Ac/port psi 1585 dual mip rounding by acostarelli · Pull Request #128 · Sienna-Platform/InfrastructureOptimizationModels.jl

acostarelli · 2026-06-26T20:57:55Z

Thanks for opening a PR to InfrastructureOptimizationModels.jl, please take note of the following when making a PR:

Gap analysis + actionable plan for porting PSI (PowerSimulations.jl) generic optimization-core changes into IOM. Confirmed port: PR #1585 (dual-cache MIP-tolerance rounding); plus DLR IOM portion and minor serialization residuals, with an already-ported "do not redo" list. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

Round cached integer/binary primal values to the nearest integer before re-fixing relaxed variables in process_duals. MIP solver tolerances leave values like 0.9999997 instead of 1.0, making the fixed relaxation infeasible. Landed into IOM's existing dual_processing structure (not PSI's VarRestoreInfo refactor); the restore path already reuses var_cache, so rounding once also covers the integer-restore path. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

Record findings for the three plan items: #1585 ported (functional rounding fix only, not PSI's struct refactor); DLR has no IOM work (param types live in POM); #1539 residuals are stale write_result! refs with no action needed. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

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Pull request overview

This PR ports the PSI #1585 fix into InfrastructureOptimizationModels.jl by rounding cached primal values for dense integer/binary variable containers before re-fixing them during process_duals, preventing LP infeasibility caused by MIP integrality tolerances (e.g., 0.9999997 vs 1.0).

Changes:

Added _round_cache_values! for DenseAxisArray caches and applied it immediately before JuMP.fix.(...) in process_duals.
Added a regression test ensuring MIP-tolerance values in the cache are snapped to exact integers.
Added an internal port-plan markdown document capturing PSI→IOM port status and rationale.

Reviewed changes

Copilot reviewed 3 out of 3 changed files in this pull request and generated no comments.

File	Description
`src/core/dual_processing.jl`	Rounds cached integer/binary primal values before refixing during dual processing to avoid tolerance-induced infeasibility.
`test/test_optimization_container.jl`	Adds a regression test validating cache rounding behavior for MIP-tolerance artifacts.
`.claude/iom_port_plan.md`	Documents PSI port tracking and the rationale for the #1585 rounding-only port.

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github-actions · 2026-06-26T21:18:59Z

Performance Results
Main

Network: 10 nodes, 13 edges, 3 cost segments
Generators: 5, Demands: 5
Loss coefficients (a, b, c) per generator:
  n1: a=0.007287  b=0.005968  c=0.003850
  n2: a=0.001094  b=0.009002  c=0.007028
  n3: a=0.007897  b=0.008552  c=0.003001
  n4: a=0.008179  b=0.002530  c=0.009637
  n5: a=0.009778  b=0.009934  c=0.009099

Solver logs: /home/runner/work/InfrastructureOptimizationModels.jl/InfrastructureOptimizationModels.jl/main/test/performance/logs/solver_2026-06-26T22-04-13.log

==============================================================================================================================================
Bilinear Approximation Benchmarks
  Refinement = depth for all methods
==============================================================================================================================================
Method          R   Vars Constrs   Bins    Objective   Gap(%) MIPGap(%)     LowerBnd  rmse δbi   max δbi   rmse δq    max δq  build_t  solve_t
----------------------------------------------------------------------------------------------------------------------------------------------
NLP (Ipopt)     -     40     105      0     0.956760        -         -            -  0.00e+00  0.00e+00  0.00e+00  0.00e+00   0.0337   0.0047

NLP (Uno)       -     40     105      0     0.956760   0.0000         -            -  0.00e+00  0.00e+00  0.00e+00  0.00e+00   0.0013   0.0012

Bin2+sSOS       4    190     535      0     1.180700  23.4061    0.0000     1.180700  8.07e-02  1.41e-01  2.49e+01  5.48e+01   0.0056   1.8987
Bin2+sSOS       6    250     655      0     1.098175  14.7806    0.0000     1.098175  1.26e-01  2.86e-01  5.47e+00  9.07e+00   0.0061   7.9934
Bin2+sSOS       8    310     775      0     1.053069  10.0661    0.0088     1.052976  8.62e-02  2.43e-01  4.18e+01  9.32e+01   0.0060  28.4406

Bin2+mSOS       4    310     805    120     1.180700  23.4061    0.0000     1.180700  8.07e-02  1.41e-01  2.49e+01  5.48e+01   0.0025   1.8689
Bin2+mSOS       6    430    1045    180     1.098175  14.7806    0.0000     1.098175  1.26e-01  2.86e-01  5.47e+00  9.07e+00   0.0025   6.1870
Bin2+mSOS       8    550    1285    240     1.053069  10.0661    0.0080     1.052984  8.62e-02  2.43e-01  4.18e+01  9.32e+01   0.0028  20.2736

