2018-11-10 18:00:53 +01:00
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// Copyright 2010-2018 Google LLC
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2011-06-22 08:38:43 +00:00
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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2014-07-09 15:18:27 +00:00
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2015-04-29 19:01:13 +02:00
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#if defined(USE_SCIP)
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2011-06-22 08:38:43 +00:00
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#include <stddef.h>
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2019-04-18 16:44:47 +02:00
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2015-06-18 14:08:50 +02:00
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#include <algorithm>
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2019-04-18 16:44:47 +02:00
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#include <limits>
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2015-08-13 16:00:54 +02:00
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#include <memory>
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2011-06-22 08:38:43 +00:00
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#include <string>
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#include <vector>
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2019-07-24 16:46:19 -07:00
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#include "absl/strings/str_format.h"
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#include "absl/types/optional.h"
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#include "ortools/base/canonical_errors.h"
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2017-04-26 17:30:25 +02:00
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#include "ortools/base/commandlineflags.h"
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2018-06-08 16:40:43 +02:00
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#include "ortools/base/hash.h"
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2017-04-26 17:30:25 +02:00
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#include "ortools/base/integral_types.h"
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#include "ortools/base/logging.h"
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2019-01-02 16:35:40 +01:00
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#include "ortools/base/status.h"
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#include "ortools/base/status_macros.h"
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2017-04-26 17:30:25 +02:00
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#include "ortools/base/timer.h"
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2018-06-08 16:40:43 +02:00
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#include "ortools/linear_solver/linear_solver.h"
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#include "ortools/linear_solver/linear_solver.pb.h"
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#include "ortools/linear_solver/scip_helper_macros.h"
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#include "ortools/linear_solver/scip_proto_solver.h"
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#include "scip/cons_indicator.h"
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2011-06-22 08:38:43 +00:00
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#include "scip/scip.h"
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2020-03-09 17:52:25 +01:00
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#include "scip/scip_param.h"
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#include "scip/scip_prob.h"
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2011-06-22 08:38:43 +00:00
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#include "scip/scipdefplugins.h"
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2015-01-16 17:02:32 +00:00
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DEFINE_bool(scip_feasibility_emphasis, false,
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2017-04-19 16:20:56 +02:00
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"When true, emphasize search towards feasibility. This may or "
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"may not result in speedups in some problems.");
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2011-06-22 08:38:43 +00:00
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namespace operations_research {
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class SCIPInterface : public MPSolverInterface {
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public:
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explicit SCIPInterface(MPSolver* solver);
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~SCIPInterface() override;
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2011-06-22 08:38:43 +00:00
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2015-04-16 16:21:56 +02:00
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void SetOptimizationDirection(bool maximize) override;
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MPSolver::ResultStatus Solve(const MPSolverParameters& param) override;
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absl::optional<MPSolutionResponse> DirectlySolveProto(
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const MPModelRequest& request) override;
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void Reset() override;
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2011-06-22 08:38:43 +00:00
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2015-04-16 16:21:56 +02:00
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void SetVariableBounds(int var_index, double lb, double ub) override;
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void SetVariableInteger(int var_index, bool integer) override;
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void SetConstraintBounds(int row_index, double lb, double ub) override;
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2011-06-22 08:38:43 +00:00
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2017-04-19 16:20:56 +02:00
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void AddRowConstraint(MPConstraint* ct) override;
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bool AddIndicatorConstraint(MPConstraint* ct) override;
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2017-04-19 16:20:56 +02:00
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void AddVariable(MPVariable* var) override;
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void SetCoefficient(MPConstraint* constraint, const MPVariable* variable,
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double new_value, double old_value) override;
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void ClearConstraint(MPConstraint* constraint) override;
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void SetObjectiveCoefficient(const MPVariable* variable,
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double coefficient) override;
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void SetObjectiveOffset(double value) override;
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void ClearObjective() override;
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void BranchingPriorityChangedForVariable(int var_index) override;
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2011-06-22 08:38:43 +00:00
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2015-04-16 16:21:56 +02:00
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int64 iterations() const override;
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int64 nodes() const override;
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double best_objective_bound() const override;
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MPSolver::BasisStatus row_status(int constraint_index) const override {
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2019-01-02 16:35:40 +01:00
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LOG(DFATAL) << "Basis status only available for continuous problems";
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2011-09-21 15:48:33 +00:00
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return MPSolver::FREE;
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2011-09-05 13:42:36 +00:00
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}
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2015-04-16 16:21:56 +02:00
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MPSolver::BasisStatus column_status(int variable_index) const override {
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LOG(DFATAL) << "Basis status only available for continuous problems";
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2011-09-21 15:48:33 +00:00
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return MPSolver::FREE;
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2011-09-05 13:42:36 +00:00
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}
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2015-04-16 16:21:56 +02:00
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bool IsContinuous() const override { return false; }
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bool IsLP() const override { return false; }
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bool IsMIP() const override { return true; }
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2011-06-22 08:38:43 +00:00
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2015-04-16 16:21:56 +02:00
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void ExtractNewVariables() override;
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void ExtractNewConstraints() override;
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void ExtractObjective() override;
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2011-06-22 08:38:43 +00:00
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2015-04-16 16:21:56 +02:00
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std::string SolverVersion() const override {
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2018-08-28 11:19:49 +02:00
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return absl::StrFormat("SCIP %d.%d.%d [LP solver: %s]", SCIPmajorVersion(),
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SCIPminorVersion(), SCIPtechVersion(),
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SCIPlpiGetSolverName());
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2011-06-22 08:38:43 +00:00
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}
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2014-12-16 11:35:09 +00:00
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bool InterruptSolve() override {
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2019-01-02 16:35:40 +01:00
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if (scip_ == nullptr) return true; // NOTE(user): Is this weird?
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return SCIPinterruptSolve(scip_) == SCIP_OKAY;
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2014-12-16 11:35:09 +00:00
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}
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2015-04-16 16:21:56 +02:00
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void* underlying_solver() override { return reinterpret_cast<void*>(scip_); }
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2011-08-11 18:44:23 +00:00
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2020-03-09 17:52:25 +01:00
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// MULTIPLE SOLUTIONS SUPPORT
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// The default behavior of scip is to store the top incidentally generated
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// integer solutions in the solution pool. The default maximum size is 100.
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// This can be adjusted by setting the param limits/maxsol. There is no way
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// to ensure that the pool will actually be full.
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//
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// You can also ask SCIP to enumerate all feasible solutions. Combined with
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// an equality or inequality constraint on the objective (after solving once
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// to find the optimal solution), you can use this to find all high quality
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// solutions. See https://scip.zib.de/doc/html/COUNTER.php. This behavior is
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// not supported directly through MPSolver, but in theory can be controlled
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// entirely through scip parameters.
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bool NextSolution() override;
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2011-06-22 08:38:43 +00:00
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private:
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2015-04-16 16:21:56 +02:00
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void SetParameters(const MPSolverParameters& param) override;
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void SetRelativeMipGap(double value) override;
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void SetPrimalTolerance(double value) override;
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void SetDualTolerance(double value) override;
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2019-11-19 14:37:31 -08:00
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void SetPresolveMode(int presolve) override;
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void SetScalingMode(int scaling) override;
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void SetLpAlgorithm(int lp_algorithm) override;
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2015-04-16 16:21:56 +02:00
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2019-01-02 16:35:40 +01:00
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// SCIP parameters allow to lower and upper bound the number of threads used
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// (via "parallel/minnthreads" and "parallel/maxnthread", respectively). Here,
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// we interpret "num_threads" to mean "parallel/maxnthreads", as this is what
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// most clients probably want to do. To change "parallel/minnthreads" use
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// SetSolverSpecificParametersAsString(). However, one must change
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// "parallel/maxnthread" with SetNumThreads() because only this will inform
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// the interface to run SCIPsolveConcurrent() instead of SCIPsolve() which is
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// necessery to enable multi-threading.
