MasterIpHeur -> IpForm

src/Algorithm/Algorithm.jl

@@ -36,7 +36,7 @@ include("record.jl")
 # Here include slave algorithms used by conquer algorithms
 include("colgen.jl")
 include("benders.jl")
-include("masteripheur.jl")
+include("ipform.jl")
 include("masterlp.jl")
 include("preprocessing.jl")
 
@@ -57,7 +57,7 @@ include("treesearch.jl")
 
 # Types
 export AbstractOptimizationAlgorithm, TreeSearchAlgorithm, ColGenConquer, ColumnGeneration, 
-       BendersConquer, BendersCutGeneration, MasterIpHeuristic, ExactBranchingPhase, 
+       BendersConquer, BendersCutGeneration, IpForm, ExactBranchingPhase, 
        OnlyRestrictedMasterBranchingPhase
 
 end

src/Algorithm/benders.jl

@@ -46,8 +46,8 @@ function run!(algo::BendersCutGeneration, reform::Reformulation, input::Optimiza
 
     result = OptimizationResult(
         getmaster(reform),
-        data.is_feasible ? FEASIBLE : INFEASIBLE, 
-        data.has_converged ? OPTIMAL : OTHER_LIMIT,
+        feasibility_status = data.is_feasible ? FEASIBLE : INFEASIBLE, 
+        termination_status = data.has_converged ? OPTIMAL : OTHER_LIMIT,
         ip_dual_bound = get_ip_dual_bound(data.incumbents),
         lp_dual_bound = get_lp_dual_bound(data.incumbents)
     )

src/Algorithm/colgen.jl

@@ -53,8 +53,8 @@ function run!(algo::ColumnGeneration, reform::Reformulation, input::Optimization
 
     result = OptimizationResult(
         masterform, 
-        data.is_feasible ? FEASIBLE : INFEASIBLE,
-        data.has_converged ? OPTIMAL : OTHER_LIMIT,
+        feasibility_status = data.is_feasible ? FEASIBLE : INFEASIBLE,
+        termination_status = data.has_converged ? OPTIMAL : OTHER_LIMIT,
         ip_primal_bound = get_ip_primal_bound(data.incumbents),
         ip_dual_bound = get_lp_dual_bound(data.incumbents), # TODO : check if objective function is integer
         lp_dual_bound = get_lp_dual_bound(data.incumbents)
@@ -185,32 +185,36 @@ function solve_sp_to_gencol!(
 
     # Solve sub-problem and insert generated columns in master
     # @logmsg LogLevel(-3) "optimizing pricing prob"
+    ipform = IpForm(deactivate_artificial_vars = false, enforce_integrality = false, log_level = 2)
     TO.@timeit Coluna._to "Pricing subproblem" begin
-        opt_result = optimize!(spform)
+        sp_output = run!(ipform, spform, IpFormInput(ObjValues(spform)))
     end
+    sp_result = getresult(sp_output)
 
     pricing_db_contrib = compute_pricing_db_contrib(
-        spform, getprimalbound(opt_result), sp_lb, sp_ub
+        spform, get_ip_primal_bound(sp_result), sp_lb, sp_ub
     )
 
-    if !isfeasible(opt_result)
+    if !isfeasible(sp_result)
         sp_is_feasible = false 
         # @logmsg LogLevel(-3) "pricing prob is infeasible"
         return sp_is_feasible, recorded_solution_ids, PrimalBound(spform)
     end
 
-    for sol in getprimalsols(opt_result)
-        if contrib_improves_mlp(getobjsense(spform), getvalue(sol)) # has negative reduced cost
-            insertion_status, col_id = setprimalsol!(spform, sol)
-            if insertion_status
-                push!(recorded_solution_ids, col_id)
-            elseif !insertion_status && !iscuractive(masterform, col_id)
-                push!(sp_solution_ids_to_activate, col_id)
-            else
-                msg = """
-                Column already exists as $(getname(masterform, col_id)) and is already active.
-                """
-                @warn string(msg)
+    if nb_ip_primal_sols(sp_result) > 0
+        for sol in get_ip_primal_sols(sp_result)
+            if contrib_improves_mlp(getobjsense(spform), getvalue(sol)) # has negative reduced cost
+                insertion_status, col_id = setprimalsol!(spform, sol)
+                if insertion_status
+                    push!(recorded_solution_ids, col_id)
+                elseif !insertion_status && !iscuractive(masterform, col_id)
+                    push!(sp_solution_ids_to_activate, col_id)
+                else
+                    msg = """
+                    Column already exists as $(getname(masterform, col_id)) and is already active.
+                    """
+                    @warn string(msg)
+                end
             end
         end
     end

