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Add CartesianProductSet to PyROS#3927

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shermanjasonaf wants to merge 16 commits intoPyomo:mainfrom
shermanjasonaf:add-pyros-cartesian-product-set
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Add CartesianProductSet to PyROS#3927
shermanjasonaf wants to merge 16 commits intoPyomo:mainfrom
shermanjasonaf:add-pyros-cartesian-product-set

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Summary/Motivation:

This PR adds to PyROS the CartesianProductSet class, a new pre-implemented concrete UncertaintySet subclass for representing a Cartesian product (or cross product) of uncertainty sets. For simplicity, this initial implementation of the CartesianProductSet does not support products involving one or more discrete uncertainty sets; such support will be added in a future PR.

Changes proposed in this PR:

  • Add PyROS CartesianProductSet class

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

  1. I agree my contributions are submitted under the BSD license.
  2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

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codecov Bot commented May 5, 2026

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 89.99%. Comparing base (c1ce36d) to head (67b1ccc).
⚠️ Report is 64 commits behind head on main.

Additional details and impacted files
@@            Coverage Diff             @@
##             main    #3927      +/-   ##
==========================================
+ Coverage   89.98%   89.99%   +0.01%     
==========================================
  Files         904      904              
  Lines      106891   106969      +78     
==========================================
+ Hits        96191    96272      +81     
+ Misses      10700    10697       -3     
Flag Coverage Δ
builders 29.14% <26.92%> (-0.01%) ⬇️
default 86.32% <100.00%> (?)
expensive 35.58% <26.92%> (?)
linux 87.46% <100.00%> (-2.02%) ⬇️
linux_other 87.46% <100.00%> (+0.01%) ⬆️
oldsolvers 28.09% <26.92%> (+<0.01%) ⬆️
osx 82.83% <100.00%> (+0.01%) ⬆️
win 85.90% <100.00%> (+0.01%) ⬆️
win_other 85.90% <100.00%> (+0.01%) ⬆️

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@blnicho blnicho requested review from blnicho and jsiirola May 5, 2026 18:53
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This looks good. Some minor updates to docstrings if you have time, but (in my opinion) nothing that must prevent merging.

Comment thread pyomo/contrib/pyros/uncertainty_sets.py Outdated
Comment thread pyomo/contrib/pyros/uncertainty_sets.py Outdated
Comment thread pyomo/contrib/pyros/uncertainty_sets.py
Comment thread pyomo/contrib/pyros/uncertainty_sets.py
Comment thread pyomo/contrib/pyros/uncertainty_sets.py Outdated
Comment thread pyomo/contrib/pyros/uncertainty_sets.py Outdated
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4 participants