Write raw optimization results [ANT-2302] (#2565)

Allow the user to export solutions through new boolean option `include-export-solutions` (default=`false`). --------- Co-authored-by: sylvmara <symarandon@gmail.com>
AntaresSimulatorTeam · Jan 9, 2025 · ad2140f · ad2140f
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diff --git a/docs/user-guide/solver/static-modeler/04-parameters.md b/docs/user-guide/solver/static-modeler/04-parameters.md
@@ -433,6 +433,18 @@ _**This section is under construction**_
 
 > _**Note:**_ You can find more information on this parameter [here](../03-appendix.md#details-on-the-include-exportmps-parameter).
 
+---
+#### include-export-solutions
+- **Expected value:** `true` or `false`
+- **Required:** no
+- **Default value:** `false`
+- **Usage:** set to `true` to activate writing the raw optimization results, that is
+  - For each variable, optimal values (saved in output/output-name/optimal-values-y-w--optim-nb-z.txt) and reduced costs (saved in output/output-name/reduced-costs-y-w--optim-nb-z.txt) 
+  - each constraint, the marginal cost is saved in output/output-name/marinal-costs-y-w--optim-nb-z.txt
+where y is the year number (starting from 1), w is the week number (starting from 1) and z is the optimization index (1 or 2).
+
+This is an advanced option intended to help developers and advanced users better understand their simulation results.
+
 ---
 #### include-split-exported-mps
 [//]: # (TODO: document this parameter, seems to belong to another category)

diff --git a/src/libs/antares/study/include/antares/study/parameters.h b/src/libs/antares/study/include/antares/study/parameters.h
@@ -397,6 +397,7 @@ class Parameters final
         //! Enum to define unfeasible problem behavior \see UnfeasibleProblemBehavior
         UnfeasibleProblemBehavior unfeasibleProblemBehavior;
 
+        bool exportSolutions;
     } include;
 
     struct Compatibility

diff --git a/src/libs/antares/study/parameters.cpp b/src/libs/antares/study/parameters.cpp
@@ -368,6 +368,7 @@ void Parameters::reset()
 
     include.exportMPS = mpsExportStatus::NO_EXPORT;
     include.exportStructure = false;
+    include.exportSolutions = false;
     namedProblems = false;
 
     include.unfeasibleProblemBehavior = UnfeasibleProblemBehavior::ERROR_MPS;
@@ -721,6 +722,11 @@ static bool SGDIntLoadFamily_Optimization(Parameters& d,
         return true;
     }
 
+    if (key == "include-export-solutions")
+    {
+        return value.to<bool>(d.include.exportSolutions);
+    }
+
     if (key == "include-exportstructure")
     {
         return value.to<bool>(d.include.exportStructure);
@@ -1769,6 +1775,10 @@ void Parameters::prepareForSimulation(const StudyLoadOptions& options)
     {
         logs.info() << "  :: ignoring hurdle costs";
     }
+    if (!include.exportSolutions)
+    {
+        logs.info() << "  :: ignoring solution export";
+    }
 
     logs.info() << "  :: solver " << options.optOptions.ortoolsSolver
                 << " is used for problem resolution";
@@ -1888,7 +1898,9 @@ void Parameters::saveToINI(IniFile& ini) const
         section->add("include-primaryreserve", include.reserve.primary);
 
         section->add("include-exportmps", mpsExportStatusToString(include.exportMPS));
+
         section->add("include-exportstructure", include.exportStructure);
+        section->add("include-export-solutions", include.exportSolutions);
 
         // Unfeasible problem behavior
         section->add("include-unfeasible-problem-behavior",

diff --git a/src/solver/optimisation/opt_optimisation_lineaire.cpp b/src/solver/optimisation/opt_optimisation_lineaire.cpp
@@ -62,6 +62,38 @@ void OPT_EcrireResultatFonctionObjectiveAuFormatTXT(
     writer.addEntryFromBuffer(filename, buffer);
 }
 
