Fix numerical issues when settings candidates from master to subpb

src/cpp/benders/benders_core/SubproblemWorker.cpp

@@ -2,19 +2,6 @@
 
 #include "antares-xpansion/helpers/solver_utils.h"
 
-// Tolerance to which a value is considered zero or integral
-// TODO : Allow to parametrize this constant from the options file
-int INTTOL = 1e-6;
-static void roundingIfWithinTolerance(std::vector<double> &values,
-                                         double tolerance) {
-  std::transform(
-      values.begin(), values.end(), values.begin(), [tolerance](double value) {
-        double rounded = std::round(value);
-        // Check if the value is within the tolerance of the rounded value
-        return (std::abs(value - rounded) <= tolerance) ? rounded : value;
-      });
-}
-
 /*!
  *  \brief Constructor of a Worker Slave
  *
@@ -62,7 +49,7 @@ void SubproblemWorker::fix_to(Point const &x0) const {
     values[i] = x0.find(kvp.second)->second;
     ++i;
   }
-  roundingIfWithinTolerance(values, INTTOL);
+
   solver_chgbounds(_solver, indexes, bndtypes, values);
 }
 

src/cpp/benders/benders_core/WorkerMaster.cpp

@@ -1,6 +1,5 @@
 #include "antares-xpansion/benders/benders_core/WorkerMaster.h"
 
-
 #include "antares-xpansion/helpers/solver_utils.h"
 
 WorkerMaster::WorkerMaster(Logger logger) : Worker(logger) {
@@ -19,11 +18,12 @@ WorkerMaster::WorkerMaster(Logger logger) : Worker(logger) {
  *  \param log_level : solver log level
  *  \param subproblems_count : number of subproblems
  */
-WorkerMaster::WorkerMaster(
-    VariableMap const &variable_map, const std::filesystem::path &path_to_mps,
-    const std::string &solver_name, const int log_level, int subproblems_count,
-    SolverLogManager&solver_log_manager,
-    const bool mps_has_alpha, Logger logger)
+WorkerMaster::WorkerMaster(VariableMap const &variable_map,
+                           const std::filesystem::path &path_to_mps,
+                           const std::string &solver_name, const int log_level,
+                           int subproblems_count,
+                           SolverLogManager &solver_log_manager,
+                           const bool mps_has_alpha, Logger logger)
     : Worker(std::move(logger)),
       subproblems_count(subproblems_count),
       _mps_has_alpha(mps_has_alpha) {
@@ -37,6 +37,41 @@ WorkerMaster::WorkerMaster(
   _set_nb_units_var_ids();
 }
 
+// Tolerance to which a value is considered zero or integral
+// TODO : Allow to parametrize this constant from the options file
+int INTTOL = 1e-6;
+void WorkerMaster::roundXVarIfWithinTolerance(std::vector<double> &values,
+                                              double tolerance) {
+  int nb_candidates = _id_to_name.size();
+
+  std::vector<char> col_type(nb_candidates);
+  std::vector<double> lb(nb_candidates);
+  std::vector<double> ub(nb_candidates);
+  // Assumes that candidates are the first variables of the master
+  solver_getcolinfo(*_solver, col_type, lb, ub, 0, nb_candidates - 1);
+  for (auto const &kvp : _id_to_name) {
+    double value = values[kvp.first];
+    // Case variable near 0
+    if (std::abs(value) < tolerance) {
+      values[kvp.first] = 0;
+    }
+    // Case variable slighly above ub
+    else if (value > ub[kvp.first] && value < ub[kvp.first] + tolerance) {
+      values[kvp.first] = ub[kvp.first];
+    }
+    // Case variable slighly lower than lb
+    else if (value < lb[kvp.first] && value > lb[kvp.first] - tolerance) {
+      values[kvp.first] = lb[kvp.first];
+    }
+    // Case integer variable
+    else if (col_type[kvp.first] == 'I') {
+      int rounded = std::round(value);
+      values[kvp.first] =
+          std::abs(value - std::round(value)) <= tolerance ? rounded : value;
+    }
+  };
+}
+
 /*!
  *  \brief Return optimal variables of a problem
  *
@@ -58,7 +93,11 @@ void WorkerMaster::get(Point &x_out, double &overall_subpb_cost_under_approx,
   } else {
     _solver->get_lp_sol(ptr.data(), nullptr, nullptr);
   }
+
   assert(id_single_subpb_costs_under_approx_.back() + 1 == ptr.size());
+
+  roundXVarIfWithinTolerance(ptr, INTTOL);
+
   for (auto const &kvp : _id_to_name) {
     x_out[kvp.second] = ptr[kvp.first];
   }

src/cpp/benders/benders_core/include/antares-xpansion/benders/benders_core/WorkerMaster.h

@@ -15,8 +15,7 @@ class WorkerMaster : public Worker {
   WorkerMaster(VariableMap const &variable_map,
                const std::filesystem::path &path_to_mps,
                const std::string &solver_name, int log_level,
-               int subproblems_count,
-               SolverLogManager&solver_log_manager,
+               int subproblems_count, SolverLogManager &solver_log_manager,
                bool mps_has_alpha, Logger logger);
   ~WorkerMaster() override = default;
 
@@ -36,7 +35,9 @@ class WorkerMaster : public Worker {
 
   virtual void DeactivateIntegrityConstraints() const;
   virtual void ActivateIntegrityConstraints() const;
-  [[nodiscard]] virtual std::vector<int> get_id_nb_units() const { return _id_nb_units; };
+  [[nodiscard]] virtual std::vector<int> get_id_nb_units() const {
+    return _id_nb_units;
+  };
 
  private:
   std::vector<int> _id_nb_units;
@@ -60,4 +61,6 @@ class WorkerMaster : public Worker {
   void _set_upper_bounds() const;
   void _set_alpha_var();
   void _set_nb_units_var_ids();
+  void roundXVarIfWithinTolerance(std::vector<double> &values,
+                                  double tolerance);
 };