def get_configuration(key):
config = ConfigDict()
config.declare('print_callback_message',
ConfigValue(domain=bool,
description='Print a message when callback is called',
default=False)).declare_as_argument(f'--{key}.print-callback-message')
return config
def get_configuration(config):
ans = ConfigDict()
ans.declare('key1', ConfigValue(default=0, domain=int))
ans.declare('key2', ConfigValue(default=5, domain=str))
return ans(config)
def _trf_config():
"""
Generate the configuration dictionary.
The user may change the configuration options during the instantiation
of the trustregion solver:
>>> optTRF = SolverFactory('trustregion',
... solver='ipopt',
... maximum_iterations=50,
... minimum_radius=1e-5,
... verbose=True)
The user may also update the configuration after instantiation:
>>> optTRF = SolverFactory('trustregion')
>>> optTRF._CONFIG.trust_radius = 0.5
The user may also update the configuration as part of the solve call:
>>> optTRF = SolverFactory('trustregion')
>>> optTRF.solve(model, decision_variables, trust_radius=0.5)
Returns
-------
CONFIG : ConfigDict
This holds all configuration options to be passed to the TRF solver.
"""
CONFIG = ConfigDict('TrustRegion')
### Solver options
CONFIG.declare(
'solver',
ConfigValue(default='ipopt',
description='Solver to use. Default = ``ipopt``.'))
CONFIG.declare(
'keepfiles',
ConfigValue(default=False,
domain=Bool,
description="Optional. Whether or not to "
"write files of sub-problems for use in debugging. "
"Default = False."))
CONFIG.declare(
'tee',
ConfigValue(default=False,
domain=Bool,
description="Optional. Sets the ``tee`` "
"for sub-solver(s) utilized. "
"Default = False."))
### Trust Region specific options
CONFIG.declare(
'verbose',
ConfigValue(default=False,
domain=Bool,
description="Optional. When True, print each "
"iteration's relevant information to the console "
"as well as to the log. "
"Default = False."))
CONFIG.declare(
'trust_radius',
ConfigValue(default=1.0,
domain=PositiveFloat,
description="Initial trust region radius ``delta_0``. "
"Default = 1.0."))
CONFIG.declare(
'minimum_radius',
ConfigValue(
default=1e-6,
domain=PositiveFloat,
description="Minimum allowed trust region radius ``delta_min``. "
"Default = 1e-6."))
CONFIG.declare(
'maximum_radius',
ConfigValue(
default=CONFIG.trust_radius * 100,
domain=PositiveFloat,
description="Maximum allowed trust region radius. If trust region "
"radius reaches maximum allowed, solver will exit. "
"Default = 100 * trust_radius."))
CONFIG.declare(
'maximum_iterations',
ConfigValue(default=50,
domain=PositiveInt,
description="Maximum allowed number of iterations. "
"Default = 50."))
### Termination options
CONFIG.declare(
'feasibility_termination',
ConfigValue(
default=1e-5,
domain=PositiveFloat,
description=
"Feasibility measure termination tolerance ``epsilon_theta``. "
"Default = 1e-5."))
CONFIG.declare(
'step_size_termination',
ConfigValue(
default=CONFIG.feasibility_termination,
domain=PositiveFloat,
description="Step size termination tolerance ``epsilon_s``. "
"Matches the feasibility termination tolerance by default."))
### Switching Condition options
CONFIG.declare(
'minimum_feasibility',
ConfigValue(default=1e-4,
domain=PositiveFloat,
description="Minimum feasibility measure ``theta_min``. "
"Default = 1e-4."))
CONFIG.declare(
'switch_condition_kappa_theta',
ConfigValue(
default=0.1,
domain=In(NumericRange(0, 1, 0, (False, False))),
description="Switching condition parameter ``kappa_theta``. "
"Contained in open set (0, 1). "
"Default = 0.1."))
CONFIG.declare(
'switch_condition_gamma_s',
ConfigValue(default=2.0,
domain=PositiveFloat,
description="Switching condition parameter ``gamma_s``. "
"Must satisfy: ``gamma_s > 1/(1+mu)`` where ``mu`` "
"is contained in set (0, 1]. "
"Default = 2.0."))
