Custom information about Dantzig-Wolfe subproblems

src/MOIcallbacks.jl

@@ -25,15 +25,11 @@ function MOI.submit(
     custom_data::Union{Nothing, AbstractCustomData} = nothing
 )
     form = cb.callback_data.form
-    S = getobjsense(form)
     solval = cost
     colunavarids = [_get_orig_varid_in_form(model, form, v) for v in variables]
 
     # setup variable
-    setup_var_id = [id for (id,v) in Iterators.filter(
-        v -> (iscuractive(form, v.first) && isexplicit(form, v.first) && getduty(v.first) <= DwSpSetupVar),
-        getvars(form)
-    )][1]
+    setup_var_id = form.duty_data.setup_var
     push!(colunavarids, setup_var_id)
     push!(values, 1.0)
     solval += getcurcost(form, setup_var_id)

src/MathProg/duties.jl

@@ -15,7 +15,11 @@ struct DwMaster <: AbstractMasterDuty end
 struct BendersMaster <: AbstractMasterDuty end
 
 "A pricing subproblem of a formulation decomposed using Dantzig-Wolfe."
-struct DwSp <: AbstractSpDuty end
+mutable struct DwSp <: AbstractSpDuty 
+    setup_var::Union{VarId, Nothing}
+    lower_multiplicity::Int
+    upper_multiplicity::Int
+end
 
 "A Benders subproblem of a formulation decomposed using Benders."
 struct BendersSp <: AbstractSpDuty end
@@ -27,7 +31,7 @@ struct BendersSp <: AbstractSpDuty end
     Duty{Variable}
         AbstractOriginalVar <= Duty{Variable}
             OriginalVar <= AbstractOriginalVar
-            OriginalExpression <= AbstractOriginalVar
+            #OriginalExpression <= AbstractOriginalVar
         AbstractMasterVar <= Duty{Variable}
             AbstractOriginMasterVar <= AbstractMasterVar
                 MasterPureVar <= AbstractOriginMasterVar
@@ -52,7 +56,6 @@ struct BendersSp <: AbstractSpDuty end
             BendSpSepVar <= AbstractBendSpVar
             BendSpPureVar <= AbstractBendSpVar
             BendSpPrimalSol <= AbstractBendSpVar
-        UndefinedVarDuty <= Duty{Variable}
 end
 
 #
@@ -68,36 +71,35 @@ end
                 MasterMixedConstr <= AbstractMasterOriginConstr
             AbstractMasterAddedConstr <= AbstractMasterConstr
                 MasterConvexityConstr <= AbstractMasterAddedConstr
-                MasterSecondStageCostConstr <= AbstractMasterAddedConstr
-            AbstractMasterImplicitConstr <= AbstractMasterConstr
-                AbstractMasterRepBendSpConstr <= AbstractMasterImplicitConstr
-                    MasterRepBendSpSecondStageCostConstr <= AbstractMasterRepBendSpConstr
-                    MasterRepBendSpTechnologicalConstr <= AbstractMasterRepBendSpConstr
+                #MasterSecondStageCostConstr <= AbstractMasterAddedConstr
+            #AbstractMasterImplicitConstr <= AbstractMasterConstr
+                #AbstractMasterRepBendSpConstr <= AbstractMasterImplicitConstr
+                    #MasterRepBendSpSecondStageCostConstr <= AbstractMasterRepBendSpConstr
+                    #MasterRepBendSpTechnologicalConstr <= AbstractMasterRepBendSpConstr
             AbstractMasterCutConstr <= AbstractMasterConstr
                 MasterBendCutConstr <= AbstractMasterCutConstr
                 MasterUserCutConstr <= AbstractMasterCutConstr
             AbstractMasterBranchingConstr <= AbstractMasterConstr
-            MasterBranchOnOrigVarConstr <= AbstractMasterBranchingConstr
+                MasterBranchOnOrigVarConstr <= AbstractMasterBranchingConstr
         AbstractDwSpConstr <= Duty{Constraint}
             DwSpPureConstr <= AbstractDwSpConstr
-            DwSpDualSol <= AbstractDwSpConstr
-            DwSpRepMastBranchConstr <= AbstractDwSpConstr
-        AbstractBendSpPureConstr <= Duty{Constraint}
+            # <= AbstractDwSpConstr
+            #DwSpRepMastBranchConstr <= AbstractDwSpConstr
+        #AbstractBendSpPureConstr <= Duty{Constraint}
         AbstractBendSpConstr <= Duty{Constraint}
             AbstractBendSpMasterConstr <= AbstractBendSpConstr
                 BendSpSecondStageCostConstr <= AbstractBendSpMasterConstr
                 BendSpTechnologicalConstr <= AbstractBendSpMasterConstr
             BendSpPureConstr <= AbstractBendSpConstr
             BendSpDualSol <= AbstractBendSpConstr
-        UndefinedConstrDuty <= Duty{Constraint}
 end
 
