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add constraint with index in linear solver (API + Proto); rewrite MPS reader/writer; update base library as needed

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Laurent Perron
2019-04-18 19:18:48 +02:00
parent 506112701b
commit 2a4fc564b4
33 changed files with 1774 additions and 1158 deletions
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244
ortools/linear_solver/model_exporter.h
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@@ -17,194 +17,80 @@
#include <string>
#include <vector>
#include "absl/strings/str_format.h"
#include "ortools/base/hash.h"
#include "ortools/base/macros.h"
#include "ortools/base/statusor.h"
#include "ortools/linear_solver/linear_solver.pb.h"
namespace operations_research {
class MPConstraint;
class MPObjective;
class MPVariable;
struct MPModelExportOptions {
MPModelExportOptions() {}
class MPModelProto;
// Obfuscates variable and constraint names.
bool obfuscate = false;
// Whether to log invalid variable and constraint names.
bool log_invalid_names = false;
class MPModelProtoExporter {
public:
// The argument must live as long as this class is active.
explicit MPModelProtoExporter(const MPModelProto& proto);
// Outputs the current model (variables, constraints, objective) as a
// std::string encoded in the so-called "CPLEX LP file format" as generated by
// SCIP. The LP file format is easily readable by a human.
//
// Returns false if some error has occurred during execution.
// The validity of names is automatically checked. If a variable name or a
// constraint name is invalid or non-existent, a new valid name is
// automatically generated.
//
// If 'obfuscated' is true, the variable and constraint names of proto_
// are not used. Variable and constraint names of the form "V12345"
// and "C12345" are used instead.
//
// For more information about the different LP file formats:
// http://lpsolve.sourceforge.net/5.5/lp-format.htm
// The following give a reasonable idea of the CPLEX LP file format:
// http://lpsolve.sourceforge.net/5.5/CPLEX-format.htm
// http://tinyurl.com/cplex-lp-format
// http://www.gurobi.com/documentation/5.1/reference-manual/node871
bool ExportModelAsLpFormat(bool obfuscated, std::string* output);
// Outputs the current model (variables, constraints, objective) as a
// std::string encoded in MPS file format, using the "fixed" MPS format if
// possible, and the "free" MPS format otherwise.
//
// Returns false if some error has occurred during execution. Models with
// maximization objectives trigger an error, because MPS can encode only
// minimization problems.
//
// If fixed_format is true, the method tries to use the MPS fixed format (the
// use of which is discouraged as coefficients are printed with less
// precision). If it is not possible to use the fixed format, the method falls
// back to the so-called "free format".
//
// The validity of names is automatically checked. If a variable name or a
// constraint name is invalid or non-existent, a new valid name is
// automatically generated.
//
// Name validity and obfuscation works exactly as in ExportModelAsLpFormat().
//
// For more information about the MPS format:
// http://en.wikipedia.org/wiki/MPS_(format)
// A close-to-original description coming from OSL:
// http://tinyurl.com/mps-format-by-osl
// A recent description from CPLEX:
// http://tinyurl.com/mps-format-by-cplex
// CPLEX extensions:
// http://tinyurl.com/mps-extensions-by-cplex
// Gurobi's description:
// http://www.gurobi.com/documentation/5.1/reference-manual/node869
bool ExportModelAsMpsFormat(bool fixed_format, bool obfuscated,
std::string* output);
private:
// Computes the number of continuous, integer and binary variables.
// Called by ExportModelAsLpFormat() and ExportModelAsMpsFormat().
void Setup();
// Processes all the proto.name() fields and returns the result in a vector.
//
// If 'obfuscate' is true, none of names are actually used, and this just
// returns a vector of 'prefix' + proto index (1-based).
//
// If it is false, this tries to keep the original names, but:
// - if the first character is forbidden, '_' is added at the beginning of
// name.
// - all the other forbidden characters are replaced by '_'.
// To avoid name conflicts, a '_' followed by an integer is appended to the
// result.
//
// If a name is longer than the maximum allowed name length, the obfuscated
// name is used.
//
// This method also sets use_fixed_mps_format_ to false if one name is too
// long.
//
// Therefore, a name "$20<=40" for proto #3 could be "_$20__40_1".
template <class ListOfProtosWithNameFields>
std::vector<std::string> ExtractAndProcessNames(
const ListOfProtosWithNameFields& proto, const std::string& prefix,
bool obfuscate);
// Returns true when the fixed MPS format can be used.
// The fixed format is used when the variable and constraint names do not
// exceed 8 characters. In the case of an obfuscated file, this means that
// the maximum number of digits for constraints and variables is limited to 7.
bool CanUseFixedMpsFormat() const;
// Appends a general "Comment" section with useful metadata about the model
// to "output".
