Merge pull request #3646 from shermanjasonaf/pyros-adjust-sep-eval-errors

Adjust PyROS handling of separation objective evaluation errors

Author: jsiirola

pyomo/contrib/pyros/separation_problem_methods.py

@@ -193,27 +193,23 @@ def get_sep_objective_values(separation_data, ss_ineq_cons):
     con_to_obj_map = separation_data.separation_model.second_stage_ineq_con_to_obj_map
     violations = ComponentMap()
 
-    user_var_partitioning = separation_data.separation_model.user_var_partitioning
-    first_stage_variables = user_var_partitioning.first_stage_variables
-    second_stage_variables = user_var_partitioning.second_stage_variables
-
     for ss_ineq_con in ss_ineq_cons:
         obj = con_to_obj_map[ss_ineq_con]
         try:
             violations[ss_ineq_con] = value(obj.expr)
-        except ValueError:
-            for v in first_stage_variables:
-                config.progress_logger.info(v.name + " " + str(v.value))
-            for v in second_stage_variables:
-                config.progress_logger.info(v.name + " " + str(v.value))
-            raise ArithmeticError(
-                f"Evaluation of second-stage inequality constraint {ss_ineq_con.name} "
-                f"(separation objective {obj.name}) "
-                "led to a math domain error. "
-                "Does the constraint expression "
-                "contain log(x) or 1/x functions "
+        except (ValueError, ArithmeticError):
+            vars_in_expr_str = ",\n  ".join(
+                f"{var.name}={var.value}" for var in identify_variables(obj.expr)
+            )
+            config.progress_logger.error(
+                "PyROS encountered an exception evaluating "
+                "expression of second-stage inequality constraint with name "
+                f"{ss_ineq_con.name!r} (separation objective {obj.name!r}) "
+                f"at variable values:\n  {vars_in_expr_str}\n"
+                "Does the expression contain log(x) or 1/x functions "
                 "or others with tricky domains?"
             )
+            raise
 
     return violations
 

pyomo/contrib/pyros/tests/test_grcs.py

@@ -1242,9 +1242,8 @@ def test_pyros_nl_and_ampl_writer_tol(self):
     )
     def test_pyros_math_domain_error(self):
         """
-        Test PyROS on a two-stage problem, discrete
-        set type with a math domain error evaluating
-        second-stage inequality constraint expressions in separation.
+        Test PyROS behavior is as expected when there are errors
+        encountered while evaluating separation problem objectives.
         """
         m = ConcreteModel()
         m.q = Param(initialize=1, mutable=True)
@@ -1259,16 +1258,35 @@ def test_pyros_math_domain_error(self):
         pyros_solver = SolverFactory("pyros")
 
         with self.assertRaisesRegex(
-            expected_exception=ArithmeticError,
-            expected_regex=(
-                "Evaluation of second-stage inequality constraint.*math domain error.*"
-            ),
-            msg="ValueError arising from math domain error not raised",
+            expected_exception=ValueError,
+            expected_regex="math domain error",
+            msg="Exception arising from math domain error not raised",
         ):
             # should raise math domain error:
             # (1) lower bounding constraint on x2 solved first
-            #     in separation, q = 0 in worst case
-            # (2) now tries to evaluate log(q), but q = 0
+            #     in separation. Solution has q = 0
+            # (2) upon solution of the first separation problem,
+            #     evaluation of x2 - log(q) at q = 0
+            #     results in exception
+            pyros_solver.solve(
+                model=m,
+                first_stage_variables=[m.x1],
+                second_stage_variables=[m.x2],
+                uncertain_params=[m.q],
+                uncertainty_set=box_set,
+                local_solver=local_solver,
+                global_solver=global_solver,
+                decision_rule_order=1,
+                tee=True,
+            )
+
+        # this should result in error stemming from division by zero
+        m.x2.setub(1 / m.q)
+        with self.assertRaisesRegex(
+            expected_exception=ZeroDivisionError,
+            expected_regex="float division by zero",
+            msg="Exception arising from math domain error not raised",
+        ):
             pyros_solver.solve(
                 model=m,
                 first_stage_variables=[m.x1],