allow to override initial point

hlefebvr · Oct 23, 2024 · 7163617 · 7163617
1 parent 7c5a9b4
commit 7163617
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Showing 9 changed files with 46 additions and 24 deletions.
diff --git a/lib/include/idol/optimizers/bilevel-optimization/wrappers/MibS/MibSCallbackI.h b/lib/include/idol/optimizers/bilevel-optimization/wrappers/MibS/MibSCallbackI.h
@@ -51,7 +51,7 @@ class idol::MibSCallbackI : public CallbackI {
             m_parent.m_is_heuristic_call = true;
             m_parent.call(InvalidSolution);
 
-            std::list<Solution::Primal>::iterator solution = m_solutions.end();
+            auto solution = m_solutions.end();
             double current_best = m_parent.best_obj();
             for (auto it = m_solutions.begin(), end = m_solutions.end(); it != end ; ++it) {
                 if (it->objective_value() < current_best) {
@@ -142,11 +142,11 @@ class idol::MibSCallbackI : public CallbackI {
 
     BlisHeuristic& heuristic() { return *m_heuristic; }
 
-    const BlisHeuristic& heuristic() const { return *m_heuristic; }
+    [[nodiscard]] const BlisHeuristic& heuristic() const { return *m_heuristic; }
 
     CglCutGenerator& cut_generator() { return *m_cut_generator; }
 
-    const CglCutGenerator& cut_generator() const { return *m_cut_generator; }
+    [[nodiscard]] const CglCutGenerator& cut_generator() const { return *m_cut_generator; }
 protected:
     [[nodiscard]] const Model &original_model() const override {
         return m_parent.m_model;

diff --git a/lib/include/idol/optimizers/bilevel-optimization/wrappers/MibS/Optimizers_MibS.h b/lib/include/idol/optimizers/bilevel-optimization/wrappers/MibS/Optimizers_MibS.h
@@ -53,6 +53,8 @@ class idol::Optimizers::Bilevel::MibS : public Optimizer {
     unsigned int get_solution_index() const override;
     void add_callback(Callback* t_callback);
 
+    const idol::Bilevel::LowerLevelDescription& bilevel_description() const { return m_description; }
+
 protected:
     void build() override;
     void add(const Var &t_var) override;

diff --git a/lib/include/idol/optimizers/bilevel-optimization/wrappers/MibS/impl_MibSFromAPI.h b/lib/include/idol/optimizers/bilevel-optimization/wrappers/MibS/impl_MibSFromAPI.h
@@ -54,19 +54,19 @@ class idol::impl::MibSFromAPI : public idol::impl::MibS {
 
     void solve() override;
 
-    double get_best_obj() const override;
+    [[nodiscard]] double get_best_obj() const override;
 
-    double get_best_bound() const override;
+    [[nodiscard]] double get_best_bound() const override;
 
-    double get_var_primal(const Var& t_var) const override;
+    [[nodiscard]] double get_var_primal(const Var& t_var) const override;
 
-    idol::SolutionStatus get_status() const override;
+    [[nodiscard]] idol::SolutionStatus get_status() const override;
 
-    idol::SolutionReason get_reason() const override;
+    [[nodiscard]] idol::SolutionReason get_reason() const override;
 
     friend class ::idol::MibSCallbackI;
 };
 
-#endif
-
 #endif //IDOL_IMPL_MIBS_FROM_API_H
+
+#endif
diff --git a/...clude/idol/optimizers/mixed-integer-optimization/callbacks/watchers/Plots_OptimalityGap.h b/...clude/idol/optimizers/mixed-integer-optimization/callbacks/watchers/Plots_OptimalityGap.h
@@ -22,16 +22,17 @@ class idol::Plots::OptimalityGap : public CallbackFactory {
 public:
     class Strategy : public Callback {
         Manager& m_plot_manager;
-        TCanvas* m_canvas;
-        TGraph* m_graph_bound;
-        TGraph* m_graph_obj;
+        TCanvas* m_canvas = nullptr;
+        TGraph* m_graph_bound = nullptr;
+        TGraph* m_graph_obj = nullptr;
         int m_n_points_bound = 0;
         int m_n_points_obj = 0;
         std::optional<double> m_worst_bound;
         std::optional<double> m_worst_obj;
         std::optional<double> m_best_obj;
         std::optional<double> m_best_bound;
     protected:
+        void initialize();
         void operator()(CallbackEvent t_event) override;
     public:
         explicit Strategy(Manager& t_plot_manager);

diff --git a/lib/include/idol/optimizers/mixed-integer-optimization/padm/Optimizers_PADM.h b/lib/include/idol/optimizers/mixed-integer-optimization/padm/Optimizers_PADM.h
@@ -45,6 +45,8 @@ class idol::Optimizers::PADM : public Algorithm {
 
     unsigned int get_inner_loop_iteration_count() const;
 
