pyoptexplain 0.1.0rc1__tar.gz

pyoptexplain-0.1.0rc1/CHANGELOG.md

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+# Changelog

pyoptexplain-0.1.0rc1/CONTRIBUTING.md

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+# Contributing
+
+`pyoptexplain` is pre-release software. Preserve practitioner-facing block
+identity, require explicit representation selection, and do not claim analyses
+that are not justified by both a representation certificate and backend
+behavior.
+
+## Development setup
+
+```bash
+python -m pip install -e ".[dev,cvxpy,pyomo,scip]"
+```
+
+Commercial backend tests additionally require the corresponding package and
+solver license.
+
+## Required checks
+
+```bash
+python -W error -m pytest
+python -m pyflakes src
+python -m build
+python -m compileall src tests
+python -m twine check dist/*
+git diff --check
+```
+
+Add behavior-level tests for every new advertised capability. Keep optional
+solver imports lazy. Do not add compatibility aliases for removed pre-release
+APIs.

pyoptexplain-0.1.0rc1/LICENSE

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pyoptexplain-0.1.0rc1/MANIFEST.in

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+include CHANGELOG.md
+include CONTRIBUTING.md
+include LICENSE
+include README.md

pyoptexplain-0.1.0rc1/PKG-INFO

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+Metadata-Version: 2.4
+Name: pyoptexplain
+Version: 0.1.0rc1
+Summary: Practitioner-first post-optimization analysis for linear, quadratic, and mixed-integer optimization.
+Author: pyoptexplain contributors
+License-Expression: Apache-2.0
+Project-URL: Homepage, https://github.com/h-fellahi/pyoptexplain
+Project-URL: Repository, https://github.com/h-fellahi/pyoptexplain
+Project-URL: Issues, https://github.com/h-fellahi/pyoptexplain/issues
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Scientific/Engineering
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: scipy
+Requires-Dist: pandas
+Requires-Dist: highspy
+Requires-Dist: osqp
+Requires-Dist: xarray
+Provides-Extra: cvxpy
+Requires-Dist: cvxpy; extra == "cvxpy"
+Provides-Extra: gurobi
+Requires-Dist: gurobipy; extra == "gurobi"
+Provides-Extra: highs
+Requires-Dist: highspy; extra == "highs"
+Provides-Extra: osqp
+Requires-Dist: osqp; extra == "osqp"
+Provides-Extra: cplex
+Requires-Dist: cplex; extra == "cplex"
+Requires-Dist: docplex; extra == "cplex"
+Provides-Extra: scip
+Requires-Dist: pyscipopt>=4.2.0; extra == "scip"
+Provides-Extra: pyomo
+Requires-Dist: pyomo; extra == "pyomo"
+Provides-Extra: ortools
+Requires-Dist: ortools>=9.8; extra == "ortools"
+Provides-Extra: plot
+Requires-Dist: matplotlib; extra == "plot"
+Provides-Extra: dev
+Requires-Dist: build; extra == "dev"
+Requires-Dist: pytest; extra == "dev"
+Requires-Dist: pyflakes; extra == "dev"
+Requires-Dist: twine; extra == "dev"
+Dynamic: license-file
+
+# pyoptexplain
+
+Practitioner-first post-optimality analysis and explanation for linear,
+quadratic, and mixed-integer optimization.
+
+`pyoptexplain` sits *above* the modeling languages used to build a model and the
+solvers used to solve it. It is not a modeling language and not a solver. A model
+authored in any supported front end is adapted into one normalized internal
+representation, solved through a choice of backends, and interrogated through a
+single uniform interface: which constraints bind, what the solution is worth at
+the margin, how it moves under perturbation, and how it changes under what-if
+scenarios.
+
+Its guiding principle is honesty. A post-optimality quantity is reported only
+when both the representation and the chosen backend can justify it; unavailable
+information is reported as unavailable rather than approximated.
+
+## Install
+
+```bash
+pip install pyoptexplain
+```
+
+The base install ships NumPy, SciPy, pandas, xarray, and the HiGHS and OSQP
+solvers, so direct-matrix LP, MILP, and QP workflows run immediately. Front ends
+and extra backends are optional extras:
+
+| Extra | Pulls in | Use for |
+| --- | --- | --- |
+| `pyoptexplain[cvxpy]` | cvxpy | cvxpy model inspection |
+| `pyoptexplain[pyomo]` | Pyomo | Pyomo model inspection |
+| `pyoptexplain[gurobi]` | gurobipy | Gurobi front end + backend |
+| `pyoptexplain[cplex]` | cplex, docplex | CPLEX front end + backend |
+| `pyoptexplain[ortools]` | ortools | OR-Tools front end |
+| `pyoptexplain[scip]` | pyscipopt | SCIP backend (default MIQP) |
+| `pyoptexplain[plot]` | matplotlib | grid plotting helpers |
+
+Optional commercial solvers (Gurobi, CPLEX) still require their own licenses.
+All optional imports are lazy, so the base install stays light.
+
+## Quickstart
+
+A two-product factory that maximizes profit subject to two resource capacities:
+
+```python
