Source Code for Module pypower.mosek_options

  1  # Copyright (C) 2010-2011 Power System Engineering Research Center (PSERC) 
  2  # Copyright (C) 2011 Richard Lincoln 
  3  # 
  4  # PYPOWER is free software: you can redistribute it and/or modify 
  5  # it under the terms of the GNU General Public License as published 
  6  # by the Free Software Foundation, either version 3 of the License, 
  7  # or (at your option) any later version. 
  8  # 
  9  # PYPOWER is distributed in the hope that it will be useful, 
 10  # but WITHOUT ANY WARRANTY], without even the implied warranty of 
 11  # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 
 12  # GNU General Public License for more details. 
 13  # 
 14  # You should have received a copy of the GNU General Public License 
 15  # along with PYPOWER. If not, see <http://www.gnu.org/licenses/>. 
 16   
 17  """Sets options for MOSEK. 
 18  """ 
 19   
 20  try: 
 21      from pymosek import mosekopt 
 22  except ImportError: 
 23  #    print "MOSEK not available" 
 24      pass 
 25   
 26  from pypower.util import feval 
 27   
 28   
 29 -def mosek_options(overrides=None, ppopt=None): 
 30      """Sets options for MOSEK. 
 31   
 32      Inputs are all optional, second argument must be either a string 
 33      (C{fname}) or a dict (C{ppopt}): 
 34   
 35          - C{overrides} 
 36              - dict containing values to override the defaults 
 37              - C{fname} name of user-supplied function called after default 
 38              options are set to modify them. Calling syntax is:: 
 39                  modified_opt = fname(default_opt) 
 40          - C{ppopt} PYPOWER options vector, uses the following entries: 
 41              - C{OPF_VIOLATION} used to set opt.MSK_DPAR_INTPNT_TOL_PFEAS 
 42              - C{VERBOSE} not currently used here 
 43              - C{MOSEK_MAX_IT} used to set opt.MSK_IPAR_INTPNT_MAX_ITERATIONS 
 44              - C{MOSEK_GAP_TOL} used to set opt.MSK_DPAR_INTPNT_TOL_REL_GAP 
 45              - C{MOSEK_MAX_TIME} used to set opt.MSK_DPAR_OPTIMIZER_MAX_TIME 
 46              - C{MOSEK_NUM_THREADS} used to set opt.MSK_IPAR_INTPNT_NUM_THREADS 
 47              - C{MOSEK_OPT} user option file, if ppopt['MOSEK_OPT'] is non-zero 
 48              non-zero it is apped to 'mosek_user_options_' to form 
 49              the name of a user-supplied function used as C{fname} 
 50              described above, except with calling syntax:: 
 51                  modified_opt = fname(default_opt, ppopt) 
 52   
 53      Output is a param dict to pass to MOSEKOPT. 
 54   
 55      Example: 
 56   
 57      If PPOPT['MOSEK_OPT'] = 3, then after setting the default MOSEK options, 
 58      L{mosek_options} will execute the following user-defined function 
 59      to allow option overrides:: 
 60   
 61          opt = mosek_user_options_3(opt, ppopt) 
 62   
 63      The contents of mosek_user_options_3.py, could be something like:: 
 64   
 65          def mosek_user_options_3(opt, ppopt): 
 66              opt = {} 
 67              opt.MSK_DPAR_INTPNT_TOL_DFEAS   = 1e-9 
 68              opt.MSK_IPAR_SIM_MAX_ITERATIONS = 5000000 
 69              return opt 
 70   
 71      See the Parameters reference in Appix E of "The MOSEK 
 72      optimization toolbox for MATLAB manaul" for 
 73      details on the available options. 
 74   
 75      U{http://www.mosek.com/documentation/} 
 76   
 77      @see: C{mosekopt}, L{ppoption}. 
