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@ -26,10 +26,8 @@ function collect_gmi_dual(
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optimizer,
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max_rounds = 10,
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max_cuts_per_round = 500,
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time_limit = 3_600,
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)
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reset_timer!()
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initial_time = time()
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@timeit "Read H5" begin
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h5_filename = replace(mps_filename, ".mps.gz" => ".h5")
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@ -132,14 +130,9 @@ function collect_gmi_dual(
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@timeit "Compute GMI cuts" begin
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cuts_s = compute_gmi(data_s, tableau)
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try
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# Assert cuts have been generated correctly
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assert_cuts_off(cuts_s, sol_frac)
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assert_does_not_cut_off(cuts_s, sol_opt_s)
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catch
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@warn "Numerical error. Aborting."
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break
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end
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# Assert cuts have been generated correctly
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assert_cuts_off(cuts_s, sol_frac)
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assert_does_not_cut_off(cuts_s, sol_opt_s)
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# Abort if no cuts are left
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if length(cuts_s.lb) == 0
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@ -214,12 +207,6 @@ function collect_gmi_dual(
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sum(sp[i] * gmi_exps[i] for (i, c) in enumerate(constrs) if useful[i]),
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)
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end
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elapsed_time = time() - initial_time
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if elapsed_time > time_limit
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@info "Time limit exceeded. Stopping."
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break
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end
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end
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@timeit "Store cuts in H5 file" begin
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@ -335,15 +322,11 @@ function _dualgmi_compress_h5(h5_filename)
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orig_cut_basis_vars = h5.get_array("cuts_basis_vars")
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orig_cut_basis_sizes = h5.get_array("cuts_basis_sizes")
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orig_cut_rows = h5.get_array("cuts_rows")
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h5.close()
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if orig_cut_basis_vars === nothing
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@warn "orig_cut_basis_vars is null; skipping file"
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return
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end
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ncuts, _ = size(orig_cut_basis_vars)
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if ncuts == 0
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return
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end
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h5.close()
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for i in 1:ncuts
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vars = orig_cut_basis_vars[i, :]
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@ -362,11 +345,6 @@ function _dualgmi_compress_h5(h5_filename)
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basis_vars = hcat(basis_vars...)'
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basis_sizes = hcat(basis_sizes...)'
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_, n_vars = size(basis_vars)
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if n_vars == 0
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@warn "n_vars is zero; skipping file"
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return
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end
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h5 = H5File(h5_filename, "r+")
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h5.put_array("gmi_basis_vars", basis_vars)
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