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util::Status SetNumThreads(int num_threads) override;
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2019-07-24 16:46:19 -07:00
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bool SetSolverSpecificParametersAsString(
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const std::string& parameters) override;
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2013-06-11 14:49:45 +00:00
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2019-01-02 16:35:40 +01:00
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void SetUnsupportedIntegerParam(
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MPSolverParameters::IntegerParam param) override;
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void SetIntegerParamToUnsupportedValue(MPSolverParameters::IntegerParam param,
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int value) override;
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2020-03-09 17:52:25 +01:00
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// How many solutions SCIP found.
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int SolutionCount();
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// Copy sol from SCIP to MPSolver.
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void SetSolution(SCIP_SOL* solution);
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2019-01-02 16:35:40 +01:00
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util::Status CreateSCIP();
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2011-06-22 08:38:43 +00:00
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void DeleteSCIP();
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2019-01-02 16:35:40 +01:00
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// SCIP has many internal checks (many of which are numerical) that can fail
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// during various phases: upon startup, when loading the model, when solving,
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// etc. Often, the user is meant to stop at the first error, but since most
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// of the linear solver interface API doesn't support "error reporting", we
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// store a potential error status here.
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// If this status isn't OK, then most operations will silently be cancelled.
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util::Status status_;
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2011-06-22 08:38:43 +00:00
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SCIP* scip_;
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std::vector<SCIP_VAR*> scip_variables_;
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std::vector<SCIP_CONS*> scip_constraints_;
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2020-03-09 17:52:25 +01:00
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int current_solution_index_ = 0;
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2011-06-22 08:38:43 +00:00
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};
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2017-04-19 16:20:56 +02:00
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SCIPInterface::SCIPInterface(MPSolver* solver)
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2016-07-08 15:04:07 +02:00
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: MPSolverInterface(solver), scip_(nullptr) {
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2019-01-02 16:35:40 +01:00
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status_ = CreateSCIP();
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2011-06-22 08:38:43 +00:00
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}
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2014-01-08 12:01:58 +00:00
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SCIPInterface::~SCIPInterface() { DeleteSCIP(); }
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2011-06-22 08:38:43 +00:00
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void SCIPInterface::Reset() {
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DeleteSCIP();
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2020-03-09 17:52:25 +01:00
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scip_constraint_handler_.reset();
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2019-01-02 16:35:40 +01:00
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status_ = CreateSCIP();
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2011-06-22 08:38:43 +00:00
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ResetExtractionInformation();
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}
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2019-01-02 16:35:40 +01:00
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util::Status SCIPInterface::CreateSCIP() {
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2019-07-18 05:53:45 -07:00
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RETURN_IF_SCIP_ERROR(SCIPcreate(&scip_));
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RETURN_IF_SCIP_ERROR(SCIPincludeDefaultPlugins(scip_));
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2015-01-16 17:02:32 +00:00
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// Set the emphasis to enum SCIP_PARAMEMPHASIS_FEASIBILITY. Do not print
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// the new parameter (quiet = true).
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if (FLAGS_scip_feasibility_emphasis) {
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2019-07-18 05:53:45 -07:00
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RETURN_IF_SCIP_ERROR(SCIPsetEmphasis(scip_, SCIP_PARAMEMPHASIS_FEASIBILITY,
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/*quiet=*/true));
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2015-01-16 17:02:32 +00:00
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}
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2017-04-19 16:20:56 +02:00
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// Default clock type. We use wall clock time because getting CPU user seconds
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// involves calling times() which is very expensive.
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2019-09-11 12:50:11 +02:00
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// NOTE(user): Also, time limit based on CPU user seconds is *NOT* thread
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// safe. We observed that different instances of SCIP running concurrently
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// in different threads consume the time limit *together*. E.g., 2 threads
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// running SCIP with time limit 10s each will both terminate after ~5s.
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2019-07-18 05:53:45 -07:00
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RETURN_IF_SCIP_ERROR(
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SCIPsetIntParam(scip_, "timing/clocktype", SCIP_CLOCKTYPE_WALL));
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RETURN_IF_SCIP_ERROR(SCIPcreateProb(scip_, solver_->name_.c_str(), nullptr,
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nullptr, nullptr, nullptr, nullptr,
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nullptr, nullptr));
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RETURN_IF_SCIP_ERROR(SCIPsetObjsense(
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scip_, maximize_ ? SCIP_OBJSENSE_MAXIMIZE : SCIP_OBJSENSE_MINIMIZE));
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2019-01-02 16:35:40 +01:00
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return util::OkStatus();
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2011-06-22 08:38:43 +00:00
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}
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void SCIPInterface::DeleteSCIP() {
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2019-01-02 16:35:40 +01:00
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// NOTE(user): DeleteSCIP() shouldn't "give up" mid-stage if it fails, since
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// it might be the user's chance to reset the solver to start fresh without
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// errors. The current code isn't perfect, since some CHECKs() remain, but
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// hopefully they'll never be triggered in practice.
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2016-07-08 15:04:07 +02:00
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CHECK(scip_ != nullptr);
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2011-06-22 08:38:43 +00:00
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for (int i = 0; i < scip_variables_.size(); ++i) {
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2019-01-02 16:35:40 +01:00
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CHECK_EQ(SCIPreleaseVar(scip_, &scip_variables_[i]), SCIP_OKAY);
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2011-06-22 08:38:43 +00:00
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}
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scip_variables_.clear();
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for (int j = 0; j < scip_constraints_.size(); ++j) {
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2019-01-02 16:35:40 +01:00
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CHECK_EQ(SCIPreleaseCons(scip_, &scip_constraints_[j]), SCIP_OKAY);
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2011-06-22 08:38:43 +00:00
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}
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scip_constraints_.clear();
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2019-01-02 16:35:40 +01:00
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CHECK_EQ(SCIPfree(&scip_), SCIP_OKAY);
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2016-07-08 15:04:07 +02:00
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scip_ = nullptr;
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2011-06-22 08:38:43 +00:00
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}
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2019-01-02 16:35:40 +01:00
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#define RETURN_IF_ALREADY_IN_ERROR_STATE \
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do { \
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if (!status_.ok()) { \
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2019-04-19 19:40:21 +02:00
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LOG_EVERY_N(INFO, 10) << "Early abort: SCIP is in error state."; \
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2019-01-02 16:35:40 +01:00
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return; \
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} \
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} while (false)
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2019-07-18 05:53:45 -07:00
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#define RETURN_AND_STORE_IF_SCIP_ERROR(x) \
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do { \
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status_ = SCIP_TO_STATUS(x); \
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if (!status_.ok()) return; \
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2019-01-02 16:35:40 +01:00
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} while (false)
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2017-04-19 16:20:56 +02:00
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// Not cached.
