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Sol Checker: update docu and messages #200
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201 changes: 91 additions & 110 deletions doc/source/modeling-tools.rst
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Expand Up @@ -263,7 +263,8 @@ most Mathematical Programming solvers consider the disjunction satisfied.
And, from a practical viewpoint, it is (given finite-precision
computations).

Our "realistic" checking mode does exactly this: it trusts the solver results
Our :ref:`Realistic checking mode <realistic-viols>` does exactly this:
it trusts solver results
up to a tolerance.

In contrast, AMPL reports the constraint violated:
Expand All @@ -278,15 +279,12 @@ In contrast, AMPL reports the constraint violated:
That is, when expressions ``y<=6`` and ``z>=10`` are re-evaluated
and their results substituted into ``C``, ``C`` holds false.

The role of the "idealistic" checking mode is to warn the user about the fact,
The role of the :ref:`Idealistic mode <idealistic-viols>`
is to warn the user about the fact,
that even if the solver has a correct solution up to its tolerances
(which is examined by the "realistic" mode),
it can be wrong for a tolerance-unaware checker.

By default, "idealistic" check is performed for objective values only,
see example below. To enable it for constraints, use
:ref:`option <solver-options>` ``chk:mode``.


Warnings format
^^^^^^^^^^^^^^^^^^^^^^^^^^
Expand All @@ -295,7 +293,7 @@ Example
~~~~~~~~~~~~~~~~~~~~~~

To explain the solution check warning format, let's solve a relaxed version
of the following model:
of the following infeasible model:

.. code-block:: ampl
Expand All @@ -314,57 +312,59 @@ Running Gurobi with option ``feasrelax 1``, we trick MP
ampl: option solver gurobi;
ampl: option gurobi_options 'feasrelax 1';
ampl: option gurobi_auxfiles rc; ## To pass model names
ampl: option presolve 0; ## Otherwise AMPL tightens the model
ampl: solve;
Gurobi 10.0.2: alg:feasrelax = 1
Gurobi 10.0.2: optimal solution; feasrelax objective 160552
5 simplex iterations
1 branching nodes
absmipgap=2, relmipgap=1.2457e-05
Gurobi 11.0.2: alg:feasrelax = 1
Gurobi 11.0.2: optimal solution; feasrelax objective 1
1 simplex iteration
1 branching node
------------ WARNINGS ------------
WARNING: "Solution Check"
[ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
:round='', :prec='' ]
- 2 original variable(s) violate bounds,
up to 1E+05 (abs, item 'y'), up to 1E+00 (rel, item 'y')
Algebraic expression violations:
- 1 linear constraint(s),
up to 2E+00 (abs, item 'C1'), up to 1E+00 (rel, item 'C1')
Objective value violations:
- 1 objective value(s) violated,
up to 2E+05 (abs, item 'TotalSum')
WARNING: "Solution Check (Idealistic)"
[ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
:round='', :prec='' ]
Objective value violations:
- 1 objective value(s) violated,
up to 2E+05 (abs, item 'TotalSum')
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.
After the solver log we see 2 warnings. The first is ``Solution Check``.
This reports the "realistic" violations. In square brackets we see
numeric solver options relevant for checking.
Then follows information on variable bound violations.
It includes the number of violations (2), maximal absolute violation
and variable name, as well as maximal relative violation.

Paragraph ``Algebraic expression violations`` presents similar information,
for each expression type (see the :ref:`full list <constr-list>`). Paragraph
``Objective value violations`` does that for objectives.

The 2nd warning is ``Solution Check (Idealistic)``.
As the idealistic check is performed by default for objectives only,
this warning repeats the information about objective value violation.
WARNING. 2 case(s) of "Tolerance violations". One of them:
Type MaxAbs [Name] MaxRel [Name]
objective(s) 3E+00 [TotalSum] 2E+00 [TotalSum]
* algebraic con(s) 1E+00 [C2] 1E+00 [C2]
*: Using the solver's aux variable values.
Documentation: mp.ampl.com/modeling-tools.html#automatic-solution-check.
After the solver log we see a warning of type "Tolerance violations".
There is an absolute violation of 3 and relative violation of 1 in the objective value.
Linear constraint `C2` has its absolute and relative violations reported.
Lines markes with a `*` report :ref:`Realistic violations <realistic-viols>`.

To check the violations, we can recompute objective value and constraint slacks,
as follows:

.. code-block:: ampl
ampl: display x, y, TotalSum, C2.slack;
x = 0
y = 1
TotalSum = -2
C2.slack = -1
.. _constr-list:

Expression list
~~~~~~~~~~~~~~~~~~~~~~~~~~~~

MP solvers can report violations of various expressions
contained in non-linear models, as follows:

.. code-block:: ampl
WARNING. 2 case(s) of "Tolerance violations". One of them:
Type MaxAbs [Name] MaxRel [Name]
* expr '_pow' 7E+01 6E-04
The full list of expressions which can be reported is given
in section :ref:`Full constraint list <full-cons-list>`.
To find these expressions in the original model, use
the :ref:`Reformulation explorer <reformulation-graph>`.


.. _realistic-viols:

"Realistic" solution check
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Expand All @@ -377,31 +377,50 @@ that the solver's reported solution violates checking tolerances.

