Create local artifical variables in setconstr! (#336)

* loc_art_var option in setconstr

* store ids of local art var in constraint

* store art var in constraint

* bug in activate / deactivate

* (de)activate local art vars with constraint

src/MathProg/clone.jl

@@ -1,18 +1,20 @@
-function clonevar!(originform::Formulation,
-                   destform::Formulation,
-                   assignedform::Formulation,
-                   var::Variable,
-                   duty::Duty{Variable};
-                   name::String = getname(originform, var),
-                   cost::Float64 = getperenecost(originform, var),
-                   lb::Float64 = getperenelb(originform, var),
-                   ub::Float64 = getpereneub(originform, var),
-                   kind::VarKind = getperenekind(originform, var),
-                   sense::VarSense = getperenesense(originform, var),
-                   inc_val::Float64 = getpereneincval(originform, var),
-                   is_active::Bool = ispereneactive(originform, var),
-                   is_explicit::Bool = ispereneexplicit(originform, var),
-                   members::Union{ConstrMembership,Nothing} = nothing)
+function clonevar!(
+    originform::Formulation,
+    destform::Formulation,
+    assignedform::Formulation,
+    var::Variable,
+    duty::Duty{Variable};
+    name::String = getname(originform, var),
+    cost::Float64 = getperenecost(originform, var),
+    lb::Float64 = getperenelb(originform, var),
+    ub::Float64 = getpereneub(originform, var),
+    kind::VarKind = getperenekind(originform, var),
+    sense::VarSense = getperenesense(originform, var),
+    inc_val::Float64 = getpereneincval(originform, var),
+    is_active::Bool = ispereneactive(originform, var),
+    is_explicit::Bool = ispereneexplicit(originform, var),
+    members::Union{ConstrMembership,Nothing} = nothing
+)
     return setvar!(
         destform, name, duty; 
         cost = cost, lb = lb, ub = ub, kind = kind, sense = sense, 
@@ -22,24 +24,27 @@ function clonevar!(originform::Formulation,
     )
 end
 
-function cloneconstr!(originform::Formulation,
-                      destform::Formulation,
-                      assignedform::Formulation,
-                      constr::Constraint,
-                      duty::Duty{Constraint};
-                      name::String = getname(originform, constr),
-                      rhs::Float64 = getperenerhs(originform, constr),
-                      kind::ConstrKind = getperenekind(originform, constr),
-                      sense::ConstrSense = getperenesense(originform, constr),
-                      inc_val::Float64 = getpereneincval(originform, constr),
-                      is_active::Bool = ispereneactive(originform, constr),
-                      is_explicit::Bool = ispereneexplicit(originform, constr),
-                      members::Union{VarMembership,Nothing}  = nothing)
+function cloneconstr!(
+    originform::Formulation,
+    destform::Formulation,
+    assignedform::Formulation,
+    constr::Constraint,
+    duty::Duty{Constraint};
+    name::String = getname(originform, constr),
+    rhs::Float64 = getperenerhs(originform, constr),
+    kind::ConstrKind = getperenekind(originform, constr),
+    sense::ConstrSense = getperenesense(originform, constr),
+    inc_val::Float64 = getpereneincval(originform, constr),
+    is_active::Bool = ispereneactive(originform, constr),
+    is_explicit::Bool = ispereneexplicit(originform, constr),
+    members::Union{VarMembership,Nothing}  = nothing,
+    loc_art_var = false
+)
     return setconstr!(
-        destform, name, duty; 
+        destform, name, duty;
         rhs = rhs, kind = kind, sense = sense, inc_val = inc_val,
         is_active = is_active, is_explicit = is_explicit, members = members,
-        id = Id{Constraint}(duty, getid(constr), getuid(assignedform))
+        loc_art_var = loc_art_var, id = Id{Constraint}(duty, getid(constr), getuid(assignedform))
     )
 end
 

src/MathProg/constraint.jl

@@ -49,22 +49,20 @@ setindex!(record::MoiConstrRecord, index::MoiConstrIndex) = record.index = index
 
