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Adding parameters to allow more fine-grained control of cut generation #145

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Nov 24, 2024
Merged

Adding parameters to allow more fine-grained control of cut generation #145

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e2bca52
Adding parameters to allow more fine-grained control of cut generation
tkralphs Oct 29, 2024
806e2b9
Fixing some obvious bugs
tkralphs Oct 30, 2024
3289751
Fixing small (but important) typo bug
tkralphs Nov 5, 2024
6c1cc80
Better printing of statistics and some bug fixes
tkralphs Nov 7, 2024
64a332d
Fixing small bug that prevented Type 1 ISICs from being generated whe…
tkralphs Nov 12, 2024
40cb405
Small change to defaults
tkralphs Nov 17, 2024
8518b88
Adding one more cut generation option
tkralphs Nov 18, 2024
0b5f6a4
Oops, forgot this
tkralphs Nov 18, 2024
fd90955
Fixing small bug with default parameter settings
tkralphs Nov 20, 2024
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20 changes: 14 additions & 6 deletions src/MibSBilevel.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -57,15 +57,19 @@ MibSBilevel::createBilevel(CoinPackedVector* sol,
(model_->MibSPar_->entry(MibSParams::branchStrategy));

bool solveSecondLevelEveryIteration(model_->MibSPar_->entry
(MibSParams::solveSecondLevelEveryIteration) == PARAM_ON);
(MibSParams::solveSecondLevelEveryIteration) == PARAM_ON);
bool solveSecondLevelEveryIterationRoot(model_->MibSPar_->entry
(MibSParams::solveSecondLevelEveryIterationRoot) == PARAM_ON);
bool solveSecondLevelWhenXYVarsInt(model_->MibSPar_->entry
(MibSParams::solveSecondLevelWhenXYVarsInt) == PARAM_ON);
(MibSParams::solveSecondLevelWhenXYVarsInt) == PARAM_ON);
bool solveSecondLevelWhenXVarsInt(model_->MibSPar_->entry
(MibSParams::solveSecondLevelWhenXVarsInt) == PARAM_ON);
(MibSParams::solveSecondLevelWhenXVarsInt) == PARAM_ON);
bool solveSecondLevelWhenYVarsInt(model_->MibSPar_->entry
(MibSParams::solveSecondLevelWhenYVarsInt) == PARAM_ON);
bool solveSecondLevelWhenLVarsInt(model_->MibSPar_->entry
(MibSParams::solveSecondLevelWhenLVarsInt) == PARAM_ON);
(MibSParams::solveSecondLevelWhenLVarsInt) == PARAM_ON);
bool solveSecondLevelWhenLVarsFixed(model_->MibSPar_->entry
(MibSParams::solveSecondLevelWhenLVarsFixed) == PARAM_ON);
(MibSParams::solveSecondLevelWhenLVarsFixed) == PARAM_ON);
int cutStrategy(model_->MibSPar_->entry
(MibSParams::cutStrategy));

Expand Down Expand Up @@ -239,11 +243,14 @@ MibSBilevel::createBilevel(CoinPackedVector* sol,
isLinkVarsFixed_) ||
(branchPar == MibSBranchingStrategyFractional && isIntegral_) ||
(solveSecondLevelEveryIteration) ||
(solveSecondLevelEveryIterationRoot &&
model_->activeNode_->getDepth() == 0) ||
(solveSecondLevelWhenXYVarsInt && isIntegral_) ||
(solveSecondLevelWhenXVarsInt && isUpperIntegral_) ||
(solveSecondLevelWhenYVarsInt && isLowerIntegral_) ||
(solveSecondLevelWhenLVarsInt && isLinkVarsIntegral_) ||
(solveSecondLevelWhenLVarsFixed && isLinkVarsFixed_ )))){
storeSol = checkBilevelFeasibility(mibs->isRoot_);
storeSol = checkBilevelFeasibility(mibs->isRoot_);
}
}

Expand Down Expand Up @@ -420,6 +427,7 @@ MibSBilevel::checkBilevelFeasibility(bool isRoot)
}else{
startTimeVF = model_->broker_->subTreeTimer().getTime();
lSolver->branchAndBound();
//lSolver->writeLp("water");
model_->timerVF_ += model_->broker_->subTreeTimer().getTime() - startTimeVF;
}

Expand Down
24 changes: 24 additions & 0 deletions src/MibSConstants.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -98,6 +98,30 @@ enum MibSBilevelFreeSetTypeISIC{

