",
"\n",
"Root relaxation: unbounded, 647 iterations, 0.04 seconds (0.02 work units)\n",
"\n",
" Nodes | Current Node | Objective Bounds | Work\n",
" Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time\n",
"\n",
" 0 0 postponed 0 - - - - 0s\n",
" 0 0 postponed 0 - - - - 0s\n",
" 0 2 postponed 0 - - - - 0s\n",
"H 32 25 -0.2625355 - - 421 1s\n",
"H 34 25 -0.3766411 - - 397 1s\n",
"\n",
"Explored 145 nodes (22173 simplex iterations) in 1.69 seconds (1.08 work units)\n",
"Thread count was 8 (of 8 available processors)\n",
"\n",
"Solution count 2: -0.376641 -0.262536 \n",
"\n",
"Optimal solution found (tolerance 0.00e+00)\n",
"Best objective -3.766411305508e-01, best bound -3.766411305508e-01, gap 0.0000%\n"
]
}
],
"outputs": [],
"source": [
"res_gur = opt_gur.solve(enting, model_core=model_gur)"
]
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": null,
"id": "4ae2f026-dded-4376-866b-6ca34adc5bf9",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Set parameter MIPGap to value 0\n",
"Set parameter NonConvex to value 2\n",
"Gurobi Optimizer version 10.0.3 build v10.0.3rc0 (win64)\n",
"\n",
"CPU model: 11th Gen Intel(R) Core(TM) i7-1165G7 @ 2.80GHz, instruction set [SSE2|AVX|AVX2|AVX512]\n",
"Thread count: 4 physical cores, 8 logical processors, using up to 8 threads\n",
"\n",
"Academic license 2512524 - for non-commercial use only - registered to t.___@imperial.ac.uk\n",
"Optimize a model with 3172 rows, 1828 columns and 11438 nonzeros\n",
"Model fingerprint: 0x7f777cf7\n",
"Model has 100 SOS constraints\n",
"Variable types: 1803 continuous, 25 integer (24 binary)\n",
"Coefficient statistics:\n",
" Matrix range [5e-08, 2e+04]\n",
" Objective range [1e+00, 2e+00]\n",
" Bounds range [1e+00, 6e+00]\n",
" RHS range [2e-04, 8e+03]\n",
"Presolve removed 367 rows and 248 columns\n",
"Presolve time: 0.07s\n",
"Presolved: 2805 rows, 1580 columns, 9984 nonzeros\n",
"Presolved model has 94 SOS constraint(s)\n",
"Variable types: 1557 continuous, 23 integer (23 binary)\n",
"\n",
"Root relaxation: unbounded, 862 iterations, 0.06 seconds (0.05 work units)\n",
"\n",
" Nodes | Current Node | Objective Bounds | Work\n",
" Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time\n",
"\n",
" 0 0 postponed 0 - - - - 0s\n",
" 0 0 postponed 0 - - - - 0s\n",
" 0 2 postponed 0 - - - - 0s\n",
"H 35 31 -0.1298538 - - 261 0s\n",
"H 42 31 -0.3409819 - - 218 0s\n",
"H 72 30 -0.3462866 - - 138 1s\n",
"H 110 18 -0.3557482 - - 138 1s\n",
"H 125 16 -0.4010824 - - 146 1s\n",
"H 144 7 -0.4035719 -0.79918 98.0% 144 1s\n",
"\n",
"Explored 167 nodes (25805 simplex iterations) in 1.47 seconds (1.03 work units)\n",
"Thread count was 8 (of 8 available processors)\n",
"\n",
"Solution count 6: -0.403572 -0.401082 -0.355748 ... -0.129854\n",
"\n",
"Optimal solution found (tolerance 0.00e+00)\n",
"Best objective -4.035719394214e-01, best bound -4.035719394214e-01, gap 0.0000%\n"
]
}
],
"outputs": [],
"source": [
"# Build GurobiOptimizer object and solve optimization problem\n",
"params_gurobi = {\"MIPGap\": 0}\n",
Expand All @@ -279,29 +158,6 @@
"assert round(x_opt, 5) == round(y_opt, 5) and round(y_opt, 5) == round(z_opt, 5)"
]
},
{
"cell_type": "code",
"execution_count": 14,
"id": "f6e5a95f",
"metadata": {},
"outputs": [
{
"ename": "IndexError",
"evalue": "list index out of range",
"output_type": "error",
"traceback": [
"\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[1;31mIndexError\u001b[0m Traceback (most recent call last)",
"Cell \u001b[1;32mIn[14], line 3\u001b[0m\n\u001b[0;32m 1\u001b[0m al \u001b[38;5;241m=\u001b[39m opt_gur\u001b[38;5;241m.\u001b[39m_active_leaves\n\u001b[0;32m 2\u001b[0m \u001b[38;5;66;03m# list[tuple[int, str]]\u001b[39;00m\n\u001b[1;32m----> 3\u001b[0m \u001b[43mal\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;241;43m2\u001b[39;49m\u001b[43m]\u001b[49m\n",
"\u001b[1;31mIndexError\u001b[0m: list index out of range"
]
}
],
"source": [
"al = opt_gur._active_leaves\n",
"# list[tuple[int, str]]\n"
]
},
{
"cell_type": "markdown",
"id": "24b3d335-d601-41c1-ad46-d80949c0cfcc",
Expand Down Expand Up @@ -346,14 +202,6 @@
"source": [
"Note that no model update is required in the Pyomo version in contrast to the Gurobi variant"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "b6694759-9337-45b1-a39e-b608281cd1da",
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
Expand Down
11 changes: 4 additions & 7 deletions entmoot/models/enting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -88,19 +88,16 @@ def fit(self, X: list | np.ndarray, y: np.ndarray) -> None:
X = self._problem_config.encode(X)

