fix red. cost fixing

hlefebvr · Nov 25, 2024 · 9032465 · 9032465
1 parent 7942057
commit 9032465
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Showing 8 changed files with 26 additions and 16 deletions.
diff --git a/lib/include/idol/mixed-integer/optimizers/branch-and-bound/Optimizers_BranchAndBound.h b/lib/include/idol/mixed-integer/optimizers/branch-and-bound/Optimizers_BranchAndBound.h
@@ -642,9 +642,7 @@ void idol::Optimizers::BranchAndBound<NodeInfoT>::solve(TreeNode& t_node,
     relaxation.optimizer().set_param_best_bound_stop(std::min(get_best_obj(), get_param_best_bound_stop()));
     relaxation.optimizer().set_param_time_limit(get_remaining_time());
 
-    std::cout << "Preparing node " << t_node.id() << std::endl;
     node_updator.prepare(t_node);
-    std::cout << "END" << std::endl;
 
     for (const auto& var : parent().vars()) {
         const double lb = relaxation.get_var_lb(var);

diff --git a/...include/idol/mixed-integer/optimizers/branch-and-bound/branching-rules/impls/PseudoCost.h b/...include/idol/mixed-integer/optimizers/branch-and-bound/branching-rules/impls/PseudoCost.h
@@ -82,8 +82,11 @@ void idol::BranchingRules::PseudoCost<NodeInfoT>::on_node_solved(const idol::Nod
 
         const double parent_var_primal_value = parent_solution.get(var);
 
-        const double objective_gain_per_unit_change =
-                (node_objective_value - parent_objective_value) / std::abs(bound - parent_var_primal_value);
+        double objective_gain_per_unit_change = 0;
+        if (!equals(bound, parent_var_primal_value, 1e-5)) {
+            objective_gain_per_unit_change =
+                    (node_objective_value - parent_objective_value) / std::abs(bound - parent_var_primal_value);
+        }
 
         PseudoCostData data;
 
@@ -204,6 +207,10 @@ double idol::BranchingRules::PseudoCost<NodeInfoT>::compute_average_lower_boundi
         n += 1;
     }
 
+    if (n == 0) {
+        return 0.;
+    }
+
     return sum / (double) n;
 }
 

diff --git a/...include/idol/mixed-integer/optimizers/branch-and-bound/callbacks/BranchAndBoundCallback.h b/...include/idol/mixed-integer/optimizers/branch-and-bound/callbacks/BranchAndBoundCallback.h
@@ -57,9 +57,9 @@ class idol::BranchAndBoundCallbackI : public AbstractBranchAndBoundCallbackI<Nod
 
     void submit_bound(double t_bound);
 
-    double best_bound() const;
+    [[nodiscard]] double best_bound() const;
 
-    double best_obj() const;
+    [[nodiscard]] double best_obj() const;
 
     void terminate();
 

diff --git a/lib/include/idol/mixed-integer/optimizers/branch-and-bound/nodes/DefaultNodeUpdator.h b/lib/include/idol/mixed-integer/optimizers/branch-and-bound/nodes/DefaultNodeUpdator.h
@@ -27,7 +27,6 @@ class idol::DefaultNodeUpdator : public NodeUpdator<NodeInfoT> {
     Map<Var, double> m_changed_upper_bounds;
     std::list<Ctr> m_added_constraints;
 
-
     void apply_variable_branching_decisions(const Node<NodeInfoT> &t_node,
                                             Map<Var, double> &t_changed_lower_bounds,
                                             Map<Var, double> &t_changed_upper_bounds);
@@ -51,7 +50,7 @@ class idol::DefaultNodeUpdator : public NodeUpdator<NodeInfoT> {
 protected:
     Model& relaxation() { return m_relaxation; }
 
-    const Model& relaxation() const { return m_relaxation; }
+    [[nodiscard]] const Model& relaxation() const { return m_relaxation; }
 };
 
 template<class NodeInfoT>
@@ -121,8 +120,6 @@ void idol::DefaultNodeUpdator<NodeInfoT>::apply_variable_branching_decisions(con
 
     for (const auto& branching_decision : t_node.info().variable_branching_decisions()) {
 
