Support insertion of identical columns at same colgen iteration

src/Algorithm/colgen.jl

@@ -17,7 +17,7 @@
     )
 
 Column generation algorithm that can be applied to formulation reformulated using
-Dantzog-Wolfe decomposition. 
+Dantzig-Wolfe decomposition. 
 
 This algorithm first solves the linear relaxation of the master (master LP) using `restr_master_solve_alg`.
 Then, it solves the subproblems by calling `pricing_prob_solve_alg` to get the columns that
@@ -335,32 +335,44 @@ function insert_columns!(
         spinfo.bestsol = bestsol
         spinfo.isfeasible = true
 
+        # First we activate columns that are already in the pool.
+        primal_sols_to_insert = PrimalSolution{Formulation{DwSp}}[]
         for sol in get_ip_primal_sols(sp_optstate)
             red_cost = compute_red_cost(algo, masterform, spinfo, sol, dualsol)
             if improving_red_cost(red_cost, algo, getobjsense(masterform))
-                insertion_status, col_id = insert_column!(masterform, sol, "MC")
-
-                if !insertion_status && haskey(masterform, col_id) && !iscuractive(masterform, col_id)
-                    # Column already generated but inactive (only possible case when
-                    # insertion status is false meaning that the column already exists).
-                    activate!(masterform, col_id)
-                elseif !insertion_status
-                    msg = """
-                    Unexpected variable state during column insertion.
-                    ======
-                    The column is in the master ? $(haskey(masterform, col_id)).
-                    The column is active ? $(iscuractive(masterform, col_id)).
-                    ======
-                    Please open an issue at https://github.com/atoptima/Coluna.jl/issues with an example that reproduces the bug.
-                    """
-                    error(string(msg))
+                col_id = get_column_from_pool(sol)
+                if !isnothing(col_id)
+                    if haskey(masterform, col_id) && !iscuractive(masterform, col_id)
+                        activate!(masterform, col_id)
+                        if phase == 1
+                            setcurcost!(masterform, col_id, 0.0)
+                        end
+                        nb_cols_generated += 1
+                    else
+                        msg = """
+                        Unexpected variable state during column insertion.
+                        ======
+                        The column is in the master ? $(haskey(masterform, col_id)).
+                        The column is active ? $(iscuractive(masterform, col_id)).
+                        ======
+                        Please open an issue at https://github.com/atoptima/Coluna.jl/issues with an example that reproduces the bug.
+                        ======
+                        """
+                        error(msg)
+                    end
+                else
+                    push!(primal_sols_to_insert, sol)
                 end
+            end
+        end
 
-                if phase == 1
-                    setcurcost!(masterform, col_id, 0.0)
-                end
-                nb_cols_generated += 1
+        # Then, we add the new columns (i.e. not in the pool).
+        for sol in primal_sols_to_insert
+            col_id = insert_column!(masterform, sol, "MC")
+            if phase == 1
+                setcurcost!(masterform, col_id, 0.0)
             end
+            nb_cols_generated += 1
         end
     end
 

src/MathProg/MathProg.jl

@@ -82,7 +82,7 @@ export AbstractFormulation, Formulation, create_formulation!, getreformulation,
     setcol_from_sp_primalsol!, setcut_from_sp_dualsol!, # TODO : merge with setvar! & setconstr
     set_objective_sense!, clonevar!, cloneconstr!, clonecoeffs!, initialize_optimizer!,
     push_optimizer!, getobjconst, setobjconst!, addcustomvars!, addcustomconstrs!, 
-    insert_column!
+    insert_column!, get_column_from_pool
 
 # Duties of formulations
 export Original, DwMaster, BendersMaster, DwSp, BendersSp

src/MathProg/formulation.jl

@@ -291,7 +291,6 @@ end
 ############################################################################################
 # Insertion of a column in the master
 ############################################################################################
-
 # Compute all the coefficients of the column in the coefficient matrix of the
 # master formulation.
 function _col_members(col, master_coef_matrix)
@@ -305,16 +304,34 @@ function _col_members(col, master_coef_matrix)
     return members
 end
 
+"""
+    get_column_from_pool(primal_sol)
+
+Returns the `var_id` of the master column that represents the primal solution `primal_sol` 
+to a Dantzig-Wolfe subproblem if the primal solution exists in the pool of solutions to the
+subproblem; `nothing` otherwise.
+"""
+function get_column_from_pool(primal_sol::PrimalSolution{Formulation{DwSp}})
+    spform = primal_sol.solution.model
+    new_col_peren_cost = mapreduce(
+        ((var_id, var_val),) -> getperencost(spform, var_id) * var_val,
+        +,
+        primal_sol
+    )
+    pool = getprimalsolpool(spform)
+    costs_pool = spform.duty_data.costs_primalsols_pool
+    return _get_same_sol_in_pool(pool, costs_pool, primal_sol.solution.sol, new_col_peren_cost)
+end
+
 """
     insert_column!(master_form, primal_sol, name)
 
 Inserts the primal solution `primal_sol` to a Dantzig-Wolfe subproblem into the
 master as a column.
 
-Returns a tuple `(insertion_status, var_id)` where :
-- `insertion_status` is `true` if the primal solution was already in the pool 
-  and in the master formulation
-- `var_id` is the id of the column variable in the master formulation.
+Returns `var_id` the id of the column variable in the master formulation.
+
+**Warning**: this methods does not check if the column already exists in the pool.
 """
 function insert_column!(
     master_form::Formulation{DwMaster}, primal_sol::PrimalSolution, name::String;
@@ -328,23 +345,16 @@ function insert_column!(
     spform = primal_sol.solution.model
 
     # Compute perennial cost of the column.
-    new_col_peren_cost = 0.0
-    for (var_id, var_val) in primal_sol
-        new_col_peren_cost += getperencost(spform, var_id) * var_val
-    end
+    new_col_peren_cost = mapreduce(
+        ((var_id, var_val),) -> getperencost(spform, var_id) * var_val,
+        +,
+        primal_sol
+    )
 
     pool = getprimalsolpool(spform)
     costs_pool = spform.duty_data.costs_primalsols_pool
     custom_pool = spform.duty_data.custom_primalsols_pool
 
-    # Check if the column is already in the pool.
-    col_id = _get_same_sol_in_pool(pool, costs_pool, primal_sol.solution.sol, new_col_peren_cost)
-
-    # If the column is already in the pool, it means that it is already in the
-    # master formulation, so we return the id of the column and don't insert it
-    # a second time.
-    col_id !== nothing && return false, col_id
-
     # Compute coefficient members of the column in the matrix.
     members = _col_members(primal_sol, getcoefmatrix(master_form))
 
@@ -376,7 +386,7 @@ function insert_column!(
             custom_pool[col_id] = primal_sol.custom_data
         end
     end
-    return true, getid(col)
+    return getid(col)
 end
 
 ############################################################################################

test/unit/Algorithm/colgen.jl

@@ -0,0 +1,4 @@
+# Tests to implement
+
+# Two identical columns at same colgen iteration -> ok
+# Two identical columns at two different colgen iteration -> error