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pyomo.contrib.alternative_solutions #3270

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- Adding alternative solutions code from CI-MOR to the alternative_so…
jlgearh Feb 26, 2023
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- Completed an initial version of the solnpool wrapper.
jlgearh Feb 28, 2023
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- Refactoring the aos code to be more general for inclusion as a Pyom…
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Merge branch 'main' of https://github.com/Pyomo/pyomo into aos
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a698d31
- Updating OBBT
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3a98410
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- Updated balas.py to match the pattern in obbt.py and solnpool.py
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53b8bb1
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added some tests
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- Updating LP Enumeration Code
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Merge branch 'main' of https://github.com/jlgearh/pyomo into aos
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107 changes: 107 additions & 0 deletions doc/OnlineDocs/contributed_packages/alternative_solutions.rst
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@@ -0,0 +1,107 @@
###############################################
Generating Alternative (Near-)Optimal Solutions
###############################################

Optimization solvers are generally designed to return a feasible solution
to the user. However, there are many applications where a user needs
more context than this result. For example,

* alternative solutions can support an assessment of trade-offs between competing objectives;

* if the optimization formulation may be inaccurate or untrustworthy, then comparisons amongst alternative solutions provide additional insights into the reliability of these model predictions; or

* the user may have unexpressed objectives or constraints, which only are realized in later stages of model analysis.

The *alternative-solutions library* provides a variety of functions that
can be used to generate optimal or near-optimal solutions for a pyomo
model. Conceptually, these functions are like pyomo solvers. They can
be configured with solver names and options, and they return a list of
solutions for the pyomo model. However, these functions are independent
of pyomo's solver interface because they return a custom solution object.

The following functions are defined in the alternative-solutions library:

* ``enumerate_binary_solutions``

* Finds alternative optimal solutions for a binary problem using no-good cuts.

* ``enumerate_linear_solutions``

* Finds alternative optimal solutions for a (mixed-integer) linear program.

* ``enumerate_linear_solutions_soln_pool``

* Finds alternative optimal solutions for a (mixed-binary) linear program using Gurobi's solution pool feature.

* ``gurobi_generate_solutions``

* Finds alternative optimal solutions for discrete variables using Gurobi's built-in solution pool capability.

* ``obbt_analysis_bounds_and_solutions``

* Calculates the bounds on each variable by solving a series of min and max optimization problems where each variable is used as the objective function. This can be applied to any class of problem supported by the selected solver.


Usage Example
-------------

Many of functions in the alternative-solutions library have similar options, so we simply illustrate the ``enumerate_binary_solutions`` function. We define a simple knapsack example whose alternative solutions have integer objective values ranging from 0 to 90.

.. doctest::

>>> import pyomo.environ as pyo

>>> values = [10, 40, 30, 50]
>>> weights = [5, 4, 6, 3]
>>> capacity = 10

>>> m = pyo.ConcreteModel()
>>> m.x = pyo.Var(range(4), within=pyo.Binary)
>>> m.o = pyo.Objective(expr=sum(values[i] * m.x[i] for i in range(4)), sense=pyo.maximize)
>>> m.c = pyo.Constraint(expr=sum(weights[i] * m.x[i] for i in range(4)) <= capacity)

We can execute the ``enumerate_binary_solutions`` function to generate a list of ``Solution`` objects that represent alternative optimal solutions:

.. doctest::
:skipif: not glpk_available

>>> import pyomo.contrib.alternative_solutions as aos
>>> solns = aos.enumerate_binary_solutions(m, num_solutions=100, solver="glpk")
>>> assert len(solns) == 10

Each ``Solution`` object contains information about the objective and variables, and it includes various methods to access this information. For example:

.. doctest::
:skipif: not glpk_available

>>> print(solns[0])
{
"fixed_variables": [],
"objective": "o",
"objective_value": 90.0,
"solution": {
"x[0]": 0,
"x[1]": 1,
"x[2]": 0,
"x[3]": 1
}
}


Interface Documentation
-----------------------

.. currentmodule:: pyomo.contrib.alternative_solutions

.. autofunction:: enumerate_binary_solutions

.. autofunction:: enumerate_linear_solutions

.. autofunction:: enumerate_linear_solutions_soln_pool

.. autofunction:: gurobi_generate_solutions

.. autofunction:: obbt_analysis_bounds_and_solutions

.. autoclass:: Solution

1 change: 1 addition & 0 deletions doc/OnlineDocs/contributed_packages/index.rst
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Expand Up @@ -15,6 +15,7 @@ Contributed packages distributed with Pyomo:
.. toctree::
:maxdepth: 1

alternative_solutions.rst
community.rst
doe/doe.rst
gdpopt.rst
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8 changes: 8 additions & 0 deletions pyomo/contrib/alternative_solutions/README.md
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# alternative_solutions

pyomo.contrib.alternative_solutions is a collection of functions that
that generate a set of alternative (near-)optimal solutions
(AOS). These functions rely on a pyomo solver to search for solutions,
and they iteratively adapt the search process to find a variety of
alternative solutions.

20 changes: 20 additions & 0 deletions pyomo/contrib/alternative_solutions/__init__.py
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# ___________________________________________________________________________
#
# Pyomo: Python Optimization Modeling Objects
# Copyright (c) 2008-2024
# National Technology and Engineering Solutions of Sandia, LLC
# Under the terms of Contract DE-NA0003525 with National Technology and
# Engineering Solutions of Sandia, LLC, the U.S. Government retains certain
# rights in this software.
# This software is distributed under the 3-clause BSD License.
# ___________________________________________________________________________

from pyomo.contrib.alternative_solutions.aos_utils import logcontext
from pyomo.contrib.alternative_solutions.solution import Solution
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from pyomo.contrib.alternative_solutions.solnpool import gurobi_generate_solutions
from pyomo.contrib.alternative_solutions.balas import enumerate_binary_solutions
from pyomo.contrib.alternative_solutions.obbt import (
obbt_analysis,
obbt_analysis_bounds_and_solutions,
)
from pyomo.contrib.alternative_solutions.lp_enum import enumerate_linear_solutions
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