v0.7 preliminary pull

.github/workflows/ci.yml

@@ -16,22 +16,16 @@ jobs:
       matrix:
 
         include:
-          - version: '1'
+          - version: '1.6'
             os: ubuntu-latest
             arch: x64
-          - version: '1.1'
-            os: ubuntu-latest
-            arch: x64
-          - version: '1.2'
-            os: ubuntu-latest
-            arch: x64
-          - version: '1.3'
-            os: ubuntu-latest
+          - version: '1.6'
+            os: windows-latest
             arch: x64
-          - version: '1.4'
+          - version: '1.7'
             os: ubuntu-latest
             arch: x64
-          - version: '1'
+          - version: '1.7'
             os: windows-latest
             arch: x64
     steps:

.gitignore

@@ -1,5 +1,6 @@
 *.jl.cov
 *.jl.*.cov
 *.jl.mem
+*.mem
 *.cov
 docs/build/

.vscode/launch.json

@@ -0,0 +1,17 @@
+{
+    // Use IntelliSense to learn about possible attributes.
+    // Hover to view descriptions of existing attributes.
+    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
+    "version": "0.2.0",
+    "configurations": [
+        {
+            "type": "julia",
+            "request": "launch",
+            "name": "Run active Julia file",
+            "program": "${file}",
+            "stopOnEntry": false,
+            "cwd": "${workspaceFolder}",
+            "juliaEnv": "${command:activeJuliaEnvironment}"
+        }
+    ]
+}

Project.toml

@@ -1,48 +1,50 @@
 name = "EAGO"
 uuid = "bb8be931-2a91-5aca-9f87-79e1cb69959a"
-
 authors = ["Matthew Wilhelm <matthew.wilhelm@uconn.edu>"]
-version = "0.6.1"
+version = "0.7.0"
 
 [deps]
 Cassette = "7057c7e9-c182-5462-911a-8362d720325c"
+Cbc = "9961bab8-2fa3-5c5a-9d89-47fab24efd76"
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
 DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
 FastRounding = "fa42c844-2597-5d31-933b-ebd51ab2693f"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
-GLPK = "60bf3e95-4087-53dc-ae20-288a0d20c6a6"
 IntervalArithmetic = "d1acc4aa-44c8-5952-acd4-ba5d80a2a253"
 IntervalContractors = "15111844-de3b-5229-b4ba-526f2f385dc9"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+MINLPTests = "ee0a3090-8ee9-5cdb-b8cb-8eeba3165522"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 McCormick = "53c679d3-6890-5091-8386-c291e8c8aaa1"
 NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
-NumericIO = "6c575b1c-77cb-5640-a5dc-a54116c90507"
+PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
+Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
+Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 
 [compat]
 Cassette = "0.3.1"
+Cbc = "~0.9"
 DataStructures = "~0.17, ~0.18"
 DocStringExtensions = "~0.8"
 FastRounding = "~0.2, ~0.3"
-ForwardDiff = "~0.5.0, ~0.6, ~0.7, ~0.8, ~0.9, ~0.10"
-GLPK = "~0.9, ~0.10, ~0.11, ~0.12, ~0.13"
-IntervalArithmetic = "~0.14, ~0.15, ~0.16, ~0.17"
-IntervalContractors = "~0.3, ~0.4"
-Ipopt = "~0.6"
-JuMP = "0.21.2, 0.21.3, 0.21.4, 0.21.5, 0.21.6"
-MathOptInterface = "0.9.13, 0.9.14, 0.9.15, 0.9.16, 0.9.17, 0.9.18, 0.9.19"
-McCormick = "0.11.0"
+ForwardDiff = "~0.10"
+IntervalContractors = "~0.4"
+Ipopt = "~0.8"
+JuMP = "~0.23"
+MINLPTests = "0.5.2"
+MathOptInterface = "~1"
+McCormick = "~0.13"
 NaNMath = "~0.3"
-NumericIO = "= 0.3.1"
-Reexport = "~0.2"
-SpecialFunctions = "~0.8, ~0.9, ~0.10"
-julia = "~1"
-
+PrettyTables = "~1"
+Reexport = "~0.2, ~1"
+Requires = "~1"
+SpecialFunctions = "~1, ~2"
+julia = "~1.6, ~1.7"
 
