Changeset 3217 for coopr.pysp/trunk/coopr/pysp/ef.py

Timestamp:

Nov 5, 2010 1:29:42 PM (10 years ago)

Author:

jwatson

Message:

Various updates to support heteogeneous index sets in PH for different nodes in the scenario tree - more work / testing remains.

File:

• coopr.pysp/trunk/coopr/pysp/ef.py (modified) (9 diffs)

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

@@ -109 +109 @@
       cvar_eta_variable.construct()               
 
-      first_stage.add_variable(cvar_eta_variable, "*", [None])
+      first_stage.add_variable(cvar_eta_variable, "*")
 
       cvar_excess_variable_name = "CVAR_EXCESS"
@@ -115 +115 @@
       cvar_excess_variable.construct()
 
-      second_stage.add_variable(cvar_excess_variable, "*", [None])
+      second_stage.add_variable(cvar_excess_variable, "*")
 
       # create the eta and excess variable on a per-scenario basis,
@@ -166 +166 @@
 
       # 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:
+      for (stage_reference_variable, index_template) in stage._variables:
 
          if verbose_output is True:
-            print "Creating master variable and blending constraints for decision variable="+stage_variable.name+", indices="+str(index_template)
+            print "Creating master variable and blending constraints for decision variable="+stage_reference_variable.name+", indices="+str(index_template)
 
          for tree_node in stage._tree_nodes:
@@ -175 +175 @@
             if stage != scenario_tree._stages[-1]:      
 
-               master_variable_name = stage_variable.name               
+               stage_variable_name = stage_reference_variable.name
+
+               stage_variable_indices = tree_node._variable_indices[stage_variable_name]
 
                # because there may be a single stage variable and multiple indices, check
@@ -182 +184 @@
                master_variable = None
                try:
-                  master_variable = getattr(binding_instance, master_variable_name)
+                  master_variable = getattr(binding_instance, stage_variable_name)
                except:
-                  new_master_variable_index = stage_variable._index
+                  new_master_variable_index = getattr(scenario_instances[tree_node._scenarios[0]._name], stage_variable_name)._index
                   new_master_variable = None
                   if (len(new_master_variable_index) is 1) and (None in new_master_variable_index):
-                     new_master_variable = Var(name=stage_variable.name)
+                     new_master_variable = Var(name=stage_variable_name)
                   else:
-                     new_master_variable = Var(new_master_variable_index, name=stage_variable.name)
+                     new_master_variable = Var(new_master_variable_index, name=stage_variable_name)
                   new_master_variable.construct()
                   new_master_variable._model = binding_instance
-                  setattr(binding_instance, master_variable_name, new_master_variable)
+                  setattr(binding_instance, stage_variable_name, new_master_variable)
 
                   master_variable = new_master_variable
@@ -202 +204 @@
                   for scenario in tree_node._scenarios:
                      instance = scenario_instances[scenario._name]
-                     if getattr(instance,stage_variable.name)[index].status == VarStatus.unused:
+                     if getattr(instance,stage_variable_name)[index].status == VarStatus.unused:
                         is_used = False
 
@@ -208 +210 @@
                   for scenario in tree_node._scenarios:
                      instance = scenario_instances[scenario._name]
-                     if getattr(instance,stage_variable.name)[index].fixed is True:
+                     if getattr(instance,stage_variable_name)[index].fixed is True:
                         is_fixed = True
 
@@ -215 +217 @@
                      for scenario in tree_node._scenarios:
                         scenario_instance = scenario_instances[scenario._name]
-                        scenario_variable = getattr(scenario_instance, stage_variable.name)
-                        new_constraint_name = scenario._name + "_" + master_variable_name + "_" + str(index)
+                        scenario_variable = getattr(scenario_instance, stage_variable_name)
+                        new_constraint_name = scenario._name + "_" + stage_variable_name + "_" + str(index)
                         new_constraint = Constraint(name=new_constraint_name)
                         new_expr = master_variable[index] - scenario_variable[index]
@@ -633 +635 @@
       gc.enable()
 
+   # with the scenario instances now available, have the scenario tree compute the
+   # variable match indices at each node.
+   scenario_tree.defineVariableIndexSets(scenario_instances)      
+
    print "Creating extensive form binding instance"