Fixed #39 caused when subproblem is terminated due to time or node li…

…mit without a primal feasible solution
Argonne-National-Laboratory · Oct 29, 2018 · 1df9767 · 1df9767
1 parent dc66eef
commit 1df9767
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Showing 6 changed files with 31 additions and 3 deletions.
diff --git a/src/Solver/DualDecomp/DdMW.cpp b/src/Solver/DualDecomp/DdMW.cpp
@@ -88,6 +88,9 @@ DSP_RTN_CODE DdMW::storeCouplingSolutions(Solutions& stored)
 	/** store solutions to distribute */
 	for (int s = 0; s < model_->getNumSubproblems(); ++s)
 	{
+		if (master_->subprimobj_[s] == COIN_DBL_MAX)
+			continue;
+
 		int nx = model_->getNumSubproblemCouplingCols(s);
 
 		DSPdebugMessage2("ubSolutions_ %lu\n", ubSolutions_.size());

diff --git a/src/Solver/DualDecomp/DdSub.cpp b/src/Solver/DualDecomp/DdSub.cpp
@@ -94,6 +94,11 @@ DSP_RTN_CODE DdSub::solve()
 			DSPdebugMessage("primal objective %+e\n", primobj_);
 			dualinfeas = false;
 			break;
+		case DSP_STAT_LIM_INFEAS:
+			primobj_ = COIN_DBL_MAX;
+			dualobj_ = si_->getDualBound();
+			dualinfeas = false;
+			break;
 		case DSP_STAT_DUAL_INFEASIBLE:
 			message_->print(0, "Subproblem %d is dual infeasible. DSP will fix any unbounded column bounds to a large number.\n", sind_);
 			for (int j = 0; j < si_->getNumCols(); ++j) {

diff --git a/src/Solver/DualDecomp/DdWorkerLB.cpp b/src/Solver/DualDecomp/DdWorkerLB.cpp
@@ -68,6 +68,7 @@ DSP_RTN_CODE DdWorkerLB::solve() {
 			switch (subprobs_[s]->si_->getStatus()) {
 				case DSP_STAT_STOPPED_TIME:
 				case DSP_STAT_LIM_ITERorTIME:
+				case DSP_STAT_LIM_INFEAS:
 				case DSP_STAT_STOPPED_GAP:
 				case DSP_STAT_STOPPED_NODE:
 					message_->print(3, "Warning: subproblem %d solution status is %d\n",
@@ -106,7 +107,10 @@ DSP_RTN_CODE DdWorkerLB::solve() {
 		if (status_ == DSP_STAT_MW_STOP)
 			break;
 
-		primobj += subprobs_[s]->si_->getPrimalBound();
+		if (subprobs_[s]->si_->getStatus() == DSP_STAT_LIM_INFEAS)
+			primobj = COIN_DBL_MAX;
+		else if (primobj < COIN_DBL_MAX)
+			primobj += subprobs_[s]->si_->getPrimalBound();
 		dualobj += subprobs_[s]->si_->getDualBound();
 		total_cputime += CoinCpuTime() - cputime;
 		total_walltime += CoinGetTimeOfDay() - walltime;

diff --git a/src/SolverInterface/SolverInterfaceCpx.cpp b/src/SolverInterface/SolverInterfaceCpx.cpp
@@ -90,8 +90,20 @@ void SolverInterfaceCpx::setGapTol(double tol)
 
 DSP_RTN_CODE SolverInterfaceCpx::getStatus() {
 	int cpxstat = CPXgetstat(cpx_->getEnvironmentPtr(), cpx_->getLpPtr(OsiCpxSolverInterface::KEEPCACHED_ALL));
-	if (cpxstat == CPXMIP_TIME_LIM_FEAS) {
+	if (cpxstat == CPXMIP_NODE_LIM_FEAS ||
+		cpxstat == CPXMIP_TIME_LIM_FEAS)
 		return DSP_STAT_LIM_ITERorTIME;
-	}
+	else if (cpxstat == CPXMIP_NODE_LIM_INFEAS ||
+		cpxstat == CPXMIP_TIME_LIM_INFEAS)
+		return DSP_STAT_LIM_INFEAS;
 	return SolverInterfaceOsi::getStatus();
 }
+
+
+/** get dual bound (lower bound in minimization) */
+double SolverInterfaceCpx::getDualBound()
+{
+	double objval;
+	CPXgetbestobjval(cpx_->getEnvironmentPtr(), cpx_->getLpPtr(OsiCpxSolverInterface::KEEPCACHED_ALL), &objval);
+	return objval;
+}
diff --git a/src/SolverInterface/SolverInterfaceCpx.h b/src/SolverInterface/SolverInterfaceCpx.h
@@ -37,6 +37,9 @@ class SolverInterfaceCpx: public SolverInterfaceOsi {
 	/** solution status */
 	virtual DSP_RTN_CODE getStatus();
 
+	/** get dual bound (lower bound in minimization) */
+	virtual double getDualBound();
+
 	/** set node limit */
 	virtual void setNodeLimit(int limit);
 

diff --git a/src/Utility/DspRtnCodes.h b/src/Utility/DspRtnCodes.h
@@ -34,6 +34,7 @@ typedef int DSP_RTN_CODE;
 #define DSP_STAT_LIM_PRIM_OBJ       3014
 #define DSP_STAT_LIM_DUAL_OBJ       3015
 #define DSP_STAT_FEASIBLE           3016
+#define DSP_STAT_LIM_INFEAS         3018
 #define DSP_STAT_MW_STOP            3100 /**< stop signal for master-worker framework */
 #define DSP_STAT_MW_CONTINUE        3101 /**< continue signal for master-worker framework */
 #define DSP_STAT_MW_EXACT           3102 /**< force to evaluate exactly */