OuterLoopBiLevel.h

#pragma once
#include "antares-xpansion/benders/benders_core/CriterionInputDataReader.h"
 
// TODO
typedef std::map<std::string, double> Point;
typedef std::map<std::string, int> VariableMap;
 
//
namespace Outerloop
{
class OuterLoopBiLevel
{
public:
    explicit OuterLoopBiLevel(
      const std::vector<Benders::Criterion::CriterionSingleInputData>& outer_loop_input_data);
    bool Update_bilevel_data_if_feasible(const Point& x,
                                         const std::vector<double>& outer_loop_criterion,
                                         double overall_cost,
                                         double invest_cost_at_x,
                                         double lambda);
 
    void Init(const std::vector<double>& obj,
              const Point& max_invest,
              const VariableMap& master_variable);
 
    double LambdaMax() const
    {
        return lambda_max_;
    }
 
    double LambdaMin() const
    {
        return lambda_min_;
    }
 
    void SetLambda(double lambda)
    {
        lambda_ = lambda;
    }
 
    double BilevelBestub() const
    {
        return bilevel_best_ub_;
    }
 
    bool FoundFeasible() const
    {
        return found_feasible_;
    }
 
    const Point& BilevelBestX() const;
 
private:
    bool Check_bilevel_feasibility(const std::vector<double>& outer_loop_criterion,
                                   double overall_cost);
    void SetLambdaMaxToMaxInvestmentCosts(const std::vector<double>& obj,
                                          const Point& max_invest,
                                          const VariableMap& master_variable);
    void Update(const Point& x, double overall_cost, double invest_cost_at_x);
    bool IsCriterionSatisfied(const std::vector<double>& outer_loop_criterions);
    bool found_feasible_ = false;
    double bilevel_best_ub_ = +1e20;
    Point bilevel_best_x_;
 
private:
    double lambda_max_ = 0.0;
    double lambda_min_ = 0.0;
    double lambda_ = 0.0;
    const std::vector<Benders::Criterion::CriterionSingleInputData>& outer_loop_input_data_;
};
} // namespace Outerloop