Support user-provided CyIpopt callbacks with 13 arguments

pyomo/contrib/pynumero/algorithms/solvers/tests/test_cyipopt_solver.py

@@ -46,6 +46,7 @@
     # We don't raise unittest.SkipTest if not cyipopt_available as there is a
     # test below that tests an exception when cyipopt is unavailable.
     cyipopt_ge_1_3 = hasattr(cyipopt, "CyIpoptEvaluationError")
+    ipopt_ge_3_14 = cyipopt.IPOPT_VERSION >= (3, 14, 0)
 
 
 def create_model1():
@@ -326,3 +327,91 @@ def test_solve_without_objective(self):
         res = solver.solve(m, tee=True)
         pyo.assert_optimal_termination(res)
         self.assertAlmostEqual(m.x[1].value, 9.0)
+
+    def test_solve_13arg_callback(self):
+        m = create_model1()
+
+        iterate_data = []
+
+        def intermediate(
+            nlp,
+            alg_mod,
+            iter_count,
+            obj_value,
+            inf_pr,
+            inf_du,
+            mu,
+            d_norm,
+            regularization_size,
+            alpha_du,
+            alpha_pr,
+            ls_trials,
+        ):
+            x = nlp.get_primals()
+            y = nlp.get_duals()
+            iterate_data.append((x, y))
+
+        x_sol = np.array([3.85958688, 4.67936007, 3.10358931])
+        y_sol = np.array([-1.0, 53.90357665])
+
+        solver = pyo.SolverFactory("cyipopt", intermediate_callback=intermediate)
+        res = solver.solve(m, tee=True)
+        pyo.assert_optimal_termination(res)
+
+        # Make sure iterate vectors have the right shape and that the final
+        # iterate contains the primal solution we expect.
+        for x, y in iterate_data:
+            self.assertEqual(x.shape, (3,))
+            self.assertEqual(y.shape, (2,))
+        x, y = iterate_data[-1]
+        self.assertTrue(np.allclose(x_sol, x))
+        # Note that we can't assert that dual variables in the NLP are those
+        # at the solution because, at this point in the algorithm, the NLP
+        # only has access to the *previous iteration's* dual values.
+
+    # The 13-arg callback works with cyipopt < 1.3, but we will use the
+    # get_current_iterate method, which is only available in 1.3+ and IPOPT 3.14+
+    @unittest.skipIf(
+        not cyipopt_available or not cyipopt_ge_1_3 or not ipopt_ge_3_14,
+        "cyipopt version < 1.3.0",
+    )
+    def test_solve_get_current_iterate(self):
+        m = create_model1()
+
+        iterate_data = []
+
+        def intermediate(
+            nlp,
+            problem,
+            alg_mod,
+            iter_count,
+            obj_value,
+            inf_pr,
+            inf_du,
+            mu,
+            d_norm,
+            regularization_size,
+            alpha_du,
+            alpha_pr,
+            ls_trials,
+        ):
+            iterate = problem.get_current_iterate()
+            x = iterate["x"]
+            y = iterate["mult_g"]
+            iterate_data.append((x, y))
+
+        x_sol = np.array([3.85958688, 4.67936007, 3.10358931])
+        y_sol = np.array([-1.0, 53.90357665])
+
+        solver = pyo.SolverFactory("cyipopt", intermediate_callback=intermediate)
+        res = solver.solve(m, tee=True)
+        pyo.assert_optimal_termination(res)
+
+        # Make sure iterate vectors have the right shape and that the final
+        # iterate contains the primal and dual solution we expect.
+        for x, y in iterate_data:
+            self.assertEqual(x.shape, (3,))
+            self.assertEqual(y.shape, (2,))
+        x, y = iterate_data[-1]
+        self.assertTrue(np.allclose(x_sol, x))
+        self.assertTrue(np.allclose(y_sol, y))

pyomo/contrib/pynumero/interfaces/cyipopt_interface.py

@@ -21,6 +21,7 @@
 objects for the matrices (e.g., AmplNLP and PyomoNLP)
 """
 import abc
+import inspect
 
 from pyomo.common.dependencies import attempt_import, numpy as np, numpy_available
 from pyomo.contrib.pynumero.exceptions import PyNumeroEvaluationError
@@ -309,6 +310,49 @@
         # cyipopt.Problem.__init__
         super(CyIpoptNLP, self).__init__()
 
+        # Pre-Pyomo 6.7.4.dev0, we had no way to pass the cyipopt.Problem object
+        # to the user in an intermediate callback. This prevented them from calling
+        # the useful get_current_iterate and get_current_violations methods. Now,
+        # we support this by adding the Problem object to the args we pass to a user's
+        # callback. To preserve backwards compatibility, we inspect the user's
+        # callback to infer whether they want this argument. To preserve backwards
+        # compatibility if the user asked for variable-length *args, we do not pass
+        # the Problem object as an argument in this case.
+        # A more maintainable solution may be to force users to accept **kwds if they
+        # want "extra info." If we find ourselves continuing to augment this callback,
+        # this may be worth considering. -RBP
+        self._use_13arg_callback = None
+        if self._intermediate_callback is not None:
+            signature = inspect.signature(self._intermediate_callback)
+            positional_kinds = {
+                inspect.Parameter.POSITIONAL_OR_KEYWORD,
+                inspect.Parameter.POSITIONAL_ONLY,
+            }
+            positional = [
+                param
+                for param in signature.parameters.values()
+                if param.kind in positional_kinds
+            ]
+            has_var_args = any(
+                p.kind is inspect.Parameter.VAR_POSITIONAL
+                for p in signature.parameters.values()
+            )
+
+            if len(positional) == 13 and not has_var_args:
+                # If *args is expected, we do not use the new callback
+                # signature.
+                self._use_13arg_callback = True
+            elif len(positional) == 12 or has_var_args:
+                # If *args is expected, we use the old callback signature
+                # for backwards compatibility.
+                self._use_13arg_callback = False
+            else:
+                raise ValueError(
+                    "Invalid intermediate callback. A function with either 12 or 13"
+                    " positional arguments, or a variable number of arguments, is"
+                    " expected."
+                )
+
     def _set_primals_if_necessary(self, x):
         if not np.array_equal(x, self._cached_x):
             self._nlp.set_primals(x)
@@ -436,19 +480,53 @@
         alpha_pr,
         ls_trials,
     ):
+        """Calls user's intermediate callback
+
+        This method has the call signature expected by CyIpopt. We then extend
+        this call signature to provide users of this interface class additional
+        functionality. Additional arguments are:
+
+        - The ``NLP`` object that was used to construct this class instance.
+          This is useful for querying the variables, constraints, and
+          derivatives during the callback.
+        - The class instance itself. This is useful for calling the
+          ``get_current_iterate`` and ``get_current_violations`` methods, which
+          query Ipopt's internal data structures to provide this information.
+
+        """
         if self._intermediate_callback is not None:
-            return self._intermediate_callback(
-                self._nlp,
-                alg_mod,
-                iter_count,
-                obj_value,
-                inf_pr,
-                inf_du,
-                mu,
-                d_norm,
-                regularization_size,
-                alpha_du,
-                alpha_pr,
-                ls_trials,
-            )
+            if self._use_13arg_callback:
+                # This is the callback signature expected as of Pyomo 6.7.4.dev0
+                return self._intermediate_callback(
+                    self._nlp,
+                    self,
+                    alg_mod,
+                    iter_count,
+                    obj_value,
+                    inf_pr,
+                    inf_du,
+                    mu,
+                    d_norm,
+                    regularization_size,
+                    alpha_du,
+                    alpha_pr,
+                    ls_trials,
+                )
+            else:
+                # This is the callback signature expected pre-Pyomo 6.7.4.dev0 and
+                # is supported for backwards compatibility.
+                return self._intermediate_callback(
+                    self._nlp,
+                    alg_mod,
+                    iter_count,
+                    obj_value,
+                    inf_pr,
+                    inf_du,
+                    mu,
+                    d_norm,
+                    regularization_size,
+                    alpha_du,
+                    alpha_pr,
+                    ls_trials,
+                )
         return True

pyomo/contrib/pynumero/interfaces/tests/test_cyipopt_interface.py

@@ -96,13 +96,17 @@ def hessian(self, x, y, obj_factor):
             problem.solve(x0)
 
 
-def _get_model_nlp_interface(halt_on_evaluation_error=None):
+def _get_model_nlp_interface(halt_on_evaluation_error=None, intermediate_callback=None):
     m = pyo.ConcreteModel()
     m.x = pyo.Var([1, 2, 3], initialize=1.0)
     m.obj = pyo.Objective(expr=m.x[1] * pyo.sqrt(m.x[2]) + m.x[1] * m.x[3])
     m.eq1 = pyo.Constraint(expr=m.x[1] * pyo.sqrt(m.x[2]) == 1.0)
     nlp = PyomoNLP(m)
-    interface = CyIpoptNLP(nlp, halt_on_evaluation_error=halt_on_evaluation_error)
+    interface = CyIpoptNLP(
+        nlp,
+        halt_on_evaluation_error=halt_on_evaluation_error,
+        intermediate_callback=intermediate_callback,
+    )
     bad_primals = np.array([1.0, -2.0, 3.0])
     indices = nlp.get_primal_indices([m.x[1], m.x[2], m.x[3]])
     bad_primals = bad_primals[indices]
@@ -219,6 +223,64 @@ def test_error_in_hessian_halt(self):
         with self.assertRaisesRegex(PyNumeroEvaluationError, msg):
             interface.hessian(bad_x, [1.0], 0.0)
 
+    def test_intermediate_12arg(self):
+        iterate_data = []
+
+        def intermediate(
+            nlp,
+            alg_mod,
+            iter_count,
+            obj_value,
+            inf_pr,
+            inf_du,
+            mu,
+            d_norm,
+            regularization_size,
+            alpha_du,
+            alpha_pr,
+            ls_trials,
+        ):
+            self.assertIsInstance(nlp, PyomoNLP)
+            iterate_data.append((inf_pr, inf_du))
+
+        m, nlp, interface, bad_x = _get_model_nlp_interface(
+            intermediate_callback=intermediate
+        )
+        # The interface's callback is always called with 11 arguments (by CyIpopt/Ipopt)
+        # but we add the NLP object to the arguments.
+        interface.intermediate(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11)
+        self.assertEqual(iterate_data, [(4, 5)])
+
+    def test_intermediate_13arg(self):
+        iterate_data = []
+
+        def intermediate(
+            nlp,
+            problem,
+            alg_mod,
+            iter_count,
+            obj_value,
+            inf_pr,
+            inf_du,
+            mu,
+            d_norm,
+            regularization_size,
+            alpha_du,
+            alpha_pr,
+            ls_trials,
+        ):
+            self.assertIsInstance(nlp, PyomoNLP)
+            self.assertIsInstance(problem, cyipopt.Problem)
+            iterate_data.append((inf_pr, inf_du))
+
+        m, nlp, interface, bad_x = _get_model_nlp_interface(
+            intermediate_callback=intermediate
+        )
+        # The interface's callback is always called with 11 arguments (by CyIpopt/Ipopt)
+        # but we add the NLP object *and the cyipopt.Problem object* to the arguments.
+        interface.intermediate(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11)
+        self.assertEqual(iterate_data, [(4, 5)])
+
 
 if __name__ == "__main__":
     unittest.main()