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hlefebvr · Feb 19, 2025 · 7b3a166 · 7b3a166
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diff --git a/.github/workflows/tests.yml b/.github/workflows/tests.yml
@@ -186,7 +186,7 @@ jobs:
       - name: Download a single artifact
         uses: actions/download-artifact@v4
         with:
-          name: coverage
+          name: coverage__*.info
 
       - name: Install lcov
         run: sudo apt-get install lcov

diff --git a/CMakeFiles/CMakeOutput.log b/CMakeFiles/CMakeOutput.log
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diff --git a/CMakeFiles/CMakeSystem.cmake b/CMakeFiles/CMakeSystem.cmake
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+
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+set(CMAKE_SYSTEM_NAME "Linux")
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+set(CMAKE_SYSTEM_PROCESSOR "x86_64")
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diff --git a/cmake/CMakeFiles/CMakeOutput.log b/cmake/CMakeFiles/CMakeOutput.log
@@ -0,0 +1,3 @@
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+The system is: Linux - 6.8.0-52-generic - x86_64
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diff --git a/cmake/CMakeFiles/CMakeSystem.cmake b/cmake/CMakeFiles/CMakeSystem.cmake
@@ -0,0 +1,15 @@
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+set(CMAKE_SYSTEM_NAME "Linux")
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diff --git a/examples/robust/ccg-discrete-uncertainty.data.txt b/examples/robust/ccg-discrete-uncertainty.data.txt
@@ -1,41 +1,30 @@
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diff --git a/examples/robust/ccg-discrete-uncertainty.example.cpp b/examples/robust/ccg-discrete-uncertainty.example.cpp
@@ -19,21 +19,27 @@
 #include "idol/bilevel/modeling/Description.h"
 #include "idol/robust/optimizers/column-and-constraint-generation/ColumnAndConstraintGeneration.h"
 #include "idol/bilevel/optimizers/wrappers/MibS/MibS.h"
+#include "idol/bilevel/optimizers/KKT/KKT.h"
 
 using namespace idol;
 
 int main(int t_argc, const char** t_argv) {
 
     Env env;
 
+    const auto instance = Problems::FLP::generate_instance_1991_Cornuejols_et_al(5, 15, 2);
+    std::ofstream file("ccg-discrete-uncertainty.data.txt");
+    file << instance;
+    file.close();
+
     // Read instance
-    const auto instance = Problems::FLP::read_instance_1991_Cornuejols_et_al("ccg-discrete-uncertainty.data.txt");
+    //const auto instance = Problems::FLP::read_instance_1991_Cornuejols_et_al("ccg-discrete-uncertainty.data.txt");
     const unsigned int n_customers = instance.n_customers();
     const unsigned int n_facilities = instance.n_facilities();
 
     // Uncertainty set
     Model uncertainty_set(env);
-    const double Gamma = 1;
+    const double Gamma = 2;
     const auto xi = uncertainty_set.add_vars(Dim<2>(n_facilities, n_customers), 0., 1., Binary, 0., "xi");
     uncertainty_set.add_ctr(idol_Sum(i, Range(n_facilities), idol_Sum(j, Range(n_customers), xi[i][j])) <= Gamma);
 
@@ -94,10 +100,14 @@ int main(int t_argc, const char** t_argv) {
 
     const auto mibs = Bilevel::MibS()
             .with_cplex_for_feasibility(true)
-            .with_file_interface(false)
+            .with_file_interface(true)
             .with_logs(true)
             ;
 
+    const auto kkt = Bilevel::KKT()
+            .with_single_level_optimizer(Gurobi().with_logs(true))
+            ;
+
     model.use(
             Robust::ColumnAndConstraintGeneration(robust_description, bilevel_description)
                     .with_initial_scenario_by_maximization(Gurobi())

diff --git a/lib/src/mixed-integer/problems/facility-location-problem/FLP_Instance.cpp b/lib/src/mixed-integer/problems/facility-location-problem/FLP_Instance.cpp
@@ -142,8 +142,8 @@ idol::Problems::FLP::Instance idol::Problems::FLP::generate_instance_1991_Cornue
         const double capacity = std::uniform_real_distribution<double>(10, 160)(engine);
         const double fixed_cost = fixed_cost_scaling_factor * std::uniform_real_distribution<double>(0, 90)(engine);
         sum_capacities += capacity;
-        result.set_capacity(i, capacity);
-        result.set_fixed_cost(i, fixed_cost);
+        result.set_capacity(i, std::round(capacity));
+        result.set_fixed_cost(i, std::round(fixed_cost));
     }
 
