def test_cut_is_correct_facet_rescaled_inf_norm(self):
m = models.to_break_constraint_tolerances()
# This would give two cuts, the second improving by about 0.05, without
# the tighter threshold.
TransformationFactory('gdp.cuttingplane').apply_to(
m, norm=float('inf'), cut_filtering_threshold=0.1)
self.check_cut_is_correct_facet_rescaled(m)
def test_cut_is_correct_facet_rescaled_fme(self):
m = models.to_break_constraint_tolerances()
TransformationFactory('gdp.cuttingplane').apply_to(
m, create_cuts=create_cuts_fme, post_process_cut=None)
cuts = m._pyomo_gdp_cuttingplane_transformation.cuts
self.assertEqual(len(cuts), 1)
# we don't get a whole facet. We get 0 <= 129y_1 + 123y_2 - x - y, which
# is the sum of two facets:
# 0 <= 2y_1 + 120y_2 - x and
# 0 <= 127y_1 + 3y_2 - y
# But this is valid and the only cut needed, so we won't complain.
cut_extreme_points = [
(1,0,2,127),
(0,1,120,3)
]
for pt in cut_extreme_points:
m.x.fix(pt[2])
m.y.fix(pt[3])
m.disjunct1.indicator_var.fix(pt[0])
m.disjunct2.indicator_var.fix(pt[1])
# tiny bit of numerical error
self.assertAlmostEqual(value(cuts[0].lower), value(cuts[0].body))
self.assertLessEqual(value(cuts[0].lower), value(cuts[0].body))
def test_cuts_valid_at_extreme_pts_rescaled_inf_norm(self):
m = models.to_break_constraint_tolerances()
# this cuts off by a little more than 1e-8 without the adjusted back-off
# problem tolerance
TransformationFactory('gdp.cuttingplane').apply_to(
m, norm=float('inf'), back_off_problem_tolerance=1e-7, verbose=True)
self.check_cuts_valid_at_extreme_pts_rescaled(m)
def test_cut_is_correct_facet_rescaled_projection(self):
m = models.to_break_constraint_tolerances()
TransformationFactory('gdp.cuttingplane').apply_to(m)
self.check_cut_is_correct_facet_rescaled(m)
def test_cuts_valid_at_extreme_pts_rescaled_projection(self):
m = models.to_break_constraint_tolerances()
TransformationFactory('gdp.cuttingplane').apply_to(m)
self.check_cuts_valid_at_extreme_pts_rescaled(m)
def test_cuts_valid_at_extreme_pts_rescaled_fme(self):
m = models.to_break_constraint_tolerances()
TransformationFactory('gdp.cuttingplane').apply_to(
m, create_cuts=create_cuts_fme, post_process_cut=None)
self.check_cuts_valid_at_extreme_pts_rescaled(m)