src/Algorithm/conquer.jl

@@ -108,7 +108,7 @@ end
 
 Base.@kwdef struct ColGenConquer <: AbstractConquerAlgorithm 
     colgen::ColumnGeneration = ColumnGeneration()
-    mastipheur::MasterIpHeuristic = MasterIpHeuristic()
+    mastipheur::IpForm = IpForm()
     preprocess::PreprocessAlgorithm = PreprocessAlgorithm()
     run_mastipheur::Bool = true
     run_preprocessing::Bool = false

src/Algorithm/interface.jl

@@ -95,7 +95,7 @@ abstract type AbstractOptimizationAlgorithm <: AbstractAlgorithm end
 
 function run!(
     algo::AbstractOptimizationAlgorithm, form::AbstractFormulation, input::OptimizationInput
-)::OldOutput
+)::OptimizationOutput
      algotype = typeof(algo)
      error("Method run! which takes formulation and Incumbents as input returns OldOutput
             is not implemented for algorithm $algotype.")

src/Algorithm/ipform.jl

@@ -0,0 +1,102 @@
+"""
+    IpForm
+
+todo
+Solve ip formulation
+"""
+Base.@kwdef struct IpForm <: AbstractOptimizationAlgorithm
+    time_limit::Int = 600
+    deactivate_artificial_vars = true
+    enforce_integrality = true
+    log_level = 1
+end
+
+struct IpFormInput{S} <: AbstractInput
+    incumbents::ObjValues{S}
+end
+
+
+# TO DO : create an Algorithm Logger
+# function Logging.shouldlog(logger::ConsoleLogger, level, _module, group, id)
+#     println("*******")
+#     @show level _module group id
+#     println("log = ", get(logger.message_limits, id, 1))
+#     println("******")
+#     return get(logger.message_limits, id, 1) > 0
+# end
+
+function run!(algo::IpForm, form::Formulation, input::IpFormInput)::OptimizationOutput
+    logger = ConsoleLogger(stderr, LogLevel(algo.log_level))
+    with_logger(logger) do
+        return run_ipform!(algo, form, input)
+    end
+end
+
+function run_ipform!(algo::IpForm, form::Formulation, input::IpFormInput)::OptimizationOutput
+    @logmsg LogLevel(1) "Algorithm IpForm"
+
+    algoresult = OptimizationResult(
+        form, ip_primal_bound = get_ip_primal_bound(input.incumbents)
+    )
+
+    ip_supported = check_if_optimizer_supports_ip(getoptimizer(form))
+    if !ip_supported
+        @warn "Optimizer of formulation with id =", getuid(form) ," does not support integer variables. Skip IpForm algorithm."
+        return OptimizationOutput(algoresult)
+    end
+
+    optimizer_result = optimize_ip_form!(algo, getoptimizer(form), form)
+
+    setfeasibilitystatus!(algoresult, getfeasibilitystatus(optimizer_result))
+    setterminationstatus!(algoresult, getterminationstatus(optimizer_result))
+
+    bestprimalsol = getbestprimalsol(optimizer_result)
+    if bestprimalsol !== nothing
+        add_ip_primal_sol!(algoresult, bestprimalsol) 
+
+        @logmsg LogLevel(1) string(
+            "Found primal solution of ", 
+            @sprintf "%.4f" getvalue(get_ip_primal_bound(algoresult))
+        )
+        @logmsg LogLevel(-3) get_best_ip_primal_sol(algoresult)
+    else
+        @logmsg LogLevel(1) string(
+            "No primal solution found. Termination status is ", 
+            getterminationstatus(algoresult), ". Feasibility status is ",
+            getfeasibilitystatus(algoresult), "."
+        )
+    end
+    return OptimizationOutput(algoresult)
+end
+
+function check_if_optimizer_supports_ip(optimizer::MoiOptimizer)
+    return MOI.supports_constraint(optimizer.inner, MOI.SingleVariable, MOI.Integer)
+end
+check_if_optimizer_supports_ip(optimizer::UserOptimizer) = true
+
+function optimize_ip_form!(algo::IpForm, optimizer::MoiOptimizer, form::Formulation)
+    MOI.set(optimizer.inner, MOI.TimeLimitSec(), algo.time_limit)
+    # No way to enforce upper bound through MOI. 
+    # Add a constraint c'x <= UB in form ?
+
+    if algo.deactivate_artificial_vars
+        deactivate!(form, vcid -> isanArtificialDuty(getduty(vcid)))
+    end
+    if algo.enforce_integrality
+        enforce_integrality!(form)
+    end
+
+    optimizer_result = optimize!(form)
+
+    if algo.enforce_integrality
+        relax_integrality!(form)
+    end
+    if algo.deactivate_artificial_vars
+        activate!(form, vcid -> isanArtificialDuty(getduty(vcid)))
+    end
+    return optimizer_result
+end
+
+function optimize_ip_form!(algo::IpForm, optimizer::UserOptimizer, form::Formulation)
+    return optimize!(form)
+end

