def test_ellipsoidal_cons_lb_root(self):
m = pe.ConcreteModel()
m.x = pe.Var(range(2))
m.U = ro.UncSet()
m.w = ro.UncParam(range(2), nominal=(1, 2), uncset=m.U)
expr = ((m.w[0] - 1)**2 + 0.1 * (m.w[0] - 1) * (m.w[1] - 2) +
(m.w[1] - 2)**2 <= 0.1)
m.U.cons = pe.Constraint(expr=expr)
expr = pe.sum_product(m.w, m.x)
m.cons = pe.Constraint(expr=2 <= expr)
m.obj = pe.Objective(expr=m.x[0], sense=pe.minimize)
t = ro.EllipsoidalTransformation()
t.apply_to(m, root=True)
self.assertFalse(m.cons.active)
self.assertTrue(hasattr(m, 'cons_counterpart'))
self.assertTrue(hasattr(m.cons_counterpart, 'lower'))
self.assertTrue(hasattr(m.cons_counterpart.lower, 'rob'))
def test_ellipsoidal_obj_max_root(self):
m = pe.ConcreteModel()
m.x = pe.Var(range(2))
m.U = ro.UncSet()
m.w = ro.UncParam(range(2), nominal=(1, 2), uncset=m.U)
expr = ((m.w[0] - 1)**2 + 0.1 * (m.w[0] - 1) * (m.w[1] - 2) +
(m.w[1] - 2)**2 <= 0.1)
m.U.cons = pe.Constraint(expr=expr)
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.EllipsoidalTransformation()
t.apply_to(m, root=True)
self.assertFalse(m.obj.active)
self.assertTrue(hasattr(m, 'obj_counterpart'))
self.assertFalse(hasattr(m.obj_counterpart, 'det'))
self.assertTrue(hasattr(m.obj_counterpart, 'rob'))
self.assertIs(m.obj_counterpart.rob.sense, pe.maximize)