FisSal2011: Add multiple variants

src/Cuts/tableau/gmi_dual.jl

@@ -267,13 +267,32 @@ end
 function collect_gmi_FisSal2011(
     mps_filename;
     optimizer,
-    max_rounds = 10_000,
     max_cuts_per_round = 1_000_000,
-    time_limit = 900,
+    time_limit = 3_600,
-    print_interval_sec=1,
+    interval_print_sec=0.1,
     silent_solver=true,
     max_pool_size_mb = 1024,
+    variant = :fast,
 )
+    variant in [:subg, :hybr, :fast, :faster] || error("unknown variant: $variant")
+    if variant == :subg
+        max_rounds = 10_000
+        interval_large_lp = 10_000
+        interval_read_tableau = 10
+    elseif variant == :hybr
+        max_rounds = 10_000
+        interval_large_lp = 1_000
+        interval_read_tableau = 10
+    elseif variant == :fast
+        max_rounds = 1_000
+        interval_large_lp = 100
+        interval_read_tableau = 1
+    elseif variant == :faster
+        max_rounds = 500
+        interval_large_lp = 50
+        interval_read_tableau = 1
+    end
+
     reset_timer!()
     initial_time = time()
 
@@ -307,7 +326,7 @@ function collect_gmi_FisSal2011(
         pool_cut_age = nothing
         pool_cut_hashes = Set{UInt64}()
         pool_size_mb = 0
-        λ = 0
+        λ, Δ = 0, 0
         μ = 10
     end
 
@@ -350,6 +369,8 @@ function collect_gmi_FisSal2011(
     @info "Standard form model has $(length(data.var_lb)) vars, $(length(data.constr_lb)) constrs"
 
     for round = 1:max_rounds
+        should_print_log = false
+
         if round > 1
             @timeit "Update objective function" begin
                 # Build Lagrangian term
@@ -395,33 +416,41 @@ function collect_gmi_FisSal2011(
                 error("Non-optimal termination status")
             end
 
-            Δ = obj_mip - obj_best
+            @timeit "Update μ" begin
-            if obj_curr < obj_best - Δ
+                if variant in [:subg, :hybr]
-                count_deterioration += 1
+                    Δ = obj_mip - obj_best
-            else
+                    if obj_curr < obj_best - Δ
-                count_deterioration = 0
+                        count_deterioration += 1
-            end
-            if count_deterioration >= 10
-                μ *= 0.5
-                multipliers_curr = multipliers_best
-                count_deterioration = 0
-                count_backtrack += 1
-            elseif length(obj_hist) >= 100
-                obj_hist_avg = mean(obj_hist)
-                improv = obj_best - obj_hist[1]
-                if improv < 0.01 * Δ
-                    if obj_best - obj_hist_avg < 0.001 * Δ
-                        μ = 10 * μ
-                    elseif obj_best - obj_hist_avg < 0.01 * Δ
-                        μ = 2 * μ
                     else
-                        μ = 0.5 * μ
+                        count_deterioration = 0
                     end
+                    if count_deterioration >= 10
+                        μ *= 0.5
+                        multipliers_curr = multipliers_best
+                        count_deterioration = 0
+                        count_backtrack += 1
+                    elseif length(obj_hist) >= 100
+                        obj_hist_avg = mean(obj_hist)
+                        improv = obj_best - obj_hist[1]
+                        if improv < 0.01 * Δ
+                            if obj_best - obj_hist_avg < 0.001 * Δ
+                                μ = 10 * μ
+                            elseif obj_best - obj_hist_avg < 0.01 * Δ
+                                μ = 2 * μ
+                            else
+                                μ = 0.5 * μ
+                            end
+                        end
+                    end
+                elseif variant in [:fast, :faster]
+                    μ = 0.01
+                else
+                    error("not implemented")
                 end
             end
         end
 
-        if mod(round, 10) == 1
+        if mod(round - 1, interval_read_tableau) == 0
             @timeit "Select tableau rows" begin
                 basis = get_basis(model_s)
                 basis_hash = hash(basis)
@@ -481,7 +510,8 @@ function collect_gmi_FisSal2011(
             end
         end
         
-        if mod(round, 1000) == 1 || round == max_rounds
+        if mod(round - 1, interval_large_lp) == 0 || round == max_rounds
+            should_print_log = true
             @timeit "Update multipliers (large LP)" begin
                 selected_idx = []
                 selected_contrs = []
@@ -601,7 +631,11 @@ function collect_gmi_FisSal2011(
             )
         end
 
-        if time() - last_print_time > print_interval_sec
+        if time() - last_print_time > interval_print_sec
+            should_print_log = true
+        end
+
+        if should_print_log
             last_print_time = time()
             @printf(
                 "%8d %10.3e %9.2e %9.2e %9d %9.2f %9d %4d %8.2e %8.2e %8.2e\n",