Merge pull request #286 from atoptima/optimizationoutput

New structures for Solutions & Results
atoptima · Mar 13, 2020 · ff46bbd · ff46bbd
2 parents 07eb29e + 12968c8
commit ff46bbd
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diff --git a/.travis.yml b/.travis.yml
@@ -1,13 +1,13 @@
 ## Documentation: http://docs.travis-ci.com/user/languages/julia/
-
 language: julia
+
 os:
   - linux
 #  - osx
 
 julia:
-  - 1.1
   - 1.2
+  - 1.3
 
 notifications:
   email: false
@@ -32,12 +32,12 @@ script: # the default script is equivalent to the following
   - julia --project=test/ -e 'using Pkg; Pkg.clone("https://github.com/atoptima/ColunaDemos.jl.git"); Pkg.clone(pwd()); Pkg.build("Coluna"); Pkg.test("Coluna"; coverage=true)';
 
 after_success:
-  - julia -e 'using Pkg; Pkg.add("Coverage");  cd(Pkg.dir("Coluna")); using Coverage; Codecov.submit(Codecov.process_folder())'
+  - julia -e 'using Pkg; Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'
 
 jobs:
   include:
     - stage: "Documentation"
-      julia: 1.2
+      julia: 1.3
       os: linux
       script:
         - julia --project=docs/ -e 'using Pkg; Pkg.clone("https://github.com/atoptima/BlockDecomposition.jl.git"); Pkg.clone("https://github.com/atoptima/ColunaDemos.jl.git"); Pkg.develop(PackageSpec(path=pwd())); Pkg.instantiate()'

diff --git a/src/Algorithm/Algorithm.jl b/src/Algorithm/Algorithm.jl
@@ -4,19 +4,16 @@ import DataStructures
 import MathOptInterface
 import TimerOutputs
 
-import ..Coluna
+using ..Coluna
 using ..Containers
 using ..MathProg
 
-# To be deleted :
-import .MathProg: getsense, optimize! # because of branch
-
 # TO be deleted ???
 import .MathProg: FeasibilityStatus, TerminationStatus, AbstractStorage, EmptyStorage, getstorage, setprimalbound!, setdualbound!
 import .MathProg: OPTIMAL, TIME_LIMIT, NODE_LIMIT, OTHER_LIMIT, EMPTY_RESULT, NOT_YET_DETERMINED
 import ..Coluna: AbstractSense
 
-import .MathProg: get_lp_primal_sol, get_lp_dual_bound, setfeasibilitystatus!, setterminationstatus!, getvalue
+import .MathProg: getvalue
 
 using Logging
 using Printf
@@ -27,17 +24,25 @@ const MOI = MathOptInterface
 
 import Base: push!
 
-# Abstract algorithm
-include("interface.jl")
+# Import to extend methods to OptimizationState
+import .MathProg: getfeasibilitystatus, getterminationstatus, setfeasibilitystatus!,
+    setterminationstatus!, isfeasible, get_ip_primal_bound, get_ip_dual_bound, 
+    get_lp_primal_bound, get_lp_dual_bound, update_ip_primal_bound!, update_ip_dual_bound!, 
+    update_lp_primal_bound!, update_lp_dual_bound!, set_ip_primal_bound!, 
+    set_ip_dual_bound!, set_lp_primal_bound!, set_lp_dual_bound!, ip_gap
+
+# Utilities to build algorithms
+include("utilities/optimizationstate.jl")
+include("utilities/record.jl")
 
-# Abstract record
-include("record.jl")
+# Abstract algorithm (interface should be moved in Containers)
+include("interface.jl")
 
 # Here include slave algorithms used by conquer algorithms
+include("solveipform.jl")
+include("solvelpform.jl")
 include("colgen.jl")
 include("benders.jl")
-include("masteripheur.jl")
-include("masterlp.jl")
 include("preprocessing.jl")
 
