Optimal value: 0.0 in all examples

[bandayachul]

Hi, I have noticed that you have recently updated this packages. I have tried running the examples given here: https://github.com/martinbiel/StochasticPrograms.jl/blob/master/docs/src/manual/examples.md

For both examples, I get zeros as optimal values. Is this a bug in the package?

[odow]

I don't get zeros, but I do get an error:

julia> optimize!(farmer)
ERROR: UndefVarError: only not defined
Stacktrace:
 [1] substitute_variables(::Function, ::AffineDecisionFunction{Float64}) at /Users/oscar/.julia/packages/StochasticPrograms/t8mlY/src/types/decisions/functions/affine.jl:400
 [2] bridged_function(::MathOptInterface.Bridges.LazyBridgeOptimizer{GLPK.Optimizer}, ::AffineDecisionFunction{Float64}) at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Bridges/bridge_optimizer.jl:1234
 [3] set(::MathOptInterface.Bridges.LazyBridgeOptimizer{GLPK.Optimizer}, ::MathOptInterface.ObjectiveFunction{AffineDecisionFunction{Float64}}, ::AffineDecisionFunction{Float64}) at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Bridges/bridge_optimizer.jl:711
 [4] _pass_attributes(::MathOptInterface.Bridges.LazyBridgeOptimizer{GLPK.Optimizer}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool, ::MathOptInterface.Utilities.IndexMap, ::Array{MathOptInterface.AbstractModelAttribute,1}, ::Tuple{}, ::Tuple{}, ::Tuple{}, ::typeof(MathOptInterface.set)) at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Utilities/copy.jl:148
 [5] pass_attributes at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Utilities/copy.jl:112 [inlined]
 [6] pass_attributes at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Utilities/copy.jl:111 [inlined]
 [7] default_copy_to(::MathOptInterface.Bridges.LazyBridgeOptimizer{GLPK.Optimizer}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}, ::Bool) at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Utilities/copy.jl:337
 [8] #automatic_copy_to#113 at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Utilities/copy.jl:15 [inlined]
 [9] #automatic_copy_to at ./none:0 [inlined]
 [10] #copy_to#3 at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Bridges/bridge_optimizer.jl:268 [inlined]
 [11] (::MathOptInterface.var"#kw##copy_to")(::NamedTuple{(:copy_names,),Tuple{Bool}}, ::typeof(MathOptInterface.copy_to), ::MathOptInterface.Bridges.LazyBridgeOptimizer{GLPK.Optimizer}, ::MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}) at ./none:0
 [12] attach_optimizer(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Utilities/cachingoptimizer.jl:149
 [13] optimize!(::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}) at /Users/oscar/.julia/packages/MathOptInterface/bygN7/src/Utilities/cachingoptimizer.jl:185
 [14] optimize!(::DeterministicEquivalent{2,1,Tuple{Array{Scenario{NamedTuple{(:wheat, :corn, :beets),Tuple{Float64,Float64,Float64}}},1}}}, ::MathOptInterface.Utilities.CachingOptimizer{MathOptInterface.AbstractOptimizer,MathOptInterface.Utilities.UniversalFallback{MathOptInterface.Utilities.Model{Float64}}}, ::Array{Float64,1}) at /Users/oscar/.julia/packages/StochasticPrograms/t8mlY/src/methods/deterministic_equivalent/optimization.jl:11
 [15] #optimize!#490(::StochasticPrograms.Crash.None, ::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}, ::typeof(optimize!), ::StochasticProgram{2,Tuple{StochasticPrograms.Stage{NamedTuple{(:Crops, :Cost, :Budget),Tuple{Array{Symbol,1},Dict{Symbol,Int64},Int64}}},StochasticPrograms.Stage{NamedTuple{(:Crops, :Required, :PurchasePrice, :SellPrice),Tuple{Array{Symbol,1},Dict{Symbol,Int64},Dict{Symbol,Int64},Dict{Symbol,Int64}}}}},DeterministicEquivalent{2,1,Tuple{Array{Scenario{NamedTuple{(:wheat, :corn, :beets),Tuple{Float64,Float64,Float64}}},1}}}}) at /Users/oscar/.julia/packages/StochasticPrograms/t8mlY/src/methods/api.jl:209
 [16] optimize!(::StochasticProgram{2,Tuple{StochasticPrograms.Stage{NamedTuple{(:Crops, :Cost, :Budget),Tuple{Array{Symbol,1},Dict{Symbol,Int64},Int64}}},StochasticPrograms.Stage{NamedTuple{(:Crops, :Required, :PurchasePrice, :SellPrice),Tuple{Array{Symbol,1},Dict{Symbol,Int64},Dict{Symbol,Int64},Dict{Symbol,Int64}}}}},DeterministicEquivalent{2,1,Tuple{Array{Scenario{NamedTuple{(:wheat, :corn, :beets),Tuple{Float64,Float64,Float64}}},1}}}}) at /Users/oscar/.julia/packages/StochasticPrograms/t8mlY/src/methods/api.jl:201
 [17] top-level scope at REPL[14]:1

Edit: seems like this is a Julia 1.4 thing. So we should either fix or bump the combat: https://github.com/martinbiel/StochasticPrograms.jl/blob/0d9350c9c071eb6678e717e5e68a664f1f0a540f/Project.toml#L33

[bandayachul]

I don't get any errors but optimal values are always zero. The deterministic equivalent formulation is incorrect (reproduced below for the farmer problem).

Deterministic equivalent problem
Min 79.33333333333333 y₁[wheat] + 70 y₁[corn] - 56.666666666666664 w₁[wheat] - 50 w₁[corn] - 12 w₁[beets] - 3.333333333333333 w₁[extra_beets] + 79.33333333333333 y₂[wheat] + 70 y₂[corn] - 56.666666666666664 w₂[wheat] - 50 w₂[corn] - 12 w₂[beets] - 3.333333333333333 w₂[extra_beets] + 79.33333333333333 y₃[wheat] + 70 y₃[corn] - 56.666666666666664 w₃[wheat] - 50 w₃[corn] - 12 w₃[beets] - 3.333333333333333 w₃[extra_beets]
Subject to ....

[odow]

@martinbiel is on vacation, not sure when he gets back.

[martinbiel]

Hey,

I am aware of the compatibility issue, but did not have time to sort it out before going on vacation. I will push a hotfix for 1.0 when I get back.

What Julia version and OS do you get the zero objective value? Did you copy the example verbatim? I could not reproduce it on 1.4.

[bandayachul]

I have tried again just now and it seems to be working, but running the example I get Profit (objective value) of -108390 instead of 108390.

I am not sure why I was getting a zero objective value earlier, though I copied the example verbatim.

I am using Julia version 1.4.2 and Windows 10 OS.

[martinbiel]

In a minimize cost formulation of the farmer problem the optimal value will be negative, so this result is expected. If you convert it into maximization form the result will be positive.

[martinbiel]

The compatibility issues are now fixed. Closing this.