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typo + termination message if problem during dual update
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mtanneau committed May 13, 2018
1 parent 2c68b2c commit 4695385
Showing 1 changed file with 8 additions and 7 deletions.
15 changes: 8 additions & 7 deletions src/master_problem.jl
Original file line number Diff line number Diff line change
Expand Up @@ -60,24 +60,25 @@ function solve!(mp::AbstractMasterProblem; maxcols::Integer = 5000)
# iter, number of columns, primal/dual bounds, etc...

# I. Dual update
(status, π, σ) = compute_dual_variables!(mp)
if !ok(status)
(rmp_status, π, σ) = compute_dual_variables!(mp)
if !ok(rmp_status)
# exit if problem encountered during dual update
return status
warn("SRMP status $(rmp_status) currently not handled, terminate")
return rmp_status
end

# II. Pricing step
sp_status = solve_pricing(sp, π, σ)
# check pricing status
if isinfeasible(sp_status)
# sub-problem is infeasible: problem is infeasble
warn("Infeasbile sub-problem: problem is infeasible")
# sub-problem is infeasible: problem is infeasible
warn("Infeasible sub-problem: problem is infeasible")
return StatusInfeasible()

elseif !ok(sp_status)
# Early return caused by error when solving sub-problem
# TODO: expand handling of return status
warn("Status $(sp_status) currently not handled, terminate")
warn("Pricing status $(sp_status) currently not handled, terminate")
return sp_status
end

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