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Fixes for, e.g. EVD #141

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merged 9 commits into from
Oct 20, 2021
Merged

Fixes for, e.g. EVD #141

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3c9388f
Fix format of variables in problem output
andreaslundell Sep 24, 2021
9e37916
Add assert that checks variables are added in correct order
andreaslundell Sep 24, 2021
0435e57
Fix eigenvalue decomposition, add option to move coefficient to nonli…
andreaslundell Sep 24, 2021
417522e
Fix missing output of number of square refs
andreaslundell Sep 24, 2021
c17079a
Improve fixed NLP calls in single-tree strategy
andreaslundell Sep 29, 2021
0c2ae7e
Fix cutoff functionality
andreaslundell Sep 29, 2021
2915602
Gurobi does now like large cutoffs for some problems, e.g. fo7_2
andreaslundell Sep 29, 2021
0697744
Fix seg fault
andreaslundell Sep 30, 2021
48ed866
Change default value for numeric focus with Gurobi
andreaslundell Oct 6, 2021
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11 changes: 9 additions & 2 deletions src/DualSolver.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -72,7 +72,13 @@ void DualSolver::checkDualSolutionCandidates()
// New dual solution
env->results->setDualBound(C.objValue);
currDualBound = C.objValue;
env->solutionStatistics.iterationLastDualBoundUpdate = env->results->getCurrentIteration()->iterationNumber;

if(env->results->getNumberOfIterations() > 0)
env->solutionStatistics.iterationLastDualBoundUpdate
= env->results->getCurrentIteration()->iterationNumber;
else
env->solutionStatistics.iterationLastDualBoundUpdate = 0;

env->solutionStatistics.iterationLastDualBoundUpdate = env->timing->getElapsedTime("Total");

if(C.sourceType == E_DualSolutionSource::MIPSolutionOptimal
Expand Down Expand Up @@ -257,7 +263,8 @@ bool DualSolver::hasHyperplaneBeenAdded(double hash, int constraintIndex)

void DualSolver::addIntegerCut(IntegerCut integerCut)
{
if(env->reformulatedProblem->properties.numberOfIntegerVariables > 0 || env->reformulatedProblem->properties.numberOfSemiintegerVariables > 0)
if(env->reformulatedProblem->properties.numberOfIntegerVariables > 0
|| env->reformulatedProblem->properties.numberOfSemiintegerVariables > 0)
integerCut.areAllVariablesBinary = false;
else
{
Expand Down
6 changes: 6 additions & 0 deletions src/Enums.h
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Expand Up @@ -272,6 +272,12 @@ enum class ES_AddPrimalPointAsInteriorPoint
OnlyAverage
};

enum class ES_EigenValueDecompositionFormulation
{
CoefficientReformulated,
CoefficientRemains
};

enum class ES_HyperplaneCutStrategy
{
ESH,
Expand Down
27 changes: 16 additions & 11 deletions src/MIPSolver/MIPSolverCplexSingleTree.cpp
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Expand Up @@ -315,21 +315,26 @@ void CplexCallback::invoke(const IloCplex::Callback::Context& context)

if(checkFixedNLPStrategy(candidatePoints.at(0)))
{
env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point, E_PrimalNLPSource::FirstSolution,
context.getCandidateObjective(), env->results->getCurrentIteration()->iterationNumber,
candidatePoints.at(0).maxDeviation);

if(taskSelectPrimNLPOriginal)
taskSelectPrimNLPOriginal->run();
{
env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point,
E_PrimalNLPSource::FirstSolution, context.getCandidateObjective(),
env->results->getCurrentIteration()->iterationNumber, candidatePoints.at(0).maxDeviation);

env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point, E_PrimalNLPSource::FirstSolution,
context.getCandidateObjective(), env->results->getCurrentIteration()->iterationNumber,
candidatePoints.at(0).maxDeviation);
taskSelectPrimNLPOriginal->run();
env->primalSolver->fixedPrimalNLPCandidates.clear();
}

