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jump-dev / MosekTools.jl

A MathOptInterface.jl interface to the MOSEK solver
https://github.com/MOSEK/Mosek.jl
MIT License
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`MOSEK error 3915: There is no barx available for the solution type 2.` #72

Open martincornejo opened 3 years ago

martincornejo commented 3 years ago

This issue is probably related to #71.

The following PowerModelsDistribution problem throws the following exception when using the Mosek solver. The issue is not present with other conic solvers like SCS.

using PowerModelsDistribution
using LinearAlgebra
using MosekTools, SCS

m = PowerModelsDistribution.Model()

for i in 1:10
    add_bus!(m, "SS$i";
        terminals = [1, 2, 3, 4],
        grounded  = [4],
        vm_lb = [0.9, 0.9, 0.9, -0.1],
        vm_ub = [1.1, 1.1, 1.1,  0.1]
    )
end

add_linecode!(m, "16mm",  diagm(fill(1.15,  3)), diagm(fill(0.092484,    3)))
add_linecode!(m, "70mm",  diagm(fill(0.268, 3)), diagm(fill(0.080424772, 3)))
add_linecode!(m, "95mm",  diagm(fill(0.193, 3)), diagm(fill(0.082309728, 3)))
add_linecode!(m, "150mm", diagm(fill(0.127, 3)), diagm(fill(0.08,        3)))

add_line!(m, "L0", "SS1",  "SS2",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="95mm", length=0.010)
add_line!(m, "L1", "SS1",  "SS7",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="95mm", length=0.160)
add_line!(m, "L2", "SS7",  "SS9",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="95mm", length=0.125)
add_line!(m, "L3", "SS9",  "SS8",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="95mm", length=0.125)
add_line!(m, "L4", "SS2",  "SS3",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="95mm", length=0.170)
add_line!(m, "L5", "SS3",  "SS4",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="95mm", length=0.200)
add_line!(m, "L6", "SS4",  "SS6",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="95mm", length=0.200)
add_line!(m, "L7", "SS4",  "SS10", [1, 2, 3, 4], [1, 2, 3, 4]; linecode="70mm", length=0.110)
add_line!(m, "L8", "SS10", "SS5",  [1, 2, 3, 4], [1, 2, 3, 4]; linecode="70mm", length=0.155)

add_voltage_source!(m, "PCC", "SS1", [1, 2, 3, 4]; pg_cost_parameters=[0.01, 12.2, 0.0])
add_vbase_default!(m, "SS1", 0.4)

add_load!(m, "LOAD1", "SS3", [1,2,3,4]; configuration=WYE, model=POWER, pd_nom=fill(10, 3), qd_nom=zeros(3))
add_load!(m, "LOAD2", "SS4", [1,2,3,4]; configuration=WYE, model=POWER, pd_nom=fill(10, 3), qd_nom=zeros(3))
add_load!(m, "LOAD3", "SS7", [1,2,3,4]; configuration=WYE, model=POWER, pd_nom=fill(10, 3), qd_nom=zeros(3))
add_load!(m, "LOAD4", "SS9", [1,2,3,4]; configuration=WYE, model=POWER, pd_nom=fill(10, 3), qd_nom=zeros(3))

julia> @time solution = solve_mc_opf(m, SDPUBFPowerModel,      Mosek.Optimizer)
Problem
  Name                   :
  Objective sense        : min
  Type                   : CONIC (conic optimization problem)
  Constraints            : 1130
  Cones                  : 0
  Scalar variables       : 501
  Matrix variables       : 12
  Integer variables      : 0

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 36
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries                  : 2                 time                   : 0.00
Lin. dep.  - tries                  : 1                 time                   : 0.00
Lin. dep.  - number                 : 0
Presolve terminated. Time: 0.05
Problem
  Name                   :
  Objective sense        : min
  Type                   : CONIC (conic optimization problem)
  Constraints            : 1130
  Cones                  : 0
  Scalar variables       : 501
  Matrix variables       : 12
  Integer variables      : 0

