construct_dr_polishing_problem

(function from pyomo.contrib.pyros.master_problem_methods)

pyomo.contrib.pyros.master_problem_methods.construct_dr_polishing_problem(master_data)[source]

Construct DR polishing problem from the master problem.

Parameters:: master_data (MasterProblemData) – Master problem data.
Returns:: polishing_model – Polishing model.
Return type:: ConcreteModel

Note

Polishing problem is to minimize the L1-norm of the vector of all decision rule polynomial terms, subject to the original master problem constraints, with all first-stage variables (including epigraph) fixed. Optimality of the polished DR with respect to the master objective is also enforced.