idol
A C++ Framework for Optimization
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Optimizers_ColumnAndConstraintGeneration.h
1//
2// Created by henri on 11.12.24.
3//
4
5#ifndef IDOL_OPTIMIZERS_COLUMNANDCONSTRAINTGENERATION_H
6#define IDOL_OPTIMIZERS_COLUMNANDCONSTRAINTGENERATION_H
7
8#include "idol/robust/modeling/Description.h"
9#include "idol/general/optimizers/Algorithm.h"
10#include "idol/general/optimizers/OptimizerFactory.h"
11#include "Formulation.h"
12#include "idol/bilevel/modeling/Description.h"
13
14namespace idol::Optimizers::Robust {
15 class ColumnAndConstraintGeneration;
16}
17
19
20 const ::idol::Robust::Description &m_robust_description;
21 const ::idol::Bilevel::Description &m_bilevel_description;
22 std::unique_ptr<OptimizerFactory> m_master_optimizer;
23 std::unique_ptr<idol::CCG::Formulation> m_formulation;
24 unsigned int m_n_iterations = 0;
25
26 // Initial scenarios
27 std::vector<Point<Var>> m_initial_scenarios;
28 std::unique_ptr<OptimizerFactory> m_initial_scenario_by_minimization;
29 std::unique_ptr<OptimizerFactory> m_initial_scenario_by_maximization;
30
31 // Feasibility Separation
32 const bool m_with_feasibility_separation_loop_reset = false;
33 const bool m_with_annotation_for_infeasible_scenario = true;
34 std::vector<std::unique_ptr<OptimizerFactory>> m_optimizer_feasibility_separation;
35 unsigned int m_index_feasibility_separation = 0;
36
37 // Optimality Separation
38 const bool m_with_optimality_separation_loop_reset = false;
39 std::vector<std::unique_ptr<OptimizerFactory>> m_optimizer_optimality_separation;
40 unsigned int m_index_optimality_separation = 0;
41
42 // Joint Separation
43 const bool m_with_joint_separation_loop_reset = false;
44 std::vector<std::unique_ptr<OptimizerFactory>> m_optimizer_joint_separation;
45 unsigned int m_index_joint_separation = 0;
46
47 // Timers
48 Timer m_master_timer;
49 Timer m_separation_timer;
50public:
52 const ::idol::Robust::Description &t_robust_description,
53 const ::idol::Bilevel::Description &t_bilevel_description,
54 const OptimizerFactory &t_master_optimizer,
55 std::vector<Point<Var>> t_initial_scenarios,
56 OptimizerFactory* t_initial_scenario_by_minimization,
57 OptimizerFactory* t_initial_scenario_by_maximization,
58 const std::list<std::unique_ptr<OptimizerFactory>>& t_optimizer_feasibility_separation,
59 const std::list<std::unique_ptr<OptimizerFactory>>& t_optimizer_optimality_separation,
60 const std::list<std::unique_ptr<OptimizerFactory>>& t_optimizer_joint_separation);
61
62 [[nodiscard]] std::string name() const override;
63
64 [[nodiscard]] double get_var_primal(const Var &t_var) const override;
65
66 [[nodiscard]] double get_var_reduced_cost(const Var &t_var) const override;
67
68 [[nodiscard]] double get_var_ray(const Var &t_var) const override;
69
70 [[nodiscard]] double get_ctr_dual(const Ctr &t_ctr) const override;
71
72 [[nodiscard]] double get_ctr_farkas(const Ctr &t_ctr) const override;
73
74 [[nodiscard]] unsigned int get_n_solutions() const override;
75
76 [[nodiscard]] unsigned int get_solution_index() const override;
77
78 [[nodiscard]] unsigned int get_n_scenarios() const { return m_formulation->n_added_scenarios(); }
79
80 [[nodiscard]] unsigned int get_n_iterations() const { return m_n_iterations; }
81
82 [[nodiscard]] const Timer& get_master_timer() const { return m_master_timer; }
83
84 [[nodiscard]] const Timer& get_separation_timer() const { return m_separation_timer; }
85
86protected:
87 void add(const Var &t_var) override;
88
89 void add(const Ctr &t_ctr) override;
90
91 void add(const QCtr &t_ctr) override;
92
93 void remove(const Var &t_var) override;
94
95 void remove(const Ctr &t_ctr) override;
96
97 void remove(const QCtr &t_ctr) override;
98
99 void update() override;
100
101 void write(const std::string &t_name) override;
102
103 void hook_before_optimize() override;
104
105 void hook_optimize() override;
106
107 void set_solution_index(unsigned int t_index) override;
108
109 void update_obj_sense() override;
110
111 void update_obj() override;
112
113 void update_rhs() override;
114
115 void update_obj_constant() override;
116
117 void update_mat_coeff(const Ctr &t_ctr, const Var &t_var) override;
118
119 void update_ctr_type(const Ctr &t_ctr) override;
120
121 void update_ctr_rhs(const Ctr &t_ctr) override;
122
123 void update_var_type(const Var &t_var) override;
124
125 void update_var_lb(const Var &t_var) override;
126
127 void update_var_ub(const Var &t_var) override;
128
129 void update_var_obj(const Var &t_var) override;
130
131 void add_initial_scenarios();
132
133 void add_initial_scenario_by_min_or_max(const OptimizerFactory& t_optimizer, double t_coefficient);
134
135 void solve_master_problem();
136
137 void check_termination_criteria();
138
139 void log_banner();
140 void log_iteration(bool t_is_feasibility_separation,
141 const std::string& t_optimizer_name,
142 const SolutionStatus& t_status,
143 const SolutionReason& t_reason,
144 bool t_separation_outcome);
145 void log_iteration_separator();
146
147 void solve_adversarial_problem();
148 unsigned int solve_feasibility_adversarial_problem();
149 unsigned int solve_optimality_adversarial_problem();
150 unsigned int solve_joint_adversarial_problem();
151
152};
153
154
155#endif //IDOL_OPTIMIZERS_COLUMNANDCONSTRAINTGENERATION_H