 # Here include conquer algorithms
@@ -55,9 +60,21 @@ include("branching/branchingalgo.jl")
 
 include("treesearch.jl")
 
-# Types
+# Algorithm should export only methods usefull to define & parametrize algorithms, and 
+# data structures from utilities.
+# Other Coluna's submodules should be independent to Algorithm
+
+# Utilities
+export OptimizationState, getterminationstatus, getfeasibilitystatus, setterminationstatus!,
+    setfeasibilitystatus!, isfeasible, nb_ip_primal_sols, nb_lp_primal_sols, nb_lp_dual_sols,
+    get_ip_primal_sols, get_lp_primal_sols, get_lp_dual_sols, get_best_ip_primal_sol,
+    get_best_lp_primal_sol, get_best_lp_dual_sol, update_ip_primal_sol!, 
+    update_lp_primal_sol!, update_lp_dual_sol!, add_ip_primal_sol!, add_lp_primal_sol!,
+    add_lp_dual_sol!, set_ip_primal_sol!, set_lp_primal_sol!, set_lp_dual_sol!
+
+# Algorithm's types
 export AbstractOptimizationAlgorithm, TreeSearchAlgorithm, ColGenConquer, ColumnGeneration, 
-       BendersConquer, BendersCutGeneration, MasterIpHeuristic, ExactBranchingPhase, 
+       BendersConquer, BendersCutGeneration, SolveIpForm, SolveLpForm, ExactBranchingPhase, 
        OnlyRestrictedMasterBranchingPhase
 
 end
diff --git a/src/Algorithm/benders.jl b/src/Algorithm/benders.jl
@@ -7,11 +7,11 @@ Base.@kwdef struct BendersCutGeneration <: AbstractOptimizationAlgorithm
 end
 
 mutable struct BendersCutGenRuntimeData
-    incumbents::Incumbents
+    incumbents::OptimizationState
     has_converged::Bool
     is_feasible::Bool
-    spform_phase::Dict{Int, FormulationPhase}
-    spform_phase_applied::Dict{Int, Bool}
+    spform_phase::Dict{FormId, FormulationPhase}
+    spform_phase_applied::Dict{FormId, Bool}
     #slack_cost_increase::Float64
     #slack_cost_increase_applied::Bool
 end
@@ -23,37 +23,38 @@ function all_sp_in_phase2(algdata::BendersCutGenRuntimeData)
     return true
 end
 
-function BendersCutGenRuntimeData(S::Type{<:Coluna.AbstractSense}, node_inc::Incumbents)
-    i = Incumbents(S)
-    update_ip_primal_sol!(i, get_ip_primal_sol(node_inc))
-
+function BendersCutGenRuntimeData(form::Reformulation, node_inc::OptimizationState)
+    i = OptimizationState(getmaster(form))
+    if nb_ip_primal_sols(node_inc) > 0
+        add_ip_primal_sol!(i, get_best_ip_primal_sol(node_inc))
+    end
     return BendersCutGenRuntimeData(i, false, true, Dict{FormId, FormulationPhase}(), Dict{FormId, Bool}())#0.0, true)
 end
 
-function run!(algo::BendersCutGeneration, reform::Reformulation, input::OptimizationInput)::OptimizationOutput    
+function run!(algo::BendersCutGeneration, reform::Reformulation, input::NewOptimizationInput)::OptimizationOutput    
 
-    initincumb = getincumbents(input)
-    data = BendersCutGenRuntimeData(reform.master.obj_sense, initincumb)
+    init_res = getinputresult(input)
+    data = BendersCutGenRuntimeData(reform, init_res)
     @logmsg LogLevel(-1) "Run BendersCutGeneration."
     Base.@time bend_rec = bend_cutting_plane_main_loop!(algo, data, reform)
 
