With no initial value for uncertain parameter, PyROS complains "ValueError: User must designate at least one uncertain parameter."

[makansij]

Summary

With no initial value for uncertain parameter, PyROS complains ValueError: User must designate at least one uncertain parameter.

We should improve this error message to be more informative. Consider the example below where I have one uncertain parameter. To reproduce, consider two runs of the code below. First, run with the line below "# First try running with this line. Then comment out that line and run with the line below. One triggers the ValueError, the other does not.

Steps to reproduce the issue

# === Required import ===
import pyomo.kernel as pmo
import numpy as np
import pyomo.environ as pyo
import pyomo.contrib.pyros as pyros

pyros_solver = pyo.SolverFactory("pyros")
m = pyo.ConcreteModel()
m.L = pyo.Var(within=pyo.Reals, bounds=(0,10), initialize=0.5)

# First try running with this line
m.x1 = pyo.Param(within=pyo.Reals, mutable=True)
# Then, comment out the above line, and uncomment the following line:
# m.x1 = pyo.Param(within=pyo.Reals, initialize=0.5, mutable=True)

fn_1 = m.x1**2 + m.L
fn_2 = m.x1**2 + m.L - m.x1
m.obj = pyo.Objective(expr = fn_1, sense=pyo.minimize)
m.c1 = pyo.Constraint(expr = 0 <= fn_2)
uncertain_parameters = [m.x1] # We can pass IndexedParams this way to PyROS, or as an expanded list per index
relative_deviation = 0.9
nominal_values = {0:1} 
bounds = [(nominal_values[i] - relative_deviation*nominal_values[i],
              nominal_values[i] + relative_deviation*nominal_values[i])
              for i in range(len(uncertain_parameters))]

box_uncertainty_set = pyros.BoxSet(bounds=bounds)

solvername = 'baron'
solverpath_exe = '<path to baron>'
baron_solver = pyo.SolverFactory(solvername, executable=solverpath_exe)
local_solver = baron_solver
global_solver = baron_solver

first_stage_variables =[m.L]
second_stage_variables = []

results_1 = pyros_solver.solve(model = m,
                                 first_stage_variables = first_stage_variables,
                                 second_stage_variables = second_stage_variables,
                                 uncertain_params = uncertain_parameters,
                                 uncertainty_set = box_uncertainty_set,
                                 local_solver = local_solver,
                                 global_solver= global_solver,
                                 tee=True,
                                 options = {
                                    "objective_focus": pyros.ObjectiveType.worst_case,
                                    "solve_master_globally": True,
                                    "load_solution":False
                                  })

Error Message

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-2-afa9aa54a15b> in <module>
     76                                     "objective_focus": pyros.ObjectiveType.worst_case,
     77                                     "solve_master_globally": True,
---> 78                                     "load_solution":False
     79                                   })
     80 

/usr/local/lib/python3.7/site-packages/pyomo/contrib/pyros/pyros.py in solve(self, model, first_stage_variables, second_stage_variables, uncertain_params, uncertainty_set, local_solver, global_solver, **kwds)
    327         model = model
    328         # === Validate kwarg inputs
--> 329         validate_kwarg_inputs(model, config)
    330 
    331         # === Validate ability of grcs RO solver to handle this model

/usr/local/lib/python3.7/site-packages/pyomo/contrib/pyros/util.py in validate_kwarg_inputs(model, config)
    440     pdb.set_trace()
    441     # === Uncertain params provided check
--> 442     if len(config.uncertain_params) == 0:
    443         raise ValueError("User must designate at least one uncertain parameter.")
    444 

ValueError: User must designate at least one uncertain parameter.

[shermanjasonaf]

Understood. I'll update pyros.util.validate_kwarg_inputs to make this error message more informative.