#!/usr/bin/env python3 # Copyright 2010-2025 Google LLC # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. """Defines how to request a callback and the input and output of a callback.""" import dataclasses import datetime import enum import math from typing import Dict, List, Mapping, Optional, Set, Union from ortools.math_opt import callback_pb2 from ortools.math_opt.python import model from ortools.math_opt.python import normalized_inequality from ortools.math_opt.python import sparse_containers from ortools.math_opt.python import variables @enum.unique class Event(enum.Enum): """The supported events during a solve for callbacks. * UNSPECIFIED: The event is unknown (typically an internal error). * PRESOLVE: The solver is currently running presolve. Gurobi only. * SIMPLEX: The solver is currently running the simplex method. Gurobi only. * MIP: The solver is in the MIP loop (called periodically before starting a new node). Useful for early termination. Note that this event does not provide information on LP relaxations nor about new incumbent solutions. Fully supported by Gurobi only. If used with CP-SAT, it is called when the dual bound is improved. * MIP_SOLUTION: Called every time a new MIP incumbent is found. Fully supported by Gurobi, partially supported by CP-SAT (you can observe new solutions, but not add lazy constraints). * MIP_NODE: Called inside a MIP node. Note that there is no guarantee that the callback function will be called on every node. That behavior is solver-dependent. Gurobi only. Disabling cuts using SolveParameters may interfere with this event being called and/or adding cuts at this event, the behavior is solver specific. * BARRIER: Called in each iterate of an interior point/barrier method. Gurobi only. """ UNSPECIFIED = callback_pb2.CALLBACK_EVENT_UNSPECIFIED PRESOLVE = callback_pb2.CALLBACK_EVENT_PRESOLVE SIMPLEX = callback_pb2.CALLBACK_EVENT_SIMPLEX MIP = callback_pb2.CALLBACK_EVENT_MIP MIP_SOLUTION = callback_pb2.CALLBACK_EVENT_MIP_SOLUTION MIP_NODE = callback_pb2.CALLBACK_EVENT_MIP_NODE BARRIER = callback_pb2.CALLBACK_EVENT_BARRIER PresolveStats = callback_pb2.CallbackDataProto.PresolveStats SimplexStats = callback_pb2.CallbackDataProto.SimplexStats BarrierStats = callback_pb2.CallbackDataProto.BarrierStats MipStats = callback_pb2.CallbackDataProto.MipStats @dataclasses.dataclass class CallbackData: """Input to the solve callback (produced by the solver). Attributes: event: The current state of the solver when the callback is run. The event (partially) determines what data is available and what the user is allowed to return. solution: A solution to the primal optimization problem, if available. For Event.MIP_SOLUTION, solution is always present, integral, and feasible. For Event.MIP_NODE, the primal_solution contains the current LP-node relaxation. In some cases, no solution will be available (e.g. because LP was infeasible or the solve was imprecise). Empty for other events. messages: Logs generated by the underlying solver, as a list of strings without new lines (each string is a line). Only filled on Event.MESSAGE. runtime: The time since Solve() was invoked. presolve_stats: Filled for Event.PRESOLVE only. simplex_stats: Filled for Event.SIMPLEX only. barrier_stats: Filled for Event.BARRIER only. mip_stats: Filled for the events MIP, MIP_SOLUTION and MIP_NODE only. """ event: Event = Event.UNSPECIFIED solution: Optional[Dict[variables.Variable, float]] = None messages: List[str] = dataclasses.field(default_factory=list) runtime: datetime.timedelta = datetime.timedelta() presolve_stats: PresolveStats = dataclasses.field(default_factory=PresolveStats) simplex_stats: SimplexStats = dataclasses.field(default_factory=SimplexStats) barrier_stats: BarrierStats = dataclasses.field(default_factory=BarrierStats) mip_stats: MipStats = dataclasses.field(default_factory=MipStats) def parse_callback_data( cb_data: callback_pb2.CallbackDataProto, mod: model.Model ) -> CallbackData: """Creates a CallbackData from an equivalent proto. Args: cb_data: A protocol buffer with the information the user needs for a callback. mod: The model being solved. Returns: An equivalent CallbackData. Raises: ValueError: if cb_data is invalid or inconsistent with mod, e.g. cb_data refers to a variable id not in mod. """ result = CallbackData() result.event = Event(cb_data.event) if cb_data.HasField("primal_solution_vector"): primal_solution = cb_data.primal_solution_vector result.solution = { mod.get_variable(id): val for (id, val) in