Source code for pyomo.gdp.plugins.hull
# ___________________________________________________________________________
#
# Pyomo: Python Optimization Modeling Objects
# Copyright (c) 2008-2024
# National Technology and Engineering Solutions of Sandia, LLC
# Under the terms of Contract DE-NA0003525 with National Technology and
# Engineering Solutions of Sandia, LLC, the U.S. Government retains certain
# rights in this software.
# This software is distributed under the 3-clause BSD License.
# ___________________________________________________________________________
import logging
from collections import defaultdict
from pyomo.common.autoslots import AutoSlots
import pyomo.common.config as cfg
from pyomo.common import deprecated
from pyomo.common.collections import ComponentMap, ComponentSet, DefaultComponentMap
from pyomo.common.modeling import unique_component_name
from pyomo.core.expr.numvalue import ZeroConstant
import pyomo.core.expr as EXPR
from pyomo.core.base import TransformationFactory
from pyomo.core import (
Block,
BooleanVar,
Connector,
Constraint,
Param,
Set,
SetOf,
Suffix,
Var,
Expression,
SortComponents,
TraversalStrategy,
Any,
RangeSet,
Reals,
value,
NonNegativeIntegers,
Binary,
)
from pyomo.gdp import Disjunct, Disjunction, GDP_Error
from pyomo.gdp.disjunct import DisjunctData
from pyomo.gdp.plugins.gdp_to_mip_transformation import GDP_to_MIP_Transformation
from pyomo.gdp.transformed_disjunct import _TransformedDisjunct
from pyomo.gdp.util import (
clone_without_expression_components,
is_child_of,
_warn_for_active_disjunct,
)
from pyomo.core.util import target_list
from pyomo.util.vars_from_expressions import get_vars_from_components
from weakref import ref as weakref_ref
logger = logging.getLogger('pyomo.gdp.hull')
class _HullTransformationData(AutoSlots.Mixin):
__slots__ = (
'disaggregated_var_map',
'original_var_map',
'bigm_constraint_map',
'disaggregation_constraint_map',
)
def __init__(self):
self.disaggregated_var_map = DefaultComponentMap(ComponentMap)
self.original_var_map = ComponentMap()
self.bigm_constraint_map = DefaultComponentMap(ComponentMap)
self.disaggregation_constraint_map = DefaultComponentMap(ComponentMap)
Block.register_private_data_initializer(_HullTransformationData)
[docs]
@TransformationFactory.register(
'gdp.hull', doc="Relax disjunctive model by forming the hull reformulation."
)
class Hull_Reformulation(GDP_to_MIP_Transformation):
"""Relax disjunctive model by forming the hull reformulation.
Relaxes a disjunctive model into an algebraic model by forming the
hull reformulation of each disjunction.
This transformation accepts the following keyword arguments:
The transformation will create a new Block with a unique
name beginning "_pyomo_gdp_hull_reformulation". It will contain an
indexed Block named "relaxedDisjuncts" that will hold the relaxed
disjuncts. This block is indexed by an integer indicating the order
in which the disjuncts were relaxed. All transformed Disjuncts will
have a pointer to the block their transformed constraints are on,
and all transformed Disjunctions will have a pointer to the
corresponding OR or XOR constraint.
Parameters
----------
perspective_function : str
The perspective function used for the disaggregated variables.
