Update column generation algorithm

Author: fontanf

extern/CMakeLists.txt

@@ -45,7 +45,7 @@ endif()
 FetchContent_Declare(
     columngenerationsolver
     GIT_REPOSITORY https://github.com/fontanf/columngenerationsolver.git
-    GIT_TAG 1414cd0ca3185f301664c9e840aeda20a72e1844
+    GIT_TAG 17af477eb1ff576ce09b3d9a9c3369bdc7463c62
     #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../columngenerationsolver/"
     EXCLUDE_FROM_ALL)
 FetchContent_MakeAvailable(columngenerationsolver)

src/algorithms/column_generation.cpp

@@ -42,10 +42,9 @@
 
 using namespace generalizedassignmentsolver;
 
-typedef columngenerationsolver::RowIdx RowIdx;
-typedef columngenerationsolver::ColIdx ColIdx;
-typedef columngenerationsolver::Value Value;
-typedef columngenerationsolver::Column Column;
+using Value = columngenerationsolver::Value;
+using Column = columngenerationsolver::Column;
+using PricingOutput = columngenerationsolver::PricingSolver::PricingOutput;
 
 class PricingSolver: public columngenerationsolver::PricingSolver
 {
@@ -61,7 +60,7 @@ class PricingSolver: public columngenerationsolver::PricingSolver
     virtual std::vector<std::shared_ptr<const Column>> initialize_pricing(
             const std::vector<std::pair<std::shared_ptr<const Column>, Value>>& fixed_columns);
 
-    virtual std::vector<std::shared_ptr<const Column>> solve_pricing(
+    virtual PricingOutput solve_pricing(
             const std::vector<Value>& duals);
 
 private:
@@ -164,10 +163,12 @@ std::vector<std::shared_ptr<const Column>> PricingSolver::initialize_pricing(
     return {};
 }
 
-std::vector<std::shared_ptr<const Column>> PricingSolver::solve_pricing(
+PricingOutput PricingSolver::solve_pricing(
             const std::vector<Value>& duals)
 {
-    std::vector<std::shared_ptr<const Column>> columns;
+    PricingOutput output;
+    Value reduced_cost_bound = 0.0;
+
     for (AgentIdx agent_id = 0;
             agent_id < instance_.number_of_agents();
             ++agent_id) {
@@ -222,9 +223,14 @@ std::vector<std::shared_ptr<const Column>> PricingSolver::solve_pricing(
                 column.objective_coefficient += instance_.cost(item_id, agent_id);
             }
         }
-        columns.push_back(std::shared_ptr<const Column>(new Column(column)));
+        output.columns.push_back(std::shared_ptr<const Column>(new Column(column)));
+        reduced_cost_bound = (std::min)(
+                reduced_cost_bound,
+                columngenerationsolver::compute_reduced_cost(column, duals));
     }
-    return columns;
+
+    output.overcost = instance_.number_of_agents() * std::min(0.0, reduced_cost_bound);
+    return output;
 }
 
 ////////////////////////////////////////////////////////////////////////////////
@@ -244,7 +250,7 @@ const ColumnGenerationOutput generalizedassignmentsolver::column_generation(
     columngenerationsolver::ColumnGenerationParameters cgs_parameters;
     cgs_parameters.verbosity_level = 0;
     cgs_parameters.timer = parameters.timer;
-    cgs_parameters.linear_programming_solver
+    cgs_parameters.solver_name
         = columngenerationsolver::s2lps(parameters.linear_programming_solver);
     cgs_parameters.internal_diving = true;
     cgs_parameters.self_adjusting_wentges_smoothing = true;
@@ -273,7 +279,7 @@ const ColumnGenerationHeuristicGreedyOutput generalizedassignmentsolver::column_
     columngenerationsolver::GreedyParameters cgsg_parameters;
     cgsg_parameters.verbosity_level = 0;
     cgsg_parameters.timer = parameters.timer;
-    cgsg_parameters.column_generation_parameters.linear_programming_solver
+    cgsg_parameters.column_generation_parameters.solver_name
         = columngenerationsolver::s2lps(parameters.linear_programming_solver);
     cgsg_parameters.internal_diving = true;
     cgsg_parameters.column_generation_parameters.self_adjusting_wentges_smoothing = true;
@@ -308,7 +314,7 @@ const ColumnGenerationHeuristicLimitedDiscrepancySearchOutput generalizedassignm
     columngenerationsolver::LimitedDiscrepancySearchParameters cgslds_parameters;
     cgslds_parameters.verbosity_level = 0;
     cgslds_parameters.timer = parameters.timer;
-    cgslds_parameters.column_generation_parameters.linear_programming_solver
+    cgslds_parameters.column_generation_parameters.solver_name
         = columngenerationsolver::s2lps(parameters.linear_programming_solver);
     cgslds_parameters.column_generation_parameters.self_adjusting_wentges_smoothing = true;
     cgslds_parameters.column_generation_parameters.automatic_directional_smoothing = true;

src/main.cpp

@@ -139,14 +139,20 @@ Output run(
     } else if (algorithm == "column-generation") {
         ColumnGenerationParameters parameters;
         read_args(parameters, vm);
+        if (vm.count("linear-programming-solver"))
+            parameters.linear_programming_solver = vm["linear-programming-solver"].as<std::string>();
         return column_generation(instance, parameters);
     } else if (algorithm == "column-generation-heuristic-greedy") {
         ColumnGenerationParameters parameters;
         read_args(parameters, vm);
+        if (vm.count("linear-programming-solver"))
+            parameters.linear_programming_solver = vm["linear-programming-solver"].as<std::string>();
         return column_generation_heuristic_greedy(instance, parameters);
     } else if (algorithm == "column-generation-heuristic-limited-discrepancy-search") {
         ColumnGenerationParameters parameters;
         read_args(parameters, vm);
+        if (vm.count("linear-programming-solver"))
+            parameters.linear_programming_solver = vm["linear-programming-solver"].as<std::string>();
         return column_generation_heuristic_limited_discrepancy_search(instance, parameters);
 
 #if GECODE_FOUND
@@ -204,6 +210,7 @@ int main(int argc, char *argv[])
 
         ("desirability,", po::value<std::string>(), "set desirability")
         ("maximum-number-of-nodes,", po::value<Counter>(), "set maximum number of nodes")
+        ("linear-programming-solver,", po::value<std::string>(), "set linear programming solver")
         ;
     po::variables_map vm;
     po::store(po::parse_command_line(argc, argv, desc), vm);