decogo.model.constraints

This module stores constraint data.

Classes

CutPool([block_sizes, blocks, obj, ...])	This class contains both local and global linear constraints, obj function.
LinearConstraint(lhs, relation, rhs, block_sizes)	A class for storing the linear constraint.
NonLinearConstraint(expr, ...)	A class for nonlinear constraint.
ObjectiveFunction(coef, block_sizes, const)	This class stores the linear objective function.
PyomoCutPool(model, blocks)	This class stores linear constraints from argument Pyomo model.
VarDomain(upper_bound, lower_bound, type)	This class stores the variable data.

class decogo.model.constraints.VarDomain(upper_bound, lower_bound, type)

This class stores the variable data.

Parameters

• _upper_bound (float) – Upper bound of the variable

• _lower_bound (float) – Lower bound of the variable

• _type (str) – Type of the variable, i.e. real, integer, binary

__init__(upper_bound, lower_bound, type)

Constructor method

property upper_bound

Gets the upper bound of the variable

property lower_bound

Gets the lower bound of the variable

property type

Gets the type of the variable

class decogo.model.constraints.LinearConstraint(lhs, relation, rhs, block_sizes, const=0, block_id=None)

A class for storing the linear constraint.

Parameters

• lhs (SparseBlockVector) – Coefficients of right hand side of constraint

• relation (str) – Constraint relation

• rhs (float) – Right hand side value of constraint

• is_local (bool) – Indicates of constraint is local, i.e. non zero values of right hand are within the same block

• block_id (int or None) – If constraint is local, then block is is assigned, otherwise it is None

__init__(lhs, relation, rhs, block_sizes, const=0, block_id=None)

Constructor method

_is_local()

Checks if constraint is local

eval(x)

Computes violation of constraint

Parameters

x (BlockVector) – Given point to evaluate

Returns

Violation of the constraint

Return type

float

class decogo.model.constraints.NonLinearConstraint(expr, orig_var_names_in_block)

A class for nonlinear constraint. This class stores original nonlinear Pyomo expression

Parameters

• expr (Expression) – Original Pyomo expression of nonlinear constraint

• orig_var_names_in_block (list) – Original variable names from the input Pyomo model

• _fun (Expression) – Function \(f(x)\), where \(f(x)\) is the function from the constraint \(f(x) \leq b\)

• relation (str or None) – Relation of the constraint, i.e equality or inequality

• _vars_objects (list or None) – Pyomo variable objects from the parameter expr and is used only for OA solver

• gradient (dict) – Gradient computed symbolically and is used only in OA solver

__init__(expr, orig_var_names_in_block)

Constructor method

_decompose()

Decomposes the nonlinear constraint \(f(x) \leq b\), into function (left hand side), relation and right hand side. If \(f( x) \geq b\), then the expression is reverted and represented as \(b \leq f(x)\)

eval(x)

Evaluates violation of the constraint

Parameters

x (list) – Given point to evaluate

Returns

Violation and value of the constraint

Return type

(float, float)

compute_gradient()

Computes just a gradient symbolically with sympy

compute_gradient_at_point(x)

Evaluates already computed gradient at given point

Parameters

x (list) – Given point to evaluate

Returns

Gradient with the respect to variables

Return type

dict

_assign_values_to_vars(x)

Internal method used for evaluation of nonlinear function represented with Pyomo variables. This method exploits the property that Var objects are mutable objects, one has to be careful with that. It uses the list of variable objects in the attributes. Since these objects are mutable objects, any changes of variable value will be also effective in all expressions where these variables are contained. So it is enough to assign the value of variable in one place. However this looks very dangerous.

Parameters

x (list) – Given evaluation point

class decogo.model.constraints.ObjectiveFunction(coef, block_sizes, const)

This class stores the linear objective function.

Parameters

• c (SparseBlockVector) – Linear objective function, stores the coefficients in sparse format

• const (float) – Constant value of objective value

__init__(coef, block_sizes, const)

Constructor method

eval(x)

Evaluates the objective function \(\sum_\limits{k \in K} c_k x_k\)

Parameters

x (BlockVector) – Given point for evaluation

Returns

the value of the objective function for \(x\)

Return type

float

class decogo.model.constraints.CutPool(block_sizes=[], blocks=[], obj=None, global_cuts=[], local_cuts={})

This class contains both local and global linear constraints, obj function.

Parameters

• block_sizes (list) – Number of variables in block

• blocks (list) – List of original variable names block-wise

• obj (ObjectiveFunction) – Objective function

• global_cuts (list) – List of global constraints

• local_cuts (dict) – Stores the list of local cuts block-wise

__init__(block_sizes=[], blocks=[], obj=None, global_cuts=[], local_cuts={})

Constructor method

add_lin_local_constr(coeff, relation, b, block_sizes)

Adds linear local constraint

Parameters

• coeff (list) – Coefficients of left hand side

• relation (str) – Constraint relation

• b (float) – Right hand side of the constraint

• block_sizes (list) – Number of variables block-wise

property num_of_cuts

Gets total number of all linear constraints

Returns

Number of all linear constraint

Return type

int

property num_blocks

Gets total number of blocks

Returns

Number of blocks

Return type

int

property num_of_global_cuts

Gets the number of linear global constraints

Returns

Number of global constraints only

Return type

int

property num_of_local_cuts

Gets the number of linear local constraints block-wise

Returns

Number of local constraints block-wise

Return type

int

evaluate_violation_global_constraints(point)

Evaluates violation of all global constraints

Parameters

point (BlockVector) – Given point to evaluate

Returns

Violation vector, which corresponds to violation of each global constraint

Return type

ndarray

class decogo.model.constraints.PyomoCutPool(model, blocks)

This class stores linear constraints from argument Pyomo model.

Parameters

• model (ConcreteModel) – Input Pyomo model

• blocks (list) – List of original variable names block-wise

__init__(model, blocks)

Constructor method

Raises

ValueError – If objective function is not linear

_read_constraint_object(con_obj)

Reads Pyomo constraints, detects if the constraint is linear. If yes, then it creates the linear constraint

Parameters

con_obj (Constraint) – Pyomo constraint object

_get_linear_term_data(expr)

Recursive function for reading and getting data for linear terms

Parameters

expr (Expression) – Linear expression to parse

Returns

List of coefficients and constant

Return type

(list, int)

_get_variable_index_by_name(var_name)

Get variable index from the list of blocks for sparse vector initialization

Parameters

var_name (str) – Original variable name

Returns

Pair of indices: block id and index in the block

Return type

(int, int)

_add_copy_constraint(cut_index)

Evaluate and add a global cut if it is a copy constraint :param cut_index: index of a global cut in global_cuts :type cut_index: int