Must be one of 'FurmanSawayaGrossmann' (default),
'LeeGrossmann', or 'GrossmannLee'
EPS : float
The value to use for epsilon [default: 1e-4]
targets : block, disjunction, or list of those types
The targets to transform. This can be a block, disjunction, or a
list of blocks and Disjunctions [default: the instance]
"""
CONFIG = cfg.ConfigDict('gdp.hull')
CONFIG.declare(
'targets',
cfg.ConfigValue(
default=None,
domain=target_list,
description="target or list of targets that will be relaxed",
doc="""
This specifies the target or list of targets to relax as either a
component or a list of components. If None (default), the entire model
is transformed. Note that if the transformation is done out of place,
the list of targets should be attached to the model before it is cloned,
and the list will specify the targets on the cloned instance.""",
),
)
CONFIG.declare(
'perspective function',
cfg.ConfigValue(
default='FurmanSawayaGrossmann',
domain=cfg.In(['FurmanSawayaGrossmann', 'LeeGrossmann', 'GrossmannLee']),
description='perspective function used for variable disaggregation',
doc="""
The perspective function used for variable disaggregation
"LeeGrossmann" is the original NL convex hull from Lee &
Grossmann (2000) [1]_, which substitutes nonlinear constraints
h_ik(x) <= 0
with
x_k = sum( nu_ik )
y_ik * h_ik( nu_ik/y_ik ) <= 0
"GrossmannLee" is an updated formulation from Grossmann &
Lee (2003) [2]_, which avoids divide-by-0 errors by using:
x_k = sum( nu_ik )
(y_ik + eps) * h_ik( nu_ik/(y_ik + eps) ) <= 0
"FurmanSawayaGrossmann" (default) is an improved relaxation [3]_
that is exact at 0 and 1 while avoiding numerical issues from
the Lee & Grossmann formulation by using:
x_k = sum( nu_ik )
((1-eps)*y_ik + eps) * h_ik( nu_ik/((1-eps)*y_ik + eps) ) \
- eps * h_ki(0) * ( 1-y_ik ) <= 0
References
----------
.. [1] Lee, S., & Grossmann, I. E. (2000). New algorithms for
nonlinear generalized disjunctive programming. Computers and
Chemical Engineering, 24, 2125-2141
.. [2] Grossmann, I. E., & Lee, S. (2003). Generalized disjunctive
programming: Nonlinear convex hull relaxation and algorithms.
Computational Optimization and Applications, 26, 83-100.
.. [3] Furman, K., Sawaya, N., and Grossmann, I. A computationally
useful algebraic representation of nonlinear disjunctive convex
sets using the perspective function. Optimization Online
(2016). http://www.optimization-online.org/DB_HTML/2016/07/5544.html.
""",
),
)
CONFIG.declare(
'EPS',
cfg.ConfigValue(
default=1e-4,
domain=cfg.PositiveFloat,
description="Epsilon value to use in perspective function",
),
)
CONFIG.declare(
'assume_fixed_vars_permanent',
cfg.ConfigValue(
default=False,
domain=bool,
description="Boolean indicating whether or not to transform so that "
"the transformed model will still be valid when fixed Vars are "
"unfixed.",
doc="""
If True, the transformation will not disaggregate fixed variables.
This means that if a fixed variable is unfixed after transformation,
the transformed model is no longer valid. By default, the transformation
will disagregate fixed variables so that any later fixing and unfixing
will be valid in the transformed model.
""",
),
)
transformation_name = 'hull'
def _collect_local_vars_from_block(self, block, local_var_dict):
localVars = block.component('LocalVars')
if localVars is not None and localVars.ctype is Suffix:
for disj, var_list in localVars.items():
local_var_dict[disj].update(var_list)
def _get_user_defined_local_vars(self, targets):
user_defined_local_vars = defaultdict(ComponentSet)
seen_blocks = set()
# we go through the targets looking both up and down the hierarchy, but
# we cache what Blocks/Disjuncts we've already looked on so that we
# don't duplicate effort.
for t in targets:
if t.ctype is Disjunct:
# first look beneath where we are (there could be Blocks on this
# disjunct)
for b in t.component_data_objects(
Block,
descend_into=Block,
active=True,
sort=SortComponents.deterministic,
):
if b not in seen_blocks:
self._collect_local_vars_from_block(b, user_defined_local_vars)
seen_blocks.add(b)
# now look up in the tree
blk = t
while blk is not None:
if blk in seen_blocks:
break
self._collect_local_vars_from_block(blk, user_defined_local_vars)
seen_blocks.add(blk)
blk = blk.parent_block()
return user_defined_local_vars
def _apply_to(self, instance, **kwds):
try:
self._apply_to_impl(instance, **kwds)
finally:
self._restore_state()
self._transformation_blocks.clear()
self._algebraic_constraints.clear()
def _apply_to_impl(self, instance, **kwds):
self._process_arguments(instance, **kwds)
# filter out inactive targets and handle case where targets aren't
# specified.
targets = self._filter_targets(instance)
# transform logical constraints based on targets
self._transform_logical_constraints(instance, targets)
# Preprocess in order to find what disjunctive components need
# transformation
gdp_tree = self._get_gdp_tree_from_targets(instance, targets)