.. code-block:: ampl
------------ WARNINGS ------------
WARNING: "Solution Check"
[ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
:round='', :prec='' ]
Algebraic expression violations:
- 1 quadratic constraint(s),
up to 1E+00 (item 'socp[13]')
WARNING. 2 case(s) of "Tolerance violations". One of them:
Type MaxAbs [Name] MaxRel [Name]
* expr '_pow' 7E+01 [c2_4_] 6E-04 [c2_4_]
*: Using the solver's aux variable values.
Documentation: mp.ampl.com/modeling-tools.html#automatic-solution-check.
In this example, realistic check reports a constraint violation
of 1.0, which can mean a significant violation if the constraint's
right-hand side is of moderate magnitude (in this case zero,
that's why the relative violation is missing).
Such warning can appear when solving the following example with Gurobi 11
which uses piecewise-linear approximation by default:

.. code-block:: ampl
param N integer, := 2;
set I := 1..N;
var x{I} >= 2.8;
maximize Sum:
-5 * (x[1]-0.7)^2 + x[2]^7;
s.t. c1: 2 * x[1] + x[2] <= 10.2;
s.t. c2: (1.0 / 9) *
(2.3*x[1] + 1.57*x[2] - 3.4)^5 +
x[2]^2 >= 1;
s.t. c3: 8 * x[1]^2 + x[2] >= 0.5;
To find which `_pow` expression is violated, use
the :ref:`Reformulation explorer <reformulation-graph>`.


.. _idealistic-viols:

"Idealistic" solution check
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

In this mode, non-linear expressions are recomputed and compared to solver values.
The recomputation is performed similar to how AMPL does it when asked to
display objective value or constraint body / slack.
Thus, "idealistic" violations mean objective and constraint expressions
Thus, "idealistic" violations mean that objective and constraint expressions
reported in AMPL may be different from the solver.
While the most serious type of violations are the "realistic" ones,
the "idealistic" mode warns about (significant) differences when expressions are
recomputed from scratch.
By default, "idealistic" check is performed for objective values only.
To enable it for constraints, use
:ref:`option <solver-options>` ``chk:mode``.


Consider the following example.

.. code-block:: ampl
Expand All @@ -415,18 +434,14 @@ Most solvers apply a constraint feasibility tolerance of the order :math:`10^{-6
ampl: option solver gurobi;
ampl: solve;
Gurobi 10.0.2: optimal solution; objective 10
Gurobi 11.0.2: optimal solution; objective 10
0 simplex iterations
------------ WARNINGS ------------
WARNING: "Solution Check (Idealistic)"
[ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
:round='', :prec='' ]
Objective value violations:
- 1 objective value(s) violated,
up to 1E+01 (abs)
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.
WARNING. 2 case(s) of "Tolerance violations". One of them:
Type MaxAbs [Name] MaxRel [Name]
objective(s) 1E+01 [Total] -
Documentation: mp.ampl.com/modeling-tools.html#automatic-solution-check.
ampl: display x;
x = 5
Expand All @@ -451,51 +466,17 @@ use driver option ``chk:mode``:
ampl: option gurobi_options 'chk:mode=1023';
ampl: solve;
Gurobi 10.0.2: sol:chk:mode = 1023
Gurobi 10.0.2: optimal solution; objective 10
0 simplex iterations
------------ WARNINGS ------------
WARNING: "Solution Check (Idealistic)"
[ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
:round='', :prec='' ]
Algebraic expression violations:
- 1 constraint(s) of type ':ifthen',
up to 1E+01 (abs)
Logical expression violations:
- 1 constraint(s) of type ':and'
Objective value violations:
- 1 objective value(s) violated,
up to 1E+01 (abs)
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.
*Hint*: to display AMPL model names,
set ``option (solver_)auxfiles rc;`` as follows:

.. code-block:: ampl
ampl: option gurobi_auxfiles rc;
ampl: solve;
Gurobi 10.0.2: sol:chk:mode = 1023
Gurobi 10.0.2: optimal solution; objective 10
Gurobi 11.0.2: sol:chk:mode = 1023
Gurobi 11.0.2: optimal solution; objective 10
0 simplex iterations
------------ WARNINGS ------------
WARNING: "Solution Check (Idealistic)"
[ sol:chk:feastol=1e-06, :feastolrel=1e-06, :inttol=1e-05,
:round='', :prec='' ]
Algebraic expression violations:
- 1 constraint(s) of type ':ifthen',
up to 1E+01 (abs, item 'Total_11_')
Logical expression violations:
- 1 constraint(s) of type ':and',
(item 'Total_7_')
Objective value violations:
- 1 objective value(s) violated,
up to 1E+01 (abs, item 'Total')
AMPL may evaluate constraints/objectives differently
than the solver, see mp.ampl.com/solution-check.html.
WARNING. 2 case(s) of "Tolerance violations". One of them:
Type MaxAbs [Name] MaxRel [Name]
expr '_ifthen' 1E+01 [Total_11_] -
expr '_and' [Total_7_] -
objective(s) 1E+01 [Total] -
Documentation: mp.ampl.com/modeling-tools.html#automatic-solution-check.
Remedies
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4 changes: 2 additions & 2 deletions include/mp/flat/sol_check.h
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Original file line number Diff line number Diff line change
Expand Up @@ -270,9 +270,9 @@ class SolutionChecker {
if (cvmap.size()) {
for (const auto& cva: cvmap) {
Gen1Viol(cva.second.at(0), wrt, !alg_log,
0==cva.first.compare(0, 4, ":lin")
0==cva.first.compare(0, 4, "_lin")
? "algebraic con(s)"
: 0==cva.first.compare(0, 5, ":quad")
: 0==cva.first.compare(0, 5, "_quad")
? "quadratic con(s)"
: "expr '"
+ std::string(cva.first) + "'");
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