ColumnGeneration.h

//
// Created by henri on 31.10.23.
//
 
#ifndef IDOL_COLUMNGENERATION_H
#define IDOL_COLUMNGENERATION_H
 
#include "Optimizers_DantzigWolfeDecomposition.h"
 
class idol::Optimizers::DantzigWolfeDecomposition::ColumnGeneration {
 
    enum NumericalPolicy { Default, ColumnPoolCleanUp, NoDualSmoothing, Failure };
 
    DantzigWolfeDecomposition& m_parent;
    double m_best_bound_stop;
 
    const unsigned int m_max_n_iterations_without_generating_column = 200;
    unsigned int m_n_iterations_without_generating_column = 0;
    NumericalPolicy m_numerical_policy = Default;
 
    SolutionStatus m_status = Loaded;
    SolutionReason m_reason = NotSpecified;
    std::optional<PrimalPoint> m_master_primal_solution;
    std::optional<DualPoint> m_master_dual_solution;
    std::vector<DantzigWolfe::SubProblem::PhaseId> m_sub_problems_phases;
    double m_best_obj = -Inf;
    double m_best_bound = +Inf;
 
    const bool m_use_farkas_for_infeasibility;
    unsigned int m_iteration_count = 0;
    unsigned int m_n_generated_columns = 0;
    bool m_solve_dual_master = false;
    bool m_is_terminated = false;
    bool m_current_iteration_is_using_farkas = false;
 
    void initialize_sub_problem_phases();
    void solve_dual_master();
    [[nodiscard]] bool gap_is_closed() const;
    bool check_stopping_criterion();
    void update_sub_problems();
    void solve_sub_problems_in_parallel();
    void analyze_sub_problems();
    void enrich_master();
    bool check_numerical_stability();
    void pool_clean_up();
 
    void next_numerical_policy();
 
    void log_init();
    void log_master();
    void log_sub_problems();
    void log_end();
 
    friend std::ostream& operator<<(std::ostream& t_os, idol::Optimizers::DantzigWolfeDecomposition::ColumnGeneration::NumericalPolicy t_numerical_policy);
public:
    ColumnGeneration(DantzigWolfeDecomposition& t_parent, bool t_use_farkas_for_infeasibility, double t_best_bound_stop);
 
    [[nodiscard]] const DantzigWolfeDecomposition& parent() const { return m_parent; }
 
    DantzigWolfeDecomposition& parent() { return m_parent; }
 
    [[nodiscard]] SolutionStatus status() const { return m_status; }
 
    [[nodiscard]] SolutionReason reason() const { return m_reason; }
 
    [[nodiscard]] double best_obj() const { return m_best_obj; }
 
    [[nodiscard]] double best_bound() const { return m_best_bound; }
 
    [[nodiscard]] const PrimalPoint& primal_solution() const { return m_master_primal_solution.value(); }
 
    void set_best_bound_stop(double t_best_bound_stop) { m_best_bound_stop = t_best_bound_stop; }
 
    void execute();
};
 
 
#endif //IDOL_COLUMNGENERATION_H