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Compute relative gap with respect to user objectives #418

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Merged
rapids-bot merged 3 commits into from
Sep 26, 2025
Merged

Compute relative gap with respect to user objectives #418

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40f19a2
Compute relative gap with respect to user objectives
rg20 Sep 25, 2025
d42c7b8
Merge remote-tracking branch 'upstream/branch-25.10' into issue_417
rg20 Sep 25, 2025
d5edb2e
Merge remote-tracking branch 'upstream/branch-25.10' into issue_417
rg20 Sep 26, 2025
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29 changes: 17 additions & 12 deletions cpp/src/dual_simplex/branch_and_bound.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -701,8 +701,10 @@ mip_status_t branch_and_bound_t<i_t, f_t>::explore_tree(i_t branch_var,
f_t gap = get_upper_bound() - lower_bound;
f_t last_log = 0;

while (gap > settings_.absolute_mip_gap_tol &&
relative_gap(get_upper_bound(), lower_bound) > settings_.relative_mip_gap_tol &&
f_t user_upper_bound = compute_user_objective(original_lp_, get_upper_bound());
f_t user_lower_bound = compute_user_objective(original_lp_, lower_bound);
f_t rel_gap = relative_gap(user_upper_bound, user_lower_bound);
while (gap > settings_.absolute_mip_gap_tol && rel_gap > settings_.relative_mip_gap_tol &&
heap.size() > 0) {
repair_heuristic_solutions();

Expand Down Expand Up @@ -817,12 +819,13 @@ mip_status_t branch_and_bound_t<i_t, f_t>::dive(i_t branch_var, mip_solution_t<i
node_stack.pop_back();
nodes_explored++;

f_t upper_bound = get_upper_bound();
lower_bound = get_lower_bound();
gap = upper_bound - lower_bound;

if (gap < settings_.absolute_mip_gap_tol &&
relative_gap(get_upper_bound(), lower_bound) < settings_.relative_mip_gap_tol) {
f_t upper_bound = get_upper_bound();
lower_bound = get_lower_bound();
gap = upper_bound - lower_bound;
f_t user_upper_bound = compute_user_objective(original_lp_, get_upper_bound());
f_t user_lower_bound = compute_user_objective(original_lp_, lower_bound);
f_t rel_gap = relative_gap(user_upper_bound, user_lower_bound);
if (gap < settings_.absolute_mip_gap_tol && rel_gap < settings_.relative_mip_gap_tol) {
update_tree(node_ptr, node_status_t::FATHOMED);
continue;
}
Expand Down Expand Up @@ -1003,22 +1006,24 @@ mip_status_t branch_and_bound_t<i_t, f_t>::solve(mip_solution_t<i_t, f_t>& solut
currently_branching_ = false;
mutex_branching_.unlock();

f_t user_upper_bound = compute_user_objective(original_lp_, get_upper_bound());
f_t user_lower_bound = compute_user_objective(original_lp_, lower_bound_);
settings_.log.printf(
"Explored %d nodes in %.2fs.\nAbsolute Gap %e Objective %.16e Lower Bound %.16e\n",
stats_.nodes_explored.load(),
toc(stats_.start_time),
gap_,
compute_user_objective(original_lp_, get_upper_bound()),
compute_user_objective(original_lp_, lower_bound_));
user_upper_bound,
user_lower_bound);

if (gap_ <= settings_.absolute_mip_gap_tol ||
relative_gap(get_upper_bound(), lower_bound_) <= settings_.relative_mip_gap_tol) {
relative_gap(user_upper_bound, user_lower_bound) <= settings_.relative_mip_gap_tol) {
status = mip_status_t::OPTIMAL;
if (gap_ > 0 && gap_ <= settings_.absolute_mip_gap_tol) {
settings_.log.printf("Optimal solution found within absolute MIP gap tolerance (%.1e)\n",
settings_.absolute_mip_gap_tol);
} else if (gap_ > 0 &&
relative_gap(get_upper_bound(), lower_bound_) <= settings_.relative_mip_gap_tol) {
relative_gap(user_upper_bound, user_lower_bound) <= settings_.relative_mip_gap_tol) {
settings_.log.printf("Optimal solution found within relative MIP gap tolerance (%.1e)\n",
settings_.relative_mip_gap_tol);
} else {
Expand Down