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import numpy as np
from gpkit import Model from gpkit.small_scripts import mag
from .robust import RobustModel from.robust_gp_tools import RobustGPTools
class MarginSetting(object): def __init__(self, **options): self._options = {'gamma': 1}
for key, value in options.items(): self._options[key] = value
def get(self, option_name): return self._options[option_name]
def set(self, option_name, value): self._options[option_name] = value
class MarginModel(Model): """ MarginModel extends gpkit.Model by adding margins to Model fixed variables with pr. It uses the local sensitivities of the Model solution to determine the direction of perturbation of fixed variables. """ def setup(self, model, **options): self.nominal_model = model self.setting = MarginSetting(**options)
# Solving the nominal model if model.solution: self.nominal_solve = model.solution else: self.nominal_solve = RobustModel.internalsolve(model, verbosity=0) self.nominal_solution = self.nominal_solve.get('variables') self.nominal_cost = self.nominal_solve['cost']
# Determining margins self.substitutions = {k: v + self.setting.get("gamma") * np.sign(mag(self.nominal_solve['sensitivities']['constants'][k.key]))*k.key.pr * v / 100.0 for k, v in model.substitutions.items() if k in model.varkeys and RobustGPTools.is_directly_uncertain(k)} self.cost = model.cost return Model(self.cost, model, self.substitutions) |