### Trust region update/ratio test parameters
CONFIG.declare(
'radius_update_param_gamma_c',
ConfigValue(
default=0.5,
domain=In(NumericRange(0, 1, 0, (False, False))),
description="Lower trust region update parameter ``gamma_c``. "
"Default = 0.5."))
CONFIG.declare(
'radius_update_param_gamma_e',
ConfigValue(
default=2.5,
domain=In(NumericRange(1, None, 0)),
description="Upper trust region update parameter ``gamma_e``. "
"Default = 2.5."))
CONFIG.declare(
'ratio_test_param_eta_1',
ConfigValue(default=0.05,
domain=In(NumericRange(0, 1, 0, (False, False))),
description="Lower ratio test parameter ``eta_1``. "
"Must satisfy: ``0 < eta_1 <= eta_2 < 1``. "
"Default = 0.05."))
CONFIG.declare(
'ratio_test_param_eta_2',
ConfigValue(default=0.2,
domain=In(NumericRange(0, 1, 0, (False, False))),
description="Lower ratio test parameter ``eta_2``. "
"Must satisfy: ``0 < eta_1 <= eta_2 < 1``. "
"Default = 0.2."))
### Filter
CONFIG.declare(
'maximum_feasibility',
ConfigValue(
default=50.0,
domain=PositiveFloat,
description="Maximum allowable feasibility measure ``theta_max``. "
"Parameter for use in filter method."
"Default = 50.0."))
CONFIG.declare(
'param_filter_gamma_theta',
ConfigValue(
default=0.01,
domain=In(NumericRange(0, 1, 0, (False, False))),
description="Fixed filter parameter ``gamma_theta`` within (0, 1). "
"Default = 0.01"))
CONFIG.declare(
'param_filter_gamma_f',
ConfigValue(
default=0.01,
domain=In(NumericRange(0, 1, 0, (False, False))),
description="Fixed filter parameter ``gamma_f`` within (0, 1). "
"Default = 0.01"))
return CONFIG
def pyros_config():
CONFIG = ConfigDict('PyROS')
# ================================================
# === Options common to all solvers
# ================================================
CONFIG.declare(
'time_limit',
ConfigValue(
default=None,
domain=NonNegativeFloat,
description="Optional. Default = None. "
"Total allotted time for the execution of the PyROS solver in seconds "
"(includes time spent in sub-solvers). 'None' is no time limit."))
CONFIG.declare(
'keepfiles',
ConfigValue(
default=False,
domain=bool,
description=
"Optional. Default = False. Whether or not to write files of sub-problems for use in debugging. "
"Must be paired with a writable directory supplied via ``subproblem_file_directory``."
))
CONFIG.declare(
'tee',
ConfigValue(
default=False,
domain=bool,
description=
"Optional. Default = False. Sets the ``tee`` for all sub-solvers utilized."
))
CONFIG.declare(
'load_solution',
ConfigValue(
default=True,
domain=bool,
description="Optional. Default = True. "
"Whether or not to load the final solution of PyROS into the model object."
))
# ================================================
# === Required User Inputs
# ================================================
CONFIG.declare(
"first_stage_variables",
ConfigValue(
default=[],
domain=InputDataStandardizer(Var, _VarData),
description=
"Required. List of ``Var`` objects referenced in ``model`` representing the design variables."
))
CONFIG.declare(
"second_stage_variables",
ConfigValue(
default=[],
domain=InputDataStandardizer(Var, _VarData),
description=
"Required. List of ``Var`` referenced in ``model`` representing the control variables."
))
CONFIG.declare(
"uncertain_params",
ConfigValue(
default=[],
domain=InputDataStandardizer(Param, _ParamData),
description=
"Required. List of ``Param`` referenced in ``model`` representing the uncertain parameters. MUST be ``mutable``. "
"Assumes entries are provided in consistent order with the entries of 'nominal_uncertain_param_vals' input."
))
CONFIG.declare(
"uncertainty_set",
ConfigValue(
default=None,
domain=uncertainty_sets,
description=
"Required. ``UncertaintySet`` object representing the uncertainty space "
"that the final solutions will be robust against."))
CONFIG.declare(
"local_solver",
ConfigValue(
default=None,
domain=SolverResolvable(),
description=
"Required. ``Solver`` object to utilize as the primary local NLP solver."
))
CONFIG.declare(
"global_solver",
ConfigValue(
default=None,
domain=SolverResolvable(),
description=
"Required. ``Solver`` object to utilize as the primary global NLP solver."
