Merge 9e85194 into 70faf97

Project.toml

@@ -6,6 +6,7 @@ version = "0.3.4"
 [deps]
 BlockDecomposition = "6cde8614-403a-11e9-12f1-c10d0f0caca0"
 DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
+Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
 Distributed = "8ba89e20-285c-5b6f-9357-94700520ee1b"
 DynamicSparseArrays = "8086fd22-9a0c-46a5-a6c8-6e24676501fe"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"

src/Algorithm/basic/cutcallback.jl

@@ -19,6 +19,7 @@ end
 
 struct RobustCutCallbackContext
     form::Formulation
+    env::Env
     proj_sol::PrimalSolution # ordered non zero but O(log^2(n)) lookup time
     proj_sol_dict::Dict{VarId, Float64} # O(1) lookup time
     viol_vals::Vector{Float64}
@@ -30,7 +31,7 @@ function get_storages_usage(algo::CutCallbacks, form::Formulation{MathProg.Abstr
     return [(form, MasterCutsStoragePair, READ_AND_WRITE)]
 end
 
-function run!(algo::CutCallbacks, data::ModelData, input::CutCallbacksInput)
+function run!(algo::CutCallbacks, env::Env, data::ModelData, input::CutCallbacksInput)
     form = getmodel(data)
     nb_cuts = 0
     robust_generators = get_robust_constr_generators(form)
@@ -39,7 +40,7 @@ function run!(algo::CutCallbacks, data::ModelData, input::CutCallbacksInput)
 
         projsol1 = proj_cols_on_rep(input.primalsol, form)
         projsol2 = Dict{VarId, Float64}(varid => val for (varid, val) in projsol1)
-        context = RobustCutCallbackContext(form, projsol1, projsol2, Float64[])
+        context = RobustCutCallbackContext(form, env, projsol1, projsol2, Float64[])
 
         for constrgen in robust_generators
             if constrgen.kind == Facultative && algo.call_robust_facultative

src/Algorithm/basic/solveipform.jl

@@ -46,7 +46,7 @@ function check_if_optimizer_supports_ip(optimizer::MoiOptimizer)
 end
 check_if_optimizer_supports_ip(optimizer::UserOptimizer) = true
 
-function run!(algo::SolveIpForm, data::ModelData, input::OptimizationInput)::OptimizationOutput
+function run!(algo::SolveIpForm, env::Env, data::ModelData, input::OptimizationInput)::OptimizationOutput
     form = getmodel(data)
 
     result = OptimizationState(
@@ -100,8 +100,8 @@ function run!(algo::SolveIpForm, data::ModelData, input::OptimizationInput)::Opt
     return OptimizationOutput(result)
 end
 
-run!(algo::SolveIpForm, data::ReformData, input::OptimizationInput) = 
-    run!(algo, getmasterdata(data), input)
+run!(algo::SolveIpForm, env::Env, data::ReformData, input::OptimizationInput) = 
+    run!(algo, env, getmasterdata(data), input)
 
 function termination_status!(result::OptimizationState, optimizer::MoiOptimizer)
     terminationstatus = MOI.get(getinner(optimizer), MOI.TerminationStatus())

src/Algorithm/basic/solvelpform.jl

@@ -51,7 +51,7 @@ function optimize_lp_form!(
     return
 end
 
-function run!(algo::SolveLpForm, data::ModelData, input::OptimizationInput)::OptimizationOutput
+function run!(algo::SolveLpForm, env::Env, data::ModelData, input::OptimizationInput)::OptimizationOutput
     form = getmodel(data)
     result = OptimizationState(form)
 

src/Algorithm/benders.jl

@@ -22,7 +22,6 @@ function get_storages_usage(algo::BendersCutGeneration, reform::Reformulation)
     for (id, spform) in get_benders_sep_sps(reform)
         push!(storages_usage, (spform, StaticVarConstrStoragePair, READ_ONLY))
     end
-
     return storages_usage
 end
 
@@ -51,14 +50,14 @@ end
 
 getoptstate(data::BendersCutGenRuntimeData) = data.optstate
 
-function run!(algo::BendersCutGeneration, rfdata::ReformData, input::OptimizationInput)::OptimizationOutput    
-
+function run!(
+    algo::BendersCutGeneration, env::Env, rfdata::ReformData, input::OptimizationInput
+)::OptimizationOutput
     reform = getreform(rfdata)
     relax_integrality!(getmaster(reform))
     bndata = BendersCutGenRuntimeData(reform, getoptstate(input))
     @logmsg LogLevel(-1) "Run BendersCutGeneration."
-    Base.@time bend_rec = bend_cutting_plane_main_loop!(algo, bndata, reform)
-
+    Base.@time bend_rec = bend_cutting_plane_main_loop!(algo, env, bndata, reform)
     return OptimizationOutput(bndata.optstate)
 end
 
