Add support for node_name_parser in write_to_file

Project.toml

@@ -1,7 +1,7 @@
 name = "SDDP"
 uuid = "f4570300-c277-11e8-125c-4912f86ce65d"
 authors = ["Oscar Dowson <[email protected]"]
-version = "1.0.0"
+version = "1.1.0"
 
 [deps]
 Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"

docs/src/changelog.md

@@ -7,6 +7,14 @@ CurrentModule = SDDP
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## v1.1.0 (January 12, 2023)
+
+### Added
+
+ * Added the `node_name_parser` argument to [`SDDP.write_cuts_to_file`](@ref)
+   and added the option to skip nodes in [`SDDP.read_cuts_from_file`](@ref)
+   (#565)
+
 ## v1.0.0 (January 3, 2023)
 
 Although we're bumping MAJOR version, this is a non-breaking release. Going

src/plugins/bellman_functions.jl

@@ -587,13 +587,24 @@ function _add_locals_if_necessary(
 end
 
 """
-    write_cuts_to_file(model::PolicyGraph{T}, filename::String) where {T}
+    write_cuts_to_file(
+        model::PolicyGraph{T},
+        filename::String;
+        node_name_parser::Function = string,
+    ) where {T}
 
 Write the cuts that form the policy in `model` to `filename` in JSON format.
 
+`node_name_parser` is a function which converts the name of each node into a
+string representation. It has the signature: `node_name_parser(::T)::String`.
+
 See also [`SDDP.read_cuts_from_file`](@ref).
 """
-function write_cuts_to_file(model::PolicyGraph{T}, filename::String) where {T}
+function write_cuts_to_file(
+    model::PolicyGraph{T},
+    filename::String;
+    node_name_parser::Function = string,
+) where {T}
     cuts = Dict{String,Any}[]
     for (node_name, node) in model.nodes
         if node.objective_state !== nothing || node.belief_state !== nothing
@@ -603,7 +614,7 @@ function write_cuts_to_file(model::PolicyGraph{T}, filename::String) where {T}
             )
         end
         node_cuts = Dict(
-            "node" => string(node_name),
+            "node" => node_name_parser(node_name),
             "single_cuts" => Dict{String,Any}[],
             "multi_cuts" => Dict{String,Any}[],
             "risk_set_cuts" => Vector{Float64}[],
@@ -687,6 +698,8 @@ type `T`, provide a function `node_name_parser` with the signature
 `node_name_parser(T, name::String)::T where {T}` that returns the name of each
 node given the string name `name`.
 
+If `node_name_parser` returns `nothing`, those cuts are skipped.
+
 See also [`SDDP.write_cuts_to_file`](@ref).
 """
 function read_cuts_from_file(
@@ -696,7 +709,10 @@ function read_cuts_from_file(
 ) where {T}
     cuts = JSON.parsefile(filename, use_mmap = false)
     for node_cuts in cuts
-        node_name = node_name_parser(T, node_cuts["node"])::T
+        node_name = node_name_parser(T, node_cuts["node"])::Union{Nothing,T}
+        if node_name === nothing
+            continue  # Skip reading these cuts
+        end
         node = model[node_name]
         bf = node.bellman_function
         # Loop through and add the single-cuts.

test/plugins/bellman_functions.jl

@@ -151,6 +151,51 @@ function test_read_write_cuts_to_file_ValueFunction()
     return
 end
 
+function test_read_read_cuts_from_file_nothing()
+    graph = SDDP.Graph(
+        "root_node",
+        ["week"],
+        [("root_node" => "week", 1.0), ("week" => "week", 0.9)],
+    )
+    model = _create_model(graph)
+    SDDP.train(model; iteration_limit = 50, print_level = 0)
+    @test SDDP.calculate_bound(model) ≈ 119.167 atol = 0.1
+    V = SDDP.ValueFunction(model, node = "week")
+    value_f = SDDP.evaluate(V, reservoir = 10)
+    SDDP.write_cuts_to_file(
+        model,
+        "model.cuts.json";
+        node_name_parser = s -> "myname_$s",
+    )
+    model_2 = _create_model(graph)
+    @test SDDP.calculate_bound(model_2) ≈ 9.17 atol = 0.1
+    function parser(::Type{String}, x::String)
+        @test startswith(x, "myname_")
+        return replace(x, "myname_" => "")
+    end
+    SDDP.read_cuts_from_file(
+        model_2,
+        "model.cuts.json",
+        node_name_parser = parser,
+    )
+    N = num_constraints(
+        model_2["week"].subproblem;
+        count_variable_in_set_constraints = true,
+    )
+    SDDP.read_cuts_from_file(
+        model_2,
+        "model.cuts.json",
+        node_name_parser = (::Any, s) -> nothing,
+    )
+    N2 = num_constraints(
+        model_2["week"].subproblem;
+        count_variable_in_set_constraints = true,
+    )
+    @test N == N2
+    rm("model.cuts.json")
+    return
+end
+
 function test_add_all_cuts_SINGLE_CUT()
     model = SDDP.LinearPolicyGraph(
         stages = 3,