Opt mode

src/Cases.py

@@ -43,11 +43,11 @@ def get_input_specs(cls):
     input_specs.addParam('name', param_type=InputTypes.StringType, required=True,
         descr=r"""the name by which this analysis should be referred within HERON.""")
 
-    #mode_options = InputTypes.makeEnumType('ModeOptions', 'ModeOptionsType', ['opt', 'sweep'])
-    #desc_mode_options = r"""determines whether the outer RAVEN should perform optimization,
-    #                     or a parametric (``sweep'') study. \default{sweep}"""
-    #input_specs.addSub(InputData.parameterInputFactory('mode', contentType=mode_options,
-    #                     strictMode=True, descr=desc_mode_options))
+    mode_options = InputTypes.makeEnumType('ModeOptions', 'ModeOptionsType', ['opt', 'sweep'])
+    desc_mode_options = r"""determines whether the outer RAVEN should perform optimization,
+                         or a parametric (``sweep'') study. \default{sweep}"""
+    input_specs.addSub(InputData.parameterInputFactory('mode', contentType=mode_options,
+                         strictMode=True, descr=desc_mode_options))
 
     # not yet implemented TODO
     #econ_metrics = InputTypes.makeEnumType('EconMetrics', 'EconMetricsTypes', ['NPV', 'lcoe'])
@@ -130,11 +130,11 @@ def __init__(self, **kwargs):
     """
     Base.__init__(self, **kwargs)
     self.name = None           # case name
-    self._mode = 'sweep'       # extrema to find: min, max, sweep
-    self._metric = 'NPV'       # economic metric to focus on: lcoe, profit, cost
+    self._mode = None          # extrema to find: min, max, sweep
+    self._metric = 'NPV'       # UNUSED (future work); economic metric to focus on: lcoe, profit, cost
 
     self.dispatch_name = None  # type of dispatcher to use
-    self.dispatcher = None    # type of dispatcher to use
+    self.dispatcher = None     # type of dispatcher to use
 
     self._diff_study = None    # is this only a differential study?
     self._num_samples = 1      # number of ARMA stochastic samples to use ("denoises")
@@ -186,6 +186,8 @@ def read_input(self, xml):
             self._increments[item.parameterValues['resource']] = item.value
 
     # checks
+    if self._mode is None:
+      self.raiseAnError('No <mode> node was provided in the <Case> node!')
     if self.dispatcher is None:
       self.raiseAnError('No <dispatch> node was provided in the <Case> node!')
     if self._time_discretization is None:

templates/outer.xml

@@ -2,7 +2,8 @@
   <RunInfo>
     <JobName>EX19_Outer</JobName>
     <WorkingDir>.</WorkingDir>
-    <Sequence>sweep</Sequence>
+    <Sequence></Sequence>
+    <batchSize>3</batchSize>
     <!--<batchSize>20</batchSize>
     <mode>mpi<runqsub/></mode>
     <internalParallel>False</internalParallel>
@@ -15,11 +16,20 @@
       <Input          class='Files'       type='raven'   >inner_workflow</Input>
       <Input          class='Files'       type=''        >heron_lib</Input>
       <Input          class='Files'       type=''        >transfers</Input>
-      <!-- TODO model files for inner -->
       <Model          class='Models'      type='Code'    >raven</Model>
       <Sampler        class='Samplers'    type='Grid'    >grid</Sampler>
       <Output         class='DataObjects' type='PointSet'>grid</Output>
-      <Output class='OutStreams'  type='Print'   >sweep</Output>
+      <Output         class='OutStreams'  type='Print'   >sweep</Output>
+    </MultiRun>
+    <MultiRun name="optimize">
+      <Input          class='Files'       type='raven'           >inner_workflow</Input>
+      <Input          class='Files'       type=''                >heron_lib</Input>
+      <Input          class='Files'       type=''                >transfers</Input>
+      <Model          class='Models'      type='Code'            >raven</Model>
+      <Optimizer      class='Optimizers'  type='FiniteDifference'>cap_opt</Optimizer>
+      <Output         class='DataObjects' type='PointSet'        >opt_eval</Output>
+      <SolutionExport class='DataObjects' type='PointSet'        >opt_soln</SolutionExport>
+      <Output         class='OutStreams'  type='Print'           >opt_soln</Output>
     </MultiRun>
   </Steps>
 
@@ -42,6 +52,14 @@
       <Input>GRO_capacities</Input>
       <Output>GRO_outer_results</Output>
     </PointSet>
+    <PointSet name='opt_eval'>
+      <Input>GRO_capacities</Input>
+      <Output>mean_NPV</Output>
+    </PointSet>
+    <PointSet name='opt_soln'>
+      <Input>trajID</Input>
+      <Output>iteration, accepted, GRO_capacities, mean_NPV</Output>
+    </PointSet>
   </DataObjects>
 
