Source code for pyomo.mpec.plugins.mpec1

#  ___________________________________________________________________________
#
#  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 pyomo.core.base import (
    Transformation,
    TransformationFactory,
    Constraint,
    Block,
    Param,
    SortComponents,
    ComponentUID,
)
from pyomo.mpec.complementarity import Complementarity
from pyomo.gdp import Disjunct

logger = logging.getLogger('pyomo.core')


#
# This transformation reworks each Complementarity block to
# add a constraint that ensures the complementarity condition.
# Specifically,
#
#   x1 >= 0  OR  x2 >= 0
#
# becomes
#
#   x1 >= 0
#   x2 >= 0
#   x1*x2 <= 0
#


@TransformationFactory.register(
    'mpec.simple_nonlinear',
    doc="Nonlinear transformations of complementarity conditions when all variables are non-negative",
)
class MPEC1_Transformation(Transformation):


    def __init__(self):
        super(MPEC1_Transformation, self).__init__()


    def _apply_to(self, instance, **kwds):
        options = kwds.pop('options', {})
        bound = kwds.pop('mpec_bound', 0.0)
        #
        # Create a mutable parameter that defines the value of the upper bound
        # on the constraints
        #
        bound = options.get('mpec_bound', bound)
        instance.mpec_bound = Param(mutable=True, initialize=bound)
        #
        # Setup transformation data
        #
        tdata = instance._transformation_data['mpec.simple_nonlinear']
        tdata.compl_cuids = []
        #
        # Iterate over the model finding Complementarity components
        #
        for complementarity in instance.component_objects(
            Complementarity,
            active=True,
            descend_into=(Block, Disjunct),
            sort=SortComponents.deterministic,
        ):
            block = complementarity.parent_block()
            for index in sorted(complementarity.keys()):
                _data = complementarity[index]
                if not _data.active:
                    continue
                _data.to_standard_form()
                #
                _type = getattr(_data.c, "_complementarity_type", 0)
                if _type == 1:
                    #
                    # Constraint expression is bounded below, so we can replace
                    # constraint c with a constraint that ensures that either
                    # constraint c is active or variable v is at its lower bound.
                    #
                    _data.ccon = Constraint(
                        expr=(_data.c.body - _data.c.lower) * _data.v
                        <= instance.mpec_bound
                    )
                    del _data.c._complementarity_type
                elif _type == 3:
                    #
                    # Variable v is bounded above and below.  We can define
                    #
                    _data.ccon_l = Constraint(
                        expr=(_data.v - _data.v.bounds[0]) * _data.c.body
                        <= instance.mpec_bound
                    )
                    _data.ccon_u = Constraint(
                        expr=(_data.v - _data.v.bounds[1]) * _data.c.body
                        <= instance.mpec_bound
                    )
                    del _data.c._complementarity_type
                elif _type == 2:  # pragma:nocover
                    raise ValueError(
                        "to_standard_form does not generate _type 2 expressions"
                    )
            tdata.compl_cuids.append(ComponentUID(complementarity))
            block.reclassify_component_type(complementarity, Block)