Better support of single variable constraints #590
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@@ Coverage Diff @@
## master #590 +/- ##
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+ Coverage 86.64% 87.06% +0.41%
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Files 47 47
Lines 4792 4978 +186
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+ Hits 4152 4334 +182
- Misses 640 644 +4
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I think it's time to merge this PR into master... I think the review will be a very hard job. This PR does not fix any issue but is a prerequisite for issues #583 #593 #436 #591 #531. Moreover, it turns out that Next tasks (I'll open a follow-up issue) :
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| @@ -8,7 +8,7 @@ mutable struct Node | |||
| depth::Int | |||
| parent::Union{Nothing, Node} | |||
| optstate::OptimizationState | |||
| #branch::Union{Nothing, Branch} # branch::Id{Constraint} | |||
| #branch::Union{Nothing, Branch} # branch::ConstrId | |||
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@rrsadykov Yes it's planned ! I don't merge it right now because I think it's better to release a 0.3.10 before. More work for 0.4.0 than I initially thought. |
guimarqu
removed
the
waiting
Introduce a new structure to store single variable constraints.
task for #583, #436.
A lot of work in this PR, because this change has an impact on almost everything in the
MathProgmodules.I did this PR because we were not supporting multiple single var constraints and the dual value associated with single var constraints was not in the Dual Solution.
Contributions were highly interdependent.
Contribution 1
Creation of a new data structure
SingleVarConstraintto store the representation of a single var constraint :1*var <> rhsThis constraint is not stored in the coefficient matrix nor transmitted to the subsolver for the sake of performance.
If one creates such a constraint, changes its sense or its rhs, one must ensure that one calls
bounds_propagation!before calling the subsolver.Contribution 2
bounds_propagation!iterates over the single var constraints and updates the lower and upper bounds of the variables.These changes are propagated to the subsolver.
Contribution 3
New data structure for
PrimalSolutionandDualSolution(first task of #593) because the DualSolution now stores the reduced cost and the active bound of each variable (if it has a non-zero reduced cost)