[ANT-1224] Preparing loop around benders solver #739
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a-zakir
changed the title
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| benders by batch + external loop: 1*100 + 1*10 = 110 | ||
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| auto benders_algo_score = |
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Maybe simpler if BENDERSMETHOD is a "tuple" (bool by_batch, bool external_loop). I do not know if doing such a thing is easy
| benders_loggers.AddLogger(logger); | ||
| benders_loggers.AddLogger(math_log_driver); | ||
| switch (method) { | ||
| case BENDERSMETHOD::BENDERS: |
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We see here that it may be used to characterize Benders method by a tuple as we only use only the "by batch" dimension
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steps: - [x] create a storage struct for cuts data - [x] interface and its implementation(s) to save cuts data - [x] re-use cuts - [x] external loop criterion check - [x] add external loop constraint - [x] add "mathematical" logs for external loop (think about data to print) - [x] improve operational logs with external loop - [x] Computation of initial lambda_max by solving investment free problem + check criterion -> raise warning / exception if not satisfied at this point - [ ] Handle infeasibility / errors / ... - [x] Write test #706
steps:
[ANT-1224] Loop around Benders to satisfy custom user's criterion #706