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Add Logic-Based Discrete-Steepest Descent Algorithm in GDPOpt #3331

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Summary/Motivation:

This PR introduces the implementation of the Logic-Based Discrete Steepest Descent algorithm in GDPOpt.

The Logic-based Discrete-Steepest Descent Algorithm (LD-SDA) is a solution method for GDP problems involving ordered Boolean variables. The LD-SDA reformulates these ordered Boolean variables into integer decisions called external variables. The LD-SDA solves the reformulated GDP problem using a two-level decomposition approach where the upper-level subproblem determines external variable configurations. Subsequently, the remaining continuous and discrete variables are solved as a subproblem only involving those constraints relevant to the given external variable arrangement, effectively taking advantage of the structure of the GDP problem.

More details in the paper https://arxiv.org/abs/2405.05358 .

@emma58 @bernalde

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codecov bot commented Aug 5, 2024

Codecov Report

Attention: Patch coverage is 26.90355% with 144 lines in your changes missing coverage. Please review.

Project coverage is 88.37%. Comparing base (1ada528) to head (1144dc1).
Report is 746 commits behind head on main.

Files Patch % Lines
pyomo/contrib/gdpopt/ldsda.py 23.40% 144 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main    #3331      +/-   ##
==========================================
- Coverage   88.50%   88.37%   -0.13%     
==========================================
  Files         868      869       +1     
  Lines       98418    98614     +196     
==========================================
+ Hits        87100    87154      +54     
- Misses      11318    11460     +142     
Flag Coverage Δ
linux 85.90% <26.90%> (-0.13%) ⬇️
osx 75.19% <26.90%> (-0.10%) ⬇️
other 86.40% <26.90%> (-0.12%) ⬇️
win 83.71% <26.90%> (-0.12%) ⬇️

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@ZedongPeng
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I will add tests to increase the code coverage.

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3 participants