Add solve_time function #1928

guilhermebodin · 2019-04-08T04:13:11Z

Solving #1891

codecov · 2019-04-08T04:36:52Z

Codecov Report

Merging #1928 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #1928      +/-   ##
==========================================
+ Coverage   91.02%   91.03%   +<.01%     
==========================================
  Files          32       32              
  Lines        3979     3980       +1     
==========================================
+ Hits         3622     3623       +1     
  Misses        357      357

Impacted Files	Coverage Δ
src/JuMP.jl	`84.09% <100%> (+0.12%)`	⬆️

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codecov · 2019-04-08T04:36:52Z

Codecov Report

Merging #1928 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #1928      +/-   ##
==========================================
+ Coverage   91.06%   91.06%   +<.01%     
==========================================
  Files          32       32              
  Lines        3949     3950       +1     
==========================================
+ Hits         3596     3597       +1     
  Misses        353      353

Impacted Files	Coverage Δ
src/JuMP.jl	`83.72% <100%> (+0.12%)`	⬆️

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Δ = absolute <relative> (impact), ø = not affected, ? = missing data
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blegat · 2019-04-08T08:13:06Z

test/model.jl

+            model = Model(with_optimizer(MOIU.MockOptimizer,
+                                         SimpleLPModel{Float64}()))
+            @test_throws err solve_time(model)
+        end


You can add a test where it works by using a with_optimizer(() -> MockOptimizer (UniversalFallback(JuMP._MOIModel {Float64}())))

I'm not getting exactly how to do this. I have tried

model = Model(with_optimizer(MOIU.MockOptimizer, MOIU.UniversalFallback(JuMP._MOIModel{Float64}()))) JuMP.solve_time(model)

but gives an error

ERROR: OptimizeNotCalled() Stacktrace: [1] _moi_get_result(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:594 [2] get(::Model, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:609 [3] solve_time(::Model) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:448 [4] top-level scope at none:0

and

model = Model(with_optimizer(MOIU.MockOptimizer, MOIU.UniversalFallback(JuMP._MOIModel{Float64}()))) optimize!(model) JuMP.solve_time(model)

gives the same error

ERROR: OptimizeNotCalled() Stacktrace: [1] _moi_get_result(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:594 [2] get(::Model, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:609 [3] solve_time(::Model) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:448 [4] top-level scope at none:0

You can try

mock = MOIU.MockOptimizer(MOIU.UniversalFallback(JuMP._MOIModel{Float64}()))) mock.optimize! = mock -> begin MOI.set(mock, MOI.TerminationStatus(), MOI.OPTIMAL) MOI.set(mock, MOI.SolveTime(), 2.0) end model = direct_model(mock) optimize!(model) @test solve_time(model) == 2.0

This gives this error

ERROR: ArgumentError: `supports` is not defined for MathOptInterface.SolveTime(), it is only defined for attributes such that `is_copyable` returns `true`. Stacktrace: [1] supports(::JuMP._MOIModel{Float64}, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/attributes.jl:118 [2] set(::MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}, ::MathOptInterface.SolveTime, ::Float64) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/Utilities/universalfallback.jl:284 [3] set(::MathOptInterface.Utilities.MockOptimizer{MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}, ::MathOptInterface.SolveTime, ::Float64) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/Utilities/mockoptimizer.jl:157 [4] (::getfield(Main, Symbol("##17#18")))(::MathOptInterface.Utilities.MockOptimizer{MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}) at ./REPL[61]:3 [5] optimize!(::MathOptInterface.Utilities.MockOptimizer{MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/Utilities/mockoptimizer.jl:113 [6] #optimize!#79(::Bool, ::Bool, ::Function, ::Model, ::Nothing) at /Users/guilhermebodin/Documents/JuMP.jl/src/optimizer_interface.jl:132 [7] optimize! at /Users/guilhermebodin/Documents/JuMP.jl/src/optimizer_interface.jl:105 [inlined] (repeats 2 times) [8] top-level scope at none:0

