Assign the ACT non-negativity default through sparse set iteration#1023
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The relational test on bound_activity_lo in the inter-vintage-arbitrage guard cannot drive sparse iteration (absent records satisfy >= 0), so the assignment scans a label space that grows superlinearly with node count — 95 % of time-to-solver on a ~225-node Nexus input (6,358 s of 6,668 s). Assign the default over the set intersection alone and exempt explicitly negative bounds (new derived set is_bound_activity_lo_negative) in a second sparse assignment. Matrices are unchanged; time to solver handoff drops from ~111 min to ~6 min at ~225 nodes.
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #1023 +/- ##
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- Coverage 92.3% 92.3% -0.1%
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Files 60 60
Lines 5260 5260
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- Hits 4856 4855 -1
- Misses 404 405 +1 |
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This PR closes issue #1022.
It assigns the non-negativity default on ACT over the set intersection alone, and exempt the activity tuples with an explicitly negative bound_activity_lo — flagged in a derived set built from
the parameter's sparse records — in a second assignment. Under AUX_BOUNDS debug mode the exempted tuples receive the auxiliary bound, as before.
On the inputs from #1022: the assignment drops from 6,358 s to < 10 s (~225-node case) and from 56 s to < 2 s (R12); total time to solver handoff at ~225 nodes drops from ~111 min to ~5 min
(n = 3). Generated matrices are unchanged — identical row/column/nonzero counts at both scales, gdxdiff-identical ACT bounds (459,751 records at R12, including 323 negative bound_activity_lo
entries; also with AUX_BOUNDS active), and identical solve objectives (R12: 4581467.5705 in both forms; ~225-node case: Optimal, matching the stored solution of the same scenario).
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- [ ]Add or expand tests