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mobook · Oct 30, 2023 · c653488 · c653488
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diff --git a/_images/03bf1ce5a2ab3de0434748d377fe625c53cc1c870f472a10aad3ab3f4f4bc54a.png b/_images/03bf1ce5a2ab3de0434748d377fe625c53cc1c870f472a10aad3ab3f4f4bc54a.png
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diff --git a/_images/90342aa5b58ee60ebadcab3b6acc21e84cd1fb288829dcd33ae39e51b101796c.png b/_images/90342aa5b58ee60ebadcab3b6acc21e84cd1fb288829dcd33ae39e51b101796c.png
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diff --git a/_images/eae75221b1f98f0b6642558e55d34090fba6c9b36c5c464c3b435ace93e43950.png b/_images/eae75221b1f98f0b6642558e55d34090fba6c9b36c5c464c3b435ace93e43950.png
diff --git a/_images/ef1cfc5ea77a698751bcc52294c6548a59d12410b712f73fd60501cdd16c7017.png b/_images/ef1cfc5ea77a698751bcc52294c6548a59d12410b712f73fd60501cdd16c7017.png
diff --git a/_images/fe7b407e870cd5716bccd82140099f0cf7b2b91588475abba3f1e1aaa3933d22.png b/_images/fe7b407e870cd5716bccd82140099f0cf7b2b91588475abba3f1e1aaa3933d22.png
diff --git a/_sources/notebooks/04/power-network.ipynb b/_sources/notebooks/04/power-network.ipynb
@@ -56,7 +56,7 @@
     "    !pip install highspy >/dev/null 2>/dev/null\n",
     " \n",
     "solver = 'appsi_highs'\n",
-    " \n",
+    "\n",
     "import pyomo.environ as pyo\n",
     "SOLVER = pyo.SolverFactory(solver)\n",
     " \n",

diff --git a/_sources/notebooks/05/cutting-stock.ipynb b/_sources/notebooks/05/cutting-stock.ipynb
diff --git a/_sources/notebooks/05/milk-pooling.ipynb b/_sources/notebooks/05/milk-pooling.ipynb
@@ -15,9 +15,9 @@
     "```\n",
     "```{index} single: Pyomo; block\n",
     "```\n",
-    "```{index} single: solver; cbc\n",
+    "```{index} single: solver; highs\n",
     "```\n",
-    "```{index} single: solver; couenne, ipopt\n",
+    "```{index} single: solver; ipopt\n",
     "```\n",
     "# Milk pooling and blending\n",
     "\n",
@@ -26,6 +26,19 @@
     "This notebook considers a simple example of a wholesale milk distributor to show how **non-convexity** arises in the optimization of pooling and blending operations. Non-convexity is due to presence of **bilinear** terms that are the product of two decision variables where one is a scale-dependent **extensive** quantity measuring the amount or flow of a product, and the other is scale-independent **intensive** quantity such as product composition. The notebook then shows how to develop and solve a convex approximation of the problem, and finally demonstrates solution the use of `ipotp`, a solver specifically designed to find global solutions to nonlinear optimization (NLO) problems."
    ]
   },
+  {
+   "cell_type": "markdown",
+   "id": "ab42f8ca",
+   "metadata": {},
+   "source": [
+    "## Preamble: Install Pyomo and a solver\n",
+    "\n",
+    "This cell selects and verifies a global SOLVER for the notebook.\n",
+    "\n",
+    "If run on Google Colab, the cell installs Pyomo and ipopt, then sets SOLVER to use the ipopt solver. If run elsewhere, it assumes Pyomo and the Mosek solver\n",
+    "have been previously installed and sets SOLVER to use the Mosek solver via the Pyomo SolverFactory. It then verifies that SOLVER is available."
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": 1,
@@ -37,6 +50,8 @@
    "source": [
     "import sys, os\n",
     "\n",
+    "solver_LO = \"appsi_highs\"\n",
+    "\n",
     "if 'google.colab' in sys.modules:\n",
     "    !pip install idaes-pse --pre >/dev/null 2>/dev/null\n",
     "    !pip install highspy >/dev/null 2>/dev/null\n",
@@ -48,7 +63,6 @@
     "\n",
     "import pyomo.environ as pyo \n",
     "\n",
-    "solver_LO = \"appsi_highs\"\n",
     "SOLVER_LO = pyo.SolverFactory(solver_LO)\n",
     "SOLVER_NLO = pyo.SolverFactory(solver_NLO)\n",
     "\n",
@@ -67,8 +81,7 @@
    "source": [
     "import pandas as pd\n",
     "import numpy as np\n",
-    "import matplotlib.pyplot as plt\n",
-    "import pyomo.environ as pyo"
+    "import matplotlib.pyplot as plt"
    ]
   },
   {