# Transform from leaf to root: This is important for hull because for
# nested GDPs, we will introduce variables that need disaggregating into
# parent Disjuncts as we transform their child Disjunctions.
preprocessed_targets = gdp_tree.reverse_topological_sort()
# Get all LocalVars from Suffixes ahead of time
local_vars_by_disjunct = self._get_user_defined_local_vars(preprocessed_targets)
for t in preprocessed_targets:
if t.ctype is Disjunction:
self._transform_disjunctionData(
t, t.index(), gdp_tree.parent(t), local_vars_by_disjunct
)
# We skip disjuncts now, because we need information from the
# disjunctions to transform them (which variables to disaggregate),
# so for hull's purposes, they need not be in the tree.
def _add_transformation_block(self, to_block):
transBlock, new_block = super()._add_transformation_block(to_block)
if not new_block:
return transBlock, new_block
transBlock.lbub = Set(initialize=['lb', 'ub', 'eq'])
# We will store all of the disaggregation constraints for any
# Disjunctions we transform onto this block here.
transBlock.disaggregationConstraints = Constraint(NonNegativeIntegers)
# we are going to store some of the disaggregated vars directly here
# when we have vars that don't appear in every disjunct
transBlock._disaggregatedVars = Var(NonNegativeIntegers, dense=False)
transBlock._boundsConstraints = Constraint(NonNegativeIntegers, transBlock.lbub)
return transBlock, True
def _transform_disjunctionData(
self, obj, index, parent_disjunct, local_vars_by_disjunct
):
# Hull reformulation doesn't work if this is an OR constraint. So if
# xor is false, give up
if not obj.xor:
raise GDP_Error(
"Cannot do hull reformulation for "
"Disjunction '%s' with OR constraint. "
"Must be an XOR!" % obj.name
)
# collect the Disjuncts we are going to transform now because we will
# change their active status when we transform them, but we still need
# this list after the fact.
active_disjuncts = [disj for disj in obj.disjuncts if disj.active]
# We put *all* transformed things on the parent Block of this
# disjunction. We'll mark the disaggregated Vars as local, but beyond
# that, we actually need everything to get transformed again as we go up
# the nested hierarchy (if there is one)
transBlock, xorConstraint = self._setup_transform_disjunctionData(
obj, root_disjunct=None
)
disaggregationConstraint = transBlock.disaggregationConstraints
disaggregationConstraintMap = (
transBlock.private_data().disaggregation_constraint_map
)
disaggregatedVars = transBlock._disaggregatedVars
disaggregated_var_bounds = transBlock._boundsConstraints
# We first go through and collect all the variables that we are going to
# disaggregate. We do this in its own pass because we want to know all
# the Disjuncts that each Var appears in since that will tell us exactly
# which diaggregated variables we need.
var_order = ComponentSet()
disjuncts_var_appears_in = ComponentMap()
# For each disjunct in the disjunction, we will store a list of Vars
# that need a disaggregated counterpart in that disjunct.
disjunct_disaggregated_var_map = {}
for disjunct in active_disjuncts:
# create the key for each disjunct now
disjunct_disaggregated_var_map[disjunct] = ComponentMap()
for var in get_vars_from_components(
disjunct,
Constraint,
include_fixed=not self._config.assume_fixed_vars_permanent,
active=True,
sort=SortComponents.deterministic,
descend_into=Block,
):
# [ESJ 02/14/2020] By default, we disaggregate fixed variables
# on the philosophy that fixing is not a promise for the future
# and we are mathematically wrong if we don't transform these
# correctly and someone later unfixes them and keeps playing
# with their transformed model. However, the user may have set
# assume_fixed_vars_permanent to True in which case we will skip
# them
# Note that, because ComponentSets are ordered, we will
# eventually disaggregate the vars in a deterministic order
# (the order that we found them)
if var not in var_order:
var_order.add(var)
disjuncts_var_appears_in[var] = ComponentSet([disjunct])
else:
disjuncts_var_appears_in[var].add(disjunct)
# Now, we will disaggregate all variables that are not explicitly
# declared as being local. If we are moving up in a nested tree, we have
# marked our own disaggregated variables as local, so they will not be
# re-disaggregated.
vars_to_disaggregate = {disj: ComponentSet() for disj in obj.disjuncts}
all_vars_to_disaggregate = ComponentSet()
