move pywrap_pdlp to pdlp
This commit is contained in:
@@ -325,7 +325,7 @@ add_custom_command(
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:pywrapcp> ${PYTHON_PROJECT}/constraint_solver
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:pywraplp> ${PYTHON_PROJECT}/linear_solver
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:model_builder_helper_pybind11> ${PYTHON_PROJECT}/linear_solver/python
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:pywrap_pdlp_pybind11> ${PYTHON_PROJECT}/pdlp/python
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:pdlp_pybind11> ${PYTHON_PROJECT}/pdlp/python
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:swig_helper_pybind11> ${PYTHON_PROJECT}/sat/python
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:rcpsp_pybind11> ${PYTHON_PROJECT}/scheduling/python
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COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:sorted_interval_list_pybind11> ${PYTHON_PROJECT}/util/python
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@@ -346,7 +346,7 @@ add_custom_command(
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pywrapcp
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pywraplp
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model_builder_helper_pybind11
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pywrap_pdlp_pybind11
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pdlp_pybind11
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swig_helper_pybind11
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rcpsp_pybind11
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sorted_interval_list_pybind11
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@@ -18,8 +18,8 @@ load("@rules_python//python:defs.bzl", "py_test")
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load("@pip_deps//:requirements.bzl", "requirement")
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pybind_extension(
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name = "pywrap_pdlp",
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srcs = ["pywrap_pdlp.cc"],
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name = "pdlp",
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srcs = ["pdlp.cc"],
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visibility = ["//visibility:public"],
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deps = [
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"//ortools/linear_solver:linear_solver_cc_proto",
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@@ -35,11 +35,11 @@ pybind_extension(
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)
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py_test(
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name = "pywrap_pdlp_test",
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name = "pdlp_test",
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size = "small",
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srcs = ["pywrap_pdlp_test.py"],
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srcs = ["pdlp_test.py"],
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data = [
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":pywrap_pdlp.so",
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":pdlp.so",
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],
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python_version = "PY3",
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srcs_version = "PY3",
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@@ -11,23 +11,23 @@
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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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pybind11_add_module(pywrap_pdlp_pybind11 MODULE pywrap_pdlp.cc)
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pybind11_add_module(pdlp_pybind11 MODULE pdlp.cc)
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# note: macOS is APPLE and also UNIX !
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set_target_properties(pywrap_pdlp_pybind11 PROPERTIES
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LIBRARY_OUTPUT_NAME "pywrap_pdlp")
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set_target_properties(pdlp_pybind11 PROPERTIES
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LIBRARY_OUTPUT_NAME "pdlp")
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if(APPLE)
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set_target_properties(pywrap_pdlp_pybind11 PROPERTIES
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set_target_properties(pdlp_pybind11 PROPERTIES
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SUFFIX ".so"
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INSTALL_RPATH "@loader_path;@loader_path/../../../${PYTHON_PROJECT}/.libs"
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LINK_FLAGS "-flat_namespace -undefined suppress"
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)
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elseif(UNIX)
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set_target_properties(pywrap_pdlp_pybind11 PROPERTIES
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set_target_properties(pdlp_pybind11 PROPERTIES
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INSTALL_RPATH "$ORIGIN:$ORIGIN/../../../${PYTHON_PROJECT}/.libs"
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)
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endif()
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target_link_libraries(pywrap_pdlp_pybind11 PRIVATE ${PROJECT_NAMESPACE}::ortools)
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add_library(${PROJECT_NAMESPACE}::pywrap_pdlp_pybind11 ALIAS pywrap_pdlp_pybind11)
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target_link_libraries(pdlp_pybind11 PRIVATE ${PROJECT_NAMESPACE}::ortools)
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add_library(${PROJECT_NAMESPACE}::pdlp_pybind11 ALIAS pdlp_pybind11)
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if(BUILD_TESTING)
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file(GLOB PYTHON_SRCS "*_test.py")
