How to use complex variables in a Gurobi problem - python

I currently solve optimization problems with complex variables using CVX + Mosek, on MATLAB. I'm now considering switching to Gurobi + Python for some applications.
Is there a way to declare complex values (both inside constraints and as optimization variables) directly into Gurobi's Python interface?
If not, which are good modeling languages, with Python interface, that automates the reduction of the problem to real variables before calling the solver?
I know, for instance, that YALMIP does this reduction (though no Python interface), and newer versions of CVXPY also (but I haven't used it extensively, and don't know if it already has good performance, is stable, and reasonably complete). Any thoughts on these issues and recommendations of other interfaces are thus welcome.

The only possible variables in Gurobi are:
Integer;
Binary;
Continuous;
Semi-Continuous and;
Semi-Integer.
Also, I don't know the problem you're trying to solve, but complex number are quite strange for linear optimization.
The complex plane isn't a ordered field, so that is not possible to say that a given complex number z1 > z2
You'll probably have to model your problem in such way that you can decompose the constraints with real and imaginary parts, so that you can work only with real numbers.

Related

Can I include continuous variable when optimising with CPMpy?

I need to run a model, where I optimise a diet within a set of constraints and call all integer solutions in the end. I have found a diet example matching almost what I need here: hakank.org. However, in my case, my variables take continuous values, so in the examples this would be all the nutritional values and the cost, while only x take integer. However, it seems like I can only define either 'intvar' or 'boolvar' when defining by variables with this model. Is there a way to overcome this? Other would there be other more suitable models with examples that I can read online?
I'm new to constraint programming, so any help would be appreaciated!
Thanks.
Most Constraint Programming tools and solvers only work with integers. That is where their strength is. If you have a mixture of continuous and discrete variables, it is a good idea to have a look at Mixed Integer Programming. MIP tools and solvers are widely available.
The diet model is a classic example of an LP (Linear Programming) Model. When adding integer restrictions, you end up with a MIP model.
To answer your question: CPMpy does not support float variables (and I'm not sure that it's in the pipeline for future extensions).
Another take - than using MIP solvers as Erwin suggest - would be to write a MiniZinc (https://www.minizinc.org/) model of the problem and use some of its solvers. See my MiniZinc version of the diet problem: http://hakank.org/minizinc/diet1.mzn. And see the MiniZinc version of Stigler's Diet problem though it's float vars only: http://hakank.org/minizinc/stigler.mzn.
There are some MiniZinc CP solvers that also supports float variables, e.g. Gecode, JaCoP, and OptimathSAT. However, depending on the exact constraints - such as the relation with the float vars and the integer vars - they might struggle to find solutions fast. In contrast to some MIP solvers, generating all solutions is one of the general features of CP solvers.
Perhaps all these diverse suggestions more confuse than help you. Sorry about that. It might help if you give some more details about your problem.

Alternatives to fmincon in python for constrained non-linear optimisation problems

I am having trouble solving an optimisation problem in python, involving ~20,000 decision variables. The problem is non-linear and I wish to apply both bounds and constraints to the problem. In addition to this, the gradient with respect to each of the decision variables may be calculated.
The bounds are simply that each decision variable must lie in the interval [0, 1] and there is a monotonic constraint placed upon the variables, i.e each decision variable must be greater than the previous one.
I initially intended to use the L-BFGS-B method provided by the scipy.optimize package however I found out that, while it supports bounds, it does not support constraints.
I then tried using the SQLSP method which does support both constraints and bounds. However, because it requires more memory than L-BFGS-B and I have a large number of decision variables, I ran into memory errors fairly quickly.
The paper which this problem comes from used the fmincon solver in Matlab to optimise the function, which, to my knowledge, supports the application of both bounds and constraints in addition to being more memory efficient than the SQLSP method provided by scipy. I do not have access to Matlab however.
Does anyone know of an alternative I could use to solve this problem?
Any help would be much appreciated.

