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Column already insert not an error anymore #753

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merged 3 commits into from
Dec 5, 2022
Merged

Column already insert not an error anymore #753

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90895b7
fix bug in colgen when subproblem is infeasible or unbounded
guimarqu Dec 1, 2022
7f9f1f7
column already inserted is now a warning
guimarqu Dec 5, 2022
6b47b37
Merge branch 'master' into already_insert_warn
guimarqu Dec 5, 2022
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17 changes: 13 additions & 4 deletions src/Algorithm/colgen.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@
max_nb_iterations = 1000,
log_print_frequency = 1,
redcost_tol = 1e-4,
show_column_already_inserted_warning = true,
cleanup_threshold = 10000,
cleanup_ratio = 0.66,
smoothing_stabilization = 0.0 # should be in [0, 1],
Expand Down Expand Up @@ -74,6 +75,8 @@ Here are their meanings :
log_print_frequency::Int64 = 1
store_all_ip_primal_sols::Bool = false
redcost_tol::Float64 = 1e-4
show_column_already_inserted_warning = true
throw_column_already_inserted_warning = false
solve_subproblems_parallel::Bool = false
cleanup_threshold::Int64 = 10000
cleanup_ratio::Float64 = 0.66
Expand Down Expand Up @@ -119,7 +122,7 @@ reduced cost in min (resp. max) problem that already exists in the master
and that is already active.
An active master column cannot have a negative reduced cost.
"""
struct ColumnAlreadyInsertedColGenError
struct ColumnAlreadyInsertedColGenWarning
column_in_master::Bool
column_is_active::Bool
column_reduced_cost::Float64
Expand All @@ -128,7 +131,7 @@ struct ColumnAlreadyInsertedColGenError
subproblem::Formulation{DwSp}
end

function Base.show(io::IO, err::ColumnAlreadyInsertedColGenError)
function Base.show(io::IO, err::ColumnAlreadyInsertedColGenWarning)
msg = """
Unexpected variable state during column insertion.
======
Expand Down Expand Up @@ -469,9 +472,15 @@ function insert_columns!(
else
in_master = haskey(masterform, col_id)
is_active = iscuractive(masterform, col_id)
throw(ColumnAlreadyInsertedColGenError(
warning = ColumnAlreadyInsertedColGenWarning(
in_master, is_active, red_cost, col_id, masterform, sol.solution.model
))
)
if algo.show_column_already_inserted_warning
@warn warning
end
if algo.throw_column_already_inserted_warning
throw(warning)
end
end
else
push!(primal_sols_to_insert, sol)
Expand Down
18 changes: 13 additions & 5 deletions test/unit/Algorithm/colgen.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,9 @@ end
@testset "Two identical columns at two iterations" begin
# Expected: unexpected variable state error.
env, master, spform, spvars, constr = reformulation_for_colgen()
algo = ClA.ColumnGeneration()
algo = ClA.ColumnGeneration(
throw_column_already_inserted_warning = true
)
phase = 1

## Iteration 1
Expand Down Expand Up @@ -83,13 +85,15 @@ end
)
ClA.add_ip_primal_sols!(sp_optstate, col3)

@test_throws ClA.ColumnAlreadyInsertedColGenError ClA.insert_columns!(master, sp_optstate, redcosts_spsols, algo, phase)
@test_throws ClA.ColumnAlreadyInsertedColGenWarning ClA.insert_columns!(master, sp_optstate, redcosts_spsols, algo, phase)
end

@testset "Two identical columns at same iteration" begin
# Expected: no error and two identical columns in the formulation
env, master, spform, spvars, constr = reformulation_for_colgen()
algo = ClA.ColumnGeneration()
algo = ClA.ColumnGeneration(
throw_column_already_inserted_warning = true
)

redcosts_spsols = [-2.0, -2.0, 2.0]
phase = 1
Expand Down Expand Up @@ -124,7 +128,9 @@ end

@testset "Deactivated column added twice at same iteration" begin
env, master, spform, spvars, constr = reformulation_for_colgen()
algo = ClA.ColumnGeneration()
algo = ClA.ColumnGeneration(
throw_column_already_inserted_warning = true
)

# Add column.
col1 = ClMP.PrimalSolution(
Expand Down Expand Up @@ -166,7 +172,9 @@ end

@testset "Infeasible subproblem" begin
env, master, spform, spvars, constr = reformulation_for_colgen()
algo = ClA.ColumnGeneration()
algo = ClA.ColumnGeneration(
throw_column_already_inserted_warning = true
)

sp_optstate = ClA.OptimizationState(spform; termination_status = ClB.INFEASIBLE_OR_UNBOUNDED)

Expand Down