-    Sense = getsense(initincumb)
-    ip_primal_sols = Vector{PrimalSolution{Sense}}()
-    if length(get_ip_primal_sol(data.incumbents)) > 0
-        push!(ip_primal_sols, get_ip_primal_sol(data.incumbents))
-    end
-
-    return OptimizationOutput(
-        OptimizationResult{Sense}(
-            data.has_converged ? OPTIMAL : OTHER_LIMIT, 
-            data.is_feasible ? FEASIBLE : INFEASIBLE, 
-            get_ip_primal_bound(data.incumbents), get_ip_dual_bound(data.incumbents), 
-            ip_primal_sols, Vector{DualSolution{Sense}}()
-        ), 
-        get_lp_primal_sol(data.incumbents), 
-        get_lp_dual_bound(data.incumbents)
+    runtime_res = data.incumbents
+    result = OptimizationState(
+        getmaster(reform),
+        feasibility_status = data.is_feasible ? FEASIBLE : INFEASIBLE, 
+        termination_status = data.has_converged ? OPTIMAL : OTHER_LIMIT,
+        ip_dual_bound = get_ip_dual_bound(runtime_res),
+        lp_dual_bound = get_lp_dual_bound(runtime_res)
     )
-
+    if nb_lp_primal_sols(runtime_res) > 0
+        add_lp_primal_sol!(result, get_best_lp_primal_sol(runtime_res))
+    end
+    if nb_ip_primal_sols(runtime_res) > 0
+        for ip_primal_sol in get_ip_primal_sols(runtime_res)
+            add_ip_primal_sol!(result, ip_primal_sol)
+        end
+    end
+    return OptimizationOutput(result)
 end
 
 function update_benders_sp_slackvar_cost_for_ph1!(spform::Formulation)
@@ -93,8 +94,8 @@ end
 
 function update_benders_sp_problem!(
     algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData, spform::Formulation, 
-    master_primal_sol::PrimalSolution{S}, master_dual_sol::DualSolution{S}
-) where {S}
+    master_primal_sol::PrimalSolution, master_dual_sol::DualSolution
+)
     masterform = spform.parent_formulation
 
      # Update rhs of technological constraints
@@ -162,8 +163,8 @@ end
 
 function record_solutions!(
     algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData, spform::Formulation,
-    spresult::OptimizationResult{S}
-)::Vector{ConstrId} where {S}
+    spresult::MoiResult
+)::Vector{ConstrId}
 
     recorded_dual_solution_ids = Vector{ConstrId}()
 
@@ -213,8 +214,8 @@ function insert_cuts_in_master!(
 end
 
 function compute_benders_sp_lagrangian_bound_contrib(
-    algdata::BendersCutGenRuntimeData, spform::Formulation, spsol::OptimizationResult{S}
-) where {S}
+    algdata::BendersCutGenRuntimeData, spform::Formulation, spsol::MoiResult
+)
     dualsol = getbestdualsol(spsol)
     contrib = getvalue(dualsol)
     return contrib
@@ -223,10 +224,10 @@ end
 function solve_sp_to_gencut!(
     algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData,
     masterform::Formulation, spform::Formulation,
-    master_primal_sol::PrimalSolution{S}, master_dual_sol::DualSolution{S},
+    master_primal_sol::PrimalSolution, master_dual_sol::DualSolution,
     up_to_phase::FormulationPhase
-)::Tuple{Bool, Bool, Vector{ConstrId}, Float64, Float64} where {S}
-
+)::Tuple{Bool, Bool, Vector{ConstrId}, Float64, Float64}
+    S = getobjsense(masterform)
     recorded_dual_solution_ids = Vector{ConstrId}()
     sp_is_feasible = true
 