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2011-06-22 08:38:43 +00:00
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void SCIPInterface::SetOptimizationDirection(bool maximize) {
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2019-01-02 16:35:40 +01:00
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RETURN_IF_ALREADY_IN_ERROR_STATE;
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2011-06-22 08:38:43 +00:00
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InvalidateSolutionSynchronization();
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2019-07-18 05:53:45 -07:00
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RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
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RETURN_AND_STORE_IF_SCIP_ERROR(SCIPsetObjsense(
|
2011-06-22 08:38:43 +00:00
|
|
|
scip_, maximize ? SCIP_OBJSENSE_MAXIMIZE : SCIP_OBJSENSE_MINIMIZE));
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::SetVariableBounds(int var_index, double lb, double ub) {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2011-06-22 08:38:43 +00:00
|
|
|
InvalidateSolutionSynchronization();
|
2015-06-18 14:08:50 +02:00
|
|
|
if (variable_is_extracted(var_index)) {
|
2017-04-19 16:20:56 +02:00
|
|
|
// Not cached if the variable has been extracted.
|
2015-06-18 14:08:50 +02:00
|
|
|
DCHECK_LT(var_index, last_variable_index_);
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
|
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
|
|
|
|
SCIPchgVarLb(scip_, scip_variables_[var_index], lb));
|
|
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
|
|
|
|
SCIPchgVarUb(scip_, scip_variables_[var_index], ub));
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
|
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::SetVariableInteger(int var_index, bool integer) {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2011-06-22 08:38:43 +00:00
|
|
|
InvalidateSolutionSynchronization();
|
2015-06-18 14:08:50 +02:00
|
|
|
if (variable_is_extracted(var_index)) {
|
2011-06-22 08:38:43 +00:00
|
|
|
// Not cached if the variable has been extracted.
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
2011-11-01 09:34:36 +00:00
|
|
|
#if (SCIP_VERSION >= 210)
|
|
|
|
|
SCIP_Bool infeasible = false;
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPchgVarType(
|
2011-11-01 09:34:36 +00:00
|
|
|
scip_, scip_variables_[var_index],
|
2014-01-08 12:01:58 +00:00
|
|
|
integer ? SCIP_VARTYPE_INTEGER : SCIP_VARTYPE_CONTINUOUS, &infeasible));
|
2011-11-01 09:34:36 +00:00
|
|
|
#else
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPchgVarType(
|
2011-06-22 08:38:43 +00:00
|
|
|
scip_, scip_variables_[var_index],
|
|
|
|
|
integer ? SCIP_VARTYPE_INTEGER : SCIP_VARTYPE_CONTINUOUS));
|
2011-11-03 14:58:56 +00:00
|
|
|
#endif // SCIP_VERSION >= 210
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
|
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::SetConstraintBounds(int index, double lb, double ub) {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2011-06-22 08:38:43 +00:00
|
|
|
InvalidateSolutionSynchronization();
|
2015-06-18 14:08:50 +02:00
|
|
|
if (constraint_is_extracted(index)) {
|
2017-04-19 16:20:56 +02:00
|
|
|
// Not cached if the row has been extracted.
|
2015-06-18 14:08:50 +02:00
|
|
|
DCHECK_LT(index, last_constraint_index_);
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
|
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
|
|
|
|
SCIPchgLhsLinear(scip_, scip_constraints_[index], lb));
|
|
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
|
|
|
|
SCIPchgRhsLinear(scip_, scip_constraints_[index], ub));
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
|
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2017-04-19 16:20:56 +02:00
|
|
|
void SCIPInterface::SetCoefficient(MPConstraint* constraint,
|
|
|
|
|
const MPVariable* variable, double new_value,
|
|
|
|
|
double old_value) {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2011-06-22 08:38:43 +00:00
|
|
|
InvalidateSolutionSynchronization();
|
2015-06-18 14:08:50 +02:00
|
|
|
if (variable_is_extracted(variable->index()) &&
|
|
|
|
|
constraint_is_extracted(constraint->index())) {
|
2011-06-22 08:38:43 +00:00
|
|
|
// The modification of the coefficient for an extracted row and
|
|
|
|
|
// variable is not cached.
|
2015-06-18 14:08:50 +02:00
|
|
|
DCHECK_LT(constraint->index(), last_constraint_index_);
|
|
|
|
|
DCHECK_LT(variable->index(), last_variable_index_);
|
2011-06-22 08:38:43 +00:00
|
|
|
// SCIP does not allow to set a coefficient directly, so we add the
|
|
|
|
|
// difference between the new and the old value instead.
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
|
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPaddCoefLinear(
|
2015-06-18 14:08:50 +02:00
|
|
|
scip_, scip_constraints_[constraint->index()],
|
|
|
|
|
scip_variables_[variable->index()], new_value - old_value));
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
|
|
|
|
// The modification of an unextracted row or variable is cached
|
|
|
|
|
// and handled in ExtractModel.
|
|
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not cached
|
2017-04-19 16:20:56 +02:00
|
|
|
void SCIPInterface::ClearConstraint(MPConstraint* constraint) {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2011-06-22 08:38:43 +00:00
|
|
|
InvalidateSolutionSynchronization();
|
|
|
|
|
const int constraint_index = constraint->index();
|
|
|
|
|
// Constraint may not have been extracted yet.
|
2015-06-18 14:08:50 +02:00
|
|
|
if (!constraint_is_extracted(constraint_index)) return;
|
2018-07-24 09:32:14 -07:00
|
|
|
for (const auto& entry : constraint->coefficients_) {
|
2015-06-18 14:08:50 +02:00
|
|
|
const int var_index = entry.first->index();
|
|
|
|
|
const double old_coef_value = entry.second;
|
|
|
|
|
DCHECK(variable_is_extracted(var_index));
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
2015-06-18 14:08:50 +02:00
|
|
|
// Set coefficient to zero by substracting the old coefficient value.
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
2015-06-18 14:08:50 +02:00
|
|
|
SCIPaddCoefLinear(scip_, scip_constraints_[constraint_index],
|
|
|
|
|
scip_variables_[var_index], -old_coef_value));
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Cached
|
2017-04-19 16:20:56 +02:00
|
|
|
void SCIPInterface::SetObjectiveCoefficient(const MPVariable* variable,
|
2014-01-08 12:01:58 +00:00
|
|
|
double coefficient) {
|
2011-06-22 08:38:43 +00:00
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Cached
|
|
|
|
|
void SCIPInterface::SetObjectiveOffset(double value) {
|
|
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Clear objective of all its terms.
|
|
|
|
|
void SCIPInterface::ClearObjective() {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2019-07-18 05:53:45 -07:00
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
InvalidateSolutionSynchronization();
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
2011-06-22 08:38:43 +00:00
|
|
|
// Clear linear terms
|
2018-07-24 09:32:14 -07:00
|
|
|
for (const auto& entry : solver_->objective_->coefficients_) {
|
2013-10-10 15:23:20 +00:00
|
|
|
const int var_index = entry.first->index();
|
2011-06-22 08:38:43 +00:00
|
|
|
// Variable may have not been extracted yet.
|
2015-06-18 14:08:50 +02:00
|
|
|
if (!variable_is_extracted(var_index)) {
|
2011-06-22 08:38:43 +00:00
|
|
|
DCHECK_NE(MODEL_SYNCHRONIZED, sync_status_);
|
|
|
|
|
} else {
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
2019-01-02 16:35:40 +01:00
|
|
|
SCIPchgVarObj(scip_, scip_variables_[var_index], 0.0));
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
}
|
2019-07-18 05:53:45 -07:00
|
|
|
// Note: we don't clear the objective offset here because it's not necessary
|
|
|
|
|
// (it's always reset anyway in ExtractObjective) and we sometimes run into
|
|
|
|
|
// crashes when clearing the whole model (see
|
|
|
|
|
// http://test/OCL:253365573:BASE:253566457:1560777456754:e181f4ab).
|
|
|
|
|
// It's not worth to spend time investigating this issue.
