add_uncertainty_set_constraints(...)
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Add to the separation model constraints restricting the uncertain parameter proxy variables to the user-provided uncertainty set. |
construct_separation_problem(model_data)
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Construct the separation problem model from the fully preprocessed working model. |
discrete_solve(separation_data, master_data, ...)
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Obtain separation problem solution for each scenario of the uncertainty set not already added to the most recent master problem. |
evaluate_ss_ineq_con_violations(...)
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Evaluate the inequality constraint function violations of the current separation model solution, and store the results in a given SeparationResult object. |
evaluate_violations_by_nominal_master(...)
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Evaluate violation of second-stage inequality constraints by variables in nominal block of most recent master problem. |
get_argmax_sum_violations(...)
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Get key of entry of solver_call_results_map which contains separation problem solution with maximal sum of second-stage inequality constraint violations over a specified sequence of second-stage inequality constraints. |
get_con_name_repr(separation_model, con[, ...])
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Get string representation of second-stage inequality constraint and the objective to which it has been mapped. |
get_sep_objective_values(separation_data, ...)
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Evaluate second-stage inequality constraint functions at current separation solution. |
get_worst_discrete_separation_solution(...)
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Determine separation solution (and therefore worst-case uncertain parameter realization) with maximum violation of specified second-stage inequality constraint. |
group_ss_ineq_constraints_by_priority(...)
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Group model second-stage inequality constraints by separation priority. |
initialize_separation(...)
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Initialize separation problem variables using the solution to the most recent master problem. |
perform_separation_loop(separation_data, ...)
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Loop through, and solve, PyROS separation problems to desired optimality condition. |
solve_separation_problem(separation_data, ...)
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Solve PyROS separation problems. |
solver_call_separation(separation_data, ...)
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Invoke subordinate solver(s) on separation problem. |