@@ -278,7 +279,7 @@ function solve_sp_to_gencut!(
         benders_sp_lagrangian_bound_contrib = compute_benders_sp_lagrangian_bound_contrib(algdata, spform, optresult)
 
         primalsol = getbestprimalsol(optresult)
-        spsol_relaxed = contains(spform, primalsol, BendSpSlackFirstStageVar)
+        spsol_relaxed = contains(primalsol, varid -> getduty(varid) == BendSpSlackFirstStageVar)
 
         benders_sp_primal_bound_contrib = 0.0
         # compute benders_sp_primal_bound_contrib which stands for the sum of nu var,
@@ -347,9 +348,9 @@ end
 
 function solve_sps_to_gencuts!(
     algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData, 
-    reform::Reformulation,  master_primalsol::PrimalSolution{S}, 
-    master_dualsol::DualSolution{S}, up_to_phase::FormulationPhase
-) where {S}
+    reform::Reformulation,  master_primalsol::PrimalSolution, 
+    master_dualsol::DualSolution, up_to_phase::FormulationPhase
+)
 
     nb_new_cuts = 0
     spsols_relaxed = false
@@ -399,16 +400,16 @@ end
 
 
 function compute_master_pb_contrib(algdata::BendersCutGenRuntimeData, master::Formulation,
-                                   restricted_master_sol_value::DualBound{S}) where {S}
+                                   restricted_master_sol_value)
     # TODO: will change with stabilization
-    return PrimalBound(master, getvalue(restricted_master_sol_value))
+    return PrimalBound(master, restricted_master_sol_value)
 end
 
 function update_lagrangian_pb!(algdata::BendersCutGenRuntimeData, reform::Reformulation,
-                               restricted_master_sol_dual_sol::DualSolution{S},
-                               benders_sp_sp_primal_bound_contrib) where {S}
+                               restricted_master_sol_dual_sol::DualSolution,
+                               benders_sp_sp_primal_bound_contrib)
     master = getmaster(reform)
-    restricted_master_sol_value = getbound(restricted_master_sol_dual_sol)
+    restricted_master_sol_value = getvalue(restricted_master_sol_dual_sol)
     lagran_bnd = PrimalBound(master, 0.0)
     lagran_bnd += compute_master_pb_contrib(algdata, master, restricted_master_sol_value)
     lagran_bnd += benders_sp_sp_primal_bound_contrib
@@ -425,9 +426,10 @@ end
 
 function generatecuts!(
     algo::BendersCutGeneration, algdata::BendersCutGenRuntimeData, reform::Reformulation,
-    master_primal_sol::PrimalSolution{S}, master_dual_sol::DualSolution{S}, phase::FormulationPhase
-)::Tuple{Int, Bool, PrimalBound{S}} where {S}
+    master_primal_sol::PrimalSolution, master_dual_sol::DualSolution, phase::FormulationPhase
+)::Tuple{Int, Bool, PrimalBound}
     masterform = getmaster(reform)
+    S = getobjsense(masterform)
     filtered_dual_sol = filter(elem -> getduty(elem[1]) == MasterPureConstr, master_dual_sol)
 
     ## TODO stabilization : move the following code inside a loop
@@ -442,7 +444,8 @@ function generatecuts!(
     end
     # end TODO
     #primal_bound = PrimalBound(masterform, getvalue(master_primal_sol) + getvalue(pb_correction))
-    primal_bound = getbound(master_primal_sol) + pb_correction
+    val = getvalue(master_primal_sol) + pb_correction
+    primal_bound = PrimalBound(masterform, float(val))
     #setvalue!(master_primal_sol, getvalue(master_primal_sol) + pb_correction)
     return nb_new_cuts, spsols_relaxed, primal_bound
 end
@@ -573,7 +576,6 @@ function bend_cutting_plane_main_loop!(
         end
         if sol_integer
             update_ip_primal_sol!(algdata.incumbents, master_primal_sol)
-            update_ip_primal_bound!(algdata.incumbents, primal_bound)
         end
     end
     return 

diff --git a/src/Algorithm/branching/branchingalgo.jl b/src/Algorithm/branching/branchingalgo.jl
@@ -49,8 +49,7 @@ end
 function run!(algo::NoBranching, reform::Reformulation, input::DivideInput)::DivideOutput
     parent = getparent(input)
     parent_incumb = getincumbents(parent)
-    Sense = getsense(parent_incumb)
-    result = OptimizationResult{Sense}()
+    result = OptimizationState(getmaster(reform))
     return DivideOutput([], result)
 end
 
