global bounds for representatives of different subproblems (#1075)

atoptima · Sep 22, 2023 · cb8cf62 · cb8cf62
1 parent 9a1cc4b
commit cb8cf62
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Showing 2 changed files with 107 additions and 3 deletions.
diff --git a/src/decomposition.jl b/src/decomposition.jl
@@ -192,15 +192,26 @@ function instantiate_orig_vars!(
         end
 
         if !haskey(masterform, varid)
+            lb, ub = if is_representative(annotations, 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]))
+                )
+            else
+                (
+                    getperenlb(origform, var) * BD.getlowermultiplicity(sp_ann),
+                    getperenub(origform, var) * BD.getuppermultiplicity(sp_ann)
+                )
+            end
             clonevar!(
                 origform,
                 masterform,
                 spform,
                 var,
                 MasterRepPricingVar,
                 is_explicit = false,
-                lb = getperenlb(origform, var) * BD.getlowermultiplicity(sp_ann),
-                ub = getperenub(origform, var) * BD.getuppermultiplicity(sp_ann)
+                lb = lb,
+                ub = ub
             )
         end
     end

diff --git a/test/unit/MathProg/dw_decomposition.jl b/test/unit/MathProg/dw_decomposition.jl
@@ -209,4 +209,97 @@ function dw_decomposition_with_identical_subproblems()
     @test Coluna.MathProg.getcurlb(sp1, sp1_vars["x2"]) == 2.0
     @test Coluna.MathProg.getcurub(sp1, sp1_vars["x2"]) == 3.0
 end
-register!(unit_tests, "dw_decomposition", dw_decomposition_with_identical_subproblems)
+register!(unit_tests, "dw_decomposition", dw_decomposition_with_identical_subproblems)
+
+function dw_decomposition_repr()
+    """
+        min e1
+        s.t. e1 >= 4
+             
+        sp1 : 1 <= e1 <= 2 with lm = 0, lm= 2
+        sp2 : 1 <= e2 <= 3 with lm = 1, lm= 3
+    """
+
+    env = Coluna.Env{Coluna.MathProg.VarId}(
+        Coluna.Params(
+            global_art_var_cost = 1000.0,
+            local_art_var_cost = 100.0
+        )
+    )
+
+    origform = Coluna.MathProg.create_formulation!(
+        env, Coluna.MathProg.Original() 
+    )
+
+    # Variables
+    vars = Dict{String, Coluna.MathProg.VarId}()
+    e1 = Coluna.MathProg.getid(
+        Coluna.MathProg.setvar!(
+            origform, "e1", Coluna.MathProg.OriginalVar;
+            cost = 1.0, lb = 1.0, ub = 2.0, kind = Integ
+        )
+    )
+
+    # Constraints
+    constrs = Dict{String, Coluna.MathProg.ConstrId}()
+    c1 = Coluna.MathProg.getid(
+        Coluna.MathProg.setconstr!(
+            origform, "c1", Coluna.MathProg.OriginalConstr; rhs = 4.0, sense = Coluna.MathProg.Greater, members = Dict(e1 => 1.0)
+        )
+    )
+
+    # Decomposition tree
+    m = JuMP.Model()
+    BlockDecomposition.@axis(axis, [1, 2])
+    tree = BlockDecomposition.Tree(m, BlockDecomposition.DantzigWolfe, axis)
+    mast_ann = tree.root.master
+    sp_ann1 = BlockDecomposition.Annotation(tree, BlockDecomposition.DwPricingSp, BlockDecomposition.DantzigWolfe, [])
+    BlockDecomposition.setlowermultiplicity!(sp_ann1, 0)
+    BlockDecomposition.setuppermultiplicity!(sp_ann1, 2)
+    BlockDecomposition.create_leaf!(BlockDecomposition.getroot(tree), axis[1], sp_ann1)
+    sp_ann2 = BlockDecomposition.Annotation(tree, BlockDecomposition.DwPricingSp, BlockDecomposition.DantzigWolfe, [])
+    BlockDecomposition.setlowermultiplicity!(sp_ann2, 1)
+    BlockDecomposition.setuppermultiplicity!(sp_ann2, 3)
+    BlockDecomposition.create_leaf!(BlockDecomposition.getroot(tree), axis[2], sp_ann2)
+
+    # Dantzig-Wolfe annotations
+    ann = Coluna.Annotations()
+    ann.tree = tree
+    Coluna.store!(ann, mast_ann, Coluna.MathProg.getconstr(origform, c1))
+    Coluna.store_repr!(ann, [sp_ann1, sp_ann2], Coluna.MathProg.getvar(origform, e1))
+
+    problem = Coluna.MathProg.Problem(env)
+    Coluna.MathProg.set_original_formulation!(problem, origform)
+
+    Coluna.reformulate!(problem, ann, env)
+    reform = Coluna.MathProg.get_reformulation(problem)
+
+    # Test master
+    master = Coluna.MathProg.getmaster(reform)
+    master_vars = Dict(getname(master, varid) => var for (varid, var) in Coluna.MathProg.getvars(master))
+    master_constrs = Dict(getname(master, constrid) => constr for (constrid, constr) in Coluna.MathProg.getconstrs(master))
+
+    @show length(master_vars)
+    @test Coluna.MathProg.getcurlb(master, master_vars["e1"]) == 1.0 * (0 + 1)
+    @test Coluna.MathProg.getcurub(master, master_vars["e1"]) == 2.0 * (2 + 3)
+    @test Coluna.MathProg.getcurrhs(master, master_constrs["c1"]) == 4.0
+
+    # Test subproblem 1
+    sp1 = first(values(Coluna.MathProg.get_dw_pricing_sps(reform)))
+    sp1_vars = Dict(getname(sp1, varid) => var for (varid, var) in Coluna.MathProg.getvars(sp1))
+    sp1_constrs = Dict(getname(sp1, constrid) => constr for (constrid, constr) in Coluna.MathProg.getconstrs(sp1))
+
+    @test length(sp1_vars) == 2
+    @test Coluna.MathProg.getcurlb(sp1, sp1_vars["e1"]) == 1.0
+    @test Coluna.MathProg.getcurub(sp1, sp1_vars["e1"]) == 2.0
+
+    # Test subproblem 2
+    sp2 = collect(values(Coluna.MathProg.get_dw_pricing_sps(reform)))[2]
+    sp2_vars = Dict(getname(sp2, varid) => var for (varid, var) in Coluna.MathProg.getvars(sp2))
+    sp2_constrs = Dict(getname(sp2, constrid) => constr for (constrid, constr) in Coluna.MathProg.getconstrs(sp2))
+
+    @test length(sp2_vars) == 2
+    @test Coluna.MathProg.getcurlb(sp1, sp2_vars["e1"]) == 1.0
+    @test Coluna.MathProg.getcurub(sp1, sp2_vars["e1"]) == 2.0
+end
+register!(unit_tests, "dw_decomposition", dw_decomposition_repr)