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pysp's Introduction

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PySP Overview

PySP is an extension to the Pyomo optimization modeling package for formulating and solving stochastic programming optimization problems.

PySP was originally developed within the Pyomo project and has subsequently been replaced by mpi-sppy as the recommended extension for optimization under uncertainty in Pyomo.

We plan to make PySP available at least until some time in 2023.

Developers

PySP was split out of the main Pyomo repository in February, 2021. Developer discussions continue to occur through the main Pyomo developer mailing list hosted on google groups.

By contributing to this software project, you are agreeing to the following terms and conditions for your contributions:

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

pysp's People

Contributors

blnicho avatar dlwoodruff avatar ghackebeil avatar jeanpaulwatson avatar jsiirola avatar mrmundt avatar

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pysp's Issues

Merge PySPConfigBlock back into pyutilib.misc.config

In an effort to simplify / standardize configuration / options in Pyomo, we should ensure that we only use a single configuration management system. The customizations / overrides in PySPConfigBlock and PySPConfigValue should be reviewed and, if appropriate, merged into pyutilib.misc.config. PySP should then directly use the pyutilib.misc.config system.

PH termination output needs work

Someone (maybe me), should take a look at the termination about from runph, particularly expectations and solutions associate with xhat. I think it there is output for the xhat of the last iteration that is not clearly labelled as such. And, anyway, I don't know why anyone would want that. What they should want is the best xhat and its assocated costs. Those are what are used to compute the gap.

bounds plugin needs to output best x-hat solution, not just its value

A user points out that the phsolutionwriter plugin writes the last solution seen, which pretty much no one wants. There should be a mechanism for the bounds plugin to keep the best x-hat and then print that solution at the end. This would be a bit of a change because presently we just keep all the xhat objs and then figure out who was the best at the end; we would have to change to keeping a best-so-far unless we wanted to keep all xhats

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