Dispatch decomposition using BD tree (#103)

* store decomposition tree in optimizer

* draft new way to decompose

* clean

Manifest.toml

@@ -23,7 +23,7 @@ version = "0.5.4"
 
 [[BlockDecomposition]]
 deps = ["DataStructures", "JuMP", "MathOptInterface", "Test"]
-git-tree-sha1 = "caed35511b5d1dd20fbb53a7bac5bc8f63530973"
+git-tree-sha1 = "8868596cdfa9de6ad31630d03ecd8556116fb33b"
 repo-rev = "master"
 repo-url = "https://github.com/atoptima/BlockDecomposition.jl.git"
 uuid = "6cde8614-403a-11e9-12f1-c10d0f0caca0"

src/MOIwrapper.jl

@@ -58,7 +58,7 @@ function MOI.supports(optimizer::Optimizer,
     return true
 end
 
-function update_annotations(srs::MOI.ModelLike,
+function update_annotations!(srs::MOI.ModelLike,
                             annotation_set::Set{BD.Annotation},
                             vc_per_block::Dict{Int,C},
                             annotation::A,
@@ -106,7 +106,7 @@ function create_origvars!(f::Formulation,
         moi_uid_to_coluna_id[moi_index.value] = var_id
         annotation = MOI.get(src, BD.VariableDecomposition(), moi_index)
         dest.varmap[moi_index_in_coluna] = var_id
-        update_annotations(
+        update_annotations!(
             src, dest.annotations.annotation_set,
             dest.annotations.vars_per_block, annotation, v
         )
@@ -160,7 +160,7 @@ function create_origconstr!(f::Formulation,
         matrix[constr_id, var_id] = term.coefficient
     end
     annotation = MOI.get(src, BD.ConstraintDecomposition(), moi_index)
-    update_annotations(
+    update_annotations!(
         src, dest.annotations.annotation_set,
         dest.annotations.constrs_per_block, annotation, c
     )
@@ -206,15 +206,17 @@ function register_original_formulation!(dest::Optimizer,
     problem = dest.inner
     orig_form = Formulation{Original}(problem.form_counter)
     set_original_formulation!(problem, orig_form)
-    moi_uid_to_coluna_id = Dict{Int,VarId}()
 
+    moi_uid_to_coluna_id = Dict{Int,VarId}()
     create_origvars!(orig_form, dest, src, copy_names, moi_uid_to_coluna_id)
     create_origconstrs!(orig_form, dest, src, copy_names, moi_uid_to_coluna_id)
-
     load_obj!(orig_form, src, dest.moi_index_to_coluna_uid, moi_uid_to_coluna_id)
+
     sense = MOI.get(src, MOI.ObjectiveSense())
     min_sense = (sense == MOI.MIN_SENSE)
     register_objective_sense!(orig_form, min_sense)
+
+    dest.annotations.tree = MOI.get(src, BD.DecompositionTree())
     return
 end
 

src/decomposition.jl

@@ -45,12 +45,13 @@ function initialize_artificial_variables(master::Formulation, constrs_in_form)
     # end
 end
 
-function find_vcs_in_block(uid::Int, vars_per_block::Dict{Int,VarDict},
-                           constrs_per_block::Dict{Int,ConstrDict})
+function find_vcs_in_block(uid::Int, annotations::Annotations)
+    vars_per_block = annotations.vars_per_block 
     vars = VarDict()
     if haskey(vars_per_block, uid)
         vars = vars_per_block[uid]
     end
+    constrs_per_block = annotations.constrs_per_block 
     constrs = ConstrDict()
     if haskey(constrs_per_block, uid)
         constrs = constrs_per_block[uid]
@@ -160,88 +161,74 @@ function build_dw_pricing_sp!(prob::Problem,
     return
 end
 
-function reformulate!(prob::Problem, annotations::Annotations,
-                      strategy::GlobalStrategy)
-    # This function must be cleaned.
-    # subproblem formulations are modified in the function build_dw_master
-
-
-    # Create formulations & reformulations
-
-
-
-    # At the moment, BlockDecomposition supports only classic 
-    # Dantzig-Wolfe decomposition.
-    # TODO : improve all drafts as soon as BlockDecomposition returns a
-    # decomposition-tree.
-
-    vars_per_block = annotations.vars_per_block 
-    constrs_per_block = annotations.constrs_per_block
-    annotation_set = annotations.annotation_set 
-
-    # Create reformulation
-    reformulation = Reformulation(prob, strategy)
-    set_re_formulation!(prob, reformulation)
-
-    # Create master formulation
-    master_form = Formulation{DwMaster}(
-        prob.form_counter; parent_formulation = reformulation,
+function instanciatemaster!(prob::Problem, reform, ::Type{BD.Master}, ::Type{BD.DantzigWolfe})
+    form = Formulation{DwMaster}(
+        prob.form_counter; parent_formulation = reform,
         obj_sense = getobjsense(get_original_formulation(prob))
     )
-    setmaster!(reformulation, master_form)
-
-    # Create pricing subproblem formulations
-    ann_sorted_by_uid = sort(collect(annotation_set), by = ann -> ann.unique_id)
-
-    formulations = Dict{Int, Formulation}()
-    optimizer_builders = Dict{Int, Function}()
-    master_unique_id = -1
-
-    for annotation in ann_sorted_by_uid
-        if BD.getoptimizerbuilder(annotation) != nothing
-            optimizer_builders[BD.getid(annotation)] = BD.getoptimizerbuilder(annotation)
-        end
-        if BD.getformulation(annotation) == BD.Master
-            master_unique_id = BD.getid(annotation)
-            formulations[BD.getid(annotation)] = master_form
-        elseif BD.getformulation(annotation) == BD.DwPricingSp
-            f = Formulation{DwSp}(
-                prob.form_counter; parent_formulation = master_form,
-                obj_sense = getobjsense(master_form)
-            )
-            formulations[BD.getid(annotation)] = f
-            add_dw_pricing_sp!(reformulation, f)
-        else 
-            error(string("Subproblem type ", BD.getformulation(annotation),
-                         " not supported yet."))
-        end
-    end
+    setmaster!(reform, form)
+    return form
+end
 
