Fix PyROS Treatment of Fixed Model Variables and Initialization of Auxiliary Uncertain Parameters #3461
+437
−21
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Summary/Motivation:
Fix typos introduced in the PyROS source code (
contrib.pyros
) in #3341, ensuring that:Objective
/Constraint
components of a model. These variables are, as originally intended in Overhaul PyROS Preprocessor Subroutine and Subproblem Objects #3341, later considered effectively first-stage. The bounds on fixed variables are enforced; hence, second-stage inequality constraints derived from bounds that depend on the uncertain parameters are now subject to separation, rather than overlookedCardinalitySet
orFactorModelSet
instance) in a PyROS separation subproblem are initialized according to the values of the "main" uncertain parametersChanges proposed in this PR:
contrib.pyros.separation_problem_methods.initialize_separation
TODO (after #3439/#3441 merged?)
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