remove assumption of integer objective, fixes #23 #24
Conversation
| && Math.floor(node.bound + config.PRECISION) <= lowerBoundOnObjective); | ||
| } else { | ||
| return optimizationSenseMaster == OptimizationSense.MINIMIZE | ||
| && node.bound >= upperBoundOnObjective |
There was a problem hiding this comment.
this bit is tricky. It doesn't take the precision into account. I need to read up on this topic to decide what is the best comparison.
There was a problem hiding this comment.
I was also not entirely sure what to do here either. However, allowing to deviate by the precision would mean that this would be allowed recursively if the nodes are pruned. Hence, the final precision could turn out significantly worse than the given precision. That was my reason for not taking it into account here.
| @@ -36,7 +36,7 @@ | |||
| /** Bound on this node **/ | |||
| public final double nodeBound; | |||
| /** Best integer solution discovered so far **/ | |||
| public final int bestIntegerSolution; | |||
| public final double bestIntegerSolution; | |||
There was a problem hiding this comment.
this variable should probably be renamed, as it is no longer an integer solution. I would change it to:
objectiveIncumbentSolution (that would probably make it more consistent as well)
There was a problem hiding this comment.
I agree, the term integer solution is somewhat vague anyhow as the integrality could refer to both the objective value as well as the integrality of the solution itself. I will change this.
| @@ -46,7 +46,7 @@ | |||
| * @param nodeBound Bound on the node | |||
| * @param bestIntegerSolution Best integer solution discovered thus far | |||
There was a problem hiding this comment.
description needs update
| @@ -33,7 +33,7 @@ | |||
| * Best available integer solution at the start of the Branch-and-Price or Column generation | |||
| @@ -77,7 +77,7 @@ | |||
| * is a maximization problem, the Colgen procedure is terminated if | |||
| * {@code floor(boundOnMasterObjective) <= cutoffValue}. | |||
| @@ -77,7 +77,7 @@ | |||
| * is a maximization problem, the Colgen procedure is terminated if | |||
| * {@code floor(boundOnMasterObjective) <= cutoffValue}. | |||
| **/ | |||
| protected int cutoffValue; | |||
| protected double cutoffValue; | |||
| /** | |||
| * Bound on the best attainable objective value from the master problem. Assuming that the | |||
| * master is a minimization problem, the Colgen procedure is terminated if | |||
| return Math.floor(boundOnMasterObjective + config.PRECISION) <= cutoffValue; | ||
| } else { | ||
| if (optimizationSenseMaster == OptimizationSense.MINIMIZE) | ||
| return boundOnMasterObjective >= cutoffValue; |
There was a problem hiding this comment.
Check: how to handle precision correctly.
| @@ -55,7 +55,7 @@ | |||
| /** Name of the instance being solved **/ | |||
| protected String instanceName; | |||
| /** Best integer solution obtained thus far **/ | |||
| protected int bestIntegerSolution; | |||
| protected double bestIntegerSolution; | |||
There was a problem hiding this comment.
Best to rename this to: objectiveIncumbentSolution
Also, please update descr
| @@ -122,6 +125,8 @@ public static void readFromFile(Properties properties) | |||
| public final boolean EXPORT_MODEL; | |||
| /** Define export directory for master models. Default: ./output/masterLP/ **/ | |||
| public final String EXPORT_MASTER_DIR; | |||
| /** Defines if an integer solution has an integer objective. Default = true */ | |||
There was a problem hiding this comment.
I suggest to be a bit more verbose here:
Defines whether the objective value of any feasible solution is an integer value. More precisely, this value should be set to true if all coefficients in the objective function are integer values, and all variables in the objective function are integer variables. This parameter influences the rounding and pruning behavior in a Branch-and-Price application.
| System.out.println("Solution for : " + instance + " is: " + solution); | ||
| Assert.assertEquals(solution, instances.get(instance).intValue()); | ||
| Assert.assertEquals(solution, instances.get(instance).intValue(), 0.000001); |
|
All comments (that can be directly fixed on my side) have been added in the last commit. |
|
I still haven't found a good solution on how to handle the precision correctly. This will require some more digging... |
|
I understand. Would it be a good idea to take a quick glance at how related frameworks are handling this? |
|
I found an additional assumption of an integer objective in |
|
|
|
Hi, I'm facing a similar problem. What checks are missing to merge this with the master branch? |
fixes #23
This does make that the incumbent solution is now stored as a double. Alternatively, to prevent a loss of precession, it might be better to store an integer if the property is selected. Any thoughts on this?