Merge pull request #62 from StructJuMP/bl/j1

Updates for Julia v1.0

.travis.yml

@@ -3,9 +3,9 @@ os:
     - linux
     - osx
 julia:
-    - 0.5
     - 0.6
-    - nightly
+    - 0.7
+    - 1.0
 notifications:
     email: false
 sudo: false
@@ -15,9 +15,5 @@ addons:
         - liblapack-dev
         - libgmp-dev
         - libglpk-dev
-script:
-    - if [[ -a .git/shallow ]]; then git fetch --unshallow; fi
-    - julia -e 'Pkg.clone(pwd())'
-    - julia --check-bounds=yes -e 'Pkg.test("StructJuMP", coverage=true)'
 after_success:
   - julia -e 'cd(Pkg.dir("StructJuMP")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'

REQUIRE

@@ -1,4 +1,5 @@
-julia 0.5
-JuMP 0.17
+julia 0.6
+JuMP 0.18.3
 MathProgBase
 ReverseDiffSparse
+Compat 1.0

src/BendersBridge.jl

@@ -1,5 +1,7 @@
 using JuMP
 using StructJuMP
+using Compat.SparseArrays
+using Compat.LinearAlgebra
 
 include("Benders_pmap.jl")
 
@@ -39,9 +41,9 @@ function conicconstraintdata(m::Model)
     numRows = numLinRows + numBounds + numSOCRows + numSDPRows + numSymRows
 
     # constr_to_row is not used but fill_bounds_constr! and fillconstr! for SDP needs them
-    constr_to_row = Array{Vector{Int}}(numBounds + 2*length(m.sdpconstr))
+    constr_to_row = Vector{Vector{Int}}(undef, numBounds + 2*length(m.sdpconstr))
 
-    b = Array{Float64}(numRows)
+    b = Vector{Float64}(undef, numRows)
 
     I_m = Int[]
     J_m = Int[]
@@ -93,7 +95,7 @@ function conicconstraintdata(m::Model)
 
     # The conic MPB interface defines conic problems as
     # always being minimization problems, so flip if needed
-    m.objSense == :Max && scale!(f_s, -1.0)
+    m.objSense == :Max && Compat.rmul!(f_s, -1.0)
 
     if numMasterCols > 0
         JuMP.rescaleSDcols!(spzeros(numMasterCols), J_m, V_m, parent)
@@ -191,8 +193,9 @@ function DLP(m::Model, solver)
             A_dlp[rows:rows_end, cols:cols_end] = B_all[i-1]
         end
 
-        append!(K_dlp, [(cone, rows-1 + idx) for (cone, idx) in K_all[i]])
-        append!(C_dlp, [(cone, cols-1 + idx) for (cone, idx) in C_all[i]])
+        append!(K_dlp, [(cone, rows-1 .+ idx) for (cone, idx) in K_all[i]])
+        append!(K_dlp, [(cone, rows-1 .+ idx) for (cone, idx) in K_all[i]])
+        append!(C_dlp, [(cone, cols-1 .+ idx) for (cone, idx) in C_all[i]])
         rows = rows_end+1
         cols = cols_end+1
     end

src/Benders_pmap.jl

@@ -5,7 +5,7 @@
  s.t. b_0 - A_0 x           \in K_0,
       b_i - A_i x - B_i y_i \in K_i, \forall i = 1,...,S
                 x           \in C_0,
-                x_I         \in Z 
+                x_I         \in Z
                         y_i \in C_i, \forall i = 1,...,S
 
  where input to the Benders engine is:
@@ -20,18 +20,19 @@
  call with: julia -p <num_threads> <myscript>
 ================================================================#
 using JuMP
+using Compat.Distributed
 