 Representation of a constraint in Coluna.
 """
-
 struct Constraint <: AbstractVarConstr
     id::Id{Constraint}
     name::String
     perene_data::ConstrData
     moirecord::MoiConstrRecord
+    art_var_ids::Vector{VarId}
 end
+
 const ConstrId = Id{Constraint}
 
-function Constraint(id::ConstrId,
-                    name::String;
-                    constr_data = ConstrData(),
-                    moi_index::MoiConstrIndex = MoiConstrIndex())
-    return Constraint(
-        id, name, constr_data, 
-        MoiConstrRecord(index = moi_index)
-    )
+function Constraint(
+    id::ConstrId, name::String;
+    constr_data = ConstrData(), moi_index::MoiConstrIndex = MoiConstrIndex()
+)
+    return Constraint(id, name, constr_data, MoiConstrRecord(index = moi_index), VarId[])
 end
 

src/MathProg/decomposition.jl

@@ -8,41 +8,6 @@ function set_glob_art_var(form::Formulation, is_pos::Bool)
     )
 end
 
-function create_local_art_vars!(masterform::Formulation)
-    matrix = getcoefmatrix(masterform)
-    cost = Cl._params_.local_art_var_cost
-    cost *= getobjsense(masterform) == MinSense ? 1.0 : -1.0
-    for (constrid, constr) in getconstrs(masterform)
-        constrname = getname(masterform, constr)
-        if getcursense(masterform, constr) == Equal 
-            name1 = string("local_art_of_", constrname, "1")
-            name2 = string("local_art_of_", constrname, "2")
-            var1 = setvar!(
-                masterform, name1, MasterArtVar;
-                cost = cost, lb = 0.0, ub = Inf, kind = Continuous, sense = Positive
-            )
-            var2 = setvar!(
-                masterform, name1, MasterArtVar;
-                cost = cost, lb = 0.0, ub = Inf, kind = Continuous, sense = Positive
-            )
-            matrix[constrid, getid(var1)] = 1.0
-            matrix[constrid, getid(var2)] = -1.0
-        else
-            name = string("local_art_of_", constrname)
-            var = setvar!(
-                masterform, name, MasterArtVar;
-                cost = cost, lb = 0.0, ub = Inf, kind = Continuous, sense = Positive
-            )
-            if getcursense(masterform, constr) == Greater
-                matrix[constrid, getid(var)] = 1.0
-            elseif getcursense(masterform, constr) == Less
-                matrix[constrid, getid(var)] = -1.0
-            end
-        end
-    end
-    return
-end
-
 function create_global_art_vars!(masterform::Formulation)
     global_pos = set_glob_art_var(masterform, true)
     global_neg = set_glob_art_var(masterform, false)
@@ -144,7 +109,9 @@ function instantiate_orig_constrs!(
     !haskey(annotations.constrs_per_ann, mast_ann) && return
     constrs = annotations.constrs_per_ann[mast_ann]
     for (id, constr) in constrs
-        cloneconstr!(origform, masterform, masterform, constr, MasterMixedConstr) # TODO distinguish Pure versus Mixed
+        cloneconstr!(
+            origform, masterform, masterform, constr, MasterMixedConstr, loc_art_var = true
+        ) # TODO distinguish Pure versus Mixed
     end
     return
 end
@@ -166,7 +133,7 @@ function create_side_vars_constrs!(
         name = string("sp_lb_", spuid)
         lb_conv_constr = setconstr!(
             masterform, name, MasterConvexityConstr; 
-            rhs = lb_mult, kind = Core, sense = Greater, inc_val = 100.0
+            rhs = lb_mult, kind = Core, sense = Greater, inc_val = 100.0, loc_art_var = true
         )
         masterform.parent_formulation.dw_pricing_sp_lb[spuid] = getid(lb_conv_constr)
         coefmatrix[getid(lb_conv_constr), getid(setuprepvar)] = 1.0
@@ -175,7 +142,7 @@ function create_side_vars_constrs!(
         name = string("sp_ub_", spuid)
         ub_conv_constr = setconstr!(
             masterform, name, MasterConvexityConstr; rhs = ub_mult, 
-            kind = Core, sense = Less, inc_val = 100.0
+            kind = Core, sense = Less, inc_val = 100.0, loc_art_var = true
         )
         masterform.parent_formulation.dw_pricing_sp_ub[spuid] = getid(ub_conv_constr)  
         coefmatrix[getid(ub_conv_constr), getid(setuprepvar)] = 1.0
@@ -185,7 +152,6 @@ end
 
