add cuopt direct solver

pyomo/solvers/plugins/solvers/__init__.py

@@ -26,6 +26,7 @@
     gurobi_persistent,
     cplex_direct,
     cplex_persistent,
+    cuopt_direct,
     GAMS,
     mosek_direct,
     mosek_persistent,

pyomo/solvers/plugins/solvers/cuopt_direct.py

@@ -0,0 +1,360 @@
+#  ___________________________________________________________________________
+#
+#  Pyomo: Python Optimization Modeling Objects
+#  Copyright (c) 2008-2025
+#  National Technology and Engineering Solutions of Sandia, LLC
+#  Under the terms of Contract DE-NA0003525 with National Technology and
+#  Engineering Solutions of Sandia, LLC, the U.S. Government retains certain
+#  rights in this software.
+#  This software is distributed under the 3-clause BSD License.
+#  ___________________________________________________________________________
+
+import logging
+import re
+import sys
+
+from pyomo.common.collections import ComponentSet, ComponentMap, Bunch
+from pyomo.common.dependencies import attempt_import
+from pyomo.common.dependencies import numpy as np
+from pyomo.core.base import Suffix, Var, Constraint, SOSConstraint, Objective
+from pyomo.common.errors import ApplicationError
+from pyomo.common.tempfiles import TempfileManager
+from pyomo.common.tee import capture_output
+from pyomo.core.expr.numvalue import is_fixed
+from pyomo.core.expr.numvalue import value
+from pyomo.core.staleflag import StaleFlagManager
+from pyomo.repn import generate_standard_repn
+from pyomo.repn.linear import LinearRepnVisitor
+from pyomo.solvers.plugins.solvers.direct_solver import DirectSolver
+from pyomo.solvers.plugins.solvers.direct_or_persistent_solver import (
+    DirectOrPersistentSolver,
+)
+from pyomo.common.enums import minimize, maximize
+from pyomo.opt.results.results_ import SolverResults
+from pyomo.opt.results.solution import Solution, SolutionStatus
+from pyomo.opt.results.solver import TerminationCondition, SolverStatus
+from pyomo.opt.base import SolverFactory
+import time
+
+logger = logging.getLogger(__name__)
+
+
+cuopt, cuopt_available = attempt_import("cuopt")
+
+
+@SolverFactory.register("cuopt", doc="Direct python interface to CUOPT")
+class CUOPTDirect(DirectSolver):
+    def __init__(self, **kwds):
+        kwds["type"] = "cuoptdirect"
+        super(CUOPTDirect, self).__init__(**kwds)
+        self._version = cuopt.__version__.split('.')
+        self._python_api_exists = cuopt_available
+        # Note: Undefined capabilities default to None
+        self._capabilities.linear = True
+        self._capabilities.integer = True
+        self.referenced_vars = ComponentSet()
+
+    def _apply_solver(self):
+        StaleFlagManager.mark_all_as_stale()
+        log_file = None
+        if self._log_file:
+            log_file = self._log_file
+        t0 = time.time()
+        settings = cuopt.linear_programming.solver_settings.SolverSettings()
+        self.solution = cuopt.linear_programming.solver.Solve(self._solver_model, settings)
+        t1 = time.time()
+        self._wallclock_time = t1 - t0
+        return Bunch(rc=None, log=None)
+
+    def _add_constraints(self, constraints):
+        c_lb, c_ub = [], []
+        matrix_data = []
+        matrix_indptr = [0]
+        matrix_indices = []
+
+        con_idx = 0
+        for con in constraints:
+            if not con.active:
+                continue
+
+            if self._skip_trivial_constraints and is_fixed(con.body):
+                continue
+
+            if not con.has_lb() and not con.has_ub():
+                assert not con.equality
+                continue  # non-binding, so skip
+
+            lb, body, ub = con.to_bounded_expression(evaluate_bounds=True)
+
+            conname = self._symbol_map.getSymbol(con, self._labeler)
+            self._pyomo_con_to_solver_con_map[con] = con_idx
+            con_idx += 1
+            repn = generate_standard_repn(body, quadratic=False)
+            matrix_data.extend(repn.linear_coefs)
+            matrix_indices.extend(
+                self.var_name_dict[str(i)] for i in repn.linear_vars
+            )
+            self.referenced_vars.update(repn.linear_vars)
+            matrix_indptr.append(len(matrix_data))
+            c_lb.append(
+                lb - repn.constant if lb is not None else -np.inf
+            )
+            c_ub.append(
+                ub - repn.constant if ub is not None else np.inf
+            )
+
+        if len(matrix_data) == 0:
+            matrix_data = [0]
+            matrix_indices = [0]
+            matrix_indptr = [0, 1]
+            c_lb = [0]
+            c_ub = [0]
+
+        self._solver_model.set_csr_constraint_matrix(
+            np.array(matrix_data), np.array(matrix_indices), np.array(matrix_indptr)
+        )
+        self._solver_model.set_constraint_lower_bounds(np.array(c_lb))
+        self._solver_model.set_constraint_upper_bounds(np.array(c_ub))
+
+    def _add_variables(self, variables):
+        # Map variable to index and get var bounds
+        self.var_name_dict = {}
