Separate Linear Terms in Nonlinear to Piecewise Linear Transformation

[michaelbynum]

Summary/Motivation:

This PR modifies the contrib.piecewise.nonlinear_to_pwl transformation so that linear parts of a constraint always get separated from the nonlinear parts, even if additively_decompose is False. The idea is that

y >= exp(x) + x**3

should become

y >= PWL(exp(x) + x**3)

and not

0 >= PWL(exp(x) + x**3 - y)

Legal Acknowledgement

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[codecov]

Codecov Report

❌ Patch coverage is 89.65517% with 3 lines in your changes missing coverage. Please review.
✅ Project coverage is 88.17%. Comparing base (8fbddce) to head (7b78841).

Files with missing lines	Patch %	Lines
...mo/contrib/piecewise/transform/nonlinear_to_pwl.py	89.65%	3 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3814      +/-   ##
==========================================
- Coverage   89.44%   88.17%   -1.28%     
==========================================
  Files         906      906              
  Lines      105444   105469      +25     
==========================================
- Hits        94317    92993    -1324     
- Misses      11127    12476    +1349     

Flag	Coverage Δ
builders	29.14% <10.34%> (-0.01%)	⬇️
default	86.05% <89.65%> (?)
expensive	35.75% <10.34%> (?)
linux	70.67% <75.86%> (-18.54%)	⬇️
linux_other	70.67% <75.86%> (-16.05%)	⬇️
osx	?
win	?
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[emma58]

I think this makes sense. If you could put in a comment with the example you put in the PR description for why _separate_linear_parts is necessary, I think that would be helpful for future us. My guess is this is not currently the fastest thing we could possibly do, but for now, I'm not so concerned with that. @jsiirola, @sadavis1, @bammari, this might be worth glancing at if you have a minute.

[emma58]

Does separating these two cases matter? I mean, obviously you make a different expression tree, but do we need it?

[michaelbynum]

I don't think it matters to me.

[emma58]

@jsiirola, can this happen? I have something in the back of my mind telling me multiplier is sure to be 1 at this point?

[michaelbynum]

I just copied the to_expression code from the QuadraticRepn class and modified it slightly...

[michaelbynum]

which is to say that I have no idea. I'll take a look, though.

[michaelbynum]

Oh, I can't read. This question was for @jsiirola. My bad.

[michaelbynum]

Okay, if this does make some sense, I'll clean it up a bit.