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CpxCuts: Use sparse arrays in H5 file

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This commit is contained in:
Alinson S. Xavier
2023-01-23 14:19:33 -06:00
parent 323fd8de63
commit 41f9234de1
6 changed files with 66 additions and 38 deletions
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48
src/Cuts/BlackBox/cplex.jl
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@@ -36,13 +36,13 @@ function collect(
CPXsetintparam(env, CPX_PARAM_NODELIM, 0)
# Parameter: Make cutting plane generation more aggresive
CPXsetintparam(env, CPX_PARAM_AGGCUTLIM, 100)
CPXsetintparam(env, CPX_PARAM_FRACCAND, 1000)
CPXsetintparam(env, CPX_PARAM_FRACCUTS, 2)
CPXsetintparam(env, CPX_PARAM_FRACPASS, 100)
CPXsetintparam(env, CPX_PARAM_GUBCOVERS, 100)
CPXsetintparam(env, CPX_PARAM_MIRCUTS, 2)
CPXsetintparam(env, CPX_PARAM_ZEROHALFCUTS, 2)
# CPXsetintparam(env, CPX_PARAM_AGGCUTLIM, 100)
# CPXsetintparam(env, CPX_PARAM_FRACCAND, 1000)
# CPXsetintparam(env, CPX_PARAM_FRACPASS, 100)
# CPXsetintparam(env, CPX_PARAM_GUBCOVERS, 100)
# Load problem
lp = CPXcreateprob(env, status_p, "problem")
@@ -70,37 +70,35 @@ function collect(
# Load generated MPS file
model = JuMP.read_from_file("$tempdir/root.mps")
function select(cr)
return name(cr)[begin] in ['i', 'f', 'm', 'r', 'L', 'z', 'v'] && isdigit(name(cr)[begin+1])
end
# Parse cuts
cuts_lhs::Vector{Vector{Float64}} = []
cuts_rhs::Vector{Float64} = []
nvars = num_variables(model)
constraints = all_constraints(model, GenericAffExpr{Float64,VariableRef}, MOI.LessThan{Float64})
nvars = num_variables(model)
ncuts = length([cr for cr in constraints if select(cr)])
cuts_lhs = spzeros(ncuts, nvars)
cuts_rhs = Float64[]
offset = 1
for conRef in constraints
if name(conRef)[begin] in ['i', 'f', 'm', 'r', 'L', 'z', 'v'] &&
isdigit(name(conRef)[begin+1])
if select(conRef)
c = constraint_object(conRef)
cset = MOI.get(conRef.model.moi_backend, MOI.ConstraintSet(), conRef.index)
lhs = zeros(nvars)
for (key, val) in c.func.terms
lhs[key.index.value] = val
cuts_lhs[offset, key.index.value] = val
end
push!(cuts_lhs, lhs)
push!(cuts_rhs, cset.upper)
offset += 1
end
end
@info "$(length(cuts_lhs)) CPLEX cuts collected"
cuts_lhs_matrix::Matrix{Float64} = vcat(cuts_lhs'...)
# Store cuts in HDF5 file
h5open(h5_filename, "r+") do h5
for key in ["cuts_cpx_lhs", "cuts_cpx_rhs"]
if haskey(h5, key)
delete_object(h5, key)
end
end
write(h5, "cuts_cpx_lhs", cuts_lhs_matrix)
write(h5, "cuts_cpx_rhs", cuts_rhs)
end
@info "Storing $(length(cuts_rhs)) CPLEX cuts..."
h5 = Hdf5Sample(h5_filename)
h5.put_sparse("cuts_cpx_lhs", cuts_lhs)
h5.put_array("cuts_cpx_rhs", cuts_rhs)
h5.file.close()
return
end