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@@ -33,9 +33,9 @@
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#include "pybind11/pytypes.h"
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#include "pybind11/stl.h"
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namespace pdlp = ::operations_research::pdlp;
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using ::operations_research::MPModelProto;
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using ::operations_research::pdlp::QuadraticProgram;
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namespace operations_research::pdlp {
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namespace {
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using ::pybind11::arg;
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// TODO(user): The interface uses serialized protos because of issues building
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@@ -51,7 +51,9 @@ struct PywrapSolverResult {
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pybind11::bytes solve_log_str;
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};
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PYBIND11_MODULE(pywrap_pdlp, m) {
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} // namespace
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PYBIND11_MODULE(pdlp, m) {
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// ---------------------------------------------------------------------------
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// quadratic_program.h
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// ---------------------------------------------------------------------------
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@@ -96,8 +98,7 @@ PYBIND11_MODULE(pywrap_pdlp, m) {
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m.def("validate_quadratic_program_dimensions",
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[](const QuadraticProgram& qp) {
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const absl::Status status =
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pdlp::ValidateQuadraticProgramDimensions(qp);
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const absl::Status status = ValidateQuadraticProgramDimensions(qp);
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if (status.ok()) {
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return;
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} else {
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@@ -105,7 +106,7 @@ PYBIND11_MODULE(pywrap_pdlp, m) {
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}
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});
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m.def("is_linear_program", &pdlp::IsLinearProgram);
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m.def("is_linear_program", &IsLinearProgram);
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m.def(
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"qp_from_mpmodel_proto",
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@@ -115,8 +116,8 @@ PYBIND11_MODULE(pywrap_pdlp, m) {
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if (!proto.ParseFromString(std::string(proto_str))) {
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throw std::invalid_argument("Unable to parse input proto");
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}
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absl::StatusOr<QuadraticProgram> qp = pdlp::QpFromMpModelProto(
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proto, relax_integer_variables, include_names);
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absl::StatusOr<QuadraticProgram> qp =
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QpFromMpModelProto(proto, relax_integer_variables, include_names);
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if (qp.ok()) {
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return *qp;
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} else {
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@@ -127,7 +128,7 @@ PYBIND11_MODULE(pywrap_pdlp, m) {
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arg("include_names") = false);
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m.def("qp_to_mpmodel_proto", [](const QuadraticProgram& qp) {
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absl::StatusOr<MPModelProto> proto = pdlp::QpToMpModelProto(qp);
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absl::StatusOr<MPModelProto> proto = QpToMpModelProto(qp);
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if (proto.ok()) {
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return pybind11::bytes(proto->SerializeAsString());
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} else {
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@@ -139,19 +140,17 @@ PYBIND11_MODULE(pywrap_pdlp, m) {
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// quadratic_program_io.h
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// ---------------------------------------------------------------------------
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m.def("read_quadratic_program_or_die", &pdlp::ReadQuadraticProgramOrDie,
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m.def("read_quadratic_program_or_die", &ReadQuadraticProgramOrDie,
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arg("filename"), arg("include_names") = false);
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// ---------------------------------------------------------------------------
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// primal_dual_hybrid_gradient.h
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// ---------------------------------------------------------------------------
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pybind11::class_<pdlp::PrimalAndDualSolution>(m, "PrimalAndDualSolution")
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pybind11::class_<PrimalAndDualSolution>(m, "PrimalAndDualSolution")