//#############################################################################

enum MibSIDICGenStrategy{
MibSIDICGenStrategyNotSet = -1,
MibSIDICGenStrategyAlways,
MibSIDICGenStrategyAlwaysRoot,
MibSIDICGenStrategyXYInt,
MibSIDICGenStrategyLInt,
MibSIDICGenStrategyYInt,
MibSIDICGenStrategyYLInt
};

//#############################################################################

enum MibSISICGenStrategy{
MibSISICGenStrategyNotSet = -1,
MibSISICGenStrategyAlways,
MibSISICGenStrategyAlwaysRoot,
MibSISICGenStrategyXYInt,
MibSISICGenStrategyLInt,
MibSISICGenStrategyYInt,
MibSISICGenStrategyYLInt,
};

//#############################################################################

enum MibSRelaxTypeParamBoundCut{
MibSRelaxTypeParamBoundCutLP = 0,
MibSRelaxTypeParamBoundCutMIP
Expand Down
199 changes: 152 additions & 47 deletions src/MibSCutGenerator.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -302,14 +302,13 @@ MibSCutGenerator::feasibilityCuts(BcpsConstraintPool &conPool)
= localModel_->MibSPar_->entry(MibSParams::useValFuncCut);

if(useIntegerNoGoodCut && !useValFuncCut){
return bilevelFeasCut1(conPool) ? true : false;
return bilevelFeasCut1(conPool);
}
else if(!useIntegerNoGoodCut && useValFuncCut){
return bilevelFeasCut2(conPool) ? true : false;
return bilevelFeasCut2(conPool);
}
else if(useIntegerNoGoodCut && useValFuncCut){
return ((bilevelFeasCut1(conPool) ? true : false) ||
(bilevelFeasCut2(conPool) ? true : false));
return (bilevelFeasCut1(conPool) + bilevelFeasCut2(conPool));
}
else{
//std::cout << "No MIBS Cuts generated" << std::endl;
Expand Down Expand Up @@ -828,7 +827,7 @@ MibSCutGenerator::findLowerLevelSolImprovingSolutionIC(double *uselessIneqs,
double infinity(oSolver->getInfinity());
int i, j;
int index(0), cntInt(0);
double lObjVal(0.0), value(0.0);
double lObjVal(0.0);
int uCols(localModel_->getUpperDim());
int lCols(localModel_->getLowerDim());
int lRows(localModel_->getLowerRowNum());
Expand Down Expand Up @@ -5870,22 +5869,26 @@ MibSCutGenerator::generateConstraints(BcpsConstraintPool &conPool)
int useBendersBinaryCut
= localModel_->MibSPar_->entry(MibSParams::useBendersBinaryCut);

int useFractionalCuts =
localModel_->MibSPar_->entry(MibSParams::useFractionalCuts);
int IDICGenStrategy =
localModel_->MibSPar_->entry(MibSParams::IDICGenStrategy);

int useFractionalCutsRootOnly =
localModel_->MibSPar_->entry(MibSParams::useFractionalCutsRootOnly);
int ISICGenStrategy =
localModel_->MibSPar_->entry(MibSParams::ISICGenStrategy);

double relaxedObjVal = localModel_->bS_->getLowerObj(
localModel_->solver()->getColSolution(),
localModel_->getLowerObjSense());

bool haveSecondLevelSol = ((useLinkingSolutionPool == PARAM_ON &&
bS->isLinkVarsIntegral_ &&
bS->tagInSeenLinkingPool_ != MibSLinkingPoolTagIsNotSet &&
bS->tagInSeenLinkingPool_ != MibSLinkingPoolTagLowerIsInfeasible) ||
(useLinkingSolutionPool != PARAM_ON &&
((useLinkingSolutionPool != PARAM_ON ||
!bS->isLinkVarsIntegral_) &&
bS->isLowerSolved_ != false &&
bS->isProvenOptimal_ != false));

int returnVal(0);

if ((useBoundCut) && (localModel_->boundingPass_ <= 1)){

Expand Down Expand Up @@ -5951,27 +5954,43 @@ MibSCutGenerator::generateConstraints(BcpsConstraintPool &conPool)
int bendersInterdictionCutType =
localModel_->MibSPar_->entry(MibSParams::bendersInterdictionCutType);
if(bendersInterdictionCutType == MibSBendersInterdictionCutTypeJustOneCut){
numCuts += bendersInterdictionOneCut(conPool,
returnVal = bendersInterdictionOneCut(conPool,
bS->optLowerSolutionOrd_);
}
else{
numCuts += bendersInterdictionMultipleCuts(conPool);
}
returnVal = bendersInterdictionMultipleCuts(conPool);
}
numCuts += returnVal;
localModel_->counterBendersInterdict_ += returnVal;
}

