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Correction in calculation of initial bounds of representative variabl…
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…es (in the case of negative bounds) (#1113)
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@rrsadykov
rrsadykov authored Nov 30, 2023
1 parent 54cc8aa commit 30e10c2
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Showing 2 changed files with 98 additions and 76 deletions.
121 changes: 64 additions & 57 deletions src/decomposition.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ function set_glob_art_var(form::Formulation, is_pos::Bool, env::Env)
cost *= getobjsense(form) == MinSense ? 1.0 : -1.0
return setvar!(
form, name, MasterArtVar;
cost = cost, lb = 0.0, ub = Inf, kind = Continuous
cost=cost, lb=0.0, ub=Inf, kind=Continuous
)
end

Expand Down Expand Up @@ -32,7 +32,7 @@ function instantiate_master!(
form = create_formulation!(
env,
MathProg.DwMaster();
obj_sense = getobjsense(origform)
obj_sense=getobjsense(origform)
)
setobjconst!(form, getobjconst(origform))
return form
Expand All @@ -44,7 +44,7 @@ function instantiate_master!(
return create_formulation!(
env,
MathProg.BendersMaster();
obj_sense = getobjsense(origform)
obj_sense=getobjsense(origform)
)
end

Expand All @@ -54,8 +54,8 @@ function instantiate_sp!(
return create_formulation!(
env,
MathProg.DwSp(nothing, nothing, nothing, Integ);
parent_formulation = master,
obj_sense = getobjsense(master)
parent_formulation=master,
obj_sense=getobjsense(master)
)
end

Expand All @@ -65,8 +65,8 @@ function instantiate_sp!(
return create_formulation!(
env,
MathProg.BendersSp();
parent_formulation = master,
obj_sense = getobjsense(master)
parent_formulation=master,
obj_sense=getobjsense(master)
)
end

Expand All @@ -83,7 +83,7 @@ function instantiate_orig_vars!(
formtype = BD.getformulation(ann)
if formtype <: BD.Master
for (_, var) in vars
clonevar!(origform, masterform, masterform, var, MasterPureVar, is_explicit = true)
clonevar!(origform, masterform, masterform, var, MasterPureVar, is_explicit=true)
end
end
end
Expand All @@ -101,8 +101,8 @@ function instantiate_orig_constrs!(
constrs = annotations.constrs_per_ann[mast_ann]
for (_, constr) in constrs
cloneconstr!(
origform, masterform, masterform, constr, MasterMixedConstr,
loc_art_var_abs_cost = env.params.local_art_var_cost
origform, masterform, masterform, constr, MasterMixedConstr,
loc_art_var_abs_cost=env.params.local_art_var_cost
) # TODO distinguish Pure versus Mixed
end
# Cut generation callbacks
Expand All @@ -124,25 +124,25 @@ function create_side_vars_constrs!(
setupvars = filter(v -> getduty(v.first) == DwSpSetupVar, getvars(spform))
@assert length(setupvars) == 1
setupvar = collect(values(setupvars))[1]
setuprepvar = clonevar!(origform, masterform, spform, setupvar, MasterRepPricingSetupVar, is_explicit = false)
setuprepvar = clonevar!(origform, masterform, spform, setupvar, MasterRepPricingSetupVar, is_explicit=false)

# create convexity constraint & storing information about the convexity constraint
# in the duty data of the formulation
lb_mult = Float64(BD.getlowermultiplicity(ann))
name = string("sp_lb_", spuid)
lb_conv_constr = setconstr!(
masterform, name, MasterConvexityConstr;
rhs = lb_mult, kind = Essential, sense = Greater, inc_val = 100.0,
loc_art_var_abs_cost = env.params.local_art_var_cost
rhs=lb_mult, kind=Essential, sense=Greater, inc_val=100.0,
loc_art_var_abs_cost=env.params.local_art_var_cost
)
coefmatrix[getid(lb_conv_constr), getid(setuprepvar)] = 1.0

ub_mult = Float64(BD.getuppermultiplicity(ann))
ub_mult = Float64(BD.getuppermultiplicity(ann))
name = string("sp_ub_", spuid)
ub_conv_constr = setconstr!(
masterform, name, MasterConvexityConstr; rhs = ub_mult,
kind = Essential, sense = Less, inc_val = 100.0,
loc_art_var_abs_cost = env.params.local_art_var_cost
masterform, name, MasterConvexityConstr; rhs=ub_mult,
kind=Essential, sense=Less, inc_val=100.0,
loc_art_var_abs_cost=env.params.local_art_var_cost
)
coefmatrix[getid(ub_conv_constr), getid(setuprepvar)] = 1.0

