Round subproblem subgradient to avoid master numerical issues

src/cpp/benders/benders_core/BendersBase.cpp

@@ -454,8 +454,8 @@ void compute_cut_val(const Point &var_name_subgradient, const Point &x_cut,
  *  Method to add aggregated cut from subproblems to Master Problem and store
  * it in a map linking each subproblem to its set of non-aggregated cut
  *
- *  \param all_package : vector storing all cuts information for each
- * subproblem problem
+ *  \param subproblem_data_map : map storing all cuts information for each
+ * subproblem
  */
 void BendersBase::compute_cut_aggregate(
     const SubProblemDataMap &subproblem_data_map) {
@@ -476,9 +476,7 @@ void BendersBase::compute_cut_aggregate(
 /*!
  *  \brief Add cuts in master problem
  *
- *	Add cuts in master problem according to the selected option
- *
- *  \param all_package : storage of every subproblem information
+ *  \param subproblem_data_map : storage of every subproblem information
  */
 void BendersBase::BuildCutFull(const SubProblemDataMap &subproblem_data_map) {
   check_status(subproblem_data_map);

src/cpp/benders/benders_core/SubproblemWorker.cpp

@@ -53,6 +53,15 @@ void SubproblemWorker::fix_to(Point const &x0) const {
   solver_chgbounds(_solver, indexes, bndtypes, values);
 }
 
+static double INTTOL = 1e-4;
+void SubproblemWorker::roundIfWithinTolerance(std::vector<double> &values,
+                                              double tolerance) const {
+  std::transform(values.begin(), values.end(), values.begin(),
+                 [tolerance](double value) -> double {
+                   return std::abs(value) < tolerance ? 0 : value;
+                 });
+}
+
 /*!
  *  \brief Get LP solution value of a problem
  *
@@ -62,6 +71,7 @@ void SubproblemWorker::get_subgradient(Point &s) const {
   s.clear();
   std::vector<double> ptr(_solver->get_ncols());
   solver_getlpreducedcost(_solver, ptr);
+  roundIfWithinTolerance(ptr, INTTOL);
   for (auto const &kvp : _id_to_name) {
     s[kvp.second] = +ptr[kvp.first];
   }

src/cpp/benders/benders_core/WorkerMaster.cpp

@@ -39,7 +39,7 @@ WorkerMaster::WorkerMaster(VariableMap const &variable_map,
 
 // 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 double INTTOL = 1e-4;
 void WorkerMaster::roundXVarIfWithinTolerance(std::vector<double> &values,
                                               double tolerance) {
   int nb_candidates = _id_to_name.size();
@@ -64,10 +64,10 @@ void WorkerMaster::roundXVarIfWithinTolerance(std::vector<double> &values,
       values[kvp.first] = lb[kvp.first];
     }
     // Case integer variable
-    else if (col_type[kvp.first] == 'I') {
+    else if (col_type[kvp.first] == 'B' || col_type[kvp.first] == 'I') {
       int rounded = std::round(value);
       values[kvp.first] =
-          std::abs(value - std::round(value)) <= tolerance ? rounded : value;
+          std::abs(value - std::round(value)) < tolerance ? rounded : value;
     }
   };
 }

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

@@ -18,11 +18,12 @@ class SubproblemWorker : public Worker {
   SubproblemWorker(VariableMap const &variable_map,
                    const std::filesystem::path &path_to_mps,
                    double const &slave_weight, const std::string &solver_name,
-                   const int log_level,
-                   SolverLogManager&solver_log_manager,
+                   const int log_level, SolverLogManager &solver_log_manager,
                    Logger logger);
   virtual ~SubproblemWorker() = default;
   void get_solution(std::vector<double> &solution) const;
+  void roundIfWithinTolerance(std::vector<double> &values,
+                              double tolerance) const;
 
  public:
   void fix_to(Point const &x0) const;