Wentges.h

//
// Created by henri on 31.10.23.
//
 
#ifndef IDOL_WENTGES_H
#define IDOL_WENTGES_H
 
#include <optional>
#include "DualPriceSmoothingStabilization.h"
 
namespace idol::DantzigWolfe {
    class Wentges;
}
 
class idol::DantzigWolfe::Wentges : public DualPriceSmoothingStabilization {
    double m_initial_factor;
public:
    explicit Wentges(double t_initial_factor) : m_initial_factor(t_initial_factor) {}
 
    class Strategy : public DualPriceSmoothingStabilization::Strategy {
        double m_factor;
        std::optional<DualPoint> m_stability_center;
    public:
        explicit Strategy(double t_initial_factor) : m_factor(t_initial_factor) {}
 
        void initialize() override {
            m_stability_center.reset();
        }
 
        void update_stability_center(const DualPoint &t_master_dual) override {
            m_stability_center = t_master_dual;
        }
 
        DualPoint compute_smoothed_dual_solution(const DualPoint &t_master_dual) override {
 
            if (!m_stability_center.has_value() || m_factor <= 1e-4) {
                m_stability_center = t_master_dual;
                return t_master_dual;
            }
 
            auto result = m_factor * m_stability_center.value() + (1. - m_factor) * t_master_dual;
 
            m_stability_center = t_master_dual;
 
            return result;
        }
 
    };
 
    DualPriceSmoothingStabilization::Strategy *operator()() const override {
        return new Strategy(m_initial_factor);
    }
 
    DualPriceSmoothingStabilization *clone() const override {
        return new Wentges(*this);
    }
};
 
#endif //IDOL_WENTGES_H