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Variable bounds not updated in branching #531

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laradicp opened this issue May 20, 2021 · 0 comments
Open

Variable bounds not updated in branching #531

laradicp opened this issue May 20, 2021 · 0 comments
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@laradicp
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laradicp commented May 20, 2021

Describe the bug
Branching algorithm adds constraints for variable bounds (in function generate_children), but the bounds of the variable itself are not updated. The variable bounds retrieved from BlockDecomposition.callback_lb(cbdata, var) and BlockDecomposition.callback_ub(cbdata, var) are incorrect.

To Reproduce

  1. Define a model with a pricing callback and maxnumnodes = 2
  2. Optimize the model
  3. Check the branching constraint (variable and rhs)
  4. Update lb and ub in the pricing callback for the subproblem in which variable is, using BD.callback_lb(cbdata, variable) and BD.callback_ub(cbdata, variable)
  5. Check last values of lb and ub:
    If the branching constraint is greater or equal:
    @test lb == rhs
    
    If the branching constraint is less or equal:
    @test ub == rhs
    

Expected behavior
Test will fail. The bound retrieved is always a perene bound.

Suggestion
setcurlb! and setcurub! in generate_children.

@laradicp laradicp added the bug Something isn't working label May 20, 2021
@guimarqu guimarqu added this to the v0.4 milestone Aug 14, 2021
@guimarqu guimarqu modified the milestones: v0.4, 2022T2 Dec 16, 2021
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