Changeset 2428

Timestamp:

Mar 11, 2010 10:25:39 PM (9 years ago)

Author:

jwatson

Message:

Some "final" performance improvements to the PySP extensive form writer. The lion's share of the remaining time is consumed by instance construction.

File:

• coopr.pysp/trunk/coopr/pysp/ef.py (modified) (2 diffs)

coopr.pysp/trunk/coopr/pysp/ef.py

@@ -105 +105 @@
    for stage in scenario_tree._stages:
 
+      # first loop is to create master (blended) variables across all stages but the last.
       for (stage_variable, index_template, stage_variable_indices) in stage._variables:
 
@@ -167 +168 @@
                         setattr(binding_instance, new_constraint_name, new_constraint)
 
-            # create a variable to represent the expected cost at this node -
-            # the constraint to compute this comes later.
-            expected_cost_variable_name = "EXPECTED_COST_" + tree_node._name
-            expected_cost_variable = Var(name=expected_cost_variable_name)
-            expected_cost_variable._model = binding_instance
-            setattr(binding_instance, expected_cost_variable_name, expected_cost_variable)
+      # the second loop is for creating the stage cost variable in each tree node.
+      for tree_node in stage._tree_nodes:                        
+
+         # create a variable to represent the expected cost at this node -
+         # the constraint to compute this comes later.
+         expected_cost_variable_name = "EXPECTED_COST_" + tree_node._name
+         expected_cost_variable = Var(name=expected_cost_variable_name)
+         expected_cost_variable._model = binding_instance
+         setattr(binding_instance, expected_cost_variable_name, expected_cost_variable)
 
    # if we're generating the weighted CVaR objective term, create the