Pseudo-branching #190
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Pseudo-branching #190
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…the similarl named examples already existing
…g. Current version runs on the two examples however it only uses MOST_INFEASIBLE, i.e. costs have not stabilized.
…et. I.e. this is more like a non sorted collections of potential sections
dhendryc
approved these changes
Jun 17, 2024
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| n = 6 | ||
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| const diffw = 0.5 * ones(n) |
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For testing, this is fine. Just beware that in this case all possible nodes will be created and evaluated because any vertex of the hypercube is optimal. The diffw from the approx planted point example might be the better choice.
examples/portfolio_pseudocost.jl
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| heu = Boscia.Heuristic((tree, blmo, x) -> Boscia.follow_gradient_heuristic(tree,blmo,x, depth), 0.2, :follow_gradient) | ||
| heuristics = [heu] | ||
| # heuristics = [] | ||
| iterations_stable = 3::Int# how many times until we consider a pseudocost as stable |
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The ::Int should not be necessary.
src/pseudo_branching.jl
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| branching::PSEUDO_COST{BLMO} | ||
| ) where BLMO <: BoundedLinearMinimizationOracle | ||
| @assert !isempty(node.active_set) | ||
| active_set = copy(node.active_set) |
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If you are emptying the active set anyway, you can just create an empty one: https://github.com/ZIB-IOL/FrankWolfe.jl/blob/9009acab5d397d71cedee6156977d7d92f79b0b6/src/active_set.jl#L27
The active sets can be come quite large and copying them might lead to some unnecessary overhead.
… from approx planted example, also added a \mu for a potential branching score function
…rt. Current version runs but on the HiGHS_example with diffw = Random.rand(Bool, n) * 0.6 .+ 0.3 it does not change strategy before solving the problem.
…pseudocost branching
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