pao.duality.plugins.create_linear_dual issue when bilinear terms are present

[barguel]

When a term of the force u*x exists in a constraint where u is binary and x is continuous, this term is overlooked when collecting dual data.

[whart222]

Do we have a simple example that illustrates this? I'm not sure what error I'm looking for.

[anyacastillo]

I need to modify the example in test file *_indexed.py to test. I think that the only modification needed is to make x1, x2 variables part of an Indexed Var type. I can try that later today unless you see where I’m referring to. Anya

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Sent from my iPhone On Mar 15, 2020, at 10:30 AM, William Hart <notifications@github.com> wrote:  Do we have a simple example that illustrates this? I'm not sure what error I'm looking for. — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub<#21 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/ACKZTUYTPY3I6CDYDSHOG2DRHT7DLANCNFSM4LFEUSVQ>.

[barguel]

Would it help if I created a small example? From: William Hart <notifications@github.com> Sent: Sunday, March 15, 2020 10:31 AM To: pyomocommunity/pao <pao@noreply.github.com> Cc: Arguello, Bryan <barguel@sandia.gov>; Author <author@noreply.github.com> Subject: [EXTERNAL] Re: [pyomocommunity/pao] pao.duality.plugins.create_linear_dual issue when bilinear terms are present (#21) Do we have a simple example that illustrates this? I'm not sure what error I'm looking for. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub<#21 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/ALMKKGITZMQVZA2NUYMJ55DRHT7DLANCNFSM4LFEUSVQ>.

[whart222]

Yes, that would be very helpful. I’m not sure how to recreate this issue. Let’s discuss this afternoon. From: barguel <notifications@github.com> Sent: Tuesday, March 17, 2020 10:32 AM To: pyomocommunity/pao <pao@noreply.github.com> Cc: Hart, William E <wehart@sandia.gov>; Assign <assign@noreply.github.com> Subject: [EXTERNAL] Re: [pyomocommunity/pao] pao.duality.plugins.create_linear_dual issue when bilinear terms are present (#21) Would it help if I created a small example? From: William Hart <notifications@github.com<mailto:notifications@github.com>> Sent: Sunday, March 15, 2020 10:31 AM To: pyomocommunity/pao <pao@noreply.github.com<mailto:pao@noreply.github.com>> Cc: Arguello, Bryan <barguel@sandia.gov<mailto:barguel@sandia.gov>>; Author <author@noreply.github.com<mailto:author@noreply.github.com>> Subject: [EXTERNAL] Re: [pyomocommunity/pao] pao.duality.plugins.create_linear_dual issue when bilinear terms are present (#21) Do we have a simple example that illustrates this? I'm not sure what error I'm looking for. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub<#21 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/ALMKKGITZMQVZA2NUYMJ55DRHT7DLANCNFSM4LFEUSVQ>. — You are receiving this because you were assigned. Reply to this email directly, view it on GitHub<#21 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/AAFRX6GSGVCEJRBKOWAPFJLRH6QXNANCNFSM4LFEUSVQ>.

[anyacastillo]

We are testing the collect_dual_representation() with script: pao/bilevel/tests/test_bilevel_dualize.py to dualize the SubModel in barguel.py. Issues:

1. We should throw an error if the constraint bodies have nonlinear terms
2. We are currently providing _create_using() for 'pao.duality.linear_dual' with the block to dualize and the fixed variables on that block; however the collect_dual_representation() is not create a constraint and objective expression for one of the variables (e.g., in this model there is the expression u*y in the SubModel where u is fixed; there is no associated constraint in the dual problem or expression in the dual problem's objective).
3. We did the dual by hand and noted it in the bottom of pao\bilevel\tests\auxiliary\barguel.py