diff --git a/_sources/notebooks/05/refinery-production.ipynb b/_sources/notebooks/05/refinery-production.ipynb
diff --git a/_sources/notebooks/06/building-insulation.ipynb b/_sources/notebooks/06/building-insulation.ipynb
@@ -10,7 +10,7 @@
     "```\n",
     "```{index} single: conic optimization; second order cones\n",
     "```\n",
-    "```{index} single: solver; Mosek\n",
+    "```{index} single: solver; mosek\n",
     "```\n",
     "```{index} single: application; building insulation\n",
     "```\n",
@@ -26,6 +26,18 @@
     "Thermal insulation is installed in buildings to reduce annual energy costs. However, the installation costs money, so the decision of how much insulation to install is a trade-off between the annualized capital costs of insulation and the annual operating costs for heating and air conditioning. This notebook shows the formulation and solution of an optimization problem using conic optimization."
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Preamble: Install Pyomo and a solver\n",
+    "\n",
+    "This cell selects and verifies a global SOLVER for the notebook.\n",
+    "\n",
+    "If run on Google Colab, the cell installs Pyomo and ipopt, then sets SOLVER to use the ipopt solver. If run elsewhere, it assumes Pyomo and the Mosek solver\n",
+    "have been previously installed and sets SOLVER to use the Mosek solver via the Pyomo SolverFactory. It then verifies that SOLVER is available."
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": 1,
@@ -34,22 +46,21 @@
    },
    "outputs": [],
    "source": [
-    "import sys\n",
+    "import sys, os\n",
     "\n",
     "if 'google.colab' in sys.modules:\n",
     "    !pip install idaes-pse --pre >/dev/null 2>/dev/null\n",
     "    !idaes get-extensions --to ./bin \n",
     "    os.environ['PATH'] += ':bin'\n",
-    "    \n",
     "    solver = \"ipopt\"\n",
-    "    import pyomo.kernel as pmo\n",
-    "    import pyomo.environ as pyo\n",
-    "    SOLVER = pyo.SolverFactory(solver)\n",
-    "\n",
     "else:\n",
     "    solver = \"mosek_direct\"\n",
-    "    import pyomo.kernel as pmo\n",
-    "    SOLVER = pmo.SolverFactory(solver)"
+    "\n",
+    "import pyomo.kernel as pmo\n",
+    "import pyomo.environ as pyo \n",
+    "SOLVER = pmo.SolverFactory(solver)\n",
+    "\n",
+    "assert SOLVER.available(), f\"Solver {solver} is not available.\""
    ]
   },
   {
@@ -157,6 +168,7 @@
    "source": [
     "import matplotlib.pyplot as plt\n",
     "import numpy as np\n",
+    "import pandas as pd\n",
     "\n",
     "f = lambda x: alpha / (R0 + x / k)\n",
     "g = lambda x: beta * (a + b * x)\n",
@@ -345,9 +357,6 @@
    },
    "outputs": [],
    "source": [
-    "import pyomo.kernel as pmo\n",
-    "\n",
-    "\n",
     "def insulate(df, alpha, beta, R0, T):\n",
     "    m = pmo.block()\n",
     "\n",
@@ -480,8 +489,6 @@
     }
    ],
    "source": [
-    "import pandas as pd\n",
-    "\n",
     "# application parameters\n",
     "alpha = 30  # $ K / W annualized cost per sq meter per W/sq m/K\n",
     "beta = 0.05  # equivalent annual cost factor\n",
@@ -619,9 +626,6 @@
     }
    ],
    "source": [
-    "import numpy as np\n",
-    "import matplotlib.pyplot as plt\n",
-    "\n",
     "k = list(df[\"k\"])\n",
     "a = list(df[\"a\"])\n",
     "b = list(df[\"b\"])\n",