# We will ignore variables declared as local in a Disjunct that don't
# actually appear in any Constraints on that Disjunct, but in order to
# do this, we will explicitly collect the set of local_vars in this
# loop.
local_vars = defaultdict(ComponentSet)
for var in var_order:
disjuncts = disjuncts_var_appears_in[var]
# clearly not local if used in more than one disjunct
if len(disjuncts) > 1:
if self._generate_debug_messages:
logger.debug(
"Assuming '%s' is not a local var since it is"
"used in multiple disjuncts." % var.name
)
for disj in disjuncts:
vars_to_disaggregate[disj].add(var)
all_vars_to_disaggregate.add(var)
else: # var only appears in one disjunct
disjunct = next(iter(disjuncts))
# We check if the user declared it as local
if disjunct in local_vars_by_disjunct:
if var in local_vars_by_disjunct[disjunct]:
local_vars[disjunct].add(var)
continue
# It's not declared local to this Disjunct, so we
# disaggregate
vars_to_disaggregate[disjunct].add(var)
all_vars_to_disaggregate.add(var)
# Now that we know who we need to disaggregate, we will do it
# while we also transform the disjuncts.
# Get the list of local variables for the parent Disjunct so that we can
# add the disaggregated variables we're about to make to it:
parent_local_var_list = self._get_local_var_list(parent_disjunct)
or_expr = 0
for disjunct in obj.disjuncts:
or_expr += disjunct.indicator_var.get_associated_binary()
if disjunct.active:
self._transform_disjunct(
obj=disjunct,
transBlock=transBlock,
vars_to_disaggregate=vars_to_disaggregate[disjunct],
local_vars=local_vars[disjunct],
parent_local_var_suffix=parent_local_var_list,
parent_disjunct_local_vars=local_vars_by_disjunct[parent_disjunct],
disjunct_disaggregated_var_map=disjunct_disaggregated_var_map,
)
xorConstraint.add(index, (or_expr, 1))
# map the DisjunctionData to its XOR constraint to mark it as
# transformed
obj._algebraic_constraint = weakref_ref(xorConstraint[index])
# Now add the reaggregation constraints
for var in all_vars_to_disaggregate:
# There are two cases here: Either the var appeared in every
# disjunct in the disjunction, or it didn't. If it did, there's
# nothing special to do: All of the disaggregated variables have
# been created, and we can just proceed and make this constraint. If
# it didn't, we need one more disaggregated variable, correctly
# defined. And then we can make the constraint.
if len(disjuncts_var_appears_in[var]) < len(active_disjuncts):
# create one more disaggregated var
idx = len(disaggregatedVars)
disaggregated_var = disaggregatedVars[idx]
# mark this as local because we won't re-disaggregate it if this
# is a nested disjunction
if parent_local_var_list is not None:
parent_local_var_list.append(disaggregated_var)
local_vars_by_disjunct[parent_disjunct].add(disaggregated_var)
var_free = 1 - sum(
disj.indicator_var.get_associated_binary()
for disj in disjuncts_var_appears_in[var]
)
self._declare_disaggregated_var_bounds(
original_var=var,
disaggregatedVar=disaggregated_var,
disjunct=obj,
bigmConstraint=disaggregated_var_bounds,
var_free_indicator=var_free,
var_idx=idx,
)
original_var_info = var.parent_block().private_data()
disaggregated_var_map = original_var_info.disaggregated_var_map
# For every Disjunct the Var does not appear in, we want to map
# that this new variable is its disaggreggated variable.
for disj in active_disjuncts:
# Because we called _transform_disjunct above, we know that
# if this isn't transformed it is because it was cleanly
# deactivated, and we can just skip it.
if (
disj._transformation_block is not None
and disj not in disjuncts_var_appears_in[var]
):
disaggregated_var_map[disj][var] = disaggregated_var
# start the expression for the reaggregation constraint with
# this var
disaggregatedExpr = disaggregated_var
else:
disaggregatedExpr = 0
for disjunct in disjuncts_var_appears_in[var]:
disaggregatedExpr += disjunct_disaggregated_var_map[disjunct][var]
cons_idx = len(disaggregationConstraint)
