def test_MMW_constructor(self): options = self._get_base_options() xhat = ciutils.read_xhat(self.xhat_path) MMW = MMWci.MMWConfidenceIntervals(self.refmodelname, options['kwoptions'], xhat, options['num_batches'], batch_size = options["batch_size"], start = options['kwoptions']['num_scens'])
def test_MMW_running(self): options = _get_base_options() xhat = ciutils.read_xhat(self.xhat_path) MMW = MMWci.MMWConfidenceIntervals(refmodelname, options['opt'], xhat, options['num_batches']) r = MMW.run() s = round_pos_sig(r['std'], 2) bound = round_pos_sig(r['gap_inner_bound'], 2) self.assertEqual((s, bound), (43.0, 280.0))
def test_MMW_running(self): options = self._get_base_options() xhat = ciutils.read_xhat(self.xhat_path) MMW = MMWci.MMWConfidenceIntervals(self.refmodelname, options['opt'], xhat, options['num_batches'], batch_size=options["batch_size"], start=options['opt']['num_scens']) r = MMW.run() s = round_pos_sig(r['std'], 2) bound = round_pos_sig(r['gap_inner_bound'], 2) self.assertEqual((s, bound), (1.5, 96.0))
if args.batch_size == None: args.batch_size = args.num_scens refmodel = modelpath #Change this path to use a different model options = {"EF-2stage": True,# 2stage vs. mstage "start": False, "EF_solver_name": args.solver_name, "EF_solver_options": solver_options, "num_scens": args.num_scens} #Are the scenario shifted by a start arg ? #should we accept these as arguments? num_batches = args.num_batches batch_size = args.batch_size mmw = mmw_ci.MMWConfidenceIntervals(refmodel, options, xhat, num_batches, batch_size=batch_size, verbose=True) if args.alpha == None: print('\nNo alpha given, defaulting to alpha = 0.95. To provide an alpha try:\n') print('python -m mpisppy.confidence_intervals.mmw_conf {} {} {} {} --alpha 0.97 --MMW-num-batches {} --MMW-batch-size {} --num-scens {}\ \n'.format(sys.argv[0], args.instance, args.xhatpath, args.solver_name, args.num_batches, args.batch_size, args.num_scens)) alpha = 0.95 else: alpha = float(args.alpha) r = mmw.run(confidence_level=alpha, objective_gap = args.objective_gap) global_toc(r)
def test_MMW_constructor(self): options = _get_base_options() xhat = ciutils.read_xhat(self.xhat_path) MMW = MMWci.MMWConfidenceIntervals(refmodelname, options['opt'], xhat, options['num_batches'])