do not check master lp solution feasibility in phase 1 of colgen (#842)

atoptima · Apr 26, 2023 · d6ed80f · d6ed80f
1 parent fcfd847
commit d6ed80f
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Showing 4 changed files with 53 additions and 54 deletions.
diff --git a/src/Algorithm/colgen/default.jl b/src/Algorithm/colgen/default.jl
@@ -252,6 +252,8 @@ function _violates_essential_cuts!(master, master_lp_primal_sol, env)
     return cutcb_output.nb_cuts_added > 0
 end
 
+ColGen.check_primal_ip_feasibility!(_, ctx::ColGenContext, ::ColGenPhase1, _, _) = nothing, false
+
 function ColGen.check_primal_ip_feasibility!(master_lp_primal_sol, ctx::ColGenContext, phase, reform, env)
     # Check if feasible.
     if contains(master_lp_primal_sol, varid -> isanArtificialDuty(getduty(varid)))

diff --git a/src/Algorithm/colgenstabilization.jl b/src/Algorithm/colgenstabilization.jl
@@ -1,49 +1,49 @@
-# mutable struct ColGenStabilizationUnit <: AbstractNewStorageUnit
-#     basealpha::Float64 # "global" alpha parameter
-#     curalpha::Float64 # alpha parameter during the current misprice sequence
-#     nb_misprices::Int64 # number of misprices during the current misprice sequence
-#     pseudo_dual_bound::DualBound # pseudo dual bound, may be non-valid, f.e. when the pricing problem solved heuristically
-#     valid_dual_bound::DualBound # valid dual bound
-#     stabcenter::Union{Nothing,DualSolution} # current stability center, correspond to cur_dual_bound
-#     newstabcenter::Union{Nothing,DualSolution} # to keep temporarily stab. center after update
-#     basestabcenter::Union{Nothing,DualSolution} # stability center, corresponding to valid_dual_bound
-# end
-
-# function ClB.new_storage_unit(::Type{ColGenStabilizationUnit}, master::Formulation{DwMaster})
-#     return ColGenStabilizationUnit(
-#         0.5, 0.0, 0, DualBound(master), DualBound(master), nothing, nothing, nothing
-#     )
-# end
-
-# mutable struct ColGenStabRecord <: AbstractNewRecord
-#     alpha::Float64
-#     dualbound::DualBound
-#     stabcenter::Union{Nothing,DualSolution}
-# end
-
-# struct ColGenStabKey <: AbstractStorageUnitKey end
-
-# key_from_storage_unit_type(::Type{ColGenStabilizationUnit}) = ColGenStabKey()
-# record_type_from_key(::ColGenStabKey) = ColGenStabRecord
-
-# function ClB.new_record(::Type{ColGenStabRecord}, id::Int, form::Formulation, unit::ColGenStabilizationUnit)
-#     alpha = unit.basealpha < 0.5 ? 0.5 : unit.basealpha
-#     return ColGenStabRecord(alpha, unit.valid_dual_bound, unit.basestabcenter)
-# end
-
-# ClB.record_type(::Type{ColGenStabilizationUnit}) = ColGenStabRecord
-# ClB.storage_unit_type(::Type{ColGenStabRecord}) = ColGenStabilizationUnit
-
-
-
-# function ClB.restore_from_record!(
-#     ::Formulation, unit::ColGenStabilizationUnit, state::ColGenStabRecord
-# )
-#     unit.basealpha = state.alpha
-#     unit.valid_dual_bound = state.dualbound
-#     unit.basestabcenter = state.stabcenter
-#     return
-# end
+mutable struct ColGenStabilizationUnit <: AbstractNewStorageUnit
+    basealpha::Float64 # "global" alpha parameter
+    curalpha::Float64 # alpha parameter during the current misprice sequence
+    nb_misprices::Int64 # number of misprices during the current misprice sequence
+    pseudo_dual_bound::DualBound # pseudo dual bound, may be non-valid, f.e. when the pricing problem solved heuristically
+    valid_dual_bound::DualBound # valid dual bound
+    stabcenter::Union{Nothing,DualSolution} # current stability center, correspond to cur_dual_bound
+    newstabcenter::Union{Nothing,DualSolution} # to keep temporarily stab. center after update
+    basestabcenter::Union{Nothing,DualSolution} # stability center, corresponding to valid_dual_bound
+end
+
+function ClB.new_storage_unit(::Type{ColGenStabilizationUnit}, master::Formulation{DwMaster})
+    return ColGenStabilizationUnit(
+        0.5, 0.0, 0, DualBound(master), DualBound(master), nothing, nothing, nothing
+    )
+end
+
+mutable struct ColGenStabRecord <: AbstractNewRecord
+    alpha::Float64
+    dualbound::DualBound
+    stabcenter::Union{Nothing,DualSolution}
+end
+
+struct ColGenStabKey <: AbstractStorageUnitKey end
+
+key_from_storage_unit_type(::Type{ColGenStabilizationUnit}) = ColGenStabKey()
+record_type_from_key(::ColGenStabKey) = ColGenStabRecord
+
+function ClB.new_record(::Type{ColGenStabRecord}, id::Int, form::Formulation, unit::ColGenStabilizationUnit)
+    alpha = unit.basealpha < 0.5 ? 0.5 : unit.basealpha
+    return ColGenStabRecord(alpha, unit.valid_dual_bound, unit.basestabcenter)
+end
+
+ClB.record_type(::Type{ColGenStabilizationUnit}) = ColGenStabRecord
+ClB.storage_unit_type(::Type{ColGenStabRecord}) = ColGenStabilizationUnit
+
+
+
+function ClB.restore_from_record!(
+    ::Formulation, unit::ColGenStabilizationUnit, state::ColGenStabRecord
+)
+    unit.basealpha = state.alpha
+    unit.valid_dual_bound = state.dualbound
+    unit.basestabcenter = state.stabcenter
+    return
+end
 