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.def(pybind11::init<>())
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.def_readwrite("primal_solution",
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&pdlp::PrimalAndDualSolution::primal_solution)
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.def_readwrite("dual_solution",
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&pdlp::PrimalAndDualSolution::dual_solution);
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.def_readwrite("primal_solution", &PrimalAndDualSolution::primal_solution)
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.def_readwrite("dual_solution", &PrimalAndDualSolution::dual_solution);
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pybind11::class_<PywrapSolverResult>(m, "SolverResult")
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.def(pybind11::init<>())
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@@ -164,12 +163,12 @@ PYBIND11_MODULE(pywrap_pdlp, m) {
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m.def(
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"primal_dual_hybrid_gradient",
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[](QuadraticProgram qp, absl::string_view params_str,
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std::optional<pdlp::PrimalAndDualSolution> initial_solution) {
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pdlp::PrimalDualHybridGradientParams params;
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std::optional<PrimalAndDualSolution> initial_solution) {
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PrimalDualHybridGradientParams params;
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if (!params.ParseFromString(std::string(params_str))) {
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throw std::invalid_argument("Unable to parse input params");
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}
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pdlp::SolverResult result = pdlp::PrimalDualHybridGradient(
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SolverResult result = PrimalDualHybridGradient(
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std::move(qp), params, std::move(initial_solution));
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return PywrapSolverResult{
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.primal_solution = std::move(result.primal_solution),
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@@ -179,3 +178,5 @@ PYBIND11_MODULE(pywrap_pdlp, m) {
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},
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arg("qp"), arg("params"), arg("initial_solution") = std::nullopt);
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}
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} // namespace operations_research::pdlp
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@@ -20,7 +20,7 @@ import scipy.sparse
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from ortools.pdlp import solve_log_pb2
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from ortools.pdlp import solvers_pb2
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from ortools.pdlp.python import pywrap_pdlp
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from ortools.pdlp.python import pdlp
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from ortools.linear_solver import linear_solver_pb2
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@@ -77,31 +77,31 @@ def small_proto_qp():
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class QuadraticProgramTest(absltest.TestCase):
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def test_validate_quadratic_program_dimensions_for_empty_qp(self):
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qp = pywrap_pdlp.QuadraticProgram()
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qp = pdlp.QuadraticProgram()
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qp.resize_and_initialize(3, 2)
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pywrap_pdlp.validate_quadratic_program_dimensions(qp)
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self.assertTrue(pywrap_pdlp.is_linear_program(qp))
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pdlp.validate_quadratic_program_dimensions(qp)
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self.assertTrue(pdlp.is_linear_program(qp))
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def test_converts_from_tiny_mpmodel_lp(self):
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lp_proto = small_proto_lp()
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qp = pywrap_pdlp.qp_from_mpmodel_proto(
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qp = pdlp.qp_from_mpmodel_proto(
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lp_proto.SerializeToString(), relax_integer_variables=False
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)
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pywrap_pdlp.validate_quadratic_program_dimensions(qp)
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self.assertTrue(pywrap_pdlp.is_linear_program(qp))
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pdlp.validate_quadratic_program_dimensions(qp)
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self.assertTrue(pdlp.is_linear_program(qp))
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self.assertSameElements(qp.objective_vector, [0, -2])
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def test_converts_from_tiny_mpmodel_qp(self):
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qp_proto = small_proto_qp()
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qp = pywrap_pdlp.qp_from_mpmodel_proto(
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qp = pdlp.qp_from_mpmodel_proto(
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qp_proto.SerializeToString(), relax_integer_variables=False
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)
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pywrap_pdlp.validate_quadratic_program_dimensions(qp)
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self.assertFalse(pywrap_pdlp.is_linear_program(qp))
