Merge pull request #4669 from rte-france/fix/xpress-fixed-order
Use a fixed order for MPSolver / XPRESS's constraint coefficients
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@@ -423,6 +423,13 @@ class XpressInterface : public MPSolverInterface {
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private:
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XPRSprob mLp;
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bool const mMip;
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// Looping on MPConstraint::coefficients_ yields non-reproducible results
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// since is uses pointer addresses as keys, the value of which is
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// non-deterministic, especially their order.
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absl::btree_map<int, std::map<int, double> >
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fixedOrderCoefficientsPerConstraint;
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// Incremental extraction.
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// Without incremental extraction we have to re-extract the model every
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// time we perform a solve. Due to the way the Reset() function is
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@@ -1087,6 +1094,8 @@ void XpressInterface::SetCoefficient(MPConstraint* const constraint,
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double new_value, double) {
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InvalidateSolutionSynchronization();
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fixedOrderCoefficientsPerConstraint[constraint->index()][variable->index()] = new_value;
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// Changing a single coefficient in the matrix is potentially pretty
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// slow since that coefficient has to be found in the sparse matrix
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// representation. So by default we don't perform this update immediately
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@@ -1119,6 +1128,8 @@ void XpressInterface::ClearConstraint(MPConstraint* const constraint) {
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// There is nothing to do if the constraint was not even extracted.
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return;
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fixedOrderCoefficientsPerConstraint.erase(constraint->index());
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// Clearing a constraint means setting all coefficients in the corresponding
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// row to 0 (we cannot just delete the row since that would renumber all
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// the constraints/rows after it).
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@@ -1553,14 +1564,13 @@ void XpressInterface::ExtractNewConstraints() {
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// Setup left-hand side of constraint.
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rmatbeg[nextRow] = nextNz;
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const auto& coeffs = ct->coefficients_;
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for (auto coeff : coeffs) {
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int const idx = coeff.first->index();
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const auto& coeffs = fixedOrderCoefficientsPerConstraint[ct->index()];
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for (auto [idx, coeff] : coeffs) {
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if (variable_is_extracted(idx)) {
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DCHECK_LT(nextNz, cols);
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DCHECK_LT(idx, cols);
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rmatind[nextNz] = idx;
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rmatval[nextNz] = coeff.second;
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rmatval[nextNz] = coeff;
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++nextNz;
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}
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}
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