 # this function loads and solves a conic problem and returns its dual
 function loadAndSolveConicProblem(c, A, b, K, C, solver)
-    
+
     # load conic model
     model = MathProgBase.ConicModel(solver)
     MathProgBase.loadproblem!(model, c, A, b, K, C)
-  
-    #println(model) 
+
+    #println(model)
     #println("process id $(myid()) started")
     #@show c, A, b, K, C
- 
+
     # solve conic model
     MathProgBase.optimize!(model)
     status = MathProgBase.status(model)
@@ -69,7 +70,7 @@ function loadMasterProblem(c, A, b, K, C, v, num_scen, solver)
                 error("unrecognized cone $cone")
             end
         end
-    end       
+    end
     # add variable cones
     for (cone, ind) in C
         if cone == :Zero
@@ -105,7 +106,7 @@ function addCuttingPlanes(master_model, num_scen, A_all, b_all, output, x, θ, s
     for i = 1:num_scen
         #@show typeof(b_all[i+1])
         coef = vec(output[i][2]' * A_all[i+1])
-        rhs = vecdot(output[i][2], b_all[i+1])
+        rhs = dot(output[i][2], b_all[i+1])
         #@show size(coef*separator'), size(rhs)
         # add an infeasibility cut
         if output[i][1] == :Infeasible
@@ -159,22 +160,22 @@ function Benders_pmap(c_all, A_all, B_all, b_all, K_all, C_all, v, master_solver
         separator = zeros(num_master_var)
         for i = 1:num_master_var
             separator[i] = getvalue(x[i])
-        end 
+        end
         new_rhs = [zeros(num_bins[i]) for i in 1:num_scen]
         for i = 1:num_scen
             new_rhs[i] = b_all[i+1] - A_all[i+1] * separator
         end
 
-        output = pmap(loadAndSolveConicProblem, 
-            [c_all[i+1] for i = 1:num_scen], 
-            [B_all[i] for i = 1:num_scen], 
-            [new_rhs[i] for i = 1:num_scen], 
-            [K_all[i+1] for i = 1:num_scen], 
-            [C_all[i+1] for i = 1:num_scen], 
+        output = pmap(loadAndSolveConicProblem,
+            [c_all[i+1] for i = 1:num_scen],
+            [B_all[i] for i = 1:num_scen],
+            [new_rhs[i] for i = 1:num_scen],
+            [K_all[i+1] for i = 1:num_scen],
+            [C_all[i+1] for i = 1:num_scen],
             [sub_solver for i = 1:num_scen])
 
         #@show output
         cut_added = addCuttingPlanes(master_model, num_scen, A_all, b_all, output, x, θ, separator, TOL)
     end
-    return status, objval, separator 
+    return status, objval, separator
 end

src/StructJuMP.jl

@@ -1,7 +1,9 @@
-__precompile__()   # need to be commented for examples/PowerGrid to be run properly
+VERSION < v"0.7.0-beta2.199" && __precompile__()   # need to be commented for examples/PowerGrid to be run properly
 
 module StructJuMP
 
+using Compat
+
 using JuMP # To reexport, should be using (not import)
 import MathProgBase
 import ReverseDiffSparse
@@ -23,56 +25,56 @@ end
 # ---------------
 # StructureData
 # ---------------
-type StructureData
-    probability::Dict{Int,Float64}
-    children::Dict{Int,JuMP.Model}
+mutable struct StructureData
+    probability::Dict{Int, Float64}
+    children::Dict{Int, JuMP.Model}
     parent
     num_scen::Int
-    othermap::Dict{JuMP.Variable,JuMP.Variable}
+    othermap::Dict{JuMP.Variable, JuMP.Variable}
     MPIWrapper # Empty unless StructJuMPwithMPI fills it
 end
-default_probability(m::JuMP.Model) = 1 / num_scenarios(m)
-default_probability(::Void) = 1.0
+default_probability(model::JuMP.Model) = inv(num_scenarios(model))
+default_probability(::Nothing) = 1.0
 
 # ---------------
 # StructuredModel
 # ---------------
 
-function structprinthook(io::IO, m::Model)
-    print(io, m, ignore_print_hook=true)
+function structprinthook(io::IO, model::Model)
+    print(io, model, ignore_print_hook=true)
     print(io, "*** children ***\n")
     # TODO it would be nice to indent all the children
     # essentially wrap the IO object (subclass it) to add 4 spaces before each line
     # this would then recursively be wrapped as more stages are added
-    for (id, mm) in getchildren(m)
-      @printf(io, "Child ID %d:\n", id)
-      print(io, mm)
+    for (id, child_model) in getchildren(model)
+      Compat.Printf.@printf(io, "Child ID %d:\n", id)
+      print(io, child_model)
       print(io, "\n")
     end
 end
 
