BB: Fix incorrect set_bounds call; add failing tests

src/bb/optimize.jl

@@ -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

src/bb/varbranch/reliability.jl

@@ -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

src/bb/varbranch/strong.jl

@@ -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

test/bb/lp_test.jl

@@ -6,6 +6,7 @@ using Clp
 using JuMP
 using Test
 using MIPLearn.BB
+using MIPLearn
 
 basepath = @__DIR__
 
@@ -80,17 +81,25 @@ function runtests(optimizer_name, optimizer; large = true)
                 BB.HybridBranching(),
             ]
             for branch_rule in branch_rules
-                filename = "$basepath/../fixtures/vpm2.mps.gz"
-                mip = BB.init(optimizer)
-                BB.read!(mip, filename)
-                @info optimizer_name, branch_rule
-                @time BB.solve!(
-                    mip,
-                    initial_primal_bound = 13.75,
-                    print_interval = 10,
-                    node_limit = 100,
-                    branch_rule = branch_rule,
-                )
+                for instance in ["bell5", "vpm2"]
+                    h5 = Hdf5Sample("$basepath/../fixtures/$instance.h5")
+                    mip_lower_bound = h5.get_scalar("mip_lower_bound")
+                    mip_upper_bound = h5.get_scalar("mip_upper_bound")
+                    mip_sense = h5.get_scalar("mip_sense")
+                    mip_primal_bound = mip_sense == "min" ? mip_upper_bound : mip_lower_bound
+                    h5.file.close()
+
+                    mip = BB.init(optimizer)
+                    BB.read!(mip, "$basepath/../fixtures/$instance.mps.gz")
+                    @info optimizer_name, branch_rule, instance
+                    @time BB.solve!(
+                        mip,
+                        initial_primal_bound = mip_primal_bound,
+                        print_interval = 10,
+                        node_limit = 100,
+                        branch_rule = branch_rule,
+                    )
+                end
             end
         end
     end