Update PyROS Subproblem Initialization Routines

[shermanjasonaf]

Summary/Motivation

Implement updates to the PyROS subproblem initialization routines. These updates have been observed to improve the computational performance and reliability of PyROS for both small-scale and large-scale instances.

Changes proposed in this PR:

• Initialize second-stage variables $z^k$ and state variables $y^k$ of master problem of iteration $k$ to their values in the worst-case separation solution of iteration $k - 1$. Consequently, only the performance constraints of master block $k$ are violated by the initial master point. Drop equality constraint slack variables from the slack-based master feasibility problem.
• Initialize separation problem for each performance constraint to variable values from master block with worst violation of the performance constraint. Hence, each separation problem is initialized to the best known solution (and provided the set is not of type DiscreteScenarioSet, the solution is feasible).
• Refactor decision rule variable and constraint declaration routines.
• Refactor decision rule polishing problem routine. Ensure auxiliary variables are initialized to the initial values of the quantities they are meant to represent, rather than the currently used blanket value of 1E6.

Legal Acknowledgement

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1. I agree my contributions are submitted under the BSD license.
2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

[codecov]

Codecov Report

Attention: 1 lines in your changes are missing coverage. Please review.

Comparison is base (d5b53d5) 88.09% compared to head (c104954) 88.32%.
Report is 100 commits behind head on main.

Files	Patch %	Lines
pyomo/contrib/pyros/util.py	97.50%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3071      +/-   ##
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+ Coverage   88.09%   88.32%   +0.22%     
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  Files         774      776       +2     
  Lines       91538    93684    +2146     
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+ Hits        80644    82747    +2103     
- Misses      10894    10937      +43     

Flag	Coverage Δ
linux	85.99% <56.55%> (+0.53%)	⬆️
osx	75.53% <56.55%> (+0.06%)	⬆️
other	86.17% <56.55%> (+0.53%)	⬆️
win	83.39% <56.55%> (+0.59%)	⬆️

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[shermanjasonaf]

Feel free to add @natalieisenberg as a reviewer.

[natalieisenberg]

Look good! I like the new system for managing decision rules.

[mrmundt]

Same general comment as before that, if PyROS is ever promoted out of contrib, I will request that instances of master are changed to some other more inclusive language choice.

[jsiirola]

Two minor things, but nothing to prevent merging

[jsiirola]

Is the date still 12 Oct?

[jsiirola]

Note that con.equality will only be True if the constraint was declared as an equality constraint. Ranged inequalities will have con.equality == False, even if the upper and lower bounds are the same. Is that an issue?

[shermanjasonaf]

As of #2206, ranged inequality constraints with identical bounds are recast to equality constraints during the preprocessing step by util.transform_to_standard_form.