# We always aggregate to the original var. If this is nested, this
# constraint will be transformed again. (And if it turns out
# everything in it is local, then that transformation won't actually
# change the mathematical expression, so it's okay.
disaggregationConstraint.add(cons_idx, var == disaggregatedExpr)
# and update the map so that we can find this later. We index by
# variable and the particular disjunction because there is a
# different one for each disjunction
disaggregationConstraintMap[var][obj] = disaggregationConstraint[cons_idx]
# deactivate for the writers
obj.deactivate()
def _transform_disjunct(
self,
obj,
transBlock,
vars_to_disaggregate,
local_vars,
parent_local_var_suffix,
parent_disjunct_local_vars,
disjunct_disaggregated_var_map,
):
relaxationBlock = self._get_disjunct_transformation_block(obj, transBlock)
# Put the disaggregated variables all on their own block so that we can
# isolate the name collisions and still have complete control over the
# names on this block.
relaxationBlock.disaggregatedVars = Block()
# add the disaggregated variables and their bigm constraints
# to the relaxationBlock
for var in vars_to_disaggregate:
disaggregatedVar = Var(within=Reals, initialize=var.value)
# naming conflicts are possible here since this is a bunch
# of variables from different blocks coming together, so we
# get a unique name
disaggregatedVarName = unique_component_name(
relaxationBlock.disaggregatedVars, var.getname(fully_qualified=True)
)
relaxationBlock.disaggregatedVars.add_component(
disaggregatedVarName, disaggregatedVar
)
# mark this as local via the Suffix in case this is a partial
# transformation:
if parent_local_var_suffix is not None:
parent_local_var_suffix.append(disaggregatedVar)
# Record that it's local for our own bookkeeping in case we're in a
# nested tree in *this* transformation
parent_disjunct_local_vars.add(disaggregatedVar)
# add the bigm constraint
bigmConstraint = Constraint(transBlock.lbub)
relaxationBlock.add_component(
disaggregatedVarName + "_bounds", bigmConstraint
)
self._declare_disaggregated_var_bounds(
original_var=var,
disaggregatedVar=disaggregatedVar,
disjunct=obj,
bigmConstraint=bigmConstraint,
var_free_indicator=obj.indicator_var.get_associated_binary(),
)
# update the bigm constraint mappings
data_dict = disaggregatedVar.parent_block().private_data()
data_dict.bigm_constraint_map[disaggregatedVar][obj] = bigmConstraint
disjunct_disaggregated_var_map[obj][var] = disaggregatedVar
for var in local_vars:
# we don't need to disaggregate, i.e., we can use this Var, but we
# do need to set up its bounds constraints.
# naming conflicts are possible here since this is a bunch
# of variables from different blocks coming together, so we
# get a unique name
conName = unique_component_name(
relaxationBlock, var.getname(fully_qualified=False) + "_bounds"
)
bigmConstraint = Constraint(transBlock.lbub)
relaxationBlock.add_component(conName, bigmConstraint)
parent_block = var.parent_block()
self._declare_disaggregated_var_bounds(
original_var=var,
disaggregatedVar=var,
disjunct=obj,
bigmConstraint=bigmConstraint,
var_free_indicator=obj.indicator_var.get_associated_binary(),
)
# update the bigm constraint mappings
data_dict = var.parent_block().private_data()
data_dict.bigm_constraint_map[var][obj] = bigmConstraint
disjunct_disaggregated_var_map[obj][var] = var
var_substitute_map = dict(
(id(v), newV) for v, newV in disjunct_disaggregated_var_map[obj].items()
)
zero_substitute_map = dict(
(id(v), ZeroConstant)
for v, newV in disjunct_disaggregated_var_map[obj].items()
)
# Transform each component within this disjunct
self._transform_block_components(
obj, obj, var_substitute_map, zero_substitute_map
)