 function create_artificial_vars!(masterform::Formulation{DwMaster})
     create_global_art_vars!(masterform)
-    create_local_art_vars!(masterform)
     return
 end
 

src/MathProg/formulation.jl

@@ -291,40 +291,81 @@ function setcut_from_sp_dualsol!(
             end
         end
     end 
-    _addconstr!(masterform, benders_cut)
+    _addconstr!(masterform.manager, benders_cut)
+    if iscurexplicit(masterform, benders_cut)
+        add!(masterform.buffer, getid(benders_cut))
+    end
     return benders_cut
 end
 
 "Creates a `Constraint` according to the parameters passed and adds it to `Formulation` `form`."
-function setconstr!(form::Formulation,
-                    name::String,
-                    duty::Duty{Constraint};
-                    rhs::Float64 = 0.0,
-                    kind::ConstrKind = Core,
-                    sense::ConstrSense = Greater,
-                    inc_val::Float64 = 0.0,
-                    is_active::Bool = true,
-                    is_explicit::Bool = true,
-                    moi_index::MoiConstrIndex = MoiConstrIndex(),
-                    members = nothing, # todo Union{AbstractDict{VarId,Float64},Nothing}
-                    id = generateconstrid(duty, form))
+function setconstr!(
+    form::Formulation,
+    name::String,
+    duty::Duty{Constraint};
+    rhs::Float64 = 0.0,
+    kind::ConstrKind = Core,
+    sense::ConstrSense = Greater,
+    inc_val::Float64 = 0.0,
+    is_active::Bool = true,
+    is_explicit::Bool = true,
+    moi_index::MoiConstrIndex = MoiConstrIndex(),
+    members = nothing, # todo Union{AbstractDict{VarId,Float64},Nothing}
+    loc_art_var = false,
+    id = generateconstrid(duty, form)
+)
     if getduty(id) != duty
         id = ConstrId(duty, id)
     end
     c_data = ConstrData(rhs, kind, sense,  inc_val, is_active, is_explicit)
     constr = Constraint(id, name; constr_data = c_data, moi_index = moi_index)
     members !== nothing && _setmembers!(form, constr, members)
-    _addconstr!(form, constr)
-    return constr
-end
-
-"Adds `Constraint` `constr` to `Formulation` `form`."
-function _addconstr!(form::Formulation, constr::Constraint)
     _addconstr!(form.manager, constr)
+    if loc_art_var
+        _addlocalartvar!(form, constr)
+    end
     if iscurexplicit(form, constr)
         add!(form.buffer, getid(constr))
     end
-    return 
+    return constr
+end
+
+function _addlocalartvar!(form::Formulation, constr::Constraint)
+    matrix = getcoefmatrix(form)
+    cost = Cl._params_.local_art_var_cost
+    cost *= getobjsense(form) == MinSense ? 1.0 : -1.0
+    constrid = getid(constr)
+    constrname = getname(form, constr)
+    constrsense = getperenesense(form, constr)
+    if constrsense == Equal 
+        name1 = string("local_art_of_", constrname, "1")
+        name2 = string("local_art_of_", constrname, "2")
+        var1 = setvar!(
+            form, name1, MasterArtVar;
+            cost = cost, lb = 0.0, ub = Inf, kind = Continuous, sense = Positive
+        )
+        var2 = setvar!(
+            form, name1, MasterArtVar;
+            cost = cost, lb = 0.0, ub = Inf, kind = Continuous, sense = Positive
+        )
+        push!(constr.art_var_ids, getid(var1))
+        push!(constr.art_var_ids, getid(var2))
+        matrix[constrid, getid(var1)] = 1.0
+        matrix[constrid, getid(var2)] = -1.0
+    else
+        name = string("local_art_of_", constrname)
+        var = setvar!(
+            form, name, MasterArtVar;
+            cost = cost, lb = 0.0, ub = Inf, kind = Continuous, sense = Positive
+        )
+        push!(constr.art_var_ids, getid(var))
+        if constrsense == Greater
+            matrix[constrid, getid(var)] = 1.0
+        elseif constrsense == Less
+            matrix[constrid, getid(var)] = -1.0
+        end
+    end
+    return
 end
 
