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Fix PyROS Iteration Logging for Edge Case Involving Discrete Sets #3170

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shermanjasonaf
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Summary/Motivation:

If PyROS is invoked with an instance of DiscreteScenarioSet passed through argument uncertainty_set, then due to currently implemented algorithmic efficiencies, all separation problems are skipped in the event the iteration number is equal to one less than the number of scenarios in the uncertainty set. In this case, the #CViol entry in the final line of the iteration log should be 0, rather than 0+, which is what is currently printed.

For example, if the DiscreteScenarioSet has only a single scenario, and the first PyROS iteration is successfully completed, then the iteration log will currently read:

Itn  Objective    1-Stg Shift  2-Stg Shift  #CViol  Max Viol     Wall Time (s)
------------------------------------------------------------------------------
0    X.XXXXe+XX   X.XXXXe+XX   X.XXXXe+XX   0+      -            XX.XXX

(where the Xs are placeholders) rather than the desired output:

Itn  Objective    1-Stg Shift  2-Stg Shift  #CViol  Max Viol     Wall Time (s)
------------------------------------------------------------------------------
0    X.XXXXe+XX   X.XXXXe+XX   X.XXXXe+XX   0       -            XX.XXX

Changes proposed in this PR:

  • Fix/simplify PyROS iteration logs for DiscreteScenarioSet edge case.

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  1. I agree my contributions are submitted under the BSD license.
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codecov bot commented Feb 28, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 88.38%. Comparing base (e30aea7) to head (039acdc).
Report is 25 commits behind head on main.

Additional details and impacted files
@@           Coverage Diff           @@
##             main    #3170   +/-   ##
=======================================
  Coverage   88.38%   88.38%           
=======================================
  Files         846      846           
  Lines       94855    94859    +4     
=======================================
+ Hits        83834    83839    +5     
+ Misses      11021    11020    -1     
Flag Coverage Δ
linux 86.33% <80.00%> (-0.01%) ⬇️
osx 75.73% <80.00%> (-0.01%) ⬇️
other 86.52% <80.00%> (-0.01%) ⬇️
win 83.81% <80.00%> (-0.01%) ⬇️

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@mrmundt mrmundt merged commit 56a8380 into Pyomo:main Mar 7, 2024
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4 participants