+from pyoptexplain import Analyzer, LinearMatrixProblemHandle
+
+handle = LinearMatrixProblemHandle(
+    sense="max",
+    c=[40.0, 30.0],
+    A_ub=[[2.0, 1.0], [1.0, 2.0]],
+    b_ub=[100.0, 80.0],
+    bounds=[(0.0, None), (0.0, None)],
+    variable_names=["chairs", "tables"],
+    inequality_names=["labor", "material"],
+)
+
+analyzer = Analyzer(handle.linear_representation())
+analyzer.summary()        # status, objective, primal values
+analyzer.constraints()    # binding, slack, and shadow price per named block
+analyzer.duals()          # block-level duals
+analyzer.rhs_ranges()     # classical sensitivity (HiGHS / Gurobi / CPLEX)
+```
+
+The optimum makes 40 chairs and 20 tables for a profit of 2200, with both
+capacities binding and priced at their shadow values (labor 16.67, material 6.67).
+
+## The pipeline
+
+`pyoptexplain` is a single, explicit pipeline. Each stage is chosen by hand and
+never collapsed into the next:
+
+```text
+user-authored model  ->  ProblemHandle  ->  AnalysisRepresentation  ->  Analyzer
+                                                  |
+                                         RepresentationCertificate
+```
+
+- **`ProblemHandle`** wraps an already-built model, preserves its native identity,
+  and exposes the representations it can honestly support
+  (`basic_representation()`, `linear_representation()`,
+  `quadratic_representation()`, `scenario_representation()`).
+- **`AnalysisRepresentation`** is the normalized, provenance-agnostic surface the
+  analyses run on. The same LP is analyzed identically whether it came from a raw
+  matrix, a cvxpy inspection, or a Pyomo model.
+- **`RepresentationCertificate`** is the trust-and-provenance record: a status
+  (`verified` / `asserted` / `unknown`), the capabilities the representation
+  supports, and the mappings from each user-level block to the canonical rows it
+  lowered into.
+- **`Analyzer`** is the single user-facing gateway. It is a factory:
+  `Analyzer(representation)` returns a representation-specific subclass exposing
+  only the methods that representation can actually run.
+
+The user's unit of meaning is the **block**. A `ConstraintBlock` is one
+constraint as written, a `VariableBlock` its variable-side peer. A block may lower
+into several canonical rows (`abs(x) <= b` becomes two rows), but every report and
+experiment targets the named block, not the rows.
+
+## Certificate-gated honesty
+
+Analysis is gated at three levels, so the library never guesses:
+
+1. **Method presence** — an unsupported operation is simply absent on the returned
+   analyzer. `reduced_costs()` exists only on a linear analyzer, `run_scenarios()`
+   only on a scenario analyzer.
+2. **Certificate** — structural analyses (LP/QP duals, classical sensitivity,
+   integrality relaxation, ...) require a `verified` or `asserted` status.
+3. **Backend** — the configured backend must actually implement the diagnostic.
+
+`Analyzer.capabilities()` reports the effective set as the intersection of the
+certificate and the backend. Unavailable information stays explicitly unavailable,
+reported as `None`, `NaN`, or an `UnsupportedFeature`.
+
+## A progression of questions
+
+The analyses form a progression, ordered by how far they depart from the problem
+as originally stated.
+
+**Solve report** — the static view of the current optimum:
+
+```python
+analyzer.summary()
+analyzer.constraints()
+analyzer.duals()
+analyzer.dual_details()            # per-row component duals for multi-row blocks
+analyzer.representation_mappings() # how each block lowered into canonical rows
+```
+
+For linear representations on a basis-exposing backend (HiGHS, Gurobi, CPLEX),
+classical sensitivity is available: `reduced_costs()`, `basis_status()`,
+`rhs_ranges()`, `objective_ranges()`. A mixed-integer optimum carries no duals, so
+valuations are read on an explicitly derived relaxation via `lp_relaxation()` or
+`qp_relaxation()`.
+
+**Perturbation analysis** — does the solution stay stable under small data
+changes? Complete parameter families (objective, RHS, LHS, and for QPs the
+quadratic objective) are perturbed one at a time and re-solved:
+
+```python
+robustness = analyzer.perturbation_robustness()   # +-1%, +-2%, +-5%, +-10% by default
+robustness.summary()
+```
+
+**Scenarios and grids** — change the model itself and compare against the
+baseline. A scenario is a typed, ordered set of changes; a grid is the Cartesian
+product of scenario axes:
+
+```python
+from pyoptexplain import (
+    Analyzer, ChangeRHS, GridAxis,
+    LinearMatrixScenarioRepresentation, ScenarioCase, SetObjectiveCoefficient,
+)
+
+scenario_analyzer = Analyzer(
+    LinearMatrixScenarioRepresentation.from_matrix(handle.linear_representation())
