Get rid of MPI! (#61)

* Excise MPI from StructJuMP

* Small fix

Author: joehuchette

src/StructJuMP.jl

@@ -23,58 +23,13 @@ end
 # ---------------
 # StructureData
 # ---------------
-if isdefined(:MPI)
-    type MPIWrapper
-        comm::MPI.Comm
-        init::Function
-
-        function MPIWrapper()
-            instance = new(MPI.Comm(-1))
-            finalizer(instance, freeMPIWrapper)
-
-            instance.init = function(ucomm::MPI.Comm)
-                if isdefined(:MPI) && MPI.Initialized() && ucomm.val == -1
-                    instance.comm = MPI.COMM_WORLD
-                elseif isdefined(:MPI) && !MPI.Initialized()
-                    MPI.Init()
-                    instance.comm = MPI.COMM_WORLD
-                elseif isdefined(:MPI) && MPI.Initialized() && ucomm.val != -1
-                    instance.comm = ucomm
-                elseif isdefined(:MPI) && MPI.Finalized()
-                    error("MPI is already finalized!")
-                else
-                    #doing nothing
-                end
-            end
-
-            return instance
-        end
-
-    end
-    function freeMPIWrapper(instance::MPIWrapper)
-        if isdefined(:MPI) && MPI.Initialized() && !MPI.Finalized()
-            MPI.Finalize()
-        end
-    end
-
-    const mpiWrapper = MPIWrapper();
-
-    type StructureData
-        probability::Dict{Int,Float64}
-        children::Dict{Int,JuMP.Model}
-        parent
-        num_scen::Int
-        othermap::Dict{JuMP.Variable,JuMP.Variable}
-        mpiWrapper::MPIWrapper
-    end
-else
-    type StructureData
-        probability::Dict{Int,Float64}
-        children::Dict{Int,JuMP.Model}
-        parent
-        num_scen::Int
-        othermap::Dict{JuMP.Variable,JuMP.Variable}
-    end
+type StructureData
+    probability::Dict{Int,Float64}
+    children::Dict{Int,JuMP.Model}
+    parent
+    num_scen::Int
+    othermap::Dict{JuMP.Variable,JuMP.Variable}
+    MPIWrapper # Empty unless StructJuMPwithMPI fills it
 end
 default_probability(m::JuMP.Model) = 1 / num_scenarios(m)
 default_probability(::Void) = 1.0
@@ -96,14 +51,21 @@ function structprinthook(io::IO, m::Model)
     end
 end
 
+type DummyMPIWrapper
+    comm::Int
+    init::Function
+
+    DummyMPIWrapper() = new(-1,identity)
+end
+const dummy_mpi_wrapper = DummyMPIWrapper()
+
 # Constructor with the number of scenarios
-function StructuredModel(;solver=JuMP.UnsetSolver(), parent=nothing, same_children_as=nothing, id=0, comm=isdefined(:MPI) ? MPI.Comm(-1) : -1, num_scenarios::Int=0, prob::Float64=default_probability(parent))
+function StructuredModel(;solver=JuMP.UnsetSolver(), parent=nothing, same_children_as=nothing, id=0, comm=nothing, num_scenarios::Int=0, prob::Float64=default_probability(parent), mpi_wrapper=dummy_mpi_wrapper)
+    _comm = (comm == nothing ? mpi_wrapper.comm : comm)
     m = JuMP.Model(solver=solver)
     if parent === nothing
         id = 0
-        if isdefined(:MPI)
-            mpiWrapper.init(comm)
-        end
+        mpi_wrapper.init(_comm)
         if isdefined(:StructJuMPSolverInterface)
             JuMP.setsolvehook(m,StructJuMPSolverInterface.sj_solve)
         end
@@ -115,20 +77,16 @@ function StructuredModel(;solver=JuMP.UnsetSolver(), parent=nothing, same_childr
     end
 
     if same_children_as !== nothing
-      if !isa(same_children_as, JuMP.Model) || !haskey(same_children_as.ext, :Stochastic)
-        error("The JuMP model given for the argument `same_children_as' is not valid. Please create it using the `StructuredModel' function.")
-      end
-      probability = same_children_as.ext[:Stochastic].probability
-      children = same_children_as.ext[:Stochastic].children
-    else
-      probability = Dict{Int, Float64}()
-      children = Dict{Int, JuMP.Model}()
-    end
-    if isdefined(:MPI)
-        m.ext[:Stochastic] = StructureData(probability, children, parent, num_scenarios, Dict{JuMP.Variable,JuMP.Variable}(), mpiWrapper)
+        if !isa(same_children_as, JuMP.Model) || !haskey(same_children_as.ext, :Stochastic)
+            error("The JuMP model given for the argument `same_children_as' is not valid. Please create it using the `StructuredModel' function.")
+        end
+        probability = same_children_as.ext[:Stochastic].probability
+        children = same_children_as.ext[:Stochastic].children
     else
-        m.ext[:Stochastic] = StructureData(probability, children, parent, num_scenarios, Dict{JuMP.Variable,JuMP.Variable}())
+        probability = Dict{Int, Float64}()
+        children = Dict{Int, JuMP.Model}()
     end
+    m.ext[:Stochastic] = StructureData(probability, children, parent, num_scenarios, Dict{JuMP.Variable,JuMP.Variable}(), mpi_wrapper)
 
     # Printing children is important as well
     JuMP.setprinthook(m, structprinthook)
@@ -146,37 +104,12 @@ getchildren(m::JuMP.Model)    = getStructure(m).children::Dict{Int,JuMP.Model}
 getprobability(m::JuMP.Model) = getStructure(m).probability::Dict{Int, Float64}
 num_scenarios(m::JuMP.Model)  = getStructure(m).num_scen::Int
 
-
-function getMyRank()
-    myrank = 0;
-    mysize = 1;
-    if isdefined(:MPI) && MPI.Initialized() && !MPI.Finalized()
-        comm = MPI.COMM_WORLD
-        mysize = MPI.Comm_size(comm)
-        myrank = MPI.Comm_rank(comm)
-    end
-    return myrank,mysize
-end
-
-function getProcIdxSet(numScens::Integer)
-    mysize = 1;
-    myrank = 0;
-    if isdefined(:MPI) == true && MPI.Initialized() == true
-        comm = MPI.COMM_WORLD
-        mysize = MPI.Comm_size(comm)
-        myrank = MPI.Comm_rank(comm)
-    end
-    # Why don't we just take a round-and-robin?
-    proc_idx_set = Int[];
-    for s = myrank:mysize:(numScens-1)
-        push!(proc_idx_set, s+1);
-    end
-    return proc_idx_set;
-end
+getProcIdxSet(dummy_mpi_wrapper::DummyMPIWrapper, num_scenarios) = 1:num_scenarios
 
 function getProcIdxSet(m::JuMP.Model)
+    haskey(m.ext[:Stochastic]) || error("Cannot use @second_stage without using the StructuredModel constructor")
     numScens = num_scenarios(m)
-    return getProcIdxSet(numScens)
+    return getProcIdxSet(getStructure(m).mpi_wrapper, numScens)
 end
 
 macro second_stage(m,ind,code)