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
|
2019-06-17 11:35:17 +02:00
|
|
|
void SCIPInterface::BranchingPriorityChangedForVariable(int var_index) {
|
|
|
|
|
// As of 2019-05, SCIP does not support setting branching priority for
|
|
|
|
|
// variables in models that have already been solved. Therefore, we force
|
|
|
|
|
// reset the model when setting the priority on an already extracted variable.
|
|
|
|
|
// Note that this is a more drastic step than merely changing the sync_status.
|
|
|
|
|
// This may be slightly conservative, as it is technically possible that
|
|
|
|
|
// the extraction has occurred without a call to Solve().
|
|
|
|
|
if (variable_is_extracted(var_index)) {
|
|
|
|
|
branching_priority_reset_ = true;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2017-04-19 16:20:56 +02:00
|
|
|
void SCIPInterface::AddRowConstraint(MPConstraint* ct) {
|
2011-06-22 08:38:43 +00:00
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
}
|
|
|
|
|
|
2019-04-18 16:44:47 +02:00
|
|
|
bool SCIPInterface::AddIndicatorConstraint(MPConstraint* ct) {
|
|
|
|
|
sync_status_ = MUST_RELOAD;
|
|
|
|
|
return true;
|
|
|
|
|
}
|
|
|
|
|
|
2017-04-19 16:20:56 +02:00
|
|
|
void SCIPInterface::AddVariable(MPVariable* var) { sync_status_ = MUST_RELOAD; }
|
2011-06-22 08:38:43 +00:00
|
|
|
|
|
|
|
|
void SCIPInterface::ExtractNewVariables() {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2011-06-22 08:38:43 +00:00
|
|
|
int total_num_vars = solver_->variables_.size();
|
|
|
|
|
if (total_num_vars > last_variable_index_) {
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
2011-06-22 08:38:43 +00:00
|
|
|
// Define new variables
|
|
|
|
|
for (int j = last_variable_index_; j < total_num_vars; ++j) {
|
|
|
|
|
MPVariable* const var = solver_->variables_[j];
|
2015-06-18 14:08:50 +02:00
|
|
|
DCHECK(!variable_is_extracted(j));
|
|
|
|
|
set_variable_as_extracted(j, true);
|
2016-07-08 15:04:07 +02:00
|
|
|
SCIP_VAR* scip_var = nullptr;
|
2011-06-22 08:38:43 +00:00
|
|
|
// The true objective coefficient will be set later in ExtractObjective.
|
|
|
|
|
double tmp_obj_coef = 0.0;
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPcreateVar(
|
2014-01-08 12:01:58 +00:00
|
|
|
scip_, &scip_var, var->name().c_str(), var->lb(), var->ub(),
|
|
|
|
|
tmp_obj_coef,
|
|
|
|
|
var->integer() ? SCIP_VARTYPE_INTEGER : SCIP_VARTYPE_CONTINUOUS, true,
|
2016-07-08 15:04:07 +02:00
|
|
|
false, nullptr, nullptr, nullptr, nullptr, nullptr));
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPaddVar(scip_, scip_var));
|
2011-06-22 08:38:43 +00:00
|
|
|
scip_variables_.push_back(scip_var);
|
2019-06-17 11:35:17 +02:00
|
|
|
const int branching_priority = var->branching_priority();
|
|
|
|
|
if (branching_priority != 0) {
|
|
|
|
|
const int index = var->index();
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPchgVarBranchPriority(
|
2019-06-17 11:35:17 +02:00
|
|
|
scip_, scip_variables_[index], branching_priority));
|
|
|
|
|
}
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
// Add new variables to existing constraints.
|
|
|
|
|
for (int i = 0; i < last_constraint_index_; i++) {
|
|
|
|
|
MPConstraint* const ct = solver_->constraints_[i];
|
2018-07-24 09:32:14 -07:00
|
|
|
for (const auto& entry : ct->coefficients_) {
|
2013-10-10 15:23:20 +00:00
|
|
|
const int var_index = entry.first->index();
|
2015-06-18 14:08:50 +02:00
|
|
|
DCHECK(variable_is_extracted(var_index));
|
|
|
|
|
if (var_index >= last_variable_index_) {
|
|
|
|
|
// The variable is new, so we know the previous coefficient
|
2011-06-22 08:38:43 +00:00
|
|
|
// value was 0 and we can directly add the coefficient.
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
|
|
|
|
SCIPaddCoefLinear(scip_, scip_constraints_[i],
|
|
|
|
|
scip_variables_[var_index], entry.second));
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::ExtractNewConstraints() {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2011-06-22 08:38:43 +00:00
|
|
|
int total_num_rows = solver_->constraints_.size();
|
|
|
|
|
if (last_constraint_index_ < total_num_rows) {
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
2011-06-22 08:38:43 +00:00
|
|
|
// Find the length of the longest row.
|
|
|
|
|
int max_row_length = 0;
|
|
|
|
|
for (int i = last_constraint_index_; i < total_num_rows; ++i) {
|
|
|
|
|
MPConstraint* const ct = solver_->constraints_[i];
|
2015-06-18 14:08:50 +02:00
|
|
|
DCHECK(!constraint_is_extracted(i));
|
|
|
|
|
set_constraint_as_extracted(i, true);
|
2011-06-22 08:38:43 +00:00
|
|
|
if (ct->coefficients_.size() > max_row_length) {
|
|
|
|
|
max_row_length = ct->coefficients_.size();
|
|
|
|
|
}
|
|
|
|
|
}
|
2018-06-08 16:40:43 +02:00
|
|
|
std::unique_ptr<SCIP_VAR*[]> vars(new SCIP_VAR*[max_row_length]);
|
2019-04-18 16:44:47 +02:00
|
|
|
std::unique_ptr<double[]> coeffs(new double[max_row_length]);
|
2011-06-22 08:38:43 +00:00
|
|
|
// Add each new constraint.