 #
 # Methods to get extra information about duties
 #
 function isaStaticDuty(duty::NestedEnum)
     return duty <= OriginalVar ||
-    duty <= OriginalExpression ||
+    #duty <= OriginalExpression ||
     duty <= MasterPureVar ||
     duty <= MasterArtVar ||
     duty <= MasterBendSecondStageCostVar ||
@@ -117,7 +119,7 @@ function isaStaticDuty(duty::NestedEnum)
     duty <= MasterPureConstr ||
     duty <= MasterMixedConstr ||
     duty <= MasterConvexityConstr ||
-    duty <= MasterSecondStageCostConstr ||
+    #duty <= MasterSecondStageCostConstr ||
     duty <= DwSpPureConstr ||
     duty <= BendSpPureConstr ||
     duty <= BendSpDualSol ||
@@ -130,9 +132,9 @@ function isaDynamicDuty(duty::NestedEnum)
     duty <= MasterCol ||
     duty <= MasterBranchOnOrigVarConstr ||
     duty <= MasterBendCutConstr ||
-    duty <= MasterBranchOnOrigVarConstr ||
-    duty <= DwSpRepMastBranchConstr ||
-    duty <= DwSpRepMastBranchConstr
+    duty <= MasterBranchOnOrigVarConstr
+    #duty <= DwSpRepMastBranchConstr ||
+    #duty <= DwSpRepMastBranchConstr
 end
 
 function isanOriginalRepresentatives(duty::NestedEnum)

src/MathProg/formulation.jl

@@ -8,34 +8,37 @@ mutable struct Formulation{Duty <: AbstractFormDuty}  <: AbstractFormulation
     obj_sense::Type{<:Coluna.AbstractSense}
     buffer::FormulationBuffer
     storage::Storage
+    duty_data::Duty
 end
 
-
 """
 `Formulation` stores a mixed-integer linear program.
 
     create_formulation!(
         env::Coluna.Env,
-        duty::Type{<:AbstractFormDuty};
+        duty::AbstractFormDuty;
         parent_formulation = nothing,
         obj_sense::Type{<:Coluna.AbstractSense} = MinSense
     )
 
-Create a new formulation in the Coluna's environment `env` with duty `duty`,
-parent formulation `parent_formulation`, and objective sense `obj_sense`.
+Create a new formulation in the Coluna's environment `env`.
+Arguments are `duty` that contains specific information related to the duty of
+the formulation, `parent_formulation` that is the parent formulation (master for a subproblem, 
+reformulation for a master, `nothing` by default), and `obj_sense` the sense of the objective 
+function (`MinSense` or `MaxSense`).
 """
 function create_formulation!(
     env,
-    duty::Type{<:AbstractFormDuty};
+    duty::AbstractFormDuty;
     parent_formulation = nothing,
     obj_sense::Type{<:Coluna.AbstractSense} = MinSense
 )
     if env.form_counter >= MAX_NB_FORMULATIONS
         error("Maximum number of formulations reached.")
     end
-    return Formulation{duty}(
+    return Formulation(
         env.form_counter += 1, 0, 0, parent_formulation, AbstractOptimizer[], 
-        FormulationManager(), obj_sense, FormulationBuffer(), Storage()
+        FormulationManager(), obj_sense, FormulationBuffer(), Storage(), duty
     )
 end
 

src/MathProg/problem.jl

@@ -12,7 +12,7 @@ end
 Constructs an empty `Problem`.
 """
 function Problem(env)
-    original_formulation = create_formulation!(env, Original)
+    original_formulation = create_formulation!(env, Original())
     return Problem(
         nothing, nothing, original_formulation, nothing,
         no_optimizer_builder

