"""Module for using the MOSEK EXPOPT command line interface
Example
-------
``result = _mosek.cli_expopt.imize(cs, A, p_idxs, "gpkit_mosek")``
"""
import os
import shutil
import tempfile
import errno
import stat
from subprocess import check_output, CalledProcessError
from .. import settings
from ..exceptions import (UnknownInfeasible, InvalidLicense,
PrimalInfeasible, DualInfeasible)
def remove_read_only(func, path, exc):
"If we can't remove a file/directory, change permissions and try again."
if func in (os.rmdir, os.remove) and exc[1].errno == errno.EACCES:
# change the file to be readable,writable,executable: 0777
os.chmod(path, stat.S_IRWXU | stat.S_IRWXG | stat.S_IRWXO)
func(path) # try again
def optimize_generator(path=None, **_):
"""Constructor for the MOSEK CLI solver function.
Arguments
---------
path : str (optional)
The directory in which to put the MOSEK CLI input/output files.
By default uses a system-appropriate temp directory.
"""
tmpdir = path is None
if tmpdir:
path = tempfile.mkdtemp()
filename = path + os.sep + "gpkit_mosek"
if "mosek_bin_dir" in settings:
if settings["mosek_bin_dir"] not in os.environ["PATH"]:
os.environ["PATH"] += ":" + settings["mosek_bin_dir"]
def optimize(*, c, A, p_idxs, **_):
"""Interface to the MOSEK "mskexpopt" command line solver
Definitions
-----------
n is the number of monomials in the gp
m is the number of variables in the gp
p is the number of posynomials in the gp
Arguments
---------
c : floats array of shape n
Coefficients of each monomial
A: floats array of shape (m,n)
Exponents of the various free variables for each monomial.
p_idxs: ints array of shape n
Posynomial index of each monomial
filename: str
Filename prefix for temporary files
Returns
-------
dict
Contains the following keys
"success": bool
"objective_sol" float
Optimal value of the objective
"primal_sol": floats array of size m
Optimal value of the free variables. Note: not in logspace.
"dual_sol": floats array of size p
Optimal value of the dual variables, in logspace.
Raises
------
RuntimeWarning
If the format of mskexpopt's output file is unexpected.
"""
write_output_file(filename, c, A, p_idxs)
# run mskexpopt and print stdout
solution_filename = filename + ".sol"
try:
for logline in check_output(["mskexpopt", filename, "-sol",
solution_filename]).split(b"\n"):
print(logline)
except CalledProcessError as e:
# invalid license return codes:
# expired: 233 (linux)
# missing: 240 (linux)
if e.returncode in [233, 240]:
raise InvalidLicense() from e
raise UnknownInfeasible() from e
with open(solution_filename) as f:
_, probsta = f.readline().split("PROBLEM STATUS : ")
if probsta == "PRIMAL_INFEASIBLE\n":
raise PrimalInfeasible()
if probsta == "DUAL_INFEASIBLE\n":
raise DualInfeasible()
if probsta != "PRIMAL_AND_DUAL_FEASIBLE\n":
raise UnknownInfeasible("PROBLEM STATUS: " + probsta[:-1])
_, solsta = f.readline().split("SOLUTION STATUS : ")
# line looks like "OBJECTIVE : 2.763550e+002"
objective_val = float(f.readline().split()[2])
assert_equal(f.readline(), "\n")
assert_equal(f.readline(), "PRIMAL VARIABLES\n")
assert_equal(f.readline(), "INDEX ACTIVITY\n")
primal_vals = read_vals(f)
# read_vals reads the dividing blank line as well
assert_equal(f.readline(), "DUAL VARIABLES\n")
assert_equal(f.readline(), "INDEX ACTIVITY\n")
dual_vals = read_vals(f)
if tmpdir:
shutil.rmtree(path, ignore_errors=False, onerror=remove_read_only)
return dict(status=solsta[:-1],
objective=objective_val,
primal=primal_vals,
nu=dual_vals)
return optimize
def write_output_file(filename, c, A, p_idxs):
"Writes a mosekexpopt compatible GP description to `filename`."
with open(filename, "w") as f:
numcon = p_idxs[-1]
numter, numvar = map(int, A.shape)
for n in [numcon, numvar, numter]:
f.write("%d\n" % n)
f.write("\n*c\n")
f.writelines(["%.20e\n" % x for x in c])
f.write("\n*p_idxs\n")
f.writelines(["%d\n" % x for x in p_idxs])
f.write("\n*t j A_tj\n")
f.writelines(["%d %d %.20e\n" % tuple(x)
for x in zip(A.row, A.col, A.data)])
def assert_equal(received, expected):
"Asserts that a file's next line is as expected."
if tuple(expected[:-1].split()) != tuple(received[:-1].split()):
errstr = repr(expected)+" is not the same as "+repr(received)
raise RuntimeWarning("could not read mskexpopt output file: "+errstr)
def read_vals(fil):
"Read numeric values until a blank line occurs."
vals = []
line = fil.readline()
while line not in ["", "\n"]:
# lines look like "1 2.390776e+000 \n"
vals.append(float(line.split()[1]))
line = fil.readline()
return vals
