Merge branch 'main' into rc_spoke_bugfixed

Pyomo · Nov 22, 2024 · 05eb632 · 05eb632
2 parents b639a05 + 42fc896
commit 05eb632
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Showing 2 changed files with 6 additions and 2 deletions.
diff --git a/doc/src/extensions.rst b/doc/src/extensions.rst
@@ -179,6 +179,9 @@ In its current state, the user might opt-in to presolve for two reasons:
 2. For problems where a "fixer" extension or spoke is used, determining tight bounds on the
    non-anticipative variables may improve the fixer's performance.
 
+.. Note::
+   Like many solvers, the presolver will convert infinite bounds to 1e+100.
+
 .. Note::
    This capability requires the auto-persistent pyomo solver interface (APPSI) extensions
    for Pyomo to be built on your system. This can be achieved by running ``pyomo build-extensions``

diff --git a/mpisppy/opt/presolve.py b/mpisppy/opt/presolve.py
@@ -26,6 +26,7 @@
 
 from mpisppy import MPI
 
+_INF = 1e+100
 
 class _SPPresolver(abc.ABC):
     """Defines a presolver for distributed stochastic optimization problems
@@ -379,15 +380,15 @@ def _lb_generator(var_iterable):
     for v in var_iterable:
         lb = v.lb
         if lb is None:
-            yield -np.inf
+            yield -_INF
         yield lb
 
 
 def _ub_generator(var_iterable):
     for v in var_iterable:
         ub = v.ub
         if ub is None:
-            yield np.inf
+            yield _INF
         yield ub