src/decomposition.jl

@@ -32,7 +32,7 @@ function instantiatemaster!(
 )
     form = create_formulation!(
         env,
-        MathProg.DwMaster;
+        MathProg.DwMaster();
         parent_formulation = reform,
         obj_sense = getobjsense(get_original_formulation(prob))
     )
@@ -46,7 +46,7 @@ function instantiatemaster!(
 )
     masterform = create_formulation!(
         env,
-        MathProg.BendersMaster;
+        MathProg.BendersMaster();
         parent_formulation = reform,
         obj_sense = getobjsense(get_original_formulation(prob))
     )
@@ -60,7 +60,7 @@ function instantiatesp!(
 )
     spform = create_formulation!(
         env,
-        MathProg.DwSp;
+        MathProg.DwSp(nothing, 1, 1);
         parent_formulation = masterform,
         obj_sense = getobjsense(masterform)
     )
@@ -74,7 +74,7 @@ function instantiatesp!(
 )
     spform = create_formulation!(
         env,
-        MathProg.BendersSp;
+        MathProg.BendersSp();
         parent_formulation = masterform,
         obj_sense = getobjsense(masterform)
     )
@@ -156,6 +156,9 @@ function create_side_vars_constrs!(
             kind = Essential, sense = Less, inc_val = 100.0, 
             loc_art_var_abs_cost = env.params.local_art_var_cost
         )
+        spform.duty_data.lower_multiplicity = lb_mult
+        spform.duty_data.upper_multiplicity = ub_mult
+        spform.duty_data.setup_var = getid(setupvar)
         masterform.parent_formulation.dw_pricing_sp_ub[spuid] = getid(ub_conv_constr)
         coefmatrix[getid(ub_conv_constr), getid(setuprepvar)] = 1.0
     end
@@ -189,23 +192,23 @@ end
 function instantiate_orig_constrs!(
     spform::Formulation{DwSp},
     origform::Formulation{Original},
-    env::Env,
+    ::Env,
     annotations::Annotations,
     sp_ann
 )
     !haskey(annotations.constrs_per_ann, sp_ann) && return
     constrs = annotations.constrs_per_ann[sp_ann]
-    for (id, constr) in constrs
+    for (_, constr) in constrs
         cloneconstr!(origform, spform, spform, constr, DwSpPureConstr)
     end
     return
 end
 
 function create_side_vars_constrs!(
     spform::Formulation{DwSp},
-    origform::Formulation{Original},
-    env::Env,
-    annotations::Annotations
+    ::Formulation{Original},
+    ::Env,
+    ::Annotations
 )
     name = "PricingSetupVar_sp_$(getuid(spform))"
     setvar!(
@@ -219,7 +222,7 @@ function _dutyexpofbendmastvar(
     var::Variable, annotations::Annotations, origform::Formulation{Original}
 )
     orig_coef = getcoefmatrix(origform)
-    for (constrid, coef) in @view orig_coef[:, getid(var)]
+    for (constrid, _) in @view orig_coef[:, getid(var)]
         constr_ann = annotations.ann_per_constr[constrid]
         #if coef != 0 && BD.getformulation(constr_ann) == BD.Benders  # TODO use haskey instead testing != 0
         if BD.getformulation(constr_ann) == BD.BendersSepSp
@@ -239,8 +242,7 @@ function instantiate_orig_vars!(
 )
     !haskey(annotations.vars_per_ann, mast_ann) && return
     vars = annotations.vars_per_ann[mast_ann]
-    for (id, var) in vars
-        duty, explicit = _dutyexpofbendmastvar(var, annotations, origform)
+    for (_, var) in vars
         clonevar!(origform, masterform,  masterform, var, MasterPureVar, is_explicit = true)
     end
     return
@@ -249,13 +251,13 @@ end
 function instantiate_orig_constrs!(
     masterform::Formulation{BendersMaster},
     origform::Formulation{Original},
-    env::Env,
+    ::Env,
     annotations::Annotations,
     mast_ann
 )
     !haskey(annotations.constrs_per_ann, mast_ann) && return
     constrs = annotations.constrs_per_ann[mast_ann]
-    for (id, constr) in constrs
+    for (_, constr) in constrs
         cloneconstr!(
             origform, masterform, masterform, constr, MasterPureConstr, is_explicit = true
         )
@@ -265,13 +267,11 @@ end
 
 function create_side_vars_constrs!(
     masterform::Formulation{BendersMaster},
-    origform::Formulation{Original},
-    env::Env,
-    annotations::Annotations
+    ::Formulation{Original},
+    ::Env,
+    ::Annotations
 )
-    coefmatrix = getcoefmatrix(masterform)
-
-    for (spuid, spform) in get_benders_sep_sps(masterform.parent_formulation)
+    for (_, spform) in get_benders_sep_sps(masterform.parent_formulation)
         nu_var = collect(values(filter(
             v -> getduty(v.first) == BendSpSlackSecondStageCostVar,
             getvars(spform)
@@ -291,7 +291,7 @@ function create_side_vars_constrs!(
     return
 end
 
