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QuadraticRepnVisitor: Improve nonlinear expression expansion #2997

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merged 4 commits into from
Sep 19, 2023
Merged

QuadraticRepnVisitor: Improve nonlinear expression expansion #2997

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58522cf
Add additional handlers for Linear*General (fixes case from #2275)
jsiirola Sep 18, 2023
d3641f7
Prevent unnecessary *0 terms in nonlinear expression
jsiirola Sep 18, 2023
7991609
Remove redundant object creation
jsiirola Sep 18, 2023
0992622
Add tests for examples from #2275
jsiirola Sep 18, 2023
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6 changes: 4 additions & 2 deletions pyomo/repn/quadratic.py
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Original file line number Diff line number Diff line change
Expand Up @@ -222,7 +222,6 @@ def _handle_product_nonlinear(visitor, node, arg1, arg2):
# We are multiplying (A + Bx + Cx^2 + D(x)) * (A + Bx + Cx^2 + Dx))
_, x1 = arg1
_, x2 = arg2
ans = visitor.Result()
ans.multiplier = x1.multiplier * x2.multiplier
x1.multiplier = x2.multiplier = 1
# x1.const * x2.const [AA]
Expand Down Expand Up @@ -274,7 +273,7 @@ def _handle_product_nonlinear(visitor, node, arg1, arg2):
x1.quadratic = None
x2.linear = {}
# [BC] + [BD]
if x1_lin:
if x1_lin and (x2.nonlinear is not None or x2.quadratic):
x1.linear = x1_lin
ans.nonlinear += x1.to_expression(visitor) * x2.to_expression(visitor)
# [AD]
Expand All @@ -294,6 +293,9 @@ def _handle_product_nonlinear(visitor, node, arg1, arg2):
(_QUADRATIC, _GENERAL): _handle_product_nonlinear,
# Replace handler from the linear walker
(_LINEAR, _LINEAR): _handle_product_linear_linear,
(_GENERAL, _GENERAL): _handle_product_nonlinear,
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Just so I understand - _GENERAL implies nonlinear, correct?

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Yes.

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...I used "GENERAL" as a shorthand for "General nonlinear", because just using "NONLINEAR" would have been confusing with QUADRATIC.

(_GENERAL, _LINEAR): _handle_product_nonlinear,
(_LINEAR, _GENERAL): _handle_product_nonlinear,
}
)

Expand Down
66 changes: 64 additions & 2 deletions pyomo/repn/tests/test_quadratic.py
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Expand Up @@ -126,8 +126,6 @@ def test_product(self):
self.assertEqual(repn.constant, 0)
self.assertEqual(repn.linear, {})
self.assertEqual(repn.quadratic, None)
print(repn.nonlinear)
print(NL)
assertExpressionsEqual(self, repn.nonlinear, NL)

e = (1 + 2 * m.x + 3 * m.y) * (4 + 5 * m.x + 6 * m.y)
Expand All @@ -147,6 +145,70 @@ def test_product(self):
)
assertExpressionsEqual(self, repn.nonlinear, None)

e = (m.x + m.y + log(m.x)) * m.x

cfg = VisitorConfig()
visitor = QuadraticRepnVisitor(*cfg)
visitor.expand_nonlinear_products = False
repn = visitor.walk_expression(e)

NL = (log(m.x) + (m.x + m.y)) * m.x

self.assertEqual(cfg.subexpr, {})
self.assertEqual(cfg.var_map, {id(m.x): m.x, id(m.y): m.y})
self.assertEqual(cfg.var_order, {id(m.x): 0, id(m.y): 1})
self.assertEqual(repn.multiplier, 1)
self.assertEqual(repn.constant, 0)
self.assertEqual(repn.linear, {})
self.assertEqual(repn.quadratic, None)
assertExpressionsEqual(self, repn.nonlinear, NL)

visitor.expand_nonlinear_products = True
repn = visitor.walk_expression(e)

NL = log(m.x) * m.x

self.assertEqual(cfg.subexpr, {})
self.assertEqual(cfg.var_map, {id(m.x): m.x, id(m.y): m.y})
self.assertEqual(cfg.var_order, {id(m.x): 0, id(m.y): 1})
self.assertEqual(repn.multiplier, 1)
self.assertEqual(repn.constant, 0)
self.assertEqual(repn.linear, {})
self.assertEqual(repn.quadratic, {(id(m.x), id(m.x)): 1, (id(m.x), id(m.y)): 1})
assertExpressionsEqual(self, repn.nonlinear, NL)

e = m.x * (m.x + m.y + log(m.x) + 2)

cfg = VisitorConfig()
visitor = QuadraticRepnVisitor(*cfg)
visitor.expand_nonlinear_products = False
repn = visitor.walk_expression(e)

NL = m.x * (log(m.x) + (m.x + m.y) + 2)

self.assertEqual(cfg.subexpr, {})
self.assertEqual(cfg.var_map, {id(m.x): m.x, id(m.y): m.y})
self.assertEqual(cfg.var_order, {id(m.x): 0, id(m.y): 1})
self.assertEqual(repn.multiplier, 1)
self.assertEqual(repn.constant, 0)
self.assertEqual(repn.linear, {})
self.assertEqual(repn.quadratic, None)
assertExpressionsEqual(self, repn.nonlinear, NL)

visitor.expand_nonlinear_products = True
repn = visitor.walk_expression(e)

NL = m.x * log(m.x)

self.assertEqual(cfg.subexpr, {})
self.assertEqual(cfg.var_map, {id(m.x): m.x, id(m.y): m.y})
self.assertEqual(cfg.var_order, {id(m.x): 0, id(m.y): 1})
self.assertEqual(repn.multiplier, 1)
self.assertEqual(repn.constant, 0)
self.assertEqual(repn.linear, {id(m.x): 2})
self.assertEqual(repn.quadratic, {(id(m.x), id(m.x)): 1, (id(m.x), id(m.y)): 1})
assertExpressionsEqual(self, repn.nonlinear, NL)

def test_sum(self):
m = ConcreteModel()
m.x = Var()
Expand Down