-    # Build Pricing Sp
-    for annotation in ann_sorted_by_uid
-        if BD.getformulation(annotation) == BD.DwPricingSp
-            vars, constrs = find_vcs_in_block(
-                BD.getid(annotation), vars_per_block, constrs_per_block
-            )
-            opt_builder = get(optimizer_builders, BD.getid(annotation), prob.default_optimizer_builder)
-            build_dw_pricing_sp!(prob, BD.getid(annotation),
-                                 formulations[BD.getid(annotation)],
-                                 vars, constrs, opt_builder)
-        end
+function createmaster!(form, prob::Problem, reform, ann, annotations, ::Type{BD.Master}, ::Type{BD.DantzigWolfe})
+    vars, constrs = find_vcs_in_block(BD.getid(ann), annotations)
+    opt_builder = prob.default_optimizer_builder
+    if BD.getoptimizerbuilder(ann) != nothing
+        opt_builder = BD.getoptimizerbuilder(ann)
     end
+    build_dw_master!(prob, BD.getid(ann), reform, form, vars, constrs, opt_builder)
+end
 
-    # Build Master
-    vars, constrs = find_vcs_in_block(
-        master_unique_id, vars_per_block, constrs_per_block
+function createsp!(prob::Problem, reform, mast, ann, annotations, ::Type{BD.DwPricingSp}, ::Type{BD.DantzigWolfe})
+    form = Formulation{DwSp}(
+        prob.form_counter; parent_formulation = mast,
+        obj_sense = getobjsense(mast)
     )
-    opt_builder = get(optimizer_builders, master_unique_id, prob.default_optimizer_builder)
-    build_dw_master!(prob, master_unique_id, reformulation,
-                     master_form, vars, constrs, opt_builder)
+    add_dw_pricing_sp!(reform, form)
 
-    @debug "\e[1;34m Master formulation \e[00m" master_form
-    for sp_form in reformulation.dw_pricing_subprs
-        @debug "\e[1;34m Pricing subproblems formulation \e[00m" sp_form
+    vars, constrs = find_vcs_in_block(BD.getid(ann), annotations)
+    opt_builder = prob.default_optimizer_builder
+    if BD.getoptimizerbuilder(ann) != nothing
+        opt_builder = BD.getoptimizerbuilder(ann)
     end
+    build_dw_pricing_sp!(prob, BD.getid(ann), form, vars, constrs, opt_builder)
+    return form
+end
+
+function registerformulations!(prob::Problem, annotations::Annotations, reform, 
+                               parent, node::BD.Root)
+    ann = BD.annotation(node)
+    form_type = BD.getformulation(ann)
+    dec_type = BD.getdecomposition(ann)
+    form = instanciatemaster!(prob, reform, form_type, dec_type)
+    for (id, child) in BD.subproblems(node)
+        registerformulations!(prob, annotations, reform, node, child)
+    end
+    createmaster!(form, prob, reform, ann, annotations, form_type, dec_type)
+    return
+end
+
+function registerformulations!(prob::Problem, annotations::Annotations, reform, 
+                               parent, node::BD.Leaf)
+    ann = BD.annotation(node)
+    form_type = BD.getformulation(ann)
+    dec_type = BD.getdecomposition(ann)
+    mast = getmaster(reform)
+    createsp!(prob, reform, mast, ann, annotations, form_type, dec_type)
     return
 end
 
+function reformulate!(prob::Problem, annotations::Annotations, 
+                      strategy::GlobalStrategy)
+    vars_per_block = annotations.vars_per_block 
+    constrs_per_block = annotations.constrs_per_block
+    annotation_set = annotations.annotation_set 
+    decomposition_tree = annotations.tree
+
+    root = BD.getroot(decomposition_tree)
+
+    # Create reformulation
+    reform = Reformulation(prob, strategy)
+    set_re_formulation!(prob, reform)
+    registerformulations!(prob, annotations, reform, reform, root)
+end

src/problem.jl

@@ -1,9 +1,12 @@
-struct Annotations
+mutable struct Annotations
+    tree::Union{BD.Tree, Nothing}
     vars_per_block::Dict{Int, Dict{Id{Variable},Variable}}
     constrs_per_block::Dict{Int, Dict{Id{Constraint},Constraint}}
     annotation_set::Set{BD.Annotation}
 end
+
 Annotations() = Annotations(
+    nothing,
     Dict{Int, Dict{Id{Variable},Variable}}(),
     Dict{Int, Dict{Id{Constraint},Constraint}}(),
     Set{BD.Annotation}()