Merge branch 'main' into nonlinear-to-pwl

pyomo/core/base/constraint.py

@@ -179,7 +179,7 @@ def __call__(self, exception=True):
             body = value(self.body, exception=exception)
         return body
 
-    def to_bounded_expression(self):
+    def to_bounded_expression(self, evaluate_bounds=False):
         """Convert this constraint to a tuple of 3 expressions (lb, body, ub)
 
         This method "standardizes" the expression into a 3-tuple of
@@ -195,6 +195,13 @@ def to_bounded_expression(self):
         extension, the result) can change after fixing / unfixing
         :py:class:`Var` objects.
 
+        Parameters
+        ----------
+        evaluate_bounds: bool
+
+            If True, then the lower and upper bounds will be evaluated
+            to a finite numeric constant or None.
+
         Raises
         ------
 
@@ -226,15 +233,36 @@ def to_bounded_expression(self):
                     "variable upper bound.  Cannot normalize the "
                     "constraint or send it to a solver."
                 )
-            return ans
-        elif expr is not None:
+        elif expr is None:
+            ans = None, None, None
+        else:
             lhs, rhs = expr.args
             if rhs.__class__ in native_types or not rhs.is_potentially_variable():
-                return rhs if expr.__class__ is EqualityExpression else None, lhs, rhs
-            if lhs.__class__ in native_types or not lhs.is_potentially_variable():
-                return lhs, rhs, lhs if expr.__class__ is EqualityExpression else None
-            return 0 if expr.__class__ is EqualityExpression else None, lhs - rhs, 0
-        return None, None, None
+                ans = rhs if expr.__class__ is EqualityExpression else None, lhs, rhs
+            elif lhs.__class__ in native_types or not lhs.is_potentially_variable():
+                ans = lhs, rhs, lhs if expr.__class__ is EqualityExpression else None
+            else:
+                ans = 0 if expr.__class__ is EqualityExpression else None, lhs - rhs, 0
+
+        if evaluate_bounds:
+            lb, body, ub = ans
+            return self._evaluate_bound(lb, True), body, self._evaluate_bound(ub, False)
+        return ans
+
+    def _evaluate_bound(self, bound, is_lb):
+        if bound is None:
+            return None
+        if bound.__class__ not in native_numeric_types:
+            bound = float(value(bound))
+        # Note that "bound != bound" catches float('nan')
+        if bound in _nonfinite_values or bound != bound:
+            if bound == (-_inf if is_lb else _inf):
+                return None
+            raise ValueError(
+                f"Constraint '{self.name}' created with an invalid non-finite "
+                f"{'lower' if is_lb else 'upper'} bound ({bound})."
+            )
+        return bound
 
     @property
     def body(self):
@@ -291,38 +319,12 @@ def upper(self):
     @property
     def lb(self):
         """Access the value of the lower bound of a constraint expression."""
-        bound = self.to_bounded_expression()[0]
-        if bound is None:
-            return None
-        if bound.__class__ not in native_numeric_types:
-            bound = float(value(bound))
-        # Note that "bound != bound" catches float('nan')
-        if bound in _nonfinite_values or bound != bound:
-            if bound == -_inf:
-                return None
-            raise ValueError(
-                f"Constraint '{self.name}' created with an invalid non-finite "
-                f"lower bound ({bound})."
-            )
-        return bound
+        return self._evaluate_bound(self.to_bounded_expression()[0], True)
 
     @property
     def ub(self):
         """Access the value of the upper bound of a constraint expression."""
-        bound = self.to_bounded_expression()[2]
-        if bound is None:
-            return None
-        if bound.__class__ not in native_numeric_types:
-            bound = float(value(bound))
-        # Note that "bound != bound" catches float('nan')
-        if bound in _nonfinite_values or bound != bound:
-            if bound == _inf:
-                return None
-            raise ValueError(
-                f"Constraint '{self.name}' created with an invalid non-finite "
-                f"upper bound ({bound})."
-            )
-        return bound
+        return self._evaluate_bound(self.to_bounded_expression()[2], False)
 
     @property
     def equality(self):

pyomo/core/kernel/constraint.py

@@ -160,6 +160,17 @@ def has_ub(self):
         ub = self.ub
         return (ub is not None) and (value(ub) != float('inf'))
 
+    def to_bounded_expression(self, evaluate_bounds=False):
+        if evaluate_bounds:
+            lb = self.lb
+            if lb == -float('inf'):
+                lb = None
+            ub = self.ub
+            if ub == float('inf'):
+                ub = None
+            return lb, self.body, ub
+        return self.lower, self.body, self.upper
+
 
 class _MutableBoundsConstraintMixin(object):
     """
@@ -177,9 +188,6 @@ class _MutableBoundsConstraintMixin(object):
     # Define some of the IConstraint abstract methods
     #
 
