Diagnostic tool to look for potential evaluation errors (#1268)

* diagnostic tool to look for potential evaluation errors * working on diagnostic tool to detect possible evaluation errors * working on diagnostic tool to detect possible evaluation errors * run black * working on tests for evaluation error detection * working on tests for evaluation error detection * run black * evaluation error detection * evaluation error detection * fix pylint issues * run black * fix pylint issues * fix tests --------- Co-authored-by: Michael Bynum <[email protected]>
IDAES · Nov 15, 2023 · d2f24ad · d2f24ad
1 parent 210db70
commit d2f24ad
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diff --git a/idaes/core/util/model_diagnostics.py b/idaes/core/util/model_diagnostics.py
@@ -20,7 +20,9 @@
 from operator import itemgetter
 import sys
 from inspect import signature
+import math
 from math import log
+from typing import List
 
 import numpy as np
 from scipy.linalg import svd
@@ -29,6 +31,7 @@
 
 from pyomo.environ import (
     Binary,
+    Integers,
     Block,
     check_optimal_termination,
     ConcreteModel,
@@ -40,9 +43,21 @@
     value,
     Var,
 )
+from pyomo.core.expr.numeric_expr import (
+    DivisionExpression,
+    NPV_DivisionExpression,
+    PowExpression,
+    NPV_PowExpression,
+    UnaryFunctionExpression,
+    NPV_UnaryFunctionExpression,
+    NumericExpression,
+)
 from pyomo.core.base.block import _BlockData
-from pyomo.core.base.var import _VarData
+from pyomo.core.base.var import _GeneralVarData, _VarData
 from pyomo.core.base.constraint import _ConstraintData
+from pyomo.repn.standard_repn import (  # pylint: disable=no-name-in-module
+    generate_standard_repn,
+)
 from pyomo.common.collections import ComponentSet
 from pyomo.common.config import (
     ConfigDict,
@@ -52,9 +67,10 @@
 )
 from pyomo.util.check_units import identify_inconsistent_units
 from pyomo.contrib.incidence_analysis import IncidenceGraphInterface
-from pyomo.core.expr.visitor import identify_variables
+from pyomo.core.expr.visitor import identify_variables, StreamBasedExpressionVisitor
 from pyomo.contrib.pynumero.interfaces.pyomo_nlp import PyomoNLP
 from pyomo.contrib.pynumero.asl import AmplInterface
+from pyomo.contrib.fbbt.fbbt import compute_bounds_on_expr
 from pyomo.common.deprecation import deprecation_warning
 from pyomo.common.errors import PyomoException
 
@@ -251,6 +267,14 @@ def svd_sparse(jacobian, number_singular_values):
         description="Tolerance for raising a warning for small Jacobian values.",
     ),
 )
+CONFIG.declare(
+    "warn_for_evaluation_error_at_bounds",
+    ConfigValue(
+        default=True,
+        domain=bool,
+        description="If False, warnings will not be generated for things like log(x) with x >= 0",
+    ),
+)
 
 
 SVDCONFIG = ConfigDict()
@@ -936,6 +960,13 @@ def _collect_structural_warnings(self):
         if any(len(x) > 0 for x in [oc_var, oc_con]):
             next_steps.append(self.display_overconstrained_set.__name__ + "()")
 
+        eval_warnings = self._collect_potential_eval_errors()
+        if len(eval_warnings) > 0:
+            warnings.append(
+                f"WARNING: Found {len(eval_warnings)} potential evaluation errors."
+            )
+            next_steps.append(self.display_potential_evaluation_errors.__name__ + "()")
+
         return warnings, next_steps
 
     def _collect_structural_cautions(self):
@@ -1303,6 +1334,51 @@ def report_numerical_issues(self, stream=None):
             footer="=",
         )
 
