def pyro_sample_sp(self, size, **kwds):
assert size > 0
model = self.reference_model.clone()
scenario_tree_model = \
self._create_scenario_tree_model(size)
factory = ScenarioTreeInstanceFactory(
model=self.reference_model, scenario_tree=scenario_tree_model)
options = \
ScenarioTreeManagerClientPyro.register_options()
for key in kwds:
options[key] = kwds[key]
manager = ScenarioTreeManagerClientPyro(options, factory=factory)
try:
init = manager.initialize(async_call=True)
pcuids = ComponentMap()
for param in self.stochastic_data:
pcuids[param] = ComponentUID(param)
init.complete()
for scenario in manager.scenario_tree.scenarios:
data = []
for param, dist in self.stochastic_data.items():
data.append((pcuids[param], dist.sample()))
manager.invoke_function(
"_update_data",
thisfile,
invocation_type=InvocationType.OnScenario(scenario.name),
function_args=(data, ),
oneway_call=True)
manager.reference_model = model
except:
manager.close()
raise
return manager
def run_x_update(self, x, y, z, rho):
self._manager.invoke_function(
"EXTERNAL_update_rho",
thisfile,
invocation_type=InvocationType.PerScenario,
function_args=(rho, ),
oneway=True)
for scenario in self._manager.scenario_tree.scenarios:
self._manager.invoke_function(
"EXTERNAL_update_y",
thisfile,
invocation_type=InvocationType.OnScenario(scenario.name),
function_args=(y[scenario.name], ),
oneway=True)
self._manager.invoke_function(
"EXTERNAL_update_z",
thisfile,
invocation_type=InvocationType.PerScenario,
function_args=(z, ),
oneway=True)
self._manager.solve_scenarios()
objective = 0.0
for scenario in self._manager.scenario_tree.scenarios:
x_scenario = x[scenario.name]
x_scenario_solution = scenario._x
objective += scenario._objective
for tree_node in scenario.node_list[:-1]:
assert not tree_node.is_leaf_node()
x_node = x_scenario[tree_node.name]
x_node_solution = x_scenario_solution[tree_node.name]
for id_ in tree_node._standard_variable_ids:
x_node[id_] = x_node_solution[id_]
return objective