[presolve] presolve repr master (#1094)

atoptima · Oct 10, 2023 · 27a5886 · 27a5886
1 parent 9f7702d
commit 27a5886
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Showing 3 changed files with 35 additions and 15 deletions.
diff --git a/src/Algorithm/presolve/helpers.jl b/src/Algorithm/presolve/helpers.jl
@@ -203,7 +203,8 @@ function PresolveFormRepr(
     rows_to_deactivate::Vector{Int},
     tightened_bounds::Dict{Int, Tuple{Float64, Bool, Float64, Bool}},
     lm,
-    um
+    um;
+    fix_vars = true
 )
     nb_cols = form.nb_vars
     nb_rows = form.nb_constrs
@@ -242,7 +243,7 @@ function PresolveFormRepr(
             @assert !isinf(ub)
             new_partial_sol[i] += ub
         end
-        if abs(ub - lb) <= Coluna.TOL
+        if fix_vars && abs(ub - lb) <= Coluna.TOL
             fixed_col_mask[i] = true
             nb_fixed_vars += 1
         end

diff --git a/src/Algorithm/presolve/interface.jl b/src/Algorithm/presolve/interface.jl
@@ -107,12 +107,16 @@ end
 function propagate_in_presolve_form(
     form::PresolveFormulation,
     rows_to_deactivate::Vector{Int},
-    tightened_bounds::Dict{Int, Tuple{Float64, Bool, Float64, Bool}}
+    tightened_bounds::Dict{Int, Tuple{Float64, Bool, Float64, Bool}};
+    fix_vars = true
 )
-    fixed_vars = vars_to_fix(form.form, tightened_bounds)
+    fixed_vars = fix_vars ? vars_to_fix(form.form, tightened_bounds) : Dict{VarId, Float64}()
 
     col_mask = ones(Bool, form.form.nb_vars)
-    col_mask[collect(keys(fixed_vars))] .= false
+    if fix_vars
+        col_mask[collect(keys(fixed_vars))] .= false
+    end
+
     row_mask = ones(Bool, form.form.nb_constrs)
     row_mask[rows_to_deactivate] .= false
 
@@ -127,7 +131,18 @@ function propagate_in_presolve_form(
         push!(deactivated_constrs, getid(constr))
     end
 
-    form_repr = PresolveFormRepr(form.form, rows_to_deactivate, tightened_bounds, form.form.lower_multiplicity, form.form.upper_multiplicity)
+    form_repr = PresolveFormRepr(
+        form.form, 
+        rows_to_deactivate, 
+        tightened_bounds, 
+        form.form.lower_multiplicity, 
+        form.form.upper_multiplicity;
+        fix_vars = fix_vars
+    )
+
+    @assert length(col_to_var) == length(form_repr.lbs)
+    @assert length(col_to_var) == length(form_repr.ubs)
+    @assert length(row_to_constr) == length(form_repr.rhs)
 
     return PresolveFormulation(
         col_to_var,
@@ -349,17 +364,19 @@ function run!(algo::PresolveAlgorithm, ::Env, reform::Reformulation, input::Pres
             MathProg.setcurlb!(getmaster(reform), varid, val)
         else # especially for MasterPureVar
             MathProg.setcurlb!(getmaster(reform), varid, val)
-            MathProg.setcubub!(getmaster(reform), varid, val)
+            MathProg.setcurub!(getmaster(reform), varid, val)
         end
     end
 
     presolve_reform = create_presolve_reform(reform)
+    tightened_bounds_restr = bounds_tightening(presolve_reform.restricted_master.form)
+    new_restricted_master = propagate_in_presolve_form(presolve_reform.restricted_master, Int[], tightened_bounds_restr)
 
-    tightened_bounds = bounds_tightening(presolve_reform.restricted_master.form)
-
-    new_restricted_master = propagate_in_presolve_form(presolve_reform.restricted_master, Int[], tightened_bounds)
+    tightened_bounds_repr = bounds_tightening(presolve_reform.original_master.form)
+    new_original_master = propagate_in_presolve_form(presolve_reform.original_master, Int[], tightened_bounds_repr; fix_vars = false)
 
     presolve_reform.restricted_master = new_restricted_master
+    presolve_reform.original_master = new_original_master
 
     # # Compute global bounds of aggregated variables.
     # new_original_master = compute_global_bounds(presolve_reform.original_master, new_restricted_master)

diff --git a/src/Algorithm/presolve/propagation.jl b/src/Algorithm/presolve/propagation.jl
@@ -73,11 +73,13 @@ function propagate_global_bounds!(presolve_repr_master::PresolveFormulation, mas
     lm = presolve_sp.form.lower_multiplicity
     um = presolve_sp.form.upper_multiplicity
     for (i, var) in enumerate(presolve_sp.col_to_var)
-        repr_col = presolve_repr_master.var_to_col[getid(var)]
-        lb = presolve_sp.form.lbs[i]
-        ub = presolve_sp.form.ubs[i]
-        presolve_repr_master.form.lbs[repr_col] = lb * (lb < 0 ? um : lm)
-        presolve_repr_master.form.ubs[repr_col] = ub * (ub < 0 ? lm : um)
+        repr_col = get(presolve_repr_master.var_to_col, getid(var), nothing)
+        if !isnothing(repr_col)
+            lb = presolve_sp.form.lbs[i]
+            ub = presolve_sp.form.ubs[i]
+            presolve_repr_master.form.lbs[repr_col] = lb * (lb < 0 ? um : lm)
+            presolve_repr_master.form.ubs[repr_col] = ub * (ub < 0 ? lm : um)
+        end
     end
     return
 end