Initialization Module by michaelbynum · Pull Request #3912 · Pyomo/pyomo

michaelbynum · 2026-04-15T12:02:45Z

Fixes #3878

Summary/Motivation:

This PR adds a module to devel called initialization. The goal of the module is to provide methods to help initialize nonconvex nonlinear programming problems.

Changes proposed in this PR:

Add initialization module
Add an initialization method that uses a global optimization solver to find a feasible solution
Add an initialization method that builds a linear programming approximation using linear least squares
Add an initialization method that builds a piecewise linear approximation and iteratively refines it

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

I agree my contributions are submitted under the BSD license.
I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

…tion

codecov · 2026-04-15T16:24:43Z

Codecov Report

❌ Patch coverage is 88.91129% with 55 lines in your changes missing coverage. Please review.
✅ Project coverage is 90.10%. Comparing base (92951cb) to head (2d4594a).

Files with missing lines	Patch %	Lines
pyomo/devel/initialization/pwl_init.py	88.67%	24 Missing ⚠️
pyomo/devel/initialization/initialize.py	72.13%	17 Missing ⚠️
...omo/devel/initialization/bounds/bound_variables.py	73.33%	4 Missing ⚠️
...evel/initialization/examples/init_polynomial_ex.py	84.21%	3 Missing ⚠️
pyomo/devel/initialization/global_init.py	86.36%	3 Missing ⚠️
pyomo/devel/initialization/lp_approx_init.py	97.60%	3 Missing ⚠️
pyomo/devel/initialization/utils.py	96.55%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3912      +/-   ##
==========================================
- Coverage   90.10%   90.10%   -0.01%     
==========================================
  Files         909      917       +8     
  Lines      108525   109014     +489     
==========================================
+ Hits        97787    98224     +437     
- Misses      10738    10790      +52

Flag	Coverage Δ
builders	`29.06% <26.00%> (-0.02%)`	⬇️
default	`86.10% <85.88%> (?)`
expensive	`35.07% <26.00%> (?)`
linux	`87.62% <88.91%> (-1.98%)`	⬇️
linux_other	`87.62% <88.91%> (+<0.01%)`	⬆️
oldsolvers	`28.03% <26.00%> (-0.01%)`	⬇️
osx	`83.09% <88.91%> (+0.02%)`	⬆️
win	`85.38% <88.91%> (+0.01%)`	⬆️

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michaelbynum · 2026-05-20T11:23:54Z

See #3878 for the changes I had to make to contrib.piecewise.

michaelbynum · 2026-05-20T11:27:55Z

Thanks for updating the imports, @blnicho!

mrmundt · 2026-05-20T13:47:37Z

 baron_available = bool(_opt.check_available_solvers('baron'))
 glpk_available = bool(_opt.check_available_solvers('glpk'))
 gurobipy_available = bool(_opt.check_available_solvers('gurobi_direct'))
+scip_available = bool(_opt.check_available_solvers('scip_direct'))


Can this maybe be named pyscip_available or pyscipopt_available? I think scip_available implies the long-time-existing command line version, but it's actually the Python interface that we are looking for.

mrmundt · 2026-05-20T13:48:57Z

Missing copyright

mrmundt · 2026-05-20T13:57:48Z

+        opts = {'SolutionLimit': 1}
+    else:
+        raise NotImplementedError(
+            'Currently, the initialization module only works with new solver interface, so the global solvers are limited to ScipDirect, ScipPersistent, and GurobiDirectMINLP.'


Suggested change

'Currently, the initialization module only works with new solver interface, so the global solvers are limited to ScipDirect, ScipPersistent, and GurobiDirectMINLP.'

'Currently, the initialization module only works with new solver interfaces, so the global solvers are limited to ScipDirect, ScipPersistent, and GurobiDirectMINLP.'

mrmundt · 2026-05-20T14:02:37Z

+# ____________________________________________________________________________________
+
+from pyomo.core.base.block import BlockData
+import pyomo.environ as pe


