Generalize and Fix Uncertain Parameter Bounds Evaluation for PyROS FactorModelSet

[shermanjasonaf]

Summary/Motivation:

Generalize the PyROS FactorModelSet to allow for cases in which the psi_mat attribute
contains nonnegative entries.

Additionally, we target the following issues with the PyROS FactorModelSet.parameter_bounds method:

1. Current implementation is inconsistent with what was originally intended.
2. The current implementation and originally intended formulas may give bounds which are too tight. This is problematic as (a) the bounds are explicitly enforced on the uncertain parameter variables in PyROS separation problems; (b) as a consequence, portions of the uncertainty set may be excluded from separation problems, thereby invalidating any certificate of robustness.

Changes proposed in this PR:

• Generalize FactorModelSet to allow cases in which psi_mat contains negative entries (and update the documentation accordingly)
• Resolve issues with FactorModelSet.parameter_bounds
• Modularize setup of bounding problems for UncertaintySet instances
• Add unit tests to verify that parameter_bounds gives results which are consistent with bounding LP solutions.

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.

[jsiirola]

This looks reasonable.

[codecov]

Codecov Report

Base: 87.00% // Head: 87.07% // Increases project coverage by +0.06% 🎉

Coverage data is based on head (33ac1af) compared to base (14b5957).
Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2620      +/-   ##
==========================================
+ Coverage   87.00%   87.07%   +0.06%     
==========================================
  Files         754      754              
  Lines       83954    84672     +718     
==========================================
+ Hits        73047    73727     +680     
- Misses      10907    10945      +38     

Flag	Coverage Δ
linux	84.41% <100.00%> (-0.01%)	⬇️
osx	74.82% <94.59%> (+<0.01%)	⬆️
other	84.60% <100.00%> (-0.01%)	⬇️
win	81.74% <100.00%> (+<0.01%)	⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
pyomo/contrib/pyros/pyros.py	94.24% <100.00%> (ø)
pyomo/contrib/pyros/uncertainty_sets.py	92.56% <100.00%> (+0.38%)	⬆️
.../pynumero/algorithms/solvers/square_solver_base.py	98.14% <0.00%> (-1.86%)	⬇️
pyomo/contrib/pynumero/plugins.py	100.00% <0.00%> (ø)
...ntrib/pynumero/algorithms/solvers/scipy_solvers.py	95.89% <0.00%> (+0.99%)	⬆️
pyomo/repn/plugins/nl_writer.py	88.60% <0.00%> (+1.80%)	⬆️
pyomo/contrib/mindtpy/iterate.py	81.36% <0.00%> (+1.81%)	⬆️

Help us with your feedback. Take ten seconds to tell us how you rate us. Have a feature suggestion? Share it here.

☔ View full report at Codecov.
📢 Do you have feedback about the report comment? Let us know in this issue.