|
|
|
|
@ -16,14 +16,6 @@ Base.@kwdef mutable struct _KnnDualGmiData
|
|
|
|
|
model = nothing
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
Base.@kwdef mutable struct ConstraintSet_v2
|
|
|
|
|
lhs::SparseMatrixCSC
|
|
|
|
|
ub::Vector{Float64}
|
|
|
|
|
lb::Vector{Float64}
|
|
|
|
|
Bss::Vector{Basis}
|
|
|
|
|
Bv::Vector{Int64}
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
function collect_gmi_dual(
|
|
|
|
|
mps_filename;
|
|
|
|
|
optimizer,
|
|
|
|
|
@ -52,11 +44,10 @@ function collect_gmi_dual(
|
|
|
|
|
stats_obj = []
|
|
|
|
|
stats_gap = []
|
|
|
|
|
stats_ncuts = []
|
|
|
|
|
all_cuts = nothing
|
|
|
|
|
all_cuts_v2 = nothing
|
|
|
|
|
cuts_all = nothing
|
|
|
|
|
cuts_all_v2 = nothing
|
|
|
|
|
original_basis = nothing
|
|
|
|
|
all_cuts = nothing
|
|
|
|
|
all_cuts_bases = nothing
|
|
|
|
|
all_cuts_rows = nothing
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
@timeit "Read problem" begin
|
|
|
|
|
@ -141,26 +132,25 @@ function collect_gmi_dual(
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
@timeit "Add GMI cuts to original problem" begin
|
|
|
|
|
# Convert cuts
|
|
|
|
|
cuts = backwards(transforms, cuts_s)
|
|
|
|
|
|
|
|
|
|
# Update data structs
|
|
|
|
|
bv = repeat([basis], length(selected_rows))
|
|
|
|
|
if round == 1
|
|
|
|
|
cuts_all = cuts
|
|
|
|
|
basis_vec = repeat([basis], length(selected_rows))
|
|
|
|
|
cuts_all_v2 =
|
|
|
|
|
ConstraintSet_v2(cuts.lhs, cuts.ub, cuts.lb, basis_vec, selected_rows)
|
|
|
|
|
all_cuts = cuts
|
|
|
|
|
all_cuts_bases = bv
|
|
|
|
|
all_cuts_rows = selected_rows
|
|
|
|
|
else
|
|
|
|
|
# v1 struct
|
|
|
|
|
cuts_all.lb = [cuts_all.lb; cuts.lb]
|
|
|
|
|
cuts_all.ub = [cuts_all.ub; cuts.ub]
|
|
|
|
|
cuts_all.lhs = [cuts_all.lhs; cuts.lhs]
|
|
|
|
|
|
|
|
|
|
# v2 struct
|
|
|
|
|
cuts_all_v2.lb = [cuts_all_v2.lb; cuts.lb]
|
|
|
|
|
cuts_all_v2.ub = [cuts_all_v2.ub; cuts.ub]
|
|
|
|
|
cuts_all_v2.lhs = [cuts_all_v2.lhs; cuts.lhs]
|
|
|
|
|
cuts_all_v2.Bss = [cuts_all_v2.Bss; repeat([basis], length(selected_rows))]
|
|
|
|
|
cuts_all_v2.Bv = [cuts_all_v2.Bv; selected_rows]
|
|
|
|
|
all_cuts.lhs = [all_cuts.lhs; cuts.lhs]
|
|
|
|
|
all_cuts.lb = [all_cuts.lb; cuts.lb]
|
|
|
|
|
all_cuts.ub = [all_cuts.ub; cuts.ub]
|
|
|
|
|
all_cuts_bases = [all_cuts_bases; bv]
|
|
|
|
|
all_cuts_rows = [all_cuts_rows; selected_rows]
|
|
|
|
|
end
|
|
|
|
|
constrs, gmi_exps = add_constraint_set_dual_v2(model, cuts_all)
|
|
|
|
|
|
|
|
|
|
# Add to model
|
|
|
|
|
