initialize_separation

(function from pyomo.contrib.pyros.separation_problem_methods)

pyomo.contrib.pyros.separation_problem_methods.initialize_separation(ss_ineq_con_to_maximize, separation_data, master_data)[source]

Initialize separation problem variables using the solution to the most recent master problem.

Parameters:

  • ss_ineq_con_to_maximize (ConstraintData) – Second-stage inequality constraint whose violation is to be maximized for the separation problem of interest.

  • separation_data (SeparationProblemData) – Separation problem data.

  • master_data (MasterProblemData) – Master problem data.

Note

The point to which the separation model is initialized should, in general, be feasible, provided the set does not have a discrete geometry (as there is no master model block corresponding to any of the remaining discrete scenarios against which we separate). If the uncertainty set constraints involve auxiliary variables, then some uncertainty set constraints may be violated.