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Pyomo / mpi-sppy

MPI-based Stochastic Programming in PYthon
https://mpi-sppy.readthedocs.io
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Smoothed PH Algorithm #408

Closed WilliamPixell closed 2 weeks ago

WilliamPixell commented 1 month ago

A new variant of PH algorithm called Smoothed PH Algorithm is added.

WilliamPixell commented 3 weeks ago

Thanks for pointing out these issues. Tests have been passed. Documentation have been added. Options have been changed to command line controlled.

DLWoodruff commented 2 weeks ago

I'm going to approve this, but I don't like kwargs on the _rho_setter function. I prefer cfg=None and I will probably put in a PR to do that.

WilliamPixell commented 2 weeks ago

I'm happy with this modulo the addition of a kwargs to the rho_setter (I left a comment on sizes.py). We should discuss this, then merge this. Or we could merge this then discuss it.

Sorry for late reply. Yes, it's definitely fine to remove the addition of a kwargs to the rho_setter. It is not important for smoothed PH algorithm.

bknueven commented 2 weeks ago

I'm going to approve this, but I don't like kwargs on the _rho_setter function. I prefer cfg=None and I will probably put in a PR to do that.

Just to clarify, the existence of rho_setter_kwargs predates this PR, so I don't think it should hold this up. See, e.g.: https://github.com/Pyomo/mpi-sppy/blob/c733830ef4c73d17cc5022b729d079615fcbada4/mpisppy/phbase.py#L397-L401