add subgradient hub example

Author: bknueven

Diff for: examples/netdes/netdes_cylinders.py

@@ -22,6 +22,7 @@ def _parse_args():
     cfg.two_sided_args()
     cfg.xhatlooper_args()
     cfg.ph_args()
+    cfg.subgradient_args()
     cfg.fwph_args()
     cfg.lagrangian_args()
     cfg.subgradient_bounder_args()
@@ -71,11 +72,17 @@ def main():
     else:
         ph_ext = None
 
-    # Vanilla PH hub
-    hub_dict = vanilla.ph_hub(*beans,
-                              scenario_creator_kwargs=scenario_creator_kwargs,
-                              ph_extensions=ph_ext,
-                              rho_setter = None)
+    if cfg.SUBGRAD:
+        hub_dict = vanilla.subgradient_hub(*beans,
+                                  scenario_creator_kwargs=scenario_creator_kwargs,
+                                  ph_extensions=ph_ext,
+                                  rho_setter = None)
+    else:
+        # Vanilla PH hub
+        hub_dict = vanilla.ph_hub(*beans,
+                                  scenario_creator_kwargs=scenario_creator_kwargs,
+                                  ph_extensions=ph_ext,
+                                  rho_setter = None)
 
     if cross_scenario_cuts:
         hub_dict["opt_kwargs"]["options"]["cross_scen_options"]\

Diff for: examples/run_all.py

@@ -248,10 +248,10 @@ def do_one_mmw(dirname, runefstring, npyfile, mmwargstring):
        f"--num-scens 3 --crops-multiplier=1  --EF-solver-name={solver_name} "
        "--BPL-c0 25 --BPL-eps 100 --confidence-level 0.95 --BM-vs-BPL BPL")
 
-do_one("netdes", "netdes_cylinders.py", 5,
+do_one("netdes", "netdes_cylinders.py", 4,
        "--max-iterations=3 --instance-name=network-10-20-L-01 "
-       "--solver-name={} --rel-gap=0.0 --default-rho=1 --presolve "
-       "--slammax --lagrangian --xhatshuffle --cross-scenario-cuts --max-solver-threads=2".format(solver_name))
+       "--solver-name={} --rel-gap=0.0 --default-rho=10000 --presolve "
+       "--slammax --SUBGRAD --xhatshuffle --cross-scenario-cuts --max-solver-threads=2".format(solver_name))
 
 # sizes is slow for xpress so try linearizing the proximal term.
 do_one("sizes",