Merge branch 'master' of github.com:atoptima/Coluna.jl

src/Algorithm/presolve/helpers.jl

@@ -12,15 +12,17 @@ struct PresolveFormRepr
     sense::Vector{ConstrSense} # on constraints
     lbs::Vector{Float64} # on variables
     ubs::Vector{Float64} # on variables
+    lower_multiplicity::Float64
+    upper_multiplicity::Float64
 end
 
-function PresolveFormRepr(coef_matrix, rhs, sense, lbs, ubs)
+function PresolveFormRepr(coef_matrix, rhs, sense, lbs, ubs, lm, um)
     length(lbs) == length(ubs) || throw(ArgumentError("Inconsistent sizes of bounds and coef_matrix."))
     length(rhs) == length(sense) || throw(ArgumentError("Inconsistent sizes of rhs and coef_matrix."))
     nb_vars = length(lbs)
     nb_constrs = length(rhs)
     return PresolveFormRepr(
-        nb_vars, nb_constrs, coef_matrix, transpose(coef_matrix), rhs, sense, lbs, ubs
+        nb_vars, nb_constrs, coef_matrix, transpose(coef_matrix), rhs, sense, lbs, ubs, lm, um
     )
 end
 
@@ -191,7 +193,9 @@ function PresolveFormRepr(
     form::PresolveFormRepr,
     rows_to_deactivate::Vector{Int},
     vars_to_fix::Dict{Int, Float64},
-    tightened_bounds::Dict{Int, Tuple{Float64, Bool, Float64, Bool}}
+    tightened_bounds::Dict{Int, Tuple{Float64, Bool, Float64, Bool}},
+    lm::Float64,
+    um::Float64
 )
     nb_cols = form.nb_vars
     nb_rows = form.nb_constrs
@@ -232,5 +236,5 @@ function PresolveFormRepr(
     new_lbs = lbs[col_mask]
     new_ubs = ubs[col_mask]
 
-    return PresolveFormRepr(new_coef_matrix, new_rhs, new_sense, new_lbs, new_ubs)
+    return PresolveFormRepr(new_coef_matrix, new_rhs, new_sense, new_lbs, new_ubs, lm, um)
 end

src/Algorithm/presolve/interface.jl

@@ -14,7 +14,13 @@ struct DwPresolveReform
     dw_sps::Dict{FormId, PresolveFormulation}
 end
 
-function create_presolve_form(form::Formulation, keep_var::Function, keep_constr::Function)
+function create_presolve_form(
+    form::Formulation,
+    keep_var::Function,
+    keep_constr::Function;
+    lower_multiplicity = 1, 
+    upper_multiplicity = 1
+)
     constr_ids, var_ids, nz = _submatrix_nz_elems(form, keep_constr, keep_var)
 
     var_to_col = Dict{VarId,Int64}()
@@ -61,6 +67,8 @@ function create_presolve_form(form::Formulation, keep_var::Function, keep_constr
         sense_vals,
         lbs_vals,
         ubs_vals,
+        lower_multiplicity,
+        upper_multiplicity
     )
 
     deactivated_constrs = ConstrId[]
@@ -73,7 +81,7 @@ function create_presolve_form(form::Formulation, keep_var::Function, keep_constr
         constr_to_row,
         form,
         deactivated_constrs,
-        fixed_vars
+        fixed_vars,
     )
 end
 
@@ -111,7 +119,7 @@ function propagate_in_presolve_form(
         row_to_constr, 
         var_to_col,
         constr_to_row,
-        PresolveFormRepr(form.form, rows_to_deactivate, vars_to_fix, tightened_bounds),
+        PresolveFormRepr(form.form, rows_to_deactivate, vars_to_fix, tightened_bounds, form.form.lower_multiplicity, form.form.upper_multiplicity),
         deactivated_constrs,
         fixed_vars
     )
@@ -166,7 +174,9 @@ function create_presolve_reform(reform::Reformulation{DwMaster})
 
