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[presolve] update master using repr master erases rhs update #1095

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Oct 10, 2023
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[presolve] update master using repr master erases rhs update #1095

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[presolve] update master using repr master erases rhs update
guimarqu Oct 10, 2023
74fea34
ok
guimarqu Oct 10, 2023
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2 changes: 2 additions & 0 deletions src/Algorithm/presolve/helpers.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -128,6 +128,8 @@ end
function bounds_tightening(form::PresolveFormRepr)
#length(ignore_rows) == form.nb_constrs || throw(ArgumentError("Inconsistent sizes of ignore_rows and nb of constraints."))

println("Bounds tightening over $(form.nb_vars) variables and $(form.nb_constrs) constraints.")

tightened_bounds = Dict{Int, Tuple{Float64, Bool, Float64, Bool}}()

for col in 1:form.nb_vars
Expand Down
35 changes: 21 additions & 14 deletions src/Algorithm/presolve/interface.jl
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Expand Up @@ -236,7 +236,7 @@ function create_presolve_reform(reform::Reformulation{DwMaster})
return DwPresolveReform(original_master, restricted_master, dw_sps)
end

function update_form_from_presolve!(form::Formulation, presolve_form::PresolveFormulation)
function update_form_from_presolve!(form::Formulation, presolve_form::PresolveFormulation; update_rhs = true)
# Deactivate Constraints
for constr_id in presolve_form.deactivated_constrs
deactivate!(form, getconstr(form, constr_id))
Expand All @@ -251,17 +251,19 @@ function update_form_from_presolve!(form::Formulation, presolve_form::PresolveFo
end

# Update rhs
for (row, rhs) in enumerate(presolve_form.form.rhs)
constr = presolve_form.row_to_constr[row]

if getduty(getid(constr)) <= MasterConvexityConstr
if getcursense(form, constr) == Less
setcurrhs!(form, constr, max(rhs, 0))
elseif getcursense(form, constr) == Greater
setcurrhs!(form, constr, max(rhs, 0))
if update_rhs
for (row, rhs) in enumerate(presolve_form.form.rhs)
constr = presolve_form.row_to_constr[row]

if getduty(getid(constr)) <= MasterConvexityConstr
if getcursense(form, constr) == Less
setcurrhs!(form, constr, max(rhs, 0))
elseif getcursense(form, constr) == Greater
setcurrhs!(form, constr, max(rhs, 0))
end
else
setcurrhs!(form, constr, rhs)
end
else
setcurrhs!(form, constr, rhs)
end
end

Expand Down Expand Up @@ -313,7 +315,8 @@ function update_reform_from_presolve!(reform::Reformulation{DwMaster}, presolve_
update_form_from_presolve!(sp, sp_presolve_form)
end

update_form_from_presolve!(master, presolve_repr_master)
update_form_from_presolve!(master, presolve_repr_master; update_rhs = false)

return
end

Expand Down Expand Up @@ -369,12 +372,15 @@ function run!(algo::PresolveAlgorithm, ::Env, reform::Reformulation, input::Pres
end

presolve_reform = create_presolve_reform(reform)
tightened_bounds_restr = bounds_tightening(presolve_reform.restricted_master.form)
new_restricted_master = propagate_in_presolve_form(presolve_reform.restricted_master, Int[], tightened_bounds_restr)

println("Presolving representative master.")
tightened_bounds_repr = bounds_tightening(presolve_reform.original_master.form)
new_original_master = propagate_in_presolve_form(presolve_reform.original_master, Int[], tightened_bounds_repr; fix_vars = false)

println("Presolving restricted master.")
tightened_bounds_restr = bounds_tightening(presolve_reform.restricted_master.form)
new_restricted_master = propagate_in_presolve_form(presolve_reform.restricted_master, Int[], tightened_bounds_restr)

presolve_reform.restricted_master = new_restricted_master
presolve_reform.original_master = new_original_master

Expand All @@ -386,6 +392,7 @@ function run!(algo::PresolveAlgorithm, ::Env, reform::Reformulation, input::Pres
# propagate_var_bounds_from!(new_original_master, sp)
# end

println("Updating formulations.")
update_reform_from_presolve!(reform, presolve_reform)

return PresolveOutput(true)
Expand Down
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