BB: Make aggregation configurable

src/bb/varbranch/reliability.jl

@@ -16,6 +16,7 @@ Base.@kwdef mutable struct ReliabilityBranching <: VariableBranchingRule
     n_sb_calls::Int = 0
     side_effect::Bool = true
     max_iterations::Int = 1_000_000
+    aggregation::Symbol = :prod
 end
 
 function find_branching_var(
@@ -59,7 +60,8 @@ function find_branching_var(
                 var = var,
                 x = node.fractional_values[σ[i]],
                 side_effect = rule.side_effect,
-                max_iterations = rule.max_iterations
+                max_iterations = rule.max_iterations,
+                aggregation = rule.aggregation,
             )
         else
             score = pseudocost_scores[σ[i]]

src/bb/varbranch/strong.jl

@@ -18,6 +18,7 @@ Base.@kwdef struct StrongBranching <: VariableBranchingRule
     max_calls::Int = 100
     side_effect::Bool = true
     max_iterations::Int = 1_000_000
+    aggregation::Symbol = :prod
 end
 
 function find_branching_var(rule::StrongBranching, node::Node, pool::NodePool)::Variable
@@ -44,6 +45,7 @@ function find_branching_var(rule::StrongBranching, node::Node, pool::NodePool)::
             x = node.fractional_values[σ[i]],
             side_effect = rule.side_effect,
             max_iterations = rule.max_iterations,
+            aggregation = rule.aggregation,
         )
         # @show name(node.mip, var), round(score[1], digits=2)
         if score > max_score
@@ -66,6 +68,7 @@ function _strong_branch_score(;
     x::Float64,
     side_effect::Bool,
     max_iterations::Int,
+    aggregation::Symbol,
 )::Tuple{Float64,Int}
 
     # Find current variable lower and upper bounds
@@ -92,5 +95,12 @@ function _strong_branch_score(;
             obj_change_up = obj_change_up,
         )
     end
-    return (obj_change_up * obj_change_down, var.index)
+    if aggregation == :prod
+        return (obj_change_up * obj_change_down, var.index)
+    elseif aggregation == :min
+        sense = node.mip.sense
+        return (min(sense * obj_up, sense * obj_down), var.index)
+    else
+        error("Unknown aggregation: $aggregation")
+    end
 end

test/bb/lp_test.jl

@@ -79,6 +79,8 @@ function runtests(optimizer_name, optimizer; large = true)
                 BB.StrongBranching(),
                 BB.ReliabilityBranching(),
                 BB.HybridBranching(),
+                BB.StrongBranching(aggregation=:min),
+                BB.ReliabilityBranching(aggregation=:min),
             ]
             for branch_rule in branch_rules
                 for instance in ["bell5", "vpm2"]