@@ -127,7 +126,6 @@ function update_benders_sp_problem!(
             setcurcost!(spform, var, rc)
         end
     end
-
     return false
 end
 
@@ -224,7 +222,7 @@ function compute_benders_sp_lagrangian_bound_contrib(
 end
 
 function solve_sp_to_gencut!(
-    algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData,
+    algo::BendersCutGeneration, env::Env, algdata::BendersCutGenRuntimeData,
     masterform::Formulation, spform::Formulation,
     master_primal_sol::PrimalSolution, master_dual_sol::DualSolution,
     up_to_phase::FormulationPhase
@@ -268,7 +266,7 @@ function solve_sp_to_gencut!(
         # Solve sub-problem and insert generated cuts in master
         # @logmsg LogLevel(-3) "optimizing benders_sp prob"
         TO.@timeit Coluna._to "Bender Sep SubProblem" begin
-            optstate = run!(SolveLpForm(get_dual_solution = true), ModelData(spform), OptimizationInput(OptimizationState(spform)))
+            optstate = run!(SolveLpForm(get_dual_solution = true), env, ModelData(spform), OptimizationInput(OptimizationState(spform)))
         end
 
         optresult = getoptstate(optstate)
@@ -350,7 +348,7 @@ end
 
 
 function solve_sps_to_gencuts!(
-    algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData, 
+    algo::BendersCutGeneration, env::Env, algdata::BendersCutGenRuntimeData, 
     reform::Reformulation,  master_primalsol::PrimalSolution, 
     master_dualsol::DualSolution, up_to_phase::FormulationPhase
 )
@@ -371,7 +369,7 @@ function solve_sps_to_gencuts!(
     for (spuid, spform) in sps
         recorded_sp_dual_solution_ids[spuid] = Vector{ConstrId}()
         gen_status, spsol_relaxed, recorded_dual_solution_ids, benders_sp_primal_bound_contrib, benders_sp_lagrangian_bound_contrib = solve_sp_to_gencut!(
-            algo, algdata, masterform, spform,
+            algo, env, algdata, masterform, spform,
             master_primalsol, master_dualsol,
             up_to_phase
         )
@@ -419,15 +417,15 @@ function update_lagrangian_pb!(algdata::BendersCutGenRuntimeData, reform::Reform
     return lagran_bnd
 end
 
-function solve_relaxed_master!(master::Formulation)
+function solve_relaxed_master!(master::Formulation, env::Env)
     elapsed_time = @elapsed begin
-        optresult = TO.@timeit Coluna._to "relaxed master" run!(SolveLpForm(get_dual_solution = true), ModelData(master), OptimizationInput(OptimizationState(master)))
+        optresult = TO.@timeit Coluna._to "relaxed master" run!(SolveLpForm(get_dual_solution = true), env, ModelData(master), OptimizationInput(OptimizationState(master)))
     end
     return optresult, elapsed_time
 end
 
 function generatecuts!(
-    algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData, reform::Reformulation,
+    algo::BendersCutGeneration, env::Env, algdata::BendersCutGenRuntimeData, reform::Reformulation,
     master_primal_sol::PrimalSolution, master_dual_sol::DualSolution, phase::FormulationPhase
 )::Tuple{Int, Bool, PrimalBound}
     masterform = getmaster(reform)
@@ -437,7 +435,7 @@ function generatecuts!(
     ## TODO stabilization : move the following code inside a loop
     nb_new_cuts, spsols_relaxed, pb_correction, sp_pb_contrib =
         solve_sps_to_gencuts!(
-            algo, algdata, reform, master_primal_sol, filtered_dual_sol, phase
+            algo, env, algdata, reform, master_primal_sol, filtered_dual_sol, phase
         )
     update_lagrangian_pb!(algdata, reform, master_dual_sol, sp_pb_contrib)
     if nb_new_cuts < 0
@@ -453,7 +451,7 @@ function generatecuts!(
 end
 
 function bend_cutting_plane_main_loop!(
-    algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData, reform::Reformulation
+    algo::BendersCutGeneration, env::Env, algdata::BendersCutGenRuntimeData, reform::Reformulation
 )
 
     nb_bc_iterations = 0
@@ -472,7 +470,7 @@ function bend_cutting_plane_main_loop!(
         nb_new_cuts = 0
         cur_gap = 0.0
 
