def update_solution_bound(galini, tree, delta_t):
"""Increment the lower and upper bound and their integrals."""
update_gauge(galini, 'branch_and_bound.lower_bound', tree.lower_bound)
update_gauge(galini, 'branch_and_bound.upper_bound', tree.upper_bound)
# Compute relative gap
gap = relative_gap(tree.lower_bound, tree.upper_bound, galini.mc)
gap = np.min([gap, 1.0])
update_gauge(galini,
'branch_and_bound.relative_gap',
gap,
initial_value=1.0)
update_counter(galini,
'branch_and_bound.relative_gap_integral',
gap * delta_t,
initial_value=0.0)
def _has_converged(self, state):
rel_gap = relative_gap(state.lower_bound, state.upper_bound)
abs_gap = absolute_gap(state.lower_bound, state.upper_bound)
bounds_close = is_close(
state.lower_bound,
state.upper_bound,
rtol=self.relative_tolerance,
atol=self.tolerance,
)
if self.galini.paranoid_mode:
assert (state.lower_bound <= state.upper_bound or bounds_close)
return (
rel_gap <= self.relative_tolerance or
abs_gap <= self.tolerance
)
def has_converged(self, state):
rel_gap = relative_gap(state.lower_bound, state.upper_bound,
self.galini.mc)
abs_gap = absolute_gap(state.lower_bound, state.upper_bound,
self.galini.mc)
bounds_close = is_close(
state.lower_bound,
state.upper_bound,
rtol=self.bab_config['relative_gap'],
atol=self.bab_config['absolute_gap'],
)
if self.galini.paranoid_mode:
assert (state.lower_bound <= state.upper_bound or bounds_close)
return (rel_gap <= self.bab_config['relative_gap']
or abs_gap <= self.bab_config['absolute_gap'])
def test_relative_gap_of_infinite_lower_bounds(self, ub):
gap = relative_gap(-np.inf, ub)
assert gap == np.inf
def test_relative_gap_of_infinite_upper_bounds(self, lb):
gap = relative_gap(lb, np.inf)
assert gap == np.inf
def test_relative_gap_of_finite_numbers(self):
lb = 100.0
ub = 100.00001
gap = relative_gap(lb, ub)
assert gap < 1e-5