Declare External Functions in z3py

Scenario
In the world of mathematical optimization, the need to model inequality g_k(...) constraints arises. g_k(...) can sometimes be a function call to an external program that is, for all intents and purposes, a blackbox. Simply finding satisfactory answers can be beneficial for certain engineering analysis.
Example
An example application of the above scenario for Reals, but could also be Ints or Booleans:
min f(x,y)
g1(x,y) <= 25
g2(x,y) >= 7.7
x,y ε Real
x >= 0
x <= 50.0
y >= 0
y <= 5.0
g1 and g2 are Python functions that call an external program. The functions return a real number. Following this Z3 format to find a model that simply satisfies the constraints would be represented as:
from z3 import *
from ExternalCodes import Code1, Code2 #For example, these could be Python wrappers to C++ codes
def g_1(x, y):
return Code1(x, y) #isinstance(Code1(x,y), float) == True
def g_2(x, y):
return Code2(x, y) #isinstance(Code2(x,y), float) == True
s = Solver()
x, y = Reals('x y')
s.add(g_1(x, y) <= 25.0)
s.add(g_2(x, y) >= 7.7)
s.add(x <= 0)
s.add(50.0 <= x)
s.add(y <= 0)
s.add(5.0 <= y)
m = s.model()
print(m)
Questions
I understand that the type returned by Code1 and Code2 need to be Z3
datatypes. How do I convert Python types to Z3 types like mentioned in the 1st
comment
How is Z3 used to find a sat model when constraints may need to be
evaluated in external code, i.e. declare functions? I understand it
may be inefficient, I would loose heuristics, etc., because it is undecidable,
but for certain engineering applications, enumerating a sat solution, if it
exists, is more advantageous than employing an optimizer from the get-go.
Relevant answers
z3python: using math library
-Not quite the same application. I'm curious if, 4 years later, is this answer still the case, but this is not my question.
Can Z3 call an externally defined function?
-In essence, the same question. No Z3Py answer, and unfortunately, the Rise4fun link is broken. I also cannot find the mentioned F#/.NET example in the Github repo
You're looking for uninterpreted functions.
Search for the term "uninterpreted functions" in http://ericpony.github.io/z3py-tutorial/advanced-examples.htm
Your question seems to make some assumptions about how SMT solvers can be used; which don't quite reflect the current state-of-the-art. A great resource to read about the use of SMT solvers is: https://www.microsoft.com/en-us/research/wp-content/uploads/2016/02/nbjorner-smt-application-chapter.pdf It would be well worth your time to go over it to see how it applies in practice.
Some general comments:
Z3py
Z3py is not a system for reasoning about Python programs. Z3py is a collection of libraries so you can script Z3 in a much more clearer and easier way. There are many such bindings from many languages: C/C++/Java/Haskell/Scala, you name it. The advantage of Z3py is that it is easier to learn and use. But you shouldn't think of it as a system to reason about Python itself. It's merely a way of scripting Z3 in a lightweight form.
Solver logics
SMT solvers essentially work on decidable fragments of (mostly quantifier-free) many-sorted logics of various theories. You can find these in detail at: http://smtlib.cs.uiowa.edu/logics.shtml
SMTLib
Most solvers accept input in the so-called SMT-Lib format, detailed here: http://smtlib.cs.uiowa.edu/papers/smt-lib-reference-v2.6-r2017-07-18.pdf
Note that any "binding" at the C/Python/Java etc. level is merely a programmers convenience. While many solvers also provide extended features, the SMTLib language is what you should think of. In your particular case, uninterpreted functions are well described in the above document.
Types
SMTLib understands a set of types: Integers, Reals, Bit-vectors (machine integers), Floating-point, etc. It also allows composite types such as algebraic data types, which can even be recursive. (Though solver support varies.) You have to "map" your external function types to these types: Hopefully, there's something close enough. If not, feel free to ask specific questions about types you are interested in.
"Importing" functions
It is impossible to import functions written in other languages (Python/C/C++ etc.) into SMTLib and reason about them. There's no mechanism for doing so, neither there ever will be. This isn't the goal of an SMT solver. If you want to reason about programs written in a particular language, then you should look for tools that are specifically designed to work on those languages. (For instance Dafny for general imperative programs, Klee/CBMC for C programs, LiquidHaskell for Haskell programs, etc.) These tools vary in their capabilities, and what they allow you to specify and prove. Note that these tools themselves can use SMT-solvers underneath to accomplish their tasks---and they often do, not the other way around.
Sticking to SMTLib
If there are no other tools available (and unfortunately this is likely the case for most languages out there, especially legacy ones), you're essentially stuck with whatever the SMTLib language provides. In your case, the best method for modeling such "external" functions using SMTLib is to use uninterpreted functions, together with axioms. In general, you need axioms to restrict the behavior of the uninterpreted functions themselves, to model your external functions. On the flip side, if the axioms are quantified (which in general they will be), the solver might return unknown.
Summary
While SMT solvers are great tools, you should always keep in mind that the language they operate on is SMTLib, not Python/C or anything else. Those bindings are simply means of accessing the solver as you might incorporate it in a bigger project. I hope that clears the expected use case.
Asking specific questions about what you've tried and what you're trying to achieve (code samples) is the best way to get mileage out of this forum!

