jalving / plasmoexamples

Repository of optimization examples using Plasmo.jl

PlasmoExamples

Example scripts that showcase using Plasmo.jl. This repository shows how to:

• Use OptiGraphs to model and solve optimization models
• Solve a natural gas optimal control problem with PipsNLP.jl using partitioning to obtain subproblems
• Solve a DC optimal power flow problem with SchwarzOpt.jl using overlapping schwarz decomposition

Requirements

• Julia 1.3 or later
• The GR plotting backend to create plots for the example scripts.
• PIPS-NLP with the ma57 linear solver. Use the PIPS-NLP installation instructions.
• A working MPI installation for PIPS-NLP. The scripts in this repository have been tested with mpich version 3.3.2
• Ipopt with the ma27 linear solver. It is recommended to follow the Ipopt installation procedure and install the HSL codes as detailed in the instructions. Also, make sure the Julia Ipopt interface correctly grabs the HSL libraries following the instructions from Ipopt.jl for using a custom installation.

Installation and Setup

The Julia packages needed to run the examples and case studies can be installed using the provided Manifest.toml file in this repository.
To setup the necessary Julia environment, first clone the PlasmoExamples directory with:

git clone https://github.com/zavalab/PlasmoExamples.git

Once cloned, navigate to the PlasmoExamples folder and begin a Julia REPL session. The necessary Julia dependencies can then be downloaded as follows:

$ julia
julia> ]
(v1.0) pkg> activate .
(PlasmoExamples) pkg> instantiate

Note that you must type a ] to enter the Julia package management tool from the Julia REPL. This snippet will download the necessary Julia packages at the correct versions. Notably, the Manifest.toml will tell Julia to download Plasmo.jl at v0.3.0 (PipsSolver.jl does not yet support the latest v0.3.2), and pins MPI.jl to v0.12.0. Newer versions of MPI.jl are not compatible with Julia 1.0.5 and mpich.

Confirm MPIManager works

If using a custom installation of MPI (such as mpich), it is helpful to verify that MPIClusterManagers.jl works as intended for case study 1. The case study uses the MPIManager object to setup worker MPI ranks interactively from a Julia session. The following setup has been found to be necessary to get the MPIManager working correctly.

1.) After installing mpich, make sure the library and executable can be found in the system path (i.e. by setting up $PATH and $LD_LIBRARY_PATH in your .bashrc file). For instance, if mpich is installed in /home/user/app/mpich_install, then the following need to be added to your .bashrc file:

• export PATH="${PATH}:/home/user/app/mpich-install/bin"
• export LD_LIBRARY_PATH="${LD_LIBRARY_PATH}:/home/user/app/mpich-install/lib"

2.) Make sure MPIClusterManagers.jl is installed in the base Julia environment. We have found that the workers need to find a functional MPIClusterManagers.jl package to initialize without using a package environment.

3.) Once your MPI installation is installed, make sure to run the following code snippet in the package manager:

julia> ]
(PlasmoExamples) pkg> build MPI

This will rebuild the Julia MPI interface to use the library and executable found in the bash environment.

4.) Now try testing the following code using 2 workers:

julia> using MPIClusterManagers
julia> using Distributed
julia> manager = MPIManager(np=2)
MPI.MPIManager(np=2,launched=false,mode=MPI_ON_WORKERS)
julia> addprocs(manager)
2-element Array{Int64,1}:
 2
 3

The output should return the worker ids of the newly added workers. It may also show some deprecation warnings since it is using an older version of MPIClusterManagers.jl. We have found that most issues that arise with the MPIClusterManagers.jl have to do with workers finding the wrong mpi libraries, or forgetting to rebuild the Julia interface.

