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Unavoidable `InfeasibleConstraintException` in NL writer for variable fixed outside of bounds
Summary
If a variable is fixed to a value outside of its bounds, the NL writer throws an InfeasibleConstraintException in cache_fixed_var. This may be reasonable default behavior, but I would argue there are cases where you would want to ignore this.
My particular use case is an initialization method where I solve a sequence of small subproblems, sometimes with solvers that do not support bounds (e.g. calculate_variable_from_constraint or pyo.SolverFactory("scipy.fsolve")). The solutions may violate bounds, and I may fix some of the resulting variable values before a subsequent solve. If this subsequent solve uses the NL writer and any of the fixed variables violate their bounds, I get the above error.
The workaround is to temporarily remove bounds on fixed variables before each sub-problem solve. This is not difficult, but I thought this might be a common enough issue to warrant an option in the NL writer.
Steps to reproduce the issue
A basic example of my workflow that gives me the error is:
import pyomo.environ as pyo
from pyomo.util.calc_var_value import calculate_variable_from_constraint
m = pyo.ConcreteModel()
m.x = pyo.Var([1,2], initialize=1.0, bounds=(0, None))
m.u = pyo.Var([1,2], initialize=1.0, bounds=(0, None))
m.eq = pyo.Constraint(pyo.PositiveIntegers)
m.eq[1] = m.u[1] == 5
m.eq[2] = m.u[1] + 2 * m.u[2] == -1 + m.x[2]
m.eq[3] = m.x[1] * m.x[2] == m.u[1] + m.u[2] + 7
m.obj = pyo.Objective(expr=m.x[1]**2 + m.x[2]**2)
calculate_variable_from_constraint(m.u[1], m.eq[1])
m.u[1].fix()
m.eq[1].deactivate()
calculate_variable_from_constraint(m.u[2], m.eq[2])
m.u[2].fix()
m.eq[2].deactivate()
pyo.SolverFactory("ipopt").solve(m)
Error Message
This gives me the error:
WARNING (W1002): Setting Var 'u[2]' to a numeric value `-2.5` outside the
bounds (0, None).
...
File "/path/to/pyomo/pyomo/repn/plugins/nl_writer.py", line 2877, in cache_fixed_var
raise InfeasibleConstraintException(
pyomo.common.errors.InfeasibleConstraintException: model contains a trivially infeasible variable 'u[2]' (fixed value -2.5 outside bounds [0, None]).
Information on your system
Pyomo version: Recent main Python version: 3.9.6