// Note(user): there may be less variables in output than in the original
// model, as unused variables are not shown by default. Similarly, there
// may be more constraints in a .lp file as in the original model as
// a constraint lhs <= term <= rhs will be output as the two constraints
// term >= lhs and term <= rhs.
void AppendComments(const std::string& separator, std::string* output) const;
// Clears "output" and writes a term to it, in "Lp" format. Returns false on
// error (for example, var_index is out of range).
bool WriteLpTerm(int var_index, double coefficient,
std::string* output) const;
// Appends a pair name, value to "output", formatted to comply with the MPS
// standard.
void AppendMpsPair(const std::string& name, double value,
std::string* output) const;
// Appends the head of a line, consisting of an id and a name to output.
void AppendMpsLineHeader(const std::string& id, const std::string& name,
std::string* output) const;
// Same as AppendMpsLineHeader. Appends an extra new-line at the end the
// std::string pointed to by output.
void AppendMpsLineHeaderWithNewLine(const std::string& id,
const std::string& name,
std::string* output) const;
// Appends an MPS term in various contexts. The term consists of a head name,
// a name, and a value. If the line is not empty, then only the pair
// (name, value) is appended. The number of columns, limited to 2 by the MPS
// format is also taken care of.
void AppendMpsTermWithContext(const std::string& head_name,
const std::string& name, double value,
std::string* output);
// Appends a new-line if two columns are already present on the MPS line.
// Used by and in complement to AppendMpsTermWithContext.
void AppendNewLineIfTwoColumns(std::string* output);
// When 'integrality' is true, appends columns corresponding to integer
// variables. Appends the columns for non-integer variables otherwise.
// The sparse matrix must be passed as a vector of columns ('transpose').
void AppendMpsColumns(
bool integrality,
const std::vector<std::vector<std::pair<int, double>>>& transpose,
std::string* output);
// Appends a line describing the bound of a variablenew-line if two columns
// are already present on the MPS line.
// Used by and in complement to AppendMpsTermWithContext.
void AppendMpsBound(const std::string& bound_type, const std::string& name,
double value, std::string* output) const;
const MPModelProto& proto_;
// Vector of variable names as they will be exported.
std::vector<std::string> exported_variable_names_;
// Vector of constraint names as they will be exported.
std::vector<std::string> exported_constraint_names_;
// Number of integer variables in proto_.
int num_integer_variables_;
// Number of binary variables in proto_.
int num_binary_variables_;
// Number of continuous variables in proto_.
int num_continuous_variables_;
// Current MPS file column number.
int current_mps_column_;
// True is the fixed MPS format shall be used.
bool use_fixed_mps_format_;
// True if the variable and constraint names will be obfuscated.
bool use_obfuscated_names_;
DISALLOW_COPY_AND_ASSIGN(MPModelProtoExporter);
// For .lp files only. Decides whether variables unused in the objective and
// constraints are shown when exported to a file.
bool show_unused_variables = false;
// For .lp files only. Maximum line length in exported files. The default
// was chosen so that SCIP can read the files.
int max_line_length = 10000;
};
// Outputs the current model (variables, constraints, objective) as a
// std::string encoded in the so-called "CPLEX LP file format" as generated by
// SCIP. The LP file format is easily readable by a human.
//
// Returns false if some error has occurred during execution.
// The validity of names is automatically checked. If a variable name or a
// constraint name is invalid or non-existent, a new valid name is
// automatically generated.
//
// If 'obfuscated' is true, the variable and constraint names of proto_
// are not used. Variable and constraint names of the form "V12345"
// and "C12345" are used instead.
//
// For more information about the different LP file formats:
// http://lpsolve.sourceforge.net/5.5/lp-format.htm
// The following give a reasonable idea of the CPLEX LP file format:
// http://lpsolve.sourceforge.net/5.5/CPLEX-format.htm
// http://tinyurl.com/cplex-lp-format
// http://www.gurobi.com/documentation/5.1/reference-manual/node871
util::StatusOr<std::string> ExportModelAsLpFormat(
const MPModelProto& model,
const MPModelExportOptions& options = MPModelExportOptions());
// Outputs the current model (variables, constraints, objective) as a
// std::string encoded in MPS file format, using the "free" MPS format.
//
// Returns false if some error has occurred during execution. Models with
// maximization objectives trigger an error, because MPS can encode only
// minimization problems.
//
// The validity of names is automatically checked. If a variable name or a
// constraint name is invalid or non-existent, a new valid name is
// automatically generated.
//
// Name validity and obfuscation works exactly as in ExportModelAsLpFormat().
//
// For more information about the MPS format:
// http://en.wikipedia.org/wiki/MPS_(format)
// A close-to-original description coming from OSL:
// http://tinyurl.com/mps-format-by-osl
// A recent description from CPLEX:
// http://tinyurl.com/mps-format-by-cplex
// CPLEX extensions:
// http://tinyurl.com/mps-extensions-by-cplex
// Gurobi's description:
// http://www.gurobi.com/documentation/5.1/reference-manual/node869
util::StatusOr<std::string> ExportModelAsMpsFormat(
const MPModelProto& model,
const MPModelExportOptions& options = MPModelExportOptions());
} // namespace operations_research
#endif // OR_TOOLS_LINEAR_SOLVER_MODEL_EXPORTER_H_