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Add solve_time function #1928

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merged 9 commits into from
Apr 12, 2019
Merged

Add solve_time function #1928

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f019bde
added ProxSDP to solvers list
guilhermebodin Mar 25, 2019
cfd5f3f
added low accuracy commentary
guilhermebodin Mar 25, 2019
6c68993
keep fork up to date
guilhermebodin Apr 2, 2019
7d21bbc
Added solve_time function
guilhermebodin Apr 8, 2019
9660ed2
typo fix
guilhermebodin Apr 8, 2019
9e40df3
better error message
guilhermebodin Apr 11, 2019
ac31b89
removing _try_get_solve_time
guilhermebodin Apr 11, 2019
a6f9dd5
Merge branch 'master' into solve_time
guilhermebodin Apr 11, 2019
b375de5
added solve_time to docs
guilhermebodin Apr 12, 2019
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9 changes: 9 additions & 0 deletions src/JuMP.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -439,6 +439,15 @@ end
set_optimize_hook(model::Model, f) = (model.optimize_hook = f)


"""
solve_time(model::Model)

If available, returns the solve time reported by the solver.
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What happens if the solve time is not available? This is useful to document.

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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

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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

"""
function solve_time(model::Model)
return MOI.get(model, MOI.SolveTime())
end

# Abstract base type for all scalar types
abstract type AbstractJuMPScalar end

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15 changes: 15 additions & 0 deletions test/model.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -328,6 +328,21 @@ function test_model()
@test optimizer.b == 2
end

@testset "solve_time" begin
@testset "NoOptimizer()" begin
err = NoOptimizer()
model = Model()
@test_throws err solve_time(model)
end

@testset "OptimizeNotCalled()" begin
err = OptimizeNotCalled()
model = Model(with_optimizer(MOIU.MockOptimizer,
SimpleLPModel{Float64}()))
@test_throws err solve_time(model)
end
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@blegat blegat Apr 8, 2019 •
edited
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You can add a test where it works by using a with_optimizer(() -> MockOptimizer (UniversalFallback(JuMP._MOIModel {Float64}())))

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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

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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

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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?

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

end

@testset "solver_name" begin
@testset "Not attached" begin
model = Model()
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