add objective uncertainty

hlefebvr · Nov 28, 2024 · 4683059 · 4683059
1 parent 72aaca1
commit 4683059
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Showing 2 changed files with 38 additions and 2 deletions.
diff --git a/lib/include/idol/robust/modeling/Description.h b/lib/include/idol/robust/modeling/Description.h
@@ -18,6 +18,7 @@ class idol::Robust::Description {
     mutable std::optional<Annotation<unsigned int>> m_stages;
     Map<Ctr, LinExpr<Var, LinExpr<Var>>> m_uncertain_mat_coeff;
     Map<Ctr, LinExpr<Var>> m_uncertain_rhs;
+    Map<Var, LinExpr<Var>> m_uncertain_obj;
     const Model& m_uncertainty_set;
 public:
     explicit Description(const Model& t_uncertainty_set) : m_uncertainty_set(t_uncertainty_set) {}
@@ -42,6 +43,8 @@ class idol::Robust::Description {
 
     const LinExpr<Var>& uncertain_rhs(const Ctr& t_ctr) const;
 
+    const LinExpr<Var>& uncertain_obj(const Var& t_var) const;
+
     void set_uncertain_mat_coeff(const Ctr& t_ctr, const Var& t_var, const LinExpr<Var>& t_coeff) {
         m_uncertain_mat_coeff[t_ctr].set(t_var, t_coeff);
     }
@@ -50,6 +53,10 @@ class idol::Robust::Description {
         m_uncertain_rhs[t_ctr] = t_rhs;
     }
 
+    void set_uncertain_obj(const Var& t_var, const LinExpr<Var>& t_obj) {
+        m_uncertain_obj[t_var] = t_obj;
+    }
+
     class View {
         const Description& m_description;
         const Model& m_deterministic_model;

diff --git a/lib/src/robust/modeling/Description.cpp b/lib/src/robust/modeling/Description.cpp
@@ -61,22 +61,51 @@ idol::Robust::Description::uncertain_mat_coeffs(const idol::Ctr &t_ctr) const {
     return it_ctr->second;
 }
 
+const idol::LinExpr<idol::Var> &idol::Robust::Description::uncertain_obj(const idol::Var &t_var) const {
+    auto it_var = m_uncertain_obj.find(t_var);
+    if (it_var == m_uncertain_obj.end()) {
+        return LinExpr<Var>::Zero;
+    }
+    return it_var->second;
+}
+
 std::ostream &idol::operator<<(std::ostream &t_os, const idol::Robust::Description::View &t_view) {
 
     LimitedWidthStream stream(t_os, 120);
 
     const auto& model = t_view.deterministic_model();
     const auto& description = t_view.description();
 
-    stream << "Minimize\n" << model.get_obj_expr();
+    const auto& print_linear = [&stream](const LinExpr<Var>& t_linear, const LinExpr<Var, LinExpr<Var>>& uncertain_mat_coeff) {
+
+    };
+
+    const auto& obj = model.get_obj_expr();
+
+    stream << "Minimize\n" << obj.affine().constant() << " + ";
+    for (const auto& [var, constant] : obj.affine().linear()) {
+
+        const auto& uncertainty = description.uncertain_obj(var);
+        if (uncertainty.is_zero(Tolerance::Sparsity)) {
+            stream << constant;
+        } else {
+            stream << "[ " << constant << " + " << uncertainty << "]";
+        }
+        stream << " " << var;
+
+    }
+    for (const auto& [pair, constant] : obj) {
+        stream << " + " << constant << " " << pair.first << " " << pair.second;
+    }
 
     stream << "\nSubject To" << std::endl;
     for (const auto &ctr : model.ctrs()) {
 
         stream << '\t' << ctr.name() << ": ";
         const auto& linear = model.get_ctr_row(ctr);
-
         const auto& uncertain_mat_coeff = description.uncertain_mat_coeffs(ctr);
+
+
         if (uncertain_mat_coeff.is_zero(Tolerance::Sparsity)) {
             stream << linear;
         } else {