Finish Pyomo.DoE GreyBox (ME-opt Hessian)

[djlaky]

Fixes # .

Added code to compute the Hessian in the condition number number case (ME-opt) instead of using pass. Also, update condition number objective to be log-scale to avoid numerical issues.

Summary/Motivation:

Numerical issues caused a delay for adding this. We figured out the numerical issues and this is good to go from the math side.

Changes proposed in this PR:

• Make condition number option for Pyomo.DoE using GreyBox objective use the log of the condition number
• Add hessian computation to the condition number option (instead of pass being used)

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.

[blnicho]

@djlaky I'm a little surprised at how minimal the changes were in test_greybox. The coverage hasn't been reported yet but could you explain why you didn't need to add a new test for this?

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 89.33%. Comparing base (918824e) to head (87491a7).
⚠️ Report is 30 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3740      +/-   ##
==========================================
+ Coverage   89.31%   89.33%   +0.02%     
==========================================
  Files         896      896              
  Lines      103687   103752      +65     
==========================================
+ Hits        92609    92688      +79     
+ Misses      11078    11064      -14     

Flag	Coverage Δ
builders	29.09% <26.04%> (-0.01%)	⬇️
default	85.93% <100.00%> (?)
expensive	35.85% <26.04%> (?)
linux	86.98% <97.91%> (-2.07%)	⬇️
linux_other	86.98% <97.91%> (+0.02%)	⬆️
osx	83.04% <1.04%> (-0.06%)	⬇️
win	85.22% <97.91%> (+<0.01%)	⬆️
win_other	85.22% <97.91%> (+<0.01%)	⬆️

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

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:

• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

[djlaky]

@djlaky I'm a little surprised at how minimal the changes were in test_greybox. The coverage hasn't been reported yet but could you explain why you didn't need to add a new test for this?

It looks like my one additional test didn’t make it in a commit, I will add this shortly. It will naturally all be covered because we call the jacobian and hessian methods at each solve, but I do have a check hessian for the condition number. My next commit(s) will include this. I must have not pushed them with the PR.

[djlaky]

Also, while checking over this PR to make sure it made sense, I found a small bug in the Hessian computation. Please hold off on this one until I add more commits. Apologies @blnicho.

[djlaky]

Also, while checking over this PR to make sure it made sense, I found a small bug in the Hessian computation. Please hold off on this one until I add more commits. Apologies @blnicho.

@blnicho this one is good to go now. The test should be added and the hessian bug fixed.