checker for column reduced cost calculation

src/Algorithm/colgen/default.jl

@@ -327,20 +327,23 @@ function ColGen.insert_columns!(reform, ctx::ColGenContext, phase, columns)
     nb_reactivated_cols = 0
 
     # Then, we add the new columns (i.e. not in the pool).
+    col_ids = VarId[]
     for sol in primal_sols_to_insert
         col_id = insert_column!(master, sol, "MC")
         _set_column_cost!(master, col_id, phase)
+        push!(col_ids, col_id)
         nb_added_cols += 1
     end
 
     # And we reactivate the deactivated columns already generated.
     for col_id in col_ids_to_activate
         activate!(master, col_id)
         _set_column_cost!(master, col_id, phase)
+        push!(col_ids, col_id)
         nb_reactivated_cols += 1
     end
 
-    return nb_added_cols + nb_reactivated_cols
+    return col_ids
 end
 
 #############################################################################

src/Algorithm/colgen/printer.jl

@@ -3,10 +3,14 @@ mutable struct ColGenPrinterContext <: ColGen.AbstractColGenContext
     phase::Int
     mst_elapsed_time::Float64
     sp_elapsed_time::Float64
+    print_column_reduced_cost::Bool
 
-    function ColGenPrinterContext(reform, alg)
+    function ColGenPrinterContext(
+        reform, alg;
+        print_column_reduced_cost = true
+    )
         inner = ColGenContext(reform, alg)
-        new(inner, 3, 0.0, 0.0)
+        new(inner, 3, 0.0, 0.0, print_column_reduced_cost)
     end
 end
 
@@ -47,13 +51,38 @@ function ColGen.update_sp_vars_red_costs!(ctx::ColGenPrinterContext, sp::Formula
 end
 
 function ColGen.insert_columns!(reform, ctx::ColGenPrinterContext, phase, columns)
-    return ColGen.insert_columns!(reform, ctx.inner, phase, columns)
+    col_ids = ColGen.insert_columns!(reform, ctx.inner, phase, columns)
+    if ctx.print_column_reduced_cost
+        _print_column_reduced_costs(ColGen.get_reform(ctx), col_ids)
+    end
+    return col_ids
 end
 
 ColGen.compute_sp_init_db(ctx::ColGenPrinterContext, sp::Formulation{DwSp}) = ColGen.compute_sp_init_db(ctx.inner, sp)
 
 ColGen.set_of_columns(ctx::ColGenPrinterContext) = ColGen.set_of_columns(ctx.inner)
-ColGen.push_in_set!(ctx::ColGenPrinterContext, set, col) = ColGen.push_in_set!(ctx.inner, set, col)
+
+function _calculate_column_reduced_cost(reform, col_id)
+    master = getmaster(reform)
+    matrix = getcoefmatrix(master)
+    c = getcurcost(master, col_id)
+    tmp = 0
+    for (constrid, coef) in @view matrix[:, col_id] #retrieve the original cost
+        tmp += coef * getcurincval(master, constrid)
+    end
+    return c - tmp
+end
+
+function _print_column_reduced_costs(reform, col_ids)
+    for col_id in col_ids
+        redcost = _calculate_column_reduced_cost(reform, col_id)
+        println("********** column $(col_id) with reduced cost = $(redcost) **********")
+    end
+end
+
+function ColGen.push_in_set!(ctx::ColGenPrinterContext, set, col)
+    return ColGen.push_in_set!(ctx.inner, set, col)
+end
 
 function ColGen.optimize_pricing_problem!(ctx::ColGenPrinterContext, sp::Formulation{DwSp}, env, master_dual_sol)
     ctx.sp_elapsed_time = @elapsed begin

src/ColGen/interface.jl

@@ -358,7 +358,8 @@ function run_colgen_iteration!(context, phase, env, ip_primal_sol)
 
     # Insert columns into the master.
     # The implementation is responsible for checking if the column is "valid".
-    nb_cols_inserted = insert_columns!(get_reform(context), context, phase, generated_columns)
+    col_ids = insert_columns!(get_reform(context), context, phase, generated_columns)
+    nb_cols_inserted = length(col_ids)
 
     master_lp_obj_val = get_obj_val(mast_result)
 

src/MOIwrapper.jl

@@ -1062,7 +1062,7 @@ function _customdata!(model::Optimizer, type::DataType)
 end
 
 function MOI.set(
-    model::Optimizer, ::BD.CustomVars, customvars::Vector{DataType}
+    model::Optimizer, ::BD.CustomVars, customvars
 )
     for customvar in customvars
         _customdata!(model, customvar)
@@ -1071,7 +1071,7 @@ function MOI.set(
 end
 
 function MOI.set(
-    model::Optimizer, ::BD.CustomConstrs, customconstrs::Vector{DataType}
+    model::Optimizer, ::BD.CustomConstrs, customconstrs
 )
     for customconstr in customconstrs
         _customdata!(model, customconstr)

test/unit/ColGen/colgen_default.jl

@@ -1032,8 +1032,8 @@ function test_two_identicals_cols_at_two_iterations_failure()
         ColGen.push_in_set!(ctx, columns, ClA.GeneratedColumn(sol, cost))
     end
 
-    nb_new_cols = ColGen.insert_columns!(reform, ctx, phase, columns)
-    @test nb_new_cols == 1
+    new_cols = ColGen.insert_columns!(reform, ctx, phase, columns)
+    @test length(new_cols) == 1
 
     ## Iteration 2
     redcosts_spsols = [-1.0]
@@ -1091,8 +1091,8 @@ function test_two_identicals_cols_at_same_iteration_ok()
         ColGen.push_in_set!(ctx, columns, ClA.GeneratedColumn(sol, cost))
     end
 
-    nb_new_cols = ColGen.insert_columns!(reform, ctx, phase, columns)
-    @test nb_new_cols == 2
+    new_cols = ColGen.insert_columns!(reform, ctx, phase, columns)
+    @test length(new_cols) == 2
 end
 register!(unit_tests, "colgen_default", test_two_identicals_cols_at_same_iteration_ok)
 
@@ -1140,8 +1140,8 @@ function test_deactivated_column_added_twice_at_same_iteration_ok()
         ColGen.push_in_set!(ctx, columns, ClA.GeneratedColumn(sol, cost))
     end
 
-    nb_new_cols = ColGen.insert_columns!(reform, ctx, phase, columns)
-    @test nb_new_cols == 1
+    new_cols = ColGen.insert_columns!(reform, ctx, phase, columns)
+    @test length(new_cols) == 1
 end
 register!(unit_tests, "colgen_default", test_deactivated_column_added_twice_at_same_iteration_ok)
 

test/unit/ColGen/colgen_iteration.jl

@@ -200,7 +200,7 @@ ColGen.update_master_constrs_dual_vals!(::ColGenIterationTestContext, ::ColGenIt
 function ColGen.insert_columns!(reform, ::ColGenIterationTestContext, phase, generated_columns)
     @test length(generated_columns) == 1
     @test generated_columns[1] == [0, 1, 1, 0, 1, 1, 0, 0, 1, 0]
-    return 1
+    return [1]
 end
 
 function ColGen.compute_dual_bound(::ColGenIterationTestContext, ::ColGenIterationTestPhase, mast_lp_obj_val, sp_dbs, mast_dual_sol)