|
|
|
|
|
for (int i = last_constraint_index_; i < total_num_rows; ++i) {
|
|
|
|
|
MPConstraint* const ct = solver_->constraints_[i];
|
2015-06-18 14:08:50 +02:00
|
|
|
DCHECK(constraint_is_extracted(i));
|
2017-04-19 16:20:56 +02:00
|
|
|
const int size = ct->coefficients_.size();
|
2011-06-22 08:38:43 +00:00
|
|
|
int j = 0;
|
2018-07-24 09:32:14 -07:00
|
|
|
for (const auto& entry : ct->coefficients_) {
|
2015-06-18 14:08:50 +02:00
|
|
|
const int var_index = entry.first->index();
|
|
|
|
|
DCHECK(variable_is_extracted(var_index));
|
|
|
|
|
vars[j] = scip_variables_[var_index];
|
2019-04-18 16:44:47 +02:00
|
|
|
coeffs[j] = entry.second;
|
2011-06-22 08:38:43 +00:00
|
|
|
j++;
|
|
|
|
|
}
|
2016-07-08 15:04:07 +02:00
|
|
|
SCIP_CONS* scip_constraint = nullptr;
|
2013-10-10 15:23:20 +00:00
|
|
|
const bool is_lazy = ct->is_lazy();
|
2019-04-18 16:44:47 +02:00
|
|
|
if (ct->indicator_variable() != nullptr) {
|
|
|
|
|
const int ind_index = ct->indicator_variable()->index();
|
|
|
|
|
DCHECK(variable_is_extracted(ind_index));
|
|
|
|
|
SCIP_VAR* ind_var = scip_variables_[ind_index];
|
|
|
|
|
if (ct->indicator_value() == 0) {
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
2019-04-18 16:44:47 +02:00
|
|
|
SCIPgetNegatedVar(scip_, scip_variables_[ind_index], &ind_var));
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (ct->ub() < std::numeric_limits<double>::infinity()) {
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPcreateConsIndicator(
|
2019-04-18 16:44:47 +02:00
|
|
|
scip_, &scip_constraint, ct->name().c_str(), ind_var, size,
|
|
|
|
|
vars.get(), coeffs.get(), ct->ub(),
|
|
|
|
|
/*initial=*/!is_lazy,
|
|
|
|
|
/*separate=*/true,
|
|
|
|
|
/*enforce=*/true,
|
|
|
|
|
/*check=*/true,
|
|
|
|
|
/*propagate=*/true,
|
|
|
|
|
/*local=*/false,
|
|
|
|
|
/*dynamic=*/false,
|
|
|
|
|
/*removable=*/is_lazy,
|
|
|
|
|
/*stickingatnode=*/false));
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPaddCons(scip_, scip_constraint));
|
2019-04-18 16:44:47 +02:00
|
|
|
scip_constraints_.push_back(scip_constraint);
|
|
|
|
|
}
|
|
|
|
|
if (ct->lb() > -std::numeric_limits<double>::infinity()) {
|
|
|
|
|
for (int i = 0; i < size; ++i) {
|
|
|
|
|
coeffs[i] *= -1;
|
|
|
|
|
}
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPcreateConsIndicator(
|
2019-04-18 16:44:47 +02:00
|
|
|
scip_, &scip_constraint, ct->name().c_str(), ind_var, size,
|
|
|
|
|
vars.get(), coeffs.get(), -ct->lb(),
|
|
|
|
|
/*initial=*/!is_lazy,
|
|
|
|
|
/*separate=*/true,
|
|
|
|
|
/*enforce=*/true,
|
|
|
|
|
/*check=*/true,
|
|
|
|
|
/*propagate=*/true,
|
|
|
|
|
/*local=*/false,
|
|
|
|
|
/*dynamic=*/false,
|
|
|
|
|
/*removable=*/is_lazy,
|
|
|
|
|
/*stickingatnode=*/false));
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPaddCons(scip_, scip_constraint));
|
2019-04-18 16:44:47 +02:00
|
|
|
scip_constraints_.push_back(scip_constraint);
|
|
|
|
|
}
|
|
|
|
|
} else {
|
|
|
|
|
// See
|
|
|
|
|
// http://scip.zib.de/doc/html/cons__linear_8h.php#aa7aed137a4130b35b168812414413481
|
|
|
|
|
// for an explanation of the parameters.
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPcreateConsLinear(
|
2019-04-18 16:44:47 +02:00
|
|
|
scip_, &scip_constraint, ct->name().c_str(), size, vars.get(),
|
|
|
|
|
coeffs.get(), ct->lb(), ct->ub(),
|
|
|
|
|
/*initial=*/!is_lazy,
|
|
|
|
|
/*separate=*/true,
|
|
|
|
|
/*enforce=*/true,
|
|
|
|
|
/*check=*/true,
|
|
|
|
|
/*propagate=*/true,
|
|
|
|
|
/*local=*/false,
|
|
|
|
|
/*modifiable=*/false,
|
|
|
|
|
/*dynamic=*/false,
|
|
|
|
|
/*removable=*/is_lazy,
|
|
|
|
|
/*stickingatnode=*/false));
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPaddCons(scip_, scip_constraint));
|
2019-04-18 16:44:47 +02:00
|
|
|
scip_constraints_.push_back(scip_constraint);
|
|
|
|
|
}
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::ExtractObjective() {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_IF_ALREADY_IN_ERROR_STATE;
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPfreeTransform(scip_));
|
2017-04-19 16:20:56 +02:00
|
|
|
// Linear objective: set objective coefficients for all variables (some might
|
|
|
|
|
// have been modified).
|
2018-07-24 09:32:14 -07:00
|
|
|
for (const auto& entry : solver_->objective_->coefficients_) {
|
2017-04-19 16:20:56 +02:00
|
|
|
const int var_index = entry.first->index();
|
|
|
|
|
const double obj_coef = entry.second;
|
2019-07-18 05:53:45 -07:00
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(
|
2014-01-08 12:01:58 +00:00
|
|
|
SCIPchgVarObj(scip_, scip_variables_[var_index], obj_coef));
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
|
2019-07-18 05:53:45 -07:00
|
|
|
// Constant term: change objective offset.
|
|
|
|
|
RETURN_AND_STORE_IF_SCIP_ERROR(SCIPaddOrigObjoffset(
|
|
|
|
|
scip_, solver_->Objective().offset() - SCIPgetOrigObjoffset(scip_)));
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
|
2019-01-02 16:35:40 +01:00
|
|
|
#define RETURN_ABNORMAL_IF_BAD_STATUS \
|
|
|
|
|
do { \
|
|
|
|
|
if (!status_.ok()) { \
|
|
|
|
|
LOG_IF(INFO, solver_->OutputIsEnabled()) \
|
|
|
|
|
<< "Invalid SCIP status: " << status_; \
|
|
|
|
|
return result_status_ = MPSolver::ABNORMAL; \
|
|
|
|
|
} \
|
|
|
|
|
} while (false)
|
|
|
|
|
|
|
|
|
|
#define RETURN_ABNORMAL_IF_SCIP_ERROR(x) \
|
|
|
|
|
do { \
|
|
|
|
|
RETURN_ABNORMAL_IF_BAD_STATUS; \
|
2019-07-18 05:53:45 -07:00
|
|
|
status_ = SCIP_TO_STATUS(x); \
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_BAD_STATUS; \
|
|
|
|
|
} while (false);
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
MPSolver::ResultStatus SCIPInterface::Solve(const MPSolverParameters& param) {
|
2019-01-02 16:35:40 +01:00
|
|
|
// "status_" may encode a variety of failure scenarios, many of which would
|
|
|
|
|
// correspond to another MPResultStatus than ABNORMAL, but since SCIP is a
|
|
|
|
|
// moving target, we use the most likely error code here (abnormalities,
|
|
|
|
|
// often numeric), and rely on the user enabling output to see more details.
|
|
|
|
|
RETURN_ABNORMAL_IF_BAD_STATUS;
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
WallTimer timer;
|
|
|
|
|
timer.Start();
|
|
|
|
|
|
2011-09-08 00:34:13 +00:00
|
|
|
// Note that SCIP does not provide any incrementality.
|
2019-01-02 16:35:40 +01:00
|
|
|
// TODO(user): Is that still true now (2018) ?
|
2011-09-08 00:34:13 +00:00
|
|
|
if (param.GetIntegerParam(MPSolverParameters::INCREMENTALITY) ==
|
2020-04-27 14:40:42 +02:00
|
|
|
MPSolverParameters::INCREMENTALITY_OFF) {
|
2011-09-08 00:34:13 +00:00
|
|
|
Reset();
|
|
|
|
|
}
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
// Set log level.
|
2012-11-19 16:23:35 +00:00
|
|
|
SCIPsetMessagehdlrQuiet(scip_, quiet_);
|
2011-06-22 08:38:43 +00:00
|
|
|
|
2017-04-19 16:20:56 +02:00
|
|
|
// Special case if the model is empty since SCIP expects a non-empty model.
|
|
|
|
|
if (solver_->variables_.empty() && solver_->constraints_.empty()) {
|
2011-06-22 08:38:43 +00:00
|
|
|
sync_status_ = SOLUTION_SYNCHRONIZED;
|
|
|
|
|
result_status_ = MPSolver::OPTIMAL;
|
2011-12-16 21:02:01 +00:00
|
|
|
objective_value_ = solver_->Objective().offset();
|
2011-06-22 08:38:43 +00:00
|
|
|
return result_status_;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ExtractModel();
|
2018-10-31 16:18:18 +01:00
|
|
|
VLOG(1) << absl::StrFormat("Model built in %s.",
|
|
|
|
|
absl::FormatDuration(timer.GetDuration()));
|
2011-06-22 08:38:43 +00:00
|
|
|
|
|
|
|
|
// Time limit.