 function enforce_integrality!(form::Formulation)

src/MathProg/new_varconstr.jl

@@ -257,40 +257,63 @@ function _setiscuractive!(form::Formulation, constrid::ConstrId, is_active::Bool
     return
 end
 
-"Activate a variable in the formulation"
-function activate!(form::Formulation, varconstrid::Id{VC}) where {VC<:AbstractVarConstr}
+
+function _activate!(form::Formulation, varconstrid::Id{VC}) where {VC<:AbstractVarConstr}
     if iscurexplicit(form, varconstrid) && !iscuractive(form, varconstrid)
         add!(form.buffer, varconstrid)
     end
     _setiscuractive!(form, varconstrid, true)
     return
 end
+
+"Activate a variable or a constraint in the formulation"
+function activate!(form::Formulation, constrid::ConstrId)
+    _activate!(form::Formulation, constrid)
+    constr = getconstr(form, constrid)
+    for varid in constr.art_var_ids
+        _activate!(form, varid)
+    end
+    return
+end
+
+activate!(form::Formulation, varid::VarId) = _activate!(form, varid)
 activate!(form::Formulation, varconstr::AbstractVarConstr) = activate!(form, getid(varconstr))
 
 function activate!(form::Formulation, f::Function)
     for (varid, _) in getvars(form)
-        if iscuractive(form, varid) && f(varid)
+        if !iscuractive(form, varid) && f(varid)
             activate!(form, varid)
         end
     end
     for (constrid, _) in getconstrs(form)
-        if iscuractive(form, constrid) && f(constrid)
+        if !iscuractive(form, constrid) && f(constrid)
             activate!(form, constrid)
         end
     end
     return
 end
 
-"""
-Deactivate a variable or a constraint in the formulation
-"""
-function deactivate!(form::Formulation, varconstrid::Id{VC}) where {VC<:AbstractVarConstr}
+function _deactivate!(form::Formulation, varconstrid::Id{VC}) where {VC<:AbstractVarConstr}
     if iscurexplicit(form, varconstrid) && iscuractive(form, varconstrid)
         remove!(form.buffer, varconstrid)
     end
     _setiscuractive!(form, varconstrid, false)
     return
 end
+
+"""
+Deactivate a variable or a constraint in the formulation
+"""
+function deactivate!(form::Formulation, constrid::ConstrId)
+    _deactivate!(form, constrid)
+    constr = getconstr(form, constrid)
+    for varid in constr.art_var_ids
+        _deactivate!(form, varid)
+    end
+    return
+end
+
+deactivate!(form::Formulation, varid::VarId) = _deactivate!(form, varid)
 deactivate!(form::Formulation, varconstr::AbstractVarConstr) = deactivate!(form, getid(varconstr))
 
 function deactivate!(form::Formulation, f::Function)