Bin2+Saw        4    310    1075    120     0.985859   3.0414    0.0055     0.985805  1.15e-01  2.48e-01  2.65e+02  5.18e+02   0.0033  12.2704
Bin2+Saw        6    430    1495    180     0.958677   0.2004    0.0077     0.958603  7.52e-02  1.68e-01  8.94e+01  1.71e+02   0.0041  14.3037
Bin2+Saw        8    550    1915    240     0.956996   0.0247    0.0072     0.956927  7.52e-02  1.68e-01  1.37e+02  2.09e+02   0.0047  53.1372

HybS+sSOS       4    310    1165      0     0.812261  15.1030    0.0000     0.812261  5.52e-01  1.00e+00  2.04e+02  2.97e+02   0.0074   2.8866
HybS+sSOS       6    410    1545      0     0.891208   6.8515    0.0000     0.891208  5.49e-01  1.00e+00  3.69e+02  7.09e+02   0.0083   5.2100
HybS+sSOS       8    510    1925      0     0.934789   2.2965    0.0087     0.934707  5.48e-01  1.00e+00  3.47e+02  5.22e+02   0.0085  16.4745

HybS+mSOS       4    390    1345     80     0.812261  15.1030    0.0046     0.812224  5.52e-01  1.00e+00  2.04e+02  2.97e+02   0.0036   3.0182
HybS+mSOS       6    530    1805    120     0.891208   6.8515    0.0000     0.891208  5.49e-01  1.00e+00  3.69e+02  7.09e+02   0.0041   6.5945
HybS+mSOS       8    670    2265    160     0.934789   2.2965    0.0047     0.934744  5.48e-01  1.00e+00  3.47e+02  5.22e+02   0.0047  17.0129

HybS+Saw        4    390    1525     80     0.951869   0.5113    0.0084     0.951789  5.48e-01  1.00e+00  2.16e+03  4.23e+03   0.0040  11.2332
HybS+Saw        6    530    2105    120     0.956386   0.0391    0.0099     0.956291  5.48e-01  1.00e+00  4.57e+02  7.57e+02   0.0049  35.3388
HybS+Saw        8    670    2685    160     0.956734   0.0027    0.0078     0.956659  5.48e-01  1.00e+00  6.08e+00  1.07e+01   0.0059 104.4023

DNMDT           4    395    1640     80     0.954878   0.1967    0.0004     0.954874  1.39e-03  3.13e-03  4.70e-04  1.05e-03   0.0035   4.3230
DNMDT           6    550    2315    120     0.956636   0.0130    0.0098     0.956541  6.75e-05  1.57e-04  4.26e+03  9.54e+03   0.0043  18.4696
DNMDT           8    705    2990    160     0.956754   0.0007    0.0096     0.956662  4.62e-06  1.14e-05  9.42e+01  1.49e+02   0.0042  57.6012

==============================================================================================================================================

This branch

Network: 10 nodes, 13 edges, 3 cost segments
Generators: 5, Demands: 5
Loss coefficients (a, b, c) per generator:
  n1: a=0.007287  b=0.005968  c=0.003850
  n2: a=0.001094  b=0.009002  c=0.007028
  n3: a=0.007897  b=0.008552  c=0.003001
  n4: a=0.008179  b=0.002530  c=0.009637
  n5: a=0.009778  b=0.009934  c=0.009099

Solver logs: /home/runner/work/InfrastructureOptimizationModels.jl/InfrastructureOptimizationModels.jl/branch/test/performance/logs/solver_2026-06-26T22-12-42.log

==============================================================================================================================================
Bilinear Approximation Benchmarks
  Refinement = depth for all methods
==============================================================================================================================================
Method          R   Vars Constrs   Bins    Objective   Gap(%) MIPGap(%)     LowerBnd  rmse δbi   max δbi   rmse δq    max δq  build_t  solve_t
----------------------------------------------------------------------------------------------------------------------------------------------
NLP (Ipopt)     -     40     105      0     0.956760        -         -            -  0.00e+00  0.00e+00  0.00e+00  0.00e+00   0.0321   0.0049

NLP (Uno)       -     40     105      0     0.956760   0.0000         -            -  0.00e+00  0.00e+00  0.00e+00  0.00e+00   0.0014   0.0012

Bin2+sSOS       4    190     535      0     1.180700  23.4061    0.0000     1.180700  8.07e-02  1.41e-01  2.49e+01  5.48e+01   0.0058   1.8869
Bin2+sSOS       6    250     655      0     1.098175  14.7806    0.0000     1.098175  1.26e-01  2.86e-01  5.47e+00  9.07e+00   0.0063   7.9157
Bin2+sSOS       8    310     775      0     1.053069  10.0661    0.0088     1.052976  8.62e-02  2.43e-01  4.18e+01  9.32e+01   0.0061  28.0934

