import pyomo.environ as aml from pyomo.pysp.embeddedsp import (EmbeddedSP, StochasticDataAnnotation, TableDistribution, StageCostAnnotation, VariableStageAnnotation) def create_embedded(): model = aml.ConcreteModel() model.d1 = aml.Param(mutable=True, initialize=0) model.d2 = aml.Param(mutable=True, initialize=0) model.d3 = aml.Param(mutable=True, initialize=0) model.d4 = aml.Param(mutable=True, initialize=0) # first stage model.x = aml.Var(bounds=(0,10)) # first stage derived model.y = aml.Expression(expr=model.x + 1) model.fx = aml.Var() # second stage model.z = aml.Var(bounds=(-10, 10)) # second stage derived model.q = aml.Expression(expr=model.z**2) model.fz = aml.Var() model.r = aml.Var() # stage costs model.StageCost = aml.Expression([1,2]) model.StageCost.add(1, model.fx) model.StageCost.add(2, -model.fz + model.r + model.d1) model.o = aml.Objective(expr=aml.sum_product(model.StageCost)) model.c_first_stage = aml.Constraint(expr= model.x >= 0) # test our handling of intermediate variables that # are created by Piecewise but can not necessarily # be declared on the scenario tree model.p_first_stage = aml.Piecewise(model.fx, model.x, pw_pts=[0.,2.,5.,7.,10.], pw_constr_type='EQ', pw_repn='INC', f_rule=[10.,10.,9.,10.,10.], force_pw=True) model.c_second_stage = aml.Constraint(expr= model.x + model.r * model.d2 >= -100) model.cL_second_stage = aml.Constraint(expr= model.d3 >= -model.r) model.cU_second_stage = aml.Constraint(expr= model.r <= 0) # exercise more of the code by making this an indexed # block model.p_second_stage = aml.Piecewise([1], model.fz, model.z, pw_pts=[-10,-5.,0.,5.,10.], pw_constr_type='EQ', pw_repn='INC', f_rule=[0.,0.,-1.,model.d4,1.], force_pw=True) # annotate the model model.varstage = VariableStageAnnotation() # first stage model.varstage.declare(model.x, 1) model.varstage.declare(model.y, 1, derived=True) model.varstage.declare(model.fx, 1, derived=True) model.varstage.declare(model.p_first_stage, 1, derived=True) # second stage model.varstage.declare(model.z, 2) model.varstage.declare(model.q, 2, derived=True) model.varstage.declare(model.fz, 2, derived=True) model.varstage.declare(model.r, 2, derived=True) model.varstage.declare(model.p_second_stage, 2, derived=True) model.stagecost = StageCostAnnotation() for i in [1,2]: model.stagecost.declare(model.StageCost[i], i) model.stochdata = StochasticDataAnnotation() model.stochdata.declare( model.d1, distribution=TableDistribution([0.0,1.0,2.0])) model.stochdata.declare( model.d2, distribution=TableDistribution([0.0,1.0,2.0])) model.stochdata.declare( model.d3, distribution=TableDistribution([0.0,1.0,2.0])) model.stochdata.declare( model.d4, distribution=TableDistribution([0.0,1.0,2.0])) return EmbeddedSP(model)