+    def _collect_potential_eval_errors(self) -> List[str]:
+        warnings = list()
+        for con in self.model.component_data_objects(
+            Constraint, active=True, descend_into=True
+        ):
+            walker = _EvalErrorWalker(self.config)
+            con_warnings = walker.walk_expression(con.body)
+            for msg in con_warnings:
+                msg = f"{con.name}: " + msg
+                warnings.append(msg)
+        for obj in self.model.component_data_objects(
+            Objective, active=True, descend_into=True
+        ):
+            walker = _EvalErrorWalker(self.config)
+            obj_warnings = walker.walk_expression(obj.expr)
+            for msg in obj_warnings:
+                msg = f"{obj.name}: " + msg
+                warnings.append(msg)
+
+        return warnings
+
+    def display_potential_evaluation_errors(self, stream=None):
+        """
+        Prints constraints that may be prone to evaluation errors
+        (e.g., log of a negative number) based on variable bounds.
+
+        Args:
+            stream: an I/O object to write the output to (default = stdout)
+
+        Returns:
+            None
+        """
+        if stream is None:
+            stream = sys.stdout
+
+        warnings = self._collect_potential_eval_errors()
+        _write_report_section(
+            stream=stream,
+            lines_list=warnings,
+            title=f"{len(warnings)} WARNINGS",
+            line_if_empty="No warnings found!",
+            header="=",
+            footer="=",
+        )
+
     @document_kwargs_from_configdict(SVDCONFIG)
     def prepare_svd_toolbox(self, **kwargs):
         """
@@ -1623,6 +1699,170 @@ def display_variables_in_constraint(self, constraint, stream=None):
         )
 
