N=28, opt = 50 in 58 secs

coin-or · Dec 12, 2023 · 3d273ee · 3d273ee
1 parent 3ee3a12
commit 3d273ee
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Showing 3 changed files with 29 additions and 15 deletions.
diff --git a/examples/Optimization/MINLP/LABS/LABS.cpp b/examples/Optimization/MINLP/LABS/LABS.cpp
@@ -39,7 +39,7 @@ int main(int argc, char * argv[]){
 
     if(new_algorithm){
         vector<Model<>> models;
-        for (int i = 0; i<n-1; i++) {
+        for (int i = 0; i<n; i++) {
             Model<> M("LABS_"+to_string(n)+"_"+to_string(i));
 
             models.push_back(M);
@@ -64,9 +64,9 @@ int main(int argc, char * argv[]){
         M_obj.add(s.in(s_ids));
         M_obj.add(c.in(c_ids));
         indices pairs("pairs"), quad_terms("quad_terms"), multi_terms("multi_terms"), multi_quad_terms("multi_quad_terms");
-        func<int> obj;
+        func<> obj;
         for (int k = 1; k<=n-1; k++) {
-            func<int> cterm;
+            func<> cterm;
             for (int i = 0; i<n-k; i++) {
                 cterm += (s(to_string(i)))*(s(to_string(i+k)));
             }
@@ -146,30 +146,43 @@ int main(int argc, char * argv[]){
                 z_ids.add(idx);
             }
         }
-        M.add(c.in(c_ids), z.in(z_ids));
-        M.add(s.in(s_ids), y.in(s_ids));
+        M.add(c.in(c_ids));
+//        M.add(z.in(z_ids));
+//        M.add(s.in(s_ids));
+        M.add(y.in(s_ids));
 //        s.set_lb("0",1);
 //        y.set_lb("0",1);
 
     //    Constraint<> y_on_off("y_on_off");
     //    y_on_off = s - 2*y + 1;
     //    m.add(y_on_off.in(s_ids) == 0);
 
-        Constraint<> z_def("z_def");
-        z_def = z - (2*y.from(z_ids) - 1)*(2*y.to(z_ids) - 1);
-        M.add(z_def.in(z_ids) == 0);
+//        Constraint<> z_def("z_def");
+//        z_def = z - (2*y.from(z_ids) - 1)*(2*y.to(z_ids) - 1);
+//        M.add(z_def.in(z_ids) == 0);
 
         indices z_sum("z_sum");
+        indices y_sum_fr("y_sum_fr"), y_sum_to("y_sum_to");
+        param<> rhs("rhs");
+        rhs.in(c_ids);
         for (int k = 1; k<=n-1; k++) {
             for (int i = 0; i<n-k; i++) {
                 z_sum.add_in_row(k-1, to_string(i)+","+to_string(i+k));
+                y_sum_fr.add_in_row(k-1, to_string(i));
+                y_sum_to.add_in_row(k-1, to_string(i+k));
             }
+            rhs.set_val(k-1, n-1-k);
         }
 
         Constraint<> c_def("c_def");
-        c_def = c - z.in(z_sum);
+//        c_def = c - z.in(z_sum);
+        c_def = c - (2*y.in(y_sum_fr) - 1)*(2*y.in(y_sum_to) - 1) - rhs;
         M.add(c_def.in(c_ids) == 0);
 
+        Constraint<> c_fix("c_fix");
+        c_fix = c[1];
+        M.add(c_fix == 1);
+
     //    Constraint<> cs_def("cs_def");
     //    cs_def = cs - c*c;
     //    m.add(cs_def.in(c_ids) >= 0);
@@ -179,15 +192,16 @@ int main(int argc, char * argv[]){
         ones.in(c_ids);
         ones = 1;
         M.min(ones.tr()*c*c);
-
+        M.print();
         solver<> mip_solver(M,gurobi);
 //        solver<> nlp_solver(M,ipopt);
-        mip_solver.run();
+        mip_solver.run(1e-6, 120);
 //        nlp_solver.run();
 //        M.print_solution();
 //        M.round_solution();
+        opt_obj = round(M.get_obj_val());
         M.print_solution();
-        opt_obj = M.get_obj_val();
+
     }
     double total_time_end = get_wall_time();
     auto total_time = total_time_end - total_time_start;

diff --git a/include/gravity/solver.h b/include/gravity/solver.h
@@ -211,7 +211,7 @@ class solver {
     }
 
     int run(type tol , double time_limit){
-        return run(5, tol, 10000, 1e-6, true, {false,""}, time_limit);
+        return run(5, tol, 10000, 1e-6, false, {false,""}, time_limit);
     }
 
     //OPF.run(tol,time_limit,"ma97");

diff --git a/src/GurobiProgram.cpp b/src/GurobiProgram.cpp
@@ -502,8 +502,8 @@ bool GurobiProgram::solve(bool relax, double mipgap, double time_limit){
     //        grb_mod->getEnv().set(GRB_IntParam_Method, 1);
     //    grb_mod->getEnv().set(GRB_IntParam_NodeMethod, 1);
     grb_mod->getEnv().set(GRB_IntParam_LazyConstraints, 1);
-//    grb_mod->set(GRB_IntParam_Threads, 8);
-    grb_mod->set(GRB_IntParam_NonConvex,2);
+    grb_mod->set(GRB_IntParam_Threads, 8);
+//    grb_mod->set(GRB_IntParam_NonConvex,2);
 //    grb_mod->set(GRB_DoubleParam_IntFeasTol, 1e-9);
     //       grb_mod->set(GRB_IntParam_NumericFocus,3);
     //     grb_mod->set(GRB_IntParam_PreCrush,0);