))
# ================================================
# === Optional User Inputs
# ================================================
CONFIG.declare(
"objective_focus",
ConfigValue(
default=ObjectiveType.nominal,
domain=ValidEnum(ObjectiveType),
description=
"Optional. Default = ``ObjectiveType.nominal``. Choice of objective function to optimize in the master problems. "
"Choices are: ``ObjectiveType.worst_case``, ``ObjectiveType.nominal``. See Note for details."
))
CONFIG.declare(
"nominal_uncertain_param_vals",
ConfigValue(
default=[],
domain=list,
description=
"Optional. Default = deterministic model ``Param`` values. List of nominal values for all uncertain parameters. "
"Assumes entries are provided in consistent order with the entries of ``uncertain_params`` input."
))
CONFIG.declare(
"decision_rule_order",
ConfigValue(
default=0,
domain=In([0, 1, 2]),
description=
"Optional. Default = 0. Order of decision rule functions for handling second-stage variable recourse. "
"Choices are: '0' for constant recourse (a.k.a. static approximation), '1' for affine recourse "
"(a.k.a. affine decision rules), '2' for quadratic recourse."))
CONFIG.declare(
"solve_master_globally",
ConfigValue(
default=False,
domain=bool,
description=
"Optional. Default = False. 'True' for the master problems to be solved with the user-supplied global solver(s); "
"or 'False' for the master problems to be solved with the user-supplied local solver(s). "
))
CONFIG.declare(
"max_iter",
ConfigValue(
default=-1,
domain=PositiveIntOrMinusOne,
description=
"Optional. Default = -1. Iteration limit for the GRCS algorithm. '-1' is no iteration limit."
))
CONFIG.declare(
"robust_feasibility_tolerance",
ConfigValue(
default=1e-4,
domain=NonNegativeFloat,
description=
"Optional. Default = 1e-4. Relative tolerance for assessing robust feasibility violation during separation phase."
))
CONFIG.declare(
"separation_priority_order",
ConfigValue(
default={},
domain=dict,
description=
"Optional. Default = {}. Dictionary mapping inequality constraint names to positive integer priorities for separation. "
"Constraints not referenced in the dictionary assume a priority of 0 (lowest priority)."
))
CONFIG.declare(
"progress_logger",
ConfigValue(
default="pyomo.contrib.pyros",
domain=a_logger,
description=
"Optional. Default = \"pyomo.contrib.pyros\". The logger object to use for reporting."
))
CONFIG.declare(
"backup_local_solvers",
ConfigValue(
default=[],
domain=SolverResolvable(),
description=
"Optional. Default = []. List of additional ``Solver`` objects to utilize as backup "
"whenever primary local NLP solver fails to identify solution to a sub-problem."
))
CONFIG.declare(
"backup_global_solvers",
ConfigValue(
default=[],
domain=SolverResolvable(),
description=
"Optional. Default = []. List of additional ``Solver`` objects to utilize as backup "
"whenever primary global NLP solver fails to identify solution to a sub-problem."
))
CONFIG.declare(
"subproblem_file_directory",
ConfigValue(
default=None,
domain=str,
description=
"Optional. Path to a directory where subproblem files and "
"logs will be written in the case that a subproblem fails to solve."
))
# ================================================
# === Advanced Options
# ================================================
CONFIG.declare(
"bypass_local_separation",
ConfigValue(
default=False,
domain=bool,
description=
"This is an advanced option. Default = False. 'True' to only use global solver(s) during separation; "
"'False' to use local solver(s) at intermediate separations, "
"using global solver(s) only before termination to certify robust feasibility. "
))
CONFIG.declare(
"bypass_global_separation",
ConfigValue(
default=False,
domain=bool,
description=
"This is an advanced option. Default = False. 'True' to only use local solver(s) during separation; "
"however, robustness of the final result will not be guaranteed. Use to expedite PyROS run when "
"global solver(s) cannot (efficiently) solve separation problems.")
)
CONFIG.declare(
"p_robustness",
ConfigValue(
default={},
domain=dict,
description=
"This is an advanced option. Default = {}. Whether or not to add p-robustness constraints to the master problems. "
"If the dictionary is empty (default), then p-robustness constraints are not added. "
"See Note for how to specify arguments."))
return CONFIG