Merge pull request #1446 from renkekuhlmann/gams_gdx

Add GDX interface for returning solution values from GAMS

pyomo/repn/plugins/gams_writer.py

@@ -322,8 +322,16 @@ def __call__(self,
                 |     2 : sort keys AND sort names (over declaration order)
             - put_results=None
                 Filename for optionally writing solution values and
-                marginals to (put_results).dat, and solver statuses
-                to (put_results + 'stat').dat.
+                marginals.  If put_results_format is 'gdx', then GAMS
+                will write solution values and marginals to
+                GAMS_MODEL_p.gdx and solver statuses to
+                {put_results}_s.gdx.  If put_results_format is 'dat',
+                then solution values and marginals are written to
+                (put_results).dat, and solver statuses to (put_results +
+                'stat').dat.
+            - put_results_format='gdx'
+                Format used for put_results, one of 'gdx', 'dat'.
+
         """
 
         # Make sure not to modify the user's dictionary,
@@ -343,6 +351,12 @@ def __call__(self,
         # If None, will chose from lp, nlp, mip, and minlp.
         mtype = io_options.pop("mtype", None)
 
+        # Improved GAMS calling options
+        solprint = io_options.pop("solprint", "off")
+        limrow = io_options.pop("limrow", 0)
+        limcol = io_options.pop("limcol", 0)
+        solvelink = io_options.pop("solvelink", 5)
+
         # Lines to add before solve statement.
         add_options = io_options.pop("add_options", None)
 
@@ -368,6 +382,8 @@ def __call__(self,
         # Filename for optionally writing solution values and marginals
         # Set to True by GAMSSolver
         put_results = io_options.pop("put_results", None)
+        put_results_format = io_options.pop("put_results_format", 'gdx')
+        assert put_results_format in ('gdx','dat')
 
         if len(io_options):
             raise ValueError(
@@ -461,8 +477,13 @@ def var_label(obj):
                     warmstart=warmstart,
                     solver=solver,
                     mtype=mtype,
+                    solprint=solprint,
+                    limrow=limrow,
+                    limcol=limcol,
+                    solvelink=solvelink,
                     add_options=add_options,
-                    put_results=put_results
+                    put_results=put_results,
+                    put_results_format=put_results_format,
                 )
             finally:
                 if isinstance(output_filename, string_types):
@@ -483,8 +504,14 @@ def _write_model(self,
                      warmstart,
                      solver,
                      mtype,
+                     solprint,
+                     limrow,
+                     limcol,
+                     solvelink,
                      add_options,
-                     put_results):
+                     put_results,
+                     put_results_format,
+                 ):
         constraint_names = []
         ConstraintIO = StringIO()
         linear = True
@@ -578,6 +605,7 @@ def _write_model(self,
         categorized_vars = Categorizer(var_list, symbolMap)
 
         # Write the GAMS model
+        output_file.write("$offlisting\n")
         # $offdigit ignores extra precise digits instead of erroring
         output_file.write("$offdigit\n\n")
         output_file.write("EQUATIONS\n\t")
@@ -679,6 +707,14 @@ def _write_model(self,
                                  % (solver, mtype))
             output_file.write("option %s=%s;\n" % (mtype, solver))
 
+        output_file.write("option solprint=%s;\n" % solprint)
+        output_file.write("option limrow=%d;\n" % limrow)
+        output_file.write("option limcol=%d;\n" % limcol)
+        output_file.write("option solvelink=%d;\n" % solvelink)
+
+        if put_results is not None and put_results_format == 'gdx':
+            output_file.write("option savepoint=1;\n")
+
         if add_options is not None:
             output_file.write("\n* START USER ADDITIONAL OPTIONS\n")
             for line in add_options:
@@ -720,28 +756,33 @@ def _write_model(self,
         output_file.write("ETSOLVE = %s.etsolve\n\n" % model_name)
 
