Solver for a robust model

RaquelSantos · September 22, 2020, 6:47pm

I believe that the solver is suitable for robust models, but I cannot obtain the result of the compilation.
(template for study taken from the website: https://jumper.readthedocs.io/en/latest/jumper.htm

using JuMP, JuMPeR, GLPK

m = RobustModel(solver=GLPKSolverLP())

@variable(m, x[1:2] >= 0)
@uncertain(m, 0.3 <= u1 <= 0.5)
@uncertain(m, 0.0 <= u2 <= 2.0)
@objective(m, :Max, x[1] + x[2])
@constraint(m, u1*x[1] + 1*x[2] <= 2.0)
@constraint(m, u2*x[1] + 1*x[2] <= 6.0)

status = solveRobust(m)

println(getvalue(x[1]))  
println(getvalue(x[2]))

odow · September 22, 2020, 8:58pm

(robust) pkg> add JuMPeR
   Updating registry at `~/.julia/registries/General`
   Updating git-repo `https://github.com/JuliaRegistries/General.git`
  Resolving package versions...
  Installed Compat ──────────── v2.2.1
  Installed ReverseDiffSparse ─ v0.8.6
  Installed JuMP ────────────── v0.18.6
  Installed JuMPeR ──────────── v0.6.0
Updating `/private/tmp/robust/Project.toml`
  [707a9f91] + JuMPeR v0.6.0
Updating `/private/tmp/robust/Manifest.toml`
  [49dc2e85] + Calculus v0.5.1
  [bbf7d656] + CommonSubexpressions v0.3.0
  [34da2185] + Compat v2.2.1
  [e66e0078] + CompilerSupportLibraries_jll v0.3.3+0
  [864edb3b] + DataStructures v0.17.20
  [163ba53b] + DiffResults v1.0.2
  [b552c78f] + DiffRules v1.0.1
  [f6369f11] + ForwardDiff v0.10.12
  [4076af6c] + JuMP v0.18.6
  [707a9f91] + JuMPeR v0.6.0
  [1914dd2f] + MacroTools v0.5.5
  [fdba3010] + MathProgBase v0.7.8
  [77ba4419] + NaNMath v0.3.4
  [efe28fd5] + OpenSpecFun_jll v0.5.3+3
  [bac558e1] + OrderedCollections v1.3.1
  [89212889] + ReverseDiffSparse v0.8.6
  [276daf66] + SpecialFunctions v0.10.3
  [90137ffa] + StaticArrays v0.12.4
  [2a0f44e3] + Base64
  [ade2ca70] + Dates
  [8bb1440f] + DelimitedFiles
  [8ba89e20] + Distributed
  [b77e0a4c] + InteractiveUtils
  [76f85450] + LibGit2
  [8f399da3] + Libdl
  [37e2e46d] + LinearAlgebra
  [56ddb016] + Logging
  [d6f4376e] + Markdown
  [a63ad114] + Mmap
  [44cfe95a] + Pkg
  [de0858da] + Printf
  [3fa0cd96] + REPL
  [9a3f8284] + Random
  [ea8e919c] + SHA
  [9e88b42a] + Serialization
  [1a1011a3] + SharedArrays
  [6462fe0b] + Sockets
  [2f01184e] + SparseArrays
  [10745b16] + Statistics
  [8dfed614] + Test
  [cf7118a7] + UUIDs
  [4ec0a83e] + Unicode

(robust) pkg> add JuMP
  Resolving package versions...
Updating `/private/tmp/robust/Project.toml`
  [4076af6c] + JuMP v0.18.6
No Changes to `/private/tmp/robust/Manifest.toml`