-    def to_bounded_expression(self):
-        return self.lower, self.body, self.upper
-
     @property
     def lower(self):
         """The expression for the lower bound of the constraint"""

pyomo/repn/beta/matrix.py

@@ -587,6 +587,11 @@ def constant(self):
     # Abstract Interface (ConstraintData)
     #
 
+    def to_bounded_expression(self, evaluate_bounds=False):
+        """Access this constraint as a single expression."""
+        # Note that the bounds are always going to be floats...
+        return self.lower, self.body, self.upper
+
     @property
     def body(self):
         """Access the body of a constraint expression."""

pyomo/repn/plugins/baron_writer.py

@@ -256,23 +256,24 @@ def _skip_trivial(constraint_data):
             suffix_gen = (
                 lambda b: pyomo.core.base.suffix.active_export_suffix_generator(b)
             )
-        r_o_eqns = []
-        c_eqns = []
-        l_eqns = []
+        r_o_eqns = {}
+        c_eqns = {}
+        l_eqns = {}
         branching_priorities_suffixes = []
         for block in all_blocks_list:
             for name, suffix in suffix_gen(block):
                 if name in {'branching_priorities', 'priority'}:
                     branching_priorities_suffixes.append(suffix)
                 elif name == 'constraint_types':
                     for constraint_data, constraint_type in suffix.items():
+                        info = constraint_data.to_bounded_expression(True)
                         if not _skip_trivial(constraint_data):
                             if constraint_type.lower() == 'relaxationonly':
-                                r_o_eqns.append(constraint_data)
+                                r_o_eqns[constraint_data] = info
                             elif constraint_type.lower() == 'convex':
-                                c_eqns.append(constraint_data)
+                                c_eqns[constraint_data] = info
                             elif constraint_type.lower() == 'local':
-                                l_eqns.append(constraint_data)
+                                l_eqns[constraint_data] = info
                             else:
                                 raise ValueError(
                                     "A suffix '%s' contained an invalid value: %s\n"
@@ -294,7 +295,10 @@ def _skip_trivial(constraint_data):
                         % (name, _location)
                     )
 
-        non_standard_eqns = r_o_eqns + c_eqns + l_eqns
+        non_standard_eqns = set()
+        non_standard_eqns.update(r_o_eqns)
+        non_standard_eqns.update(c_eqns)
+        non_standard_eqns.update(l_eqns)
 
         #
         # EQUATIONS
@@ -304,7 +308,7 @@ def _skip_trivial(constraint_data):
         n_roeqns = len(r_o_eqns)
         n_ceqns = len(c_eqns)
         n_leqns = len(l_eqns)
-        eqns = []
+        eqns = {}
 
         # Alias the constraints by declaration order since Baron does not
         # include the constraint names in the solution file. It is important
@@ -321,14 +325,15 @@ def _skip_trivial(constraint_data):
             for constraint_data in block.component_data_objects(
                 Constraint, active=True, sort=sorter, descend_into=False
             ):
-                if (not constraint_data.has_lb()) and (not constraint_data.has_ub()):
+                lb, body, ub = constraint_data.to_bounded_expression(True)
+                if lb is None and ub is None:
                     assert not constraint_data.equality
                     continue  # non-binding, so skip
 
                 if (not _skip_trivial(constraint_data)) and (
                     constraint_data not in non_standard_eqns
                 ):
-                    eqns.append(constraint_data)
+                    eqns[constraint_data] = lb, body, ub
 
                     con_symbol = symbol_map.createSymbol(constraint_data, c_labeler)
                     assert not con_symbol.startswith('.')
@@ -407,12 +412,12 @@ def mutable_param_gen(b):
 
         # Equation Definition
         output_file.write('c_e_FIX_ONE_VAR_CONST__:  ONE_VAR_CONST__  == 1;\n')
-        for constraint_data in itertools.chain(eqns, r_o_eqns, c_eqns, l_eqns):
+        for constraint_data, (lb, body, ub) in itertools.chain(
+            eqns.items(), r_o_eqns.items(), c_eqns.items(), l_eqns.items()
+        ):
             variables = OrderedSet()
             # print(symbol_map.byObject.keys())
-            eqn_body = expression_to_string(
-                constraint_data.body, variables, smap=symbol_map
-            )
+            eqn_body = expression_to_string(body, variables, smap=symbol_map)
             # print(symbol_map.byObject.keys())
             referenced_variable_ids.update(variables)
 
@@ -439,22 +444,22 @@ def mutable_param_gen(b):
             # Equality constraint
             if constraint_data.equality:
                 eqn_lhs = ''
-                eqn_rhs = ' == ' + ftoa(constraint_data.upper)
+                eqn_rhs = ' == ' + ftoa(ub)
 
             # Greater than constraint
-            elif not constraint_data.has_ub():
-                eqn_rhs = ' >= ' + ftoa(constraint_data.lower)
+            elif ub is None:
+                eqn_rhs = ' >= ' + ftoa(lb)
                 eqn_lhs = ''
 
