Allow subproblem failures in DominguezRios (#121)

Author: odow

src/algorithms/DominguezRios.jl

@@ -67,13 +67,12 @@ end
 
 function _select_next_box(L::Vector{Vector{_DominguezRiosBox}}, k::Int)
     p = length(L)
-    if any(.!isempty.(L))
+    @assert any(!isempty(l) for l in L)
+    k = k % p + 1
+    while isempty(L[k])
         k = k % p + 1
-        while isempty(L[k])
-            k = k % p + 1
-        end
-        i = argmax([B.priority for B in L[k]])
     end
+    i = argmax([B.priority for B in L[k]])
     return i, k
 end
 
@@ -190,7 +189,7 @@ function minimize_multiobjective!(algorithm::DominguezRios, model::Optimizer)
         end
         i, k = _select_next_box(L, k)
         B = L[k][i]
-        # We're goign to scale `w` here by `scale` instead of the usual
+        # We're going to scale `w` here by `scale` instead of the usual
         # `1 / max(...)`. It will show up in a few places bbelow.
         w = scale ./ max.(1, B.u - yI)
         constraints = [
@@ -221,6 +220,13 @@ function minimize_multiobjective!(algorithm::DominguezRios, model::Optimizer)
             else
                 deleteat!(L[k], i)
             end
+        else
+            # In theory, this shouldn't happen, because this subproblem is meant
+            # to always be feasible. However, in some of our testing, HiGHS will
+            # fail and return something like OTHER_ERROR (e.g., because the
+            # numerics are challenging). Rather than error completely, let's
+            # just skip this box.
+            deleteat!(L[k], i)
         end
         MOI.delete.(model.inner, constraints)
     end

test/algorithms/DominguezRios.jl

@@ -38,10 +38,12 @@ end
 
 function test_vOptLib_runtests()
     model = MOA.Optimizer(HiGHS.Optimizer)
-    MOI.set(model, MOA.Algorithm(), MOA.DominguezRios())
-    MOI.set(model, MOI.Silent(), true)
-    # TODO(odow): it doesn't terminate
-    # vOptLib.run_tests(model)
+    for (presolve, complete) in ["off" => true, "choose" => false]
+        MOI.set(model, MOI.RawOptimizerAttribute("presolve"), presolve)
+        MOI.set(model, MOA.Algorithm(), MOA.DominguezRios())
+        MOI.set(model, MOI.Silent(), true)
+        vOptLib.run_tests(model; complete)
+    end
     return
 end
 

test/vOptLib.jl

@@ -9,19 +9,19 @@ using Test
 import JSON
 import MathOptInterface as MOI
 
-function run_tests(model::MOI.ModelLike)
+function run_tests(model::MOI.ModelLike; kwargs...)
     for name in names(@__MODULE__; all = true)
         if startswith("$name", "test_")
             @testset "$name" begin
                 MOI.empty!(model)
-                getfield(@__MODULE__, name)(model)
+                getfield(@__MODULE__, name)(model; kwargs...)
             end
         end
     end
     return
 end
 
-function _test_vOptLib_instance(model, instance)
+function _test_vOptLib_instance(model, instance; complete::Bool = true)
     root = joinpath(dirname(@__DIR__), "instances")
     src = MOI.FileFormats.MOF.Model()
     MOI.read_from_file(src, joinpath(root, "models", instance * ".mof.json"))
@@ -38,7 +38,8 @@ function _test_vOptLib_instance(model, instance)
         end
         push!(solutions[Y], convert(Vector{Int}, sol["X"]))
     end
-    @test MOI.get(model, MOI.ResultCount()) >= length(solutions)
+    min_solutions = complete ? length(solutions) : 1
+    @test MOI.get(model, MOI.ResultCount()) >= min_solutions
     for i in 1:MOI.get(model, MOI.ResultCount())
         Y = round.(Int, MOI.get(model, MOI.ObjectiveValue(i)))
         @test haskey(solutions, Y)
@@ -48,12 +49,20 @@ function _test_vOptLib_instance(model, instance)
     return
 end
 
-test_vOptLib_2KP50_11(model) = _test_vOptLib_instance(model, "2KP50-11")
+function test_vOptLib_2KP50_11(model; kwargs...)
+    return _test_vOptLib_instance(model, "2KP50-11"; kwargs...)
+end
 
-test_vOptLib_2KP50_50(model) = _test_vOptLib_instance(model, "2KP50-50")
+function test_vOptLib_2KP50_50(model; kwargs...)
+    return _test_vOptLib_instance(model, "2KP50-50"; kwargs...)
+end
 
-test_vOptLib_2KP50_92(model) = _test_vOptLib_instance(model, "2KP50-92")
+function test_vOptLib_2KP50_92(model; kwargs...)
+    return _test_vOptLib_instance(model, "2KP50-92"; kwargs...)
+end
 
-test_vOptLib_2KP100_50(model) = _test_vOptLib_instance(model, "2KP100-50")
+function test_vOptLib_2KP100_50(model; kwargs...)
+    return _test_vOptLib_instance(model, "2KP100-50"; kwargs...)
+end
 
 end  # module vOptLib