-create_artificial_vars!(masterform::Formulation{BendersMaster}, env::Env) = return
+create_artificial_vars!(::Formulation{BendersMaster}, ::Env) = return
 
 function instantiate_orig_vars!(
     spform::Formulation{BendersSp},
@@ -302,18 +302,18 @@ function instantiate_orig_vars!(
     masterform = getmaster(spform)
     if haskey(annotations.vars_per_ann, sp_ann)
         vars = annotations.vars_per_ann[sp_ann]
-        for (id, var) in vars
+        for (_, var) in vars
             clonevar!(origform, spform, spform, var, BendSpSepVar, cost = 0.0)
         end
     end
     mast_ann = get(annotations, masterform)
     if haskey(annotations.vars_per_ann, mast_ann)
         vars = annotations.vars_per_ann[mast_ann]
         for (id, var) in vars
-            duty, explicit = _dutyexpofbendmastvar(var, annotations, origform)
+            duty, _ = _dutyexpofbendmastvar(var, annotations, origform)
             if duty == MasterBendFirstStageVar
                 name = "μ[$(split(getname(origform, var), "[")[end])"
-                mu = setvar!(
+                setvar!(
                     spform, name, BendSpSlackFirstStageVar;
                     cost = getcurcost(origform, var),
                     lb = getcurlb(origform, var),
@@ -330,7 +330,7 @@ end
 
 function _dutyexpofbendspconstr(constr, annotations::Annotations, origform)
     orig_coef = getcoefmatrix(origform)
-    for (varid, coef) in orig_coef[getid(constr), :]
+    for (varid, _) in orig_coef[getid(constr), :]
         var_ann = annotations.ann_per_var[varid]
         if BD.getformulation(var_ann) == BD.Master
             return BendSpTechnologicalConstr, true
@@ -342,13 +342,13 @@ end
 function instantiate_orig_constrs!(
     spform::Formulation{BendersSp},
     origform::Formulation{Original},
-    env::Env,
+    ::Env,
     annotations::Annotations,
     sp_ann
 )
     !haskey(annotations.constrs_per_ann, sp_ann) && return
     constrs = annotations.constrs_per_ann[sp_ann]
-    for (id, constr) in constrs
+    for (_, constr) in constrs
         duty, explicit  = _dutyexpofbendspconstr(constr, annotations, origform)
         cloneconstr!(origform, spform, spform, constr, duty, is_explicit = explicit)
     end
@@ -358,13 +358,13 @@ end
 function create_side_vars_constrs!(
     spform::Formulation{BendersSp},
     origform::Formulation{Original},
-    env::Env,
-    annotations::Annotations
+    ::Env,
+    ::Annotations
 )
     sp_has_second_stage_cost = false
     global_costprofit_ub = 0.0
     global_costprofit_lb = 0.0
-    for (varid, var) in getvars(spform)
+    for (varid, _) in getvars(spform)
         getduty(varid) == BendSpSepVar || continue
         orig_var = getvar(origform, varid)
         cost =  getperencost(origform, orig_var)
@@ -405,7 +405,7 @@ function create_side_vars_constrs!(
         )
         sp_coef[getid(cost), getid(nu)] = 1.0
 
-        for (varid, var) in getvars(spform)
+        for (varid, _) in getvars(spform)
             getduty(varid) == BendSpSepVar || continue
             sp_coef[getid(cost), varid] = - getperencost(origform, varid)
         end
@@ -447,7 +447,7 @@ function buildformulations!(
     masterform = instantiatemaster!(env, prob, reform, form_type, dec_type)
     store!(annotations, masterform, ann)
     origform = get_original_formulation(prob)
-     for (id, child) in BD.subproblems(node)
+     for (_, child) in BD.subproblems(node)
         buildformulations!(prob, reform, env, annotations, node, child)
     end
     assign_orig_vars_constrs!(masterform, origform, env, annotations, ann)