Disable named expressions for MB+LD2

[Robbybp]

There is some odd behavior for the MB+LD2 model-method combination. Here are a few lines of output from analyze_solvetime.py:

EXIT: Optimal Solution Found.
[+   0.08] Solve model
WARNING: Constraints in the reduced-space model are violated
WARNING: Result is not valid!
[+   0.05] Validate result

The first line above is the last line of output from IPOPT: We converge to an optimal solution, but our post-solve constraint evaluation identifies an infeasible solution. What's unusual is that, on further inspection, the constraint violation magnitude is 0.17. This is much too large to be a difference due to scaled/unscaled models, IPOPT's bound relaxation, or any other solver-specific idiosyncrasy. I've found that this behavior only occurs when we use named expressions, so I'm patching our scripts to avoid using named expressions for this model-method combination.

I've looked into this discrepancy a bit and I think this is most likely an NL writer bug. I will open a Pyomo issue once I'm happy with this workaround.

This needs:

• Comparison of runtime results
• Comparison of convergence results
• Controls in place so this doesn't come up again (and we're sure it isn't happening for other model-method combinations)

[Robbybp]

Runtime results

These are MB+LD2

With named expressions

Identifier                                                          ncalls   cumtime   percall      %
-----------------------------------------------------------------------------------------------------
root                                                                     1     1.288     1.288  100.0
     ------------------------------------------------------------------------------------------------
     mb-steady-linear-d2                                                 1     1.288     1.288  100.0
                        -----------------------------------------------------------------------------
                        elimination                                      1     1.155     1.155   89.7
                                   ------------------------------------------------------------------
                                   eliminate                            13     0.182     0.014   15.7
                                   eliminate-nodes                      13     0.133     0.010   11.5
                                   get-d1                               14     0.492     0.035   42.6
                                   get-d2                                2     0.107     0.053    9.2
                                   igraph                                1     0.098     0.098    8.5
                                   linear-igraph                         1     0.103     0.103    8.9
                                   subgraph                              1     0.040     0.040    3.4
                                   other                               n/a     0.002       n/a    0.1
                                   ==================================================================
                        solver                                           1     0.084     0.084    6.5
                                   ------------------------------------------------------------------
                                   solve                                 1     0.012     0.012   14.2
                                                  ---------------------------------------------------
                                                  constraint-jac        10     0.000     0.000    3.9
                                                  constraints            9     0.001     0.000    6.5
                                                  intermediate-cb        9     0.000     0.000    0.1
                                                  lagrangian-hess        8     0.002     0.000   14.7
                                                  objective              9     0.000     0.000    0.6
                                                  objective-grad        10     0.000     0.000    1.1
                                                  other                n/a     0.009       n/a   73.1
                                                  ===================================================
                                   other                               n/a     0.072       n/a   85.8
                                   ==================================================================
                        other                                          n/a     0.049       n/a    3.8
                        =============================================================================
     other                                                             n/a     0.000       n/a    0.0
     ================================================================================================
=====================================================================================================

Without named expressions

Identifier                                                          ncalls   cumtime   percall      %
-----------------------------------------------------------------------------------------------------
root                                                                     1     1.296     1.296  100.0
     ------------------------------------------------------------------------------------------------
     mb-steady-linear-d2                                                 1     1.296     1.296  100.0
                        -----------------------------------------------------------------------------
                        elimination                                      1     1.161     1.161   89.6
                                   ------------------------------------------------------------------
                                   eliminate                            13     0.178     0.014   15.4
                                   eliminate-nodes                      13     0.118     0.009   10.2
                                   get-d1                               14     0.490     0.035   42.2
                                   get-d2                                2     0.125     0.062   10.7
                                   igraph                                1     0.100     0.100    8.6
                                   linear-igraph                         1     0.108     0.108    9.3
                                   subgraph                              1     0.041     0.041    3.5
                                   other                               n/a     0.002       n/a    0.1
                                   ==================================================================
                        solver                                           1     0.088     0.088    6.8
                                   ------------------------------------------------------------------
                                   solve                                 1     0.011     0.011   13.0
                                                  ---------------------------------------------------
                                                  constraint-jac        10     0.000     0.000    4.0
                                                  constraints            9     0.001     0.000    7.1
                                                  intermediate-cb        9     0.000     0.000    0.1
                                                  lagrangian-hess        8     0.002     0.000   15.4
                                                  objective              9     0.000     0.000    0.7
                                                  objective-grad        10     0.000     0.000    1.1
                                                  other                n/a     0.008       n/a   71.6
                                                  ===================================================
                                   other                               n/a     0.076       n/a   87.0
                                   ==================================================================
                        other                                          n/a     0.048       n/a    3.7
                        =============================================================================
     other                                                             n/a     0.000       n/a    0.0
     ================================================================================================
=====================================================================================================

No appreciable difference.

[Robbybp]

Convergence results

All MB results, run on Darwin.

With named expressions for method (main branch)

       model     method  n-success  n-total  percent-success  ave-elim-time  ave-solve-time
0  mb-steady    no-elim         88      121        72.727273       0.000039        1.056338
1  mb-steady         d1         89      121        73.553719       4.647681        1.095656
2  mb-steady       ecd2         89      121        73.553719       4.475969        1.124023
3  mb-steady  linear-d2         88      121        72.727273       5.194716        0.998081
4  mb-steady         d2         96      121        79.338843            NaN        0.918361
5  mb-steady     greedy        105      121        86.776860       1.365976        0.845214
6  mb-steady   matching        101      121        83.471074       2.431153        1.042989

Without named expressions for LD2 (this branch)

       model     method  n-success  n-total  percent-success  ave-elim-time  ave-solve-time
0  mb-steady    no-elim         88      121        72.727273       0.000031        1.002411
1  mb-steady         d1         89      121        73.553719       4.452170        1.033757
2  mb-steady       ecd2         89      121        73.553719       4.469480        0.948522
3  mb-steady  linear-d2         90      121        74.380165       5.077071        0.925272
4  mb-steady         d2         96      121        79.338843            NaN        0.744996
5  mb-steady     greedy        105      121        86.776860       1.353755        0.876362
6  mb-steady   matching        101      121        83.471074       2.430085        0.904619

Without named expressions, we LD2 converges two extra instances.

[Robbybp]

In summarize_sweep_results.py, we now print a warning when success is True but feasible is False. Other than the MB+LD2 instances, this happens for some pipeline instances with infeasibilities near 1e-5. When I change feastol to 1e-4, This only happens for three instances:

WARNING: pipeline, no-elim: success=True but feasible=False at index 79; infeasibility=0.000100078221294
WARNING: pipeline, ecd2: success=True but feasible=False at index 79; infeasibility=0.000100112039945
WARNING: pipeline, d2: success=True but feasible=False at index 79; infeasibility=0.0001000009942799

I think I'm fine with accepting these instances. These are likely just "acceptable" infeasibilities (to IPOPT) that get exacerbated by unscaling the model.