Michael! pyo, not pe 😜

mrmundt · 2026-05-20T14:04:47Z

+from pyomo.core.base.block import BlockData
+import pyomo.environ as pe
+from pyomo.devel.initialization.bounds.bound_variables import (
+    bound_all_nonlinear_variables,
+)
+from pyomo.devel.initialization.utils import (
+    fix_vars_with_equal_bounds,
+    shallow_clone,
+    get_vars,
+)
+from pyomo.core.expr.visitor import identify_components
+from pyomo.contrib.piecewise.piecewise_linear_expression import (
+    PiecewiseLinearExpression,
+)
+from pyomo.contrib.piecewise.piecewise_linear_function import PiecewiseLinearFunction
+from pyomo.contrib.solver.common.results import SolutionStatus
+from pyomo.common.collections import ComponentMap, ComponentSet
+from typing import MutableMapping, Sequence, List
+from pyomo.core.base.constraint import ConstraintData
+from pyomo.core.expr.visitor import StreamBasedExpressionVisitor
+from pyomo.common.numeric_types import native_numeric_types
+from pyomo.core.expr.numvalue import NumericConstant
+from pyomo.core.expr.numeric_expr import (
+    NegationExpression,
+    PowExpression,
+    ProductExpression,
+    MonomialTermExpression,
+    DivisionExpression,
+    SumExpression,
+    LinearExpression,
+    UnaryFunctionExpression,
+    NPV_NegationExpression,
+    NPV_PowExpression,
+    NPV_ProductExpression,
+    NPV_DivisionExpression,
+    NPV_SumExpression,
+    NPV_UnaryFunctionExpression,
+)
+from pyomo.core.expr.relational_expr import (
+    EqualityExpression,
+    InequalityExpression,
+    RangedExpression,
+)
+from pyomo.repn.util import ExitNodeDispatcher
+from pyomo.core.base.var import ScalarVar, VarData
+from pyomo.core.base.param import ScalarParam, ParamData
+from pyomo.core.base.expression import ScalarExpression, ExpressionData
+import math
+from pyomo.contrib.solver.common.base import SolverBase
+import logging
+from pyomo.common.modeling import unique_component_name
+from pyomo.devel.initialization.pwl_init import _minimize_infeasibility
+from pyomo.contrib.fbbt.fbbt import fbbt
+from pyomo.repn.linear import LinearRepnVisitor, LinearRepn
+from pyomo.core.expr.visitor import identify_variables
+from pyomo.common.dependencies import numpy as np
+from pyomo.common.dependencies import attempt_import


Preferred import order (plus changed to pyo instead of pe).

Suggested change

from pyomo.core.base.block import BlockData

import pyomo.environ as pe

from pyomo.devel.initialization.bounds.bound_variables import (

bound_all_nonlinear_variables,

)

from pyomo.devel.initialization.utils import (

fix_vars_with_equal_bounds,

shallow_clone,

get_vars,

)

from pyomo.core.expr.visitor import identify_components

from pyomo.contrib.piecewise.piecewise_linear_expression import (

PiecewiseLinearExpression,

)

from pyomo.contrib.piecewise.piecewise_linear_function import PiecewiseLinearFunction

from pyomo.contrib.solver.common.results import SolutionStatus

from pyomo.common.collections import ComponentMap, ComponentSet

from typing import MutableMapping, Sequence, List

from pyomo.core.base.constraint import ConstraintData

from pyomo.core.expr.visitor import StreamBasedExpressionVisitor

from pyomo.common.numeric_types import native_numeric_types

from pyomo.core.expr.numvalue import NumericConstant

from pyomo.core.expr.numeric_expr import (

NegationExpression,

PowExpression,

ProductExpression,

MonomialTermExpression,

DivisionExpression,

SumExpression,

LinearExpression,

UnaryFunctionExpression,

NPV_NegationExpression,

NPV_PowExpression,

NPV_ProductExpression,

NPV_DivisionExpression,

NPV_SumExpression,

NPV_UnaryFunctionExpression,

)

from pyomo.core.expr.relational_expr import (

EqualityExpression,

InequalityExpression,

RangedExpression,

)