zip(primal_solution.ids, primal_solution.values) } result.runtime = cb_data.runtime.ToTimedelta() result.presolve_stats = cb_data.presolve_stats result.simplex_stats = cb_data.simplex_stats result.barrier_stats = cb_data.barrier_stats result.mip_stats = cb_data.mip_stats return result @dataclasses.dataclass class CallbackRegistration: """Request the events and input data and reports output types for a callback. Note that it is an error to add a constraint in a callback without setting add_cuts and/or add_lazy_constraints to true. Attributes: events: When the callback should be invoked, by default, never. If an unsupported event for a solver/model combination is selected, an excecption is raised, see Event above for details. mip_solution_filter: restricts the variable values returned in CallbackData.solution (the callback argument) at each MIP_SOLUTION event. By default, values are returned for all variables. mip_node_filter: restricts the variable values returned in CallbackData.solution (the callback argument) at each MIP_NODE event. By default, values are returned for all variables. add_cuts: The callback may add "user cuts" (linear constraints that strengthen the LP without cutting of integer points) at MIP_NODE events. add_lazy_constraints: The callback may add "lazy constraints" (linear constraints that cut off integer solutions) at MIP_NODE or MIP_SOLUTION events. """ events: Set[Event] = dataclasses.field(default_factory=set) mip_solution_filter: sparse_containers.VariableFilter = ( sparse_containers.VariableFilter() ) mip_node_filter: sparse_containers.VariableFilter = ( sparse_containers.VariableFilter() ) add_cuts: bool = False add_lazy_constraints: bool = False def to_proto(self) -> callback_pb2.CallbackRegistrationProto: """Returns an equivalent proto to this CallbackRegistration.""" result = callback_pb2.CallbackRegistrationProto() result.request_registration[:] = sorted([event.value for event in self.events]) result.mip_solution_filter.CopyFrom(self.mip_solution_filter.to_proto()) result.mip_node_filter.CopyFrom(self.mip_node_filter.to_proto()) result.add_cuts = self.add_cuts result.add_lazy_constraints = self.add_lazy_constraints return result @dataclasses.dataclass class GeneratedConstraint: """A linear constraint to add inside a callback. Models a constraint of the form: lb <= sum_{i in I} a_i * x_i <= ub Two types of generated linear constraints are supported based on is_lazy: * The "lazy constraint" can remove integer points from the feasible region and can be added at event Event.MIP_NODE or Event.MIP_SOLUTION * The "user cut" (on is_lazy=false) strengthens the LP without removing integer points. It can only be added at Event.MIP_NODE. Attributes: terms: The variables and linear coefficients in the constraint, a_i and x_i in the model above. lower_bound: lb in the model above. upper_bound: ub in the model above. is_lazy: Indicates if the constraint should be interpreted as a "lazy constraint" (cuts off integer solutions) or a "user cut" (strengthens the LP relaxation without cutting of integer solutions). """ terms: Mapping[variables.Variable, float] = dataclasses.field(default_factory=dict) lower_bound: float = -math.inf upper_bound: float = math.inf is_lazy: bool = False def to_proto( self, ) -> callback_pb2.CallbackResultProto.GeneratedLinearConstraint: """Returns an equivalent proto for the constraint.""" result = callback_pb2.CallbackResultProto.GeneratedLinearConstraint() result.is_lazy = self.is_lazy result.lower_bound = self.lower_bound result.upper_bound = self.upper_bound result.linear_expression.CopyFrom( sparse_containers.to_sparse_double_vector_proto(self.terms) ) return result @dataclasses.dataclass class CallbackResult: """The value returned by a solve callback (produced by the user). Attributes: terminate: When true it tells the solver to interrupt the solve as soon as possible. It can be set from any event. This is equivalent to using a SolveInterrupter and triggering it from the callback. Some solvers don't support interruption, in that case this is simply ignored and the solve terminates as usual. On top of that solvers may not immediately stop the solve. Thus the user should expect the callback to still be called after they set `terminate` to true in a previous call. Returning with `terminate` false after having previously returned true won't cancel the interruption. generated_constraints: Constraints to add to the model. For details, see GeneratedConstraint documentation. suggested_solutions: A list of solutions (or partially defined