FWPH: forward linearize_* so the can't-linearize warning fires (#274) (#710)

* FWPH: forward linearize_* so the can't-linearize warning fires (#274)

The vanilla fwph_hub / fwph_spoke factories did not forward
cfg.linearize_proximal_terms or cfg.linearize_binary_proximal_terms
into the options dict handed to FWPH. _options_checks_fw therefore
never saw the flag, so the user got no warning when they combined
--linearize-proximal-terms with --fwph. With an LP-only solver
(e.g. glpk), optimization then silently proceeded and ultimately failed
in the QP solve.

- cfg_vanilla.fwph_hub and cfg_vanilla.fwph_spoke: explicitly set
  options["linearize_proximal_terms"] and
  options["linearize_binary_proximal_terms"] after the _fwph_options
  merge, mirroring the existing pattern in ph_hub.
- opt/fwph.py _options_checks_fw: gate the two warning prints on
  self.cylinder_rank == 0 so HPC runs don't emit N copies of the same
  message.

Fixes #274

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

* test: cover FWPH linearize_* forwarding and warning paths

Adds two test classes to test_config.py:

- TestFWPHLinearizeForwarding asserts cfg_vanilla.fwph_hub and
  cfg_vanilla.fwph_spoke copy cfg.linearize_proximal_terms and
  cfg.linearize_binary_proximal_terms into the options dict (the
  forwarding lines added in this PR).
- TestFWPHOptionsChecksWarnings drives FWPH._options_checks_fw with a
  stub and verifies the rank-0 warning prints fire (and stay silent
  on non-zero ranks) and that the offending flags are cleared.

Covers the patch lines codecov flagged on PR 710.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

---------

Co-authored-by: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

Author: DLWoodruff

mpisppy/opt/fwph.py

@@ -931,16 +931,18 @@ def _options_checks_fw(self):
         #    proximal terms (no binary variables allowed in FWPH QPs)
         if ('linearize_binary_proximal_terms' in self.options
             and self.options['linearize_binary_proximal_terms']):
-            print('Warning: linearize_binary_proximal_terms cannot be used '
-                  'with the FWPH algorithm. Ignoring...')
+            if self.cylinder_rank == 0:
+                print('Warning: linearize_binary_proximal_terms cannot be used '
+                      'with the FWPH algorithm. Ignoring...')
             self.options['linearize_binary_proximal_terms'] = False
 
         # 3b. Check that the user did not specify the linearization of all
         #    proximal terms (FWPH QPs should be QPs)
         if ('linearize_proximal_terms' in self.options
             and self.options['linearize_proximal_terms']):
-            print('Warning: linearize_proximal_terms cannot be used '
-                  'with the FWPH algorithm. Ignoring...')
+            if self.cylinder_rank == 0:
+                print('Warning: linearize_proximal_terms cannot be used '
+                      'with the FWPH algorithm. Ignoring...')
             self.options['linearize_proximal_terms'] = False
 
         # 4. Provide a time limit of inf if the user did not specify

mpisppy/tests/test_config.py

@@ -548,5 +548,113 @@ def test_coeff_rho_args_added(self):
         self.assertIn("coeff_rho", cfg)
 