Expand Down Expand Up @@ -181,37 +181,44 @@ function instantiate_orig_vars!(
vars = annotations.vars_per_ann[sp_ann]
masterform = spform.parent_formulation
for (varid, var) in vars

# An original variable annotated in a subproblem is a DwSpPricingVar
clonevar!(origform, spform, spform, var, DwSpPricingVar, is_explicit = true)
clonevar!(origform, spform, spform, var, DwSpPricingVar, is_explicit=true)

if haskey(masterform, varid) && !is_representative(annotations, varid)
error("""
Variable $(getname(masterform, varid)) is two subproblems but is not representative.
Variable $(getname(masterform, varid)) is in two subproblems but is not representative.
Please open an issue.
""")
end

if !haskey(masterform, varid)
lb, ub = if is_representative(annotations, varid)
mult_lb = sum(BD.getlowermultiplicity.(annotations.ann_per_repr_var[varid]))
mult_ub = sum(BD.getuppermultiplicity.(annotations.ann_per_repr_var[varid]))
(
getperenlb(origform, var) * sum(BD.getlowermultiplicity.(annotations.ann_per_repr_var[varid])),
getperenub(origform, var) * sum(BD.getuppermultiplicity.(annotations.ann_per_repr_var[varid]))
min(getperenlb(origform, var) * mult_lb, getperenlb(origform, var) * mult_ub),
max(getperenub(origform, var) * mult_lb, getperenub(origform, var) * mult_ub)
)
else
mult_lb = BD.getlowermultiplicity(sp_ann)
mult_ub = BD.getuppermultiplicity(sp_ann)
(
getperenlb(origform, var) * BD.getlowermultiplicity(sp_ann),
getperenub(origform, var) * BD.getuppermultiplicity(sp_ann)
min(getperenlb(origform, var) * mult_lb, getperenlb(origform, var) * mult_ub),
max(getperenub(origform, var) * mult_lb, getperenub(origform, var) * mult_ub)
)
end
isnan(lb) && (lb = -Inf)
isnan(ub) && (ub = Inf)
clonevar!(
origform,
masterform,
spform,
var,
MasterRepPricingVar,
is_explicit = false,
lb = lb,
ub = ub
is_explicit=false,
lb=lb,
ub=ub
)
end
end
Expand All @@ -228,7 +235,7 @@ function instantiate_orig_constrs!(
!haskey(annotations.constrs_per_ann, sp_ann) && return
constrs = annotations.constrs_per_ann[sp_ann]
for (_, constr) in constrs
cloneconstr!(origform, spform, spform, constr, DwSpPureConstr; loc_art_var_abs_cost = 0.0)
cloneconstr!(origform, spform, spform, constr, DwSpPureConstr; loc_art_var_abs_cost=0.0)
end
return
end
Expand All @@ -241,8 +248,8 @@ function create_side_vars_constrs!(
)
name = "PricingSetupVar_sp_$(getuid(spform))"
setvar!(
spform, name, DwSpSetupVar; cost = 0.0, lb = 1.0, ub = 1.0, kind = Integ,
is_explicit = true
spform, name, DwSpSetupVar; cost=0.0, lb=1.0, ub=1.0, kind=Integ,
is_explicit=true
)
return
end
Expand Down Expand Up @@ -271,7 +278,7 @@ function instantiate_orig_vars!(
!haskey(annotations.vars_per_ann, mast_ann) && return
vars = annotations.vars_per_ann[mast_ann]
for (_, var) in vars
clonevar!(origform, masterform, masterform, var, MasterPureVar, is_explicit = true)
clonevar!(origform, masterform, masterform, var, MasterPureVar, is_explicit=true)
end
return
end
Expand All @@ -287,7 +294,7 @@ function instantiate_orig_constrs!(
constrs = annotations.constrs_per_ann[mast_ann]
for (_, constr) in constrs
cloneconstr!(
origform, masterform, masterform, constr, MasterPureConstr, is_explicit = true
origform, masterform, masterform, constr, MasterPureConstr, is_explicit=true
)
end
return
Expand All @@ -303,11 +310,11 @@ function create_side_vars_constrs!(
name = "η[$(spid)]"
var = setvar!(
masterform, name, MasterBendSecondStageCostVar;
cost = 1.0,
lb = -Inf,
ub = Inf,
kind = Continuous,
is_explicit = true
cost=1.0,
lb=-Inf,
ub=Inf,
kind=Continuous,
is_explicit=true
)
spform.duty_data.second_stage_cost_var = getid(var)
end
Expand All @@ -325,7 +332,7 @@ function instantiate_orig_vars!(
if haskey(annotations.vars_per_ann, sp_ann)
vars = annotations.vars_per_ann[sp_ann]
for (_, var) in vars
clonevar!(origform, spform, spform, var, BendSpSepVar, cost = getperencost(origform, var))
clonevar!(origform, spform, spform, var, BendSpSepVar, cost=getperencost(origform, var))
end
end
return
Expand All @@ -352,8 +359,8 @@ function instantiate_orig_constrs!(
!haskey(annotations.constrs_per_ann, sp_ann) && return
constrs = annotations.constrs_per_ann[sp_ann]
for (_, constr) in constrs
duty, explicit = _dutyexpofbendspconstr(constr, annotations, origform)
cloneconstr!(origform, spform, spform, constr, duty, is_explicit = explicit, loc_art_var_abs_cost = 1.0)
duty, explicit = _dutyexpofbendspconstr(constr, annotations, origform)
cloneconstr!(origform, spform, spform, constr, duty, is_explicit=explicit, loc_art_var_abs_cost=1.0)
end
return
end
Expand All @@ -378,18 +385,18 @@ function create_side_vars_constrs!(
name = getname(origform, var)
repr_id = VarId(
varid,
duty = BendSpFirstStageRepVar,
assigned_form_uid = getuid(masterform)
duty=BendSpFirstStageRepVar,
assigned_form_uid=getuid(masterform)
)

