FisSal2011: Write H5

src/Cuts/tableau/gmi_dual.jl

@@ -335,6 +335,13 @@ function collect_gmi_FisSal2011(
         basis_cache = nothing
         λ, Δ = 0, 0
         μ = 10
+        
+        basis_vars_to_id = Dict()
+        basis_id_to_vars = Dict{Int, Vector{Int}}()
+        basis_id_to_sizes = Dict{Int, Vector{Int}}()
+        next_basis_id = 1
+        cut_basis_id = Int[]
+        cut_row = Int[]
     end
 
     gapcl(v) = 100 * (v - obj_initial) / (obj_mip - obj_initial)
@@ -513,6 +520,25 @@ function collect_gmi_FisSal2011(
                     end
                 end
                 @timeit "Append unique cuts" begin
+                    @timeit "Track basis" begin
+                        vb = basis.var_basic
+                        vn = basis.var_nonbasic
+                        cb = basis.constr_basic
+                        cn = basis.constr_nonbasic
+                        basis_vars = [vb; vn; cb; cn]
+                        basis_sizes = [length(vb), length(vn), length(cb), length(cn)]
+                        
+                        if basis_vars ∉ keys(basis_vars_to_id)
+                            basis_id = next_basis_id
+                            basis_vars_to_id[basis_vars] = basis_id
+                            basis_id_to_vars[basis_id] = basis_vars
+                            basis_id_to_sizes[basis_id] = basis_sizes
+                            next_basis_id += 1
+                        else
+                            basis_id = basis_vars_to_id[basis_vars]
+                        end
+                    end
+                    
                     if round == 1
                         pool = ConstraintSet(
                             lhs = sparse(cuts_s.lhs[unique_indices, :]'),
@@ -524,6 +550,10 @@ function collect_gmi_FisSal2011(
                         multipliers_curr = zeros(ncuts_unique)
                         multipliers_best = zeros(ncuts_unique)
                         pool_cut_age = zeros(ncuts_unique)
+                        for i in unique_indices
+                            push!(cut_basis_id, basis_id)
+                            push!(cut_row, selected_rows[i])
+                        end
                     else
                         if !isempty(unique_indices)
                             @timeit "Append LHS" begin
@@ -557,6 +587,10 @@ function collect_gmi_FisSal2011(
                                 append!(multipliers_curr, zeros(ncuts_unique))
                                 append!(multipliers_best, zeros(ncuts_unique))
                                 append!(pool_cut_age, zeros(ncuts_unique))
+                                for i in unique_indices
+                                    push!(cut_basis_id, basis_id)
+                                    push!(cut_row, selected_rows[i])
+                                end
                             end
                         end
                     end
@@ -588,6 +622,19 @@ function collect_gmi_FisSal2011(
                         multipliers_curr = multipliers_curr[idx_keep]
                         multipliers_best = multipliers_best[idx_keep]
                         pool_cut_age = pool_cut_age[idx_keep]
+                        cut_basis_id = cut_basis_id[idx_keep]
+                        cut_row = cut_row[idx_keep]
+                    end
+                    @timeit "Update known bases" begin
+                        used_basis_ids = Set(cut_basis_id)
+                        for basis_id in collect(keys(basis_id_to_vars))
+                            if basis_id ∉ used_basis_ids
+                                basis_vars = basis_id_to_vars[basis_id]
+                                delete!(basis_vars_to_id, basis_vars)
+                                delete!(basis_id_to_vars, basis_id)
+                                delete!(basis_id_to_sizes, basis_id)
+                            end
+                        end
                     end
                     pool_size_mb = Base.summarysize(pool) / 1024^2
                 end
@@ -747,13 +794,62 @@ function collect_gmi_FisSal2011(
     
     @timeit "Keep only active cuts" begin
         positive_idx = findall(multipliers_best .> 1e-6)
-        @info "Keeping $(length(positive_idx)) active cuts"
-        pool.lhs = pool.lhs[:, positive_idx]
-        pool.lb = pool.lb[positive_idx]
-        pool.ub = pool.ub[positive_idx]
-        pool.hash = pool.hash[positive_idx]
-        multipliers_best = multipliers_best[positive_idx]
-        multipliers_curr = multipliers_curr[positive_idx]
+
+        @timeit "Clean up cut pool" begin
+            pool.lhs = pool.lhs[:, positive_idx]
+            pool.lb = pool.lb[positive_idx]
+            pool.ub = pool.ub[positive_idx]
+            pool.hash = pool.hash[positive_idx]
+            multipliers_best = multipliers_best[positive_idx]
+            multipliers_curr = multipliers_curr[positive_idx]
+            cut_basis_id = cut_basis_id[positive_idx]
+            cut_row = cut_row[positive_idx]
+        end
+
+        @timeit "Clean up known bases" begin
+            used_basis_ids = Set(cut_basis_id)
+            for basis_id in collect(keys(basis_id_to_vars))
+                if basis_id ∉ used_basis_ids
+                    basis_vars = basis_id_to_vars[basis_id]
+                    delete!(basis_vars_to_id, basis_vars)
+                    delete!(basis_id_to_vars, basis_id)
+                    delete!(basis_id_to_sizes, basis_id)
+                end
+            end
+        end
+
+        @info "Keeping $(length(positive_idx)) cuts from $(length(used_basis_ids)) unique bases"
+    end
+
+    @timeit "Write cuts to H5" begin
+        if !isempty(cut_basis_id)
+            @timeit "Convert IDs to offsets" begin
+                id_to_offset = Dict{Int, Int}()
+                gmi_basis_vars = []
+                gmi_basis_sizes = []
+                for (offset, basis_id) in enumerate(sort(collect(keys(basis_id_to_vars))))
+                    id_to_offset[basis_id] = offset
+                    push!(gmi_basis_vars, basis_id_to_vars[basis_id])
+                    push!(gmi_basis_sizes, basis_id_to_sizes[basis_id])
+                end
+                gmi_cut_basis = [id_to_offset[basis_id] for basis_id in cut_basis_id]
+                gmi_cut_row = cut_row
+            end
+            
+            @timeit "Convert to matrices" begin
+                gmi_basis_vars_matrix = hcat(gmi_basis_vars...)'
+                gmi_basis_sizes_matrix = hcat(gmi_basis_sizes...)'
+            end
+
+            @timeit "Write H5" begin
+                h5 = H5File(h5_filename, "r+")
+                h5.put_array("gmi_basis_vars", gmi_basis_vars_matrix)
+                h5.put_array("gmi_basis_sizes", gmi_basis_sizes_matrix)
+                h5.put_array("gmi_cut_basis", gmi_cut_basis)
+                h5.put_array("gmi_cut_row", gmi_cut_row)
+                h5.file.close()
+            end
+        end
     end
 
     to = TimerOutputs.get_defaulttimer()