def test_pop(self):
cset = ComponentSet()
self.assertEqual(len(cset), 0)
with self.assertRaises(KeyError):
cset.pop()
v = variable()
cset.add(v)
self.assertTrue(v in cset)
self.assertEqual(len(cset), 1)
v_ = cset.pop()
self.assertIs(v, v_)
self.assertTrue(v not in cset)
self.assertEqual(len(cset), 0)
def fbbt_block(m, tol=1e-4):
"""
Feasibility based bounds tightening (FBBT) for a block or model. This
loops through all of the constraints in the block and performs
FBBT on each constraint (see the docstring for fbbt_con()).
Through this processes, any variables whose bounds improve
by more than tol are collected, and FBBT is
performed again on all constraints involving those variables.
This process is continued until no variable bounds are improved
by more than tol.
Parameters
----------
m: pyomo.core.base.block.Block or pyomo.core.base.PyomoModel.ConcreteModel
tol: float
"""
var_to_con_map = ComponentMap()
var_lbs = ComponentMap()
var_ubs = ComponentMap()
for c in m.component_data_objects(ctype=Constraint, active=True,
descend_into=True, sort=True):
for v in identify_variables(c.body):
if v not in var_to_con_map:
var_to_con_map[v] = list()
if v.lb is None:
var_lbs[v] = -math.inf
else:
var_lbs[v] = value(v.lb)
if v.ub is None:
var_ubs[v] = math.inf
else:
var_ubs[v] = value(v.ub)
var_to_con_map[v].append(c)
improved_vars = ComponentSet()
for c in m.component_data_objects(ctype=Constraint, active=True,
descend_into=True, sort=True):
fbbt_con(c)
for v in identify_variables(c.body):
if v.lb is not None:
if value(v.lb) > var_lbs[v] + tol:
improved_vars.add(v)
var_lbs[v] = value(v.lb)
if v.ub is not None:
if value(v.ub) < var_ubs[v] - tol:
improved_vars.add(v)
var_ubs[v] = value(v.ub)
while len(improved_vars) > 0:
v = improved_vars.pop()
for c in var_to_con_map[v]:
fbbt_con(c)
for _v in identify_variables(c.body):
if _v.lb is not None:
if value(_v.lb) > var_lbs[_v] + tol:
improved_vars.add(_v)
var_lbs[_v] = value(_v.lb)
if _v.ub is not None:
if value(_v.ub) < var_ubs[_v] - tol:
improved_vars.add(_v)
var_ubs[_v] = value(_v.ub)
def fbbt_block(m,
tol=1e-4,
deactivate_satisfied_constraints=False,
integer_tol=1e-5,
infeasible_tol=1e-8):
"""
Feasibility based bounds tightening (FBBT) for a block or model. This
loops through all of the constraints in the block and performs
FBBT on each constraint (see the docstring for fbbt_con()).
Through this processes, any variables whose bounds improve
by more than tol are collected, and FBBT is
performed again on all constraints involving those variables.
This process is continued until no variable bounds are improved
by more than tol.
Parameters
----------
m: pyomo.core.base.block.Block or pyomo.core.base.PyomoModel.ConcreteModel
tol: float
deactivate_satisfied_constraints: bool
If deactivate_satisfied_constraints is True and a constraint is always satisfied, then the constranit
will be deactivated
integer_tol: float
If the lower bound computed on a binary variable is less than or equal to integer_tol, then the
lower bound is left at 0. Otherwise, the lower bound is increased to 1. If the upper bound computed
on a binary variable is greater than or equal to 1-integer_tol, then the upper bound is left at 1.
Otherwise the upper bound is decreased to 0.
infeasible_tol: float
If the bounds computed on the body of a constraint violate the bounds of the constraint by more than
infeasible_tol, then the constraint is considered infeasible and an exception is raised.
Returns
-------
new_var_bounds: ComponentMap
A ComponentMap mapping from variables a tuple containing the lower and upper bounds, respectively, computed
from FBBT.