 
+def _get_bounds_with_inf(node: NumericExpression):
+    lb, ub = compute_bounds_on_expr(node)
+    if lb is None:
+        lb = -math.inf
+    if ub is None:
+        ub = math.inf
+    return lb, ub
+
+
+def _check_eval_error_division(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    lb, ub = _get_bounds_with_inf(node.args[1])
+    if (config.warn_for_evaluation_error_at_bounds and (lb <= 0 <= ub)) or (
+        lb < 0 < ub
+    ):
+        msg = f"Potential division by 0 in {node}; Denominator bounds are ({lb}, {ub})"
+        warn_list.append(msg)
+
+
+def _check_eval_error_pow(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    arg1, arg2 = node.args
+    lb1, ub1 = _get_bounds_with_inf(arg1)
+    lb2, ub2 = _get_bounds_with_inf(arg2)
+
+    integer_domains = ComponentSet([Binary, Integers])
+
+    integer_exponent = False
+    # if the exponent is an integer, there should not be any evaluation errors
+    if isinstance(arg2, _GeneralVarData) and arg2.domain in integer_domains:
+        # The exponent is an integer variable
+        # check if the base can be zero
+        integer_exponent = True
+    if lb2 == ub2 and lb2 == round(lb2):
+        # The exponent is fixed to an integer
+        integer_exponent = True
+    repn = generate_standard_repn(arg2, quadratic=True)
+    if (
+        repn.nonlinear_expr is None
+        and repn.constant == round(repn.constant)
+        and all(i.domain in integer_domains for i in repn.linear_vars)
+        and all(i[0].domain in integer_domains for i in repn.quadratic_vars)
+        and all(i[1].domain in integer_domains for i in repn.quadratic_vars)
+        and all(i == round(i) for i in repn.linear_coefs)
+        and all(i == round(i) for i in repn.quadratic_coefs)
+    ):
+        # The exponent is a linear or quadratic expression containing
+        # only integer variables with integer coefficients
+        integer_exponent = True
+
+    if integer_exponent and (
+        (lb1 > 0 or ub1 < 0)
+        or (not config.warn_for_evaluation_error_at_bounds and (lb1 >= 0 or ub1 <= 0))
+    ):
+        # life is good; the exponent is an integer and the base is nonzero
+        return None
+    elif integer_exponent and lb2 >= 0:
+        # life is good; the exponent is a nonnegative integer
+        return None
+
+    # if the base is positive, there should not be any evaluation errors
+    if lb1 > 0 or (not config.warn_for_evaluation_error_at_bounds and lb1 >= 0):
+        return None
+    if lb1 >= 0 and lb2 >= 0:
+        return None
+
+    msg = f"Potential evaluation error in {node}; "
+    msg += f"base bounds are ({lb1}, {ub1}); "
+    msg += f"exponent bounds are ({lb2}, {ub2})"
+    warn_list.append(msg)
+
+
+def _check_eval_error_log(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    lb, ub = _get_bounds_with_inf(node.args[0])
+    if (config.warn_for_evaluation_error_at_bounds and lb <= 0) or lb < 0:
+        msg = f"Potential log of a non-positive number in {node}; Argument bounds are ({lb}, {ub})"
+        warn_list.append(msg)
+
+
+def _check_eval_error_tan(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    lb, ub = _get_bounds_with_inf(node)
+    if not (math.isfinite(lb) and math.isfinite(ub)):
+        msg = f"{node} may evaluate to -inf or inf; Argument bounds are {_get_bounds_with_inf(node.args[0])}"
+        warn_list.append(msg)
+
+
+def _check_eval_error_asin(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    lb, ub = _get_bounds_with_inf(node.args[0])
+    if lb < -1 or ub > 1:
+        msg = f"Potential evaluation of asin outside [-1, 1] in {node}; Argument bounds are ({lb}, {ub})"
+        warn_list.append(msg)
+
+
+def _check_eval_error_acos(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    lb, ub = _get_bounds_with_inf(node.args[0])
+    if lb < -1 or ub > 1:
+        msg = f"Potential evaluation of acos outside [-1, 1] in {node}; Argument bounds are ({lb}, {ub})"
+        warn_list.append(msg)
+
+
+def _check_eval_error_sqrt(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    lb, ub = _get_bounds_with_inf(node.args[0])
+    if lb < 0:
+        msg = f"Potential square root of a negative number in {node}; Argument bounds are ({lb}, {ub})"
+        warn_list.append(msg)
+
+
+_unary_eval_err_handler = dict()
+_unary_eval_err_handler["log"] = _check_eval_error_log
+_unary_eval_err_handler["log10"] = _check_eval_error_log
+_unary_eval_err_handler["tan"] = _check_eval_error_tan
+_unary_eval_err_handler["asin"] = _check_eval_error_asin
+_unary_eval_err_handler["acos"] = _check_eval_error_acos
+_unary_eval_err_handler["sqrt"] = _check_eval_error_sqrt
+
+
+def _check_eval_error_unary(
+    node: NumericExpression, warn_list: List[str], config: ConfigDict
+):
+    if node.getname() in _unary_eval_err_handler:
+        _unary_eval_err_handler[node.getname()](node, warn_list, config)
+
+
+_eval_err_handler = dict()
+_eval_err_handler[DivisionExpression] = _check_eval_error_division
+_eval_err_handler[NPV_DivisionExpression] = _check_eval_error_division
+_eval_err_handler[PowExpression] = _check_eval_error_pow
+_eval_err_handler[NPV_PowExpression] = _check_eval_error_pow
+_eval_err_handler[UnaryFunctionExpression] = _check_eval_error_unary
+_eval_err_handler[NPV_UnaryFunctionExpression] = _check_eval_error_unary
+
+
+class _EvalErrorWalker(StreamBasedExpressionVisitor):
+    def __init__(self, config: ConfigDict):
+        super().__init__()
+        self._warn_list = list()
+        self._config = config
+
+    def exitNode(self, node, data):
+        """
+        callback to be called as the visitor moves from the leaf
+        nodes back to the root node.
+
+        Args:
+            node: a pyomo expression node
+            data: not used in this walker
+        """
+        if type(node) in _eval_err_handler:
+            _eval_err_handler[type(node)](node, self._warn_list, self._config)
+        return self._warn_list
+
+
 # TODO: Rename and redirect once old DegeneracyHunter is removed
 @document_kwargs_from_configdict(DHCONFIG)
 class DegeneracyHunter2: