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feat(oracle): introduce normalization for feasibility cuts in ClassicalOracle #80

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32bea9c
feat(oracle): introduce the UnifiedOracle
ASUKaiwenFang Jan 18, 2026
b47a937
feat(oracle): introduce the ParetoOracle
ASUKaiwenFang Jan 19, 2026
e2261c5
refactor(experiments): support all oracles
ASUKaiwenFang Jan 19, 2026
c35cb7e
feat(experiment): add more tests
ASUKaiwenFang Jan 19, 2026
b26bec5
feat(oracle): implement constraint type validation for typical oracles
ASUKaiwenFang Jan 19, 2026
26b0641
fix(oracle): fix pareto oracle
ASUKaiwenFang Jan 20, 2026
c388387
fix(oralce): update the pareto oracle for different core points
ASUKaiwenFang Jan 22, 2026
32f65f9
fix(oracle): introduce tolerance in pareto oracle to deal with numeri…
ASUKaiwenFang Jan 26, 2026
cb88885
fix: Improve oracle error handling, refine unified cut generation log…
ASUKaiwenFang Jan 28, 2026
172f87f
feat(oracle): add param obj_perturbation in ParetoOracleParam
ASUKaiwenFang Jan 28, 2026
1080c9b
fix: adjust the pareto param
ASUKaiwenFang Jan 29, 2026
3be5b7e
refactor: simplify the pareto oracle logic.
ASUKaiwenFang Jan 30, 2026
fc0a9ff
experiment: introduce normalization
ASUKaiwenFang Jan 28, 2026
54c9a6f
feat: consider gbc to normalization model
ASUKaiwenFang Jan 28, 2026
3a820c1
pin version
ASUKaiwenFang Jan 30, 2026
441db7c
refactor: seperate termination status of master to OPTIMAL and ALMOST…
Inho95 Mar 26, 2026
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1 change: 1 addition & 0 deletions Project.toml
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Expand Up @@ -7,6 +7,7 @@ version = "1.0.0-DEV"
BendersBase = "5d493250-739e-4f20-9003-5efb7f1b28da"
BendersLibrary = "c2345678-f90a-1234-5678-901234567890"
CodecZlib = "944b1d66-785c-5afd-91f1-9de20f533193"
HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"

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21 changes: 21 additions & 0 deletions experiments/1_test_sequential_typical/cfl.jl
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Expand Up @@ -66,6 +66,16 @@ using CPLEX
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving CFLP p$i - unified oracle - seq..."
master = Master(data; customize = customize_master_model!)
oracle = UnifiedOracle(data, master; customize = customize_sub_model!)
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Classic oracle with GBC" begin
@info "solving CFLP p$i - classical oracle with GBC - seq..."
master = Master(data; customize = customize_master_model!)
Expand All @@ -85,6 +95,17 @@ using CPLEX
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Pareto oracle" begin
@info "solving CFLP p$i - pareto oracle - seq..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, data.n_facilities))
oracle = ParetoOracle(data, master, param; customize = customize_sub_model!)
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
21 changes: 21 additions & 0 deletions experiments/1_test_sequential_typical/scfl.jl
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Expand Up @@ -67,6 +67,16 @@ using CPLEX
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving SCFLP f25-c50-s64-r10-$i - unified oracle - seq..."
master = Master(data; customize = customize_master_model!)
oracle = SeparableOracle(data, master, UnifiedOracle(), data.n_scenarios; customize = customize_sub_model!, sub_oracle_param = UnifiedOracleParam())
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Classic oracle with GBC" begin
@info "solving SCFLP f25-c50-s64-r10-$i - classical oracle with GBC - seq..."
master = Master(data; customize = customize_master_model!)
Expand All @@ -86,6 +96,17 @@ using CPLEX
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Pareto oracle" begin
@info "solving SCFLP f25-c50-s64-r10-$i - pareto oracle - seq..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, data.n_facilities))
oracle = SeparableOracle(data, master, ParetoOracle(), data.n_scenarios; customize = customize_sub_model!, sub_oracle_param = param)
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
21 changes: 21 additions & 0 deletions experiments/1_test_sequential_typical/snip.jl
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Expand Up @@ -31,6 +31,27 @@ using JuMP
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Pareto oracle" begin
@info "solving SNIP instance-$instance snipno-$snipno budget-$budget - pareto oracle - seq..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, length(data.D)))
oracle = SeparableOracle(data, master, ParetoOracle(), data.num_scenarios; customize = customize_sub_model!, sub_oracle_param = param)
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving SNIP instance-$instance snipno-$snipno budget-$budget - unified oracle - seq..."
master = Master(data; customize = customize_master_model!)
oracle = SeparableOracle(data, master, UnifiedOracle(), data.num_scenarios; customize = customize_sub_model!, sub_oracle_param = UnifiedOracleParam())
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
21 changes: 21 additions & 0 deletions experiments/1_test_sequential_typical/ufl.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -58,6 +58,16 @@ using CPLEX
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving UFLP p$i - unified oracle - seq..."
master = Master(data; customize = customize_master_model!)
oracle = UnifiedOracle(data, master; customize = customize_sub_model!)
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Classic oracle with GBC" begin

