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MIPLearn.jl
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Collect basis status and SA separately

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master
Alinson S. Xavier 4 years ago
parent e77b6acdb5
commit 7750e16862
1 changed files with 54 additions and 28 deletions
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82
src/solvers/jump_solver.jl
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@ -83,9 +83,10 @@ function _update_solution!(data::JuMPSolverData)
try
data.sensitivity_report = lp_sensitivity_report(data.model)
catch
# solver does not support sensitivity analysis; ignore
@warn("Sensitivity analysis is unavailable; ignoring")
end
basis_status_supported = true
data.dual_values = Dict()
for (ftype, stype) in JuMP.list_of_constraint_types(data.model)
for constr in JuMP.all_constraints(data.model, ftype, stype)
@ -93,9 +94,15 @@ function _update_solution!(data::JuMPSolverData)
data.dual_values[constr] = -JuMP.dual(constr)
# Basis status
if data.sensitivity_report !== nothing
data.basis_status[constr] =
MOI.get(data.model, MOI.ConstraintBasisStatus(), constr)
if basis_status_supported
try
data.basis_status[constr] =
MOI.get(data.model, MOI.ConstraintBasisStatus(), constr)
catch
@warn "Basis status is unavailable; ignoring"
basis_status_supported = false
data.basis_status = Dict()
end
end
# Build map between variables and bound constraints
@ -360,7 +367,7 @@ function is_infeasible(data::JuMPSolverData)
end
function get_variables(data::JuMPSolverData; with_static::Bool)
function get_variables(data::JuMPSolverData; with_static::Bool, with_sa::Bool)
vars = JuMP.all_variables(data.model)
lb, ub, types = nothing, nothing, nothing
sa_obj_down, sa_obj_up = nothing, nothing
@ -396,16 +403,13 @@ function get_variables(data::JuMPSolverData; with_static::Bool)
types = [JuMP.is_binary(v) ? "B" : JuMP.is_integer(v) ? "I" : "C" for v in vars]
end
# Sensitivity analysis and basis status
# Sensitivity analysis
if data.sensitivity_report !== nothing
sa_obj_down, sa_obj_up = Float64[], Float64[]
sa_lb_down, sa_lb_up = Float64[], Float64[]
sa_ub_down, sa_ub_up = Float64[], Float64[]
basis_status = []
for (i, v) in enumerate(vars)
basis_status_v = "B"
# Objective function
(delta_down, delta_up) = data.sensitivity_report[v]
push!(sa_obj_down, delta_down + obj_coeffs[i])
@ -417,9 +421,6 @@ function get_variables(data::JuMPSolverData; with_static::Bool)
(delta_down, delta_up) = data.sensitivity_report[constr]
push!(sa_lb_down, lower_bound(v) + delta_down)
push!(sa_lb_up, lower_bound(v) + delta_up)
if data.basis_status[constr] == MOI.NONBASIC
basis_status_v = "L"
end
else
push!(sa_lb_down, -Inf)
push!(sa_lb_up, -Inf)
@ -431,14 +432,30 @@ function get_variables(data::JuMPSolverData; with_static::Bool)
(delta_down, delta_up) = data.sensitivity_report[constr]
push!(sa_ub_down, upper_bound(v) + delta_down)
push!(sa_ub_up, upper_bound(v) + delta_up)
if data.basis_status[constr] == MOI.NONBASIC
basis_status_v = "U"
end
else
push!(sa_ub_down, Inf)
push!(sa_ub_up, Inf)
end
end
end
# Basis status
if !isempty(data.basis_status)
basis_status = []
for v in vars
basis_status_v = "B"
if v.index in keys(data.var_lb_constr)
constr = data.var_lb_constr[v.index]
if data.basis_status[constr] == MOI.NONBASIC
basis_status_v = "L"
end
end
if v.index in keys(data.var_ub_constr)
constr = data.var_ub_constr[v.index]
if data.basis_status[constr] == MOI.NONBASIC
basis_status_v = "U"
end
end
push!(basis_status, basis_status_v)
end
end
@ -451,12 +468,12 @@ function get_variables(data::JuMPSolverData; with_static::Bool)
names = to_str_array(names),
obj_coeffs = with_static ? obj_coeffs : nothing,
reduced_costs = rc,
sa_lb_down = sa_lb_down,
sa_lb_up = sa_lb_up,
sa_obj_down = sa_obj_down,
sa_obj_up = sa_obj_up,
sa_ub_down = sa_ub_down,
sa_ub_up = sa_ub_up,
sa_lb_down = with_sa ? sa_lb_down : nothing,
sa_lb_up = with_sa ? sa_lb_up : nothing,
sa_obj_down = with_sa ? sa_obj_down : nothing,
sa_obj_up = with_sa ? sa_obj_up : nothing,
sa_ub_down = with_sa ? sa_ub_down : nothing,
sa_ub_up = with_sa ? sa_ub_up : nothing,
types = to_str_array(types),
upper_bounds = ub,
values = values,
@ -481,9 +498,10 @@ function get_constraints(
if !isempty(data.dual_values)
dual_values = Float64[]
end
if !isempty(data.basis_status)
basis_status = []
end
if data.sensitivity_report !== nothing
sa_rhs_up, sa_rhs_down = Float64[], Float64[]
end
@ -530,8 +548,8 @@ function get_constraints(
push!(dual_values, data.dual_values[constr])
end
# Basis status
if !isempty(data.basis_status)
# Basis status
b = data.basis_status[constr]
if b == MOI.NONBASIC
push!(basis_status, "N")
@ -540,8 +558,10 @@ function get_constraints(
else
error("Unknown basis status: $b")
end
end
# Sensitivity analysis
# Sensitivity analysis
if data.sensitivity_report !== nothing
(delta_down, delta_up) = data.sensitivity_report[constr]
push!(sa_rhs_down, rhs_c + delta_down)
push!(sa_rhs_up, rhs_c + delta_up)
@ -549,7 +569,13 @@ function get_constraints(
end
end
lhs = sparse(lhs_rows, lhs_cols, lhs_values)
lhs = sparse(
lhs_rows,
lhs_cols,
lhs_values,
length(rhs),
JuMP.num_variables(data.model),
)
if !isempty(data.x)
lhs_value = lhs * data.x
slacks = abs.(lhs_value - rhs)
@ -561,8 +587,8 @@ function get_constraints(
lhs = (with_static && with_lhs) ? sparse(lhs_rows, lhs_cols, lhs_values) : nothing,
names = to_str_array(names),
rhs = with_static ? rhs : nothing,
sa_rhs_down = sa_rhs_down,
sa_rhs_up = sa_rhs_up,
sa_rhs_down = with_sa ? sa_rhs_down : nothing,
sa_rhs_up = with_sa ? sa_rhs_up : nothing,
senses = with_static ? to_str_array(senses) : nothing,
slacks = slacks,
)
@ -636,7 +662,7 @@ function __init_JuMPSolver__()
end
get_variables(self; with_static = true, with_sa = true) =
get_variables(self.data; with_static = with_static)
get_variables(self.data; with_static = with_static, with_sa = with_sa)
function get_variable_attrs(self)
attrs = [

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