 78   
 79      @author: Ray Zimmerman (PSERC Cornell) 
 80      @author: Richard Lincoln 
 81      """ 
 82      ##-----  initialization and arg handling  ----- 
 83      ## defaults 
 84      verbose = 2 
 85      gaptol  = 0 
 86      fname   = '' 
 87   
 88      ## get symbolic constant names 
 89      r, res = mosekopt('symbcon echo(0)') 
 90      sc = res['symbcon'] 
 91   
 92      ## second argument 
 93      if ppopt == None: 
 94          if isinstance(ppopt, basestring):        ## 2nd arg is FNAME (string) 
 95              fname = ppopt 
 96              have_ppopt = False 
 97          else:                    ## 2nd arg is ppopt (MATPOWER options vector) 
 98              have_ppopt = True 
 99              ## (make default OPF_VIOLATION correspond to default MOSEK intpnt_tol_pfeas) 
100              verbose = ppopt['VERBOSE'] 
101              if ppopt['MOSEK_OPT']: 
102                  fname = 'mosek_user_options_#d' # ppopt['MOSEK_OPT'] 
103      else: 
104          have_ppopt = False 
105   
106      opt = {} 
107      ##-----  set default options for MOSEK  ----- 
108      ## solution algorithm 
109      if have_ppopt: 
110          alg = ppopt['MOSEK_LP_ALG'] 
111          if alg == sc['MSK_OPTIMIZER_FREE'] or \ 
112              alg == sc['MSK_OPTIMIZER_INTPNT'] or \ 
113              alg == sc['MSK_OPTIMIZER_PRIMAL_SIMPLEX'] or \ 
114              alg == sc['MSK_OPTIMIZER_DUAL_SIMPLEX'] or \ 
115              alg == sc['MSK_OPTIMIZER_PRIMAL_DUAL_SIMPLEX'] or \ 
116              alg == sc['MSK_OPTIMIZER_FREE_SIMPLEX'] or \ 
117              alg == sc['MSK_OPTIMIZER_CONCURRENT']: 
118                  opt['MSK_IPAR_OPTIMIZER'] = alg 
119          else: 
120              opt['MSK_IPAR_OPTIMIZER'] = sc['MSK_OPTIMIZER_FREE']; 
121   
122          ## (make default OPF_VIOLATION correspond to default MSK_DPAR_INTPNT_TOL_PFEAS) 
123          opt['MSK_DPAR_INTPNT_TOL_PFEAS'] = ppopt['OPF_VIOLATION'] / 500 
124          if ppopt['MOSEK_MAX_IT']: 
125              opt['MSK_IPAR_INTPNT_MAX_ITERATIONS'] = ppopt['MOSEK_MAX_IT'] 
126   
127          if ppopt['MOSEK_GAP_TOL']: 
128              opt['MSK_DPAR_INTPNT_TOL_REL_GAP'] = ppopt['MOSEK_GAP_TOL'] 
129   
130          if ppopt['MOSEK_MAX_TIME']: 
131              opt['MSK_DPAR_OPTIMIZER_MAX_TIME'] = ppopt['MOSEK_MAX_TIME'] 
132   
133          if ppopt['MOSEK_NUM_THREADS']: 
134              opt['MSK_IPAR_INTPNT_NUM_THREADS'] = ppopt['MOSEK_NUM_THREADS'] 
135      else: 
136          opt['MSK_IPAR_OPTIMIZER'] = sc['MSK_OPTIMIZER_FREE'] 
137   
138      # opt['MSK_DPAR_INTPNT_TOL_PFEAS'] = 1e-8       ## primal feasibility tol 
139      # opt['MSK_DPAR_INTPNT_TOL_DFEAS'] = 1e-8       ## dual feasibility tol 
140      # opt['MSK_DPAR_INTPNT_TOL_MU_RED'] = 1e-16     ## relative complementarity gap tol 
141      # opt['MSK_DPAR_INTPNT_TOL_REL_GAP'] = 1e-8     ## relative gap termination tol 
142      # opt['MSK_IPAR_INTPNT_MAX_ITERATIONS'] = 400   ## max iterations for int point 
143      # opt['MSK_IPAR_SIM_MAX_ITERATIONS'] = 10000000 ## max iterations for simplex 
144      # opt['MSK_DPAR_OPTIMIZER_MAX_TIME'] = -1       ## max time allowed (< 0 --> Inf) 
145      # opt['MSK_IPAR_INTPNT_NUM_THREADS'] = 1        ## number of threads 
146      # opt['MSK_IPAR_PRESOLVE_USE'] = sc['MSK_PRESOLVE_MODE_OFF'] 
147   
148      # if verbose == 0: 
149      #     opt['MSK_IPAR_LOG'] = 0 
150      # 
151   
152      ##-----  call user function to modify defaults  ----- 
153      if len(fname) > 0: 
154          if have_ppopt: 
155              opt = feval(fname, opt, ppopt) 
156          else: 
157              opt = feval(fname, opt) 
158   
159      ##-----  apply overrides  ----- 
160      if overrides is not None: 
161          names = overrides.keys() 
162          for k in range(len(names)): 
163              opt[names[k]] = overrides[names[k]] 
164