-        optoutput, master_time = solve_relaxed_master!(masterform)
+        optoutput, master_time = solve_relaxed_master!(masterform, env)
         optresult = getoptstate(optoutput)
 
         if getterminationstatus(optresult) == INFEASIBLE
@@ -507,7 +505,7 @@ function bend_cutting_plane_main_loop!(
             sp_time = @elapsed begin
                 nb_new_cuts, one_spsol_is_a_relaxed_sol, primal_bound  =
                     generatecuts!(
-                        algo, algdata, reform, master_primal_sol, master_dual_sol, up_to_phase
+                        algo, env, algdata, reform, master_primal_sol, master_dual_sol, up_to_phase
                     )
             end
 
@@ -523,7 +521,7 @@ function bend_cutting_plane_main_loop!(
             cur_gap = gap(primal_bound, dual_bound)
 
             print_benders_statistics(
-                bnd_optstate, nb_new_cuts, nb_bc_iterations, master_time, sp_time
+                env, bnd_optstate, nb_new_cuts, nb_bc_iterations, master_time, sp_time
             )
 
             if cur_gap < algo.optimality_tol
@@ -585,15 +583,15 @@ function bend_cutting_plane_main_loop!(
 end
 
 function print_benders_statistics(
-    optstate::OptimizationState, nb_new_cut::Int,
+    env::Env, optstate::OptimizationState, nb_new_cut::Int,
     nb_bc_iterations::Int, mst_time::Float64, sp_time::Float64
 )
     mlp = getvalue(get_lp_dual_bound(optstate))
     db = getvalue(get_ip_dual_bound(optstate))
     pb = getvalue(get_ip_primal_bound(optstate))
     @printf(
             "<it=%3i> <et=%5.2f> <mst=%5.2f> <sp=%5.2f> <cuts=%i> <DB=%10.4f> <mlp=%10.4f> <PB=%10.4f>\n",
-            nb_bc_iterations, Coluna._elapsed_solve_time(), mst_time, sp_time, nb_new_cut, db, mlp, pb
+            nb_bc_iterations, elapsed_optim_time(env), mst_time, sp_time, nb_new_cut, db, mlp, pb
     )
 end
 

src/Algorithm/branching/branchingalgo.jl

@@ -42,7 +42,7 @@ end
 struct NoBranching <: AbstractDivideAlgorithm
 end
 
-function run!(algo::NoBranching, data::ReformData, input::DivideInput)::DivideOutput
+function run!(algo::NoBranching, env::Env, data::ReformData, input::DivideInput)::DivideOutput
     return DivideOutput([], OptimizationState(getmodel(getmasterdata(data))))
 end
 
@@ -90,7 +90,7 @@ function exploits_primal_solutions(algo::StrongBranching)
 end
 
 function perform_strong_branching_with_phases!(
-    algo::StrongBranching, data::ReformData, input::DivideInput, groups::Vector{BranchingGroup}
+    algo::StrongBranching, env::Env, data::ReformData, input::DivideInput, groups::Vector{BranchingGroup}
 )::OptimizationState
 
     parent = getparent(input)
@@ -131,7 +131,7 @@ function perform_strong_branching_with_phases!(
             #TO DO: verify if time limit is reached
 
             if phase_index == 1                
-                generate_children!(group, data, parent)                
+                generate_children!(group, env, data, parent)                
             else    
                 regenerate_children!(group, parent)
             end
@@ -154,7 +154,7 @@ function perform_strong_branching_with_phases!(
                 update_ip_primal!(getoptstate(node), sbstate, exploitsprimalsolutions)
 
                 apply_conquer_alg_to_node!(
-                    node, current_phase.conquer_algo, data, conquer_storages_to_restore
+                    node, current_phase.conquer_algo, env, data, conquer_storages_to_restore
                 )        
 
                 update_all_ip_primal_solutions!(sbstate, getoptstate(node))
@@ -194,7 +194,7 @@ function perform_strong_branching_with_phases!(
     return sbstate
 end
 
-function run!(algo::StrongBranching, data::ReformData, input::DivideInput)::DivideOutput
+function run!(algo::StrongBranching, env::Env, data::ReformData, input::DivideInput)::DivideOutput
     parent = getparent(input)
     optstate = getoptstate(parent)
 
@@ -251,7 +251,7 @@ function run!(algo::StrongBranching, data::ReformData, input::DivideInput)::Divi
         min_priority = priority
 