             # Less than constraint
-            elif not constraint_data.has_lb():
-                eqn_rhs = ' <= ' + ftoa(constraint_data.upper)
+            elif lb is None:
+                eqn_rhs = ' <= ' + ftoa(ub)
                 eqn_lhs = ''
 
             # Double-sided constraint
-            elif constraint_data.has_lb() and constraint_data.has_ub():
-                eqn_lhs = ftoa(constraint_data.lower) + ' <= '
-                eqn_rhs = ' <= ' + ftoa(constraint_data.upper)
+            elif lb is not None and ub is not None:
+                eqn_lhs = ftoa(lb) + ' <= '
+                eqn_rhs = ' <= ' + ftoa(ub)
 
             eqn_string = eqn_lhs + eqn_body + eqn_rhs + ';\n'
             output_file.write(eqn_string)

pyomo/repn/plugins/gams_writer.py

@@ -619,11 +619,12 @@ def _write_model(
         # encountered will be added to the var_list due to the labeler
         # defined above.
         for con in model.component_data_objects(Constraint, active=True, sort=sort):
-            if not con.has_lb() and not con.has_ub():
+            lb, body, ub = con.to_bounded_expression(True)
+            if lb is None and ub is None:
                 assert not con.equality
                 continue  # non-binding, so skip
 
-            con_body = as_numeric(con.body)
+            con_body = as_numeric(body)
             if skip_trivial_constraints and con_body.is_fixed():
                 continue
             if linear:
@@ -642,20 +643,20 @@ def _write_model(
                 constraint_names.append('%s' % cName)
                 ConstraintIO.write(
                     '%s.. %s =e= %s ;\n'
-                    % (constraint_names[-1], con_body_str, ftoa(con.upper, False))
+                    % (constraint_names[-1], con_body_str, ftoa(ub, False))
                 )
             else:
-                if con.has_lb():
+                if lb is not None:
                     constraint_names.append('%s_lo' % cName)
                     ConstraintIO.write(
                         '%s.. %s =l= %s ;\n'
-                        % (constraint_names[-1], ftoa(con.lower, False), con_body_str)
+                        % (constraint_names[-1], ftoa(lb, False), con_body_str)
                     )
-                if con.has_ub():
+                if ub is not None:
                     constraint_names.append('%s_hi' % cName)
                     ConstraintIO.write(
                         '%s.. %s =l= %s ;\n'
-                        % (constraint_names[-1], con_body_str, ftoa(con.upper, False))
+                        % (constraint_names[-1], con_body_str, ftoa(ub, False))
                     )
 
         obj = list(model.component_data_objects(Objective, active=True, sort=sort))

pyomo/repn/plugins/lp_writer.py

@@ -408,18 +408,18 @@ def write(self, model):
             if with_debug_timing and con.parent_component() is not last_parent:
                 timer.toc('Constraint %s', last_parent, level=logging.DEBUG)
                 last_parent = con.parent_component()
-            # Note: Constraint.lb/ub guarantee a return value that is
-            # either a (finite) native_numeric_type, or None
-            lb = con.lb
-            ub = con.ub
+            # Note: Constraint.to_bounded_expression(evaluate_bounds=True)
+            # guarantee a return value that is either a (finite)
+            # native_numeric_type, or None
+            lb, body, ub = con.to_bounded_expression(True)
 
             if lb is None and ub is None:
                 # Note: you *cannot* output trivial (unbounded)
                 # constraints in LP format.  I suppose we could add a
                 # slack variable if skip_trivial_constraints is False,
                 # but that seems rather silly.
                 continue
-            repn = constraint_visitor.walk_expression(con.body)
+            repn = constraint_visitor.walk_expression(body)
             if repn.nonlinear is not None:
                 raise ValueError(
                     f"Model constraint ({con.name}) contains nonlinear terms that "

pyomo/repn/plugins/nl_writer.py

@@ -723,14 +723,14 @@ def write(self, model):
                     timer.toc('Constraint %s', last_parent, level=logging.DEBUG)
                 last_parent = con.parent_component()
             scale = scaling_factor(con)
-            expr_info = visitor.walk_expression((con.body, con, 0, scale))
+            # Note: Constraint.to_bounded_expression(evaluate_bounds=True)
+            # guarantee a return value that is either a (finite)
+            # native_numeric_type, or None
+            lb, body, ub = con.to_bounded_expression(True)
+            expr_info = visitor.walk_expression((body, con, 0, scale))
             if expr_info.named_exprs:
                 self._record_named_expression_usage(expr_info.named_exprs, con, 0)
 
-            # Note: Constraint.lb/ub guarantee a return value that is
-            # either a (finite) native_numeric_type, or None
-            lb = con.lb
-            ub = con.ub
             if lb is None and ub is None:  # and self.config.skip_trivial_constraints:
                 continue
             if scale != 1: