Correct optimize!, add stochastic test case

src/solution/methods/XavQiuWanThi2019/optimize.jl

@@ -10,46 +10,73 @@ function optimize!(model::JuMP.Model, method::XavQiuWanThi2019.Method)::Nothing
         JuMP.set_optimizer_attribute(model, "MIPGap", gap)
         @info @sprintf("MIP gap tolerance set to %f", gap)
     end
+    initial_time = time()
+    large_gap = false
+    has_transmission = false
     for sc in model[:instance].scenarios
-        large_gap = false
-        has_transmission = (length(sc.isf) > 0)
+        if length(sc.isf) > 0
+            has_transmission = true
+        end
         if has_transmission && method.two_phase_gap
             set_gap(1e-2)
             large_gap = true
         end
+    end
+    while true
+        time_elapsed = time() - initial_time
+        time_remaining = method.time_limit - time_elapsed
+        if time_remaining < 0
+            @info "Time limit exceeded"
+            break
+        end
+        @info @sprintf(
+            "Setting MILP time limit to %.2f seconds",
+            time_remaining
+        )
+        JuMP.set_time_limit_sec(model, time_remaining)
+        @info "Solving MILP..."
         JuMP.optimize!(model)
-        while true
-            initial_time = time()
-            time_elapsed = time() - initial_time
-            time_remaining = method.time_limit - time_elapsed
-            if time_remaining < 0
-                @info "Time limit exceeded"
-                break
+
+        has_transmission || break
+
+        @info "Verifying transmission limits..."
+        time_screening = @elapsed begin
+            violations = []
+            for sc in model[:instance].scenarios
+                push!(
+                    violations,
+                    _find_violations(
+                        model,
+                        sc,
+                        max_per_line = method.max_violations_per_line,
+                        max_per_period = method.max_violations_per_period,
+                    ),
+                )
             end
-            @info @sprintf(
-                "Setting MILP time limit to %.2f seconds",
-                time_remaining
-            )
-            JuMP.set_time_limit_sec(model, time_remaining)
-            @info "Solving MILP..."
-            JuMP.optimize!(model)
-            has_transmission || break
-            violations = _find_violations(
-                model,
-                sc,
-                max_per_line = method.max_violations_per_line,
-                max_per_period = method.max_violations_per_period,
-            )
-            if isempty(violations)
-                @info "No violations found"
-                if large_gap
-                    large_gap = false
-                    set_gap(method.gap_limit)
-                else
-                    break
-                end
+        end
+        @info @sprintf(
+            "Verified transmission limits in %.2f seconds",
+            time_screening
+        )
+
+        violations_found = false
+        for v in violations
+            if !isempty(v)
+                violations_found = true
+            end
+        end
+
+        if violations_found
+            for (i, v) in enumerate(violations)
+                _enforce_transmission(model, v, model[:instance].scenarios[i])
+            end
+        else
+            @info "No violations found"
+            if large_gap
+                large_gap = false
+                set_gap(method.gap_limit)
             else
-                _enforce_transmission(model, violations, sc)
+                break
             end
         end
     end