couldn't pass `gurobi.GenExpr` into `model.setObjective` - python

from gurobipy import *
global_model = Model("_")
schedule = [global_model.addVar(name=x) for x in ["alpha", "beta"]]
maxtime = max_(schedule)
global_model.update()
global_model.setObjective(maxtime, GRB.MINIMIZE)
I just init a list of gurobi.Var (schedule) and I want to minimize the max value of them (maxtime). But it seems impossible to simply make maxtime the 1st arg for setObjective:
gurobipy.GurobiError: Unable to convert argument to an expression
How how do I fix it?

It's uncommon to create a list of gurobi variables. In general, better use Model.addVars() to get a gurobi tupledict of your variables. And as far as I remember correctly, you can use max_() only inside the Model.addConstr() and Model.addConstrs() methods.
To sum it up, here's a way to do it:
alpha = global_model.addVar(name="alpha")
beta = global_model.addVar(name="beta")
maxtime = global_model.addVar(name="maxtime")
global_model.update()
global_model.addConstr(maxtime == max_(alpha, beta))
global_model.setObjective(maxtime, sense=GRB.MINIMIZE)

Related

Variable definition as constraint in pyomo

This question is related to my previous question found here. I have managed to solve this problem (big thanks to #AirSquid!) My objective function is something like:
So the avgPrice_n variable is indexed by n. However, it is actually defined as
Meaning that it is indexed by n and i.
So at the moment my objective function is very messy as I have three sums. It looks something like (I expanded the brackets in the objective function and added each component separately, so the avgPrice_n*demand_n looks like):
expr += sum(sum(sum((1/12)*model.c[i]*model.allocation[i,n] for i in model.MP[t]) for t in model.M)*model.demand_n[n] for n in model.N)
And while this works, debugging was quite difficult because the terms are very long. So intead of using the actual definition of avgPrice_n, I was wondering if it would be possible to create a avgPrice_n variable, use this in the objective function and then create a constraint where I define avgPrice_n as I showed above.
The issue I am having is that I created my decision variable, x_{i,n}, as a variable but apparently I can't create a avgPrice_n as a variable where I index it by x_{i,n} as this results in a TypeError: Cannot apply a Set operator to an indexed Var component (allocation) error.
So as of now my decision variable looks like:
model.x = Var(model.NP_flat, domain = NonNegativeReals)
And I tried to create:
model.avg_Price = Var(model.x, domain = NonNegativeReals)
Which resulted in the above error. Any ideas or suggestions would be much appreciated!
You have a couple options. Realize you do not need the model.avg_price variable because you can construct it from other variables and you would have to make some constraints to constrain the value, etc. etc. and pollute your model.
The basic building blocks in the model are pyomo expressions, so you could put in a little "helper function" to build expressions (the cost function shown, which is dependent on n) which are not defined within the model, but just pop out an expression...totally legal). You can also "break up" large expressions into smaller expressions (like the other_stuff below) and then just kludge them all together in the objective (or where needed) this gives you the opportunity to evaluate them independently. I've made several models with an objective function that has a "cost" component and a "penalty" component by dividing it into 2 expressions.... Then when solved, you can inspect them independently.
My suggestion (if you don't like the triple sum in your current model) is to make an avg_cost(n) function to build the expression similar to what is done in the nonsensical function below, and use that as a substitute for a new variable.
Note: the initialization of the variables here is generally unnecessary. I just did it to "simulate solving" or they would be None...
Code:
import pyomo.environ as pyo
m = pyo.ConcreteModel()
m.N = pyo.Set(initialize=[0,1,2])
m.x = pyo.Var(m.N, initialize = 2.0)
def cost(n):
return m.x[n] + 2*m.x[n+1]
m.other_stuff = 3 * m.x[1] + 4 * m.x[2]
m.costs = sum(cost(n) for n in {0,1})
m.obj_expr = m.costs + m.other_stuff
m.obj = pyo.Objective(expr= m.obj_expr)
# inspect cost at a particular value of n...
print(cost(1))
print(pyo.value(cost(1)))
# inspect the pyomo expressions "other_stuff" and total costs...
print(m.other_stuff)
print(pyo.value(m.other_stuff))
print(m.costs)
print(pyo.value(m.costs))
# inspect the objective... which can be accessed by pprint() and display()
m.obj.pprint()
m.obj.display()
Output:
x[1] + 2*x[2]
6.0
3*x[1] + 4*x[2]
14.0
12.0
obj : Size=1, Index=None, Active=True
Key : Active : Sense : Expression
None : True : minimize : x[0] + 2*x[1] + x[1] + 2*x[2] + 3*x[1] + 4*x[2]
obj : Size=1, Index=None, Active=True
Key : Active : Value
None : True : 26.0