Optimizer  - threads                : 4
Optimizer  - solved problem         : the primal
Optimizer  - Constraints            : 954
Optimizer  - Cones                  : 1
Optimizer  - Scalar variables       : 379               conic                  : 217
Optimizer  - Semi-definite variables: 12                scalarized             : 765
Factor     - setup time             : 0.00              dense det. time        : 0.00
Factor     - ML order time          : 0.00              GP order time          : 0.00
Factor     - nonzeros before factor : 3.15e+04          after factor           : 6.51e+04
Factor     - dense dim.             : 2                 flops                  : 6.08e+06
ITE PFEAS    DFEAS    GFEAS    PRSTATUS   POBJ              DOBJ              MU       TIME
0   3.5e+05  1.0e+00  1.0e+00  0.00e+00   0.000000000e+00   0.000000000e+00   1.0e+00  0.05
1   3.4e+04  9.6e-02  3.2e-01  -1.00e+00  4.807429355e-05   9.369142538e+00   9.6e-02  0.06  
2   1.2e+03  3.3e-03  6.0e-02  -1.00e+00  1.567500347e-03   2.996151703e+02   3.3e-03  0.08  
3   1.7e+02  4.9e-04  2.3e-02  -9.98e-01  1.072117175e-02   2.019305834e+03   4.9e-04  0.09  
4   8.3e+01  2.3e-04  1.5e-02  -9.63e-01  2.678886496e-02   3.845959462e+03   2.3e-04  0.09  
5   2.6e+01  7.4e-05  6.2e-03  -7.19e-01  8.419940658e-02   6.562508166e+03   7.4e-05  0.09
6   3.1e+00  8.8e-06  5.6e-04  -1.66e-01  1.853925308e-01   3.790287974e+03   8.8e-06  0.11  
7   4.0e-01  1.1e-06  2.7e-05  8.04e-01   2.138253061e-01   5.500939222e+02   1.1e-06  0.11  
8   8.6e-02  2.4e-07  2.6e-06  9.74e-01   2.304645372e-01   1.116011287e+02   2.4e-07  0.11
9   1.7e-02  4.8e-08  2.2e-07  9.94e-01   2.461047111e-01   1.928346096e+01   4.8e-08  0.13  
10  2.2e-03  6.3e-09  9.6e-09  9.99e-01   2.576576567e-01   2.467891887e+00   6.3e-09  0.13  
11  4.3e-04  1.2e-09  8.1e-10  1.00e+00   2.575984599e-01   6.840588861e-01   1.2e-09  0.14
12  5.3e-05  1.5e-10  3.6e-11  1.00e+00   2.583372403e-01   3.110143397e-01   1.5e-10  0.14  
13  7.2e-06  2.0e-11  1.7e-12  1.02e+00   2.504743045e-01   2.570062596e-01   2.0e-11  0.14  
14  5.4e-07  1.5e-12  1.9e-14  1.14e+00   1.994654662e-01   1.996050318e-01   1.5e-12  0.16
15  8.1e-08  2.4e-13  1.3e-15  1.48e+00   1.268711081e-01   1.268992901e-01   2.3e-13  0.16  
16  8.8e-09  3.5e-14  4.4e-17  1.08e+00   1.208033165e-01   1.208061450e-01   2.5e-14  0.17  
17  4.8e-10  3.2e-13  5.6e-19  1.02e+00   1.201295945e-01   1.201297476e-01   1.4e-15  0.17
Optimizer terminated. Time: 0.19    

MOSEK error 3915: There is no barx available for the solution type 2.
ERROR: Mosek.MosekError(3915, "There is no barx available for the solution type 2.")
Stacktrace:
  [1] getbarxj(task_::Mosek.Task, whichsol_::Mosek.Soltype, j_::Int32)
    @ Mosek C:\Users\Cornejo\.julia\packages\Mosek\6LuE3\src\msk_functions.jl:2087
  [2] getbarxj
    @ C:\Users\Cornejo\.julia\packages\Mosek\6LuE3\src\msk_functions.jl:2077 [inlined]
  [3] matrix_solution(m::MosekModel, sol::Mosek.Soltype)
    @ MosekTools C:\Users\Cornejo\.julia\packages\MosekTools\sppJY\src\MosekTools.jl:268
  [4] optimize!(m::MosekModel)
    @ MosekTools C:\Users\Cornejo\.julia\packages\MosekTools\sppJY\src\MosekTools.jl:275
  [5] optimize!(b::MathOptInterface.Bridges.LazyBridgeOptimizer{MosekModel})
    @ MathOptInterface.Bridges C:\Users\Cornejo\.julia\packages\MathOptInterface\YDdD3\src\Bridges\bridge_optimizer.jl:319
  [6] optimize!(m::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer, MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.GenericModel{Float64, MathOptInterface.Utilities.ModelFunctionConstraints{Float64}}}})
    @ MathOptInterface.Utilities C:\Users\Cornejo\.julia\packages\MathOptInterface\YDdD3\src\Utilities\cachingoptimizer.jl:252
  [7] optimize!(model::JuMP.Model, optimizer_factory::Nothing; bridge_constraints::Bool, ignore_optimize_hook::Bool, kwargs::Base.Iterators.Pairs{Union{}, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
    @ JuMP C:\Users\Cornejo\.julia\packages\JuMP\b3hGi\src\optimizer_interface.jl:185
  [8] optimize! (repeats 2 times)
    @ C:\Users\Cornejo\.julia\packages\JuMP\b3hGi\src\optimizer_interface.jl:157 [inlined]
  [9] macro expansion
    @ .\timing.jl:368 [inlined]
 [10] optimize_model!(aim::SDPUBFPowerModel; relax_integrality::Bool, optimizer::Function, solution_processors::Vector{Function})
    @ InfrastructureModels C:\Users\Cornejo\.julia\packages\InfrastructureModels\k2fNE\src\core\base.jl:397
 [11] _solve_mc_model(data::Dict{String, Any}, model_type::Type, optimizer::typeof(Mosek.Optimizer), build_method::typeof(build_mc_opf); multinetwork::Bool, ref_extensions::Vector{Function}, solution_processors::Vector{Function}, relax_integrality::Bool, kwargs::Base.Iterators.Pairs{Symbol, Set{String}, Tuple{Symbol}, NamedTuple{(:global_keys,), Tuple{Set{String}}}})
    @ PowerModelsDistribution C:\Users\Cornejo\.julia\packages\PowerModelsDistribution\YSSyF\src\prob\common.jl:48
 [12] solve_mc_model(data::Dict{String, Any}, model_type::Type, optimizer::typeof(Mosek.Optimizer), build_mc::typeof(build_mc_opf); ref_extensions::Vector{Function}, multinetwork::Bool, global_keys::Set{String}, eng2math_extensions::Vector{Function}, eng2math_passthrough::Dict{String, Vector{String}}, make_pu_extensions::Vector{Function}, map_math2eng_extensions::Dict{String, Function}, make_si::Bool, make_si_extensions::Vector{Function}, dimensionalize_math_extensions::Dict{String, Dict{String, Vector{String}}}, kwargs::Base.Iterators.Pairs{Union{}, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
    @ PowerModelsDistribution C:\Users\Cornejo\.julia\packages\PowerModelsDistribution\YSSyF\src\prob\common.jl:194
 [13] solve_mc_model(data::Dict{String, Any}, model_type::Type, optimizer::Function, build_mc::Function)
    @ PowerModelsDistribution C:\Users\Cornejo\.julia\packages\PowerModelsDistribution\YSSyF\src\prob\common.jl:184
 [14] #solve_mc_opf#2008
    @ C:\Users\Cornejo\.julia\packages\PowerModelsDistribution\YSSyF\src\prob\opf.jl:3 [inlined]
 [15] solve_mc_opf(data::Dict{String, Any}, model_type::Type, solver::Function)
    @ PowerModelsDistribution C:\Users\Cornejo\.julia\packages\PowerModelsDistribution\YSSyF\src\prob\opf.jl:3
 [16] top-level scope
    @ .\timing.jl:210 [inlined]
 [17] top-level scope
    @ .\REPL[87]:0
odow commented 3 years ago

