working

.gitignore

@@ -6,4 +6,5 @@ build
 dist
 *.egg-info
 .cache
-.*
+.*
+tmp

salamanca/models/calibrate_ineq.py

@@ -11,7 +11,7 @@ def position_rule(m, idx):
     return m.t[idx - 1] <= m.t[idx]
 
 
-def diff_rule(m, idx):
+def diff_hi_rule(m, idx):
     r"""|diff_hi|
 
     .. |diff_hi| replace:: :math:`t_r - t_{r-1} \geq 0.8 (t^*_r - t^*_{r-1}) \forall r \in {r_2 \ldots r_N}`
@@ -21,7 +21,7 @@ def diff_rule(m, idx):
     return m.t[idx] - m.t[idx - 1] >= 0.8 * (m.data['t'][idx] - m.data['t'][idx - 1])
 
 
-def diff_rule2(m, idx):
+def diff_lo_rule(m, idx):
     if idx == 0:
         return mo.Constraint.Skip
     return m.t[idx] - m.t[idx - 1] <= 1.2 * (m.data['t'][idx] - m.data['t'][idx - 1])
@@ -32,12 +32,32 @@ def theil_sum_rule(m):
         m.data['T_w'] * m.data['G']
 
 
-def obj_rule(m):
+def min_diff_obj(m):
     return sum((m.t[idx] - m.data['t'][idx]) ** 2
                for idx in m.idxs)
 
 
 class Model(object):
+    """Base class for Inequality Calibration Models"""
+
+    def __init__(self, data):
+        self.data = data
+
+    def construct(self):
+        raise NotImplementedError()
+
+    def solve(self):
+        m = self.model
+        solver = mo.SolverFactory('ipopt')
+        result = solver.solve(m)  # , tee=True)
+        result.write()
+        m.solutions.load_from(result)
+        t = pd.Series(m.t.get_values().values(),
+                      index=m.data['orig_idx'], name='thiel')
+        return t
+
+
+class Model1(Model):
     """
     Comprised of
 
@@ -46,5 +66,21 @@ class Model(object):
 
     """
 
-    def __init__(self):
-        pass
+    def construct(self):
+        self.model = m = mo.ConcreteModel()
+        # Model Data
+        m.data = data
+        # Sets
+        m.idxs = mo.Set(initialize=m.data['idxs'])
+        # Variables
+        m.t = mo.Var(m.idxs)
+        # Constraints
+        m.position = mo.Constraint(m.idxs, rule=position_rule,
+                                   doc='ordering between provinces must be maintained')
+        m.diff = mo.Constraint(m.idxs, rule=diff_rule,
+                               doc='difference between values should be about the same')
+        m.diff2 = mo.Constraint(m.idxs, rule=diff_rule2,
+                                doc='difference between values should be about the same')
+        m.theil_sum = mo.Constraint(rule=theil_sum_rule, doc='factor ordering')
+        m.obj = mo.Objective(rule=obj_rule, sense=mo.minimize)
+        return self