def addVariables(self, model):
"""
Add variables for DROMCKP problems
@ In, model, pyomo model instance, pyomo abstract model
@ Out, model, pyomo model instance, pyomo abstract model
"""
model = MCKP.addVariables(self, model)
# variables for robust optimization
model.gamma = pyomo.Var(within=pyomo.NonNegativeReals)
## the following two definitions are not equivalent for mckp, not sure why?
## From the definition of dual problem, nu should be non-negative
model.nu = pyomo.Var(model.sigma, within=pyomo.NonNegativeReals)
# model.nu = pyomo.Var(model.sigma)
return model
def addVariables(self, model):
"""
Add variables for CVaRMCKP problems
@ In, model, pyomo model instance, pyomo abstract model
@ Out, model, pyomo model instance, pyomo abstract model
"""
model = MCKP.addVariables(self, model)
# variables for CVaR optimization
model.nu = pyomo.Var(domain=pyomo.NonNegativeReals)
model.u = pyomo.Var(domain=pyomo.Reals)
# variables to retrieve additional information
model.cvar = pyomo.Var(domain=pyomo.Reals)
model.expectProfit = pyomo.Var(domain=pyomo.Reals)
return model