@info "solving UFLP p$i - classical oracle with GBC - seq..."
2925 Expand Down Expand Up @@ -98,6 +108,17 @@ using CPLEX

# To test slim version, users can use # set_parameter!(oracle, "slim", true)
end

@testset "Pareto oracle" begin
@info "solving UFLP p$i - pareto oracle - seq..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, data.n_facilities))
oracle = ParetoOracle(data, master, param; customize = customize_sub_model!)
env = BendersSeq(master, oracle; param = benders_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
21 changes: 21 additions & 0 deletions experiments/2_test_sequential_in_out_typical/cfl.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -69,6 +69,16 @@ using CPLEX
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving CFLP p$i - unified oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
oracle = UnifiedOracle(data, master; customize = customize_sub_model!)
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Classic oracle with GBC" begin
@info "solving CFLP p$i - classical oracle with GBC - seqInOut..."
master = Master(data; customize = customize_master_model!)
Expand All @@ -88,6 +98,17 @@ using CPLEX
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Pareto oracle" begin
@info "solving CFLP p$i - pareto oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, data.n_facilities))
oracle = ParetoOracle(data, master, param; customize = customize_sub_model!)
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
21 changes: 21 additions & 0 deletions experiments/2_test_sequential_in_out_typical/scfl.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -65,6 +65,16 @@ using CPLEX
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving SCFLP f25-c50-s64-r10-$i - unified oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
oracle = SeparableOracle(data, master, UnifiedOracle(), data.n_scenarios; customize = customize_sub_model!, sub_oracle_param = UnifiedOracleParam())
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Classic oracle with GBC" begin
@info "solving SCFLP f25-c50-s64-r10-$i - classical oracle with GBC - seqInOut..."
master = Master(data; customize = customize_master_model!)
Expand All @@ -84,6 +94,17 @@ using CPLEX
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Pareto oracle" begin
@info "solving SCFLP f25-c50-s64-r10-$i - pareto oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, data.n_facilities))
oracle = SeparableOracle(data, master, ParetoOracle(), data.n_scenarios; customize = customize_sub_model!, sub_oracle_param = param)
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
21 changes: 21 additions & 0 deletions experiments/2_test_sequential_in_out_typical/snip.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,27 @@ using JuMP
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Pareto oracle" begin
@info "solving SNIP instance-$instance snipno-$snipno budget-$budget - pareto oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, length(data.D)))
oracle = SeparableOracle(data, master, ParetoOracle(), data.num_scenarios; customize = customize_sub_model!, sub_oracle_param = param)
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving SNIP instance-$instance snipno-$snipno budget-$budget - unified oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
oracle = SeparableOracle(data, master, UnifiedOracle(), data.num_scenarios; customize = customize_sub_model!, sub_oracle_param = UnifiedOracleParam())
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
21 changes: 21 additions & 0 deletions experiments/2_test_sequential_in_out_typical/ufl.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -58,6 +58,16 @@ using CPLEX
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Unified oracle" begin
@info "solving UFLP p$i - unified oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
oracle = UnifiedOracle(data, master; customize = customize_sub_model!)
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end

@testset "Classic oracle with GBC" begin
@info "solving UFLP p$i - classical oracle with GBC - seqInOut..."
master = Master(data; customize = customize_master_model!)
Expand Down Expand Up @@ -94,6 +104,17 @@ using CPLEX