 [extras]
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

code_analysis/check_invalidations.jl

@@ -0,0 +1,8 @@
+using SnoopCompile
+invalidations = @snoopr using EAGO
+
+@show length(invalidations)
+trees = invalidation_trees(invalidations)
+#methinvs = trees[end]
+#root = methinvs.backedges[end]
+#ascend(root)

code_analysis/create_precompile_statements.jl

@@ -0,0 +1,41 @@
+# Added from Oscar Dowson code for JuMP at https://github.com/jump-dev/JuMP.jl/pull/2484
+generate_precompile = true
+package_path = "C:\\Users\\wilhe\\Desktop\\Package Development"
+example_path = ""
+
+module Foo
+
+using JuMP
+using EAGO
+
+function stress_precompile()
+    for file in readdir("precompiles")
+        if !endswith(file, ".jl")
+            continue
+        end
+        include(file)
+    end
+    return
+end
+
+if generate_precompile
+    using SnoopCompile
+    tinf = @snoopi_deep Foo.stress_precompile()
+    ttot, pcs = SnoopCompile.parcel(tinf)
+    SnoopCompile.write("precompiles", pcs)
+    for file in readdir("precompiles")
+        if !endswith(file, ".jl")
+            continue
+        end
+        src = joinpath("precompiles", file)
+        m = match(r"precompile\_(.+)\.jl", file)
+        modules = split(m[1], ".")
+        modules = vcat(modules[1], "src", modules[2:end])
+        if !(modules[1] in ["EAGO"])
+            continue
+        end
+        dest = joinpath(package_path, modules..., "precompile.jl")
+        @show dest
+        cp(src, dest; force = true)
+    end
+end

code_analysis/cthulhu.jl

@@ -0,0 +1,35 @@
+using EAGO, JuMP, Cthulhu
+
+
+####### Example of interest
+m = Model(EAGO.Optimizer)
+set_optimizer_attribute(m, "output_iterations", 1)
+set_optimizer_attribute(m, "iteration_limit", 5)
+set_optimizer_attribute(m, "verbosity", 0)
+
+# Define bounded variables
+xL = [10.0; 0.0; 0.0; 0.0; 0.0; 85.0; 90.0; 3.0; 1.2; 145.0]
+xU = [2000.0; 16000.0; 120.0; 5000.0; 2000.0; 93.0; 95.0; 12.0; 4.0; 162.0]
+@variable(m, xL[1] <= x[1] <= xU[1])
+@NLobjective(m, Max, -2.0 * x[1])
+
+JuMP.optimize!(m)
+
+####### Define code to reduce need to transverse tree to get to functions of interest
+b = backend(m).optimizer.model.optimizer
+nlr = b._working_problem._nonlinear_constr[1]
+function g()
+    EAGO.relax!(b, b._working_problem._nonlinear_constr[1], 1, true)
+end
+function q(b, nlr)
+    EAGO.relax!(b, nlr, 1, true)
+end
+k(m) = JuMP.optimize!(m)
+
+f() = k(m)
+
+####### Define descend
+@descend f()
+
+
+

code_analysis/memory_allocation_analysis.jl

@@ -0,0 +1,20 @@
+# C:\Users\wilhe\AppData\Local\Programs\Julia-1.6.0\bin\julia.exe --track-allocation=user 
+# include("C:\\Users\\wilhe\\Desktop\\Package Development\\EAGO.jl\\benchmark\\memory_allocation_analysis.jl"); exit()
+#using Coverage; m = analyze_malloc("C:\\Users\\wilhe\\Desktop\\Package Development\\EAGO.jl\\src")
+#filter!(x -> x.bytes > 0, m)
+
+using JuMP, EAGO
+
+m = Model(EAGO.Optimizer)
+set_optimizer_attribute(m, "output_iterations", 1)
+set_optimizer_attribute(m, "iteration_limit", 5)
+set_optimizer_attribute(m, "verbosity", 0)
+
+# Define bounded variables
+xL = [10.0; 0.0; 0.0; 0.0; 0.0; 85.0; 90.0; 3.0; 1.2; 145.0]
+xU = [2000.0; 16000.0; 120.0; 5000.0; 2000.0; 93.0; 95.0; 12.0; 4.0; 162.0]
+@variable(m, xL[1] <= x[1] <= xU[1])
+@NLobjective(m, Max, -2.0 * x[1])
+
+
+JuMP.optimize!(m)

