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;
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;
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;
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;
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;
49 Timer m_separation_timer;
52 const ::idol::Robust::Description &t_robust_description,
53 const ::idol::Bilevel::Description &t_bilevel_description,
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);
62 [[nodiscard]] std::string name()
const override;
64 [[nodiscard]]
double get_var_primal(
const Var &t_var)
const override;
66 [[nodiscard]]
double get_var_reduced_cost(
const Var &t_var)
const override;
68 [[nodiscard]]
double get_var_ray(
const Var &t_var)
const override;
70 [[nodiscard]]
double get_ctr_dual(
const Ctr &t_ctr)
const override;
72 [[nodiscard]]
double get_ctr_farkas(
const Ctr &t_ctr)
const override;
74 [[nodiscard]]
unsigned int get_n_solutions()
const override;
76 [[nodiscard]]
unsigned int get_solution_index()
const override;
78 [[nodiscard]]
unsigned int get_n_scenarios()
const {
return m_formulation->n_added_scenarios(); }
80 [[nodiscard]]
unsigned int get_n_iterations()
const {
return m_n_iterations; }
82 [[nodiscard]]
const Timer& get_master_timer()
const {
return m_master_timer; }
84 [[nodiscard]]
const Timer& get_separation_timer()
const {
return m_separation_timer; }
87 void add(
const Var &t_var)
override;
89 void add(
const Ctr &t_ctr)
override;
91 void add(
const QCtr &t_ctr)
override;
93 void remove(
const Var &t_var)
override;
95 void remove(
const Ctr &t_ctr)
override;
97 void remove(
const QCtr &t_ctr)
override;
99 void update()
override;
101 void write(
const std::string &t_name)
override;
103 void hook_before_optimize()
override;
105 void hook_optimize()
override;
107 void set_solution_index(
unsigned int t_index)
override;
109 void update_obj_sense()
override;
111 void update_obj()
override;
113 void update_rhs()
override;
115 void update_obj_constant()
override;
117 void update_mat_coeff(
const Ctr &t_ctr,
const Var &t_var)
override;
119 void update_ctr_type(
const Ctr &t_ctr)
override;
121 void update_ctr_rhs(
const Ctr &t_ctr)
override;
123 void update_var_type(
const Var &t_var)
override;
125 void update_var_lb(
const Var &t_var)
override;
127 void update_var_ub(
const Var &t_var)
override;
129 void update_var_obj(
const Var &t_var)
override;
131 void add_initial_scenarios();
133 void add_initial_scenario_by_min_or_max(
const OptimizerFactory& t_optimizer,
double t_coefficient);
135 void solve_master_problem();
137 void check_termination_criteria();
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();
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();