# To test slim version, users can use # set_parameter!(oracle, "slim", true)
end

@testset "Pareto oracle" begin
@info "solving UFLP p$i - pareto oracle - seqInOut..."
master = Master(data; customize = customize_master_model!)
param = ParetoOracleParam(fill(1.0, data.n_facilities))
oracle = ParetoOracle(data, master, param; customize = customize_sub_model!)
env = BendersSeqInOut(master, oracle; param = benders_inout_param)
log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end
59 changes: 59 additions & 0 deletions experiments/3_test_sequential_disjunctive/cfl.jl
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Expand Up @@ -121,6 +121,65 @@ using CPLEX
end
end

@testset "Unified oracle" begin
@testset "Seq" begin
for strengthened in [true], add_benders_cuts_to_master in [true], reuse_dcglp in [true], p in [1.0], lift in [true], disjunctive_cut_append_rule in [AllDisjunctiveCuts()]
@info "solving CFLP p$i - disjunctive oracle/unified - seq - strgthnd $strengthened; benders2master $add_benders_cuts_to_master reuse $reuse_dcglp p $p lift $lift dcut_append $disjunctive_cut_append_rule"
@testset "strgthnd $strengthened; benders2master $add_benders_cuts_to_master; reuse $reuse_dcglp; p $p; lift $lift; dcut_append $disjunctive_cut_append_rule" begin

oracle_param = SplitOracleParam(dcglp_param;
norm = LpNorm(p),
split_index_selection_rule = RandomFractional(),
disjunctive_cut_append_rule = disjunctive_cut_append_rule,
strengthened = strengthened,
add_benders_cuts_to_master = add_benders_cuts_to_master,
fraction_of_benders_cuts_to_master = 1.0,
reuse_dcglp = reuse_dcglp,
lift = lift)

master = Master(data; customize = customize_master_model!)
typical_oracles = [UnifiedOracle(data, master; customize = customize_sub_model!); UnifiedOracle(data, master; customize = customize_sub_model!)]
disjunctive_oracle = SplitOracle(master, typical_oracles, oracle_param)
env = BendersSeq(master, disjunctive_oracle; param = benders_param)

log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end

@testset "Pareto oracle" begin
@testset "Seq" begin
for strengthened in [true], add_benders_cuts_to_master in [true], reuse_dcglp in [true], p in [1.0], lift in [true], disjunctive_cut_append_rule in [AllDisjunctiveCuts()]
@info "solving CFLP p$i - disjunctive oracle/pareto - seq - strgthnd $strengthened; benders2master $add_benders_cuts_to_master reuse $reuse_dcglp p $p lift $lift dcut_append $disjunctive_cut_append_rule"
@testset "strgthnd $strengthened; benders2master $add_benders_cuts_to_master; reuse $reuse_dcglp; p $p; lift $lift; dcut_append $disjunctive_cut_append_rule" begin

oracle_param = SplitOracleParam(dcglp_param;
norm = LpNorm(p),
split_index_selection_rule = RandomFractional(),
disjunctive_cut_append_rule = disjunctive_cut_append_rule,
strengthened = strengthened,
add_benders_cuts_to_master = add_benders_cuts_to_master,
fraction_of_benders_cuts_to_master = 1.0,
reuse_dcglp = reuse_dcglp,
lift = lift)

master = Master(data; customize = customize_master_model!)
pareto_param = ParetoOracleParam(ones(data.n_facilities))
typical_oracles = [ParetoOracle(data, master, pareto_param; customize = customize_sub_model!); ParetoOracle(data, master, pareto_param; customize = customize_sub_model!)]
disjunctive_oracle = SplitOracle(master, typical_oracles, oracle_param)
env = BendersSeq(master, disjunctive_oracle; param = benders_param)

log = solve!(env)
@test env.termination_status == Optimal()
@test isapprox(mip_opt_val, env.obj_value, atol=1e-5)
end
end
end
end

@testset "Classic oracle with GBC" begin
@testset "Seq" begin
for strengthened in [true], add_benders_cuts_to_master in [true], reuse_dcglp in [true], p in [1.0], lift in [true], disjunctive_cut_append_rule in [AllDisjunctiveCuts()]
Expand Down
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