time_limit (NonNegativeFloat, optional) – Wall time limit for the execution of the PyROS solver in seconds
(including time spent by subsolvers). If None is provided,
then no time limit is enforced.
keepfiles (bool, default=False) – Export subproblems with a non-acceptable termination status for
debugging purposes. If True is provided, then the argument
subproblem_file_directory must also be specified.
tee (bool, default=False) – Output subordinate solver logs for all subproblems.
load_solution (bool, default=True) – Load final solution(s) found by PyROS to the deterministic model
provided.
symbolic_solver_labels (bool, default=False) – True to ensure the component names given to the subordinate
solvers for every subproblem reflect the names of the
corresponding Pyomo modeling components, False otherwise.
objective_focus (InEnum[ObjectiveType], default=<ObjectiveType.nominal: 2>) –
Objective focus for the master problems:
ObjectiveType.nominal: Optimize the objective function
subject to the nominal uncertain parameter realization.
ObjectiveType.worst_case: Optimize the objective function
subject to the worst-case uncertain parameter realization.
By default, ObjectiveType.nominal is chosen.
A worst-case objective focus is required for certification of
robust optimality of the final solution(s) returned by PyROS. If
a nominal objective focus is chosen, then only robust
feasibility is guaranteed.
nominal_uncertain_param_vals (list, default=[]) – Nominal uncertain parameter realization. Entries should be
provided in an order consistent with the entries of the argument
uncertain_params. If an empty list is provided, then the
values of the Param objects specified through
uncertain_params are chosen.
decision_rule_order (In[0, 1, 2], default=0) –
Order (or degree) of the polynomial decision rule functions for
approximating the adjustability of the second stage variables
with respect to the uncertain parameters.
Choices are:
0: static recourse
1: affine recourse
2: quadratic recourse
solve_master_globally (bool, default=False) – True to solve all master problems with the subordinate global
solver, False to solve all master problems with the subordinate
local solver. Along with a worst-case objective focus (see
argument objective_focus), solving the master problems to
global optimality is required for certification of robust
optimality of the final solution(s) returned by PyROS.
Otherwise, only robust feasibility is guaranteed.
max_iter (positive int or -1, default=-1) – Iteration limit. If -1 is provided, then no iteration limit is
enforced.
robust_feasibility_tolerance (NonNegativeFloat, default=0.0001) – Relative tolerance for assessing maximal inequality constraint
violations during the GRCS separation step.
separation_priority_order (dict, default={}) – Mapping from model inequality constraint names to positive
integers specifying the priorities of their corresponding
separation subproblems. A higher integer value indicates a
higher priority. Constraints not referenced in the dict assume
a priority of 0. Separation subproblems are solved in order of
decreasing priority.
progress_logger (None, str or logging.Logger, default=<PreformattedLogger pyomo.contrib.pyros (INFO)>) – Logger (or name thereof) used for reporting PyROS solver
progress. If None or a str is provided, then
progress_logger is cast to
logging.getLogger(progress_logger). In the default case,
progress_logger is set to a
pyomo.contrib.pyros.util.PreformattedLogger object of
level logging.INFO.
backup_local_solvers (str, solver type, or Iterable of str/solver type, default=[]) – Additional subordinate local NLP optimizers to invoke in the
event the primary local NLP optimizer fails to solve a
subproblem to an acceptable termination condition.
backup_global_solvers (str, solver type, or Iterable of str/solver type, default=[]) – Additional subordinate global NLP optimizers to invoke in the
event the primary global NLP optimizer fails to solve a
subproblem to an acceptable termination condition.
subproblem_file_directory (Path, optional) – Directory to which to export subproblems not successfully solved
to an acceptable termination condition. In the event
keepfiles=True is specified, a str or path-like referring to
an existing directory must be provided.
bypass_local_separation (bool, default=False) – This is an advanced option. Solve all separation subproblems
with the subordinate global solver(s) only. This option is
useful for expediting PyROS in the event that the subordinate
global optimizer(s) provided can quickly solve separation
subproblems to global optimality.
bypass_global_separation (bool, default=False) – This is an advanced option. Solve all separation subproblems
with the subordinate local solver(s) only. If True is chosen,
then robustness of the final solution(s) returned by PyROS is
not guaranteed, and a warning will be issued at termination.
This option is useful for expediting PyROS in the event that the
subordinate global optimizer provided cannot tractably solve
separation subproblems to global optimality.