Low-Level Functions

apply_to_subproblem(to_apply::Function,
                    phd::PHData,
                    winf::WorkerInf,
                    scid::ScenarioID,
                    args::Tuple=(),
                    kwargs::NamedTuple=NamedTuple(),
                    )

Applies the function to_apply to the subproblem with scenario id scid.

cb(f::Function)
cb(f::Function, ext::Dict{Symbol,Any})
cb(f::Function, initialize::Function)
cb(f::Function, initialize::Function, ext::Dict{Symbol,Any})
cb(name::String, f::Function, ext::Dict{Symbol,Any})

Shorthand for Callback functions with the same signature.

get_callback(phd::PHData, name::String)::Callback

Retrieve the callback with name name.

get_callback_ext(phd::PHData, name::String)::Dict{Symbol,Any}

Retrieve the external dictionary for callback name.

mean_deviation(;tol::Float64=1e-8,
               save_deviations::Bool=false
               )::Callback

Implementation of a termination criterion given in section 2.3 of (Watson & Woodruff 2010). There it is called 'td'.

spcb(f::Function)
spcb(f::Function, ext::Dict{Symbol,Any})
spcb(name::String, f::Function, ext::Dict{Symbol,Any})

Shorthand for SubproblemCallback.

variable_fixing(; lag=2, eq_tol=1e-8)::Callback

Implementation of the variable fixing convergence acceleration heuristic in section 2.2 of (Watson & Woodruff 2010).

convert_to_variable_ids(phd::PHData, xid::XhatID)::Set{VariableID}

Convert the given consensus variable id to the contributing individual subproblem variable ids.

Arguments

• phd::PHData : PH data structure for the corresponding problem
• xid::XhatID : consensus variable id to convert

convert_to_xhat_id(phd::PHData, vid::VariableID)::XhatID

Convert the given VariableID to the consensus variable id (XhatID).

Arguments

• phd::PHData : PH data structure for the corresponding problem
• vid::VariableID : variable id to convert

index(vid::VariableID)::Index

Returns the Index of the specified VariableID.

index(n::Int64)::Index

Create Index from n.

scenario(vid::VariableID)::ScenarioID

Returns the ScenarioID of the specified VariableID.

scid(n::Int64)::ScenarioID

Create ScenarioID from n.

stage(vid::VariableID)::StageID

Returns the StageID of the specified VariableID.

stage_id(phd::PHData, xid::XhatID)::StageID

Returns the StageID in which the given consensus variable is.

stid(n::Int64)::StageID

Create StageID from n.

value(idx::Index)

Return the raw (non-type safe) value of an Index

value(nid::NodeID)

Return the raw (non-type safe) value of a NodeID

value(scid::ScenarioID)

Return the raw (non-type safe) value of a ScenarioID

value(stid::StageID)

Return the raw (non-type safe) value of a StageID

lower_bounds(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with the computed and saved lower bounds. See the lower_bound keyword argument on solve.

print_timing([io::IO], phd::PHData)

Prints timining information from the Progressive Hedging solve.

residuals(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with absolute and relative residuals along with the components. See the save_residuals keyword argument on solve.

retrieve_soln(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with the solution values of all consensus and leaf variables.

retrieve_aug_obj_value(phd::PHData)::Float64

Return the current objective value including Lagrange and proximal PH terms of the stochastic program.

retrieve_obj_value(phd::PHData)::Float64

Return the current objective value without Lagrange and proximal PH terms.

retrieve_no_hats(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with the final nonconsensus variable values.

retrieve_no_hat_history(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with the saved nonconsensus variable values. See the save_iterates keyword argument on solve.

retrieve_w(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with the final anticipativity constraint Lagrange multiplier values.

retrieve_w_history(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with the saved PH Lagrange variable values. See the save_iterates keyword argument on solve.

retrieve_xhat_history(phd::PHData)::DataFrames.DataFrame

Return a DataFrame with the saved consensus variable values. See the save_iterates keyword argument on solve.

probability(phd::PHData, scenario::ScenarioID)::Float64

Returns the probability of the given scenario.