-        std::cout << branching_decision.variable << " " << branching_decision.type << " " << branching_decision.bound << std::endl;
-
         switch (branching_decision.type) {
             case LessOrEqual:
                 apply_variable_branching_decision(branching_decision, m_changed_upper_bounds, t_changed_upper_bounds);

diff --git a/lib/include/idol/mixed-integer/optimizers/callbacks/ReducedCostFixing.h b/lib/include/idol/mixed-integer/optimizers/callbacks/ReducedCostFixing.h
@@ -33,13 +33,19 @@ class idol::ReducedCostFixing : public BranchAndBoundCallbackFactory<NodeInfoT>
                 double reduced_cost = relaxation.get_var_reduced_cost(var);
 
                 if (current_obj + reduced_cost > best_obj + Tolerance::MIPAbsoluteGap) {
-                    const double relaxation_lb = original_model.get_var_lb(var);
-                    this->add_local_variable_branching(var, LessOrEqual, relaxation_lb);
+                    const double relaxation_lb = relaxation.get_var_lb(var);
+                    const double current_ub = relaxation.get_var_ub(var);
+                    if (!equals(relaxation_lb, current_ub, Tolerance::Integer)) {
+                        this->add_local_variable_branching(var, LessOrEqual, relaxation_lb);
+                    }
                 }
 
                 if (current_obj - reduced_cost > best_obj + Tolerance::MIPAbsoluteGap) {
-                    const double relaxation_ub = original_model.get_var_ub(var);
-                    this->add_local_variable_branching(var, GreaterOrEqual, relaxation_ub);
+                    const double relaxation_ub = relaxation.get_var_ub(var);
+                    const double current_lb = relaxation.get_var_lb(var);
+                    if (!equals(relaxation_ub, current_lb, Tolerance::Integer)) {
+                        this->add_local_variable_branching(var, GreaterOrEqual, relaxation_ub);
+                    }
                 }
 
             }

diff --git a/lib/src/mixed-integer/optimizers/wrappers/HiGHS/Optimizers_HiGHS.cpp b/lib/src/mixed-integer/optimizers/wrappers/HiGHS/Optimizers_HiGHS.cpp
@@ -511,7 +511,7 @@ void idol::Optimizers::HiGHS::update_objective_constant() {
 }
 
 double idol::Optimizers::HiGHS::get_var_reduced_cost(const idol::Var &t_var) const {
-    throw Exception("Not implemented get_var_reduced_cost");
+    return m_model.getSolution().col_dual[lazy(t_var).impl()];
 }
 
 int idol::Optimizers::HiGHS::hook_add(const idol::QCtr &t_ctr) {

diff --git a/lib/src/mixed-integer/optimizers/wrappers/Mosek/Optimizers_Mosek.cpp b/lib/src/mixed-integer/optimizers/wrappers/Mosek/Optimizers_Mosek.cpp
@@ -544,7 +544,7 @@ void idol::Optimizers::Mosek::set_param_logs(bool t_value) {
 }
 
 double idol::Optimizers::Mosek::get_var_reduced_cost(const idol::Var &t_var) const {
-    throw Exception("Not implemented get_var_reduced_cost");
+    return lazy(t_var).impl().variable->dual()->operator[](0);
 }
 
 void idol::Optimizers::Mosek::add_callback(idol::Callback *t_ptr_to_callback) {

diff --git a/tests/mixed-integer/branch-and-bound/location.cpp b/tests/mixed-integer/branch-and-bound/location.cpp
@@ -21,6 +21,7 @@
 #include "idol/mixed-integer/optimizers/wrappers/Gurobi/Gurobi.h"
 #include "idol/mixed-integer/optimizers/wrappers/HiGHS/HiGHS.h"
 #include "idol/mixed-integer/optimizers/wrappers/Osi/Osi.h"
+#include "idol/mixed-integer/optimizers/callbacks/ReducedCostFixing.h"
 
 using namespace Catch::literals;
 using namespace idol;
@@ -97,6 +98,7 @@ TEMPLATE_LIST_TEST_CASE("Solve Facility Location Problem instances with differen
                     .with_node_optimizer(OPTIMIZER::ContinuousRelaxation())
                     .with_branching_rule(BranchingRuleT())
                     .with_node_selection_rule(NodeSelectionRuleT())
+                    .add_callback(ReducedCostFixing())
                     .with_subtree_depth(subtree_depth)
     );