constrs, gmi_exps = add_constraint_set_dual_v2(model, all_cuts)
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
@timeit "Optimize original form" begin
|
|
|
|
|
@ -189,38 +179,40 @@ function collect_gmi_dual(
|
|
|
|
|
undo_relax()
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
@timeit "Store cuts" begin
|
|
|
|
|
@timeit "Store cuts in H5 file" begin
|
|
|
|
|
if all_cuts !== nothing
|
|
|
|
|
cut_sizezz = length(all_cuts_v2.Bv)
|
|
|
|
|
var_totall =
|
|
|
|
|
ncuts = length(all_cuts_rows)
|
|
|
|
|
total =
|
|
|
|
|
length(original_basis.var_basic) +
|
|
|
|
|
length(original_basis.var_nonbasic) +
|
|
|
|
|
length(original_basis.constr_basic) +
|
|
|
|
|
length(original_basis.constr_nonbasic)
|
|
|
|
|
bm_size = Array{Int64,2}(undef, cut_sizezz, 4)
|
|
|
|
|
basis_matrix = Array{Int64,2}(undef, cut_sizezz, var_totall)
|
|
|
|
|
|
|
|
|
|
for ii = 1:cut_sizezz
|
|
|
|
|
vb = all_cuts_v2.Bss[ii].var_basic
|
|
|
|
|
vn = all_cuts_v2.Bss[ii].var_nonbasic
|
|
|
|
|
cb = all_cuts_v2.Bss[ii].constr_basic
|
|
|
|
|
cn = all_cuts_v2.Bss[ii].constr_nonbasic
|
|
|
|
|
bm_size[ii, :] = [length(vb) length(vn) length(cb) length(cn)]
|
|
|
|
|
basis_matrix[ii, :] = [vb' vn' cb' cn']
|
|
|
|
|
all_cuts_basis_sizes = Array{Int64,2}(undef, ncuts, 4)
|
|
|
|
|
all_cuts_basis_vars = Array{Int64,2}(undef, ncuts, total)
|
|
|
|
|
for i = 1:ncuts
|
|
|
|
|
vb = all_cuts_bases[i].var_basic
|
|
|
|
|
vn = all_cuts_bases[i].var_nonbasic
|
|
|
|
|
cb = all_cuts_bases[i].constr_basic
|
|
|
|
|
cn = all_cuts_bases[i].constr_nonbasic
|
|
|
|
|
all_cuts_basis_sizes[i, :] = [length(vb) length(vn) length(cb) length(cn)]
|
|
|
|
|
all_cuts_basis_vars[i, :] = [vb' vn' cb' cn']
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
@info "Storing $(length(all_cuts.ub)) GMI cuts..."
|
|
|
|
|
h5 = H5File(h5_filename)
|
|
|
|
|
h5.put_sparse("cuts_lhs", all_cuts.lhs)
|
|
|
|
|
h5.put_array("cuts_lb", all_cuts.lb)
|
|
|
|
|
h5.put_array("cuts_ub", all_cuts.ub)
|
|
|
|
|
h5.put_array("cuts_basis_vars", basis_matrix)
|
|
|
|
|
h5.put_array("cuts_basis_sizes", bm_size)
|
|
|
|
|
h5.put_array("cuts_rows", all_cuts_v2.Bv)
|
|
|
|
|
h5.put_array("cuts_basis_vars", all_cuts_basis_vars)
|
|
|
|
|
h5.put_array("cuts_basis_sizes", all_cuts_basis_sizes)
|
|
|
|
|
h5.put_array("cuts_rows", all_cuts_rows)
|
|
|
|
|
h5.file.close()
|
|
|
|
|
end
|
|
|
|
|
end
|
|
|
|
|
|
|
|
|
|
@show stats_gap
|
|
|
|
|
@show stats_obj
|
|
|
|
|
@show stats_ncuts
|
|
|
|
|
|
|
|
|
|
print_timer()
|
|
|
|
|
|
|
|
|
|
return OrderedDict(
|
|
|
|
|
|