repr = setvar!(
spform, name, BendSpFirstStageRepVar;
cost = getcurcost(origform, var),
lb = getcurlb(origform, var),
ub = getcurub(origform, var),
kind = Continuous,
is_explicit = false,
id = repr_id
cost=getcurcost(origform, var),
lb=getcurlb(origform, var),
ub=getcurub(origform, var),
kind=Continuous,
is_explicit=false,
id=repr_id
)

for (constrid, coeff) in @view origcoef[:, varid]
Expand Down Expand Up @@ -429,16 +436,16 @@ function getoptimizerbuilders(prob::Problem, ann::BD.Annotation)
end

function _push_in_sp_dict!(
dws::Dict{FormId, Formulation{DwSp}},
::Dict{FormId, Formulation{BendersSp}},
dws::Dict{FormId,Formulation{DwSp}},
::Dict{FormId,Formulation{BendersSp}},
spform::Formulation{DwSp}
)
push!(dws, getuid(spform) => spform)
end

function _push_in_sp_dict!(
::Dict{FormId, Formulation{DwSp}},
benders::Dict{FormId, Formulation{BendersSp}},
::Dict{FormId,Formulation{DwSp}},
benders::Dict{FormId,Formulation{BendersSp}},
spform::Formulation{BendersSp}
)
push!(benders, getuid(spform) => spform)
Expand All @@ -454,8 +461,8 @@ function instantiate_formulations!(
master = instantiate_master!(env, origform, form_type, dec_type)
store!(annotations, master, ann)

dw_pricing_sps = Dict{FormId, Formulation{DwSp}}()
benders_sep_sps = Dict{FormId, Formulation{BendersSp}}()
dw_pricing_sps = Dict{FormId,Formulation{DwSp}}()
benders_sep_sps = Dict{FormId,Formulation{BendersSp}}()
for (_, child) in BD.subproblems(node)
sp = instantiate_formulations!(prob, env, annotations, master, child)
_push_in_sp_dict!(dw_pricing_sps, benders_sep_sps, sp)
Expand Down Expand Up @@ -544,7 +551,7 @@ function check_annotations(prob::Problem, annotations::Annotations)
end

function build_reformulation(prob::Problem, annotations::Annotations, env::Env)

end

"""
Expand All @@ -563,7 +570,7 @@ function reformulate!(prob::Problem, annotations::Annotations, env::Env)
decomposition_tree = annotations.tree
if !isnothing(decomposition_tree)
check_annotations(prob, annotations)

root = BD.getroot(decomposition_tree)
master, dw_pricing_subprs, benders_sep_subprs = instantiate_formulations!(prob, env, annotations, origform, root)
reform = Reformulation(env, origform, master, dw_pricing_subprs, benders_sep_subprs)
Expand Down
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