if(taskSelectPrimNLPReformulated)
taskSelectPrimNLPReformulated->run();
{
env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point,
E_PrimalNLPSource::FirstSolution, context.getCandidateObjective(),
env->results->getCurrentIteration()->iterationNumber, candidatePoints.at(0).maxDeviation);

env->primalSolver->fixedPrimalNLPCandidates.clear();
taskSelectPrimNLPReformulated->run();
env->primalSolver->fixedPrimalNLPCandidates.clear();
}

env->primalSolver->checkPrimalSolutionCandidates();
}
Expand Down Expand Up @@ -554,8 +559,8 @@ void CplexCallback::addLazyConstraint(

for(auto& hp : env->dualSolver->hyperplaneWaitingList)
{
this->createHyperplane(hp, context);
this->lastNumAddedHyperplanes++;
if(this->createHyperplane(hp, context))
this->lastNumAddedHyperplanes++;
}

env->dualSolver->hyperplaneWaitingList.clear();
Expand Down
24 changes: 14 additions & 10 deletions src/MIPSolver/MIPSolverCplexSingleTreeLegacy.cpp
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Expand Up @@ -428,19 +428,23 @@ void CtCallbackI::main()

if(checkFixedNLPStrategy(solutionCandidate))
{
env->primalSolver->addFixedNLPCandidate(solution, E_PrimalNLPSource::FirstSolution, this->getObjValue(),
env->results->getCurrentIteration()->iterationNumber, solutionCandidate.maxDeviation);

if(taskSelectPrimNLPOriginal)
taskSelectPrimNLPOriginal->run();
{
env->primalSolver->addFixedNLPCandidate(solution, E_PrimalNLPSource::FirstSolution, this->getObjValue(),
env->results->getCurrentIteration()->iterationNumber, solutionCandidate.maxDeviation);

env->primalSolver->addFixedNLPCandidate(solution, E_PrimalNLPSource::FirstSolution, this->getObjValue(),
env->results->getCurrentIteration()->iterationNumber, solutionCandidate.maxDeviation);
taskSelectPrimNLPOriginal->run();
env->primalSolver->fixedPrimalNLPCandidates.clear();
}

if(taskSelectPrimNLPReformulated)
taskSelectPrimNLPReformulated->run();
{
env->primalSolver->addFixedNLPCandidate(solution, E_PrimalNLPSource::FirstSolution, this->getObjValue(),
env->results->getCurrentIteration()->iterationNumber, solutionCandidate.maxDeviation);

env->primalSolver->fixedPrimalNLPCandidates.clear();
taskSelectPrimNLPReformulated->run();
env->primalSolver->fixedPrimalNLPCandidates.clear();
}

env->primalSolver->checkPrimalSolutionCandidates();

Expand Down Expand Up @@ -485,8 +489,8 @@ void CtCallbackI::main()

for(auto& hp : env->dualSolver->hyperplaneWaitingList)
{
this->createHyperplane(hp);
this->lastNumAddedHyperplanes++;
if(this->createHyperplane(hp))
this->lastNumAddedHyperplanes++;
}

env->dualSolver->hyperplaneWaitingList.clear();
Expand Down
3 changes: 3 additions & 0 deletions src/MIPSolver/MIPSolverGurobi.cpp
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Expand Up @@ -1096,6 +1096,9 @@ void MIPSolverGurobi::setTimeLimit(double seconds)

void MIPSolverGurobi::setCutOff(double cutOff)
{
if(std::abs(cutOff) > 1e20)
return;

try
{
// Gurobi has problems if not an epsilon value is added to the cutoff...
Expand Down
77 changes: 41 additions & 36 deletions src/MIPSolver/MIPSolverGurobiSingleTree.cpp
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Expand Up @@ -186,6 +186,31 @@ void GurobiCallbackSingleTree::callback()

try
{

// Add current primal bound as new incumbent candidate
auto primalBound = env->results->getPrimalBound();

if(((isMinimization && lastUpdatedPrimal < primalBound)
|| (!isMinimization && lastUpdatedPrimal > primalBound)))
{
auto primalSol = env->results->primalSolution;

if((int)primalSol.size() < env->reformulatedProblem->properties.numberOfVariables)
env->reformulatedProblem->augmentAuxiliaryVariableValues(primalSol);

assert(env->reformulatedProblem->properties.numberOfVariables == primalSol.size());

if(env->dualSolver->MIPSolver->hasDualAuxiliaryObjectiveVariable())
primalSol.push_back(env->reformulatedProblem->objectiveFunction->calculateValue(primalSol));

for(size_t i = 0; i < primalSol.size(); i++)
{
setSolution(vars[i], primalSol.at(i));
}

lastUpdatedPrimal = env->results->getPrimalBound();
}

// Check if better dual bound
double tmpDualObjBound;