from pyomo.repn.util import ExitNodeDispatcher

from pyomo.core.base.var import ScalarVar, VarData

from pyomo.core.base.param import ScalarParam, ParamData

from pyomo.core.base.expression import ScalarExpression, ExpressionData

import math

from pyomo.contrib.solver.common.base import SolverBase

import logging

from pyomo.common.modeling import unique_component_name

from pyomo.devel.initialization.pwl_init import _minimize_infeasibility

from pyomo.contrib.fbbt.fbbt import fbbt

from pyomo.repn.linear import LinearRepnVisitor, LinearRepn

from pyomo.core.expr.visitor import identify_variables

from pyomo.common.dependencies import numpy as np

from pyomo.common.dependencies import attempt_import

import logging

import math

from typing import List, MutableMapping, Sequence

import pyomo.environ as pyo

from pyomo.common.collections import ComponentMap, ComponentSet

from pyomo.common.dependencies import attempt_import

from pyomo.common.dependencies import numpy as np

from pyomo.common.modeling import unique_component_name

from pyomo.common.numeric_types import native_numeric_types

from pyomo.contrib.fbbt.fbbt import fbbt

from pyomo.contrib.piecewise.piecewise_linear_expression import (

PiecewiseLinearExpression,

)

from pyomo.contrib.piecewise.piecewise_linear_function import PiecewiseLinearFunction

from pyomo.contrib.solver.common.base import SolverBase

from pyomo.contrib.solver.common.results import SolutionStatus

from pyomo.core.base.block import BlockData

from pyomo.core.base.constraint import ConstraintData

from pyomo.core.base.expression import ExpressionData, ScalarExpression

from pyomo.core.base.param import ParamData, ScalarParam

from pyomo.core.base.var import ScalarVar, VarData

from pyomo.core.expr.numvalue import NumericConstant

from pyomo.core.expr.numeric_expr import (

DivisionExpression,

LinearExpression,

MonomialTermExpression,

NegationExpression,

NPV_DivisionExpression,

NPV_NegationExpression,

NPV_PowExpression,

NPV_ProductExpression,

NPV_SumExpression,

NPV_UnaryFunctionExpression,

PowExpression,

ProductExpression,

SumExpression,

UnaryFunctionExpression,

)

from pyomo.core.expr.relational_expr import (

EqualityExpression,

InequalityExpression,

RangedExpression,

)

from pyomo.core.expr.visitor import (

StreamBasedExpressionVisitor,

identify_components,

identify_variables,

)

from pyomo.devel.initialization.bounds.bound_variables import (

bound_all_nonlinear_variables,

)

from pyomo.devel.initialization.pwl_init import _minimize_infeasibility

from pyomo.devel.initialization.utils import (

fix_vars_with_equal_bounds,

get_vars,

shallow_clone,

)

from pyomo.repn.linear import LinearRepn, LinearRepnVisitor

from pyomo.repn.util import ExitNodeDispatcher

mrmundt · 2026-05-20T14:11:10Z

+from pyomo.core.base.block import BlockData
+import pyomo.environ as pe
+from pyomo.devel.initialization.bounds.bound_variables import (
+    bound_all_nonlinear_variables,
+)
+from pyomo.devel.initialization.utils import (
+    fix_vars_with_equal_bounds,
+    shallow_clone,
+    get_vars,
+)
+from pyomo.core.expr.visitor import identify_components
+from pyomo.contrib.piecewise.piecewise_linear_expression import (
+    PiecewiseLinearExpression,
+)
+from pyomo.contrib.piecewise.piecewise_linear_function import PiecewiseLinearFunction
+from pyomo.common.collections import ComponentMap, ComponentSet
+from typing import MutableMapping, Sequence, List
+from pyomo.core.base.constraint import ConstraintData
+from pyomo.core.expr.visitor import StreamBasedExpressionVisitor
+from pyomo.common.numeric_types import native_numeric_types
+from pyomo.core.expr.numvalue import NumericConstant
+from pyomo.core.expr.numeric_expr import (
+    NegationExpression,
+    PowExpression,
+    ProductExpression,
+    MonomialTermExpression,
+    DivisionExpression,
+    SumExpression,
+    LinearExpression,
+    UnaryFunctionExpression,
+    NPV_NegationExpression,
+    NPV_PowExpression,
+    NPV_ProductExpression,
+    NPV_DivisionExpression,
+    NPV_SumExpression,
+    NPV_UnaryFunctionExpression,
+)
+from pyomo.core.expr.relational_expr import (
+    EqualityExpression,
+    InequalityExpression,
+    RangedExpression,
+)
+from pyomo.repn.util import ExitNodeDispatcher
+from pyomo.core.base.var import ScalarVar, VarData
+from pyomo.core.base.param import ScalarParam, ParamData
+from pyomo.core.base.expression import ScalarExpression, ExpressionData
+import math
+from pyomo.contrib.solver.common.base import SolverBase
+import logging
+from pyomo.common.modeling import unique_component_name
+from pyomo.contrib.solver.common.results import SolutionStatus