How to fix attribute Error in Pyomo model python

I am trying to write a pyomo model in python3, but I am facing this error that I can't seem to figure out - 'list' object has no attribute 'is_expression_type'. Below is my pyomo model, any help would be appreciated.
R_avg_tolist = [[0.00043159478649482775,
0.00045388639592182584,
0.0006735271301199177,
0.00044026758948786,
0.0037176592984565836]]
Cov_list = [[5.884677519869241e-05,
5.756542207262417e-05,
6.017027849080026e-05,
6.180151597797322e-05,
-0.0005074353586106837],
[5.756542207262417e-05,
6.0380562653096757e-05,
6.613608499966434e-05,
6.737370769879904e-05,
-0.0005362752804115953],
[6.017027849080026e-05,
6.613608499966434e-05,
8.206495000024503e-05,
8.01694525889321e-05,
-0.0005958716888916681],
[6.180151597797322e-05,
6.737370769879904e-05,
8.01694525889321e-05,
0.00010129901491226823,
-0.000608829853150321],
[-0.0005074353586106837,
-0.0005362752804115953,
-0.0005958716888916681,
-0.000608829853150321,
0.007373689071617548]]
import pyomo.environ as pyo
# Optimization Problem
def create_model(rho,R_avg,Cov):
m = pyo.ConcreteModel()
init_x = {}
m.idx = pyo.Set(initialize=[0,1,2,3,4])
for i in m.idx:
init_x[i] = 0
m.x = pyo.Var(m.idx,initialize=init_x,bounds=(0,None))
def Obj_func(m):
b = []
mult_result = 0
for i in m.idx:
a = 0
for j in m.idx:
a+= m.x[j]*Cov[j][i]
b.append(a)
for i in m.idx:
mult_result += b[i]*m.x[i]
return mult_result
m.OBJ = pyo.Objective(rule=Obj_func)
def constraint1(m):
sum=0
for i in m.idx:
sum+=m.x[i]
return sum ==100
m.C1 = pyo.Constraint(rule=constraint1(m))
def constraint2(m):
sum=0
for i in m.idx:
sum += R_avg_tolist[i]*m.x[i]
return sum >=0.08
m.C2 = pyo.Constraint(rule=constraint2(m))
return m
When I run model using below code, I face the attribute error - 'list' object has no attribute 'is_expression_type'.
rho = 0.0008
model1 = create_model(rho,R_avg_tolist,Cov_list)
solver = SolverFactory('ipopt')
results = solver.solve(model1, tee = True)
Probably not what you want to hear, but your model has many syntax probs. It's obviously a course assignment... Do you have somebody (instructor/TA) to go over this with who can advise a bit?
You didn't include enough info about which line of code caused the issue, but there are several problem areas. I've posted many simple pyomo examples if you scan through some of them, you'll get some ideas, along with the documentation and whatever you have from your course notes....
A few pointers may help:
Do NOT overwrite keywords/functions by using them as variables. When you write:
sum = 0
sum ....
you are nuking the python function sum by making that name a variable and assigning it the value of 0. You should be using sum in several of your functions with verbiage like:
sum(m.X[i] for i in m.idx) # or similar
You seem to be confused on making valid pyomo expressions. That is the core job of pyomo ... to make expressions and fill the model. For example, in your constraint1, you can just make an expression (without a function) and add it to your model. You can do a 1-liner there because the constraint is not a "for each". You could:
m.C1 = pyo.Constraint(expr=sum(m.x[i] for x in m.idx) == 100)
In general, when you are starting:
Add 1 thing to your model, and then print the model:
model.pprint()
See if it looks right, if not, fix it. Then repeat!

How do I convert an LpSum to an LPConstraint?

In Pulp I have constraints of the form,
lpSum([decision_vars[an_id][item] for item in a_vector]) == count_req[an_id], f'constraint_{user_id}'
and I want to convert this to use LpConstraint as a stepping stone to making this constraint elastic. i.e. LpConstraint(...).makeElasticSubProblem(...)
LpConstraint(
e=pl.lpSum([decision_vars[an_id][item] for item in a_vector]),
sense=LpConstraintEQ,
rhs=count_req[an_id],
name=f'constraint_{an_id}'
)
Are these equivalent?
Is there some cleaner example or documentation for converting an lpSum to an LpConstraint?
It's maybe not the answer you're looking for, but I recommend against using PuLP. cvxpy is easier to learn and use (free variables instead of variables bound to models) and allows you to easily extend your models to nonlinear convex systems, which gives you much more bang for your buck in terms of effort put into learning versus capability obtained.
For instance, in cvxpy, your problem might be cast as:
from collections import defaultdict
from cvxpy import cp
decision_vars = {}
for an_id in ids:
for item in a_vector:
decision_vars[an_id][item] = cp.Variable(pos=True)
constraints = []
for an_id in ids:
my_sum = sum(x for x in decision_vars[an_id].values())
constraints.append(count_req[an_id]*lower_proportion <= my_sum)
constraints.append(my_sum <= count_req[an_id]*upper_proportion)
problem = cp.Problem(cp.Minimize(OBJECTIVE_HERE), constraints)
optimal_value = problem.solve()
for an_id in ids:
for item in a_vector:
print(f"{an_id} {item} {decision_vars[an_id][item].value}")
Note that the use of free variables means that we can use standard Python constructs like dictionaries, sums, and comparison operators to build our problem. Sure, you have to construct the elastic constraint manually, but that's not challenging.

A strange (because i am new in python) result when i update self variable. Why this happens?

It is now one week that i am stuck with this and i don't know why it is happening. So i want to present to you my problem to see if you have a solution.
I have this code. My purpose here is to update this variables A and B using a loop. So, i first execute all calcs using A and B that i give when i call the class, then the code compute gamma and xi and finally i want to compute new A and B.
I create in my class first the functions that i use to find the values that i need to use for computing gamma and xi. Then i create functions that i use to find gamma and xi. In this function i call the previous functions with self.fun.
Then i create the function that i show here to compute new A and B values and i insert this in a loop because i want to iterate this function until i reach a convergence.
But...
This method works correctly to compute A, but, when it needs to compute B, it uses the new A before computing B. It implies that, when it computes A, old A and B are used to compute gamma and xi and then A. Where it computes B, it uses new A and B to compute gamma and xi but i want that it uses the same that it uses to compute first A.
def update(self):
for n in range(self.iter):
gamma = self.gamma()
xi = self.xi()
# new trans matrix
new_A = []
for i in range(len(self.A)):
temp = []
for j in range(len(self.A[i])):
numerator = 0
denominator = 0
for r in range(len(self.seq)):
for t in range(len(xi[r])):
numerator += xi[r][t][i][j]
denominator += gamma[r][t][i]
aij = numerator / denominator
temp.append(aij)
new_A.append(temp)
self.A = new_A
emission_signals = unique(self.seq[0])
emission_matrix = []
for k in range(len(emission_signals)):
emission_matrix.append([])
for i in range(len(self.A)):
gamma_vec = []
gamma_num = []
for r in range(len(self.seq)):
for t in range(len(self.seq[r])):
gamma_append = gamma[r][t][i]
gamma_vec.append(gamma_append)
if self.seq[r][t] == emission_signals[k]:
gamma_num_append = gamma[r][t][i]
gamma_num.append(gamma_num_append)
bik = sum(gamma_num) / sum(gamma_vec)
emission_matrix[k].append(bik)
new_B = {}
keys = emission_signals
for i in range(len(keys)):
new_B[keys[i]] = emission_matrix[i]
self.A = new_A
self.B = new_B
return {'A': self.A, 'B': self.B}
I don't know if i'm explaining well but this is my problem.
Hope that you can help me!
Thank you !
It's difficult without seeing the rest of your code, but it looks like you are referencing mutable objects A and B (list and dict) multiple times, and editing them from different places.
Just take into account, in python, every time you assign a mutable object to a variable, you are only creating a new reference to same object and not copying it. So every edit you do on that object, will be reflected on all its references.
Ok. the problem was this:
print(self.update().get('A'))
print(self.update().get('B'))
I change it in this way and now it works but i do not understand the logic behind this.
a = self.update()
print('\n---New transition matrix... ---')
print(a.get('A'))
print('\n---New Emission matrix... ---')
print(a.get('B'))
Maybe in the previous way i call update 2 times and then calculations go wrong. i don't know.

Take Values inside of odeint in python

My question is if there's a way to take some values in a function that are not
integrated in odeint.
Exemple: if I have a derivative dy(x)/dt = A*x+ln(x) and before to get this equation I computed A throught of a intermediate equation like A = B*D . I would like to take the A's value during the process.
More detailed (only exemple):
def func(y,t)
K = y[0]
B = 3
A = cos(t**2) + B
dy/dt = A*t+ln(t)
return [dy/dt]
Can I take A's values of function?
The answer for Josh Karpel
The code is like that:
def Reaction(state,t):
# Integrate Results
p = state[0]
T = state[1]
# function determine enthalpy of system
f1(T,p) = enthalpy
# function determine specific volume of system
f2(T,p) = specific volume
# function determine heat release by reactions
f3(T,p,t) = heat release by reactions
# Derivatives
dp/dt = f(T,p,enthalpy,specific volume,heat release by reactions)
dT/dt = f(T,p,enthalpy,specific volume,heat release by reactions)
The real code is bigger than that. But, I would like to know if there is a way to store the values of f1 (enthalpy), f2 (specific volume), f3 (heat release) as a vector or tuple during the process of solution of odeint with the same size of p and T.
It's not entirely clear what you want, but it sounds like you need to pass another value to the function you're integrating over. There are two options I can think of:
scipy.integrate.odeint takes an args argument which contains extra arguments to be passed to the integrand function, which could then have signature y(t, A).
You could use functools.partial to construct a new function which has the argument A for the integrand function y(t, A) already set.

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