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[adv tuto] add comparison of different cuts on a larger instance (#897)
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* add r1c + valid ineq callback

* test on larger instance

* Apply suggestions from code review

---------

Co-authored-by: Guillaume Marques <[email protected]>
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@najaverzat @guimarqu
najaverzat and guimarqu authored May 12, 2023
1 parent 646f207 commit d591adf
Showing 1 changed file with 103 additions and 14 deletions.
117 changes: 103 additions & 14 deletions docs/src/start/advanced-demo.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -689,15 +689,6 @@ function approx_pricing(cbdata)
"x_$(i)_$(j)" => BlockDecomposition.callback_reduced_cost(cbdata, x[i, j]) for i in customers
)

custduals = Tuple{Vector{Int}, Float64}[]
for (_, constr) in Coluna.MathProg.getconstrs(cbdata.form.parent_formulation)
if typeof(constr.custom_data) == R1cCutData
push!(custduals, (
constr.custom_data.cov_constrs,
Coluna.MathProg.getcurincval(cbdata.form.parent_formulation, constr)
))
end
end

## initialize our "greedy best route"
best_route = Route(1, [j])
Expand Down Expand Up @@ -728,7 +719,7 @@ function approx_pricing(cbdata)
sol_vars = vcat(z_vars, x_vars)
sol_vals = ones(Float64, length(z_vars) + length(x_vars))
## take the eventual rank-one cuts contribution into account
sol_cost = current_redcost - r1c_contrib(best_route, custduals)
sol_cost = current_redcost

MOI.submit(model, BlockDecomposition.PricingSolution(cbdata), sol_cost, sol_vars, sol_vals)
## as the procedure is inexact, no dual bound can be computed, we set it to -Inf
Expand Down Expand Up @@ -756,12 +747,10 @@ for i in customers
end

# Optimize:

JuMP.optimize!(model)

# ## Benders decomposition


# ## Benders decomposition


fake = 1
Expand Down Expand Up @@ -815,4 +804,104 @@ routes_costs = Dict(

@benders_decomposition(model, dec, axis)
JuMP.optimize!(model)
## @show objective_value(model)
@show objective_value(model)





# ## Example of comparison of the dual bounds obtained on a larger instance.

# In this section, we propose to create an instance with 3 facilities and 20 customers. We will solve only the root node and look at the dual bound:
# - with the "raw" decomposition model
# - by adding robust cuts
# - by adding non-robust cuts
# - by adding both robust and non-robust cuts


nb_positions = 6
facilities_fixed_costs = [120, 150, 110]
facilities = [1, 2, 3]
customers = [4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16]
arc_costs = [
0.0 125.6 148.9 182.2 174.9 126.2 158.6 172.9 127.4 133.1 152.6 183.8 182.4 176.9 120.7 129.5;
123.6 0.0 175.0 146.7 191.0 130.4 142.5 139.3 130.1 133.3 163.8 127.8 139.3 128.4 186.4 115.6;
101.5 189.6 0.0 198.2 150.5 159.6 128.3 133.0 195.1 167.3 187.3 178.1 171.7 161.5 142.9 142.1;
159.4 188.4 124.7 0.0 174.5 174.0 142.6 102.5 135.5 184.4 121.6 112.1 139.9 105.5 190.9 140.7;
157.7 160.3 184.2 196.1 0.0 115.5 175.2 153.5 137.7 141.3 109.5 107.7 125.3 151.0 133.1 140.6;
145.2 120.4 106.7 138.8 157.3 0.0 153.6 192.2 153.2 184.4 133.6 164.9 163.6 126.3 121.3 161.4;
182.6 152.1 178.8 184.1 150.8 163.5 0.0 164.1 104.0 100.5 117.3 156.1 115.1 168.6 186.5 100.2;
144.9 193.8 146.1 191.4 136.8 172.7 108.1 0.0 131.0 166.3 116.4 187.0 161.3 148.2 162.1 116.0;
173.4 199.1 132.9 133.2 139.8 112.7 138.1 118.8 0.0 173.4 131.8 180.6 191.0 133.9 178.7 108.7;
150.5 171.0 163.8 171.5 116.3 149.1 124.0 192.5 188.8 0.0 112.2 188.7 197.3 144.9 110.7 186.6;
153.6 104.4 141.1 124.7 121.1 137.5 190.3 177.1 194.4 135.3 0.0 146.4 132.7 103.2 150.3 118.4;
112.5 133.7 187.1 170.0 130.2 177.7 159.2 169.9 183.8 101.6 156.2 0.0 114.7 169.3 149.9 125.3;
151.5 165.6 162.1 133.4 159.4 200.5 132.7 199.9 136.8 121.3 118.1 123.4 0.0 104.8 197.1 134.4;
195.0 101.1 194.1 160.1 147.1 164.6 137.2 138.6 166.7 191.2 169.2 186.0 171.2 0.0 106.8 150.9;
158.2 152.7 104.0 136.0 168.9 175.7 139.2 163.2 102.7 153.3 185.9 164.0 113.2 200.7 0.0 127.4;
136.6 174.3 103.2 131.4 107.8 191.6 115.1 127.6 163.2 123.2 173.3 133.0 120.5 176.9 173.8 0.0
]

locations = vcat(facilities, customers)
nb_customers = length(customers)
nb_facilities = length(facilities)
positions = 1:nb_positions;

routes_per_facility = Dict(
j => best_route_forall_cust_subsets(arc_costs, customers, j, nb_positions) for j in facilities
);

# We set `maxnumnodes` to zero to optimize only the root node:
coluna = optimizer_with_attributes(
Coluna.Optimizer,
"params" => Coluna.Params(
solver = Coluna.Algorithm.TreeSearchAlgorithm(
maxnumnodes = 0,
conqueralg = Coluna.ColCutGenConquer()
)
),
"default_optimizer" => GLPK.Optimizer
);


# We define a method to call both `valid_inequalities_callback` and `r1c_callback`:
function cuts_callback(cbdata)
valid_inequalities_callback(cbdata)
r1c_callback(cbdata)
end

function attach_data(model, cov)
BlockDecomposition.customvars!(model, R1cVarData)
BlockDecomposition.customconstrs!(model, [CoverConstrData, R1cCutData]);
for i in customers
customdata!(cov[i], CoverConstrData(i))
end
end;

# First, we solve the root node with the "raw" decomposition model:
model, x, y, z, cov = create_model(coluna, pricing_callback)
attach_data(model, cov)

# dual bound found after optimization = 1588.00

# Then, we re-solve it with the robust cuts:
model, x, y, z, cov = create_model(coluna, pricing_callback)
attach_data(model, cov)
MOI.set(model, MOI.UserCutCallback(), valid_inequalities_callback);

# dual bound found after optimization = 1591.55


# And with non-robust cuts:
model, x, y, z, cov = create_model(coluna, pricing_callback)
attach_data(model, cov)
MOI.set(model, MOI.UserCutCallback(), r1c_callback);

# dual bound found after optimization = 1598.26

# Finally we add both robust and non-robust cuts:
model, x, y, z, cov = create_model(coluna, pricing_callback)
attach_data(model, cov)
MOI.set(model, MOI.UserCutCallback(), cuts_callback);

# dual bound found after optimization = 1600.63

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