@@ -91,7 +90,7 @@ end
 
 function perform_strong_branching_with_phases!(
     algo::StrongBranching, reform::Reformulation, parent::Node, 
-    groups::Vector{BranchingGroup}, result::OptimizationResult
+    groups::Vector{BranchingGroup}, result::OptimizationState
 )
     for (phase_index, current_phase) in enumerate(algo.phases)
         nb_candidates_for_next_phase::Int64 = 1        
@@ -186,13 +185,12 @@ end
 
 function run!(algo::StrongBranching, reform::Reformulation, input::DivideInput)::DivideOutput
     parent = getparent(input)
-    parent_incumb = getincumbents(parent)
-    sense = getsense(parent_incumb)
-    result = OptimizationResult{sense}()
-    setprimalbound!(result, input.ip_primal_bound)
-    setdualbound!(result, get_ip_dual_bound(parent_incumb))
+    parent_incumb_res = getincumbentresult(parent)
+    result = OptimizationState(getmaster(reform))
+    set_ip_primal_bound!(result, input.ip_primal_bound)
+    set_ip_dual_bound!(result, get_ip_dual_bound(parent_incumb_res))
     if isempty(algo.rules)
-        @logmsg LogLevel(0) "No branching rule is defined. No children will be generated."
+        @logmsg LogLevel(1) "No branching rule is defined. No children will be generated."
         return DivideOutput([], result)
     end
 
@@ -204,13 +202,18 @@ function run!(algo::StrongBranching, reform::Reformulation, input::DivideInput):
 
     # we obtain the original and extended solutions
     master = getmaster(reform)
-    original_solution = PrimalSolution{sense}()
-    extended_solution = PrimalSolution{sense}()
-    if projection_is_possible(master)
-        extended_solution = get_lp_primal_sol(parent.incumbents)
-        original_solution = proj_cols_on_rep(extended_solution, master)
+    original_solution = PrimalSolution(getmaster(reform))
+    extended_solution = PrimalSolution(getmaster(reform))
+    if nb_lp_primal_sols(parent_incumb_res) > 0
+        if projection_is_possible(master)
+            extended_solution = get_best_lp_primal_sol(parent_incumb_res)
+            original_solution = proj_cols_on_rep(extended_solution, master)
+        else
+            original_solution = get_best_lp_primal_sol(parent_incumb_res)
+        end
     else
-        original_solution = get_lp_primal_sol(parent.incumbents)
+        @logmsg LogLevel(1) "No branching candidates found. No children will be generated."
+        return DivideOutput(Vector{Node}(), result)
     end
 
     # phase 0 of branching : we ask branching rules to generate branching candidates
@@ -244,7 +247,7 @@ function run!(algo::StrongBranching, reform::Reformulation, input::DivideInput):
         nb_candidates_found += length(output.groups)
         append!(kept_branch_groups, output.groups)
         local_id = output.local_id
-                                
+
         if projection_is_possible(master)
             output = run!(rule, reform, BranchingRuleInput(
                 extended_solution, false, nb_candidates_needed, algo.selection_criterion, local_id
@@ -264,9 +267,9 @@ function run!(algo::StrongBranching, reform::Reformulation, input::DivideInput):
             resize!(kept_branch_groups, nb_candidates_needed)
         end
     end
-    
+
     if isempty(kept_branch_groups)
-        @logmsg LogLevel(0) "No branching candidates found. No children will be generated."
+        @logmsg LogLevel(1) "No branching candidates found. No children will be generated."
         return DivideOutput(Vector{Node}(), result)
     end