def __init__(self, *args, **kwds):
IndexedVar.__init__(self, Any, **kwds)
# Constructor for ComponentDict needs to
# go last in order to handle any initialization
# iterable as an argument
ComponentDict.__init__(self,
_VarData,
*args,
**kwds)
def is_bounded(self, config):
"""
Return True if the uncertainty set is bounded, else False.
"""
# === Determine bounds on all uncertain params
bounding_model = ConcreteModel()
bounding_model.util = Block() # So that boundedness checks work for Cardinality and FactorModel sets
bounding_model.uncertain_param_vars = IndexedVar(range(len(config.uncertain_params)), initialize=1)
for idx, param in enumerate(config.uncertain_params):
bounding_model.uncertain_param_vars[idx].value = param.value
bounding_model.add_component("uncertainty_set_constraint",
config.uncertainty_set.set_as_constraint(
uncertain_params=bounding_model.uncertain_param_vars,
model=bounding_model,
config=config
))
for idx, param in enumerate(list(bounding_model.uncertain_param_vars.values())):
bounding_model.add_component("lb_obj_" + str(idx), Objective(expr=param, sense=minimize))
bounding_model.add_component("ub_obj_" + str(idx), Objective(expr=param, sense=maximize))
for o in bounding_model.component_data_objects(Objective):
o.deactivate()
for i in range(len(bounding_model.uncertain_param_vars)):
for limit in ("lb", "ub"):
getattr(bounding_model, limit + "_obj_" + str(i)).activate()
res = config.global_solver.solve(bounding_model, tee=False)
getattr(bounding_model, limit + "_obj_" + str(i)).deactivate()
if not check_optimal_termination(res):
return False
return True
def add_bounds_for_uncertain_parameters(model, config):
'''
This function solves a set of optimization problems to determine bounds on the uncertain parameters
given the uncertainty set description. These bounds will be added as additional constraints to the uncertainty_set_constr
constraint. Should only be called once set_as_constraint() has been called on the separation_model object.
:param separation_model: the model on which to add the bounds
:param config: solver config
:return:
'''
# === Determine bounds on all uncertain params
uncertain_param_bounds = []
bounding_model = ConcreteModel()
bounding_model.util = Block()
bounding_model.util.uncertain_param_vars = IndexedVar(
model.util.uncertain_param_vars.index_set())
for tup in model.util.uncertain_param_vars.items():
bounding_model.util.uncertain_param_vars[tup[0]].value = tup[1].value
bounding_model.add_component(
"uncertainty_set_constraint",
config.uncertainty_set.set_as_constraint(
uncertain_params=bounding_model.util.uncertain_param_vars,
model=bounding_model,
config=config))
for idx, param in enumerate(
list(bounding_model.util.uncertain_param_vars.values())):
bounding_model.add_component("lb_obj_" + str(idx),
Objective(expr=param, sense=minimize))
bounding_model.add_component("ub_obj_" + str(idx),
Objective(expr=param, sense=maximize))
for o in bounding_model.component_data_objects(Objective):
o.deactivate()
for i in range(len(bounding_model.util.uncertain_param_vars)):
bounds = []
for limit in ("lb", "ub"):
getattr(bounding_model, limit + "_obj_" + str(i)).activate()
res = config.global_solver.solve(bounding_model, tee=False)
bounds.append(bounding_model.util.uncertain_param_vars[i].value)
getattr(bounding_model, limit + "_obj_" + str(i)).deactivate()
uncertain_param_bounds.append(bounds)
# === Add bounds as constraints to uncertainty_set_constraint ConstraintList
for idx, bound in enumerate(uncertain_param_bounds):
model.util.uncertain_param_vars[idx].setlb(bound[0])
model.util.uncertain_param_vars[idx].setub(bound[1])
return