because of the MOI function

""" is_set_by_optimize(::AnyAttribute) Return a `Bool` indicating whether the value of the attribute is modified during an [`optimize!`](@ref) call, that is, the attribute is used to query the result of the optimization. ## Important note when defining new attributes This function returns `false` by default so it should be implemented for attributes that are modified by [`optimize!`](@ref). """ is_set_by_optimize(::AnyAttribute) = false function is_set_by_optimize(::Union{ObjectiveValue, ObjectiveBound, RelativeGap, SolveTime, SimplexIterations, BarrierIterations, NodeCount, RawSolver, ResultCount, TerminationStatus, RawStatusString, PrimalStatus, DualStatus, VariablePrimal, ConstraintPrimal, ConstraintDual, ConstraintBasisStatus}) return true end

is there another way to call the optimizer, I mean without having to call the optimize! function?

Indeed, you can leave a TODO while jump-dev/MathOptInterface.jl#707 is not solved

mlubin · 2019-04-09T22:25:30Z

src/JuMP.jl

+"""
+    solve_time(model::Model)
+
+If available, returns the solve time reported by the solver.


What happens if the solve time is not available? This is useful to document.

Indeed, today it returns

ERROR: ArgumentError: ModelLike of type ProxSDP.Optimizer does not support accessing the attribute MathOptInterface.SolveTime() Stacktrace: [1] get(::ProxSDP.Optimizer, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/attributes.jl:203 [2] get(::MathOptInterface.Utilities.CachingOptimizer{ProxSDP.Optimizer,MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/Utilities/cachingoptimizer.jl:438 [3] get(::MathOptInterface.Bridges.LazyBridgeOptimizer{MathOptInterface.Utilities.CachingOptimizer{ProxSDP.Optimizer,MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}},MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Bridges.AllBridgedConstraints{Float64}}}, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/Bridges/bridgeoptimizer.jl:189 [4] get(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/.julia/packages/MathOptInterface/C3lip/src/Utilities/cachingoptimizer.jl:438 [5] _moi_get_result(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{JuMP._MOIModel{Float64}}}, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:596 [6] get(::Model, ::MathOptInterface.SolveTime) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:609 [7] solve_time(::Model) at /Users/guilhermebodin/Documents/JuMP.jl/src/JuMP.jl:448 [8] top-level scope at none:0

but we could redesign as

function _try_get_solve_time(model_like) try return MOI.get(model_like, MOI.SolveTime()) catch ex if isa(ex, ArgumentError) return "SolveTime() attribute not implemented by the optimizer." else rethrow(ex) end end end """ solve_time(model::Model) If available, returns the solve time reported by the solver. Returns "SolveTime() attribute not implemented by the optimizer." if the attribute is not implemented. """ function solve_time(model::Model) return _try_get_solve_time(model) end

@blegat

I don't think 9e40df3 is needed. Catching all ArumentError is too wide and the error message is already quite clear. Adding a sentence in the docstring is enough

guilhermebodin added 5 commits March 25, 2019 16:59

added ProxSDP to solvers list

f019bde

added low accuracy commentary

cfd5f3f

keep fork up to date

6c68993

Added solve_time function

7d21bbc

typo fix

9660ed2

blegat reviewed Apr 8, 2019

View reviewed changes

mlubin reviewed Apr 9, 2019

View reviewed changes

blegat mentioned this pull request Apr 10, 2019

Store attributes that are set by optimize in MockOptimizer jump-dev/MathOptInterface.jl#707

Closed

guilhermebodin and others added 3 commits April 10, 2019 22:16

better error message

9e40df3

removing _try_get_solve_time

ac31b89

Merge branch 'master' into solve_time

a6f9dd5

blegat approved these changes Apr 11, 2019

View reviewed changes

added solve_time to docs

b375de5

mlubin merged commit 01ee0f9 into jump-dev:master Apr 12, 2019

mlubin mentioned this pull request Apr 13, 2019

getsolvetime in JuMP 0.19 #1891

Closed

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Add solve_time function #1928

Add solve_time function #1928

guilhermebodin commented Apr 8, 2019

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Add solve_time function #1928

Add solve_time function #1928

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