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FisSal2011: Large LP: Add cuts in small batches

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This commit is contained in:
Alinson S. Xavier
2025-08-08 22:08:50 -05:00
parent e2906a0a7e
commit 9713873a34
1 changed files with 23 additions and 17 deletions
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40
src/Cuts/tableau/gmi_dual.jl
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@@ -608,7 +608,7 @@ function collect_gmi_FisSal2011(
end end
@timeit "Computing cut violations" begin @timeit "Computing cut violations" begin
violations = (pool.lb' - (sol_frac' * pool.lhs))' violations = pool.lb - pool.lhs' * sol_frac
end end
@timeit "Sorting cut violations" begin @timeit "Sorting cut violations" begin
@@ -619,23 +619,29 @@ function collect_gmi_FisSal2011(
break break
end end
@timeit "Add constraint to the model" begin @timeit "Add constraints to the model" begin
push!(selected_idx, σ[1]) ncuts = min(max(1, sum(violations .> 1e-6) ÷ 10), length(σ))
cut_lhs = pool.lhs[:, σ[1]] for i in 1:ncuts
cut_lhs_value = 0.0 if violations[σ[i]] <= 1e-6
cut_lb = pool.lb[σ[1]] break
cut_expr = AffExpr() end
for offset in 1:nnz(cut_lhs) cut_lhs = pool.lhs[:, σ[i]]
var_idx = cut_lhs.nzind[offset] cut_lhs_value = 0.0
add_to_expression!( cut_lb = pool.lb[σ[i]]
cut_expr, cut_expr = AffExpr()
vars_s[var_idx], for offset in 1:nnz(cut_lhs)
cut_lhs.nzval[offset], var_idx = cut_lhs.nzind[offset]
) add_to_expression!(
cut_lhs_value += sol_frac[var_idx] * cut_lhs.nzval[offset] cut_expr,
vars_s[var_idx],
cut_lhs.nzval[offset],
)
cut_lhs_value += sol_frac[var_idx] * cut_lhs.nzval[offset]
end
cut_constr = @constraint(model_s, cut_expr >= cut_lb)
push!(selected_idx, σ[i])
push!(selected_contrs, cut_constr)
end end
cut_constr = @constraint(model_s, cut_expr >= cut_lb)
push!(selected_contrs, cut_constr)
end end
end end