need_solution=False for FWPH iteration

Author: bknueven

mpisppy/extensions/reduced_costs_fixer.py

@@ -124,6 +124,8 @@ def sync_with_spokes(self, pre_iter0 = False):
             Field.OBJECTIVE_OUTER_BOUND,
             self.reduced_costs_spoke_index,
         )
+        if self.opt.cylinder_rank == 0:
+            print(f"RCFixer, reduced costs bound: {self.outer_bound_buf.value_array()[0]}")
         if self.reduced_cost_buf.is_new() and self.reduced_cost_buf.id() == self.outer_bound_buf.id():
             reduced_costs = self.reduced_cost_buf.value_array()
             this_outer_bound = self.outer_bound_buf.value_array()[0]

mpisppy/opt/fwph.py

@@ -113,9 +113,9 @@ def fwph_main(self, finalize=True):
         if (self.ph_converger):
             self.convobject = self.ph_converger(self)
 
-        if self.options.get("FW_LP_start_iterations", 1000) > 0:
+        if self.options.get("FW_LP_start_iterations", 0) > 0:
             global_toc("Starting LP PH...")
-            lp_iterations = self.options.get("FW_LP_start_iterations", 1000)
+            lp_iterations = self.options["FW_LP_start_iterations"]
             total_iterations = self.options["PHIterLimit"]
             self.options["PHIterLimit"] = lp_iterations
             integer_relaxer = pyo.TransformationFactory('core.relax_integer_vars')
@@ -150,7 +150,7 @@ def fwph_main(self, finalize=True):
                 tee=teeme,
                 verbose=self.options["verbose"],
                 # sdm_iter_limit=20,
-                # FW_conv_thresh=-1,
+                # FW_conv_thresh=1e-8,
             )
             global_toc("Starting FW PH")
 
@@ -407,6 +407,10 @@ def SDM(self, model_name, mip_solver_options, dtiming, tee, verbose, sdm_iter_li
                 dtiming=dtiming,
                 tee=tee,
                 verbose=verbose,
+                # if the problem isn't feasible,
+                # becuase of the cutoff, we should
+                # probably keep going ??
+                need_solution=False,
             )
             self._remove_objective_cutoff(mip)
             # tmipsolve = time.perf_counter() - tbmipsolve

mpisppy/utils/cfg_vanilla.py

@@ -434,6 +434,7 @@ def _fwph_options(cfg):
         "FW_verbose": cfg.verbose,
         "mip_solver_options": mip_solver_options,
         "qp_solver_options": qp_solver_options,
+        "FW_LP_start_iterations": cfg.fwph_lp_start_iterations,
     }
 
     return fw_options

mpisppy/utils/config.py

@@ -534,6 +534,11 @@ def fwph_args(self):
                             domain=float,
                             default=1e-4)
 
+        self.add_to_config("fwph_lp_start_iterations",
+                            description="Number of iterations to operate on LP relaxation to warmstart fwph duals",
+                            domain=int,
+                            default=0)
+
 
     def lagrangian_args(self):