diff --git a/_sources/notebooks/06/economic-order-quantity.ipynb b/_sources/notebooks/06/economic-order-quantity.ipynb
@@ -36,21 +36,21 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import sys\n",
+    "import sys, os\n",
     "\n",
     "if 'google.colab' in sys.modules:\n",
     "    !pip install idaes-pse --pre >/dev/null 2>/dev/null\n",
     "    !idaes get-extensions --to ./bin \n",
     "    os.environ['PATH'] += ':bin'\n",
-    "    \n",
     "    solver = \"ipopt\"\n",
-    "    import pyomo.environ as pyo \n",
-    "    SOLVER = pyo.SolverFactory(solver)\n",
-    "\n",
     "else:\n",
     "    solver = \"mosek_direct\"\n",
-    "    import pyomo.kernel as pmo\n",
-    "    SOLVER = pmo.SolverFactory(solver)"
+    "\n",
+    "import pyomo.kernel as pmo\n",
+    "import pyomo.environ as pyo \n",
+    "SOLVER = pmo.SolverFactory(solver)\n",
+    "\n",
+    "assert SOLVER.available(), f\"Solver {solver} is not available.\""
    ]
   },
   {

diff --git a/_sources/notebooks/06/investment-wheel.ipynb b/_sources/notebooks/06/investment-wheel.ipynb
diff --git a/_sources/notebooks/06/kelly-criterion.ipynb b/_sources/notebooks/06/kelly-criterion.ipynb
@@ -13,7 +13,7 @@
     "```\n",
     "```{index} single: conic optimization; exponential cones\n",
     "```\n",
-    "```{index} single: solver; Mosek\n",
+    "```{index} single: solver; mosek\n",
     "```\n",
     "```{index} single: application; portfolio\n",
     "```\n",
@@ -37,22 +37,21 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import sys\n",
+    "import sys, os\n",
     "\n",
     "if 'google.colab' in sys.modules:\n",
     "    !pip install idaes-pse --pre >/dev/null 2>/dev/null\n",
     "    !idaes get-extensions --to ./bin \n",
     "    os.environ['PATH'] += ':bin'\n",
-    "    \n",
     "    solver = \"ipopt\"\n",
-    "    import pyomo.kernel as pmo\n",
-    "    import pyomo.environ as pyo \n",
-    "    SOLVER = pyo.SolverFactory(solver)\n",
-    "\n",
     "else:\n",
     "    solver = \"mosek_direct\"\n",
-    "    import pyomo.kernel as pmo\n",
-    "    SOLVER = pmo.SolverFactory(solver)"
+    "\n",
+    "import pyomo.kernel as pmo\n",
+    "import pyomo.environ as pyo \n",
+    "SOLVER = pmo.SolverFactory(solver)\n",
+    "\n",
+    "assert SOLVER.available(), f\"Solver {solver} is not available.\""
    ]
   },
   {
@@ -190,7 +189,8 @@
     }
    ],
    "source": [
-    "import pyomo.kernel as pmo\n",
+    "import numpy as np\n",
+    "import matplotlib.pyplot as plt\n",
     "\n",
     "# parameter values\n",
     "b = 1.25\n",
@@ -297,9 +297,6 @@
     }
    ],
    "source": [
-    "import pyomo.kernel as pmo\n",
-    "import numpy as np\n",
-    "\n",
     "# parameter values\n",
     "b = 1.25\n",
     "p = 0.51\n",
@@ -369,10 +366,6 @@
     }
    ],
    "source": [
-    "import numpy as np\n",
-    "import matplotlib.pyplot as plt\n",
-    "\n",
-    "\n",
     "def kelly_sim(p, b, lambd=0, K=None, ax=None):\n",
     "    w = kelly_rc(p, b, lambd)\n",
     "    m = p * np.log((1 + b * w)) + (1 - p) * np.log((1 - w))\n",

