###############################################################################
# mpi-sppy: MPI-based Stochastic Programming in PYthon
#
# Copyright (c) 2024, Lawrence Livermore National Security, LLC, Alliance for
# Sustainable Energy, LLC, The Regents of the University of California, et al.
# All rights reserved. Please see the files COPYRIGHT.md and LICENSE.md for
# full copyright and license information.
###############################################################################
# scenario_tree.py; PySP 2.0 scenario structure
# ALL INDEXES ARE ZERO-BASED
import logging
import pyomo.environ as pyo
import mpisppy.utils.sputils as sputils
from pyomo.core.base.indexed_component_slice import IndexedComponent_slice
from pyomo.common.collections import ComponentSet
logger = logging.getLogger('mpisppy.scenario_tree')
[docs]
def build_vardatalist(self, model, varlist=None):
"""
Convert a list of pyomo variables to a list of SimpleVar and _GeneralVarData. If varlist is none, builds a
list of all variables in the model. Written by CD Laird
Parameters
----------
model: ConcreteModel
varlist: None or list of pyo.Var
"""
vardatalist = None
# if the varlist is None, then assume we want all the active variables
if varlist is None:
raise RuntimeError("varlist is None in scenario_tree.build_vardatalist")
vardatalist = [v for v in model.component_data_objects(pyo.Var, active=True, sort=True)]
elif isinstance(varlist, (pyo.Var, IndexedComponent_slice)):
# user provided a variable, not a list of variables. Let's work with it anyway
varlist = [varlist]
if vardatalist is None:
# expand any indexed components in the list to their
# component data objects
vardatalist = list()
for v in varlist:
if isinstance(v, IndexedComponent_slice):
vardatalist.extend(v.__iter__())
elif v.is_indexed():
vardatalist.extend((v[i] for i in sorted(v.keys())))
else:
vardatalist.append(v)
return vardatalist
[docs]
class ScenarioNode:
"""Store a node in the scenario tree.
Note:
This can only be created programatically from a scenario
creation function. (maybe that function reads data)
Args:
name (str): name of the node; one node must be named "ROOT"
cond_prob (float): conditional probability
stage (int): stage number (root is 1)
cost_expression (pyo Expression or Var): stage cost
nonant_list (list of pyo Var, VarData or slices): the Vars that
require nonanticipativity at the node (might not be a list)
scen_model (pyo concrete model): the (probably not 'a') concrete model
nonant_ef_suppl_list (list of pyo Var, Vardata or slices):
Vars for which nonanticipativity constraints will only be added to
the extensive form (important for bundling), but for which mpi-sppy
will not enforce them as nonanticipative elsewhere.
NOTE: These types of variables are often indicator variables
that are already present in the deterministic model.
surrogate_nonant_list (list of pyo Var, VarData or slices):
Vars for which nonanticipativity constraints are enforced implicitly
by the vars in varlist, but which may speed PH convergence and/or
aid in cut generation when considered explicitly.
These vars will be ignored for fixers, incumbent finders which
fix nonants to calculate solutions, and the EF creator.
NOTE: These types of variables are typically artificially added
to the model to capture hierarchical model features.
parent_name (str): name of the parent node
Lists:
nonant_vardata(list of vardata objects): vardatas to blend
x_bar_list(list of floats): bound by index to nonant_vardata
"""
def __init__(self, name, cond_prob, stage, cost_expression,
nonant_list, scen_model, nonant_ef_suppl_list=None,
surrogate_nonant_list=None, parent_name=None):
"""Initialize a ScenarioNode object. Assume most error detection is
done elsewhere.
"""
self.name = name
self.cond_prob = cond_prob
self.stage = stage
self.cost_expression = cost_expression
self.nonant_list = nonant_list
self.nonant_ef_suppl_list = nonant_ef_suppl_list
self.surrogate_nonant_list = surrogate_nonant_list
self.parent_name = parent_name # None for ROOT
# now make the vardata lists
if self.nonant_list is not None:
self.nonant_vardata_list = sputils.build_vardatalist(
scen_model,
self.nonant_list)
else:
logger.warning("nonant_list is empty for node {},".format(name) +\
"No nonanticipativity will be enforced at this node by default")
self.nonant_vardata_list = []
if self.nonant_ef_suppl_list is not None:
self.nonant_ef_suppl_vardata_list = sputils.build_vardatalist(
scen_model,
self.nonant_ef_suppl_list)
else:
self.nonant_ef_suppl_vardata_list = []
# For the surrogate nonants, we'll add them to the nonant_vardata_list,
# since for most purposes in mpi-sppy we'll treat them as nonants.
if self.surrogate_nonant_list is not None:
surrogate_vardatas = sputils.build_vardatalist(
scen_model,
self.surrogate_nonant_list)
self.nonant_vardata_list.extend(surrogate_vardatas)
self.surrogate_vardatas = ComponentSet(surrogate_vardatas)
else:
self.surrogate_vardatas = ComponentSet()