@@ -66,10 +66,8 @@ where:
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PyROS accepts models in which there are:
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1. Bounds declared on the ``Var `` objects representing
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- components of the variable vectors :math: `z` and :math: `y`.
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- These bounds are reformulated to inequality constraints.
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- 2. Ranged inequality constraints. These are easily reformulated to
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- single inequality constraints.
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+ components of the variable vectors
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+ 2. Ranged inequality constraints
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In order to cast the robust optimization counterpart of the
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:ref: `deterministic model <deterministic-model >`,
@@ -186,9 +184,9 @@ The PyROS solver is invoked through the
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Upon successful convergence of PyROS, the solution returned is
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certified to be robust optimal only if:
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- 1. master problems are solved to global optimality
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+ 1. Master problems are solved to global optimality
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(by specifying ``solve_master_globally=True ``)
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- 2. a worst-case objective focus is chosen
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+ 2. A worst-case objective focus is chosen
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(by specifying ``objective_focus=ObjectiveType.worst_case ``)
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Otherwise, the solution returned is certified to only be robust feasible.
@@ -998,7 +996,7 @@ Observe that the log contains the following information:
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p_robustness={}
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------------------------------------------------------------------------------
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Preprocessing...
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- Done preprocessing; required wall time of 0.018s .
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+ Done preprocessing; required wall time of 0.009s .
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------------------------------------------------------------------------------
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Model Statistics:
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Number of variables : 62
@@ -1020,34 +1018,33 @@ Observe that the log contains the following information:
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------------------------------------------------------------------------------
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Itn Objective 1-Stg Shift 2-Stg Shift #CViol Max Viol Wall Time (s)
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------------------------------------------------------------------------------
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- 0 3.5838e+07 - - 1 2.7000e+02 0.657
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- 1 3.6087e+07 8.0199e-01 1.2807e-01 5 4.1852e+04 1.460
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- 2 3.6125e+07 8.7068e-01 2.7098e-01 8 2.7711e+01 3.041
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- 3 3.6174e+07 7.6526e-01 2.2357e-01 4 1.3893e+02 4.186
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- 4 3.6285e+07 2.8923e-01 3.4064e-01 0 1.2670e-09g 7.162
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+ 0 3.5838e+07 - - 5 1.8832e+04 0.412
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+ 1 3.5838e+07 1.2289e-09 1.5886e-12 5 2.8919e+02 0.992
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+ 2 3.6269e+07 3.1647e-01 1.0432e-01 4 2.9020e+02 1.865
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+ 3 3.6285e+07 7.6526e-01 2.2258e-01 0 2.3874e-12g 3.508
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------------------------------------------------------------------------------
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Robust optimal solution identified.
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------------------------------------------------------------------------------
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Timing breakdown:
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Identifier ncalls cumtime percall %
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-----------------------------------------------------------
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- main 1 7.163 7.163 100.0
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+ main 1 3.509 3.509 100.0
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------------------------------------------------------
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- dr_polishing 4 0.293 0.073 4.1
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- global_separation 27 1.106 0.041 15.4
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- local_separation 135 3.385 0.025 47.3
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- master 5 1.396 0.279 19.5
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- master_feasibility 4 0.155 0.039 2.2
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- preprocessing 1 0.018 0.018 0.2
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- other n/a 0.811 n/a 11.3
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+ dr_polishing 3 0.209 0.070 6.0
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+ global_separation 27 0.590 0.022 16.8
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+ local_separation 108 1.569 0.015 44.7
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+ master 4 0.654 0.163 18.6
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+ master_feasibility 3 0.083 0.028 2.4
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+ preprocessing 1 0.009 0.009 0.3
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+ other n/a 0.394 n/a 11.2
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======================================================
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===========================================================
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------------------------------------------------------------------------------
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Termination stats:
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- Iterations : 5
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- Solve time (wall s) : 7.163
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+ Iterations : 4
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+ Solve time (wall s) : 3.509
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Final objective value : 3.6285e+07
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Termination condition : pyrosTerminationCondition.robust_optimal
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------------------------------------------------------------------------------
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