Solving integer programs in Python with PuLP

I am working on a Python package for computing several NP-Hard graph invariants. The current version of the package uses brute force for nearly all of the algorithms, but I am very interested in using integer programming to help speed up the computations for larger graphs.
For example, a simple integer program for solving the independence number of an n-vertex graph is to maximize given the constraints , where .
How do I solve this using PuLP? Is PuLP my best option, or would it be beneficial to use solvers in another language, like Julia, and interface may package with those?
I don't propose to write your full implementation for you, but to address the final question about PuLP versus other languages.
PuLP provides a Python wrapper over a range of existing LP Solvers.
Once you have specified your problem with a Python syntax, it converts it to another language internally (e.g. you can save .lp files, and inspect them) and passes that to any one of a number of third-party solvers, that generally aren't written in Python.
So there is no need to learn another language to get a better solver.

parameter within an interval while optimizing

Usually I use Mathematica, but now trying to shift to python, so this question might be a trivial one, so I am sorry about that.
Anyways, is there any built-in function in python which is similar to the function named Interval[{min,max}] in Mathematica ? link is : http://reference.wolfram.com/language/ref/Interval.html
What I am trying to do is, I have a function and I am trying to minimize it, but it is a constrained minimization, by that I mean, the parameters of the function are only allowed within some particular interval.
For a very simple example, lets say f(x) is a function with parameter x and I am looking for the value of x which minimizes the function but x is constrained within an interval (min,max) . [ Obviously the actual problem is just not one-dimensional rather multi-dimensional optimization, so different paramters may have different intervals. ]
Since it is an optimization problem, so ofcourse I do not want to pick the paramter randomly from an interval.
Any help will be highly appreciated , thanks!
If it's a highly non-linear problem, you'll need to use an algorithm such as the Generalized Reduced Gradient (GRG) Method.
The idea of the generalized reduced gradient algorithm (GRG) is to solve a sequence of subproblems, each of which uses a linear approximation of the constraints. (Ref)
You'll need to ensure that certain conditions known as the KKT conditions are met, etc. but for most continuous problems with reasonable constraints, you'll be able to apply this algorithm.
This is a good reference for such problems with a few examples provided. Ref. pg. 104.
Regarding implementation:
While I am not familiar with Python, I have built solver libraries in C++ using templates as well as using function pointers so you can pass on functions (for the objective as well as constraints) as arguments to the solver and you'll get your result - hopefully in polynomial time for convex problems or in cases where the initial values are reasonable.
If an ability to do that exists in Python, it shouldn't be difficult to build a generalized GRG solver.
The Python Solution:
Edit: Here is the python solution to your problem: Python constrained non-linear optimization

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