Yeah this looks identical to #71

ulfworsoe commented 3 years ago

This should fix it:

index 040ea48..d06f25f 100644
--- a/src/MosekTools.jl
+++ b/src/MosekTools.jl
@@ -319,7 +319,7 @@ function MOI.optimize!(m::Optimizer)
                             getprosta(m.task, MSK_SOL_ITG),
                             getskx(m.task, MSK_SOL_ITG),
                             getxx(m.task, MSK_SOL_ITG),
-                            matrix_solution(m, MSK_SOL_ITG),
+                            Float64[],
                             Float64[],
                             Float64[],
                             Float64[],
@@ -336,7 +336,7 @@ function MOI.optimize!(m::Optimizer)
                             getprosta(m.task,MSK_SOL_BAS),
                             getskx(m.task,MSK_SOL_BAS),
                             getxx(m.task,MSK_SOL_BAS),
-                            matrix_solution(m, MSK_SOL_BAS),
+                            Float64[],
                             getslx(m.task,MSK_SOL_BAS),
                             getsux(m.task,MSK_SOL_BAS),
                             Float64[],
aaldik commented 3 years ago

This should fix it:

index 040ea48..d06f25f 100644
--- a/src/MosekTools.jl
+++ b/src/MosekTools.jl
@@ -319,7 +319,7 @@ function MOI.optimize!(m::Optimizer)
                             getprosta(m.task, MSK_SOL_ITG),
                             getskx(m.task, MSK_SOL_ITG),
                             getxx(m.task, MSK_SOL_ITG),
-                            matrix_solution(m, MSK_SOL_ITG),
+                            Float64[],
                             Float64[],
                             Float64[],
                             Float64[],
@@ -336,7 +336,7 @@ function MOI.optimize!(m::Optimizer)
                             getprosta(m.task,MSK_SOL_BAS),
                             getskx(m.task,MSK_SOL_BAS),
                             getxx(m.task,MSK_SOL_BAS),
-                            matrix_solution(m, MSK_SOL_BAS),
+                            Float64[],
                             getslx(m.task,MSK_SOL_BAS),
                             getsux(m.task,MSK_SOL_BAS),
                             Float64[],

Where should I apply these changes exactly?

aaldik commented 3 years ago

It worked!!!!!!!!!!!

Thanks a lot

erling-d-andersen commented 3 years ago

Just FYI information then MSK_SOL_ITR is the only solution that is relevant SDPs at this point in time.

GabrielPonte commented 2 years ago

@ulfworsoe, I'm having the same issue, but when I try your suggestion, I get a zero vector (not feasible) as a solution to my problem. Do you have any suggestions on how to get the real solution to my problem?

lienarne commented 1 year ago

I had the same issue, but your suggestion worked.