PH: Rename vars, remove return value

src/solution/methods/ProgressiveHedging/structs.jl

@@ -4,81 +4,34 @@
 
 using JuMP, MPI, TimerOutputs
 
-mutable struct TerminationCriteria
-    max_iterations::Int
-    max_time::Float64
-    min_feasibility::Float64
-    min_improvement::Float64
-    min_iterations::Int
-
-    function TerminationCriteria(;
-        max_iterations::Int = 1000,
-        max_time::Float64 = 14400.0,
-        min_feasibility::Float64 = 1e-3,
-        min_improvement::Float64 = 1e-3,
-        min_iterations::Int = 2,
-    )
-        return new(
-            max_iterations,
-            max_time,
-            min_feasibility,
-            min_improvement,
-            min_iterations,
-        )
-    end
+Base.@kwdef mutable struct PHTermination
+    max_iterations::Int = 1000
+    max_time::Float64 = 14400.0
+    min_feasibility::Float64 = 1e-3
+    min_improvement::Float64 = 1e-3
+    min_iterations::Int = 2
 end
 
-Base.@kwdef mutable struct IterationInfo
-    it_num::Int
-    sp_consensus_vals::Array{Float64,1}
-    global_consensus_vals::Array{Float64,1}
-    sp_obj::Float64
-    global_obj::Float64
-    it_time::Float64
-    total_elapsed_time::Float64
-    global_residual::Float64
+Base.@kwdef mutable struct PHIterationInfo
     global_infeas::Float64
+    global_obj::Float64
+    global_residual::Float64
+    iteration_number::Int
+    iteration_time::Float64
+    sp_vals::Array{Float64,1}
+    sp_obj::Float64
+    target::Array{Float64,1}
+    total_elapsed_time::Float64
 end
 
-mutable struct ProgressiveHedging <: SolutionMethod
-    consensus_vars::Union{Array{VariableRef,1},Nothing}
-    weights::Union{Array{Float64,1},Nothing}
-    initial_global_consensus_vals::Union{Array{Float64,1},Nothing}
-    num_of_threads::Int
-    ρ::Float64
-    λ_default::Float64
-    print_interval::Int
-    termination_criteria::TerminationCriteria
-
-    function ProgressiveHedging(;
-        consensus_vars::Union{Array{VariableRef,1},Nothing} = nothing,
-        weights::Union{Array{Float64,1},Nothing} = nothing,
-        initial_global_consensus_vals::Union{Array{Float64,1},Nothing} = nothing,
-        num_of_threads::Int = 1,
-        ρ::Float64 = 1.0,
-        λ_default::Float64 = 0.0,
-        print_interval::Int = 1,
-        termination_criteria::TerminationCriteria = TerminationCriteria(),
-    )
-        return new(
-            consensus_vars,
-            weights,
-            initial_global_consensus_vals,
-            num_of_threads,
-            ρ,
-            λ_default,
-            print_interval,
-            termination_criteria,
-        )
-    end
-end
-
-struct FinalResult
-    obj::Float64
-    vals::Any
-    infeasibility::Float64
-    total_iteration_num::Int
-    wallclock_time::Float64
+Base.@kwdef mutable struct ProgressiveHedging <: SolutionMethod
+    initial_weights::Union{Vector{Float64},Nothing} = nothing
+    initial_target::Union{Vector{Float64},Nothing} = nothing
+    ρ::Float64 = 1.0
+    λ::Float64 = 0.0
+    print_interval::Int = 1
+    termination::PHTermination = PHTermination()
+    inner_method::SolutionMethod = XavQiuWanThi2019.Method()
 end
 
 struct SpResult
@@ -86,23 +39,23 @@ struct SpResult
     vals::Array{Float64,1}
 end
 
-Base.@kwdef mutable struct SubProblem
+Base.@kwdef mutable struct PHSubProblem
     mip::JuMP.Model
     obj::AffExpr
     consensus_vars::Array{VariableRef,1}
     weights::Array{Float64,1}
 end
 
-Base.@kwdef struct SpSolution
+Base.@kwdef struct PhSubProblemSolution
     obj::Float64
-    consensus_vals::Array{Float64,1}
+    vals::Array{Float64,1}
     residuals::Array{Float64,1}
 end
 
-Base.@kwdef mutable struct SpParams
+Base.@kwdef mutable struct PHSubProblemParams
     ρ::Float64
     λ::Array{Float64,1}
-    global_consensus_vals::Array{Float64,1}
+    target::Array{Float64,1}
 end
 
 struct MpiInfo
@@ -118,9 +71,3 @@ struct MpiInfo
         return new(comm, rank, is_root, nprocs)
     end
 end
-
-Base.@kwdef struct Callbacks
-    before_solve_subproblem::Any
-    after_solve_subproblem::Any
-    after_iteration::Any
-end