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)

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).