src/Containers/nestedenum.jl

@@ -1,9 +1,13 @@
 abstract type NestedEnum end
 
-function Base.:(<=)(a::T, b::T) where {T <: NestedEnum}
+function Base.:(<=)(a::T, b::T) where {T<:NestedEnum}
     return a.value % b.value == 0
 end
 
+function Base.:(<=)(a::T, b::U) where {T<:NestedEnum,U<:NestedEnum}
+    return false
+end
+
 # Store the item defined in expr at position i
 function _store!(expr::Symbol, i, names, parent_pos, depths)
     names[i] = expr

src/MathProg/MathProg.jl

@@ -137,7 +137,7 @@ export getperenecost,
        reset!
 
 # methods related to solutions
-export OptimizationResult
+export OptimizationResult, ObjValues
 
 export getterminationstatus,
        getfeasibilitystatus,

src/MathProg/new_varconstr.jl

@@ -257,7 +257,7 @@ function _setiscuractive!(form::Formulation, constrid::ConstrId, is_active::Bool
     return
 end
 
-"Activates a variable in the formulation"
+"Activate a variable in the formulation"
 function activate!(form::Formulation, varconstrid::Id{VC}) where {VC<:AbstractVarConstr}
     if iscurexplicit(form, varconstrid)
         add!(form.buffer, varconstrid)
@@ -267,20 +267,18 @@ function activate!(form::Formulation, varconstrid::Id{VC}) where {VC<:AbstractVa
 end
 activate!(form::Formulation, varconstr::AbstractVarConstr) = activate!(form, getid(varconstr))
 
-function activate!(form::Formulation, duty::Duty{Variable})
+function activate!(form::Formulation, f::Function)
     for (varid, _) in getvars(form)
-        if iscuractive(form, varid) && getduty(varid) <= duty
+        if iscuractive(form, varid) && f(varid)
             activate!(form, varid)
         end
     end
-end
-
-function activate!(form::Formulation, duty::Duty{Constraint})
     for (constrid, _) in getconstrs(form)
-        if iscuractive(form, constrid) && getduty(constrid) <= duty
+        if iscuractive(form, constrid) && f(constrid)
             activate!(form, constrid)
         end
     end
+    return
 end
 
 """
@@ -295,25 +293,20 @@ function deactivate!(form::Formulation, varconstrid::Id{VC}) where {VC<:Abstract
 end
 deactivate!(form::Formulation, varconstr::AbstractVarConstr) = deactivate!(form, getid(varconstr))
 
-function deactivate!(form::Formulation, duty::Duty{Variable})
+function deactivate!(form::Formulation, f::Function)
     for (varid, _) in getvars(form)
-        if iscuractive(form, varid) && getduty(varid) <= duty
+        if iscuractive(form, varid) && f(varid)
             deactivate!(form, varid)
         end
     end
-    return
-end
-
-function deactivate!(form::Formulation, duty::Duty{Constraint})
     for (constrid, _) in getconstrs(form)
-        if iscuractive(form, constrid) && getduty(constrid) <= duty
+        if iscuractive(form, constrid) && f(constrid)
             deactivate!(form, constrid)
         end
     end
     return
 end
 
-
 ## explicit
 """
 todo