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@shermanjasonaf shermanjasonaf commented Jan 15, 2026

Summary/Motivation:

The changes to the implementation of the second-stage inequality constraints in PyROS as of #3341 were not accounted for in the scaling of the separation problem objectives. In particular, as of #3341, though these inequalities are allowed to have nonzero right-hand sides, the nonzero right-hand sides of the inequalities are not accounted for when calculating the scaling factors. This affects the implementation of the PyROS relative robust feasibility tolerance and heuristic for selecting the uncertain parameter realization for the subproblems of the next iteration. The present PR corrects the oversight and adds an accompanying test.

Changes proposed in this PR:

See summary/motivation.

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@shermanjasonaf shermanjasonaf changed the title Fix typo in PyROS feasibility tolerance implementation Fix typo in scaling of PyROS separation objectives Jan 16, 2026
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codecov bot commented Jan 17, 2026

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 89.44%. Comparing base (b872a24) to head (f1b2363).
⚠️ Report is 7 commits behind head on main.

Additional details and impacted files
@@           Coverage Diff           @@
##             main    #3817   +/-   ##
=======================================
  Coverage   89.43%   89.44%           
=======================================
  Files         906      906           
  Lines      105444   105445    +1     
=======================================
+ Hits        94303    94312    +9     
+ Misses      11141    11133    -8     
Flag Coverage Δ
builders 29.14% <33.33%> (-0.01%) ⬇️
default 86.06% <100.00%> (?)
expensive 35.76% <33.33%> (?)
linux 86.74% <100.00%> (-2.46%) ⬇️
linux_other 86.74% <100.00%> (-0.01%) ⬇️
osx 82.92% <100.00%> (+<0.01%) ⬆️
win 85.01% <100.00%> (+0.01%) ⬆️
win_other 85.01% <100.00%> (+0.01%) ⬆️

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@mrmundt mrmundt merged commit d517b4c into Pyomo:main Jan 19, 2026
63 of 65 checks passed
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4 participants