Summary/Motivation

Implement updates to the PyROS subproblem initialization routines. These updates have been observed to improve the computational performance and reliability of PyROS for both small-scale and large-scale instances.

Changes proposed in this PR:

• Initialize second-stage variables $z^k$ and state variables $y^k$ of master problem of iteration $k$ to their values in the worst-case separation solution of iteration $k - 1$. Consequently, only the performance constraints of master block $k$ are violated by the initial master point. Drop equality constraint slack variables from the slack-based master feasibility problem.
• Initialize separation problem for each performance constraint to variable values from master block with worst violation of the performance constraint. Hence, each separation problem is initialized to the best known solution (and provided the set is not of type DiscreteScenarioSet, the solution is feasible).
• Refactor decision rule variable and constraint declaration routines.
• Refactor decision rule polishing problem routine. Ensure auxiliary variables are initialized to the initial values of the quantities they are meant to represent, rather than the currently used blanket value of 1E6.

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