Update PyROS Uncertainty Set Validation Methods

[jas-yao]

Fixes: #2724, #3508

Summary/Motivation:

This PR provides updates to PyROS uncertainty set validation methods and related tests.
Here, a validate method replaces the is_valid method (which solves 2N bounding problems to check for set boundedness) in all uncertainty sets, with each set having its own custom validate method that efficiently checks set-specific attributes and raises informative exceptions if any issues are found.

Changes proposed in this PR:

• Update is_bounded and is_nonempty methods in base UncertaintySet class
• Provide a _solve_feasibility method in base UncertaintySet class
• Replace is_valid with validate method that runs is_bounded and is_nonempty in the base UncertaintySet class
• Override validate in subclass uncertainty sets to check set-specific attributes
• Remove attribute setter checks in uncertainty sets that have been moved to the validate method
• Update unit tests for is_bounded, is_nonempty, _solve_feasibility, and validate methods

TODO

• Add FBBT for _compute_parameter_bounds
• Add validate_array to all validate methods
• Split test_validate tests into separate tests for each validation check
• Delete _validate method for PolyhedralSet
• Update error messages to clearly indicate issues specific to uncertainty set setup
• Check uncertainty set documentation looks good and test fix for Invalid doctest in PyROS - unclear what behavior should be #3508
• Update version number and changelog (after Update the PyROS Separation Priority Ordering Interface #3581 merged)

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[jas-yao]

@shermanjasonaf

[jas-yao]

Thanks for all the feedback and suggestions @jsiirola !
Regarding FBBT, I was able to reproduce the issue with the following short script.

"""Reproducing FBBT error."""
from pyomo.contrib.pyros.uncertainty_sets import PolyhedralSet
from pyomo.contrib.fbbt.fbbt import fbbt

# create a polyhedral uncertainty set that is not bounded
lhs_coefficients_mat = [[1, 2, 3], [4, 5, 6]]
rhs_vec = [1, 3]
pset = PolyhedralSet(lhs_coefficients_mat, rhs_vec)

# create pyomo model and pprint
bounding_model = pset._create_bounding_model()
bounding_model.pprint()

# try to use fbbt and pprint results
fbbt(bounding_model)
bounding_model.pprint()

with traceback

Traceback (most recent call last):
  File "<string>", line 17, in __PYTHON_EL_eval
  File "/Users/yletian/Documents/projects/pyomo/pyomo/contrib/pyros/temp_fbbt_error.py", line 15, in <module>
    fbbt(bounding_model)
    ~~~~^^^^^^^^^^^^^^^^
  File "/Users/yletian/Documents/projects/pyomo/pyomo/contrib/fbbt/fbbt.py", line 1543, in fbbt
    _new_var_bounds = _fbbt_block(comp, config)
  File "/Users/yletian/Documents/projects/pyomo/pyomo/contrib/fbbt/fbbt.py", line 1429, in _fbbt_block
    _new_var_bounds = _fbbt_con(c, config)
  File "/Users/yletian/Documents/projects/pyomo/pyomo/contrib/fbbt/fbbt.py", line 1334, in _fbbt_con
    visitorA.walk_expression(con.expr)
    ~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^
  File "/Users/yletian/Documents/projects/pyomo/pyomo/core/expr/visitor.py", line 276, in walk_expression
    result = self._process_node(root, RECURSION_LIMIT)
  File "/Users/yletian/Documents/projects/pyomo/pyomo/core/expr/visitor.py", line 472, in _process_node_bx
    tmp = self.beforeChild(node, child, child_idx)
  File "/Users/yletian/Documents/projects/pyomo/pyomo/contrib/fbbt/fbbt.py", line 1160, in beforeChild
    return _before_child_handlers[child.__class__](self, child)
           ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^
  File "/Users/yletian/Documents/projects/pyomo/pyomo/contrib/fbbt/fbbt.py", line 1108, in _register_new_before_child_handler
    if child.is_variable_type():
       ^^^^^^^^^^^^^^^^^^^^^^
AttributeError: 'numpy.int64' object has no attribute 'is_variable_type'

This was fixed with your suggested changes:

@@ -19,7 +19,7 @@ from pyomo.core.expr.visitor import (
     identify_variables,
     StreamBasedExpressionVisitor,
 )
-from pyomo.core.expr.numvalue import nonpyomo_leaf_types, value
+from pyomo.common.numeric_types import nonpyomo_leaf_types, native_numeric_types, value
 from pyomo.core.expr.numvalue import is_fixed
 import pyomo.contrib.fbbt.interval as interval
 import math
@@ -1105,7 +1105,9 @@ def _before_external_function(visitor, child):
 def _register_new_before_child_handler(visitor, child):
     handlers = _before_child_handlers
     child_type = child.__class__
-    if child.is_variable_type():
+    if child_type in native_numeric_types:
+        handlers[child_type] = _before_constant
+    elif child.is_variable_type():
         handlers[child_type] = _before_var
     elif not child.is_potentially_variable():
         handlers[child_type] = _before_NPV

With this fix, I'll take a closer look into possibly replacing the 2N bounding problems of is_bounded with FBBT.

[blnicho]

@jas-yao is this ready for review or should we wait for the TODO's in the description to be completed?

[jas-yao]

Hi @blnicho, I will need to finish some of the TODOs before this will be ready for review.

[blnicho]

@jas-yao I'm going to convert this to a draft until it is ready for review.

[shermanjasonaf]

@jas-yao Please delay the version number/changelog update until after #3581 has been merged.

[jas-yao]

@shermanjasonaf, @blnicho, @jsiirola I have completed the TODOs and think this PR should be ready for review now.