Adding an integration test for pricing stages

test/integration/pricing_stages.jl

@@ -0,0 +1,56 @@
+@testset "Pricing stages" begin
+    colgenstages = Coluna.Algorithm.ColumnGeneration[]
+    for stage in 1:2
+        push!(colgenstages, Coluna.Algorithm.ColumnGeneration(
+            pricing_prob_solve_alg = Coluna.Algorithm.SolveIpForm(optimizer_id = stage)
+        ))
+    end
+    colcutgen = Coluna.Algorithm.ColCutGenConquer(
+        stages = colgenstages,
+        primal_heuristics = [],
+    )
+    coluna = JuMP.optimizer_with_attributes(
+        Coluna.Optimizer,
+        "params" => Coluna.Params(
+            solver = Coluna.Algorithm.TreeSearchAlgorithm(
+                conqueralg = colcutgen
+            )
+        ),
+        "default_optimizer" => GLPK.Optimizer
+    )
+    @axis(sp, [1])
+    model = BlockModel(coluna)
+    @variable(model, x[i in 1:6] >= 0, Int)
+    c = [3, 3, 3, 1, 1, 1]
+    @objective(model, Min, sum(c[i] * x[i] for i in 1:6))
+    A = [1 0 1 1 0 0; 1 1 0 0 1 0; 0 1 1 0 0 1]
+    @constraint(model, cov[i in 1:3], sum(x[j] for j in 1:6 if A[i, j] == 1) >= 1)
+
+    @dantzig_wolfe_decomposition(model, dec, sp)
+
+    function pricing_callback(cbdata, stage)
+        @show stage
+        n = (stage == 2) ? 3 : 6
+        rcosts = [BlockDecomposition.callback_reduced_cost(cbdata, x[i]) for i in 1:n]
+        @show rcosts
+        bestrc, i = findmin(rcosts)
+        solvars = [x[i]]
+        solvals = [1.0]
+        println("Priced x[$i]")
+        MOI.submit(model, BlockDecomposition.PricingSolution(cbdata), bestrc, solvars, solvals)
+        MOI.submit(
+            model, BlockDecomposition.PricingDualBound(cbdata), (stage == 2) ? -Inf : bestrc
+        )
+    end
+
+    master = BlockDecomposition.getmaster(dec)
+    subproblems = BlockDecomposition.getsubproblems(dec)
+    subproblemrepresentative.(x, Ref(subproblems))
+    specify!(
+        subproblems[1], lower_multiplicity = 0, upper_multiplicity = 4,
+        solver = [cbdata -> pricing_callback(cbdata, stage) for stage in 1:2]
+    )
+
+    JuMP.optimize!(model)
+    @test objective_value(model) == 3.0
+end