"""
new_var_bounds = ComponentMap()
var_to_con_map = ComponentMap()
var_lbs = ComponentMap()
var_ubs = ComponentMap()
for c in m.component_data_objects(ctype=Constraint,
active=True,
descend_into=True,
sort=True):
for v in identify_variables(c.body):
if v not in var_to_con_map:
var_to_con_map[v] = list()
if v.lb is None:
var_lbs[v] = -math.inf
else:
var_lbs[v] = value(v.lb)
if v.ub is None:
var_ubs[v] = math.inf
else:
var_ubs[v] = value(v.ub)
var_to_con_map[v].append(c)
for _v in m.component_data_objects(ctype=Var,
active=True,
descend_into=True,
sort=True):
if _v.is_fixed():
_v.setlb(_v.value)
_v.setub(_v.value)
new_var_bounds[_v] = (_v.value, _v.value)
improved_vars = ComponentSet()
for c in m.component_data_objects(ctype=Constraint,
active=True,
descend_into=True,
sort=True):
_new_var_bounds = fbbt_con(
c,
deactivate_satisfied_constraints=deactivate_satisfied_constraints,
integer_tol=integer_tol,
infeasible_tol=infeasible_tol)
new_var_bounds.update(_new_var_bounds)
for v, bnds in _new_var_bounds.items():
vlb, vub = bnds
if vlb is not None:
if vlb > var_lbs[v] + tol:
improved_vars.add(v)
var_lbs[v] = vlb
if vub is not None:
if vub < var_ubs[v] - tol:
improved_vars.add(v)
var_ubs[v] = vub
while len(improved_vars) > 0:
v = improved_vars.pop()
for c in var_to_con_map[v]:
_new_var_bounds = fbbt_con(c,
deactivate_satisfied_constraints=
deactivate_satisfied_constraints,
integer_tol=integer_tol,
infeasible_tol=infeasible_tol)
new_var_bounds.update(_new_var_bounds)
for _v, bnds in _new_var_bounds.items():
_vlb, _vub = bnds
if _vlb is not None:
if _vlb > var_lbs[_v] + tol:
improved_vars.add(_v)
var_lbs[_v] = _vlb
if _vub is not None:
if _vub < var_ubs[_v] - tol:
improved_vars.add(_v)
var_ubs[_v] = _vub
return new_var_bounds
def fbbt_block(m, tol=1e-4, deactivate_satisfied_constraints=False, integer_tol=1e-5, infeasible_tol=1e-8):
"""
Feasibility based bounds tightening (FBBT) for a block or model. This
loops through all of the constraints in the block and performs
FBBT on each constraint (see the docstring for fbbt_con()).
Through this processes, any variables whose bounds improve
by more than tol are collected, and FBBT is
performed again on all constraints involving those variables.
This process is continued until no variable bounds are improved
by more than tol.
Parameters
----------
m: pyomo.core.base.block.Block or pyomo.core.base.PyomoModel.ConcreteModel
tol: float
deactivate_satisfied_constraints: bool
If deactivate_satisfied_constraints is True and a constraint is always satisfied, then the constranit
will be deactivated
integer_tol: float
If the lower bound computed on a binary variable is less than or equal to integer_tol, then the
lower bound is left at 0. Otherwise, the lower bound is increased to 1. If the upper bound computed
on a binary variable is greater than or equal to 1-integer_tol, then the upper bound is left at 1.
Otherwise the upper bound is decreased to 0.
infeasible_tol: float
If the bounds computed on the body of a constraint violate the bounds of the constraint by more than
infeasible_tol, then the constraint is considered infeasible and an exception is raised.
Returns
-------
new_var_bounds: ComponentMap
A ComponentMap mapping from variables a tuple containing the lower and upper bounds, respectively, computed
from FBBT.
"""
new_var_bounds = ComponentMap()
var_to_con_map = ComponentMap()
var_lbs = ComponentMap()
var_ubs = ComponentMap()
for c in m.component_data_objects(ctype=Constraint, active=True,
descend_into=True, sort=True):
for v in identify_variables(c.body):
if v not in var_to_con_map:
var_to_con_map[v] = list()
if v.lb is None:
var_lbs[v] = -math.inf
else:
var_lbs[v] = value(v.lb)
if v.ub is None:
var_ubs[v] = math.inf
else:
var_ubs[v] = value(v.ub)
var_to_con_map[v].append(c)
for _v in m.component_data_objects(ctype=Var, active=True, descend_into=True, sort=True):
if _v.is_fixed():
_v.setlb(_v.value)
_v.setub(_v.value)
new_var_bounds[_v] = (_v.value, _v.value)
improved_vars = ComponentSet()
for c in m.component_data_objects(ctype=Constraint, active=True,
descend_into=True, sort=True):
_new_var_bounds = fbbt_con(c, deactivate_satisfied_constraints=deactivate_satisfied_constraints,
integer_tol=integer_tol, infeasible_tol=infeasible_tol)
new_var_bounds.update(_new_var_bounds)
for v, bnds in _new_var_bounds.items():
vlb, vub = bnds
if vlb is not None:
if vlb > var_lbs[v] + tol:
improved_vars.add(v)
var_lbs[v] = vlb
if vub is not None:
if vub < var_ubs[v] - tol:
improved_vars.add(v)
var_ubs[v] = vub
while len(improved_vars) > 0:
v = improved_vars.pop()
for c in var_to_con_map[v]:
_new_var_bounds = fbbt_con(c, deactivate_satisfied_constraints=deactivate_satisfied_constraints,
integer_tol=integer_tol, infeasible_tol=infeasible_tol)
new_var_bounds.update(_new_var_bounds)
for _v, bnds in _new_var_bounds.items():
_vlb, _vub = bnds
if _vlb is not None:
if _vlb > var_lbs[_v] + tol:
improved_vars.add(_v)
var_lbs[_v] = _vlb
if _vub is not None:
if _vub < var_ubs[_v] - tol:
improved_vars.add(_v)
var_ubs[_v] = _vub
return new_var_bounds
