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BB: Support general int vars

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This commit is contained in:
Alinson S. Xavier
2022-09-07 10:15:08 -05:00
parent 372a92d5d2
commit 9b3a0da5f7
7 changed files with 272 additions and 140 deletions
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31
test/bb/lp_test.jl
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@@ -18,56 +18,59 @@ function runtests(optimizer_name, optimizer; large = true)
BB.read!(mip, filename)
@test mip.sense == 1.0
@test length(mip.binary_variables) == 56
@test length(mip.int_vars) == 56
status, obj = BB.solve_relaxation!(mip)
@test status == :Optimal
@test round(obj, digits = 6) == 62.637280
@test BB.name(mip, mip.binary_variables[1]) == "xab"
@test BB.name(mip, mip.binary_variables[2]) == "xac"
@test BB.name(mip, mip.binary_variables[3]) == "xad"
@test BB.name(mip, mip.int_vars[1]) == "xab"
@test BB.name(mip, mip.int_vars[2]) == "xac"
@test BB.name(mip, mip.int_vars[3]) == "xad"
@test mip.int_vars_lb[1] == 0.0
@test mip.int_vars_ub[1] == 1.0
vals = BB.values(mip, mip.binary_variables)
vals = BB.values(mip, mip.int_vars)
@test round(vals[1], digits = 6) == 0.046933
@test round(vals[2], digits = 6) == 0.000841
@test round(vals[3], digits = 6) == 0.248696
# Probe (up and down are feasible)
probe_up, probe_down = BB.probe(mip, mip.binary_variables[1])
probe_up, probe_down = BB.probe(mip, mip.int_vars[1], 0.5, 0.0, 1.0)
@test round(probe_down, digits = 6) == 62.690000
@test round(probe_up, digits = 6) == 62.714100
# Fix one variable to zero
BB.set_bounds!(mip, mip.binary_variables[1:1], [0.0], [0.0])
BB.set_bounds!(mip, mip.int_vars[1:1], [0.0], [0.0])
status, obj = BB.solve_relaxation!(mip)
@test status == :Optimal
@test round(obj, digits = 6) == 62.690000
# Fix one variable to one and another variable variable to zero
BB.set_bounds!(mip, mip.binary_variables[1:2], [1.0, 0.0], [1.0, 0.0])
BB.set_bounds!(mip, mip.int_vars[1:2], [1.0, 0.0], [1.0, 0.0])
status, obj = BB.solve_relaxation!(mip)
@test status == :Optimal
@test round(obj, digits = 6) == 62.714777
# Probe (up is infeasible, down is feasible)
BB.set_bounds!(mip, mip.binary_variables[1:3], [1.0, 1.0, 0.0], [1.0, 1.0, 1.0])
BB.set_bounds!(mip, mip.int_vars[1:3], [1.0, 1.0, 0.0], [1.0, 1.0, 1.0])
status, obj = BB.solve_relaxation!(mip)
@test status == :Optimal
probe_up, probe_down = BB.probe(mip, mip.binary_variables[3])
probe_up, probe_down = BB.probe(mip, mip.int_vars[3], 0.5, 0.0, 1.0)
@test round(probe_up, digits = 6) == Inf
@test round(probe_down, digits = 6) == 63.073992
# Fix all binary variables to one, making problem infeasible
N = length(mip.binary_variables)
BB.set_bounds!(mip, mip.binary_variables, ones(N), ones(N))
N = length(mip.int_vars)
BB.set_bounds!(mip, mip.int_vars, ones(N), ones(N))
status, obj = BB.solve_relaxation!(mip)
@test status == :Infeasible
@test obj == Inf
# Restore original problem
N = length(mip.binary_variables)
BB.set_bounds!(mip, mip.binary_variables, zeros(N), ones(N))
N = length(mip.int_vars)
BB.set_bounds!(mip, mip.int_vars, zeros(N), ones(N))
status, obj = BB.solve_relaxation!(mip)
@test status == :Optimal
@test round(obj, digits = 6) == 62.637280