Suggested change

from pyomo.core.base.block import BlockData

import pyomo.environ as pe

from pyomo.devel.initialization.bounds.bound_variables import (

bound_all_nonlinear_variables,

)

from pyomo.devel.initialization.utils import (

fix_vars_with_equal_bounds,

shallow_clone,

get_vars,

)

from pyomo.core.expr.visitor import identify_components

from pyomo.contrib.piecewise.piecewise_linear_expression import (

PiecewiseLinearExpression,

)

from pyomo.contrib.piecewise.piecewise_linear_function import PiecewiseLinearFunction

from pyomo.common.collections import ComponentMap, ComponentSet

from typing import MutableMapping, Sequence, List

from pyomo.core.base.constraint import ConstraintData

from pyomo.core.expr.visitor import StreamBasedExpressionVisitor

from pyomo.common.numeric_types import native_numeric_types

from pyomo.core.expr.numvalue import NumericConstant

from pyomo.core.expr.numeric_expr import (

NegationExpression,

PowExpression,

ProductExpression,

MonomialTermExpression,

DivisionExpression,

SumExpression,

LinearExpression,

UnaryFunctionExpression,

NPV_NegationExpression,

NPV_PowExpression,

NPV_ProductExpression,

NPV_DivisionExpression,

NPV_SumExpression,

NPV_UnaryFunctionExpression,

)

from pyomo.core.expr.relational_expr import (

EqualityExpression,

InequalityExpression,

RangedExpression,

)

from pyomo.repn.util import ExitNodeDispatcher

from pyomo.core.base.var import ScalarVar, VarData

from pyomo.core.base.param import ScalarParam, ParamData

from pyomo.core.base.expression import ScalarExpression, ExpressionData

import math

from pyomo.contrib.solver.common.base import SolverBase

import logging

from pyomo.common.modeling import unique_component_name

from pyomo.contrib.solver.common.results import SolutionStatus

import logging

import math

from typing import List, MutableMapping, Sequence

import pyomo.environ as pyo

from pyomo.common.collections import ComponentMap, ComponentSet

from pyomo.common.modeling import unique_component_name

from pyomo.common.numeric_types import native_numeric_types

from pyomo.contrib.piecewise.piecewise_linear_expression import (

PiecewiseLinearExpression,

)

from pyomo.contrib.piecewise.piecewise_linear_function import PiecewiseLinearFunction

from pyomo.contrib.solver.common.base import SolverBase

from pyomo.contrib.solver.common.results import SolutionStatus

from pyomo.core.base.block import BlockData

from pyomo.core.base.constraint import ConstraintData

from pyomo.core.base.expression import ExpressionData, ScalarExpression

from pyomo.core.base.param import ParamData, ScalarParam

from pyomo.core.base.var import ScalarVar, VarData

from pyomo.core.expr.numvalue import NumericConstant

from pyomo.core.expr.numeric_expr import (

DivisionExpression,

LinearExpression,

MonomialTermExpression,

NegationExpression,

NPV_DivisionExpression,

NPV_NegationExpression,

NPV_PowExpression,

NPV_ProductExpression,

NPV_SumExpression,

NPV_UnaryFunctionExpression,

PowExpression,

ProductExpression,

SumExpression,

UnaryFunctionExpression,

)

from pyomo.core.expr.relational_expr import (

EqualityExpression,

InequalityExpression,

RangedExpression,

)

from pyomo.core.expr.visitor import (

StreamBasedExpressionVisitor,

identify_components,

)

from pyomo.devel.initialization.bounds.bound_variables import (

bound_all_nonlinear_variables,

)

from pyomo.devel.initialization.utils import (

fix_vars_with_equal_bounds,

get_vars,

shallow_clone,

)

from pyomo.repn.util import ExitNodeDispatcher

mrmundt · 2026-05-20T14:12:29Z

+        # var_vals = tuple(i.value for i in expr.args)
+        # for v, val in zip(expr.args, var_vals):
+        #     print(f'{str(v):<20}{val:<20.5f}{v.lb:<20.5f}{v.ub:<20.5f}{id(v):<20}')


mrmundt · 2026-05-20T14:13:26Z

+import pyomo.environ as pe
+from pyomo.common.collections import ComponentSet
+from pyomo.core.base.block import BlockData
+from pyomo.core.expr.visitor import identify_variables
+import math