if (useImprovingSolutionIC == PARAM_ON){
cutType = MibSIntersectionCutImprovingSolution;
numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterXYIntISIC_++;
}else{
localModel_->counterXYIntISICFail_++;
}
numCuts += returnVal;
}

if (useImprovingDirectionIC == PARAM_ON){
cutType = MibSIntersectionCutImprovingDirection;
numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterXYIntIDIC_++;
}else{
localModel_->counterXYIntIDICFail_++;
}
numCuts += returnVal;
}

if (useHypercubeIC == PARAM_ON){
cutType = MibSIntersectionCutHypercube;
numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
localModel_->counterHypercubeIC_ += returnVal;
numCuts += returnVal;
}

if (useTenderIC == PARAM_ON){
Expand All @@ -5985,15 +6004,21 @@ MibSCutGenerator::generateConstraints(BcpsConstraintPool &conPool)
}

if (useGeneralizedNoGoodCut == PARAM_ON){
numCuts += generalizedNoGoodCut(conPool);
returnVal = generalizedNoGoodCut(conPool);
localModel_->counterGeneralizedNoGood_ += returnVal;
numCuts += returnVal;
}

if (useBendersBinaryCut == PARAM_ON &&
relaxedObjVal > localModel_->bS_->objVal_ + localModel_->etol_){
numCuts += bendersBinaryCut(conPool);
returnVal = bendersBinaryCut(conPool);
localModel_->counterBendersBinary_ += returnVal;
numCuts += returnVal;
}

numCuts += feasibilityCuts(conPool) ? true : false;
returnVal = feasibilityCuts(conPool);
localModel_->counterBendersInterdict_ += returnVal;
numCuts += returnVal;

//This return value indicates whether the relaxation needs to be re-solved
//and should always be false (see BlisTreeNode.cpp)
Expand All @@ -6005,58 +6030,138 @@ MibSCutGenerator::generateConstraints(BcpsConstraintPool &conPool)
int bendersInterdictionCutType =
localModel_->MibSPar_->entry(MibSParams::bendersInterdictionCutType);
if(bendersInterdictionCutType == MibSBendersInterdictionCutTypeJustOneCut){
numCuts += bendersInterdictionOneCut(conPool,
bS->optLowerSolutionOrd_);
returnVal = bendersInterdictionOneCut(conPool,
bS->optLowerSolutionOrd_);
}else{
returnVal = bendersInterdictionMultipleCuts(conPool);
}
else{
numCuts += bendersInterdictionMultipleCuts(conPool);
}
localModel_->counterBendersInterdict_ += returnVal;
numCuts += returnVal;
}
if (useImprovingSolutionIC == PARAM_ON && ((haveSecondLevelSol &&
relaxedObjVal > localModel_->bS_->objVal_ + localModel_->etol_) ||
localModel_->MibSPar_->entry(MibSParams::bilevelFreeSetTypeISIC) == 1)){
cutType = MibSIntersectionCutImprovingSolution;
numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
}

if (useFractionalCuts && useImprovingDirectionIC == PARAM_ON){
if (useImprovingDirectionIC == PARAM_ON &&
(IDICGenStrategy == MibSIDICGenStrategyLInt ||
IDICGenStrategy == MibSIDICGenStrategyYLInt ||
IDICGenStrategy == MibSIDICGenStrategyAlways ||
(IDICGenStrategy == MibSIDICGenStrategyAlwaysRoot &&
localModel_->activeNode_->getDepth() == 0))){
cutType = MibSIntersectionCutImprovingDirection;
numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterLIntIDIC_++;
}else{
localModel_->counterLIntIDICFail_++;
}
numCuts += returnVal;
}
if (useImprovingSolutionIC == PARAM_ON &&
((haveSecondLevelSol &&
relaxedObjVal > localModel_->bS_->objVal_ + localModel_->etol_) ||
(localModel_->MibSPar_->entry(MibSParams::bilevelFreeSetTypeISIC) ==
MibSBilevelFreeSetTypeISICWithNewLLSol)) &&
(ISICGenStrategy == MibSISICGenStrategyLInt ||
ISICGenStrategy == MibSISICGenStrategyYLInt ||
ISICGenStrategy == MibSISICGenStrategyAlways ||
(ISICGenStrategy == MibSISICGenStrategyAlwaysRoot &&
localModel_->activeNode_->getDepth() == 0))){
cutType = MibSIntersectionCutImprovingSolution;
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterLIntISIC_++;
}else{
localModel_->counterLIntISICFail_++;
}
numCuts += returnVal;
}

