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move iteration test in separate file
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,160 @@ | ||
| ## original MIP: | ||
| ## min cx + dy s.t. | ||
| ## Ax >= b | ||
| ## Tx + Qy >= r | ||
| ## x, y >= 0, x ∈ Z^n | ||
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| ## master: | ||
| ## min cx + η | ||
| ## Ax >= B | ||
| ## < benders cuts > | ||
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| ## SP: | ||
| ## min dy | ||
| ## Tx* + Qy >= r | ||
| ## y >= 0 | ||
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| ## π: dual sol | ||
| ## η: contribution to the objective of the second-level variables | ||
| ## feasibility cut: πTx >= πr | ||
| ## optimality cut: η + πTx >= πr | ||
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| struct TestBendersIterationContext <: Coluna.Benders.AbstractBendersContext | ||
| context::ClA.BendersContext | ||
| master ##Formulation{Benders...} | ||
| sps ##Dict{Int16, Coluna.ColunaBase.AbstractModel} | ||
| first_stage_sol::Dict{String, Float64} ## id of variable, value | ||
| second_stage_sols::Dict{String, Float64} ##id of variable, value | ||
| end | ||
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| Coluna.Benders.get_master(ctx::TestBendersIterationContext) = Coluna.Benders.get_master(ctx.context) | ||
| Coluna.Benders.get_reform(ctx::TestBendersIterationContext) = Coluna.Benders.get_reform(ctx.context) | ||
| Coluna.Benders.is_minimization(ctx::TestBendersIterationContext) = Coluna.Benders.is_minimization(ctx.context) | ||
| Coluna.Benders.get_benders_subprobs(ctx::TestBendersIterationContext) = Coluna.Benders.get_benders_subprobs(ctx.context) | ||
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| ## where to check stop condition ? | ||
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| ## re-def if need to check something | ||
| Coluna.Benders.optimize_master_problem!(master, ctx::TestBendersIterationContext, env) = Coluna.Benders.optimize_master_problem!(master, ctx.context, env) | ||
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| Coluna.Benders.treat_unbounded_master_problem_case!(master, ctx::TestBendersIterationContext, env) = Coluna.Benders.treat_unbounded_master_problem_case!(master, ctx.context, env) | ||
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| Coluna.Benders.setup_separation_for_unbounded_master_case!(ctx::TestBendersIterationContext, sp, mast_primal_sol) = Coluna.Benders.setup_separation_for_unbounded_master_case!(ctx.context, sp, mast_primal_sol) | ||
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| ## TODO: redef to check cuts | ||
| Coluna.Benders.optimize_separation_problem!(ctx::TestBendersIterationContext, sp::Formulation{BendersSp}, env, unbounded_master) = Coluna.Benders.optimize_separation_problem!(ctx.context, sp, env, unbounded_master) | ||
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| Coluna.Benders.master_is_unbounded(ctx::TestBendersIterationContext, second_stage_cost, unbounded_master_case) = Coluna.Benders.master_is_unbounded(ctx.context, second_stage_cost, unbounded_master_case) | ||
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| ## same | ||
| Coluna.Benders.treat_infeasible_separation_problem_case!(ctx::TestBendersIterationContext, sp::Formulation{BendersSp}, env, unbounded_master_case) = Coluna.Benders.treat_infeasible_separation_problem_case!(ctx.context, sp, env, unbounded_master_case) | ||
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| Coluna.Benders.push_in_set!(ctx::TestBendersIterationContext, set::Coluna.Algorithm.CutsSet, sep_result::Coluna.Algorithm.BendersSeparationResult) = Coluna.Benders.push_in_set!(ctx.context, set, sep_result) | ||
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| Coluna.Benders.push_in_set!(ctx::TestBendersIterationContext, set::Coluna.Algorithm.SepSolSet, sep_result::Coluna.Algorithm.BendersSeparationResult) = Coluna.Benders.push_in_set!(ctx.context, set, sep_result) | ||
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| Coluna.Benders.insert_cuts!(reform, ctx::TestBendersIterationContext, cuts) = Coluna.Benders.insert_cuts!(reform, ctx.context, cuts) | ||
