Handle dual infeasible subproblem in DwBundleDual (Issue211) #271
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## release-draft #271 +/- ##
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+ Coverage 11.88% 60.70% +48.82%
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Files 88 121 +33
Lines 10743 10213 -530
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+ Hits 1277 6200 +4923
+ Misses 9466 4013 -5453
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| // // sind or s ??? | ||
| // DSPdebugMessage("updated obj coefficient s: %d, sind: %d, coeff: %f\n", s, sind, osi_->si_->getObjCoefficients()[sind]); | ||
| // } | ||
| if (osi_->si_->getColLower()[sind] == 0.0 && osi_->si_->getColUpper()[sind] == 0.0) { |
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Perhaps there is a better way to check whether the bound has been updated or not.
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create variables that raises flags
examples/cpp/Makefile
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examples/cpp/farmer.cpp
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Modified the initial master problem to allow dual infeasible subproblem. The master problem is changed when feasible subproblem solutions are discovered.
fix primal row rhs to zero https://github.com/Argonne-National-Laboratory/DSP/pull/271/files#diff-2d4d0cb25c1e9cb704b9bda7e46ec45f47981f1f5ab2084c8b44707c184a5967R167-R168
fix primal row rhs to one https://github.com/Argonne-National-Laboratory/DSP/pull/271/files#diff-2d4d0cb25c1e9cb704b9bda7e46ec45f47981f1f5ab2084c8b44707c184a5967R689
fix dual column to zero https://github.com/Argonne-National-Laboratory/DSP/pull/271/files#diff-2d4d0cb25c1e9cb704b9bda7e46ec45f47981f1f5ab2084c8b44707c184a5967R246-R247
relax dual column bounds https://github.com/Argonne-National-Laboratory/DSP/pull/271/files#diff-2d4d0cb25c1e9cb704b9bda7e46ec45f47981f1f5ab2084c8b44707c184a5967R246-R247
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I want to go through the math formulations together.
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Previously, columns were generated only when all the subproblems were not dual infeasible. The code was changed to addCols for every iterations.
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Can you add in-line descriptions to further explain this?
src/Solver/DantzigWolfe/DwWorker.cpp
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| break; | ||
| case OsiGrb: | ||
| // rays = osi_[s]->getUnbdRay(); | ||
| throw CoinError("getPrimalRays not implemented in Gurobi.", "DwWorker", "DwWorker.cpp"); |
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When throwing the error, does the code print out the message that describes the solution status? If not, please add the proper message to explain the solution status.
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"Encountered unbounded subproblem. getPrimalRays not implemented in Gurobi."
| rays = osi_[s]->getUnbdRay(); | ||
| break; | ||
| case OsiGrb: | ||
| // rays = osi_[s]->getUnbdRay(); |
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Why is this commented out? This was implemented in this PR.
| @@ -207,6 +207,14 @@ class DspOsiCpx : public DspOsi { | |||
| CPXsetdblparam(cpx_->getEnvironmentPtr(), CPX_PARAM_EPGAP, CoinMax(0.0, CoinMin(1.0, tol))); | |||
| } | |||
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| /** return unbounded ray */ | |||
| virtual std::vector< double * > getUnbdRay() { | |||
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Should we switch to LP here?
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add a description of initial solve: CPLEX Error 1254
hideakiv
changed the title
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Fail at cpx_dw_noswot and cpx_dw_dec_farmer. It works on my local machine using Gurobi and the server using CPLEX. |
The original implementation did not add cuts when at least one of the subproblems was dual infeasible. This is fixed to generate columns using extreme rays.