Fix numerically small rhs in cut, update tolerance for zero subgradient

AntaresSimulatorTeam · Jan 29, 2025 · fbf0ebe · fbf0ebe
1 parent 9611fdc
commit fbf0ebe
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Showing 3 changed files with 17 additions and 6 deletions.
diff --git a/src/cpp/benders/benders_core/SubproblemWorker.cpp b/src/cpp/benders/benders_core/SubproblemWorker.cpp
@@ -58,7 +58,7 @@ void SubproblemWorker::fix_to(Point const &x0) const {
   solver_chgbounds(_solver, indexes, bndtypes, values);
 }
 
-static double INTTOL = 1e-4;
+static double INTTOL = 5e-3;
 void SubproblemWorker::roundIfWithinTolerance(std::vector<double> &values,
                                               double tolerance) const {
   std::transform(values.begin(), values.end(), values.begin(),

diff --git a/src/cpp/benders/benders_core/WorkerMaster.cpp b/src/cpp/benders/benders_core/WorkerMaster.cpp
@@ -19,11 +19,11 @@ WorkerMaster::WorkerMaster(VariableMap const &variable_map,
                            const std::string &solver_name, const int log_level,
                            int subproblems_count,
                            SolverLogManager &solver_log_manager,
-                           const bool mps_has_alpha, Logger logger, ProblemsFormat format)
+                           const bool mps_has_alpha, Logger logger,
+                           ProblemsFormat format)
     : Worker(variable_map, path_to_mps, std::move(logger)),
       subproblems_count{subproblems_count},
-      _mps_has_alpha{mps_has_alpha}
-{
+      _mps_has_alpha{mps_has_alpha} {
   _is_master = true;
 
   init(solver_name, log_level, solver_log_manager, format);
@@ -237,6 +237,15 @@ void WorkerMaster::define_matval_mclind_for_index(
   matval.back() = -1;
 }
 
+static double ISZEROTOL = 5e-3;
+void WorkerMaster::roundIfWithinTolerance(std::vector<double> &values,
+                                          double tolerance) const {
+  std::transform(values.begin(), values.end(), values.begin(),
+                 [tolerance](double value) -> double {
+                   return std::abs(value) < tolerance ? 0 : value;
+                 });
+}
+
 /*!
  *  \brief Add one benders cut to a problem
  *
@@ -260,6 +269,8 @@ void WorkerMaster::addSubproblemCut(int i, Point const &s, Point const &x_cut,
   DefineRhsWithMasterVariable(s, x_cut, rhs, rowrhs);
   define_matval_mclind_for_index(i, s, matval, mclind);
 
+  roundIfWithinTolerance(rowrhs, ISZEROTOL);
+
   solver_addrows(*_solver, rowtype, rowrhs, {}, mstart, mclind, matval);
 }
 

diff --git a/src/cpp/benders/benders_core/include/antares-xpansion/benders/benders_core/WorkerMaster.h b/src/cpp/benders/benders_core/include/antares-xpansion/benders/benders_core/WorkerMaster.h
@@ -14,8 +14,7 @@ class WorkerMaster : public Worker {
   WorkerMaster(VariableMap const &variable_map,
                const std::filesystem::path &path_to_mps,
                const std::string &solver_name, int log_level,
-               int subproblems_count,
-               SolverLogManager&solver_log_manager,
+               int subproblems_count, SolverLogManager &solver_log_manager,
                bool mps_has_alpha, Logger logger, ProblemsFormat format);
   ~WorkerMaster() override = default;
 
@@ -63,4 +62,5 @@ class WorkerMaster : public Worker {
   void _set_nb_units_var_ids();
   void roundXVarIfWithinTolerance(std::vector<double> &values,
                                   double tolerance);
+  void roundIfWithinTolerance(std::vector<double> &values, double tolerance) const;
 };