-type DummyMPIWrapper
+mutable struct DummyMPIWrapper
     comm::Int
     init::Function
 
-    DummyMPIWrapper() = new(-1,identity)
+    DummyMPIWrapper() = new(-1, identity)
 end
 const dummy_mpi_wrapper = DummyMPIWrapper()
 
 # Constructor with the number of scenarios
 function StructuredModel(;solver=JuMP.UnsetSolver(), parent=nothing, same_children_as=nothing, id=0, comm=nothing, num_scenarios::Int=0, prob::Float64=default_probability(parent), mpi_wrapper=dummy_mpi_wrapper)
     _comm = (comm == nothing ? mpi_wrapper.comm : comm)
-    m = JuMP.Model(solver=solver)
+    model = JuMP.Model(solver=solver)
     if parent === nothing
         id = 0
         mpi_wrapper.init(_comm)
-        if isdefined(:StructJuMPSolverInterface)
-            JuMP.setsolvehook(m,StructJuMPSolverInterface.sj_solve)
+        if isdefined(@__MODULE__, :StructJuMPSolverInterface)
+            JuMP.setsolvehook(model, StructJuMPSolverInterface.sj_solve)
         end
     else
         @assert id != 0
         stoch = getStructure(parent)
-        stoch.children[id] = m
+        stoch.children[id] = model
         stoch.probability[id] = prob
     end
 
@@ -86,12 +88,15 @@ function StructuredModel(;solver=JuMP.UnsetSolver(), parent=nothing, same_childr
         probability = Dict{Int, Float64}()
         children = Dict{Int, JuMP.Model}()
     end
-    m.ext[:Stochastic] = StructureData(probability, children, parent, num_scenarios, Dict{JuMP.Variable,JuMP.Variable}(), mpi_wrapper)
+    model.ext[:Stochastic] = StructureData(probability, children, parent,
+                                           num_scenarios,
+                                           Dict{JuMP.Variable,JuMP.Variable}(),
+                                           mpi_wrapper)
 
     # Printing children is important as well
-    JuMP.setprinthook(m, structprinthook)
+    JuMP.setprinthook(model, structprinthook)
 
-    m
+    return model
 end
 
 # -------------
@@ -112,7 +117,7 @@ function getProcIdxSet(m::JuMP.Model)
     return getProcIdxSet(getStructure(m).mpi_wrapper, numScens)
 end
 
-macro second_stage(m,ind,code)
+macro second_stage(m, ind,code)
     return quote
         proc_idx_set = getProcIdxSet($(esc(m)))
         for $(esc(ind)) in proc_idx_set

test/REQUIRE

@@ -1,4 +1,4 @@
 Cbc
 ECOS
-Clp
+GLPKMathProgInterface
 Ipopt

test/benderstest.jl

@@ -1,8 +1,12 @@
+using Compat
+using Compat.LinearAlgebra # for norm
+using Compat.Test
+
 using JuMP
 using StructJuMP
+
 using ECOS
 using Cbc
-using Base.Test
 
 misocp_solver = CbcSolver()
 socp_solver = ECOS.ECOSSolver(verbose=false)

test/examples_smoketest.jl

@@ -1,4 +1,4 @@
-using Base.Test
+using Compat, Compat.Test
 
 
 include("../examples/easy_test.jl")

test/farmer.jl

@@ -1,11 +1,12 @@
-using Base.Test
+using Compat
+using Compat.Test
 
-using Clp
+using GLPKMathProgInterface
 
 @testset "farmer" begin
     include("../examples/farmer.jl")
-    status, objval, soln = DLP(m, ClpSolver())
+    status, objval, soln = DLP(m, GLPKSolverLP())
     @test status == :Optimal
-    @test objval == -108390
-    @test soln == [170, 80, 250]
+    @test objval ≈ -108390
+    @test soln ≈ [170, 80, 250]
 end

test/printhook.jl

@@ -1,6 +1,7 @@
-using StructJuMP
-using Base.Test
+using Compat
+using Compat.Test
 
+using StructJuMP
 
 @testset "printhook" begin
 
@@ -21,5 +22,5 @@ using Base.Test
     end
 
     str = string(m)
-    @test contains(str, "Child")
+    @test occursin("Child", str)
 end