|
2013-10-10 15:23:20 +00:00
|
|
|
if (solver_->time_limit() != 0) {
|
2011-06-22 08:38:43 +00:00
|
|
|
VLOG(1) << "Setting time limit = " << solver_->time_limit() << " ms.";
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(
|
2014-01-08 12:01:58 +00:00
|
|
|
SCIPsetRealParam(scip_, "limits/time", solver_->time_limit_in_secs()));
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(SCIPresetParam(scip_, "limits/time"));
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
|
2017-04-19 16:20:56 +02:00
|
|
|
// We first set our internal MPSolverParameters from param and then set any
|
|
|
|
|
// user specified internal solver, ie. SCIP, parameters via
|
2015-12-18 16:43:52 +01:00
|
|
|
// solver_specific_parameter_string_.
|
|
|
|
|
// Default MPSolverParameters can override custom parameters (for example for
|
|
|
|
|
// presolving) and therefore we apply MPSolverParameters first.
|
|
|
|
|
SetParameters(param);
|
2013-10-10 15:23:20 +00:00
|
|
|
solver_->SetSolverSpecificParametersAsString(
|
|
|
|
|
solver_->solver_specific_parameter_string_);
|
2011-06-22 08:38:43 +00:00
|
|
|
|
2015-06-18 14:08:50 +02:00
|
|
|
// Use the solution hint if any.
|
|
|
|
|
if (!solver_->solution_hint_.empty()) {
|
2017-04-19 16:20:56 +02:00
|
|
|
SCIP_SOL* solution;
|
|
|
|
|
bool is_solution_partial = false;
|
2015-06-18 14:08:50 +02:00
|
|
|
const int num_vars = solver_->variables_.size();
|
|
|
|
|
if (solver_->solution_hint_.size() != num_vars) {
|
2017-04-19 16:20:56 +02:00
|
|
|
// We start by creating an empty partial solution.
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(
|
|
|
|
|
SCIPcreatePartialSol(scip_, &solution, nullptr));
|
2017-04-19 16:20:56 +02:00
|
|
|
is_solution_partial = true;
|
|
|
|
|
} else {
|
|
|
|
|
// We start by creating the all-zero solution.
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(SCIPcreateSol(scip_, &solution, nullptr));
|
2015-06-18 14:08:50 +02:00
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Fill the other variables from the given solution hint.
|
2019-01-02 16:35:40 +01:00
|
|
|
for (const std::pair<const MPVariable*, double>& p :
|
|
|
|
|
solver_->solution_hint_) {
|
|
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(SCIPsetSolVal(
|
2015-06-18 14:08:50 +02:00
|
|
|
scip_, solution, scip_variables_[p.first->index()], p.second));
|
|
|
|
|
}
|
|
|
|
|
|
2017-04-19 16:20:56 +02:00
|
|
|
if (!is_solution_partial) {
|
|
|
|
|
SCIP_Bool is_feasible;
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(SCIPcheckSol(
|
2017-04-19 16:20:56 +02:00
|
|
|
scip_, solution, /*printreason=*/false, /*completely=*/true,
|
|
|
|
|
/*checkbounds=*/true, /*checkintegrality=*/true, /*checklprows=*/true,
|
|
|
|
|
&is_feasible));
|
|
|
|
|
VLOG(1) << "Solution hint is "
|
|
|
|
|
<< (is_feasible ? "FEASIBLE" : "INFEASIBLE");
|
|
|
|
|
}
|
2015-06-18 14:08:50 +02:00
|
|
|
|
|
|
|
|
// TODO(user): I more or less copied this from the SCIPreadSol() code that
|
|
|
|
|
// reads a solution from a file. I am not sure what SCIPisTransformed() is
|
|
|
|
|
// or what is the difference between the try and add version. In any case
|
|
|
|
|
// this seems to always call SCIPaddSolFree() for now and it works.
|
|
|
|
|
SCIP_Bool is_stored;
|
2017-04-19 16:20:56 +02:00
|
|
|
if (!is_solution_partial && SCIPisTransformed(scip_)) {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(SCIPtrySolFree(
|
2017-04-19 16:20:56 +02:00
|
|
|
scip_, &solution, /*printreason=*/false, /*completely=*/true,
|
|
|
|
|
/*checkbounds=*/true, /*checkintegrality=*/true, /*checklprows=*/true,
|
|
|
|
|
&is_stored));
|
2015-06-18 14:08:50 +02:00
|
|
|
} else {
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(
|
|
|
|
|
SCIPaddSolFree(scip_, &solution, &is_stored));
|
2015-06-18 14:08:50 +02:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
// Solve.
|
|
|
|
|
timer.Restart();
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(solver_->GetNumThreads() > 1
|
|
|
|
|
? SCIPsolveConcurrent(scip_)
|
|
|
|
|
: SCIPsolve(scip_));
|
2018-10-31 16:18:18 +01:00
|
|
|
VLOG(1) << absl::StrFormat("Solved in %s.",
|
|
|
|
|
absl::FormatDuration(timer.GetDuration()));
|
2020-03-09 17:52:25 +01:00
|
|
|
current_solution_index_ = 0;
|
2011-06-22 08:38:43 +00:00
|
|
|
// Get the results.
|
2017-04-19 16:20:56 +02:00
|
|
|
SCIP_SOL* const solution = SCIPgetBestSol(scip_);
|
2016-07-08 15:04:07 +02:00
|
|
|
if (solution != nullptr) {
|
2017-04-19 16:20:56 +02:00
|
|
|
// If optimal or feasible solution is found.
|
2020-03-09 17:52:25 +01:00
|
|
|
SetSolution(solution);
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
|
|
|
|
VLOG(1) << "No feasible solution found.";
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Check the status: optimal, infeasible, etc.
|
|
|
|
|
SCIP_STATUS scip_status = SCIPgetStatus(scip_);
|
|
|
|
|
switch (scip_status) {
|
|
|
|
|
case SCIP_STATUS_OPTIMAL:
|
|
|
|
|
result_status_ = MPSolver::OPTIMAL;
|
|
|
|
|
break;
|
|
|
|
|
case SCIP_STATUS_GAPLIMIT:
|
|
|
|
|
// To be consistent with the other solvers.
|
|
|
|
|
result_status_ = MPSolver::OPTIMAL;
|
|
|
|
|
break;
|
|
|
|
|
case SCIP_STATUS_INFEASIBLE:
|
|
|
|
|
result_status_ = MPSolver::INFEASIBLE;
|
|
|
|
|
break;
|
|
|
|
|
case SCIP_STATUS_UNBOUNDED:
|
|
|
|
|
result_status_ = MPSolver::UNBOUNDED;
|
|
|
|
|
break;
|
|
|
|
|
case SCIP_STATUS_INFORUNBD:
|
|
|
|
|
// TODO(user): We could introduce our own "infeasible or
|
|
|
|
|
// unbounded" status.
