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[MPSolver] Add lazy constraints support in XPRESS interface]

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This commit is contained in:
Peter Mitri
2025-11-06 09:46:41 +01:00
committed by Corentin Le Molgat
parent f204b720b8
commit 9d8573a21a
3 changed files with 12 additions and 2 deletions
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11
ortools/linear_solver/xpress_interface.cc
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@@ -233,7 +233,7 @@ class XpressMPCallbackContext : public MPCallbackContext {
};
void AddLazyConstraint(const LinearRange& lazy_constraint) override {
LOG(WARNING)
<< "AddLazyConstraint is not implemented yet in XPRESS interface";
<< "AddLazyConstraint inside Callback is not implemented yet in XPRESS interface";
};
double SuggestSolution(
const absl::flat_hash_map<const MPVariable*, double>& solution) override;
@@ -1541,7 +1541,7 @@ void XpressInterface::ExtractNewConstraints() {
unique_ptr<char[]> sense(new char[chunk]);
unique_ptr<double[]> rhs(new double[chunk]);
unique_ptr<double[]> rngval(new double[chunk]);
std::vector<int> delayedRows;
// Loop over the new constraints, collecting rows for up to
// CHUNK constraints into the arrays so that adding constraints
// is faster.
@@ -1575,12 +1575,19 @@ void XpressInterface::ExtractNewConstraints() {
++nextNz;
}
}
if (ct->is_lazy()) {
delayedRows.push_back(offset + c);
}
}
if (nextRow > 0) {
CHECK_STATUS(XPRSaddrows(mLp, nextRow, nextNz, sense.get(), rhs.get(),
rngval.get(), rmatbeg.get(), rmatind.get(),
rmatval.get()));
}
if (!delayedRows.empty()) {
CHECK_STATUS(XPRSloaddelayedrows(
mLp, static_cast<int>(delayedRows.size()), delayedRows.data()));
}
}
} catch (...) {
// Undo all changes in case of error.

2
ortools/third_party_solvers/xpress_environment.cc
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@@ -92,6 +92,7 @@ std::function<int(XPRSprob prob, char rowtype[], int first, int last)> XPRSgetro
std::function<int(XPRSprob prob, char coltype[], int first, int last)> XPRSgetcoltype = nullptr;
std::function<int(XPRSprob prob, int nbounds, const int colind[], const char bndtype[], const double bndval[])> XPRSchgbounds = nullptr;
std::function<int(XPRSprob prob, int length, const double solval[], const int colind[], const char* name)> XPRSaddmipsol = nullptr;
std::function<int(XPRSprob prob, int nrows, const int rowind[])> XPRSloaddelayedrows = nullptr;
std::function<int(XPRSprob prob, double x[], double slack[], double duals[], double djs[])> XPRSgetlpsol = nullptr;
std::function<int(XPRSprob prob, double x[], double slack[])> XPRSgetmipsol = nullptr;
std::function<int(XPRSprob prob, int ncols, const int colind[], const double objcoef[])> XPRSchgobj = nullptr;
@@ -167,6 +168,7 @@ void LoadXpressFunctions(DynamicLibrary* xpress_dynamic_library) {
xpress_dynamic_library->GetFunction(&XPRSgetcoltype, "XPRSgetcoltype");
xpress_dynamic_library->GetFunction(&XPRSchgbounds, "XPRSchgbounds");
xpress_dynamic_library->GetFunction(&XPRSaddmipsol, "XPRSaddmipsol");
xpress_dynamic_library->GetFunction(&XPRSloaddelayedrows, "XPRSloaddelayedrows");
xpress_dynamic_library->GetFunction(&XPRSgetlpsol, "XPRSgetlpsol");
xpress_dynamic_library->GetFunction(&XPRSgetmipsol, "XPRSgetmipsol");
xpress_dynamic_library->GetFunction(&XPRSchgobj, "XPRSchgobj");

1
ortools/third_party_solvers/xpress_environment.h
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@@ -525,6 +525,7 @@ OR_DLL extern std::function<int(XPRSprob prob, char rowtype[], int first, int la
OR_DLL extern std::function<int(XPRSprob prob, char coltype[], int first, int last)> XPRSgetcoltype;
extern std::function<int(XPRSprob prob, int nbounds, const int colind[], const char bndtype[], const double bndval[])> XPRSchgbounds;
extern std::function<int(XPRSprob prob, int length, const double solval[], const int colind[], const char* name)> XPRSaddmipsol;
extern std::function<int(XPRSprob prob, int nrows, const int rowind[])> XPRSloaddelayedrows;
extern std::function<int(XPRSprob prob, double x[], double slack[], double duals[], double djs[])> XPRSgetlpsol;
extern std::function<int(XPRSprob prob, double x[], double slack[])> XPRSgetmipsol;
extern std::function<int(XPRSprob prob, int ncols, const int colind[], const double objcoef[])> XPRSchgobj;