separation_problem_methods

Methods for constructing and solving PyROS separation problems and related objects.

Classes

SeparationProblemData(model_data)

Container for objects related to the PyROS separation problem.

Functions

add_uncertainty_set_constraints(...)	Add to the separation model constraints restricting the uncertain parameter proxy variables to the user-provided uncertainty set.
construct_separation_problem(model_data)	Construct the separation problem model from the fully preprocessed working model.
discrete_solve(separation_data, master_data, ...)	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(...)	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(...)	Evaluate violation of second-stage inequality constraints by variables in nominal block of most recent master problem.
get_argmax_sum_violations(...)	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[, ...])	Get string representation of second-stage inequality constraint and the objective to which it has been mapped.
get_sep_objective_values(separation_data, ...)	Evaluate second-stage inequality constraint functions at current separation solution.
get_worst_discrete_separation_solution(...)	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(...)	Group model second-stage inequality constraints by separation priority.
initialize_separation(...)	Initialize separation problem variables using the solution to the most recent master problem.
perform_separation_loop(separation_data, ...)	Loop through, and solve, PyROS separation problems to desired optimality condition.
solve_separation_problem(separation_data, ...)	Solve PyROS separation problems.
solver_call_separation(separation_data, ...)	Invoke subordinate solver(s) on separation problem.