   <Models>
@@ -64,38 +82,35 @@
     </Grid>
   </Samplers>
 
-  <!-- <Optimizers>
+  <Optimizers>
     <GradientDescent name="cap_opt">
       <objective>mean_NPV</objective>
-      <variable name="x">
-        <distribution>beale_dist</distribution>
-        <initial>-2</initial>
-      </variable>
-      <variable name="y">
-        <distribution>beale_dist</distribution>
-        <initial>-2</initial>
-      </variable>
-      <TargetEvaluation class="DataObjects" type="PointSet">cap_opt_eval</TargetEvaluation>
+        <!-- <variable> nodes filled by HERON -->
+        <constant name='denoises'>1</constant>
+      <TargetEvaluation class="DataObjects" type="PointSet">opt_eval</TargetEvaluation>
       <samplerInit>
+        <limit>2000</limit>
         <writeSteps>every</writeSteps>
+        <type>max</type>
       </samplerInit>
       <gradient>
         <FiniteDifference/>
       </gradient>
       <stepSize>
         <GradientHistory>
-          <growthFactor>1.25</growthFactor>
-          <shrinkFactor>1.5</shrinkFactor>
+          <growthFactor>2</growthFactor>
+          <shrinkFactor>2</shrinkFactor>
         </GradientHistory>
       </stepSize>
       <acceptance>
         <Strict/>
       </acceptance>
       <convergence>
         <gradient>1e-2</gradient>
+        <objective>1e-2</objective>
       </convergence>
     </GradientDescent>
-  </Optimizers> -->
+  </Optimizers>
 
   <Files>
     <Input name="inner_workflow" type='raven'>inner.xml</Input>
@@ -108,5 +123,10 @@
       <type>csv</type>
       <source>grid</source>
     </Print>
+    <Print name='opt_soln'>
+      <type>csv</type>
+      <source>opt_soln</source>
+      <clusterLabel>trajID</clusterLabel>
+    </Print>
   </OutStreams>
 </Simulation>

templates/template_driver.py

@@ -181,6 +181,7 @@ def _modify_outer(self, template, case, components, sources):
       @ In, sources, list, list of HERON Placeholder instances for this run
       @ Out, template, xml.etree.ElementTree.Element, modified template
     """
+    self._modify_outer_mode(template, case)
     self._modify_outer_runinfo(template, case)
     self._modify_outer_vargroups(template, components)
     self._modify_outer_files(template, sources)
@@ -190,6 +191,44 @@ def _modify_outer(self, template, case, components, sources):
     # TODO including the heron library file
     return template
 
+  def _modify_outer_mode(self, template, case):
+    """
+      Defines modifications throughout outer.xml RAVEN input file due to "sweep" or "opt" mode.
+      @ In, template, xml.etree.ElementTree.Element, root of XML to modify
+      @ In, case, HERON Case, defining Case instance
+      @ Out, None
+    """
+    if case._mode == 'opt':
+      # RunInfo
+      template.find('RunInfo').find('Sequence').text = 'optimize'
+      # Steps
+      sweep = template.find('Steps').findall('MultiRun')[0]
+      template.find('Steps').remove(sweep)
+      # DataObjects
+      grid = template.find('DataObjects').findall('PointSet')[0]
+      template.find('DataObjects').remove(grid)
+      # Samplers
+      template.remove(template.find('Samplers'))
+      # OutStreams
+      sweep = template.find('OutStreams').findall('Print')[0]
+      template.find('OutStreams').remove(sweep)
+    else: # mode is 'sweep'
+      # RunInfo
+      template.find('RunInfo').find('Sequence').text = 'sweep'
+      # Steps
+      opt = template.find('Steps').findall('MultiRun')[1]
+      template.find('Steps').remove(opt)
+      # DataObjects
+      opt_eval = template.find('DataObjects').findall('PointSet')[1]
+      opt_soln = template.find('DataObjects').findall('PointSet')[2]
+      template.find('DataObjects').remove(opt_eval)
+      template.find('DataObjects').remove(opt_soln)
+      # Optimizers
+      template.remove(template.find('Optimizers'))
+      # OutStreams
+      opt_soln = template.find('OutStreams').findall('Print')[1]
+      template.find('OutStreams').remove(opt_soln)
+
   def _modify_outer_runinfo(self, template, case):
     """
       Defines modifications to the RunInfo of outer.xml RAVEN input file.
@@ -265,7 +304,10 @@ def _modify_outer_samplers(self, template, case, components):
     """
     """ TODO """
     dists_node = template.find('Distributions')
-    samps_node = template.find('Samplers').find('Grid')
+    if case._mode == 'sweep':
+      samps_node = template.find('Samplers').find('Grid')
+    else:
+      samps_node = template.find('Optimizers').find('GradientDescent')
     # number of denoisings
     ## assumption: first node is the denoises node
     samps_node.find('constant').text = str(case._num_samples)
@@ -285,9 +327,12 @@ def _modify_outer_samplers(self, template, case, components):
         # is the capacity variable being swept over?
         if isinstance(vals, list):
           # make new Distribution, Sampler.Grid.variable
-          dist, samp = self._create_new_sweep_capacity(name, var_name, vals)
+          dist, for_grid, for_opt = self._create_new_sweep_capacity(name, var_name, vals)
           dists_node.append(dist)
-          samps_node.append(samp)
+          if case._mode == 'sweep':
+            samps_node.append(for_grid)
+          else:
+            samps_node.append(for_opt)
           # NOTE assumption (input checked): only one interaction per component
         # if not being swept, then it's just a fixed value.
         else:
@@ -303,20 +348,26 @@ def _create_new_sweep_capacity(self, comp_name, var_name, capacities):
       @ In, var_name, str, name of capacity variable
       @ In, capacities, list, float list of capacities to sweep/opt over
       @ Out, dist, xml.etree.ElementTree,Element, XML for distribution
-      @ Out, samp, xml.etree.ElementTree,Element, XML for sampler variable
+      @ Out, grid, xml.etree.ElementTree,Element, XML for grid sampler variable
+      @ Out, opt, xml.etree.ElementTree,Element, XML for optimizer variable
     """
     # distribution
     dist_name = self.namingTemplates['distribution'].format(unit=comp_name, feature='capacity')
     dist = copy.deepcopy(self.dist_template)
     dist.attrib['name'] = dist_name
     dist.find('lowerBound').text = str(min(capacities))
     dist.find('upperBound').text = str(max(capacities))
-    # sampler variable
-    samp = copy.deepcopy(self.var_template)
-    samp.attrib['name'] = var_name
-    samp.find('distribution').text = dist_name
-    samp.find('grid').text = ' '.join(str(x) for x in sorted(capacities))
-    return dist, samp
+    # sampler variable, for Grid case
+    grid = copy.deepcopy(self.var_template)
+    grid.attrib['name'] = var_name
+    grid.find('distribution').text = dist_name
+    grid.find('grid').text = ' '.join(str(x) for x in sorted(capacities))
+    # optimizer variable, for opt case
+    opt = copy.deepcopy(grid)
+    opt.remove(opt.find('grid'))
+    initial = np.average(capacities)
+    opt.append(xmlUtils.newNode('initial', text=initial))
+    return dist, grid, opt
 