Suggested change

import pyomo.environ as pe

from pyomo.common.collections import ComponentSet

from pyomo.core.base.block import BlockData

from pyomo.core.expr.visitor import identify_variables

import math

import math

import pyomo.environ as pyo

from pyomo.common.collections import ComponentSet

from pyomo.core.base.block import BlockData

from pyomo.core.expr.visitor import identify_variables

michaelbynum added 30 commits January 29, 2026 15:19

merge observer_fix into intialization

00b3c27

Merge branch 'pwl_approx' into initialization

d2aae9f

Merge branch 'pwl_factorable_aggressive_substitution' into initializa…

b2fa0a5

…tion

Merge branch 'observer_gurobi_refactor' into initialization

fd06964

starting a module for initialization

d29a2cf

starting a module for initialization

8914a63

initialization

5ebfdd4

pwl initialization is almost working

488a539

debugging

e993623

initialization

aa450e1

Merge branch 'scip_port' into initialization

4945388

Merge branch 'pwl_approx' into initialization

ab9a46c

Merge branch 'pwl_factorable' into initialization

6f30fac

some updates to initialization module

043f8c8

Merge branch 'scip_port' into initialization

83c5e72

Merge branch 'pwl_factorable' into initialization

8bf25d1

Merge branch 'scip_port' into initialization

4e3d913

initialize with global solvers

c8a0730

initialization work

e019bff

lp init should bound all variables

9568bb0

move initialization module from contrib to devel

387a646

update imports

24dbd64

initialization example

2616502

initialization: starting tests

54d354e

initialization: add copyright statements

056cc99

docstring

d70e677

initialization: docs

823641d

Merge branch 'pwl_approx' into initialization

6a29fba

Merge branch 'scip_port' into initialization

5eb638f

Merge branch 'pwl_factorable' into initialization

3ddc25d

michaelbynum added 12 commits April 12, 2026 19:41

initialization: working on tests

ec9f9b9

debugging pwl initialization

e52e123

comment out print statements

5b4fe02

initialization: testing

135b152

initialization: update docstring; remove debugging code

fc60afe

run black

48bae52

Merge branch 'scip_port' into initialization

eb0e0ea

Merge branch 'pwl_factorable' into initialization

d0dab9a

Merge branch 'scip_port' into initialization

89ccca8

Merge branch 'pwl_factorable' into initialization

4c32139

fix typos

0d1175f

Merge branch 'scip_port' into initialization

2030f4e

blnicho marked this pull request as draft April 30, 2026 12:57

michaelbynum added 2 commits May 4, 2026 09:44

Merge branch 'scip_port' into initialization

5d81def

Merge branch 'pwl_factorable' into initialization

8f2a0da

blnicho changed the title ~~[Depends on #3821 and #3744] Initialization Module~~ [Depends on #3744] Initialization Module May 15, 2026

merge main into initialization

0534849

michaelbynum changed the title ~~[Depends on #3744] Initialization Module~~ Initialization Module May 19, 2026

michaelbynum marked this pull request as ready for review May 19, 2026 19:05

blnicho and others added 2 commits May 19, 2026 16:01

Fix ScipPersistent import

f5fe237

update tests

061e46f

michaelbynum added 5 commits May 20, 2026 06:00

fix doctests

cba1223

use attempt_import

c85a864

update tests

a33c665

guard tests

a800114

try highs instead of scip

2d4594a

mrmundt requested changes May 20, 2026

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Initialization Module#3912

Initialization Module#3912
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michaelbynum:initialization

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	'Currently, the initialization module only works with new solver interface, so the global solvers are limited to ScipDirect, ScipPersistent, and GurobiDirectMINLP.'
	'Currently, the initialization module only works with new solver interfaces, so the global solvers are limited to ScipDirect, ScipPersistent, and GurobiDirectMINLP.'

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michaelbynum commented Apr 15, 2026 • edited Loading Uh oh! There was an error while loading. Please reload this page.

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Fixes #3878

Summary/Motivation:

Changes proposed in this PR:

Legal Acknowledgement

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