 # # function ColGenStabilizationUnit(master::Formulation)
 # #     return ColGenStabilizationUnit(

diff --git a/src/ColGen/interface.jl b/src/ColGen/interface.jl
@@ -356,9 +356,6 @@ function run_colgen_iteration!(context, phase, env, ip_primal_sol)
         sp_db = get_dual_bound(pricing_result)
         if !isnothing(sp_db)
             sps_db[sp_id] = sp_db
-            # else
-            #     sps_db[sp_id] = 0
-            # end
         end
 
         sp_to_solve_it = pricing_strategy_iterate(pricing_strategy, state)

diff --git a/test/e2e_extra/gap/gap.jl b/test/e2e_extra/gap/gap.jl
@@ -40,7 +40,7 @@ function gap_node_limit()
     @test JuMP.objective_bound(model) ≈ 1547.3889
     @test JuMP.termination_status(model) == MathOptInterface.OTHER_LIMIT
 end
-register!(e2e_extra_tests, "gap", gap_node_limit; x = true)
+register!(e2e_extra_tests, "gap", gap_node_limit)
 
 function gap_colgen_max_nb_iterations()
     data = ClD.GeneralizedAssignment.data("smallgap3.txt")
@@ -64,7 +64,7 @@ function gap_colgen_max_nb_iterations()
     @test JuMP.termination_status(problem) == MOI.OPTIMAL # Problem with final dual bound ?
     @test ClD.GeneralizedAssignment.print_and_check_sol(data, problem, x)
 end
-register!(e2e_extra_tests, "gap", gap_colgen_max_nb_iterations; x = true)
+register!(e2e_extra_tests, "gap", gap_colgen_max_nb_iterations)
 
 function gap_pure_master_variables()
     data = ClD.GeneralizedAssignment.data("smallgap3.txt")
@@ -96,7 +96,7 @@ function gap_maximisation_objective_function()
     @test JuMP.termination_status(problem) == MOI.OPTIMAL
     @test abs(JuMP.objective_value(problem) - 580.0) <= 0.00001
 end
-register!(e2e_extra_tests, "gap", gap_maximisation_objective_function; x = true)
+register!(e2e_extra_tests, "gap", gap_maximisation_objective_function)
 
 function gap_infeasible_master()
     data = ClD.GeneralizedAssignment.data("master_infeas.txt")
@@ -167,7 +167,7 @@ function gap_with_all_phases_in_colgen()
     JuMP.optimize!(problem)
     @test abs(JuMP.objective_value(problem) - 31895.0) <= 0.00001
 end
-register!(e2e_extra_tests, "gap", gap_with_all_phases_in_colgen; x = true)
+register!(e2e_extra_tests, "gap", gap_with_all_phases_in_colgen)
 
 function gap_with_max_obj_pure_master_vars_and_stab()
     data = ClD.GeneralizedAssignment.data("gapC-5-100.txt")
@@ -190,7 +190,7 @@ function gap_with_max_obj_pure_master_vars_and_stab()
     @test JuMP.objective_value(model) ≈ 3520.1
     @test JuMP.termination_status(model) == MOI.OPTIMAL
 end
-register!(e2e_extra_tests, "gap", gap_with_max_obj_pure_master_vars_and_stab; x = true)
+register!(e2e_extra_tests, "gap", gap_with_max_obj_pure_master_vars_and_stab)
 
 function gap_with_no_solver()
     data = ClD.GeneralizedAssignment.data("play2.txt")