Index error in a non anticipativity constraint in multi stage stochastic optimization

Question

My model sets are defined as,

graph = {   1 : [2],
            2 : [3, 4],
            3 : [4, 5, 6],
            4 : [7, 8, 9],
            5 : [],
            6 : [],
            7 : [],
            8 : [],
            9 : [10],
            10 : [],
            11 : [12],
            12 : [4, 8]
        }

connections = [(s, t) for s in graph.keys() for t in graph[s]]


model.N = pyo.Set(initialize=graph.keys())     ## Set of all nodes

model.P = pyo.Set(within=model.N, initialize= [1, 11])     ## Set of production nodes

model.connection = pyo.Set(model.N, within=model.N, initialize=graph)     ## Set of all connections, indexed by node

model.E = pyo.Set(within=model.N * model.N, initialize=connections)     ## Set of all edges (arcs)

model.T = pyo.Set(initialize=range(1,8))     ## Set of time period

model.S = pyo.Set(initialize= [1, 2, 3, 4])

model.Prod = pyo.Var(model.P, model.T, model.S, within=NonNegativeReals)

The realization values used in the non anticipativity constraints is defined as,

Omega = {
    1: {
        1: [1, 2, 3, 4],
        2: [1, 2],
        3: [1, 2],
        4: [1, 2],
        5: [1],
        6: [1],
        7: [1],
    },
    2: {
        1: [1, 2, 3, 4],
        2: [1, 2],
        3: [1, 2],
        4: [1, 2],
        5: [2],
        6: [2],
        7: [2],
    },
    3: {
        1: [1, 2, 3, 4],
        2: [3, 4],
        3: [3, 4],
        4: [3, 4],
        5: [3],
        6: [3],
        7: [3],
    },
    4: {
        1: [1, 2, 3, 4],
        2: [3, 4],
        3: [3, 4],
        4: [3, 4],
        5: [4],
        6: [4],
        7: [4],
    }
}

Omega is well defined.

model.AA1 = ConstraintList()
for P in model.Prod:
    for T in model.T:
        for S in model.S:
            for Omega in Omega[S][T]:
                model.AA1.add(model.Prod[P, T, S] == model.Prod[P, T, Omega])
model.pprint()

The above constraint is giving an index error as,

KeyError: "Index '(1, 1, 1, 1, 1)' is not valid for indexed component 'Prod'"

This following one works very well.

W = Set(initialize=range(1, 4))
S = Set(initialize=range(1, 5))
TH = Set(initialize=range(1, 3))

model_parcel.z = Var(W, TH, S, within=NonNegativeIntegers)

Omega = {
    1: {1: [1, 2, 3, 4], 2: [1, 2], 3: [1]},
    2: {1: [1, 2, 3, 4], 2: [1, 2], 3: [2]},
    3: {1: [1, 2, 3, 4], 2: [3, 4], 3: [3]},
    4: {1: [1, 2, 3, 4], 2: [3, 4], 3: [4]},
}

model_parcel.non_anticipativity_z = ConstraintList()
for w in W:
    for t in TH:
        for s in S:
            for omega in Omega[s][t]:
                model_parcel.non_anticipativity_z.add(model_parcel.z[w, t, s] == model_parcel.z[w, t, omega])

Where am i doing the mistake?

Answer 1

Found out that I should be using this constraint,

model.AA1 = ConstraintList()
for P in model.P:
    for T in model.T:
        for S in model.S:
            for j in Omega[S][T]:
                model.AA1.add(model.Prod[P, T, S] == model.Prod[P, T, j])
model.pprint()

I was doing a silly mistake by mentioning the model.Prod variable in the for loop instead of the model.P set.