         if put_results is not None:
-            results = put_results + '.dat'
-            output_file.write("\nfile results /'%s'/;" % results)
-            output_file.write("\nresults.nd=15;")
-            output_file.write("\nresults.nw=21;")
-            output_file.write("\nput results;")
-            output_file.write("\nput 'SYMBOL  :  LEVEL  :  MARGINAL' /;")
-            for var in var_list:
-                output_file.write("\nput %s %s.l %s.m /;" % (var, var, var))
-            for con in constraint_names:
-                output_file.write("\nput %s %s.l %s.m /;" % (con, con, con))
-            output_file.write("\nput GAMS_OBJECTIVE GAMS_OBJECTIVE.l "
-                              "GAMS_OBJECTIVE.m;\n")
-
-            statresults = put_results + 'stat.dat'
-            output_file.write("\nfile statresults /'%s'/;" % statresults)
-            output_file.write("\nstatresults.nd=15;")
-            output_file.write("\nstatresults.nw=21;")
-            output_file.write("\nput statresults;")
-            output_file.write("\nput 'SYMBOL   :   VALUE' /;")
-            for stat in stat_vars:
-                output_file.write("\nput '%s' %s /;\n" % (stat, stat))
-
+            if put_results_format == 'gdx':
+                output_file.write("\nexecute_unload '%s_s.gdx'" % put_results)
+                for stat in stat_vars:
+                    output_file.write(", %s" % stat)
+                output_file.write(";\n")
+            else:
+                results = put_results + '.dat'
+                output_file.write("\nfile results /'%s'/;" % results)
+                output_file.write("\nresults.nd=15;")
+                output_file.write("\nresults.nw=21;")
+                output_file.write("\nput results;")
+                output_file.write("\nput 'SYMBOL  :  LEVEL  :  MARGINAL' /;")
+                for var in var_list:
+                    output_file.write("\nput %s %s.l %s.m /;" % (var, var, var))
+                for con in constraint_names:
+                    output_file.write("\nput %s %s.l %s.m /;" % (con, con, con))
+                output_file.write("\nput GAMS_OBJECTIVE GAMS_OBJECTIVE.l "
+                                  "GAMS_OBJECTIVE.m;\n")
+
+                statresults = put_results + 'stat.dat'
+                output_file.write("\nfile statresults /'%s'/;" % statresults)
+                output_file.write("\nstatresults.nd=15;")
+                output_file.write("\nstatresults.nw=21;")
+                output_file.write("\nput statresults;")
+                output_file.write("\nput 'SYMBOL   :   VALUE' /;")
+                for stat in stat_vars:
+                    output_file.write("\nput '%s' %s /;\n" % (stat, stat))
 
 valid_solvers = {
 'ALPHAECP': {'MINLP','MIQCP'},

pyomo/repn/tests/gams/no_column_ordering_linear.gams.baseline

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -15,6 +16,10 @@ obj.. GAMS_OBJECTIVE =e= a + b + c ;
 
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING lp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/no_column_ordering_quadratic.gams.baseline

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -15,6 +16,10 @@ obj.. GAMS_OBJECTIVE =e= a + b + c + a*a + b*b + c*c + a*b + a*c + b*c ;
 
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/no_row_ordering.gams.baseline

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -23,6 +24,10 @@ obj.. GAMS_OBJECTIVE =e= a ;
 
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING lp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small1.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -16,6 +17,10 @@ x1.l = 1;
 x2.l = 1;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small10.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -39,6 +40,10 @@ c15.. GAMS_OBJECTIVE =e= x1 + 0*x1 + 0*x1 + x1*x1*0 + x1*x1*0 + 0*power(x1, 2) ;
 
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small11.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -25,6 +26,10 @@ c4.. GAMS_OBJECTIVE =e= x3 ;
 
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING lp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small12.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -72,6 +73,10 @@ x6.l = -2;
 x7.l = 2;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small13.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -18,6 +19,10 @@ c4.. GAMS_OBJECTIVE =e= x1 ;
 x1.l = 0.5;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp maximizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small14a.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -46,6 +47,10 @@ x1.l = 1;
 x2.l = 0;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING dnlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small15.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -16,6 +17,10 @@ x1.l = 1;
 x2.l = 1;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small2.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -16,6 +17,10 @@ x1.l = 1;
 x2.l = 1;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small3.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -16,6 +17,10 @@ x1.l = 1;
 x2.l = 1;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small4.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -16,6 +17,10 @@ x1.l = 1;
 x2.l = 1;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small5.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -46,6 +47,10 @@ x3.up = 1;
 x3.l = 2;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';

pyomo/repn/tests/gams/small6.pyomo.gms

@@ -1,3 +1,4 @@
+$offlisting
 $offdigit
 
 EQUATIONS
@@ -34,6 +35,10 @@ x3.up = 1;
 x3.l = 2;
 
 MODEL GAMS_MODEL /all/ ;
+option solprint=off;
+option limrow=0;
+option limcol=0;
+option solvelink=5;
 SOLVE GAMS_MODEL USING nlp minimizing GAMS_OBJECTIVE;
 
 Scalars MODELSTAT 'model status', SOLVESTAT 'solve status';