Running the Example Scripts

The example scripts can be run from a shell with the following command in the PlasmoExamples directory:

$ julia run_examples.jl

This will run the 5 example scripts in the examples folder and create corresponding plots in PlasmoExamples/examples/figures. The example scripts perform the following:

• example1.jl creates a simple optigraph, solves it with GLPK, and plots the optigraph structure.
• example2.jl creates a hierarchical optigraph with a shared optiedge and optinode (i.e. it contains linkconstraints), solves it with GLPK, and plots the optigraph structure.
• example3.jl creates an optigraph for an optimal control model and produces the plot.
• example4.jl builds on example3.jl and partitions the control problem with KaHyPar, aggregates the resulting subgraphs into new optinodes, and also shows how to create overlapping subgraphs. It also plots the resulting graph structures.

Running Case Study 1

Case study 1 uses Plasmo.jl to model and partition a natural gas network optimal control problem and solve it with PIPS-NLP. Notably, it uses PipsSolver.jl to distribute a partitioned optigraph among MPI ranks using MPIClusterManagers.jl and Julia's Distributed functionality. The script can be run with the following command:

$ julia run_casestudy1.jl

The output should display various print statements that indicate the progress of the script. The most prominent messages that get printed to the console should include:

• A message about activating the package environment on the julia workers (the Julia workers map to MPI ranks).
• The output of KaHyPar which partitions the problem.
• A notification that the aggregated partitions are being distributed among the workers (ranks).
• The output of PIPS-NLP.

The case study also writes out gas_network.csv (a node-edge list) and gas_network_attributes.csv which can be used to visualize the optigraph structure in a graph visualization tool (such as Gephi).

Modifying parameters

This case study can also be run interactively which allows parameters to be changed without restarting Julia (which requires recompiling at runtime). Instead of running the script from a shell, simply start a Julia session and execute the case study using an include statement as follows:

$ julia
julia> include("run_casestudy1.jl")

This will run the case study just like before. However, it is now possible to modify partitioning parameters (n_parts, n_processes, and max_imbalance) in the run_casestudy1.jl script
(by modifying the script with any text editor) without restarting Julia. It is also possible to scale the model size by modifying nx (the number of space discretization points for each pipeline). After modifying the script, just run the include("run_casestudy1.jl") statement again. We recommend always keeping n_parts the same as n_processes. We have observed some issues with PipsNLP.jl and non-uniform sub-problem allocations.

Running Case Study 2

Case study 2 solves a DC optimal power flow problem with SchwarzOpt.jl. The solver can take advantage of multiple threads set with the JULIA_NUM_THREADS environment variable. Since the case study partitions the problem into 4 partitions, it can benefit from up to 4 threads which solve the sub-problems in parallel. The following commands can be used to set the number of threads and execute the case study:

$ export JULIA_NUM_THREADS=4
$ julia run_casestudy2.jl

The output should be similar to case study 1 up until it executes the solver. You should see the following output printed to the console:

• A message about activating the Julia package environment.
• The output of KaHyPar which partitions the problem.
• A notification about the sub-problems being created (which includes subgraph expansion)
• The output of SchwarzSolver.jl. The solver prints the current objective function, primal feasibility, and dual feasibility at each iteration. By default, the solver runs for 100 iterations.

Modifying parameters

Like the previous case study, it is possible to run interactively to avoid restarting Julia to test out different partitioning parameters. Simply start up a Julia session and use the include statement to load the case study file:

$ julia
julia> include("run_casestudy2.jl")

This will run the case study and allow partitioning parameters to be modified (n_parts, imbalance, and overlap) by modifying the run_casestudy2.jl script. Simply run the include("run_casestudy2.jl") statement again after making any changes. Keep in mind, that Julia does not yet support changing the number of threads interactively, which requires setting the JULIA_NUM_THREADS environment variable and restarting the session. We have also found that too many partitions does not always lead to convergence (we have tested up to 4 partitions) and this is possibly due to how the problem is formulated (small partitions for a network can lead to feasibility issues).

Other documentation

Documentation describing Plasmo.jl and its underlying functions can be found at the github pages site. The source code for v0.3.0 can be found at: https://github.com/zavalab/Plasmo.jl/tree/v0.3.0.