[Dip] Master-only columns

[Christian Plum]

Hi Matthew

Thanks, that works fine, though i run into
https://projects.coin-or.org/Dip/ticket/64 on some of my instances, but this
is alleviated by SolveMasterAsIP = 0 and I havent experienced 65.

I have another question I hope you can help me with:

In the compact formulation of my problem, theres a non-linear constraints,
which at great expense in binary variables can be linearized. In the pricing
problem (elementary shortest path with resource constraints), which I'll
implement in "DecompApp::solveRelaxed" i can handle this non-linearity
efficiently without additional use use binary vars. So my questions: Do I
need to describe the "Full" compact model for the setModelRelax(model,
m_appParam.ModelNameRelax) subproblem  or can this be a relaxed version ?

Hope that makes sense ;)

Brgds,

Christan



2011/10/7 Matthew Galati <matthew.galati at gmail.com>

> Hi Christian,
>
> The best way to handle master-only columns is explicitly. Unfortunately, I
> never got around to finish coding that up in the framework. It is on my
> longer-term ToDo List.
>
> Currently, the way it works in DIP is by using dummy blocks for each
> master-only column. These are constructed relatively efficiently, so it is
> not as bad as it sounds. Although it does add a convexity constraint for
> each block - which can bog down the master problem if there are many
> master-only columns.
>
> The MILPBlock application will create, identify and manage these for you.
> If you are building your own application, you have to let the framework know
> which columns are master-only by creating blocks (just like constraint
> blocks) and then flagging them as master only. I don't think I have a simple
> example of this written up. But, you can see how to do it in the MILPBlock
> application. See MILPBlock_DecompApp.cpp createModelMasterOnlys( ).
>
>
>  for(vit = masterOnlyCols.begin(); vit != masterOnlyCols.end(); vit++){
>       i = *vit;
>
>       DecompConstraintSet * model = new DecompConstraintSet();
>       model->m_masterOnly      = true;
>       model->m_masterOnlyIndex = i;
>       model->m_masterOnlyLB    = colLB[i];
>       model->m_masterOnlyUB    = colUB[i];
>       //0=cont, 1=integer
>       model->m_masterOnlyIsInt =
>          (integerVars && integerVars[i]) ? true : false;
> //...
>      setModelRelax(model,
>                     "master_only" + UtilIntToStr(i), nBlocks);
>      nBlocks++;
> //...
>
>
> Let me know if you have any questions.
>
> Thanks,
> Matt
>
>
>
> On Fri, Oct 7, 2011 at 5:58 AM, Christian Plum <chrplum at gmail.com> wrote:
>
>> Hi,
>>
>> Im working on price and cut model containing Master-only Columns, which
>> are not appearing in any block. This is briefly mentioned in DecompAlgo.cpp
>> Ln 134:
>>
>>    //---
>>    //--- sanity check that the union of active columns in blocks
>>    //---   should cover all columns in core - if not, these are
>> 'master-only'
>>    //---   columns which can be dealt with using either LD or the using
>> the
>>    //---   ideas of Rob Pratt discussion (9/27/09), or defined explicitly
>>    //---   by user
>>    //---
>>
>> Could this refer to creating a dummy block for these columns ? Or how is
>> this best handled ?
>>
>> Brgds, Christian
>>
>>
>>
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>
>
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