Optimality tolerance depending on the algorithm #395
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guimarqu
added
bug
Codecov Report
@@ Coverage Diff @@
## master #395 +/- ##
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- Coverage 76.75% 76.57% -0.19%
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Files 52 52
Lines 4122 4145 +23
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+ Hits 3164 3174 +10
- Misses 958 971 +13
Continue to review full report at Codecov.
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| "IP Gap is non-positive: ", ip_gap(getincumbents(node)), ". Abort treatment." | ||
| ) | ||
| else | ||
| if ip_gap_closed(nodestate) |
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This should not be a warning for me. It is totally ok to have no gap here, as the best primal solution may be improved between creation of a node and its treatment.
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Ok so I put it as info
src/Algorithm/conquer.jl
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| @@ -150,7 +150,10 @@ function run!(algo::ColCutGenConquer, data::ReformData, input::ConquerInput) | |||
| colgen_output = run!(algo.colgen, data, OptimizationInput(nodestate)) | |||
| update!(nodestate, getoptstate(colgen_output)) | |||
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| while !to_be_pruned(node) && nb_tightening_rounds < algo.max_nb_cut_rounds | |||
| subproblem_pruned = getterminationstatus(nodestate) == INFEASIBLE || | |||
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The name subproblem_pruned is not good for me, it should be node_pruned
src/Algorithm/conquer.jl
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| @@ -150,7 +150,10 @@ function run!(algo::ColCutGenConquer, data::ReformData, input::ConquerInput) | |||
| colgen_output = run!(algo.colgen, data, OptimizationInput(nodestate)) | |||
| update!(nodestate, getoptstate(colgen_output)) | |||
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| while !to_be_pruned(node) && nb_tightening_rounds < algo.max_nb_cut_rounds | |||
| subproblem_pruned = getterminationstatus(nodestate) == INFEASIBLE || | |||
| ip_gap_closed(nodestate, atol = algo.colgen.opt_atol, rtol = algo.colgen.opt_rtol) | |||
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Why you use algo.colgen.opt_atol and algo.colgen.opt_rtol if you defined opt_atol and opt_rtol for ColCutGenConquer?
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because if ColCutGenConquer has a smaller tolerance than ColumnGeneration, the node will be considered as not pruned whereas the ColumnGeneration will. So we'll have an infinite loop. In the future, I'll create a method init for algorithms that prepare storages and adjust tolerances if necessary.
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I changed like you said and I put a TODO comment in the parameters of the algorithm.
| end | ||
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| updatedualbound!(tsdata) |
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The dual bound calculation of the tree search algorithm should be corrected: the dual bound cannot be better than the worst dual bound of pruned nodes. The latter value should be stored and updated in the tree search data.
Fix #370
OPTIMALif the node is pruned,OTHER_LIMITotherwise.ColumnGenerationlp_gap_closedandip_gap_closedto check convergence with opt tolerances as kw arguments.