+        v_lb, v_ub, v_type = [], [], []
+
+        for i, v in enumerate(variables):
+            lb, ub = v.bounds
+            if v.is_integer():
+                v_type.append("I")
+            elif v.is_continuous():
+                v_type.append("C")
+            else:
+                raise ValueError(f"Unallowable domain for variable {v.name}")
+            v_lb.append(lb if lb is not None else -np.inf)
+            v_ub.append(ub if ub is not None else np.inf)
+            self.var_name_dict[str(v)] = i
+            self._pyomo_var_to_ndx_map[v] = self._ndx_count
+            self._ndx_count += 1
+
+        self._solver_model.set_variable_lower_bounds(np.array(v_lb))
+        self._solver_model.set_variable_upper_bounds(np.array(v_ub))
+        self._solver_model.set_variable_types(np.array(v_type))
+        self._solver_model.set_variable_names(np.array(list(self.var_name_dict.keys())))
+
+    def _set_objective(self, objective):
+        repn = generate_standard_repn(objective.expr, quadratic=False)
+        self.referenced_vars.update(repn.linear_vars)
+
+        obj_coeffs = [0] * len(self.var_name_dict)
+        for i, coeff in enumerate(repn.linear_coefs):
+            obj_coeffs[self.var_name_dict[str(repn.linear_vars[i])]] = coeff
+        self._solver_model.set_objective_coefficients(np.array(obj_coeffs))
+        self._solver_model.set_maximize(objective.sense == maximize)
+
+    def _set_instance(self, model, kwds={}):
+        DirectOrPersistentSolver._set_instance(self, model, kwds)
+        self.var_name_dict = None
+        self._pyomo_var_to_ndx_map = ComponentMap()
+        self._ndx_count = 0
+
+        try:
+            self._solver_model = cuopt.linear_programming.DataModel()
+        except Exception as e:
+            msg = (
+                "Unable to create CUOPT model. "
+                "Have you installed the Python "
+                "SDK for CUOPT?\n\n\t" + "Error message: {0}".format(e)
+            )
+            raise Exception(msg)
+        self._add_block(model)
+
+    def _add_block(self, block):
+        self._add_variables(
+            block.component_data_objects(
+                ctype=Var, descend_into=True, active=True, sort=True
+            )
+        )
+        self._add_constraints(
+            block.component_data_objects(
+                ctype=Constraint, descend_into=True, active=True, sort=True
+            )
+        )
+        objectives = list(
+            block.component_data_objects(Objective, descend_into=True, active=True)
+        )
+        if len(objectives) > 1:
+            raise ValueError("Solver interface does not support multiple objectives.")
+        elif objectives:
+            self._set_objective(objectives[0])
+
+    def _postsolve(self):
+        extract_duals = False
+        extract_slacks = False
+        extract_reduced_costs = False
+        for suffix in self._suffixes:
+            flag = False
+            if re.match(suffix, "dual"):
+                extract_duals = True
+                flag = True
+            if re.match(suffix, "rc"):
+                extract_reduced_costs = True
+                flag = True
+            if not flag:
+                raise RuntimeError(
+                    "***The cuopt_direct solver plugin cannot extract solution suffix="
+                    + suffix
+                )
+
+        solution = self.solution
+        status = solution.get_termination_status()
+        self.results = SolverResults()
+        soln = Solution()
+        self.results.solver.name = "CUOPT"
+        self.results.solver.wallclock_time = self._wallclock_time
+
+        prob_type = solution.problem_category
+
+        # Termination Status
+        # 0 - CUOPT_TERIMINATION_STATUS_NO_TERMINATION
+        # 1 - CUOPT_TERIMINATION_STATUS_OPTIMAL
+        # 2 - CUOPT_TERIMINATION_STATUS_INFEASIBLE
+        # 3 - CUOPT_TERIMINATION_STATUS_UNBOUNDED
+        # 4 - CUOPT_TERIMINATION_STATUS_ITERATION_LIMIT
+        # 5 - CUOPT_TERIMINATION_STATUS_TIME_LIMIT
+        # 6 - CUOPT_TERIMINATION_STATUS_NUMERICAL_ERROR
+        # 7 - CUOPT_TERIMINATION_STATUS_PRIMAL_FEASIBLE
+        # 8 - CUOPT_TERIMINATION_STATUS_FEASIBLE_FOUND
+        # 9 - CUOPT_TERIMINATION_STATUS_CONCURRENT_LIMIT
+
+        if status == 1:
+            self.results.solver.status = SolverStatus.ok
+            self.results.solver.termination_condition = TerminationCondition.optimal
+            soln.status = SolutionStatus.optimal
+        elif status == 3:
+            self.results.solver.status = SolverStatus.warning
+            self.results.solver.termination_condition = TerminationCondition.unbounded
+            soln.status = SolutionStatus.unbounded
+        elif status == 8:
+            self.results.solver.status = SolverStatus.ok
+            self.results.solver.termination_condition = TerminationCondition.feasible
+            soln.status = SolutionStatus.feasible
+        elif status == 2:
+            self.results.solver.status = SolverStatus.warning