Expand Down Expand Up @@ -394,21 +419,25 @@ void GurobiCallbackSingleTree::callback()

if(checkFixedNLPStrategy(candidatePoints.at(0)))
{
env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point, E_PrimalNLPSource::FirstSolution,
getDoubleInfo(GRB_CB_MIPSOL_OBJ), env->results->getCurrentIteration()->iterationNumber,
candidatePoints.at(0).maxDeviation);

if(taskSelectPrimNLPOriginal)
taskSelectPrimNLPOriginal->run();
{
env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point,
E_PrimalNLPSource::FirstSolution, getDoubleInfo(GRB_CB_MIPSOL_OBJ),
env->results->getCurrentIteration()->iterationNumber, candidatePoints.at(0).maxDeviation);

env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point, E_PrimalNLPSource::FirstSolution,
getDoubleInfo(GRB_CB_MIPSOL_OBJ), env->results->getCurrentIteration()->iterationNumber,
candidatePoints.at(0).maxDeviation);
taskSelectPrimNLPOriginal->run();
env->primalSolver->fixedPrimalNLPCandidates.clear();
}

if(taskSelectPrimNLPReformulated)
taskSelectPrimNLPReformulated->run();
{
env->primalSolver->addFixedNLPCandidate(candidatePoints.at(0).point,
E_PrimalNLPSource::FirstSolution, getDoubleInfo(GRB_CB_MIPSOL_OBJ),
env->results->getCurrentIteration()->iterationNumber, candidatePoints.at(0).maxDeviation);

env->primalSolver->fixedPrimalNLPCandidates.clear();
taskSelectPrimNLPReformulated->run();
env->primalSolver->fixedPrimalNLPCandidates.clear();
}

env->primalSolver->checkPrimalSolutionCandidates();
}
Expand Down Expand Up @@ -443,30 +472,6 @@ void GurobiCallbackSingleTree::callback()
lastExploredNodes = (int)getDoubleInfo(GRB_CB_MIP_NODCNT);
lastOpenNodes = (int)getDoubleInfo(GRB_CB_MIP_NODLFT);
}

// Add current primal bound as new incumbent candidate
auto primalBound = env->results->getPrimalBound();

if(((isMinimization && lastUpdatedPrimal < primalBound)
|| (!isMinimization && lastUpdatedPrimal > primalBound)))
{
auto primalSol = env->results->primalSolution;

if((int)primalSol.size() < env->reformulatedProblem->properties.numberOfVariables)
env->reformulatedProblem->augmentAuxiliaryVariableValues(primalSol);

assert(env->reformulatedProblem->properties.numberOfVariables == primalSol.size());

if(env->dualSolver->MIPSolver->hasDualAuxiliaryObjectiveVariable())
primalSol.push_back(env->reformulatedProblem->objectiveFunction->calculateValue(primalSol));

for(size_t i = 0; i < primalSol.size(); i++)
{
setSolution(vars[i], primalSol.at(i));
}

lastUpdatedPrimal = env->results->getPrimalBound();
}
}
catch(GRBException& e)
{
Expand Down Expand Up @@ -669,8 +674,8 @@ void GurobiCallbackSingleTree::addLazyConstraint(std::vector<SolutionPoint> cand

for(auto& hp : env->dualSolver->hyperplaneWaitingList)
{
this->createHyperplane(hp);
this->lastNumAddedHyperplanes++;
if(this->createHyperplane(hp))
this->lastNumAddedHyperplanes++;
}

env->dualSolver->hyperplaneWaitingList.clear();
Expand Down
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