add abs for coefficients; only set when nonzero

Author: bknueven

mpisppy/extensions/coeff_rho.py

@@ -11,6 +11,7 @@
 
 from mpisppy.utils.sputils import nonant_cost_coeffs
 
+
 class CoeffRho(mpisppy.extensions.extension.Extension):
     """
     Determine rho as a linear function of the objective coefficient
@@ -19,14 +20,18 @@ class CoeffRho(mpisppy.extensions.extension.Extension):
     def __init__(self, ph):
         self.ph = ph
         self.multiplier = 1.0
-        if "coeff_rho_options" in ph.options and "multiplier" in ph.options["coeff_rho_options"]:
+        if (
+            "coeff_rho_options" in ph.options
+            and "multiplier" in ph.options["coeff_rho_options"]
+        ):
             self.multiplier = ph.options["coeff_rho_options"]["multiplier"]
 
     def post_iter0(self):
         for s in self.ph.local_scenarios.values():
             cc = nonant_cost_coeffs(s)
             for ndn_i, rho in s._mpisppy_model.rho.items():
-                rho._value = cc[ndn_i] * self.multiplier
+                if cc[ndn_i] != 0:
+                    rho._value = abs(cc[ndn_i]) * self.multiplier
                 # if self.ph.cylinder_rank==0:
                 #     nv = s._mpisppy_data.nonant_indices[ndn_i] # var_data object
                 #     print(ndn_i,nv.getname(),cc[ndn_i],rho._value)

mpisppy/extensions/sep_rho.py

@@ -28,7 +28,10 @@ def __init__(self, ph):
 
         self.multiplier = 1.0
 
-        if "sep_rho_options" in ph.options and "multiplier" in ph.options["sep_rho_options"]:
+        if (
+            "sep_rho_options" in ph.options
+            and "multiplier" in ph.options["sep_rho_options"]
+        ):
             self.multiplier = ph.options["sep_rho_options"]["multiplier"]
 
     def _compute_primal_residual_norm(self, ph):
@@ -143,13 +146,14 @@ def post_iter0(self):
         for s in ph.local_scenarios.values():
             cc = nonant_cost_coeffs(s)
             for ndn_i, rho in s._mpisppy_model.rho.items():
-                nv = s._mpisppy_data.nonant_indices[ndn_i] # var_data object
-                if nv.is_integer():
-                    rho._value = cc[ndn_i] / (xmax[ndn_i] - xmin[ndn_i] + 1)
-                else:
-                    rho._value = cc[ndn_i] / max(1, primal_resid[ndn_i])
-
-                rho._value *= self.multiplier
+                if cc[ndn_i] != 0:
+                    nv = s._mpisppy_data.nonant_indices[ndn_i]  # var_data object
+                    if nv.is_integer():
+                        rho._value = abs(cc[ndn_i]) / (xmax[ndn_i] - xmin[ndn_i] + 1)
+                    else:
+                        rho._value = abs(cc[ndn_i]) / max(1, primal_resid[ndn_i])
+
+                    rho._value *= self.multiplier
 
                 # if ph.cylinder_rank==0:
                 #     print(ndn_i,nv.getname(),xmax[ndn_i],xmin[ndn_i],primal_resid[ndn_i],cc[ndn_i],rho._value)