Pyomo: How to create new a model variable without declaring its name, and then store it in a dictionary?

Question

I was wondering if there is a way to create a variable that attaches to the model without specifying its name. Or, how do I dynamically create variables with different names in pyomo?

Background: I currently have a concrete model for a master problem and another concrete model for a subproblem. My goal is to solve a two stage optimization problem using a column and constraint generation algorithm under this master and subproblem framework.

I am trying to constrict a while loop to add new variables and constraints to the master problem. Specifically, I am trying to create a new variable for each iteration of a while loop. Then I'd like to add to the master problem some new constraints/cuts that involve the new variable in each iteration.

To do this, I was trying to construct a dictionary using a for loop. In the dictionary, each key corresponds to a newly created variable. I wrote something like this:

for i in I:
    xname= 'x' + str(i)
    new_x[xname] = model.add_component(xname, pyo.Var())

where I is the set of iteration counts used to create new variables and assign them to a dictionary key.

However, this doesn't work because model.add_component(xname, pyo.Var()) cannot be assigned to a key since it is a procedure that adds the new variable directly to the model. However, I can't use the standard syntax model.x = pyo.Var() to create the new variables either because it means I have to do it manually, defeating the purpose of a while loop.

I was wondering if there is a way to create a variable that attaches to the model without specifying its name. Or, how do I dynamically create different variables in pyomo?

Thank you!

Answer 1

Some first options:

• You could use setattr(model, xnnam, pyo.Var) in your while loop instead;

• You could create a set using 'I' elements, then the variable indexed over I and solve the model for each 'i' only in your while loop.

Hope these make sense.