+            self.results.solver.termination_condition = TerminationCondition.infeasible
+            soln.status = SolutionStatus.infeasible
+        elif status == 4:
+            self.results.solver.status = SolverStatus.aborted
+            self.results.solver.termination_condition = (
+                TerminationCondition.maxIterations
+            )
+            soln.status = SolutionStatus.stoppedByLimit
+        elif status == 5:
+            self.results.solver.status = SolverStatus.aborted
+            self.results.solver.termination_condition = (
+                TerminationCondition.maxTimeLimit
+            )
+            soln.status = SolutionStatus.stoppedByLimit
+        elif status == 7:
+            self.results.solver.status = SolverStatus.ok
+            self.results.solver.termination_condition = TerminationCondition.other
+            soln.status = SolutionStatus.other
+        else:
+            self.results.solver.status = SolverStatus.error
+            self.results.solver.termination_condition = TerminationCondition.error
+            soln.status = SolutionStatus.error
+
+        if self._solver_model.maximize:
+            self.results.problem.sense = maximize
+        else:
+            self.results.problem.sense = minimize
+
+        self.results.problem.upper_bound = None
+        self.results.problem.lower_bound = None
+        try:
+            self.results.problem.upper_bound = solution.get_primal_objective()
+            self.results.problem.lower_bound = solution.get_primal_objective()
+        except Exception as e:
+            pass
+
+        var_map = self._pyomo_var_to_ndx_map
+        con_map = self._pyomo_con_to_solver_con_map
+
+        primal_solution = solution.get_primal_solution().tolist()
+        reduced_costs = None
+        dual_solution = None
+        if extract_reduced_costs and solution.get_problem_category() == 0:
+            reduced_costs = solution.get_reduced_cost()
+        if extract_duals and solution.get_problem_category() == 0:
+            dual_solution = solution.get_dual_solution()
+
+        if self._save_results:
+            soln_variables = soln.variable
+            soln_constraints = soln.constraint
+            for i, pyomo_var in enumerate(var_map.keys()):
+                if len(primal_solution) > 0 and pyomo_var in self.referenced_vars:
+                    name = self._symbol_map.getSymbol(pyomo_var, self._labeler)
+                    soln_variables[name] = {"Value": primal_solution[i]}
+                    if reduced_costs is not None:
+                        soln_variables[name]["Rc"] = reduced_costs[i]
+            for i, pyomo_con in enumerate(con_map.keys()):
+                if dual_solution is not None:
+                    con_name = self._symbol_map.getSymbol(pyomo_con, self._labeler)
+                    soln_constraints[con_name] = {"Dual": dual_solution[i]}
+
+        elif self._load_solutions:
+            if len(primal_solution) > 0:
+                for i, pyomo_var in enumerate(var_map.keys()):
+                    pyomo_var.set_value(primal_solution[i], skip_validation=True)
+
+                if reduced_costs is not None:
+                    self._load_rc()
+
+                if dual_solution is not None:
+                    self._load_duals()
+
+        self.results.solution.insert(soln)
+        return DirectOrPersistentSolver._postsolve(self)
+
+    def warm_start_capable(self):
+        return False
+
+    def _load_rc(self, vars_to_load=None):
+        if not hasattr(self._pyomo_model, "rc"):
+            self._pyomo_model.rc = Suffix(direction=Suffix.IMPORT)
+        rc = self._pyomo_model.rc
+        var_map = self._pyomo_var_to_ndx_map
+        if vars_to_load is None:
+            vars_to_load = var_map.keys()
+        reduced_costs = self.solution.get_reduced_cost()
+        for pyomo_var in vars_to_load:
+            rc[pyomo_var] = reduced_costs[var_map[pyomo_var]]
+
+    def load_rc(self, vars_to_load=None):
+        """
+        Load the reduced costs into the 'rc' suffix. The 'rc' suffix must live on the parent model.
+
+        Parameters
+        ----------
+        vars_to_load: list of Var
+        """
+        self._load_rc(vars_to_load)
+
+    def _load_duals(self, cons_to_load=None):
+        if not hasattr(self._pyomo_model, 'dual'):
+            self._pyomo_model.dual = Suffix(direction=Suffix.IMPORT)
+        dual = self._pyomo_model.dual
+        con_map = self._pyomo_con_to_solver_con_map
+        if cons_to_load is None:
+            cons_to_load = con_map.keys()
+        dual_solution = self.solution.get_reduced_cost()
+        for pyomo_con in cons_to_load:
+            dual[pyomo_con] = dual_solution[con_map[pyomo_con]]
+
+    def load_duals(self, cons_to_load=None):
+        """
+        Load the duals into the 'dual' suffix. The 'dual' suffix must live on the parent model.
+
+        Parameters
+        ----------
+        cons_to_load: list of Constraint
+        """
+        self._load_duals(cons_to_load)