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Pseudo-branching #190

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LeChStan
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@LeChStan LeChStan commented Jun 5, 2024

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@dhendryc dhendryc self-requested a review June 5, 2024 10:56
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dhendryc previously approved these changes Jun 17, 2024
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LeChStan commented Jul 10, 2024

This version seems to work. It has been tested on the sparse_regression example where occasionaly decisions are made based on pseudocosts. I have yet to observe an instance where after some time all decisions are made on pseudocost knowledge, i.e. some variables don´t meet the requirement even after other variables have been branched on tens of times. Requirement for testing was that a variable has been branched up and down at least once.

On the Approximate planted point example current code does not work yet when CubeSimpleBLMO is passed.

Test Summary: | Pass Error Total Time
Approximate planted point - Integer | 4 1 5 15.4s
Using SCIP | 2 2 11.3s
Using Cube LMO | 2 2 2.9s
Using Cube Simple LMO | 1 1 1.1s

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LeChStan commented Aug 31, 2024

Gradient based branching not working yet. I´m not sure why it doesn´t find the method.
image

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It would also be nice to have some examples and tests to check that the new branching strategies work as intended and showcase their usefulness.

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