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gmi: Fix obj_offset; add more profiling

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This commit is contained in:
Alinson S. Xavier
2024-06-07 11:58:41 -05:00
parent 5728098614
commit 6609254105
4 changed files with 54 additions and 36 deletions
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78
src/Cuts/tableau/gmi_dual.jl
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@@ -87,7 +87,7 @@ function collect_gmi_dual(
@info "Optimizing standard model..."
optimize!(model_s)
if round == 1
obj = objective_value(model_s) + data_s.obj_offset
obj = objective_value(model_s)
push!(stats_obj, obj)
push!(stats_gap, gap(obj))
push!(stats_ncuts, 0)
@@ -130,25 +130,31 @@ function collect_gmi_dual(
end
@timeit "Add GMI cuts to original model" begin
# Convert cuts
cuts = backwards(transforms, cuts_s)
# Update data structs
bv = repeat([basis], length(selected_rows))
if round == 1
all_cuts = cuts
all_cuts_bases = bv
all_cuts_rows = selected_rows
else
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]
@timeit "Convert to original form" begin
cuts = backwards(transforms, cuts_s)
end
# Add to model
constrs, gmi_exps = add_constraint_set_dual_v2(model, all_cuts)
@timeit "Prepare bv" begin
bv = repeat([basis], length(selected_rows))
end
@timeit "Append matrices" begin
if round == 1
all_cuts = cuts
all_cuts_bases = bv
all_cuts_rows = selected_rows
else
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
end
@timeit "Add to model" begin
constrs, gmi_exps = add_constraint_set_dual_v2(model, all_cuts)
end
end
@timeit "Optimize original model" begin
@@ -322,22 +328,28 @@ function add_constraint_set_dual_v2(model::JuMP.Model, cs::ConstraintSet)
c = nothing
gmi_exp = nothing
gmi_exp2 = nothing
expr = @expression(model, sum(cs.lhs[i, j] * vars[j] for j = 1:ncols))
if isinf(cs.ub[i])
c = @constraint(model, cs.lb[i] <= expr)
gmi_exp = cs.lb[i] - expr
elseif isinf(cs.lb[i])
c = @constraint(model, expr <= cs.ub[i])
gmi_exp = expr - cs.ub[i]
else
c = @constraint(model, cs.lb[i] <= expr <= cs.ub[i])
gmi_exp = cs.lb[i] - expr
gmi_exp2 = expr - cs.ub[i]
@timeit "Build expr" begin
expr = @expression(model, sum(cs.lhs[i, j] * vars[j] for j = 1:ncols))
end
push!(constrs, c)
push!(gmi_exps, gmi_exp)
if !isnothing(gmi_exp2)
push!(gmi_exps, gmi_exp2)
@timeit "Add constraints" begin
if isinf(cs.ub[i])
c = @constraint(model, cs.lb[i] <= expr)
gmi_exp = cs.lb[i] - expr
elseif isinf(cs.lb[i])
c = @constraint(model, expr <= cs.ub[i])
gmi_exp = expr - cs.ub[i]
else
c = @constraint(model, cs.lb[i] <= expr <= cs.ub[i])
gmi_exp = cs.lb[i] - expr
gmi_exp2 = expr - cs.ub[i]
end
end
@timeit "Update structs" begin
push!(constrs, c)
push!(gmi_exps, gmi_exp)
if !isnothing(gmi_exp2)
push!(gmi_exps, gmi_exp2)
end
end
end
return constrs, gmi_exps