# Anything that was local to this Disjunct is also local to the parent,
# and just got "promoted" up there, so to speak.
parent_disjunct_local_vars.update(local_vars)
# deactivate disjunct so writers can be happy
obj._deactivate_without_fixing_indicator()
def _declare_disaggregated_var_bounds(
self,
original_var,
disaggregatedVar,
disjunct,
bigmConstraint,
var_free_indicator,
var_idx=None,
):
# For updating mappings:
original_var_info = original_var.parent_block().private_data()
disaggregated_var_map = original_var_info.disaggregated_var_map
disaggregated_var_info = disaggregatedVar.parent_block().private_data()
disaggregated_var_info.bigm_constraint_map[disaggregatedVar][disjunct] = {}
lb = original_var.lb
ub = original_var.ub
if lb is None or ub is None:
raise GDP_Error(
"Variables that appear in disjuncts must be "
"bounded in order to use the hull "
"transformation! Missing bound for %s." % (original_var.name)
)
disaggregatedVar.setlb(min(0, lb))
disaggregatedVar.setub(max(0, ub))
if lb:
lb_idx = 'lb'
if var_idx is not None:
lb_idx = (var_idx, 'lb')
bigmConstraint.add(lb_idx, var_free_indicator * lb <= disaggregatedVar)
disaggregated_var_info.bigm_constraint_map[disaggregatedVar][disjunct][
'lb'
] = bigmConstraint[lb_idx]
if ub:
ub_idx = 'ub'
if var_idx is not None:
ub_idx = (var_idx, 'ub')
bigmConstraint.add(ub_idx, disaggregatedVar <= ub * var_free_indicator)
disaggregated_var_info.bigm_constraint_map[disaggregatedVar][disjunct][
'ub'
] = bigmConstraint[ub_idx]
# store the mappings from variables to their disaggregated selves on
# the transformation block
disaggregated_var_map[disjunct][original_var] = disaggregatedVar
disaggregated_var_info.original_var_map[disaggregatedVar] = original_var
def _get_local_var_list(self, parent_disjunct):
# Add or retrieve Suffix from parent_disjunct so that, if this is
# nested, we can use it to declare that the disaggregated variables are
# local. We return the list so that we can add to it.
local_var_list = None
if parent_disjunct is not None:
# This limits the cases that a user is allowed to name something
# (other than a Suffix) 'LocalVars' on a Disjunct. But I am assuming
# that the Suffix has to be somewhere above the disjunct in the
# tree, so I can't put it on a Block that I own. And if I'm coopting
# something of theirs, it may as well be here.
self._get_local_var_suffix(parent_disjunct)
if parent_disjunct.LocalVars.get(parent_disjunct) is None:
parent_disjunct.LocalVars[parent_disjunct] = []
local_var_list = parent_disjunct.LocalVars[parent_disjunct]
return local_var_list
def _transform_constraint(
self, obj, disjunct, var_substitute_map, zero_substitute_map
):
# we will put a new transformed constraint on the relaxation block.
relaxationBlock = disjunct._transformation_block()
constraint_map = relaxationBlock.private_data('pyomo.gdp')
# We will make indexes from ({obj.local_name} x obj.index_set() x ['lb',
# 'ub']), but don't bother construct that set here, as taking Cartesian
# products is kind of expensive (and redundant since we have the
# original model)
newConstraint = relaxationBlock.transformedConstraints
for i in sorted(obj.keys()):
c = obj[i]
if not c.active:
continue
unique = len(newConstraint)
name = c.local_name + "_%s" % unique
NL = c.body.polynomial_degree() not in (0, 1)
EPS = self._config.EPS
mode = self._config.perspective_function
# We need to evaluate the expression at the origin *before*
# we substitute the expression variables with the
# disaggregated variables
if not NL or mode == "FurmanSawayaGrossmann":
h_0 = clone_without_expression_components(
c.body, substitute=zero_substitute_map
)
y = disjunct.binary_indicator_var
if NL:
if mode == "LeeGrossmann":
sub_expr = clone_without_expression_components(
c.body,
substitute=dict(
(var, subs / y) for var, subs in var_substitute_map.items()
),
)
expr = sub_expr * y
elif mode == "GrossmannLee":
sub_expr = clone_without_expression_components(
c.body,
substitute=dict(
(var, subs / (y + EPS))
for var, subs in var_substitute_map.items()
),
)
expr = (y + EPS) * sub_expr
elif mode == "FurmanSawayaGrossmann":
sub_expr = clone_without_expression_components(
c.body,
substitute=dict(
(var, subs / ((1 - EPS) * y + EPS))
for var, subs in var_substitute_map.items()
),
)
expr = ((1 - EPS) * y + EPS) * sub_expr - EPS * h_0 * (1 - y)
else:
raise RuntimeError("Unknown NL Hull mode")
else:
expr = clone_without_expression_components(
c.body, substitute=var_substitute_map
)
if c.equality:
if NL:
# ESJ TODO: This can't happen right? This is the only
# obvious case where someone has messed up, but this has to
# be nonconvex, right? Shouldn't we tell them?
newConsExpr = expr == c.lower * y
else:
v = list(EXPR.identify_variables(expr))
if len(v) == 1 and not c.lower:
# Setting a variable to 0 in a disjunct is
# *very* common. We should recognize that in
# that structure, the disaggregated variable
# will also be fixed to 0.
v[0].fix(0)
# ESJ: If you ask where the transformed constraint is,
# the answer is nowhere. Really, it is in the bounds of
# this variable, so I'm going to return
# it. Alternatively we could return an empty list, but I
# think I like this better.
constraint_map.transformed_constraints[c].append(v[0])
# Reverse map also (this is strange)
constraint_map.src_constraint[v[0]] = c
continue
newConsExpr = expr - (1 - y) * h_0 == c.lower * y
if obj.is_indexed():
newConstraint.add((name, i, 'eq'), newConsExpr)
# map the ConstraintDatas (we mapped the container above)
constraint_map.transformed_constraints[c].append(
newConstraint[name, i, 'eq']
)
constraint_map.src_constraint[newConstraint[name, i, 'eq']] = c
else:
newConstraint.add((name, 'eq'), newConsExpr)
# map to the ConstraintData (And yes, for
# ScalarConstraints, this is overwriting the map to the
# container we made above, and that is what I want to
# happen. ScalarConstraints will map to lists. For
# IndexedConstraints, we can map the container to the
# container, but more importantly, we are mapping the
# ConstraintDatas to each other above)
constraint_map.transformed_constraints[c].append(
newConstraint[name, 'eq']
)
constraint_map.src_constraint[newConstraint[name, 'eq']] = c
continue
if c.lower is not None:
if self._generate_debug_messages:
_name = c.getname(fully_qualified=True)
logger.debug("GDP(Hull): Transforming constraint " + "'%s'", _name)
if NL:
newConsExpr = expr >= c.lower * y
else:
newConsExpr = expr - (1 - y) * h_0 >= c.lower * y
if obj.is_indexed():
newConstraint.add((name, i, 'lb'), newConsExpr)
constraint_map.transformed_constraints[c].append(
newConstraint[name, i, 'lb']
)
constraint_map.src_constraint[newConstraint[name, i, 'lb']] = c
else:
newConstraint.add((name, 'lb'), newConsExpr)
constraint_map.transformed_constraints[c].append(
newConstraint[name, 'lb']
)
constraint_map.src_constraint[newConstraint[name, 'lb']] = c
if c.upper is not None:
if self._generate_debug_messages:
_name = c.getname(fully_qualified=True)
logger.debug("GDP(Hull): Transforming constraint " + "'%s'", _name)
if NL:
newConsExpr = expr <= c.upper * y
else:
newConsExpr = expr - (1 - y) * h_0 <= c.upper * y
if obj.is_indexed():
newConstraint.add((name, i, 'ub'), newConsExpr)
# map (have to account for fact we might have created list
# above
constraint_map.transformed_constraints[c].append(
newConstraint[name, i, 'ub']
)
constraint_map.src_constraint[newConstraint[name, i, 'ub']] = c
else:
newConstraint.add((name, 'ub'), newConsExpr)
constraint_map.transformed_constraints[c].append(
newConstraint[name, 'ub']
)
constraint_map.src_constraint[newConstraint[name, 'ub']] = c
# deactivate now that we have transformed
obj.deactivate()
def _get_local_var_suffix(self, disjunct):
# If the Suffix is there, we will borrow it. If not, we make it. If it's
# something else, we complain.
localSuffix = disjunct.component("LocalVars")
if localSuffix is None:
disjunct.LocalVars = Suffix(direction=Suffix.LOCAL)
else:
if localSuffix.ctype is Suffix:
return
raise GDP_Error(
"A component called 'LocalVars' is declared on "
"Disjunct %s, but it is of type %s, not Suffix."
% (disjunct.getname(fully_qualified=True), localSuffix.ctype)
)
[docs]
def get_disaggregated_var(self, v, disjunct, raise_exception=True):
"""
Returns the disaggregated variable corresponding to the Var v and the
Disjunct disjunct.
If v is a local variable, this method will return v.