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pdlp.validate_quadratic_program_dimensions(qp)
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self.assertFalse(pdlp.is_linear_program(qp))
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self.assertSameElements(qp.objective_vector, [0, 0])
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def test_build_lp(self):
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qp = pywrap_pdlp.QuadraticProgram()
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qp = pdlp.QuadraticProgram()
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qp.objective_vector = [0, -2]
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qp.constraint_matrix = scipy.sparse.csr_matrix(np.array([[1.0, 1.0]]))
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qp.constraint_lower_bounds = [-np.inf]
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@@ -110,14 +110,12 @@ class QuadraticProgramTest(absltest.TestCase):
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qp.variable_upper_bounds = [np.inf, np.inf]
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qp.variable_names = ["x", "y"]
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self.assertEqual(
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linear_solver_pb2.MPModelProto.FromString(
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pywrap_pdlp.qp_to_mpmodel_proto(qp)
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),
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linear_solver_pb2.MPModelProto.FromString(pdlp.qp_to_mpmodel_proto(qp)),
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small_proto_lp(),
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)
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def test_build_qp(self):
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qp = pywrap_pdlp.QuadraticProgram()
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qp = pdlp.QuadraticProgram()
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qp.objective_vector = [0, 0]
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qp.constraint_matrix = scipy.sparse.csr_matrix(np.array([[1.0, 1.0]]))
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qp.set_objective_matrix_diagonal([4.0])
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@@ -127,9 +125,7 @@ class QuadraticProgramTest(absltest.TestCase):
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qp.variable_upper_bounds = [np.inf, np.inf]
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qp.variable_names = ["x", "y"]
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self.assertEqual(
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linear_solver_pb2.MPModelProto.FromString(
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pywrap_pdlp.qp_to_mpmodel_proto(qp)
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),
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linear_solver_pb2.MPModelProto.FromString(pdlp.qp_to_mpmodel_proto(qp)),
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small_proto_qp(),
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)
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@@ -152,7 +148,7 @@ def tiny_lp():
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Dual: [0.5, 4.0, 0.0] Value: 6 + 28 - 3.5*6 - 14 = -1
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Reduced costs: [0.0, 1.5, -3.5, 0.0]
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"""
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qp = pywrap_pdlp.QuadraticProgram()
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qp = pdlp.QuadraticProgram()
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qp.objective_offset = -14
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qp.objective_vector = [5, 2, 1, 1]
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qp.constraint_lower_bounds = [12, 7, 1]
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@@ -182,7 +178,7 @@ def test_lp():
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Dual: [-2, 0, 2.375, 2.0/3]
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Value: -5.5 - 16 -1 + 2.5 - 14 = -34
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"""
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qp = pywrap_pdlp.QuadraticProgram()
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qp = pdlp.QuadraticProgram()
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qp.objective_offset = -14
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qp.objective_vector = [5.5, -2, -1, 1]
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qp.constraint_lower_bounds = [12, -np.inf, -4, -1]
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@@ -201,9 +197,7 @@ class PrimalDualHybridGradientTest(absltest.TestCase):
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params = solvers_pb2.PrimalDualHybridGradientParams()
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params.termination_criteria.iteration_limit = 1
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params.termination_check_frequency = 1
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result = pywrap_pdlp.primal_dual_hybrid_gradient(
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tiny_lp(), params.SerializeToString()
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)
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result = pdlp.primal_dual_hybrid_gradient(tiny_lp(), params.SerializeToString())
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solve_log = solve_log_pb2.SolveLog.FromString(result.solve_log_str)
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self.assertLessEqual(solve_log.iteration_count, 1)
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self.assertEqual(
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@@ -216,9 +210,7 @@ class PrimalDualHybridGradientTest(absltest.TestCase):
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opt_criteria = params.termination_criteria.simple_optimality_criteria
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opt_criteria.eps_optimal_relative = 0.0