if (useHypercubeIC == PARAM_ON && haveSecondLevelSol){
cutType = MibSIntersectionCutHypercube;
numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
localModel_->counterHypercubeIC_ += returnVal;
numCuts += returnVal;
}

if (localModel_->allUpperBin_){
//problem with binary UL variables and integer LL variables
if (useGeneralizedNoGoodCut == PARAM_ON){
numCuts += generalizedNoGoodCut(conPool);
returnVal = generalizedNoGoodCut(conPool);
localModel_->counterGeneralizedNoGood_ += returnVal;
numCuts += returnVal;
}
if (useBendersBinaryCut == PARAM_ON &&
relaxedObjVal > localModel_->bS_->objVal_ + localModel_->etol_){
numCuts += bendersBinaryCut(conPool);
returnVal = bendersBinaryCut(conPool);
localModel_->counterBendersBinary_ += returnVal;
numCuts += returnVal;
}
}

//This return value indicates whether the relaxation needs to be re-solved
//and should always be false (see BlisTreeNode.cpp)
return (false);

}else if (bS->isLowerIntegral_ &&
(useFractionalCuts ||
(useFractionalCutsRootOnly &&
localModel_->activeNode_->getDepth() == 0))){
if (useImprovingDirectionIC == PARAM_ON){
}else if (bS->isLowerIntegral_){
if (useImprovingDirectionIC == PARAM_ON &&
(IDICGenStrategy == MibSIDICGenStrategyYInt ||
IDICGenStrategy == MibSIDICGenStrategyYLInt ||
IDICGenStrategy == MibSIDICGenStrategyAlways ||
(IDICGenStrategy == MibSIDICGenStrategyAlwaysRoot &&
localModel_->activeNode_->getDepth() == 0))){
cutType = MibSIntersectionCutImprovingDirection;
numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterYIntIDIC_++;
}else{
localModel_->counterYIntIDICFail_++;
}
numCuts += returnVal;
}
if (useImprovingSolutionIC == PARAM_ON && ((haveSecondLevelSol &&
if (useImprovingSolutionIC == PARAM_ON &&
((haveSecondLevelSol &&
relaxedObjVal > localModel_->bS_->objVal_ + localModel_->etol_) ||
localModel_->MibSPar_->entry(MibSParams::bilevelFreeSetTypeISIC) == 1)){
(localModel_->MibSPar_->entry(MibSParams::bilevelFreeSetTypeISIC) ==
MibSBilevelFreeSetTypeISICWithNewLLSol &&
(ISICGenStrategy == MibSISICGenStrategyYInt ||
ISICGenStrategy == MibSISICGenStrategyYLInt ||
ISICGenStrategy == MibSISICGenStrategyAlways ||
(ISICGenStrategy == MibSISICGenStrategyAlwaysRoot &&
localModel_->activeNode_->getDepth() == 0))))){
cutType = MibSIntersectionCutImprovingSolution;
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Similarly as above, I guess MibSIDICGenStrategyYInt, MibSIDICGenStrategyAlways and MibSIDICGenStrategyAlwaysRoot should be replaced with MibSISICGenStrategyYInt, MibSISICGenStrategyAlways and MibSISICGenStrategyAlwaysRoot, respectively.

numCuts += intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterYIntISIC_++;
}else{
localModel_->counterYIntISICFail_++;
}
numCuts += returnVal;
}
}else{
if (useImprovingDirectionIC == PARAM_ON &&
(IDICGenStrategy == MibSIDICGenStrategyAlways ||
(IDICGenStrategy == MibSIDICGenStrategyAlwaysRoot &&
localModel_->activeNode_->getDepth() == 0))){
cutType = MibSIntersectionCutImprovingDirection;
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterFracIDIC_++;
}else{
localModel_->counterFracIDICFail_++;
}
numCuts += returnVal;
}
if (useImprovingSolutionIC == PARAM_ON &&
((haveSecondLevelSol &&
relaxedObjVal > localModel_->bS_->objVal_ + localModel_->etol_) ||
(localModel_->MibSPar_->entry(MibSParams::bilevelFreeSetTypeISIC) ==
MibSBilevelFreeSetTypeISICWithNewLLSol &&
(ISICGenStrategy == MibSIDICGenStrategyAlways ||
(ISICGenStrategy == MibSIDICGenStrategyAlwaysRoot &&
localModel_->activeNode_->getDepth() == 0))))){
cutType = MibSIntersectionCutImprovingSolution;
returnVal = intersectionCuts(conPool, bS->optLowerSolutionOrd_, cutType);
if (returnVal){
localModel_->counterFracISIC_++;
}else{
localModel_->counterFracISICFail_++;
}
numCuts += returnVal;
}
}

Expand Down
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