adding new option to vanilla

Pyomo · Dec 2, 2024 · 7d73776 · 7d73776
1 parent a925ebe
commit 7d73776
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diff --git a/mpisppy/utils/cfg_vanilla.py b/mpisppy/utils/cfg_vanilla.py
@@ -244,6 +244,7 @@ def add_reduced_costs_fixer(hub_dict,
             "fix_fraction_target_iterK": cfg.rc_fix_fraction_iterk,
             "use_rc_bt": cfg.rc_bound_tightening,
             "rc_bound_tol": cfg.rc_bound_tol,
+            "rc_fixer_require_improving_lagrangian": cfg.rc_fixer_require_improving_lagrangian,
         }
 
     return hub_dict

diff --git a/mpisppy/utils/config.py b/mpisppy/utils/config.py
@@ -553,6 +553,12 @@ def reduced_costs_args(self):
                             domain=bool,
                             default=False)
 
+        self.add_to_config('rc_fixer_require_improving_lagrangian',
+                            description="Only consider fixing / unfixing variables after the lagrangian "
+                                        "bound computed by the reduced cost spoke has improved. (default True)",
+                            domain=bool,
+                            default=True)
+
         self.add_to_config('rc_zero_tol',
                             description="vars with rc below tol will never be fixed",
                             domain=float,