|
|
|
|
|
result_status_ = MPSolver::INFEASIBLE;
|
|
|
|
|
break;
|
|
|
|
|
default:
|
2016-07-08 15:04:07 +02:00
|
|
|
if (solution != nullptr) {
|
2011-06-22 08:38:43 +00:00
|
|
|
result_status_ = MPSolver::FEASIBLE;
|
2019-11-19 14:37:31 -08:00
|
|
|
} else if (scip_status == SCIP_STATUS_TIMELIMIT ||
|
|
|
|
|
scip_status == SCIP_STATUS_TOTALNODELIMIT) {
|
2017-03-28 16:09:36 +02:00
|
|
|
result_status_ = MPSolver::NOT_SOLVED;
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
|
|
|
|
result_status_ = MPSolver::ABNORMAL;
|
|
|
|
|
}
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
|
2019-01-02 16:35:40 +01:00
|
|
|
RETURN_ABNORMAL_IF_SCIP_ERROR(SCIPresetParams(scip_));
|
2011-06-22 08:38:43 +00:00
|
|
|
|
|
|
|
|
sync_status_ = SOLUTION_SYNCHRONIZED;
|
|
|
|
|
return result_status_;
|
|
|
|
|
}
|
|
|
|
|
|
2020-03-09 17:52:25 +01:00
|
|
|
void SCIPInterface::SetSolution(SCIP_SOL* solution) {
|
|
|
|
|
objective_value_ = SCIPgetSolOrigObj(scip_, solution);
|
|
|
|
|
VLOG(1) << "objective=" << objective_value_;
|
|
|
|
|
for (int i = 0; i < solver_->variables_.size(); ++i) {
|
|
|
|
|
MPVariable* const var = solver_->variables_[i];
|
|
|
|
|
const int var_index = var->index();
|
|
|
|
|
const double val =
|
|
|
|
|
SCIPgetSolVal(scip_, solution, scip_variables_[var_index]);
|
|
|
|
|
var->set_solution_value(val);
|
|
|
|
|
VLOG(3) << var->name() << "=" << val;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2019-07-18 05:53:45 -07:00
|
|
|
absl::optional<MPSolutionResponse> SCIPInterface::DirectlySolveProto(
|
|
|
|
|
const MPModelRequest& request) {
|
2019-07-24 16:46:19 -07:00
|
|
|
// ScipSolveProto doesn't solve concurrently.
|
|
|
|
|
if (solver_->GetNumThreads() > 1) return absl::nullopt;
|
|
|
|
|
|
2019-07-18 05:53:45 -07:00
|
|
|
const auto status_or = ScipSolveProto(request);
|
|
|
|
|
if (status_or.ok()) return status_or.ValueOrDie();
|
|
|
|
|
// Special case: if something is not implemented yet, fall back to solving
|
|
|
|
|
// through MPSolver.
|
|
|
|
|
if (util::IsUnimplemented(status_or.status())) return absl::nullopt;
|
|
|
|
|
|
|
|
|
|
if (request.enable_internal_solver_output()) {
|
|
|
|
|
LOG(INFO) << "Invalid SCIP status: " << status_or.status();
|
|
|
|
|
}
|
|
|
|
|
MPSolutionResponse response;
|
|
|
|
|
response.set_status(MPSOLVER_NOT_SOLVED);
|
|
|
|
|
response.set_status_str(status_or.status().ToString());
|
|
|
|
|
return response;
|
|
|
|
|
}
|
|
|
|
|
|
2020-03-09 17:52:25 +01:00
|
|
|
int SCIPInterface::SolutionCount() { return SCIPgetNSols(scip_); }
|
|
|
|
|
|
|
|
|
|
bool SCIPInterface::NextSolution() {
|
|
|
|
|
// Make sure we have successfully solved the problem and not modified it.
|
|
|
|
|
if (!CheckSolutionIsSynchronizedAndExists()) {
|
|
|
|
|
return false;
|
|
|
|
|
}
|
|
|
|
|
if (current_solution_index_ + 1 >= SolutionCount()) {
|
|
|
|
|
return false;
|
|
|
|
|
}
|
|
|
|
|
current_solution_index_++;
|
|
|
|
|
SCIP_SOL** all_solutions = SCIPgetSols(scip_);
|
|
|
|
|
SetSolution(all_solutions[current_solution_index_]);
|
|
|
|
|
return true;
|
|
|
|
|
}
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
int64 SCIPInterface::iterations() const {
|
2019-01-02 16:35:40 +01:00
|
|
|
// NOTE(user): As of 2018-12 it doesn't run in the stubby server, and is
|
|
|
|
|
// a specialized call, so it's ok to crash if the status is broken.
|
2013-01-10 17:00:09 +00:00
|
|
|
if (!CheckSolutionIsSynchronized()) return kUnknownNumberOfIterations;
|
2011-06-22 08:38:43 +00:00
|
|
|
return SCIPgetNLPIterations(scip_);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
int64 SCIPInterface::nodes() const {
|
2019-01-02 16:35:40 +01:00
|
|
|
// NOTE(user): Same story as iterations(): it's OK to crash here.
|
2013-01-10 17:00:09 +00:00
|
|
|
if (!CheckSolutionIsSynchronized()) return kUnknownNumberOfNodes;
|
2018-10-31 16:18:18 +01:00
|
|
|
// This is the total number of nodes used in the solve, potentially across
|
|
|
|
|
// multiple branch-and-bound trees. Use limits/totalnodes (rather than
|
|
|
|
|
// limits/nodes) to control this value.
|
|
|
|
|
return SCIPgetNTotalNodes(scip_);
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
|
|
double SCIPInterface::best_objective_bound() const {
|
2019-01-02 16:35:40 +01:00
|
|
|
// NOTE(user): Same story as iterations(): it's OK to crash here.
|
2013-01-10 17:00:09 +00:00
|
|
|
if (!CheckSolutionIsSynchronized() || !CheckBestObjectiveBoundExists()) {
|
|
|
|
|
return trivial_worst_objective_bound();
|
|
|
|
|
}
|
2017-04-19 16:20:56 +02:00
|
|
|
if (solver_->variables_.empty() && solver_->constraints_.empty()) {
|
2011-06-22 08:38:43 +00:00
|
|
|
// Special case for empty model.
|
2011-12-16 21:02:01 +00:00
|
|
|
return solver_->Objective().offset();
|
2011-06-22 08:38:43 +00:00
|
|
|
} else {
|
|
|
|
|
return SCIPgetDualbound(scip_);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::SetParameters(const MPSolverParameters& param) {
|
|
|
|
|
SetCommonParameters(param);
|
|
|
|
|
SetMIPParameters(param);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::SetRelativeMipGap(double value) {
|
2019-01-02 16:35:40 +01:00
|
|
|
// NOTE(user): We don't want to call RETURN_IF_ALREADY_IN_ERROR_STATE here,
|
|
|
|
|
// because even if the solver is in an error state, the user might be setting
|
|
|
|
|
// some parameters and then "restoring" the solver to a non-error state by
|
|
|
|
|
// calling Reset(), which should *not* reset the parameters.
|
|
|
|
|
// So we want the parameter-setting functions to be resistant to being in an
|
|
|
|
|
// error state, essentially. What we do is:
|
|
|
|
|
// - we call the parameter-setting function anyway (I'm assuming that SCIP
|
|
|
|
|
// won't crash even if we're in an error state. I did *not* verify this).
|
|
|
|
|
// - if that call yielded an error *and* we weren't already in an error state,
|
|
|
|
|
// set the state to that error we just got.
|
2019-07-18 05:53:45 -07:00
|
|
|
const auto status =
|
|
|
|
|
SCIP_TO_STATUS(SCIPsetRealParam(scip_, "limits/gap", value));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
|
2011-09-08 00:34:13 +00:00
|
|
|
void SCIPInterface::SetPrimalTolerance(double value) {
|
2019-02-05 15:06:47 +01:00
|
|
|
// SCIP automatically updates numerics/lpfeastol if the primal tolerance is
|
|
|
|
|
// tighter. Doing that it unconditionally logs this modification to stderr. By
|
|
|
|
|
// setting numerics/lpfeastol first we avoid this unwanted log.