Bin2+mSOS       4    310     805    120     1.180700  23.4061    0.0000     1.180700  8.07e-02  1.41e-01  2.49e+01  5.48e+01   0.0024   1.8382
Bin2+mSOS       6    430    1045    180     1.098175  14.7806    0.0000     1.098175  1.26e-01  2.86e-01  5.47e+00  9.07e+00   0.0025   6.0490
Bin2+mSOS       8    550    1285    240     1.053069  10.0661    0.0080     1.052984  8.62e-02  2.43e-01  4.18e+01  9.32e+01   0.0026  19.9891

Bin2+Saw        4    310    1075    120     0.985859   3.0414    0.0055     0.985805  1.15e-01  2.48e-01  2.65e+02  5.18e+02   0.0033  12.1018
Bin2+Saw        6    430    1495    180     0.958677   0.2004    0.0077     0.958603  7.52e-02  1.68e-01  8.94e+01  1.71e+02   0.0040  14.1072
Bin2+Saw        8    550    1915    240     0.956996   0.0247    0.0072     0.956927  7.52e-02  1.68e-01  1.37e+02  2.09e+02   0.0046  52.3203

HybS+sSOS       4    310    1165      0     0.812261  15.1030    0.0000     0.812261  5.52e-01  1.00e+00  2.04e+02  2.97e+02   0.0071   2.8452
HybS+sSOS       6    410    1545      0     0.891208   6.8515    0.0000     0.891208  5.49e-01  1.00e+00  3.69e+02  7.09e+02   0.0075   5.0696
HybS+sSOS       8    510    1925      0     0.934789   2.2965    0.0087     0.934707  5.48e-01  1.00e+00  3.47e+02  5.22e+02   0.0082  16.2511

HybS+mSOS       4    390    1345     80     0.812261  15.1030    0.0046     0.812224  5.52e-01  1.00e+00  2.04e+02  2.97e+02   0.0035   2.9746
HybS+mSOS       6    530    1805    120     0.891208   6.8515    0.0000     0.891208  5.49e-01  1.00e+00  3.69e+02  7.09e+02   0.0041   6.4869
HybS+mSOS       8    670    2265    160     0.934789   2.2965    0.0047     0.934744  5.48e-01  1.00e+00  3.47e+02  5.22e+02   0.0046  16.7130

HybS+Saw        4    390    1525     80     0.951869   0.5113    0.0084     0.951789  5.48e-01  1.00e+00  2.16e+03  4.23e+03   0.0040  10.9460
HybS+Saw        6    530    2105    120     0.956386   0.0391    0.0099     0.956291  5.48e-01  1.00e+00  4.57e+02  7.57e+02   0.0049  34.7411
HybS+Saw        8    670    2685    160     0.956734   0.0027    0.0078     0.956659  5.48e-01  1.00e+00  6.08e+00  1.07e+01   0.0059 104.2125

DNMDT           4    395    1640     80     0.954878   0.1967    0.0004     0.954874  1.39e-03  3.13e-03  4.70e-04  1.05e-03   0.0032   4.3327
DNMDT           6    550    2315    120     0.956636   0.0130    0.0098     0.956541  6.75e-05  1.57e-04  4.26e+03  9.54e+03   0.0038  18.6354
DNMDT           8    705    2990    160     0.956754   0.0007    0.0096     0.956662  4.62e-06  1.14e-05  9.42e+01  1.49e+02   0.0042  58.1839

==============================================================================================================================================

…re method Comment 1: inline the integer-cache rounding in process_duals instead of a dedicated _round_cache_values! helper, and drop the trivial unit test that only exercised round.(). Rounding cached integer primals before re-fixing is the canonical JuMP pattern for computing MILP duals. Comment 2: add the missing write_output! method for 1-D UnitRange-indexed (time-only) results in DecisionModelStore, which previously MethodError'd since initialize_storage! allocates that shape for component-less results. Mirrors PSI's write_result! (the #1506 system-slack fix) and the existing 1-D Vector{String} method. Add a store write/read round-trip test and correct the port-plan note. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

`const PSI = InfrastructureOptimizationModels` was a misleading alias — this is IOM, not PowerSimulations. Replace all 272 `PSI.` references with the correct `IOM.` alias (already defined in the test harness) and drop the redundant `PSI` definitions/guards in mock_components.jl and the three test files. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

Anthony Costarelli and others added 3 commits June 25, 2026 18:11

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acostarelli commented Jun 26, 2026

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Comment thread test/test_optimization_container.jl Outdated

Comment thread .claude/iom_port_plan.md Outdated

Anthony Costarelli and others added 2 commits June 26, 2026 17:52

acostarelli closed this Jun 29, 2026

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Ac/port psi 1585 dual mip rounding#128

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