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BB: Fix incorrect set_bounds call; add failing tests

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This commit is contained in:
Alinson S. Xavier
2022-10-18 21:07:25 -05:00
parent adba8389ce
commit a8e6c6da22
7 changed files with 40 additions and 25 deletions
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18
src/bb/optimize.jl
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@@ -58,6 +58,13 @@ function solve!(
sleep(0.1)
continue
else
# Assert node is feasible
_set_node_bounds(node)
status, _ = solve_relaxation!(mip)
@assert status == :Optimal
_unset_node_bounds(node)
# Find branching variable
ids = generate_indices(pool, 2)
branch_var = find_branching_var(branch_rule, node, pool)
@@ -136,8 +143,7 @@ function _create_node(
fractional_variables = Variable[]
fractional_values = Float64[]
end
n_branch = length(branch_vars)
set_bounds!(mip, branch_vars, zeros(n_branch), ones(n_branch))
set_bounds!(mip, mip.int_vars, mip.int_vars_lb, mip.int_vars_ub)
return Node(
mip,
index,
@@ -197,3 +203,11 @@ function solve!(
return pool
end
function _set_node_bounds(node::Node)
set_bounds!(node.mip, node.branch_vars, node.branch_lb, node.branch_ub)
end
function _unset_node_bounds(node::Node)
set_bounds!(node.mip, node.mip.int_vars, node.mip.int_vars_lb, node.mip.int_vars_ub)
end

4
src/bb/varbranch/reliability.jl
View File

@@ -34,7 +34,7 @@ function find_branching_var(
]
σ = sortperm(pseudocost_scores, rev = true)
sorted_vars = node.fractional_variables[σ]
_strong_branch_start(node)
_set_node_bounds(node)
no_improv_count, n_sb_calls = 0, 0
max_score, max_var = pseudocost_scores[σ[1]], sorted_vars[1]
for (i, var) in enumerate(sorted_vars)
@@ -72,6 +72,6 @@ function find_branching_var(
end
no_improv_count <= rule.look_ahead || break
end
_strong_branch_end(node)
_unset_node_bounds(node)
return max_var
end

12
src/bb/varbranch/strong.jl
View File

@@ -32,7 +32,7 @@ function find_branching_var(rule::StrongBranching, node::Node, pool::NodePool)::
]
σ = sortperm(pseudocost_scores, rev = true)
sorted_vars = node.fractional_variables[σ]
_strong_branch_start(node)
_set_node_bounds(node)
no_improv_count, call_count = 0, 0
max_score, max_var = (-Inf, -Inf), sorted_vars[1]
for (i, var) in enumerate(sorted_vars)
@@ -55,7 +55,7 @@ function find_branching_var(rule::StrongBranching, node::Node, pool::NodePool)::
no_improv_count <= rule.look_ahead || break
call_count <= rule.max_calls || break
end
_strong_branch_end(node)
_unset_node_bounds(node)
return max_var
end
@@ -94,11 +94,3 @@ function _strong_branch_score(;
end
return (obj_change_up * obj_change_down, var.index)
end
function _strong_branch_start(node::Node)
set_bounds!(node.mip, node.branch_vars, node.branch_lb, node.branch_ub)
end
function _strong_branch_end(node::Node)
set_bounds!(node.mip, node.mip.int_vars, node.mip.int_vars_lb, node.mip.int_vars_ub)
end