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Argonne-National-Laboratory / DSP

An open-source parallel optimization solver for structured mixed-integer programming
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Need to handle zero probability case for DRO #182

Closed gbyeon closed 3 years ago

gbyeon commented 3 years ago

For DRO test cases, there can be a scenario with zero probability. In the following code, we may need to prevent obj_ from becoming Inf: https://github.com/Argonne-National-Laboratory/DSP/blob/2c53e5aaeff5dbb6c5a9f25fd9080a4eea7911b6/src/Solver/DualDecomp/DdSub.cpp#L250-L251

gbyeon commented 3 years ago

Need to modify https://github.com/Argonne-National-Laboratory/DSP/blob/2c53e5aaeff5dbb6c5a9f25fd9080a4eea7911b6/src/Solver/DualDecomp/DdDroWorkerUB.cpp#L92 and https://github.com/Argonne-National-Laboratory/DSP/blob/2c53e5aaeff5dbb6c5a9f25fd9080a4eea7911b6/src/Model/StoModel.cpp#L1372-L1378

kibaekkim commented 3 years ago

Resolved by the commit above and PR #197