Source code for pyomo.contrib.parmest.scenariocreator

#  ___________________________________________________________________________
#
#  Pyomo: Python Optimization Modeling Objects
#  Copyright 2017 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.
#  ___________________________________________________________________________

# ScenariosCreator.py - Class to create and deliver scenarios using parmest
# DLW March 2020

import pyomo.environ as pyo


[docs]class ScenarioSet(object): """ Class to hold scenario sets Args: name (str): name of the set (might be "") """ def __init__(self, name): # Note: If there was a use-case, the list could be a dataframe. self._scens = list() # use a df instead? self.name = name # might be "" def _firstscen(self): # Return the first scenario for testing and to get Theta names. assert(len(self._scens) > 0) return self._scens[0]
[docs] def ScensIterator(self): """ Usage: for scenario in ScensIterator()""" return iter(self._scens)
[docs] def ScenarioNumber(self, scennum): """ Returns the scenario with the given, zero-based number""" return self._scens[scennum]
[docs] def addone(self, scen): """ Add a scenario to the set Args: scen (ParmestScen): the scenario to add """ assert(isinstance(self._scens, list)) self._scens.append(scen)
[docs] def append_bootstrap(self, bootstrap_theta): """ Append a boostrap theta df to the scenario set; equally likely Args: boostrap_theta (dataframe): created by the bootstrap Note: this can be cleaned up a lot with the list becomes a df, which is why I put it in the ScenarioSet class. """ assert(len(bootstrap_theta) > 0) prob = 1. / len(bootstrap_theta) # dict of ThetaVal dicts dfdict = bootstrap_theta.to_dict(orient='index') for index, ThetaVals in dfdict.items(): name = "Boostrap"+str(index) self.addone(ParmestScen(name, ThetaVals, prob))
[docs] def write_csv(self, filename): """ write a csv file with the scenarios in the set Args: filename (str): full path and full name of file """ if len(self._scens) == 0: print ("Empty scenario set, not writing file={}".format(filename)) return with open(filename, "w") as f: f.write("Name,Probability") for n in self._firstscen().ThetaVals.keys(): f.write(",{}".format(n)) f.write('\n') for s in self.ScensIterator(): f.write("{},{}".format(s.name, s.probability)) for v in s.ThetaVals.values(): f.write(",{}".format(v)) f.write('\n')
[docs]class ParmestScen(object): """ A little container for scenarios; the Args are the attributes. Args: name (str): name for reporting; might be "" ThetaVals (dict): ThetaVals[name]=val probability (float): probability of occurance "near" these ThetaVals """ def __init__(self, name, ThetaVals, probability): self.name = name assert(isinstance(ThetaVals, dict)) self.ThetaVals = ThetaVals self.probability = probability
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[docs]class ScenarioCreator(object): """ Create scenarios from parmest. Args: pest (Estimator): the parmest object solvername (str): name of the solver (e.g. "ipopt") """ def __init__(self, pest, solvername): self.pest = pest self.solvername = solvername self.experiment_numbers = pest._numbers_list
[docs] def ScenariosFromExperiments(self, addtoSet): """Creates new self.Scenarios list using the experiments only. Args: addtoSet (ScenarioSet): the scenarios will be added to this set Returns: a ScenarioSet """ assert(isinstance(addtoSet, ScenarioSet)) prob = 1. / len(self.pest._numbers_list) for exp_num in self.pest._numbers_list: ##print("Experiment number=", exp_num) model = self.pest._instance_creation_callback(exp_num, self.pest.callback_data) opt = pyo.SolverFactory(self.solvername) results = opt.solve(model) # solves and updates model ## pyo.check_termination_optimal(results) ThetaVals = dict() for theta in self.pest.theta_names: tvar = eval('model.'+theta) tval = pyo.value(tvar) ##print(" theta, tval=", tvar, tval) ThetaVals[theta] = tval addtoSet.addone(ParmestScen("ExpScen"+str(exp_num), ThetaVals, prob))
[docs] def ScenariosFromBoostrap(self, addtoSet, numtomake, seed=None): """Creates new self.Scenarios list using the experiments only. Args: addtoSet (ScenarioSet): the scenarios will be added to this set numtomake (int) : number of scenarios to create """ assert(isinstance(addtoSet, ScenarioSet)) bootstrap_thetas = self.pest.theta_est_bootstrap(numtomake, seed=seed) addtoSet.append_bootstrap(bootstrap_thetas)