 
+class TestFWPHLinearizeForwarding(unittest.TestCase):
+    """The fwph_hub / fwph_spoke factories must forward
+    cfg.linearize_proximal_terms and cfg.linearize_binary_proximal_terms
+    into the options dict so FWPH._options_checks_fw can warn that
+    FWPH cannot honor them (issue #274)."""
+
+    def _make_cfg(self, lin_prox=True, lin_bin=True):
+        cfg = Config()
+        cfg.popular_args()
+        cfg.ph_args()
+        cfg.fwph_args()
+        cfg.two_sided_args()
+        cfg.solver_name = "gurobi"
+        cfg.linearize_proximal_terms = lin_prox
+        cfg.linearize_binary_proximal_terms = lin_bin
+        return cfg
+
+    def _beans(self, cfg):
+        # placeholder values for the positional args of the factories;
+        # nothing here is actually called because the factories just
+        # stuff them into the returned dict.
+        return dict(
+            scenario_creator=lambda *a, **kw: None,
+            scenario_denouement=None,
+            all_scenario_names=["Scenario1"],
+        )
+
+    def test_fwph_hub_forwards_linearize_options(self):
+        import mpisppy.utils.cfg_vanilla as vanilla
+        cfg = self._make_cfg(lin_prox=True, lin_bin=True)
+        hub = vanilla.fwph_hub(cfg, **self._beans(cfg))
+        opts = hub["opt_kwargs"]["options"]
+        self.assertTrue(opts["linearize_proximal_terms"])
+        self.assertTrue(opts["linearize_binary_proximal_terms"])
+
+    def test_fwph_spoke_forwards_linearize_options(self):
+        import mpisppy.utils.cfg_vanilla as vanilla
+        cfg = self._make_cfg(lin_prox=True, lin_bin=True)
+        spoke = vanilla.fwph_spoke(cfg, **self._beans(cfg))
+        opts = spoke["opt_kwargs"]["options"]
+        self.assertTrue(opts["linearize_proximal_terms"])
+        self.assertTrue(opts["linearize_binary_proximal_terms"])
+
+    def test_fwph_hub_forwards_false_when_off(self):
+        import mpisppy.utils.cfg_vanilla as vanilla
+        cfg = self._make_cfg(lin_prox=False, lin_bin=False)
+        hub = vanilla.fwph_hub(cfg, **self._beans(cfg))
+        opts = hub["opt_kwargs"]["options"]
+        self.assertFalse(opts["linearize_proximal_terms"])
+        self.assertFalse(opts["linearize_binary_proximal_terms"])
+
+
+class TestFWPHOptionsChecksWarnings(unittest.TestCase):
+    """FWPH._options_checks_fw must print a warning (rank 0 only) when
+    linearize_proximal_terms or linearize_binary_proximal_terms is on,
+    and must clear the flag so the QP solve proceeds."""
+
+    def _stub(self, lin_prox=False, lin_bin=False, rank=0):
+        import types
+        stub = types.SimpleNamespace()
+        stub.cylinder_rank = rank
+        stub.options = {
+            "linearize_proximal_terms": lin_prox,
+            "linearize_binary_proximal_terms": lin_bin,
+        }
+        stub.FW_options = {
+            "FW_iter_limit": 1,
+            "FW_weight": 0.0,
+            "FW_conv_thresh": 1e-4,
+            "solver_name": "gurobi",
+        }
+        return stub
+
+    def _run(self, stub):
+        import io
+        import contextlib
+        from mpisppy.opt.fwph import FWPH
+        buf = io.StringIO()
+        with contextlib.redirect_stdout(buf):
+            FWPH._options_checks_fw(stub)
+        return buf.getvalue()
+
+    def test_warn_and_clear_linearize_proximal_on_rank0(self):
+        stub = self._stub(lin_prox=True, rank=0)
+        out = self._run(stub)
+        self.assertIn("linearize_proximal_terms cannot be used", out)
+        self.assertFalse(stub.options["linearize_proximal_terms"])
+
+    def test_warn_and_clear_linearize_binary_proximal_on_rank0(self):
+        stub = self._stub(lin_bin=True, rank=0)
+        out = self._run(stub)
+        self.assertIn("linearize_binary_proximal_terms cannot be used", out)
+        self.assertFalse(stub.options["linearize_binary_proximal_terms"])
+
+    def test_no_warning_on_nonzero_rank(self):
+        stub = self._stub(lin_prox=True, lin_bin=True, rank=1)
+        out = self._run(stub)
+        self.assertEqual(out, "")
+        # flag is still cleared regardless of rank
+        self.assertFalse(stub.options["linearize_proximal_terms"])
+        self.assertFalse(stub.options["linearize_binary_proximal_terms"])
+
+    def test_no_warning_when_flags_off(self):
+        stub = self._stub(lin_prox=False, lin_bin=False, rank=0)
+        out = self._run(stub)
+        self.assertEqual(out, "")
+
+
 if __name__ == "__main__":
     unittest.main()

mpisppy/utils/cfg_vanilla.py

@@ -409,6 +409,14 @@ def fwph_hub(cfg,
 
     options.update(_fwph_options(cfg))
 
+    # Forward linearize_* options so FWPH._options_checks_fw can warn that
+    # FWPH cannot honor them. Without this forwarding, the user sets
+    # --linearize-proximal-terms, FWPH never sees it in self.options, and
+    # there is no warning when FWPH proceeds with its (intended) quadratic
+    # objective.
+    options["linearize_proximal_terms"] = cfg.linearize_proximal_terms
+    options["linearize_binary_proximal_terms"] = cfg.linearize_binary_proximal_terms
+
     hub_dict = {
         "hub_class": FWPHHub,
         "hub_kwargs": {"options": {"rel_gap": cfg.rel_gap,
@@ -773,6 +781,11 @@ def fwph_spoke(
 
     options.update(_fwph_options(cfg))
 
+    # Match fwph_hub: forward linearize_* so FWPH._options_checks_fw can
+    # warn that FWPH cannot honor them. See the comment in fwph_hub.
+    options["linearize_proximal_terms"] = cfg.linearize_proximal_terms
+    options["linearize_binary_proximal_terms"] = cfg.linearize_binary_proximal_terms
+
     fw_dict = {
         "spoke_class": FrankWolfeOuterBound,
         "opt_class": FWPH,