# check dims of X and y
if X.ndim == 1:
X = np.atleast_2d(X)
X = np.atleast_2d(X)
y = np.atleast_2d(y)

assert X.shape[-1] == len(self._problem_config.feat_list), (
"Argument 'X' has wrong dimensions. "
f"Expected '(num_samples, {len(self._problem_config.feat_list)})', got '{X.shape}'."
)

if y.ndim == 1:
y = np.atleast_2d(y)

assert (y.shape[-1] == 2 and len(self._problem_config.obj_list) == 1) or (
y.shape[-1] == len(self._problem_config.obj_list)
assert y.shape[-2] == X.shape[-2] and y.shape[-1] == len(
self._problem_config.obj_list
), (
"Argument 'y' has wrong dimensions. "
f"Expected '(num_samples, {len(self._problem_config.obj_list)})', got '{y.shape}'."
Expand Down
7 changes: 6 additions & 1 deletion entmoot/optimizers/pyomo_opt.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import warnings
from typing import Optional

import numpy as np
Expand Down Expand Up @@ -97,6 +98,7 @@ def solve(
# choose solver
opt = pyo.SolverFactory(
self._params["solver_name"],
solver_io=self._params.get("solver_io", "python"),
manage_env="solver_factory_options" in self._params,
options=self._params.get("solver_factory_options", {}),
)
Expand All @@ -111,7 +113,10 @@ def solve(

# Solve optimization model
verbose = self._params.get("verbose", True)
opt.solve(opt_model, tee=verbose)
with warnings.catch_warnings():
# pyomo<6.7.2 raises a warning when creating a Gurobi model
warnings.simplefilter("ignore", category=DeprecationWarning)
opt.solve(opt_model, tee=verbose)

# update current solution
self._curr_sol, self._active_leaves = self._get_sol(opt_model)
Expand Down
2 changes: 1 addition & 1 deletion requirements-dev.txt
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
numpy<2.0.0
lightgbm>=4.0.0
pyomo==6.7.0
pyomo==6.7.1
gurobipy
pytest-cov
IPython
Expand Down
2 changes: 1 addition & 1 deletion requirements.txt
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
numpy<2.0.0
lightgbm>=4.0.0
gurobipy
pyomo==6.7.0
pyomo==6.7.1
14 changes: 2 additions & 12 deletions setup.py
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Original file line number Diff line number Diff line change
Expand Up @@ -17,16 +17,6 @@
version=about["__version__"],
url="https://github.com/cog-imperial/entmoot",
packages=find_packages(exclude=["tests", "docs"]),
install_requires=[
"numpy<=2.0.0",
"lightgbm>=4.0.0",
"gurobipy",
"pyomo==6.7.0"
],
setup_requires=[
"numpy<=2.0.0",
"lightgbm>=4.0.0",
"gurobipy",
"pyomo==6.7.0"
],
install_requires=["numpy<=2.0.0", "lightgbm>=4.0.0", "gurobipy", "pyomo==6.7.1"],
setup_requires=["numpy<=2.0.0", "lightgbm>=4.0.0", "gurobipy", "pyomo==6.7.1"],
)
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