master_problem_methods

Functions for construction and solution of the PyROS master problem.

Classes

MasterProblemData(model_data)

Container for objects pertaining to the PyROS master problem.

Functions

add_scenario_block_to_master_problem(...)

Add new scenario block to the master model.

construct_dr_polishing_problem(master_data)

Construct DR polishing problem from the master problem.

construct_initial_master_problem(model_data)

Construct the initial master problem model object from the preprocessed working model.

construct_master_feasibility_problem(master_data)

Construct slack variable minimization problem from the master model.

get_master_dr_degree(master_data)

Determine DR polynomial degree to enforce based on the iteration number.

higher_order_decision_rule_efficiency(...)

Enforce DR coefficient variable efficiencies for master problem-like formulation.

log_master_solve_results(master_model, ...)

Log master problem solve results.

minimize_dr_vars(master_data)

Polish decision rule of most recent master problem solution.

process_termination_condition_master_problem(...)

Process master problem solve termination condition.

solve_master(master_data)

Solve the master problem.

solve_master_feasibility_problem(master_data)

Solve a slack variable-based feasibility model derived from the master problem.

solver_call_master(master_data)

Invoke subsolver(s) on PyROS master problem, and update the MasterResults object accordingly.