Parameters
----------
v: a Var that appears in a constraint in a transformed Disjunct
disjunct: a transformed Disjunct in which v appears
"""
if disjunct._transformation_block is None:
raise GDP_Error("Disjunct '%s' has not been transformed" % disjunct.name)
msg = (
"It does not appear '%s' is a "
"variable that appears in disjunct '%s'" % (v.name, disjunct.name)
)
disaggregated_var_map = v.parent_block().private_data().disaggregated_var_map
if v in disaggregated_var_map[disjunct]:
return disaggregated_var_map[disjunct][v]
else:
if raise_exception:
raise GDP_Error(msg)
[docs]
def get_src_var(self, disaggregated_var):
"""
Returns the original model variable to which disaggregated_var
corresponds.
Parameters
----------
disaggregated_var: a Var that was created by the hull
transformation as a disaggregated variable
(and so appears on a transformation block
of some Disjunct)
"""
var_map = disaggregated_var.parent_block().private_data()
if disaggregated_var in var_map.original_var_map:
return var_map.original_var_map[disaggregated_var]
raise GDP_Error(
"'%s' does not appear to be a "
"disaggregated variable" % disaggregated_var.name
)
# retrieves the disaggregation constraint for original_var resulting from
# transforming disjunction
[docs]
def get_disaggregation_constraint(
self, original_var, disjunction, raise_exception=True
):
"""
Returns the disaggregation (re-aggregation?) constraint
(which links the disaggregated variables to their original)
corresponding to original_var and the transformation of disjunction.
Parameters
----------
original_var: a Var which was disaggregated in the transformation
of Disjunction disjunction
disjunction: a transformed Disjunction containing original_var
"""
for disjunct in disjunction.disjuncts:
transBlock = disjunct.transformation_block
if transBlock is not None:
break
if transBlock is None:
raise GDP_Error(
"Disjunction '%s' has not been properly "
"transformed:"
" None of its disjuncts are transformed." % disjunction.name
)
try:
cons = (
transBlock.parent_block()
.private_data()
.disaggregation_constraint_map[original_var][disjunction]
)
except:
if raise_exception:
logger.error(
"It doesn't appear that '%s' is a variable that was "
"disaggregated by Disjunction '%s'"
% (original_var.name, disjunction.name)
)
raise
return None
while not cons.active:
cons = self.get_transformed_constraints(cons)[0]
return cons
[docs]
def get_var_bounds_constraint(self, v, disjunct=None):
"""
Returns a dictionary mapping keys 'lb' and/or 'ub' to the Constraints that
set a disaggregated variable to be within its lower and upper bounds
(respectively) when its Disjunct is active and to be 0 otherwise.
Parameters
----------
v: a Var that was created by the hull transformation as a
disaggregated variable (and so appears on a transformation
block of some Disjunct)
disjunct: (For nested Disjunctions) Which Disjunct in the
hierarchy the bounds Constraint should correspond to.
Optional since for non-nested models this can be inferred.
"""
info = v.parent_block().private_data()
if v in info.bigm_constraint_map:
if len(info.bigm_constraint_map[v]) == 1:
# Not nested, or it's at the top layer, so we're fine.
return list(info.bigm_constraint_map[v].values())[0]
elif disjunct is not None:
# This is nested, so we need to walk up to find the active ones
return info.bigm_constraint_map[v][disjunct]
else:
raise ValueError(
"It appears that the variable '%s' appears "
"within a nested GDP hierarchy, and no "
"'disjunct' argument was specified. Please "
"specify for which Disjunct the bounds "
"constraint for '%s' should be returned." % (v, v)
)
raise GDP_Error(
"Either '%s' is not a disaggregated variable, or "
"the disjunction that disaggregates it has not "
"been properly transformed." % v.name
)
[docs]
def get_transformed_constraints(self, cons):
cons = super().get_transformed_constraints(cons)
while not cons[0].active:
transformed_cons = []
for con in cons:
transformed_cons += super().get_transformed_constraints(con)
cons = transformed_cons
return cons
@TransformationFactory.register(
'gdp.chull',
doc="[DEPRECATED] please use 'gdp.hull' to get the Hull transformation.",
)
@deprecated(
"The 'gdp.chull' name is deprecated. "
"Please use the more apt 'gdp.hull' instead.",
logger='pyomo.gdp',
version="5.7",
)
class _Deprecated_Name_Hull(Hull_Reformulation):
def __init__(self):
super(_Deprecated_Name_Hull, self).__init__()