def _linear_relaxation(problem):
bounds = perform_fbbt(
problem,
maxiter=10,
timelimit=60,
)
bounds, monotonicity, convexity = \
propagate_special_structure(problem, bounds)
return LinearRelaxation(problem, bounds, monotonicity, convexity)
def _perform_fbbt(self, run_id, problem, tree, node, maxiter=None):
fbbt_start_time = current_time()
logger.debug(run_id, 'Performing FBBT')
objective_upper_bound = None
if tree.upper_bound is not None:
objective_upper_bound = tree.upper_bound
fbbt_maxiter = self.fbbt_maxiter
if maxiter is not None:
fbbt_maxiter = maxiter
branching_variable = None
if not node.storage.is_root:
branching_variable = node.storage.branching_variable
bounds = perform_fbbt(
problem,
maxiter=fbbt_maxiter,
timelimit=self.fbbt_timelimit,
objective_upper_bound=objective_upper_bound,
branching_variable=branching_variable,
)
self._bounds, self._monotonicity, self._convexity = \
propagate_special_structure(problem, bounds)
logger.debug(run_id, 'Set FBBT Bounds')
cause_infeasibility = None
for v in problem.variables:
vv = problem.variable_view(v)
new_bound = bounds[v]
if new_bound is None:
new_bound = Interval(None, None)
new_lb = best_lower_bound(
v.domain,
new_bound.lower_bound,
vv.lower_bound()
)
new_ub = best_upper_bound(
v.domain,
new_bound.upper_bound,
vv.upper_bound()
)
if new_lb > new_ub:
cause_infeasibility = v
if cause_infeasibility is not None:
logger.info(
run_id, 'Bounds on variable {} cause infeasibility',
cause_infeasibility.name
)
else:
for v in problem.variables:
vv = problem.variable_view(v)
new_bound = bounds[v]
if new_bound is None:
new_bound = Interval(None, None)
new_lb = best_lower_bound(
v.domain,
new_bound.lower_bound,
vv.lower_bound()
)
new_ub = best_upper_bound(
v.domain,
new_bound.upper_bound,
vv.upper_bound()
)
if np.isinf(new_lb):
new_lb = -np.inf
if np.isinf(new_ub):
new_ub = np.inf
if np.abs(new_ub - new_lb) < mc.epsilon:
new_lb = new_ub
logger.debug(run_id, ' {}: [{}, {}]', v.name, new_lb, new_ub)
vv.set_lower_bound(new_lb)
vv.set_upper_bound(new_ub)
group_name = '_'.join([str(c) for c in node.coordinate])
logger.tensor(run_id, group_name, 'lb', problem.lower_bounds)
logger.tensor(run_id, group_name, 'ub', problem.upper_bounds)
self._bac_telemetry.increment_fbbt_time(
seconds_elapsed_since(fbbt_start_time)
)