scenario_tree(phd::PHData)::ScenarioTree

Returns the scenario tree for created stochastic programming problem.

scenarios(phd::PHData)::Set{ScenarioID}

Returns the set of all scenarios for the stochastic problem.

add_node(tree::ScenarioTree, parent::ScenarioNode)

Add a node to the ScenarioTree tree with parent node parent. Return the added node. If the node to add is a leaf, use add_leaf instead.

add_leaf(tree::ScenarioTree, parent::ScenarioNode, probability<:Real)

Add a leaf to the ScenarioTree tree with parent node parent. The probability of this scenario occuring is given by probability. Returns the ScenarioID representing the scenario.

root(tree::ScenarioTree)

Return the root node of the given ScenarioTree

two_stage_tree(n::Int)::ScenarioTree
two_stage_tree(p::Vector{R})::ScenarioTree where R <: Real

Construct and return a two-stage scenario tree with n scenarios with equal probability or a two-stage scenario tree with length(p) scenarios where probability of scenario s is p[s+1].

branch_value(phd::PHData, vid::VariableID)::Float64

Returns the value of the variable associated with vid. Must be a branch variable.

See also: leaf_value, value

branch_value(phd::PHData, scen::ScenarioID, stage::StageID, idx::Index)::Float64

Returns the value of the variable associated with with scenario scen, stage stage and index idx. Must be a branch variable.

See also: leaf_value, value

consensus_variables(phd::PHData)::Dict{XhatID,HatVariable}

Returns the collection of consensus variables for the problem.

is_integer(a::HatVariable)::Bool

Returns true if the consensus variable is an integer variable. The consensus variable is an integer if the contributing subproblem variables are all integer variables.

is_leaf(phd::PHData, xhid::XhatID)::Bool

Returns true if the given consensus variable id belongs to a leaf vertex in the scenario tree.

leaf_value(phd::PHData, vid::VariableID)::Float64
leaf_value(phd::PHData, scen::ScenarioID, stage::StageID, idx::Index)::Float64

Returns the value of the variable associated with vid or with scenario scen, stage stage and index idx. Must be a leaf variable.

WARNING: For computational efficiency, leaf values are collected only at the end of a PH run. Therefore, using this function in a callback will result in an error.

See also: branch_value, value

name(phd::PHData, vid::VariableID)::String

Returns the name of the consensus variable for the given VariableID.

name(phd::PHData, xid::XhatID)::String

Returns the name of the consensus variable for the given XhatID. The name is the same given to the individual scenario variables.

scenario_bundle(phd::PHData, xid::XhatID)::Set{ScenarioID}

Returns the scenarios contributing to the consensus variable associated with xid.

value(a::HatVariable)::Float64

Returns the current value of a.

value(phd::PHData, vid::VariableID)

Returns the value of the variable associated with vid.

See also: branch_value, leaf_value

value(phd::PHData, scen::ScenarioID, stage::StageID, idx::Index)::Float64

Returns the value of the variable associated with scenario scen, stage stage and index idx.

See also: branch_value, leaf_value

variables(a::HatVariable)::Set{VariableID}

Returns the variable ids for all subproblem variables contributing to this variable.

w_value(phd::PHData, vid::VariableID)

Returns the value of the variable associated with vid. Only available for branch variables.

w_value(phd::PHData, scen::ScenarioID, stage::StageID, idx::Index)::Float64

Returns the value of the variable associated with scenario scen, stage stage and index idx. Only available for branch variables.

xhat_value(phd::PHData, xhid::VariableID)::Float64

Returns the value of the consensus variable associated with xhid. Only available for leaf variables after calling solve. Available for branch variables at any time.

xhat_value(phd::PHData, vid::VariableID)::Float64

Returns the value of the consensus variable associated with vid. Only available for leaf variables after calling solve. Available for branch variables at any time.

xhat_value(phd::PHData, scen::ScenarioID, stage::StageID, idx::Index)::Float64

Returns the value of the consensus variable associated with scenario scen, stage stage and index idx. Only available for leaf variables after calling solve. Available for branch variables at any time.