detect linking constraints

hlefebvr · Dec 11, 2024 · a15d517 · a15d517
1 parent 7bc0073
commit a15d517
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diff --git a/lib/include/idol/robust/optimizers/column-and-constraint-generation/Formulation.h b/lib/include/idol/robust/optimizers/column-and-constraint-generation/Formulation.h
@@ -19,6 +19,7 @@ class idol::CCG::Formulation {
     Model m_master;
     std::vector<Var> m_second_stage_variables;
     std::vector<Ctr> m_second_stage_constraints;
+    std::vector<Ctr> m_linking_constraints;
 
     unsigned int m_n_added_scenario = 0;
     std::optional<Var> m_second_stage_epigraph;

diff --git a/lib/src/robust/optimizers/column-and-constraint-generation/Formulation.cpp b/lib/src/robust/optimizers/column-and-constraint-generation/Formulation.cpp
@@ -66,11 +66,17 @@ void idol::CCG::Formulation::parse_constraints() {
 
         const auto& row = m_parent.get_ctr_row(ctr);
 
+        const bool has_first_stage = std::any_of(row.begin(), row.end(), [this](const auto& term) {
+            return m_description.stage(term.first) == 0;
+        });
         const bool has_second_stage = std::any_of(row.begin(), row.end(), [this](const auto& term) {
             return m_description.stage(term.first) > 0;
         });
 
         if (has_second_stage || !m_description.uncertain_mat_coeffs(ctr).empty()) {
+            if (has_first_stage) {
+                m_linking_constraints.emplace_back(ctr);
+            }
             m_second_stage_constraints.emplace_back(ctr);
             continue;
         }