         # generate candidates
-        output = run!(rule, data, BranchingRuleInput(
+        output = run!(rule, env, data, BranchingRuleInput(
             original_solution, true, nb_candidates_needed, algo.selection_criterion, 
             local_id, algo.int_tol
         ))
@@ -260,7 +260,7 @@ function run!(algo::StrongBranching, data::ReformData, input::DivideInput)::Divi
         local_id = output.local_id
 
         if projection_is_possible(master) && extended_solution !== nothing
-            output = run!(rule, data, BranchingRuleInput(
+            output = run!(rule, env, data, BranchingRuleInput(
                 extended_solution, false, nb_candidates_needed, algo.selection_criterion, 
                 local_id, algo.int_tol
             ))   
@@ -287,11 +287,11 @@ function run!(algo::StrongBranching, data::ReformData, input::DivideInput)::Divi
 
     #in the case of simple branching, it remains to generate the children
     if isempty(algo.phases) 
-        generate_children!(kept_branch_groups[1], data, parent)
+        generate_children!(kept_branch_groups[1], env, data, parent)
         return DivideOutput(kept_branch_groups[1].children, OptimizationState(getmaster(reform)))
     end
 
-    sbstate = perform_strong_branching_with_phases!(algo, data, input, kept_branch_groups)
+    sbstate = perform_strong_branching_with_phases!(algo, env, data, input, kept_branch_groups)
 
     return DivideOutput(kept_branch_groups[1].children, sbstate)
 end

src/Algorithm/branching/branchinggroup.jl

@@ -12,7 +12,8 @@ abstract type AbstractBranchingCandidate end
 
 getdescription(candidate::AbstractBranchingCandidate) = ""
 generate_children!(
-    candidate::AbstractBranchingCandidate, lhs::Float64, data::ReformData, node::Node
+    candidate::AbstractBranchingCandidate, lhs::Float64, env::Env, data::ReformData, 
+    node::Node
 ) = nothing
 
 """
@@ -42,9 +43,9 @@ get_lhs_distance_to_integer(group::BranchingGroup) =
     min(group.lhs - floor(group.lhs), ceil(group.lhs) - group.lhs)    
 
 function generate_children!(
-    group::BranchingGroup, data::ReformData, parent::Node
+    group::BranchingGroup, env::Env, data::ReformData, parent::Node
 )
-    group.children = generate_children(group.candidate, group.lhs, data, parent)
+    group.children = generate_children(group.candidate, group.lhs, env, data, parent)
     return
 end
 

src/Algorithm/branching/branchingrule.jl

@@ -49,7 +49,7 @@ abstract type AbstractBranchingRule <: AbstractAlgorithm end
 ismanager(algo::AbstractBranchingRule) = true
 
 function run!(
-    rule::AbstractBranchingRule, data::AbstractData, input::BranchingRuleInput
+    rule::AbstractBranchingRule, env::Env, data::AbstractData, input::BranchingRuleInput
 )::BranchingRuleOutput
     algotype = typeof(rule)
     error("Method run! in not defined for branching rule $(typeof(rule)), data $(typeof(data)), and input $(typeof(input)).")

src/Algorithm/branching/varbranching.jl

@@ -11,7 +11,7 @@ end
 getdescription(candidate::VarBranchingCandidate) = candidate.description
 
 function generate_children(
-    candidate::VarBranchingCandidate, lhs::Float64, data::ReformData, parent::Node
+    candidate::VarBranchingCandidate, lhs::Float64, env::Env, data::ReformData, parent::Node
 )
     master = getmaster(getreform(data))
     var = getvar(master, candidate.varid)
@@ -33,7 +33,7 @@ function generate_children(
         master, string(
             "branch_geq_", getdepth(parent), "_", getname(master,candidate.varid)
         ), MasterBranchOnOrigVarConstr;
-        sense = Greater, rhs = ceil(lhs), loc_art_var = true,
+        sense = Greater, rhs = ceil(lhs), loc_art_var_abs_cost = env.params.local_art_var_cost,
         members = Dict{VarId,Float64}(candidate.varid => 1.0)
     )
     end
@@ -47,7 +47,8 @@ function generate_children(
         master, string(
             "branch_leq_", getdepth(parent), "_", getname(master,candidate.varid)
         ), MasterBranchOnOrigVarConstr;
-        sense = Less, rhs = floor(lhs), loc_art_var = true,
+        sense = Less, rhs = floor(lhs), 
+        loc_art_var_abs_cost = env.params.local_art_var_cost,
         members = Dict{VarId,Float64}(candidate.varid => 1.0)
     )
     end
@@ -75,7 +76,7 @@ function get_storages_usage(algo::VarBranchingRule, reform::Reformulation)
 end
 
 function run!(
-    rule::VarBranchingRule, data::ReformData, input::BranchingRuleInput
+    rule::VarBranchingRule, env::Env, data::ReformData, input::BranchingRuleInput
 )::BranchingRuleOutput
     # variable branching works only for the original solution
     !input.isoriginalsol && return BranchingRuleOutput(input.local_id, Vector{BranchingGroup}())