def test_polyhedral_cons_ub(self):
m = pe.ConcreteModel()
m.x = pe.Var(range(2))
m.P = ro.UncSet()
m.w = ro.UncParam(range(2), nominal=(1, 2), uncset=m.P)
m.P.cons = pe.ConstraintList()
m.P.cons.add(pe.inequality(0.5, m.w[0], 1.5))
m.P.cons.add(pe.inequality(1.5, m.w[1], 2.5))
expr = pe.sum_product(m.w, m.x)
m.cons = pe.Constraint(expr=expr <= 2)
m.obj = pe.Objective(expr=m.x[0], sense=pe.maximize)
t = ro.PolyhedralTransformation()
t.apply_to(m)
self.assertFalse(m.cons.active)
self.assertTrue(hasattr(m, 'cons_counterpart_upper'))
def test_polyhedral_obj_max(self):
m = pe.ConcreteModel()
m.x = pe.Var(range(2))
m.P = ro.UncSet()
m.w = ro.UncParam(range(2), nominal=(1, 2), uncset=m.P)
m.P.cons = pe.ConstraintList()
m.P.cons.add(pe.inequality(0.5, m.w[0], 1.5))
m.P.cons.add(pe.inequality(1.5, m.w[1], 2.5))
expr = pe.sum_product(m.w, m.x)
m.obj = pe.Objective(expr=expr, sense=pe.maximize)
m.cons = pe.Constraint(expr=pe.quicksum(m.x[i] for i in m.x) <= 4)
t = ro.PolyhedralTransformation()
t.apply_to(m)
self.assertFalse(m.obj.active)
self.assertTrue(hasattr(m, 'obj_counterpart'))
self.assertTrue(hasattr(m, 'obj_new'))
self.assertIs(m.obj_new.sense, pe.maximize)