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opt_criteria.eps_optimal_absolute = 1.0e-10
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result = pywrap_pdlp.primal_dual_hybrid_gradient(
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tiny_lp(), params.SerializeToString()
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)
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result = pdlp.primal_dual_hybrid_gradient(tiny_lp(), params.SerializeToString())
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solve_log = solve_log_pb2.SolveLog.FromString(result.solve_log_str)
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self.assertEqual(
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solve_log.termination_reason, solve_log_pb2.TERMINATION_REASON_OPTIMAL
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@@ -232,9 +224,7 @@ class PrimalDualHybridGradientTest(absltest.TestCase):
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opt_criteria = params.termination_criteria.simple_optimality_criteria
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opt_criteria.eps_optimal_relative = 0.0
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opt_criteria.eps_optimal_absolute = 1.0e-10
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result = pywrap_pdlp.primal_dual_hybrid_gradient(
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test_lp(), params.SerializeToString()
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)
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result = pdlp.primal_dual_hybrid_gradient(test_lp(), params.SerializeToString())
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solve_log = solve_log_pb2.SolveLog.FromString(result.solve_log_str)
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self.assertEqual(
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solve_log.termination_reason, solve_log_pb2.TERMINATION_REASON_OPTIMAL
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@@ -250,10 +240,10 @@ class PrimalDualHybridGradientTest(absltest.TestCase):
|
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params.l_inf_ruiz_iterations = 0
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params.l2_norm_rescaling = False
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start = pywrap_pdlp.PrimalAndDualSolution()
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start = pdlp.PrimalAndDualSolution()
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start.primal_solution = [1.0, 0.0, 6.0, 2.0]
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start.dual_solution = [0.5, 4.0, 0.0]
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result = pywrap_pdlp.primal_dual_hybrid_gradient(
|
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result = pdlp.primal_dual_hybrid_gradient(
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tiny_lp(), params.SerializeToString(), initial_solution=start
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)
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||||
solve_log = solve_log_pb2.SolveLog.FromString(result.solve_log_str)
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@@ -25,11 +25,11 @@ import scipy.sparse
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||||
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from ortools.pdlp import solve_log_pb2
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from ortools.pdlp import solvers_pb2
|
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from ortools.pdlp.python import pywrap_pdlp
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from ortools.pdlp.python import pdlp
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from ortools.init.python import init
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def simple_lp() -> pywrap_pdlp.QuadraticProgram:
|
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def simple_lp() -> pdlp.QuadraticProgram:
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"""Returns a small LP.
|
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min 5.5 x_0 - 2 x_1 - x_2 + x_3 - 14 s.t.
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||||
@@ -42,7 +42,7 @@ def simple_lp() -> pywrap_pdlp.QuadraticProgram:
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-infinity <= x_2 <= 6
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2.5 <= x_3 <= 3.5
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"""
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lp = pywrap_pdlp.QuadraticProgram()
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lp = pdlp.QuadraticProgram()
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lp.objective_offset = -14
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lp.objective_vector = [5.5, -2, -1, 1]
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lp.constraint_lower_bounds = [12, -np.inf, -4, -1]
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||||
@@ -73,9 +73,7 @@ def main() -> None:
|
||||
|
||||
# Call the main solve function. Note that a quirk of the pywrap11 API forces
|
||||
# us to serialize the `params` and deserialize the `solve_log` proto messages.
|
||||
result = pywrap_pdlp.primal_dual_hybrid_gradient(
|
||||
simple_lp(), params.SerializeToString()
|
||||
)
|
||||
result = pdlp.primal_dual_hybrid_gradient(simple_lp(), params.SerializeToString())
|
||||
solve_log = solve_log_pb2.SolveLog.FromString(result.solve_log_str)
|
||||
|
||||
if solve_log.termination_reason == solve_log_pb2.TERMINATION_REASON_OPTIMAL:
|
||||
|
||||
@@ -63,7 +63,7 @@ setup(
|
||||
'@PYTHON_PROJECT@.linear_solver.python':['$<TARGET_FILE_NAME:model_builder_helper_pybind11>', '*.pyi'],
|
||||
'@PYTHON_PROJECT@.packing':['*.pyi'],
|
||||
'@PYTHON_PROJECT@.pdlp':['*.pyi'],
|
||||
'@PYTHON_PROJECT@.pdlp.python':['$<TARGET_FILE_NAME:pywrap_pdlp_pybind11>'],
|
||||
'@PYTHON_PROJECT@.pdlp.python':['$<TARGET_FILE_NAME:pdlp_pybind11>'],
|
||||
'@PYTHON_PROJECT@.sat':['*.pyi'],
|
||||
'@PYTHON_PROJECT@.sat.python':['$<TARGET_FILE_NAME:swig_helper_pybind11>', '*.pyi'],
|
||||
'@PYTHON_PROJECT@.scheduling.python':['$<TARGET_FILE_NAME:rcpsp_pybind11>', '*.pyi'],
|
||||
|
||||
Reference in New Issue
Block a user