     dw_sps = Dict{FormId, PresolveFormulation}()
     for (spid, sp) in get_dw_pricing_sps(reform)
-        dw_sps[spid] = create_presolve_form(sp, sp_vars, sp_constrs)
+        lm = getcurrhs(master, sp.duty_data.lower_multiplicity_constr_id)
+        um = getcurrhs(master, sp.duty_data.upper_multiplicity_constr_id)
+        dw_sps[spid] = create_presolve_form(sp, sp_vars, sp_constrs, lower_multiplicity = lm, upper_multiplicity = um)
     end
     return DwPresolveReform(original_master, restricted_master, dw_sps)
 end
@@ -254,4 +264,6 @@ function treat!(algo::PresolveAlgorithm, reform::Reformulation{DwMaster})
     @show bounds_tightening(presolve_reform.original_master.form)
 
     @show presolve_reform
+
+    update_reform!(reform, presolve_reform)
 end

src/Tests/Parser/Parser.jl

@@ -337,7 +337,7 @@ module Parser
                             duty = ClMP.DwSpSetupVar
                         end
                         v = ClMP.setvar!(spform, varid, duty; lb = var.lb, ub = var.ub, kind = var.kind)
-                        if var.duty <= ClMP.DwSpPricingVar
+                        if var.duty <= ClMP.DwSpSetupVar
                             spform.duty_data.setup_var = ClMP.getid(v)
                         end
                         ClMP.setperencost!(spform, v, cost)

test/unit/Presolve/build_formulation.jl

@@ -129,6 +129,9 @@ function build_dw_presolve_reformulation()
         (mast_var_ids["x_26"], 0.0, 1.0),
         (mast_var_ids["x_27"], 0.0, 1.0)
     ]
+
+    @test presolve_original_master.form.lower_multiplicity == 1
+    @test presolve_original_master.form.upper_multiplicity == 1
 
     for (varuid, lb, ub) in var_ids_lbs_ubs
         @test presolve_original_master.form.lbs[varuid] == lb
@@ -153,6 +156,10 @@ function build_dw_presolve_reformulation()
     end
 
     presolve_restricted_master = presolve_reform.restricted_master
+
+    @test presolve_restricted_master.form.lower_multiplicity == 1
+    @test presolve_restricted_master.form.upper_multiplicity == 1
+
     mast_var_ids = Dict{String, Int}(ClMP.getname(master, var) => k for (k, var) in enumerate(presolve_restricted_master.col_to_var))
 
     var_ids_lbs_ubs = [
@@ -292,6 +299,9 @@ function build_dw_presolve_reformulation()
 
     dw_sp = ClMP.get_dw_pricing_sps(reform)[5]
     presolve_dw_sp = presolve_reform.dw_sps[5]
+
+    @test presolve_dw_sp.form.lower_multiplicity == 0
+    @test presolve_dw_sp.form.upper_multiplicity == 1
 
     sp_var_ids = Dict{String, Int}(ClMP.getname(dw_sp, var) => k for (k,var) in enumerate(presolve_dw_sp.col_to_var))
 

test/unit/Presolve/propagation.jl

@@ -66,7 +66,7 @@ function _mathprog_formulation!(env, form_duty, var_descriptions, constr_descrip
     return form, name_to_vars, name_to_constrs
 end
 
-function _presolve_formulation(var_names, constr_names, matrix, form, name_to_vars, name_to_constrs)
+function _presolve_formulation(var_names, constr_names, matrix, form, name_to_vars, name_to_constrs; lm=1, um=1)
     rhs = [Coluna.MathProg.getcurrhs(form, name_to_constrs[name]) for name in constr_names]
     sense = [Coluna.MathProg.getcursense(form, name_to_constrs[name]) for name in constr_names]
     lbs = [Coluna.MathProg.getcurlb(form, name_to_vars[name]) for name in var_names]
@@ -77,7 +77,9 @@ function _presolve_formulation(var_names, constr_names, matrix, form, name_to_va
         rhs,
         sense,
         lbs, 
-        ubs
+        ubs,
+        lm,
+        um
     )
 
     col_to_var = [name_to_vars[name] for name in var_names]