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| function Coluna.Benders.build_primal_solution(ctx::TestBendersIterationContext, mast_primal_sol, sep_sp_sols) | ||
| output = Coluna.Benders.build_primal_solution(ctx.context, mast_primal_sol, sep_sp_sols) | ||
| for (varid, val) in mast_primal_sol | ||
| name = getname(ctx.master, varid) | ||
| if haskey(ctx.first_stage_sol, name) | ||
| @test ctx.first_stage_sol[name] ≈ val | ||
| else | ||
| @test 0.0 <= val <= 1.0e-4 | ||
| end | ||
| end | ||
| for (_, sp) in ctx.sps | ||
| for sp_sol in sep_sp_sols.sols | ||
| for (varid, val) in sp_sol | ||
| name = getname(sp, varid) | ||
| if haskey(ctx.second_stage_sols, name) | ||
| @test ctx.second_stage_sols[name] ≈ val | ||
| else | ||
| @test 0.0 <= val <= 1.0e-4 | ||
| end | ||
| end | ||
| end | ||
| end | ||
| return output | ||
| end | ||
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| Coluna.Benders.benders_iteration_output_type(ctx::TestBendersIterationContext) = Coluna.Benders.benders_iteration_output_type(ctx.context) | ||
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| Coluna.Benders.update_sp_rhs!(ctx::TestBendersIterationContext, sp, mast_primal_sol) = | ||
| Coluna.Benders.update_sp_rhs!(ctx.context, sp, mast_primal_sol) | ||
| Coluna.Benders.set_of_cuts(ctx::TestBendersIterationContext) = Coluna.Benders.set_of_cuts(ctx.context) | ||
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| Coluna.Benders.set_of_sep_sols(ctx::TestBendersIterationContext) = Coluna.Benders.set_of_sep_sols(ctx.context) | ||
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| ## checks cuts | ||
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| ## stop criterion because of opt. sol found is matched | ||
| function benders_iter_opt_stop() | ||
| env, reform = benders_form_location_routing_fixed_opt() | ||
| master = ClMP.getmaster(reform) | ||
| sps = ClMP.get_benders_sep_sps(reform) | ||
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| ## sol fully fixed | ||
| ##expected sol | ||
| first_stage_sol = Dict( | ||
| "y1" => 0.5, | ||
| "y2" => 0.0, | ||
| "y3" => 0.3333, | ||
| "z" => 175.16666666666666 | ||
| ) | ||
| second_stage_sols = Dict( | ||
| "x11" => 0.5, | ||
| "x12" => 0.5, | ||
| "x13" => 0.49999, | ||
| "x14" => 0.5, | ||
| "x31" => 0.33333, | ||
| "x32" => 0.33333, | ||
| "x33" => 0.16666, | ||
| "x34" => 0.33333 | ||
| ) | ||
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| alg = Coluna.Algorithm.BendersCutGeneration( | ||
| max_nb_iterations = 10 | ||
| ) | ||
| ctx = TestBendersIterationContext( | ||
| Coluna.Algorithm.BendersContext( | ||
| reform, alg | ||
| ), | ||
| master, | ||
| sps, | ||
| first_stage_sol, | ||
| second_stage_sols | ||
| ) | ||
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| master = Coluna.MathProg.getmaster(reform) | ||
| master.optimizers = Coluna.MathProg.AbstractOptimizer[] # dirty | ||
| ClMP.push_optimizer!(master, () -> ClA.MoiOptimizer(GLPK.Optimizer())) | ||
| for (_, sp) in Coluna.MathProg.get_benders_sep_sps(reform) | ||
| sp.optimizers = Coluna.MathProg.AbstractOptimizer[] # dirty | ||
| ClMP.push_optimizer!(sp, () -> ClA.MoiOptimizer(GLPK.Optimizer())) | ||
| end | ||
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| Coluna.set_optim_start_time!(env) | ||
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| result = Coluna.Benders.run_benders_iteration!(ctx, nothing, env, nothing) | ||
| @test result.master ≈ 293.4956666 | ||
| end | ||
| register!(unit_tests, "benders_default", benders_iter_opt_stop, f = true) | ||
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| ## subopt 1st level solution, an optimality cut should be generated | ||
| ## should call benders_form_location_routing_subopt with variables fixed | ||
| function benders_iter_opt_cut() | ||
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| end | ||
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| ## 1st level solution makes sp infeasible, an infeasibility cut should be returned | ||
| ## should call benders_form_location_routing_infeasible | ||
| function benders_iter_infeas_cut() | ||
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| end |