Merge pull request #555 from bknueven/fix_relaxed_fixer

PH Relaxed Fixer: do not fix if not converged

Author: bknueven

mpisppy/extensions/relaxed_ph_fixer.py

@@ -82,33 +82,56 @@ def relaxed_ph_fixing(self, relaxed_solution, pre_iter0 = False):
                     relaxed_val = relaxed_solution[ci]
                     xvar_value = xvar._value
                     update_var = False
-                    if not pre_iter0 and xvar.fixed:
-                        if (relaxed_val - xvar.lb) > self.bound_tol and (xvar.ub - relaxed_val) > self.bound_tol:
+                    xb = s._mpisppy_model.xbars[ndn_i]._value
+                    if xvar.fixed:
+                        if abs(relaxed_val - xvar_value) > self.bound_tol:
                             xvar.unfix()
                             update_var = True
                             raw_fixed_this_iter -= 1
                             if self.debug and self.opt.cylinder_rank == 0:
-                                print(f"{k}: unfixing var {xvar.name}; {relaxed_val=} is off bounds {(xvar.lb, xvar.ub)}")
+                                print(f"{k}: unfixing var {xvar.name}; {relaxed_val=} is different from {xvar_value=}")
                         # in case somebody else unfixs a variable in another rank...
-                        xb = s._mpisppy_model.xbars[ndn_i]._value
                         if abs(xb - xvar_value) > self.bound_tol:
                             xvar.unfix()
                             update_var = True
                             raw_fixed_this_iter -= 1
                             if self.debug and self.opt.cylinder_rank == 0:
                                 print(f"{k}: unfixing var {xvar.name}; xbar {xb} differs from the fixed value {xvar_value}")
-                    elif (relaxed_val - xvar.lb <= self.bound_tol) and (pre_iter0 or (xvar_value - xvar.lb <= self.bound_tol)):
-                        xvar.fix(xvar.lb)
-                        if self.debug and self.opt.cylinder_rank == 0:
-                            print(f"{k}: fixing var {xvar.name} to lb {xvar.lb}; {relaxed_val=}, var value is {xvar_value}")
-                        update_var = True
-                        raw_fixed_this_iter += 1
-                    elif (xvar.ub - relaxed_val <= self.bound_tol) and (pre_iter0 or (xvar.ub - xvar_value <= self.bound_tol)):
-                        xvar.fix(xvar.ub)
-                        if self.debug and self.opt.cylinder_rank == 0:
-                            print(f"{k}: fixing var {xvar.name} to ub {xvar.ub}; {relaxed_val=}, var value is {xvar_value}")
-                        update_var = True
-                        raw_fixed_this_iter += 1
+                    elif pre_iter0:
+                        if (relaxed_val - xvar.lb) <= self.bound_tol:
+                            xvar.fix(xvar.lb)
+                            if self.debug and self.opt.cylinder_rank == 0:
+                                print(f"{k}: fixing var {xvar.name} to lb {xvar.lb}; {relaxed_val=}")
+                            update_var = True
+                            raw_fixed_this_iter += 1
+                        if (xvar.ub - relaxed_val) <= self.bound_tol:
+                            xvar.fix(xvar.ub)
+                            if self.debug and self.opt.cylinder_rank == 0:
+                                print(f"{k}: fixing var {xvar.name} to ub {xvar.ub}; {relaxed_val=}")
+                            update_var = True
+                            raw_fixed_this_iter += 1
+                    # xbar, xhat, and relaxed_xhat all agree
+                    elif (abs(xb - xvar_value) <= self.bound_tol) and (abs(relaxed_val - xvar_value) <= self.bound_tol):
+                        if ( xvar_value - xvar.lb <= self.bound_tol ):
+                            xvar.fix(xvar.lb)
+                            if self.debug and self.opt.cylinder_rank == 0:
+                                print(f"{k}: fixing var {xvar.name} to lb {xvar.lb}; {relaxed_val=}, var value is {xvar_value}")
+                            update_var = True
+                            raw_fixed_this_iter += 1
+                        elif ( xvar.ub - xvar_value <= self.bound_tol ):
+                            xvar.fix(xvar.ub)
+                            if self.debug and self.opt.cylinder_rank == 0:
+                                print(f"{k}: fixing var {xvar.name} to ub {xvar.ub}; {relaxed_val=}, var value is {xvar_value}")
+                            update_var = True
+                            raw_fixed_this_iter += 1
+                        else:
+                            # # TODO: should we fix in this case? To xbar? What about integers? Maybe option-drive??
+                            # xvar.fix(xb)
+                            # if self.debug and self.opt.cylinder_rank == 0:
+                            #     print(f"{k}: fixing var {xvar.name} to xbar {xb}; {relaxed_val=}, var value is {xvar_value}")
+                            # update_var = True
+                            # raw_fixed_this_iter += 1
+                            pass
 
                     if update_var and persistent_solver:
                         sub._solver_plugin.update_var(xvar)