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Predefined blmo #155

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merged 15 commits into from
Nov 3, 2023
Merged

Predefined blmo #155

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6d91036
Use cube as an example of how to implement the BLMO interface.
Nov 1, 2023
5cd1744
Implement some common polytopes as SimpleBoundableLMO.
Nov 1, 2023
815ea54
Prob and Unit Simplex.
Nov 1, 2023
19559cc
Add source file.
Nov 2, 2023
a920f1e
Minor change.
Nov 2, 2023
3bd1304
Fix typo.
Nov 2, 2023
840c6ab
More information in debug statement.
Nov 2, 2023
60a9b75
Tests on Unit and Probability Simplex.
Nov 2, 2023
55bc042
No logs for tests.
Nov 2, 2023
c59ee0a
Minor change.
Nov 2, 2023
5ba2369
Add Boscia identifier.
Nov 2, 2023
cec1b41
Bug Fix.
Nov 2, 2023
b8e0927
Update approx_planted_point.jl
dhendryc Nov 2, 2023
5ad7da0
Relax tolerance.
Nov 3, 2023
b127a3a
Check against the time Boscia itself measures.
Nov 3, 2023
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5 changes: 3 additions & 2 deletions examples/approx_planted_point.jl
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Original file line number Diff line number Diff line change
@@ -1,5 +1,6 @@
using Boscia
using FrankWolfe
using Bonobo
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using Test
using Random
using SCIP
Expand Down Expand Up @@ -49,7 +50,7 @@ diffi = Random.rand(Bool, n) * 0.6 .+ 0.3
push!(bounds, (i, 0.0), :greaterthan)
push!(bounds, (i, 1.0), :lessthan)
end
blmo = Boscia.CubeBLMO(n, int_vars, bounds)
blmo = CubeBLMO(n, int_vars, bounds)

x, _, result = Boscia.solve(f, grad!, blmo, verbose=true)

Expand Down Expand Up @@ -112,7 +113,7 @@ end
push!(bounds, (i, 0.0), :greaterthan)
push!(bounds, (i, 1.0), :lessthan)
end
blmo = Boscia.CubeBLMO(n, int_vars, bounds)
blmo = CubeBLMO(n, int_vars, bounds)

x, _, result = Boscia.solve(f, grad!, blmo, verbose=true)

Expand Down
13 changes: 8 additions & 5 deletions examples/cube_blmo.jl
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Original file line number Diff line number Diff line change
@@ -1,4 +1,7 @@
## How to implement the BLMO Interface using the cube as an example
using Boscia
using Bonobo
using Dates

"""
CubeBLMO
Expand All @@ -8,7 +11,7 @@ A Bounded Linear Minimization Oracle over a cube.
mutable struct CubeBLMO <: Boscia.BoundedLinearMinimizationOracle
n::Int
int_vars::Vector{Int}
bounds::IntegerBounds
bounds::Boscia.IntegerBounds
solving_time::Float64
end

Expand All @@ -30,7 +33,7 @@ end
##

function Boscia.build_global_bounds(blmo::CubeBLMO, integer_variables)
global_bounds = IntegerBounds()
global_bounds = Boscia.IntegerBounds()
for i in 1:blmo.n
if i in integer_variables
push!(global_bounds, (i, blmo.bounds[i, :lessthan]), :lessthan)
Expand Down Expand Up @@ -143,13 +146,13 @@ end
function Boscia.check_feasibility(blmo::CubeBLMO)
for i in 1:blmo.n
if !haskey(blmo.bounds, (i, :greaterthan)) || !haskey(blmo.bounds, (i, :lessthan))
return UNBOUNDED
return Boscia.UNBOUNDED
end
if blmo.bounds[i, :greaterthan] > blmo.bounds[i, :lessthan]
return INFEASIBLE
return Boscia.INFEASIBLE
end
end
return OPTIMAL
return Boscia.OPTIMAL
end

function Boscia.is_valid_split(tree::Bonobo.BnBTree, blmo::CubeBLMO, vidx::Int)
Expand Down
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