Fix expectation computation

AntaresSimulatorTeam · Aug 21, 2024 · bcafb95 · bcafb95
1 parent 27f8ad8
commit bcafb95
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Showing 3 changed files with 27 additions and 23 deletions.
diff --git a/src/andromede/expression/linear_expression_efficient.py b/src/andromede/expression/linear_expression_efficient.py
@@ -380,7 +380,8 @@ def _merge_dicts(
     rhs: Dict[TermKeyEfficient, TermEfficient],
     merge_func: Callable[[TermEfficient, TermEfficient], TermEfficient],
     neutral: float,
-) -> Dict[TermKeyEfficient, TermEfficient]: ...
+) -> Dict[TermKeyEfficient, TermEfficient]:
+    ...
 
 
 @overload
@@ -389,7 +390,8 @@ def _merge_dicts(
     rhs: Dict[PortFieldId, PortFieldTerm],
     merge_func: Callable[[PortFieldTerm, PortFieldTerm], PortFieldTerm],
     neutral: float,
-) -> Dict[PortFieldId, PortFieldTerm]: ...
+) -> Dict[PortFieldId, PortFieldTerm]:
+    ...
 
 
 def _get_neutral_term(term: T_val, neutral: float) -> T_val:

diff --git a/src/andromede/simulation/linear_expression_resolver.py b/src/andromede/simulation/linear_expression_resolver.py
@@ -28,6 +28,7 @@
     ResolvedLinearExpression,
     ResolvedTerm,
 )
+from andromede.expression.scenario_operator import Expectation
 from andromede.expression.time_operator import TimeShift
 from andromede.expression.value_provider import (
     TimeScenarioIndex,
@@ -50,11 +51,10 @@ def resolve(
             # Here, the value provide is used only to evaluate possible time operator args if the term has one
             resolved_variables = self.resolve_variables(term, row_id)
 
-            # TODO: For now all coefficients are the same for a given "variable_name", we are not able to represent things like sum(a_t * x_t)... but everything else is ok:
-            # sum(a_t') * x_t
-            # a_t * sum(x_t')
-            # a_t * x_t
-            # TODO: Next line is to be moved inside the for loop once we have figured out how to represent sum(a_t * x_t)
+            # TODO: Contrary to the time aggregator that does a sum which is the default behaviour when append resolved terms, expectation performs an averaging, so weights must be included in coefficients. We feel here that we could generalize time and scenario aggregation over variables with more general operators, the following lines are very specific to expectation with same weights over all scenarios
+            weight = 1
+            if isinstance(term.scenario_aggregator, Expectation):
+                weight = 1 / self.value_provider.scenarios()
 
             for ts_id, lp_variable in resolved_variables.items():
                 # TODO: Could we check in which case coeff resolution leads to the same result for each element in the for loop ? When there is only a literal, etc, etc ?
@@ -63,7 +63,9 @@ def resolve(
                     self.value_provider,
                     RowIndex(ts_id.time, ts_id.scenario),
                 )
-                resolved_terms.append(ResolvedTerm(resolved_coeff, lp_variable))
+                resolved_terms.append(
+                    ResolvedTerm(weight * resolved_coeff, lp_variable)
+                )
 
         resolved_constant = resolve_coefficient(
             expression.constant, self.value_provider, row_id
@@ -84,17 +86,17 @@ def resolve_variables(
         operator_ts_ids = self._row_id_to_term_time_scenario_id(term, row_id)
         for time in operator_ts_ids.time_indices:
             for scenario in operator_ts_ids.scenario_indices:
-                solver_vars[TimeScenarioIndex(time, scenario)] = (
-                    self.context.get_component_variable(
-                        time,
-                        scenario,
-                        term.component_id,
-                        term.variable_name,
-                        # At term build time, no information on the variable structure is known, we use it now
-                        self.context.network.get_component(term.component_id)
-                        .model.variables[term.variable_name]
-                        .structure,
-                    )
+                solver_vars[
+                    TimeScenarioIndex(time, scenario)
+                ] = self.context.get_component_variable(
+                    time,
+                    scenario,
+                    term.component_id,
+                    term.variable_name,
+                    # At term build time, no information on the variable structure is known, we use it now
+                    self.context.network.get_component(term.component_id)
+                    .model.variables[term.variable_name]
+                    .structure,
                 )
         return solver_vars
 

diff --git a/tests/functional/test_xpansion.py b/tests/functional/test_xpansion.py
@@ -375,10 +375,10 @@ def test_generation_xpansion_two_time_steps_two_scenarios(
     status = problem.solver.Solve()
 
     assert status == problem.solver.OPTIMAL
-    # assert problem.solver.NumVariables() == 2 * scenarios * horizon + 1
-    # assert (
-    #     problem.solver.NumConstraints() == 3 * scenarios * horizon
-    # )  # Flow balance, Max generation for each cluster
+    assert problem.solver.NumVariables() == 2 * scenarios * horizon + 1
+    assert (
+        problem.solver.NumConstraints() == 3 * scenarios * horizon
+    )  # Flow balance, Max generation for each cluster
     assert problem.solver.Objective().Value() == pytest.approx(
         490 * 300
         + 0.5 * (10 * 300 + 10 * 300 + 40 * 200)