+    ADM::SubProblem& sub_problem_spec(unsigned int t_sub_problem_id);
+
     class IterationPlot;
 protected:
     void add(const Var &t_var) override;
@@ -112,7 +114,7 @@ class idol::Optimizers::PADM : public Algorithm {
     double get_var_result(const Var &t_var, const std::function<double(const Var&, unsigned int)>& t_function) const;
 private:
     ADM::Formulation m_formulation;
-    const std::vector<idol::ADM::SubProblem> m_sub_problem_specs;
+    std::vector<idol::ADM::SubProblem> m_sub_problem_specs;
     const std::unique_ptr<PenaltyUpdate> m_penalty_update;
     const double m_initial_penalty_parameter;
     const unsigned int m_max_inner_loop_iterations = std::numeric_limits<unsigned int>::max();

diff --git a/lib/include/idol/optimizers/mixed-integer-optimization/padm/SubProblem.h b/lib/include/idol/optimizers/mixed-integer-optimization/padm/SubProblem.h
@@ -27,7 +27,7 @@ class idol::ADM::SubProblem {
 
     SubProblem& with_optimizer(const OptimizerFactory& t_optimizer_factory);
 
-    SubProblem& with_initial_point(const Solution::Primal& t_initial_point);
+    SubProblem& with_initial_point(const Solution::Primal& t_initial_point, bool t_force = false);
 
     const OptimizerFactory& optimizer_factory() const;
 

diff --git a/lib/src/optimizers/mixed-integer-optimization/callbacks/watchers/Plots_OptimalityGap.cpp b/lib/src/optimizers/mixed-integer-optimization/callbacks/watchers/Plots_OptimalityGap.cpp
@@ -3,6 +3,7 @@
 //
 #include "idol/optimizers/mixed-integer-optimization/callbacks/watchers/Plots_OptimalityGap.h"
 #include "idol/optimizers/Timer.h"
+#include "idol/containers/uuid.h"
 
 #ifdef IDOL_USE_ROOT
 #include <TCanvas.h>
@@ -11,11 +12,15 @@
 #include <TAxis.h>
 
 idol::Plots::OptimalityGap::Strategy::Strategy(idol::Plots::Manager &t_plot_manager)
-        : m_plot_manager(t_plot_manager),
-          m_canvas(t_plot_manager.create<TCanvas>("canvas", "canvas", 800, 600)),
-          m_graph_bound(t_plot_manager.create<TGraph>()),
-          m_graph_obj(t_plot_manager.create<TGraph>())
-{
+        : m_plot_manager(t_plot_manager) {
+
+}
+
+void idol::Plots::OptimalityGap::Strategy::initialize() {
+
+    m_canvas = m_plot_manager.create<TCanvas>(generate_uuid_v4().c_str(), "canvas", 800, 600);
+    m_graph_bound = m_plot_manager.create<TGraph>();
+    m_graph_obj = m_plot_manager.create<TGraph>();
 
     m_graph_bound->SetTitle("Optimality Gap over Time");
 
@@ -30,11 +35,14 @@ idol::Plots::OptimalityGap::Strategy::Strategy(idol::Plots::Manager &t_plot_mana
     m_graph_obj->SetMarkerColor(kRed);
 
     m_canvas->cd();
-
 }
 
 void idol::Plots::OptimalityGap::Strategy::operator()(CallbackEvent t_event) {
 
+    if (!m_canvas) {
+        initialize();
+    }
+
     const double t = time().count();
     const double bound = best_bound();
     const double obj = best_obj();
@@ -117,8 +125,13 @@ idol::Plots::OptimalityGap::Strategy::Strategy(idol::Plots::Manager & t_plot_man
 {
     throw idol::Exception("idol was not compiled with ROOT.");
 }
+
+void idol::Plots::OptimalityGap::Strategy::initialize() {
+
+}
+
 void idol::Plots::OptimalityGap::Strategy::operator()(idol::CallbackEvent t_event){
     throw idol::Exception("idol was not compiled with ROOT.");
 }
 
-#endif
+#endif
diff --git a/lib/src/optimizers/mixed-integer-optimization/padm/Optimizers_PADM.cpp b/lib/src/optimizers/mixed-integer-optimization/padm/Optimizers_PADM.cpp
@@ -639,6 +639,10 @@ void idol::Optimizers::PADM::restart() {
     ++m_n_restart;
 }
 
+idol::ADM::SubProblem &idol::Optimizers::PADM::sub_problem_spec(unsigned int t_sub_problem_id) {
+    return m_sub_problem_specs.at(t_sub_problem_id);
+}
+
 idol::Optimizers::PADM::IterationPlot::IterationPlot(idol::Plots::Manager &t_manager) : m_manager(t_manager) {
 
 }

diff --git a/lib/src/optimizers/mixed-integer-optimization/padm/SubProblem.cpp b/lib/src/optimizers/mixed-integer-optimization/padm/SubProblem.cpp
@@ -29,9 +29,9 @@ const idol::OptimizerFactory &idol::ADM::SubProblem::optimizer_factory() const {
     return *m_optimizer_factory;
 }
 
-idol::ADM::SubProblem &idol::ADM::SubProblem::with_initial_point(const Solution::Primal &t_initial_point) {
+idol::ADM::SubProblem &idol::ADM::SubProblem::with_initial_point(const Solution::Primal &t_initial_point, bool t_force) {
 
-    if (m_initial_point) {
+    if (!t_force && m_initial_point) {
         throw Exception("The initial point has already been set.");
     }