solutions) to suggest to the solver. Some solvers (e.g. gurobi) will try and convert a partial solution into a full solution by solving a MIP. Use only for Event.MIP_NODE. """ terminate: bool = False generated_constraints: List[GeneratedConstraint] = dataclasses.field( default_factory=list ) suggested_solutions: List[Mapping[variables.Variable, float]] = dataclasses.field( default_factory=list ) def add_generated_constraint( self, bounded_expr: Optional[Union[bool, variables.BoundedLinearTypes]] = None, *, lb: Optional[float] = None, ub: Optional[float] = None, expr: Optional[variables.LinearTypes] = None, is_lazy: bool, ) -> None: """Adds a linear constraint to the list of generated constraints. The constraint can be of two exclusive types: a "lazy constraint" or a "user cut. A "user cut" is a constraint that excludes the current LP solution, but does not cut off any integer-feasible points that satisfy the already added constraints (either in callbacks or through Model.add_linear_constraint()). A "lazy constraint" is a constraint that excludes such integer-feasible points and hence is needed for corrctness of the forlumation. The simplest way to specify the constraint is by passing a one-sided or two-sided linear inequality as in: * add_generated_constraint(x + y + 1.0 <= 2.0, is_lazy=True), * add_generated_constraint(x + y >= 2.0, is_lazy=True), or * add_generated_constraint((1.0 <= x + y) <= 2.0, is_lazy=True). Note the extra parenthesis for two-sided linear inequalities, which is required due to some language limitations (see https://peps.python.org/pep-0335/ and https://peps.python.org/pep-0535/). If the parenthesis are omitted, a TypeError will be raised explaining the issue (if this error was not raised the first inequality would have been silently ignored because of the noted language limitations). The second way to specify the constraint is by setting lb, ub, and/o expr as in: * add_generated_constraint(expr=x + y + 1.0, ub=2.0, is_lazy=True), * add_generated_constraint(expr=x + y, lb=2.0, is_lazy=True), * add_generated_constraint(expr=x + y, lb=1.0, ub=2.0, is_lazy=True), or * add_generated_constraint(lb=1.0, is_lazy=True). Omitting lb is equivalent to setting it to -math.inf and omiting ub is equivalent to setting it to math.inf. These two alternatives are exclusive and a combined call like: * add_generated_constraint(x + y <= 2.0, lb=1.0, is_lazy=True), or * add_generated_constraint(x + y <= 2.0, ub=math.inf, is_lazy=True) will raise a ValueError. A ValueError is also raised if expr's offset is infinite. Args: bounded_expr: a linear inequality describing the constraint. Cannot be specified together with lb, ub, or expr. lb: The constraint's lower bound if bounded_expr is omitted (if both bounder_expr and lb are omitted, the lower bound is -math.inf). ub: The constraint's upper bound if bounded_expr is omitted (if both bounder_expr and ub are omitted, the upper bound is math.inf). expr: The constraint's linear expression if bounded_expr is omitted. is_lazy: Whether the constraint is lazy or not. """ norm_ineq = normalized_inequality.as_normalized_linear_inequality( bounded_expr, lb=lb, ub=ub, expr=expr ) self.generated_constraints.append( GeneratedConstraint( lower_bound=norm_ineq.lb, terms=norm_ineq.coefficients, upper_bound=norm_ineq.ub, is_lazy=is_lazy, ) ) def add_lazy_constraint( self, bounded_expr: Optional[Union[bool, variables.BoundedLinearTypes]] = None, *, lb: Optional[float] = None, ub: Optional[float] = None, expr: Optional[variables.LinearTypes] = None, ) -> None: """Shortcut for add_generated_constraint(..., is_lazy=True)..""" self.add_generated_constraint( bounded_expr, lb=lb, ub=ub, expr=expr, is_lazy=True ) def add_user_cut( self, bounded_expr: Optional[Union[bool, variables.BoundedLinearTypes]] = None, *, lb: Optional[float] = None, ub: Optional[float] = None, expr: Optional[variables.LinearTypes] = None, ) -> None: """Shortcut for add_generated_constraint(..., is_lazy=False).""" self.add_generated_constraint( bounded_expr, lb=lb, ub=ub, expr=expr, is_lazy=False ) def to_proto(self) -> callback_pb2.CallbackResultProto: """Returns a proto equivalent to this CallbackResult.""" result = callback_pb2.CallbackResultProto(terminate=self.terminate) for generated_constraint in self.generated_constraints: result.cuts.add().CopyFrom(generated_constraint.to_proto()) for suggested_solution in self.suggested_solutions: result.suggested_solutions.add().CopyFrom( sparse_containers.to_sparse_double_vector_proto(suggested_solution) ) return result