# ___________________________________________________________________________ # # Pyomo: Python Optimization Modeling Objects # Copyright 2017 National Technology and Engineering Solutions of Sandia, LLC # Under the terms of Contract DE-NA0003525 with National Technology and # Engineering Solutions of Sandia, LLC, the U.S. Government retains certain # rights in this software. # This software is distributed under the 3-clause BSD License. # ___________________________________________________________________________ import logging from pyomo.core.base import (Transformation, TransformationFactory, Constraint, Block, Param, SortComponents, ComponentUID) from pyomo.mpec.complementarity import Complementarity from pyomo.gdp import Disjunct from six import iterkeys logger = logging.getLogger('pyomo.core') # # This transformation reworks each Complementarity block to # add a constraint that ensures the complementarity condition. # Specifically, # # x1 >= 0 OR x2 >= 0 # # becomes # # x1 >= 0 # x2 >= 0 # x1*x2 <= 0 # @TransformationFactory.register('mpec.simple_nonlinear', doc="Nonlinear transformations of complementarity conditions when all variables are non-negative") class MPEC1_Transformation(Transformation): def __init__(self): super(MPEC1_Transformation, self).__init__() def _apply_to(self, instance, **kwds): options = kwds.pop('options', {}) bound = kwds.pop('mpec_bound', 0.0) # # Create a mutable parameter that defines the value of the upper bound # on the constraints # bound = options.get('mpec_bound', bound) instance.mpec_bound = Param(mutable=True, initialize=bound) # # Setup transformation data # tdata = instance._transformation_data['mpec.simple_nonlinear'] tdata.compl_cuids = [] # # Iterate over the model finding Complementarity components # for complementarity in instance.component_objects(Complementarity, active=True, descend_into=(Block, Disjunct), sort=SortComponents.deterministic): block = complementarity.parent_block() for index in sorted(iterkeys(complementarity)): _data = complementarity[index] if not _data.active: continue _data.to_standard_form() # _type = getattr(_data.c, "_complementarity_type", 0) if _type == 1: # # Constraint expression is bounded below, so we can replace # constraint c with a constraint that ensures that either # constraint c is active or variable v is at its lower bound. # _data.ccon = Constraint(expr=(_data.c.body - _data.c.lower)*_data.v <= instance.mpec_bound) del _data.c._complementarity_type elif _type == 3: # # Variable v is bounded above and below. We can define # _data.ccon_l = Constraint(expr=(_data.v - _data.v.bounds[0])*_data.c.body <= instance.mpec_bound) _data.ccon_u = Constraint(expr=(_data.v - _data.v.bounds[1])*_data.c.body <= instance.mpec_bound) del _data.c._complementarity_type elif _type == 2: #pragma:nocover raise ValueError("to_standard_form does not generate _type 2 expressions") tdata.compl_cuids.append( ComponentUID(complementarity) ) block.reclassify_component_type(complementarity, Block)