+)
+scenario_analyzer.run_scenarios({
+    "base": ScenarioCase(),
+    "pricier_chairs": ScenarioCase((SetObjectiveCoefficient("chairs", 55.0),)),
+    "less_material": ScenarioCase((ChangeRHS("material", delta=-20.0),)),
+})
+scenario_analyzer.explore_grid([
+    GridAxis.rhs_change("material", [10.0, 0.0, -10.0]),
+])
+```
+
+The typed changes include `RemoveConstraint`, `RemoveConstraintGroup`,
+`RelaxConstraint`, `ChangeRHS`, `RemoveVariable`, `SetVariableBounds`,
+`ChangeVariableBounds`, `RelaxIntegrality`, `SetObjectiveCoefficient`,
+`ChangeObjectiveCoefficient`, `ScaleQuadraticObjective`, `ScaleQuadraticDiagonal`,
+and `SetParameter`.
+
+## One model, many front ends
+
+The same analysis surface is recovered no matter how the model was written. Wrap a
+native model in the matching handle and call `linear_representation()` or
+`quadratic_representation()`; everything after the handle is identical.
+
+```python
+import cvxpy as cp
+from pyoptexplain import Analyzer, CvxpyProblemHandle
+
+chairs = cp.Variable(nonneg=True, name="chairs")
+tables = cp.Variable(nonneg=True, name="tables")
+labor = 2 * chairs + tables <= 100
+material = chairs + 2 * tables <= 80
+problem = cp.Problem(cp.Maximize(40 * chairs + 30 * tables), [labor, material])
+
+handle = CvxpyProblemHandle(
+    problem,
+    variables={"chairs": chairs, "tables": tables},
+    constraints={"labor": labor, "material": material},
+)
+Analyzer(handle.linear_representation()).duals()   # same answer as the matrix path
+```
+
+| Front end | Handle | Notes |
+| --- | --- | --- |
+| Direct matrix | `LinearMatrixProblemHandle`, `QuadraticMatrixProblemHandle` | structure known by construction |
+| cvxpy | `CvxpyProblemHandle` | inspects DCP canonicalization; scenarios via `cp.Parameter` |
+| Pyomo | `PyomoProblemHandle` | algebraic inspection; in-place RHS/bound/ablation scenarios |
+| Gurobi | `GurobiProblemHandle` | direct-model scenarios (obj/bound/RHS, in-place ablation) |
+| CPLEX | `CplexProblemHandle` | direct-model scenarios |
+| OR-Tools | `OrToolsProblemHandle` | `pywraplp` (LP/MILP) or MathOpt (also QP/MIQP); scenarios via the matrix path |
+
+Where a native object cannot be extracted to a matrix (nonlinear, conic), the
+basic and native scenario paths still apply; structural matrix analyses do not.
+
+## Solver backends
+
+Structured representations are provenance-agnostic and accept any compatible
+backend, defaulting sensibly per problem class:
+
+| Problem class | Default backend | Also supported |
+| --- | --- | --- |
+| LP / MILP | `HiGHSBackend` | `GurobiBackend`, `CPLEXBackend`, `SCIPBackend` |
+| QP | `OSQPBackend` | `GurobiBackend`, `CPLEXBackend`, `SCIPBackend` |
+| MIQP | `SCIPBackend` | `GurobiBackend`, `CPLEXBackend` |
+
+```python
+from pyoptexplain.solvers import HiGHSBackend, GurobiBackend
+
+Analyzer(handle.linear_representation(), backend=GurobiBackend())
+```
+
+Switching backend is what unlocks different diagnostics: a structured
+representation can be sent to whichever backend exposes the information an analysis
+needs. Custom backends implement the exported `SolverBackend` contract.
+
+## Scenarios at scale
+
+Repeated what-if studies are the case the architecture optimizes. A **scenario
+representation** amortizes the analysis surface across a batch instead of
+rebuilding and re-solving from scratch each time.
+
+- The **structured (matrix) scenario representation** extracts the problem into
+  arrays once and builds its certificate once. Structure- and dimension-preserving
+  changes (RHS shifts, inequality relaxation, inequality removal by *deactivation*,
+  variable-bound changes) edit only the touched arrays on a warm solver session;
+  structure-changing cases fall back to a fresh derivation. Available whenever the
+  problem is extractable.
+- The **native scenario representation** mutates the original modeling object in
+  place and restores it, available even for models that cannot be extracted, and
+  able to apply changes the live object exposes directly (e.g. a Gurobi
+  objective-coefficient edit).
+
+Across LP and QP batches this cuts per-scenario cost several-fold, reaching 10–25×
+once a batch exceeds a handful of cases. Solve-dominated integer problems see no
+benefit, as expected. See `notebooks/scenario_scaling_study.ipynb` for the full
+study.
+
+## Notebooks
+
+`notebooks/` holds runnable, end-to-end demonstrations: one per modeling language,
+the matrix LP/MILP/QP walkthroughs, the perturbation and scenario workflows, and
+the performance and scaling studies. They are the canonical worked examples.
+
+## Status and license
+
+First release (`0.1.0`). Apache-2.0 licensed. Requires Python 3.9+.
+
+Contributions are welcome; see [CONTRIBUTING.md](CONTRIBUTING.md).