merge dev/qcqp to master
#215
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kibaekkim
commented
Feb 25, 2022
| x1 x1 2 | ||
| x2 x2 1 | ||
| QCMATRIX QC1 |
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@gbyeon looks like you already implemented some code to parse this?
kibaekkim
commented
Feb 25, 2022
| @@ -164,6 +166,83 @@ DSP_RTN_CODE BdSub::loadProblem(DecModel* model) | |||
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| /** load problem */ | |||
| cglp_[i]->si_->loadProblem(*mat_reco, clbd_reco, cubd_reco, obj_reco, rlbd_reco, rubd_reco); | |||
| /** add quadratic constraints */ | |||
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@gbyeon did you implement the benders too?
kibaekkim
commented
Feb 25, 2022
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| if (clbd_core_[i][idx] < 0.0) | ||
| clbd_core_[i][idx] = 0.0; | ||
| if (clbd_core_[i][idx] > 1.0) | ||
| cubd_core_[i][idx] = 1.0; |
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We should just set 0 and 1 for the bounds of binary variable. @gbyeon please let me know if you agree.
kibaekkim
commented
Feb 25, 2022
| @@ -57,11 +57,11 @@ if (NOT ${CPLEX_LIB_DIR} STREQUAL "") | |||
| endif() | |||
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| if(NOT ${GUROBI_LIB_DIR} STREQUAL "") | |||
| find_library(GUROBILIB NAMES gurobi90 PATHS ${GUROBI_LIB_DIR}) | |||
| find_library(GUROBILIB NAMES gurobi91 PATHS ${GUROBI_LIB_DIR}) | |||
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Can this be independent to versions?
kibaekkim
commented
Feb 25, 2022
Codecov Report
@@ Coverage Diff @@
## master #215 +/- ##
==========================================
- Coverage 13.31% 12.73% -0.58%
==========================================
Files 90 92 +2
Lines 12353 12920 +567
==========================================
+ Hits 1645 1646 +1
- Misses 10708 11274 +566
Continue to review full report at Codecov.
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kibaekkim
commented
Mar 2, 2022
| @@ -492,8 +512,842 @@ void split(const std::string& str, Container& cont) | |||
| back_inserter(cont)); | |||
| } | |||
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| void addAffineRowOfL(double * L, int n, vector<int> indices, CoinPackedVector ** &rows_core_temp, int cstart_of_col_to_add, int rstart_of_row_to_add, int linnzcnt, int *linind, double *linval) | |||
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@gbyeon Can you add a brief description about this function?
kibaekkim
commented
Mar 2, 2022
src/Model/StoModel.h
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| DSP_RTN_CODE chgToSocp(vector<int> &qc_rstart); | ||
| void getL(double * &Q, int quadnzcnt, int *quadcol, int *quadrow, double *quadval, vector<int> &indices, int &n); |
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@gbyeon Can you also add a description for each function?
- It eliminates the need to use Chg_To_Socp for solving a problem with coupling qcs using `dd` and `de`, i.e., Chg_To_Socp = false is recommended. - It allows coupling qc to be input both from smps files and DSPopt.jl - Currently, only CPLEX is available for solving a problem with coupling qcs. To extend it to Gurobi and Scip, `addRows` and `chgRhs` should be added in DspOsiScip.h and DspOsiGrb.h
…-Laboratory/DSP into dev/qcqp-gbyeon
…ory/DSP into dev/qcqp-gbyeon
Fix minor bugs when testing
More outputs from binary `runDsp`
Provide reproducible setting
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