Variable/Constraint Scaling

[eslickj]

It looks like a variable scaling feature in Pyomo would be very useful. Depending on what units of measure I'm using I can have variables with values as low as 1e-9 (maybe lower). Right now if I really need to scale something I create a variable "something_scaled" and and expression "something" where something is like something_scaled/1e9. Then the variable "something_scaled" has a reasonable magnitude and I use the expression in place of the original unscaled variable.

It would be nice if variables just had a scale factor to do something similar. Although equation scaling is pretty easy, a similar thing could be done with constraints.

[carldlaird]

I am working on this feature right now. If you have a good example where it changes the convergence behavior, it would be a good test case. We could test original, your manually scaled case, the Pyomo scaled case -- and then make sure the last two have the same answer.

Send me an email if you want to discuss further.

[eslickj]

I pretty busy in the next week, and I don't have a good example off hand, but I'll pay around with the model and get some example I come up with some good cases (hopefully next week).

[carldlaird]

This issue is resolved in PR #235 (Scaling Transformation).

[blnicho]

This issue was resolved in #694