diff --git a/_sources/notebooks/06/markowitz_portfolio_revisited.ipynb b/_sources/notebooks/06/markowitz_portfolio_revisited.ipynb
@@ -39,7 +39,7 @@
    },
    "outputs": [],
    "source": [
-    "import sys\n",
+    "import sys, os\n",
     "\n",
     "if 'google.colab' in sys.modules:\n",
     "    !pip install idaes-pse --pre >/dev/null 2>/dev/null\n",
@@ -49,11 +49,11 @@
     "else:\n",
     "    solver = \"mosek_direct\"\n",
     "\n",
-    "import pyomo.environ as pyo\n",
-    "if not pyo.SolverFactory(solver).available():\n",
-    "    print(f\"Solver {solver} is not available\")\n",
-    "else:\n",
-    "    SOLVER = pyo.SolverFactory(solver)"
+    "import pyomo.kernel as pmo\n",
+    "import pyomo.environ as pyo \n",
+    "SOLVER = pmo.SolverFactory(solver)\n",
+    "\n",
+    "assert SOLVER.available(), f\"Solver {solver} is not available.\""
    ]
   },
   {

diff --git a/_sources/notebooks/06/optimal-growth-portfolios.ipynb b/_sources/notebooks/06/optimal-growth-portfolios.ipynb
@@ -30,24 +30,21 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import sys\n",
+    "import sys, os\n",
     "\n",
     "if 'google.colab' in sys.modules:\n",
     "    !pip install idaes-pse --pre >/dev/null 2>/dev/null\n",
     "    !idaes get-extensions --to ./bin \n",
     "    os.environ['PATH'] += ':bin'\n",
-    "    \n",
     "    solver = \"ipopt\"\n",
-    "    import pyomo.environ as pyo \n",
-    "    SOLVER = pyo.SolverFactory(solver)\n",
-    "\n",
     "else:\n",
     "    solver = \"mosek_direct\"\n",
-    "    import pyomo.kernel as pmo\n",
-    "    SOLVER = pmo.SolverFactory(solver)\n",
     "\n",
-    "if not SOLVER.available():\n",
-    "    print(f\"Solver {solver} is not available\")"
+    "import pyomo.kernel as pmo\n",
+    "import pyomo.environ as pyo \n",
+    "SOLVER = pmo.SolverFactory(solver)\n",
+    "\n",
+    "assert SOLVER.available(), f\"Solver {solver} is not available.\""
    ]
   },
   {

diff --git a/_sources/notebooks/06/svm-conic.ipynb b/_sources/notebooks/06/svm-conic.ipynb
@@ -43,24 +43,21 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import sys\n",
+    "import sys, os\n",
     "\n",
     "if 'google.colab' in sys.modules:\n",
     "    !pip install idaes-pse --pre >/dev/null 2>/dev/null\n",
     "    !idaes get-extensions --to ./bin \n",
     "    os.environ['PATH'] += ':bin'\n",
-    "    \n",
     "    solver = \"ipopt\"\n",
-    "    import pyomo.environ as pyo \n",
-    "    SOLVER = pyo.SolverFactory(solver)\n",
-    "\n",
     "else:\n",
     "    solver = \"mosek_direct\"\n",
-    "    import pyomo.kernel as pmo\n",
-    "    SOLVER = pmo.SolverFactory(solver)\n",
     "\n",
-    "if not SOLVER.available():\n",
-    "    print(f\"Solver {solver} is not available\")"
+    "import pyomo.kernel as pmo\n",
+    "import pyomo.environ as pyo \n",
+    "SOLVER = pmo.SolverFactory(solver)\n",
+    "\n",
+    "assert SOLVER.available(), f\"Solver {solver} is not available.\""
    ]
   },
   {
@@ -763,9 +760,6 @@
     }
    ],
    "source": [
-    "import pyomo.kernel as pmo\n",
-    "\n",
-    "\n",
     "def conicDualSVMFactory(X, y, c=1):\n",
     "    n, p = X.shape\n",
     "    F = np.array(\n",
@@ -1029,10 +1023,6 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "import numpy as np\n",
-    "import pyomo.kernel as pmo\n",
-    "\n",
-    "\n",
     "def kernelSVMFactory(X, y, c, tol=1e-8, kernel=lambda x, z: (x @ z)):\n",
     "    n, p = X.shape\n",
     "\n",