Make exporting of PyROS subproblems more customizable#3649
Make exporting of PyROS subproblems more customizable#3649jsiirola merged 11 commits intoPyomo:mainfrom
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #3649 +/- ##
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Coverage 89.06% 89.07%
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Files 890 890
Lines 102700 102696 -4
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+ Hits 91471 91472 +1
+ Misses 11229 11224 -5
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github-project-automation
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moved this from Todo
to Reviewer Approved
in August 2025 Release
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@shermanjasonaf: Both dependent PRs (#3558 & #3646) have been merged. Once the version # and changelog have been updated, we can merge this one as well. |
| Iterations : 4 | ||
| Solve time (wall s) : 5.281 | ||
| Iterations : 5 | ||
| Solve time (wall s) : 8.824 |
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Should we be concerned that the number of iterations has increased?
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Probably. After a more detailed look, I have found that, for the problem in question, the termination stats are sensitive to the subsolver. The results prior to the change were obtained using BARON 25.2.1 (no CPLEX access) as the PyROS subsolver; the results after the change were obtained using BARON 25.2.1 (w/ CPLEX 22.1.0 access) as the PyROS subsolver. See the table below for more detailed results, noting that in all prior PyROS versions, the final objective value that was reported is 3.6285E+07 (other values in the table are bold). In the future, we may want to modify the problem to one that is less sensitive to the subsolvers. Perhaps, for now, we should note somewhere in the docs the subsolver version that was used. Your thoughts?
| Subsolver | PyROS Termination Condition | Iterations | Final Objective |
|---|---|---|---|
| SCIP 9.1.0 (+SOPLEX 7.1.0) | robust optimal | 10 | 3.6107E+07 |
| BARON 25.2.1 (no CPLEX) | robust optimal | 4 | 3.6285E+07 |
| BARON 25.2.1 (w/ CPLEX) | robust optimal | 5 | 3.6285E+07 |
| BARON 25.3.19 (no CPLEX) | robust optimal | 6 | 3.6285E+07 |
| BARON 25.3.19 (w/ CPLEX) | subsolver error | 7 | 3.6285E+07 |
| BARON 25.7.17 (no CPLEX) | robust optimal | 7 | 3.6103E+07 |
| BARON 25.7.17 (w/ CPLEX) | subsolver error | 12 | 3.6286E+07 |
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Thanks! I like the idea of moving to another problem in the future that is a little more numerically stable/robust. I don't think this should hold up this PR, do you?
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I agree that this PR should not be held up by these findings, as the findings are not related to the functional changes of the PR.
github-project-automation
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moved this from Reviewer Approved
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Summary/Motivation:
The PyROS solver provides two optional arguments
keepfilesandsubproblem_file_directoryfor specifying whether and where subproblems that were not solved to an acceptable level are to be written. However, when subproblems are written, they are exclusively written in'bar'format. Other formats ('gams','nl', etc.) may be of interest to the user.Changes proposed in this PR:
subproblem_format_options. This argument should be (castable to) adictobject, of which each entry maps a PyomoWriterFactoryformat (e.g.,'bar','gams') to a value for the argumentio_optionstoBlockData.write().TODO (after #3646 merged)
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