(robust) pkg> add GLPKMathProgInterface
  Resolving package versions...
  Installed GLPKMathProgInterface ─ v0.5.0
Updating `/private/tmp/robust/Project.toml`
  [3c7084bd] + GLPKMathProgInterface v0.5.0
Updating `/private/tmp/robust/Manifest.toml`
  [6e4b80f9] + BenchmarkTools v0.5.0
  [b99e7846] + BinaryProvider v0.5.10
  [6e34b625] + Bzip2_jll v1.0.6+4
  [523fee87] + CodecBzip2 v0.7.2
  [944b1d66] + CodecZlib v0.7.0
  [60bf3e95] + GLPK v0.13.0
  [3c7084bd] + GLPKMathProgInterface v0.5.0
  [e8aa6df9] + GLPK_jll v4.64.0+0
  [781609d7] + GMP_jll v6.1.2+5
  [cd3eb016] + HTTP v0.8.19
  [83e8ac13] + IniFile v0.5.0
  [682c06a0] + JSON v0.21.1
  [7d188eb4] + JSONSchema v0.3.2
  [b8f27783] + MathOptInterface v0.9.17
  [739be429] + MbedTLS v1.0.2
  [c8ffd9c3] + MbedTLS_jll v2.16.8+0
  [d8a4904e] + MutableArithmetics v0.2.10
  [69de0a69] + Parsers v1.0.10
  [3bb67fe8] + TranscodingStreams v0.9.5
  [a5390f91] + ZipFile v0.9.2
  [83775a58] + Zlib_jll v1.2.11+16

(robust) pkg> st
Status `/private/tmp/robust/Project.toml`
  [3c7084bd] GLPKMathProgInterface v0.5.0
  [4076af6c] JuMP v0.18.6
  [707a9f91] JuMPeR v0.6.0

julia> using JuMP, JuMPeR, GLPKMathProgInterface
[ Info: Precompiling JuMP [4076af6c-e467-56ae-b986-b466b2749572]
[ Info: Precompiling JuMPeR [707a9f91-dad3-556f-9594-9b9a3b777385]
[ Info: Precompiling GLPKMathProgInterface [3c7084bd-78ad-589a-b5bb-dbd673274bea]

julia> m = RobustModel(solver = GLPKSolverLP())
Feasibility problem with:
 * 0 linear constraints
 * 0 variables
Solver is GLPKMathProgInterface.GLPKInterfaceLP.GLPK

julia> @variable(m, x[1:2] >= 0)
2-element Array{Variable,1}:
 x[1]
 x[2]

julia> @uncertain(m, 0.3 <= u1 <= 0.5)
u1

julia> @uncertain(m, 0.0 <= u2 <= 2.0)
u2

julia> @objective(m, :Max, x[1] + x[2])
x[1] + x[2]

julia> @constraint(m, u1*x[1] + 1*x[2] <= 2.0)
ConstraintRef{Model,JuMP.GenericRangeConstraint{JuMP.GenericAffExpr{JuMP.GenericAffExpr{Float64,JuMPeR.Uncertain},Union{Variable, JuMPeR.Adaptive}}}}(Maximization problem with:
 * 0 linear constraints
 * 2 variables
Solver is GLPKMathProgInterface.GLPKInterfaceLP.GLPK, 1)

julia> @constraint(m, u2*x[1] + 1*x[2] <= 6.0)
ConstraintRef{Model,JuMP.GenericRangeConstraint{JuMP.GenericAffExpr{JuMP.GenericAffExpr{Float64,JuMPeR.Uncertain},Union{Variable, JuMPeR.Adaptive}}}}(Maximization problem with:
 * 0 linear constraints
 * 2 variables
Solver is GLPKMathProgInterface.GLPKInterfaceLP.GLPK, 2)

julia> JuMPeR.solve_robust(m)
:Optimal

julia> getvalue.(x)
2-element Array{Float64,1}:
 2.6666666666666665
 0.6666666666666667

RaquelSantos · September 23, 2020, 3:03pm

This is the error that appears when I try to add the GLPKMathProgInterface package in version 1.5.1-1 JuliaPro.

julia> Pkg.add ("GLPKMathProgInterface") Updating registry at C: \ Users \ raquel.santos \ .julia \ registries \ JuliaComputingRegistry`
Resolving package versions …

ERROR: Unsatisfiable requirements detected for package GLPKMathProgInterface [3c7084bd]:
GLPKMathProgInterface [3c7084bd] log:
├─GLPKMathProgInterface [3c7084bd] has no known versions!
└─restricted to versions * by an explicit requirement - no versions left`

odow · September 23, 2020, 10:41pm

Do not use JuliaPro. Use the downloads from here instead: Download Julia

RaquelSantos · September 25, 2020, 2:08pm

Thank you for your help @odow
On this link I was able to just download Julia’s command prompt. I tried to install the interface and unfortunately I couldn’t.

nilshg · September 25, 2020, 2:16pm

If you were using Atom before through JuliaPro, you can just point it to the new executable you have downloaded by adjusting the in the Julia package settings in Atom.