Jason Sherman

Results 28 comments of Jason Sherman

PyROS has not yet been tested for two-stage robust MINLPs; per the [documentation](https://pyomo.readthedocs.io/en/stable/contributed_packages/pyros.html#methodology-overview), the current implementation only provides support for models with continuous variables (robust NLPs). If you are looking...

PyROS currently supports sets for which all parameters are discrete, or all parameters are continuous; to my knowledge, sets with both discrete and continuous parameters have not yet been tested....

@makansij I currently have access to COUENNE through the [IDAES Toolkit](https://github.com/IDAES/idaes-pse), which itself can be installed using the [instructions here](https://idaes-pse.readthedocs.io/en/1.4.4/install/index.html). @jsiirola Do you know any simple methods for installing COUENNE...

@makansij I believe the issue is due to the note shown below step 2 of the installation instructions (binary extensions not yet supported for Mac)

@makansij: 1. Just to be clear, have you confirmed that your solution is _robust_ feasible (i.e. feasible for your model constraints under _all_ parameter realizations in the uncertainty set you...

@makansij 1. If you know in advance (via formal proof) that your model solution (and therefore your RO model) is robust feasible, then we would hope that PyROS successfully either...

Looks like your local solver could not find a feasible solution to the master problem of iteration 5. It's possible that this master problem is indeed infeasible (and hence your...

@makansij - As per the [documentation](https://pyomo.readthedocs.io/en/latest/contributed_packages/pyros.html#pyomo.contrib.pyros.PyROS), the option `load_solution` only dictates whether PyROS should load any solutions found by the end of the PyROS algorithm. Moreover, if `load_solution` is set...

Are you actually referring to NaN (as in `float("nan")` or `numpy.nan`), or do you mean `None`? I don't expect a first-stage variable value in the solution returned by PyROS to...

Hi @makansij: 1. It is possible that the model is robust feasible or robust infeasible. You could say that the model is "locally robust infeasible", but this concept is currently...