     // Demands
@@ -158,14 +158,14 @@ idol::Problems::FLP::Instance idol::Problems::FLP::generate_instance_1991_Cornue
 
     for (unsigned int j = 0 ; j < t_n_customers ; ++j) {
         const double scaled_demand = demand_scaling_factor * result.demand(j);
-        result.set_demand(j, scaled_demand);
+        result.set_demand(j, std::round(scaled_demand));
     }
 
     // Per unit transportation costs
     for (unsigned int i = 0, n = t_n_facilities ; i < n ; ++i) {
         for (unsigned int j = 0, m = t_n_customers ; j < m ; ++j) {
             const double distance = euclidean(facility_locations[i], customer_locations[j]);
-            result.set_per_unit_transportation_cost(i, j, distance);
+            result.set_per_unit_transportation_cost(i, j, std::round(distance * 1e2) / 1e2);
         }
     }
 

diff --git a/lib/src/robust/optimizers/column-and-constraint-generation/Formulation.cpp b/lib/src/robust/optimizers/column-and-constraint-generation/Formulation.cpp
@@ -307,21 +307,56 @@ idol::CCG::Formulation::build_feasibility_separation_problem(const idol::Point<i
 
     add_separation_problem_constraints(result, t_first_stage_decision);
 
+    std::cout << result << std::endl;
+
     const auto compute_range = [&](const Ctr& t_ctr) {
-        double lb = 0, ub = 0;
-        for (const auto& [var, coeff] : m_parent.get_ctr_row(t_ctr)) {
-            if (coeff < 0) {
-                lb += coeff * m_parent.get_var_lb(var);
-                ub += coeff * m_parent.get_var_ub(var);
-            } else {
-                lb += coeff * m_parent.get_var_ub(var);
-                ub += coeff * m_parent.get_var_lb(var);
+        double bound = 0;
+        const auto type = result.get_ctr_type(t_ctr);
+
+        if (type == LessOrEqual) {
+            bound -= result.get_ctr_rhs(t_ctr);
+            for (const auto& [var, coeff] : m_robust_description.uncertain_rhs(t_ctr)) {
+                if (coeff > 0 ) {
+                    bound -= coeff * result.get_var_lb(var);
+                } else {
+                    bound -= coeff * result.get_var_ub(var);
+                }
+            }
+            for (const auto& [var, coeff] : result.get_ctr_row(t_ctr)) {
+                if (coeff > 0) {
+                    bound += coeff * result.get_var_ub(var);
+                } else {
+                    bound += coeff * result.get_var_lb(var);
+                }
+            }
+            std::cout << "Bound of " << t_ctr.name() << " is " << bound << std::endl;
+        } else if (type == GreaterOrEqual) {
+            bound += result.get_ctr_rhs(t_ctr);
+            for (const auto& [var, coeff] : m_robust_description.uncertain_rhs(t_ctr)) {
+                if (coeff > 0 ) {
+                    bound += coeff * result.get_var_ub(var);
+                } else {
+                    bound += coeff * result.get_var_lb(var);
+                }
             }
+            for (const auto& [var, coeff] : result.get_ctr_row(t_ctr)) {
+                if (coeff > 0) {
+                    bound -= coeff * result.get_var_ub(var);
+                } else {
+                    bound -= coeff * result.get_var_lb(var);
+                }
+            }
+            bound *= -1;
+            std::cout << "Bound of " << t_ctr.name() << " is " << bound << std::endl;
+        } else {
+            throw Exception("Equal constraints not yet implemented");
         }
-        if (is_inf(lb) || is_inf(ub)) {
+
+        if (is_inf(bound) || is_inf(bound)) {
             return Inf;
         }
-        return std::abs(ub - lb);
+
+        return std::max(0., bound);
     };
 
     const auto add_slack = [&](const Ctr& t_ctr, double t_coeff) {