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Revise PyROS second-stage equality reformulation under discrete (scenario-based) uncertainty #3533
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Revise PyROS second-stage equality reformulation under discrete (scenario-based) uncertainty #3533
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I found one typo but otherwise this looks fine.
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #3533 +/- ##
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- Coverage 88.71% 88.71% -0.01%
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Files 888 888
Lines 102024 102041 +17
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+ Hits 90513 90527 +14
- Misses 11511 11514 +3
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Co-authored-by: Bethany Nicholson <[email protected]>
…manjasonaf/pyomo into pyros-discrete-coefficient-matching
Summary/Motivation:
This PR modifies the PyROS solver preprocessor's treatment of second-stage equality constraints that are state-variable independent, for cases wherein the user-supplied uncertainty set is discrete (or scenario-based). Every such constraint is now treated as follows:
That is, when the uncertainty set is discrete, these equality constraints are no longer reformulated by casting to two inequalities (which increases the number of separation problems) or polynomial coefficient matching (which may be restrictive).
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