def is_violation(model_data, config, solve_data):
nom_value = model_data.master_nominal_scenario_value
denom = float(max(1, abs(nom_value)))
tol = config.robust_feasibility_tolerance
active_objective = next(
model_data.separation_model.component_data_objects(Objective,
active=True))
if value(active_objective) / denom > tol:
violating_param_realization = list(p.value for p in list(
model_data.separation_model.util.uncertain_param_vars.values()))
list_of_violations = get_all_sep_objective_values(
model_data=model_data, config=config)
solve_data.violating_param_realization = violating_param_realization
solve_data.list_of_scaled_violations = [
l / denom for l in list_of_violations
]
solve_data.found_violation = True
return True
else:
violating_param_realization = list(p.value for p in list(
model_data.separation_model.util.uncertain_param_vars.values()))
list_of_violations = get_all_sep_objective_values(
model_data=model_data, config=config)
solve_data.violating_param_realization = violating_param_realization
solve_data.list_of_scaled_violations = [
l / denom for l in list_of_violations
]
solve_data.found_violation = False
return False
def get_all_sep_objective_values(model_data, config):
"""
Returns all violations from separation
"""
list_of_violations_across_objectives = []
for o in model_data.separation_model.util.separation_objectives:
try:
list_of_violations_across_objectives.append(value(o.expr))
except:
for v in model_data.separation_model.util.first_stage_variables:
config.progress_logger.info(v.name + " " + str(v.value))
for v in model_data.separation_model.util.second_stage_variables:
config.progress_logger.info(v.name + " " + str(v.value))
raise ArithmeticError(
"Objective function " + str(o) +
" led to a math domain error. "
"Does this objective (meaning, its parent performance constraint) "
"contain log(x) or 1/x functions or others with tricky domains?"
)
return list_of_violations_across_objectives
def solve_separation_problem(model_data, config):
# Timing variables
global_solve_time = 0
local_solve_time = 0
# List of objective functions
objectives_map = model_data.separation_model.util.map_obj_to_constr
constraint_map_to_master = model_data.separation_model.util.map_new_constraint_list_to_original_con
# Add additional or remaining separation objectives to the dict
# (those either not assigned an explicit priority or those added by Pyros for ssv bounds)
config_sep_priority_dict = config.separation_priority_order
actual_sep_priority_dict = ComponentMap()
for perf_con in model_data.separation_model.util.performance_constraints:
actual_sep_priority_dict[perf_con] = config_sep_priority_dict.get(
perf_con.name, 0)
# "Bin" the objectives based on priorities
sorted_unique_priorities = sorted(list(
set(actual_sep_priority_dict.values())),
reverse=True)
set_of_deterministic_constraints = model_data.separation_model.util.deterministic_constraints
if hasattr(model_data.separation_model, "epigraph_constr"):
set_of_deterministic_constraints.add(
model_data.separation_model.epigraph_constr)
for is_global in (False, True):
solver = config.global_solver if \
(is_global or config.bypass_local_separation) else config.local_solver
solve_data_list = []
for val in sorted_unique_priorities:
# Descending ordered by value
# The list of performance constraints with this priority
perf_constraints = [
constr_name
for constr_name, priority in actual_sep_priority_dict.items()
if priority == val
]
for perf_con in perf_constraints:
#config.progress_logger.info("Separating constraint " + str(perf_con))
try:
separation_obj = objectives_map[perf_con]
except:
raise ValueError(
"Error in mapping separation objective to its master constraint form."
)
separation_obj.activate()
if perf_con in set_of_deterministic_constraints:
nom_constraint = perf_con
else:
nom_constraint = constraint_map_to_master[perf_con]
try:
model_data.master_nominal_scenario_value = value(
model_data.master_nominal_scenario.find_component(
nom_constraint))
except:
raise ValueError(
"Unable to access nominal scenario value for the constraint "
+ str(nom_constraint))
if config.uncertainty_set.geometry == Geometry.DISCRETE_SCENARIOS:
solve_data_list.append(
discrete_solve(model_data=model_data,
config=config,
solver=solver,
is_global=is_global))
if all(s.termination_condition in globally_acceptable for
sep_soln_list in solve_data_list for s in sep_soln_list) or \
(is_global == False and all(s.termination_condition in locally_acceptable for
sep_soln_list in solve_data_list for s in sep_soln_list)):
exit_separation_loop = False
else:
exit_separation_loop = True
else:
solve_data = SeparationResult()
exit_separation_loop = solver_call_separation(
model_data=model_data,
config=config,
solver=solver,
solve_data=solve_data,
is_global=is_global)
solve_data_list.append([solve_data])
# === Keep track of total solve times
if is_global or config.bypass_local_separation:
if config.uncertainty_set.geometry == Geometry.DISCRETE_SCENARIOS:
for sublist in solve_data_list:
for s in sublist:
global_solve_time += get_time_from_solver(
s.results)
else:
global_solve_time += get_time_from_solver(
solve_data.results)
else:
if config.uncertainty_set.geometry == Geometry.DISCRETE_SCENARIOS:
for sublist in solve_data_list:
for s in sublist:
local_solve_time += get_time_from_solver(
s.results)
else:
local_solve_time += get_time_from_solver(
solve_data.results)
# === Terminate for timing
if exit_separation_loop:
return solve_data_list, [], [], is_global, local_solve_time, global_solve_time
separation_obj.deactivate()
# Do we return?
# If their are multiple violations in this bucket, pick the worst-case
idx_i, idx_j = get_index_of_max_violation(
model_data=model_data,
config=config,
solve_data_list=solve_data_list)
violating_realizations = [
v
for v in solve_data_list[idx_i][idx_j].violating_param_realization
]
violations = solve_data_list[idx_i][idx_j].list_of_scaled_violations
if any(s.found_violation for solve_list in solve_data_list
for s in solve_list):
#config.progress_logger.info(
# "Violation found in constraint %s with realization %s" % (
# list(objectives_map.keys())[idx_i], violating_realizations))
return solve_data_list, violating_realizations, violations, is_global, local_solve_time, global_solve_time
return solve_data_list, [], [], is_global, local_solve_time, global_solve_time