make api for master-only vars more simple

[svigerske]

Issue created by migration from Trac.

Original creator: @mgalati13

Original creation time: 2010-08-02 02:26:53

CC: kmartin@chicagobooth.edu

Good question... It's actually a bit messy to deal with this because of the way the framework is designed.

I don't have any explicit (simple) examples of this and should probably add one. For now, you can look at MILPBlock which deals with this case. I call it "master-only vars".

Look at MILPBlock_DecompApp::createModelMasterOnlys2( ) as an example of how to deal with this. Essentially, I just need the LB and UB of the vars. But since the design is driven off the DecompConstraintSet object, you need to declare an empty object for each var. I should probably make this easier for the user by just asking for a list of them. I’ll add a ticket to fix that in future.

for(vit = masterOnlyCols.begin(); vit != masterOnlyCols.end(); vit++){
i = *vit;

  //THINK:
  //  what-if master-only var is integer and bound is not at integer

  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[i] ? true : false;
  if(m_appParam.ColumnUB <  1.0e15)
     if(colUB[i] >  1.0e15)
        model->m_masterOnlyUB = m_appParam.ColumnUB;
  if(m_appParam.ColumnLB > -1.0e15)
     if(colLB[i] < -1.0e15)
        model->m_masterOnlyLB = m_appParam.ColumnLB;

  m_modelR.insert(make_pair(nBlocks, model));
  setModelRelax(model,
                "master_only" + UtilIntToStr(i), nBlocks);
  nBlocks++;

}

-----Original Message-----
From: Kipp Martin [mailto:kmartin@chicagobooth.edu]
Sent: Saturday, July 31, 2010 3:20 AM
To: Matthew Galati
Subject: Re: Dip Questions

Hi Matt:

In my application I have a set variables in the core constraints that do not
appear in any of the blocks. So something like this

min cx

s.t

A'x >= b1
A''x + By >= b2

I assume that this will not mess things up, correct?

Thanks