Merge pull request #8 from fontanf/bugfix/infeasible-master

Fix when mater problem is infeasible
fontanf · Jul 20, 2024 · 1414cd0 · 1414cd0
2 parents 9c57300 + 997f8f4
commit 1414cd0
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Showing 4 changed files with 35 additions and 2 deletions.
diff --git a/include/columngenerationsolver/commons.hpp b/include/columngenerationsolver/commons.hpp
@@ -285,6 +285,12 @@ class Solution
     /** Return 'true' iff the solution is feasible. */
     bool feasible() const { return feasible_; }
 
+    /**
+     * Return 'true' iff the solution is feasible for the constraints (but not
+     * necessarily for the variable integrality).
+     */
+    bool feasible_relaxation() const { return feasible_relaxation_; }
+
     /** Get the objective value of the solution. */
     Value objective_value() const { return objective_value_; }
 
@@ -375,6 +381,12 @@ class Solution
     /** Feasible. */
     bool feasible_;
 
+    /**
+     * Feasible regarding the constraints but the regarding the column
+     * integrality.
+     */
+    bool feasible_relaxation_;
+
     /** Objective value. */
     Value objective_value_;
 
@@ -441,6 +453,7 @@ class SolutionBuilder
         }
 
         solution_.feasible_ = true;
+        solution_.feasible_relaxation_ = true;
         for (RowIdx row = 0;
                 row < (RowIdx)solution_.model_->rows.size();
                 ++row) {
@@ -459,6 +472,7 @@ class SolutionBuilder
                 //    << " ub " << solution_.model_->rows[row].upper_bound
                 //    << std::endl;
                 solution_.feasible_ = false;
+                solution_.feasible_relaxation_ = false;
             }
         }
 

diff --git a/src/algorithms/column_generation.cpp b/src/algorithms/column_generation.cpp
@@ -93,6 +93,7 @@ const ColumnGenerationOutput columngenerationsolver::column_generation(
     std::unordered_set<std::shared_ptr<const Column>,
                        const ColumnHasher&,
                        const ColumnHasher&> column_pool(0, column_hasher, column_hasher);
+    Value column_highest_objective_coefficient = 0;
     // We first add to it the columns from the input column pool.
     for (const auto& column: parameters.column_pool) {
 
@@ -116,6 +117,9 @@ const ColumnGenerationOutput columngenerationsolver::column_generation(
         if (!ok)
             continue;
 
+        column_highest_objective_coefficient = (std::max)(
+                column_highest_objective_coefficient,
+                std::abs(column->objective_coefficient));
         column_pool.insert(column);
     }
 
@@ -590,6 +594,9 @@ const ColumnGenerationOutput columngenerationsolver::column_generation(
 
                       // Store these new columns.
                       column_pool.insert(column);
+                      column_highest_objective_coefficient = (std::max)(
+                              column_highest_objective_coefficient,
+                              std::abs(column->objective_coefficient));
                       output.columns.push_back(column);
 
                       // Only add the ones with negative reduced cost.
@@ -741,6 +748,18 @@ const ColumnGenerationOutput columngenerationsolver::column_generation(
             output.relaxation_solution = solution_builder.build();
             break;
         }
+
+        // If the final solution contains some dummy columns, and the dummy
+        // column objective coefficient is significantly larger than the
+        // largest generated column objective coefficient, then we consider the
+        // problem infeasible.
+        if (column_highest_objective_coefficient > 0
+                && std::abs(output.dummy_column_objective_coefficient)
+                > 100 * column_highest_objective_coefficient) {
+            output.relaxation_solution = solution_builder.build();
+            break;
+        }
+
         // Otherwise, increase the dummy column objective coefficient and
         // restart.
         output.dummy_column_objective_coefficient *= 4;

diff --git a/src/algorithms/greedy.cpp b/src/algorithms/greedy.cpp
@@ -84,7 +84,7 @@ const GreedyOutput columngenerationsolver::greedy(
         if (parameters.timer.needs_to_end())
             break;
 
-        if (cg_output.relaxation_solution.columns().size() == 0)
+        if (!cg_output.relaxation_solution.feasible_relaxation())
             break;
 
         // Update bound.

diff --git a/src/algorithms/limited_discrepancy_search.cpp b/src/algorithms/limited_discrepancy_search.cpp
@@ -182,7 +182,7 @@ const LimitedDiscrepancySearchOutput columngenerationsolver::limited_discrepancy
             }
             output.relaxation_solution = cg_output.relaxation_solution;
         }
-        if (cg_output.relaxation_solution.columns().empty()) {
+        if (!cg_output.relaxation_solution.feasible_relaxation()) {
             //std::cout << "no solution" << std::endl;
             continue;
         }