   ##### INNER #####
   def _modify_inner(self, template, case, components, sources):

tests/integration_tests/multimarket_fix_price/heron_input.xml

@@ -12,9 +12,9 @@
 
   <Case name="Sweep_Runs">
     <!--
-    <mode>sweep</mode>
     <metric>NPV</metric>
     -->
+    <mode>sweep</mode>
     <num_arma_samples>2</num_arma_samples>
     <time_discretization>
       <time_variable>Time</time_variable>

tests/integration_tests/production_flex/heron_input.xml

@@ -14,6 +14,7 @@
   </TestInfo>
 
   <Case name="Sweep_Runs">
+    <mode>sweep</mode>
     <num_arma_samples>10</num_arma_samples>
     <time_discretization>
       <time_variable>Time</time_variable>

tests/integration_tests/production_flex/tests

@@ -1,5 +1,5 @@
 [Tests]
- [./Production_Flex]
+ [./ProductionFlex]
   type = HeronIntegration
   input = heron_input.xml
   # prereq = SineArma

tests/integration_tests/production_flex_opt/gold/Opt_Runs_o/opt_soln.csv

@@ -0,0 +1,2 @@
+trajID,filename
+0,opt_soln_0.csv

tests/integration_tests/production_flex_opt/gold/Opt_Runs_o/opt_soln_0.csv

@@ -0,0 +1,17 @@
+iteration,accepted,steamer_capacity,generator_capacity,electr_market_capacity,electr_flex_capacity,mean_NPV
+0.0,first,5.5,-100.0,-2.0,-2025.0,56.8233159522
+1.0,accepted,4.86360389693,-100.0,-2.0,-2025.0,58.4129319302
+2.0,accepted,4.22720779386,-100.0,-2.0,-2025.0,60.002548875
+3.0,rejected,2.95441558773,-100.0,-2.0,-2025.0,44.7372957613
+4.0,rerun,4.22720779386,-100.0,-2.0,-2025.0,60.002548875
+5.0,rejected,3.5908116908,-100.0,-2.0,-2025.0,54.3739345853
+6.0,rerun,4.22720779386,-100.0,-2.0,-2025.0,60.002548875
+7.0,rejected,3.90900974233,-100.0,-2.0,-2025.0,59.1922570259
+8.0,rerun,4.22720779386,-100.0,-2.0,-2025.0,60.002548875
+9.0,accepted,4.0681087681,-100.0,-2.0,-2025.0,60.3999531626
+10.0,rejected,3.74991071656,-100.0,-2.0,-2025.0,56.7830973199
+11.0,rerun,4.0681087681,-100.0,-2.0,-2025.0,60.3999531626
+12.0,rejected,3.90900974233,-100.0,-2.0,-2025.0,59.1922570259
+13.0,rerun,4.0681087681,-100.0,-2.0,-2025.0,60.3999531626
+14.0,rejected,3.98855925521,-100.0,-2.0,-2025.0,60.3968353646
+15.0,rerun,4.0681087681,-100.0,-2.0,-2025.0,60.3999531626