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@ -321,8 +321,8 @@ function collect_gmi_FisSal2011(
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gapcl_best_history = CircularBuffer{Float64}(gapcl_best_patience)
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gapcl_best_history = CircularBuffer{Float64}(gapcl_best_patience)
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gapcl_curr = 0
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gapcl_curr = 0
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last_print_time = 0
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last_print_time = 0
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multipliers_best = nothing
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multipliers_best = Float64[]
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multipliers_curr = nothing
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multipliers_curr = Float64[]
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obj_best = nothing
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obj_best = nothing
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obj_curr = nothing
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obj_curr = nothing
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obj_hist = CircularBuffer{Float64}(100)
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obj_hist = CircularBuffer{Float64}(100)
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@ -426,7 +426,7 @@ function collect_gmi_FisSal2011(
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if obj_best === nothing || obj_curr > obj_best
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if obj_best === nothing || obj_curr > obj_best
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log_prefix = '*'
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log_prefix = '*'
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obj_best = obj_curr
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obj_best = obj_curr
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multipliers_best = multipliers_curr
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copy!(multipliers_best, multipliers_curr)
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end
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end
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if round == 1
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if round == 1
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obj_initial = obj_curr
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obj_initial = obj_curr
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@ -443,7 +443,7 @@ function collect_gmi_FisSal2011(
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end
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end
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if count_deterioration >= 10
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if count_deterioration >= 10
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μ *= 0.5
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μ *= 0.5
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multipliers_curr = multipliers_best
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copy!(multipliers_curr, multipliers_best)
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count_deterioration = 0
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count_deterioration = 0
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count_backtrack += 1
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count_backtrack += 1
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elseif length(obj_hist) >= 100
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elseif length(obj_hist) >= 100
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@ -501,7 +501,6 @@ function collect_gmi_FisSal2011(
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end
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end
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end
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end
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end
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end
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# TODO: Reduce allocations and improve performance
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@timeit "Append unique cuts" begin
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@timeit "Append unique cuts" begin
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if round == 1
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if round == 1
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pool = ConstraintSet(
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pool = ConstraintSet(
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@ -516,19 +515,44 @@ function collect_gmi_FisSal2011(
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pool_cut_age = zeros(ncuts_unique)
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pool_cut_age = zeros(ncuts_unique)
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else
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else
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if !isempty(unique_indices)
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if !isempty(unique_indices)
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ncuts_unique = length(unique_indices)
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@timeit "Append LHS" begin
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pool.lhs = [pool.lhs sparse(cuts_s.lhs[unique_indices, :]')]
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# Transpose cuts matrix for better performance
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pool.lb = [pool.lb; cuts_s.lb[unique_indices]]
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new_cuts_lhs = sparse(cuts_s.lhs[unique_indices, :]')
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pool.ub = [pool.ub; cuts_s.ub[unique_indices]]
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pool.hash = [pool.hash; cuts_s.hash[unique_indices]]
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# Resize existing matrix in-place to accommodate new columns
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multipliers_curr = [multipliers_curr; zeros(ncuts_unique)]
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old_cols = pool.lhs.n
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multipliers_best = [multipliers_best; zeros(ncuts_unique)]
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new_cols = new_cuts_lhs.n
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pool_cut_age = [pool_cut_age; zeros(ncuts_unique)]
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total_cols = old_cols + new_cols
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resize!(pool.lhs.colptr, total_cols + 1)
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# Append new column pointers with offset
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old_nnz = nnz(pool.lhs)
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for i in 1:new_cols
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pool.lhs.colptr[old_cols + i + 1] = old_nnz + new_cuts_lhs.colptr[i + 1]
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end
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# Expand rowval and nzval arrays
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append!(pool.lhs.rowval, new_cuts_lhs.rowval)
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append!(pool.lhs.nzval, new_cuts_lhs.nzval)
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# Update matrix dimensions
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pool.lhs = SparseMatrixCSC(pool.lhs.m, total_cols, pool.lhs.colptr, pool.lhs.rowval, pool.lhs.nzval)
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end
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@timeit "Append others" begin
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ncuts_unique = length(unique_indices)
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append!(pool.lb, cuts_s.lb[unique_indices])
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append!(pool.ub, cuts_s.ub[unique_indices])
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append!(pool.hash, cuts_s.hash[unique_indices])
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append!(multipliers_curr, zeros(ncuts_unique))
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append!(multipliers_best, zeros(ncuts_unique))
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append!(pool_cut_age, zeros(ncuts_unique))
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end
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end
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end
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end
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end
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end
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end
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end
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end
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@timeit "Prune the pool" begin
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@timeit "Prune the pool" begin
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pool_size_mb = Base.summarysize(pool) / 1024^2
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pool_size_mb = Base.summarysize(pool) / 1024^2
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while pool_size_mb >= max_pool_size_mb
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while pool_size_mb >= max_pool_size_mb
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@ -624,7 +648,7 @@ function collect_gmi_FisSal2011(
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if obj_curr > obj_best
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if obj_curr > obj_best
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log_prefix = '*'
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log_prefix = '*'
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obj_best = obj_curr
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obj_best = obj_curr
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multipliers_best = multipliers_curr
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copy!(multipliers_curr, multipliers_best)
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end
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end
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gapcl_curr = gapcl(obj_curr)
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gapcl_curr = gapcl(obj_curr)
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gapcl_best = gapcl(obj_best)
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gapcl_best = gapcl(obj_best)
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