+void OPT_WriteSolution(const PROBLEME_ANTARES_A_RESOUDRE& pb,
+                       const OptPeriodStringGenerator& optPeriodStringGenerator,
+                       int optimizationNumber,
+                       Solver::IResultWriter& writer)
+{
+    Yuni::Clob buffer;
+    auto filename = createSolutionFilename(optPeriodStringGenerator, optimizationNumber);
+    for (int var = 0; var < pb.NombreDeVariables; var++)
+    {
+        buffer.appendFormat("%s\t%11.10e\n", pb.NomDesVariables[var].c_str(), pb.X[var]);
+    }
+    writer.addEntryFromBuffer(filename, buffer);
+    buffer.clear();
+
+    filename = createMarginalCostFilename(optPeriodStringGenerator, optimizationNumber);
+    for (unsigned int cont = 0; cont < pb.NombreDeContraintes; ++cont)
+    {
+        buffer.appendFormat("%s\t%11.10e\n",
+                            pb.NomDesContraintes[cont].c_str(),
+                            pb.CoutsMarginauxDesContraintes[cont]);
+    }
+    writer.addEntryFromBuffer(filename, buffer);
+    buffer.clear();
+
+    filename = createReducedCostFilename(optPeriodStringGenerator, optimizationNumber);
+    for (unsigned int var = 0; var < pb.NombreDeVariables; ++var)
+    {
+        buffer.appendFormat("%s\t%11.10e\n", pb.NomDesVariables[var].c_str(), pb.CoutsReduits[var]);
+    }
+    writer.addEntryFromBuffer(filename, buffer);
+}
+
 namespace
 {
 void notifyProblemHebdo(const PROBLEME_HEBDO* problemeHebdo,
@@ -141,6 +173,13 @@ bool runWeeklyOptimization(const OptimizationOptions& options,
                                                            optimizationNumber,
                                                            writer);
         }
+        if (problemeHebdo->exportSolutions)
+        {
+            OPT_WriteSolution(*problemeHebdo->ProblemeAResoudre,
+                              *optPeriodStringGenerator,
+                              optimizationNumber,
+                              writer);
+        }
     }
     return true;
 }

diff --git a/src/solver/simulation/include/antares/solver/simulation/sim_structure_probleme_economique.h b/src/solver/simulation/include/antares/solver/simulation/sim_structure_probleme_economique.h
@@ -533,6 +533,7 @@ struct PROBLEME_HEBDO
     bool exportMPSOnError = false;
     bool ExportStructure = false;
     bool NamedProblems = false;
+    bool exportSolutions = false;
 
     uint32_t HeureDansLAnnee = 0;
     bool LeProblemeADejaEteInstancie = false;

diff --git a/src/solver/simulation/sim_calcul_economique.cpp b/src/solver/simulation/sim_calcul_economique.cpp
@@ -122,6 +122,7 @@ void SIM_InitialisationProblemeHebdo(Data::Study& study,
     problem.NombreDeContraintesCouplantes = activeConstraints.size();
 
     problem.ExportMPS = study.parameters.include.exportMPS;
+    problem.exportSolutions = study.parameters.include.exportSolutions;
     problem.ExportStructure = study.parameters.include.exportStructure;
     problem.NamedProblems = study.parameters.namedProblems;
     problem.exportMPSOnError = Data::exportMPS(parameters.include.unfeasibleProblemBehavior);

diff --git a/src/solver/utils/filename.cpp b/src/solver/utils/filename.cpp
@@ -65,3 +65,21 @@ std::string createMPSfilename(const OptPeriodStringGenerator& optPeriodStringGen
 {
     return createOptimizationFilename("problem", optPeriodStringGenerator, optNumber, "mps");
 }
+
+std::string createSolutionFilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
+                                   const unsigned int optNumber)
+{
+    return createOptimizationFilename("optimal-values", optPeriodStringGenerator, optNumber, "txt");
+}
+
+std::string createMarginalCostFilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
+                                       const unsigned int optNumber)
+{
+    return createOptimizationFilename("marginal-costs", optPeriodStringGenerator, optNumber, "txt");
+}
+
+std::string createReducedCostFilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
+                                      const unsigned int optNumber)
+{
+    return createOptimizationFilename("reduced-costs", optPeriodStringGenerator, optNumber, "txt");
+}
diff --git a/src/solver/utils/include/antares/solver/utils/filename.h b/src/solver/utils/include/antares/solver/utils/filename.h
@@ -32,5 +32,15 @@ std::shared_ptr<OptPeriodStringGenerator> createOptPeriodAsString(bool isOptimiz
 
 std::string createCriterionFilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
                                     const unsigned int optNumber);
+
 std::string createMPSfilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
                               const unsigned int optNumber);
+
+std::string createSolutionFilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
+                                   const unsigned int optNumber);
+
+std::string createMarginalCostFilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
+                                       const unsigned int optNumber);
+
+std::string createReducedCostFilename(const OptPeriodStringGenerator& optPeriodStringGenerator,
+                                      const unsigned int optNumber);