code_analysis/nl_issue.jl

@@ -0,0 +1,104 @@
+
+using JuMP
+
+println(" ")
+println("EAGO using ")
+@time (using Ipopt)
+@time (using Ipopt)
+
+
+function make_model()
+    m = Model(Ipopt.Optimizer)
+    #set_optimizer_attribute(m, "output_iterations", 1)
+    #set_optimizer_attribute(m, "iteration_limit", 5)
+    #set_optimizer_attribute(m, "verbosity", 0)
+
+    # Define bounded variables
+    xL = [10.0; 0.0; 0.0; 0.0; 0.0; 85.0; 90.0; 3.0; 1.2; 145.0]
+    xU = [2000.0; 16000.0; 120.0; 5000.0; 2000.0; 93.0; 95.0; 12.0; 4.0; 162.0]
+    @variable(m, xL[1] <= x[1] <= xU[1])
+    @NLobjective(m, Max, -2.0 * x[1])
+    return m
+end
+
+function f(m)
+    JuMP.optimize!(m)
+end
+
+m =  make_model()
+m1 =  make_model()
+
+println("EAGO first call ")
+@time f(m)
+@time f(m1)
+
+#=
+m1 = Model(EAGO.Optimizer)
+set_optimizer_attribute(m1, "output_iterations", 1)
+set_optimizer_attribute(m1, "iteration_limit", 5)
+set_optimizer_attribute(m1, "verbosity", 0)
+
+# Define bounded variables
+xL = [10.0; 0.0; 0.0; 0.0; 0.0; 85.0; 90.0; 3.0; 1.2; 145.0]
+xU = [2000.0; 16000.0; 120.0; 5000.0; 2000.0; 93.0; 95.0; 12.0; 4.0; 162.0]
+@variable(m1, xL[1] <= x[1] <= xU[1])
+
+@constraint(m, e2, -x[1]+1.22*x[4]-x[5] == 0.0)
+@constraint(m, e6, x[9]+0.222*x[10] == 35.82)
+@constraint(m, e7, -3*x[7]+x[10] == -133.0)
+
+# Define nonlinear constraints
+@NLconstraint(m, e1, -x[1]*(1.12+0.13167*x[8]-0.00667* (x[8])^2)+x[4] == 0.0)
+@NLconstraint(m, e3, -0.001*x[4]*x[9]*x[6]/(98-x[6])+x[3] == 0.0)
+
+###Original constraints
+@NLconstraint(m, e4, -(1.098*x[8]-0.038* (x[8])^2)-0.325*x[6]+x[7] == 57.425)
+@NLconstraint(m, e5, -(x[2]+x[5])/x[1]+x[8] == 0.0)
+
+@NLobjective(m1, Max, -2.0 * x[1])
+JuMP.optimize!(m1)
+=#
+#=
+=#
+# Define nonlinear constraints
+#@NLconstraint(m, e1, -x[1]*(1.12+0.13167*x[8]-0.00667* (x[8])^2)+x[4] == 0.0)
+#@NLconstraint(m, e3, -0.001*x[4]*x[9]*x[6]/(98-x[6])+x[3] == 0.0)
+
+###Original constraints
+#@NLconstraint(m, e4, -(1.098*x[8]-0.038* (x[8])^2)-0.325*x[6]+x[7] == 57.425)
+#@NLconstraint(m, e5, -(x[2]+x[5])/x[1]+x[8] == 0.0)
+
+###Rewritten constraints
+#=
+@NLexpressions(m, begin
+ ex1, -(x[2]+x[5])/x[1]+x[8]
+ ex2, -(1.098*x[8]-0.038* (x[8])^2)-0.325*x[6]+x[7]
+end)
+@NLconstraint(m, e4, ex2 == 57.425)
+@NLconstraint(m, e5, ex1 == 0.0)
+=#
+
+# Define linear constraints
+#@constraint(m, e2, -x[1]+1.22*x[4]-x[5] == 0.0)
+#@constraint(m, e6, x[9]+0.222*x[10] == 35.82)
+#@constraint(m, e7, -3*x[7]+x[10] == -133.0)
+
+# Define nonlinear objective
+#@NLobjective(m, Max, 0.063*x[4]*x[7] - 5.04*x[1] - 0.035*x[2] - 10*x[3] - 3.36*x[5])
+#@NLobjective(m, Min, -(x[4]*x[7]))
+#@NLobjective(m, Min, (0.063*x[4]*x[7]^2 - 5.04*x[1]^2 - 0.035*x[2] - 10*x[3] - 3.36*x[5]))
+
+#=
+@NLobjective(m, Max, -2.0*x[1])
+
+
+JuMP.optimize!(m)
+# Solve the optimization problem
+#using ProfileView
+#@profview f(m)
+#@profview f(m)
+
+@show objective_value(m)
+@show objective_bound(m)
+@show value(x[1])
+=#