|
|
|
|
|
double current_lpfeastol = 0.0;
|
|
|
|
|
CHECK_EQ(SCIP_OKAY,
|
|
|
|
|
SCIPgetRealParam(scip_, "numerics/lpfeastol", ¤t_lpfeastol));
|
|
|
|
|
if (value < current_lpfeastol) {
|
|
|
|
|
// See the NOTE on SetRelativeMipGap().
|
|
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetRealParam(scip_, "numerics/lpfeastol", value));
|
2019-02-05 15:06:47 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
|
|
|
|
}
|
2019-01-02 16:35:40 +01:00
|
|
|
// See the NOTE on SetRelativeMipGap().
|
|
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetRealParam(scip_, "numerics/feastol", value));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
2011-09-08 00:34:13 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::SetDualTolerance(double value) {
|
2019-01-02 16:35:40 +01:00
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetRealParam(scip_, "numerics/dualfeastol", value));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
2011-09-08 00:34:13 +00:00
|
|
|
}
|
|
|
|
|
|
2019-11-19 14:37:31 -08:00
|
|
|
void SCIPInterface::SetPresolveMode(int presolve) {
|
2019-01-02 16:35:40 +01:00
|
|
|
// See the NOTE on SetRelativeMipGap().
|
2019-11-19 14:37:31 -08:00
|
|
|
switch (presolve) {
|
2011-06-22 08:38:43 +00:00
|
|
|
case MPSolverParameters::PRESOLVE_OFF: {
|
2019-01-02 16:35:40 +01:00
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetIntParam(scip_, "presolving/maxrounds", 0));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
|
|
|
|
return;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
case MPSolverParameters::PRESOLVE_ON: {
|
2019-01-02 16:35:40 +01:00
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetIntParam(scip_, "presolving/maxrounds", -1));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
|
|
|
|
return;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
default: {
|
2019-11-19 14:37:31 -08:00
|
|
|
SetIntegerParamToUnsupportedValue(MPSolverParameters::PRESOLVE, presolve);
|
2019-01-02 16:35:40 +01:00
|
|
|
return;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2019-11-19 14:37:31 -08:00
|
|
|
void SCIPInterface::SetScalingMode(int scaling) {
|
2012-09-11 17:23:15 +00:00
|
|
|
SetUnsupportedIntegerParam(MPSolverParameters::SCALING);
|
|
|
|
|
}
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
// Only the root LP algorithm is set as setting the node LP to a
|
|
|
|
|
// non-default value rarely is beneficial. The node LP algorithm could
|
|
|
|
|
// be set as well with "lp/resolvealgorithm".
|
2019-11-19 14:37:31 -08:00
|
|
|
void SCIPInterface::SetLpAlgorithm(int lp_algorithm) {
|
2019-01-02 16:35:40 +01:00
|
|
|
// See the NOTE on SetRelativeMipGap().
|
2019-11-19 14:37:31 -08:00
|
|
|
switch (lp_algorithm) {
|
2011-06-22 08:38:43 +00:00
|
|
|
case MPSolverParameters::DUAL: {
|
2019-01-02 16:35:40 +01:00
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetCharParam(scip_, "lp/initalgorithm", 'd'));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
|
|
|
|
return;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
case MPSolverParameters::PRIMAL: {
|
2019-01-02 16:35:40 +01:00
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetCharParam(scip_, "lp/initalgorithm", 'p'));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
|
|
|
|
return;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
case MPSolverParameters::BARRIER: {
|
|
|
|
|
// Barrier with crossover.
|
2019-01-02 16:35:40 +01:00
|
|
|
const auto status =
|
2019-07-18 05:53:45 -07:00
|
|
|
SCIP_TO_STATUS(SCIPsetCharParam(scip_, "lp/initalgorithm", 'p'));
|
2019-01-02 16:35:40 +01:00
|
|
|
if (status_.ok()) status_ = status;
|
|
|
|
|
return;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
default: {
|
|
|
|
|
SetIntegerParamToUnsupportedValue(MPSolverParameters::LP_ALGORITHM,
|
2019-11-19 14:37:31 -08:00
|
|
|
lp_algorithm);
|
2019-01-02 16:35:40 +01:00
|
|
|
return;
|
2011-06-22 08:38:43 +00:00
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2019-01-02 16:35:40 +01:00
|
|
|
void SCIPInterface::SetUnsupportedIntegerParam(
|
|
|
|
|
MPSolverParameters::IntegerParam param) {
|
|
|
|
|
MPSolverInterface::SetUnsupportedIntegerParam(param);
|
|
|
|
|
if (status_.ok()) {
|
|
|
|
|
status_ = util::InvalidArgumentError(absl::StrFormat(
|
|
|
|
|
"Tried to set unsupported integer parameter %d", param));
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void SCIPInterface::SetIntegerParamToUnsupportedValue(
|
|
|
|
|
MPSolverParameters::IntegerParam param, int value) {
|
|
|
|
|
MPSolverInterface::SetIntegerParamToUnsupportedValue(param, value);
|
|
|
|
|
if (status_.ok()) {
|
|
|
|
|
status_ = util::InvalidArgumentError(absl::StrFormat(
|
|
|
|
|
"Tried to set integer parameter %d to unsupported value %d", param,
|
|
|
|
|
value));
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
util::Status SCIPInterface::SetNumThreads(int num_threads) {
|
|
|
|
|
if (SetSolverSpecificParametersAsString(
|
|
|
|
|
absl::StrFormat("parallel/maxnthreads = %d\n", num_threads))) {
|
|
|
|
|
return util::OkStatus();
|
|
|
|
|
}
|
|
|
|
|
return util::InternalError(
|
|
|
|
|
"Could not set parallel/maxnthreads, which may "
|
|
|
|
|
"indicate that SCIP API has changed.");
|
|
|
|
|
}
|
|
|
|
|
|
2019-07-24 16:46:19 -07:00
|
|
|
bool SCIPInterface::SetSolverSpecificParametersAsString(
|
|
|
|
|
const std::string& parameters) {
|
2020-03-09 17:52:25 +01:00
|
|
|
const util::Status s =
|
|
|
|
|
operations_research::ScipSetSolverSpecificParameters(parameters, scip_);
|
|
|
|
|
if (!s.ok()) {
|
|
|
|
|
LOG(WARNING) << "Failed to set SCIP parameter string: " << parameters
|
|
|
|
|
<< ", error is: " << s;
|
|
|
|
|
}
|
|
|
|
|
return s.ok();
|
|
|
|
|
}
|
|
|
|
|
|
2017-07-28 19:15:28 +00:00
|
|
|
MPSolverInterface* BuildSCIPInterface(MPSolver* const solver) {
|
2013-01-10 17:00:09 +00:00
|
|
|
return new SCIPInterface(solver);
|
|
|
|
|
}
|
|
|
|
|
|
2011-06-22 08:38:43 +00:00
|
|
|
} // namespace operations_research
|
|
|
|
|
#endif // #if defined(USE_SCIP)
|
|
|
|
|
|
2019-07-18 05:53:45 -07:00
|
|
|
#undef RETURN_AND_STORE_IF_SCIP_ERROR
|
2019-01-02 16:35:40 +01:00
|
|
|
#undef RETURN_IF_ALREADY_IN_ERROR_STATE
|
|
|
|
|
#undef RETURN_ABNORMAL_IF_BAD_STATUS
|
|
|
|
|
#undef RETURN_ABNORMAL_IF_SCIP_ERROR
|