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Overhaul PyROS Preprocessor Subroutine and Subproblem Objects #3341
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Overhaul PyROS Preprocessor Subroutine and Subproblem Objects #3341
shermanjasonaf
wants to merge
216
commits into
Pyomo:main
from
shermanjasonaf:new-pyros-preprocessor-and-subproblems
+10,575
−7,946
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mrmundt
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jsiirola
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Fixes #2964.
Summary/Motivation:
Driven by recent algorithmic developments of the PyROS preprocessor, this PR implements sweeping changes to the PyROS preprocessor subroutine and subproblem formulations/object structures.
Changes proposed in this PR:
Update PyROS as follows:
UncertaintySet
class and pre-implemented subclasses to facilitate changes to the subproblemsUncertaintySet.set_as_constraint
to make auxiliary uncertain parameters easier to trackCardinalitySet
andFactorModelSet
classesFactorModelSet
instances to those for whichpsi_mat
is full column rankIntersectionSet
core.expr.compare.assertExpressionsEqual
) for more precise model testingpoint_in_set
,set_as_constraint
TODO
ParameterizedQuadraticRepn
and corresponding expression walker #3324 merged) useParameterizedQuadraticRepnVisitor
in lieu ofgenerate_standard_repn
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