Data structures and utilities for (rolling horizon) dynamic optimization

[Robbybp]

Summary/Motivation:

I've had some data structures and utilities for dynamic optimization and rolling horizon case studies sitting on my hard drive for a while, and thought it was finally time to clean them up a little, write tests, and commit them somewhere. See the Overview doc page for my motivation for putting together this contrib package. I've found this code useful for MPC case studies, open-loop simulation case studies, and for formulating different kinds of optimal control problems.

Changes proposed in this PR:

• Add mpc contrib package with data structures, utilities, and an interface class for dynamic optimization
• Add tests and some documentation

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

1. I agree my contributions are submitted under the BSD license.
2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

[codecov[bot]]

Codecov Report

Base: 86.75% // Head: 86.71% // Decreases project coverage by -0.04% :warning:

Coverage data is based on head (806ea49) compared to base (affeee5). Patch coverage: 88.44% of modified lines in pull request are covered.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2477      +/-   ##
==========================================
- Coverage   86.75%   86.71%   -0.05%     
==========================================
  Files         726      747      +21     
  Lines       81196    82284    +1088     
==========================================
+ Hits        70445    71349     +904     
- Misses      10751    10935     +184     

Flag	Coverage Δ
linux	84.19% <88.44%> (+0.06%)	:arrow_up:
osx	74.48% <74.83%> (+0.02%)	:arrow_up:
other	84.37% <88.44%> (+0.06%)	:arrow_up:
win	81.01% <88.44%> (+0.10%)	:arrow_up:

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
pyomo/contrib/mpc/examples/cstr/model.py	59.43% <59.43%> (ø)
pyomo/contrib/mpc/examples/cstr/run_openloop.py	79.41% <79.41%> (ø)
pyomo/contrib/mpc/interfaces/load_data.py	84.48% <84.48%> (ø)
pyomo/contrib/mpc/modeling/terminal.py	85.29% <85.29%> (ø)
pyomo/contrib/mpc/examples/cstr/run_mpc.py	88.05% <88.05%> (ø)
pyomo/contrib/mpc/interfaces/var_linker.py	89.47% <89.47%> (ø)
pyomo/contrib/mpc/data/dynamic_data_base.py	89.58% <89.58%> (ø)
pyomo/contrib/mpc/data/interval_data.py	90.78% <90.78%> (ø)
pyomo/contrib/mpc/interfaces/model_interface.py	93.65% <93.65%> (ø)
pyomo/contrib/mpc/modeling/cost_expressions.py	94.25% <94.25%> (ø)
... and 14 more

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[Robbybp]

After discussing with @kuanhanl, including on PRs https://github.com/Robbybp/pyomo/pull/5 and https://github.com/kuanhanl/pyomo/pull/1, I've made some changes that I think will make this framework more amenable to MHE. These include:

• Updating the functions in cost_expressions.py and terminal.py to return a set indexing the list of provided variables in addition to the expression, which is now indexed by this set as well as time
• Updating names of "tracking cost" functions to refer to a generic "penalty" rather than tracking cost

In addition, I've made some API changes that make things somewhat simpler:

• Remove load_data_from_... methods on DynamicInterface class. Now there is just a single load_data function that automatically decides how to load the data based on its type
• Add a get_penalty_from_target function and method, which constructs an appropriate quadratic penalty expression depending on the type of data provided for the target

[Robbybp]

@blnicho Thank you for looking at this thoroughly. I've addressed your comments, and this is ready for re-review.

[Robbybp]

OSX failure appears unrelated