skip the generation of Benders binary cut if the bigM problem is unbo…

…unded (#124)
coin-or · Oct 12, 2023 · 797ee51 · 797ee51
1 parent 216e17d
commit 797ee51
Show file tree

Hide file tree

Showing 2 changed files with 30 additions and 22 deletions.
diff --git a/src/MibSCutGenerator.cpp b/src/MibSCutGenerator.cpp
@@ -57,8 +57,8 @@ MibSCutGenerator::MibSCutGenerator(MibSModel *mibs)
   upper_ = 0.0;
   maximalCutCount_ = 0;
   numCalledBoundCut_ = -1;
-  isBigMIncObjSet_ = false;
-  bigMIncObj_ = 0.0;
+  isBigMBendBinSet_ = false;
+  bigMBendBin_ = 0.0;
   ImprovingDirectionICSolver_ = 0;
 }
 
@@ -4805,9 +4805,7 @@ MibSCutGenerator::bendersBinaryCut(BcpsConstraintPool &conPool)
 			(MibSParams::allowRemoveCut));
 
     OsiSolverInterface *solver = localModel_->solver();
-    int i;
-    int index(0);
-    int numCuts(0);
+    int i(0), index(0), numCuts(0);
     double cutub(0.0), cutlb(-solver->getInfinity()), bigM(0.0);
     double lObjVal(localModel_->bS_->objVal_);
     double etol(localModel_->etol_);
@@ -4831,15 +4829,22 @@ MibSCutGenerator::bendersBinaryCut(BcpsConstraintPool &conPool)
     if ((useLinkingSolutionPool == PARAM_ON &&
          bS->tagInSeenLinkingPool_ == MibSLinkingPoolTagIsNotSet) ||
         (useLinkingSolutionPool != PARAM_ON && bS->isLowerSolved_ == false)){
-       goto TERM_INCOBJ;
+       goto TERM_BENDBIN;
     }
 
-    if(!isBigMIncObjSet_){
-       bigMIncObj_ = findBigMBendersBinaryCut();
-       isBigMIncObjSet_ = true;
+    if(!isBigMBendBinSet_){
+      isBigMBendBinSet_ = findBigMBendersBinaryCut(bigMBendBin_);
+      // YX: turn off the cut if bigM is not found
+      if(!isBigMBendBinSet_){
+        std::cout << "Warning: an error occurred when solving the bigM problem; ";
+        std::cout << "Benders binary cut generator will be turned off.";
+        std::cout << std::endl;
+        localModel_->MibSPar_->setEntry(MibSParams::useBendersBinaryCut, PARAM_OFF);
+        goto TERM_BENDBIN;
+      }
     }
 
-    bigM = bigMIncObj_ - lObjVal + 1;
+    bigM = bigMBendBin_ - lObjVal + 1;
 
     for(i = 0; i < uN; i++){
 	index = upperColInd[i];
@@ -4872,15 +4877,15 @@ MibSCutGenerator::bendersBinaryCut(BcpsConstraintPool &conPool)
     assert(indexList.size() == valsList.size());
     numCuts += addCut(conPool, cutlb, cutub, indexList, valsList, allowRemoveCut);
 
- TERM_INCOBJ:
+ TERM_BENDBIN:
 
     return numCuts;
 
 }
 
 //#############################################################################
-double
-MibSCutGenerator::findBigMBendersBinaryCut()
+bool
+MibSCutGenerator::findBigMBendersBinaryCut(double &bigM)
 {
 
     std::string feasCheckSolver =
@@ -4894,9 +4899,8 @@ MibSCutGenerator::findBigMBendersBinaryCut()
 
     OsiSolverInterface *oSolver = localModel_->solver();
 
-    int i(0);
-    int intCnt(0), colIndex(0);
-    double bigM(0.0);
+    bool bigMFound(false);
+    int i(0), intCnt(0), colIndex(0);
     int colNum(localModel_->getNumOrigVars());
     int lCols(localModel_->getLowerDim());
     double lObjSense(localModel_->getLowerObjSense());
@@ -5004,17 +5008,20 @@ MibSCutGenerator::findBigMBendersBinaryCut()
     nSolver->branchAndBound();
 
     if (nSolver->isProvenOptimal()){
-	bigM = nSolver->getObjValue();
+      bigM = nSolver->getObjValue();
+      bigMFound = true;
     }
     else{
-	assert(0);
+      // throw CoinError("BigM problem is unbounded (or other error occurs).",
+      //   "findBigMBendersBinaryCut", "MibSCutGenerator");
+      bigMFound = false;
     }
 
     delete nSolver;
     delete [] objCoeffs;
     delete [] integerVars;
 
-    return bigM;
+    return bigMFound;
 }
 
 //#############################################################################

diff --git a/src/MibSCutGenerator.hpp b/src/MibSCutGenerator.hpp
@@ -29,8 +29,8 @@ class MibSCutGenerator : public BlisConGenerator {
    int auxCount_;
    int maximalCutCount_;
    int numCalledBoundCut_;
-   bool isBigMIncObjSet_;
-   double bigMIncObj_;
+   bool isBigMBendBinSet_;
+   double bigMBendBin_;
    OsiSolverInterface * ImprovingDirectionICSolver_;
    std::vector<int> leafNodeCutTmpHist_; 
 
@@ -161,7 +161,8 @@ class MibSCutGenerator : public BlisConGenerator {
    /** Add disjunctive cuts for binary upper-level variables (maximal sol) **/
    int bendersBinaryCutMaximal(BcpsConstraintPool &conPool);
 
-   double findBigMBendersBinaryCut();
+   /** Solve the big M problem for Benders binary cut **/
+   bool findBigMBendersBinaryCut(double &bigM);
 
    /** Add disjunctive cuts for binary upper-level variables (current sol)**/
    int weakBendersBinaryCutCurrent(BcpsConstraintPool &conPool);