// 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. #if defined(USE_HIGHS) #include #include #include #include #include #include "absl/base/attributes.h" #include "absl/log/check.h" #include "absl/status/status.h" #include "absl/status/statusor.h" #include "absl/strings/str_cat.h" #include "ortools/base/logging.h" #include "ortools/linear_solver/linear_solver.h" #include "ortools/linear_solver/linear_solver.pb.h" #include "ortools/linear_solver/proto_solver/highs_proto_solver.h" #include "ortools/linear_solver/proto_solver/proto_utils.h" #include "ortools/util/lazy_mutable_copy.h" namespace operations_research { class HighsInterface : public MPSolverInterface { public: explicit HighsInterface(MPSolver* solver, bool solve_as_a_mip); ~HighsInterface() override; // ----- Solve ----- MPSolver::ResultStatus Solve(const MPSolverParameters& param) override; // ----- Directly solve proto is supported without interrupt --- bool SupportsDirectlySolveProto(std::atomic* interrupt) const override { return interrupt == nullptr; } MPSolutionResponse DirectlySolveProto(LazyMutableCopy request, std::atomic* interrupt) override { DCHECK_EQ(interrupt, nullptr); const bool log_error = request->enable_internal_solver_output(); return ConvertStatusOrMPSolutionResponse( log_error, HighsSolveProto(std::move(request))); } // ----- Model modifications and extraction ----- void Reset() override; void SetOptimizationDirection(bool maximize) override; void SetVariableBounds(int index, double lb, double ub) override; void SetVariableInteger(int index, bool integer) override; void SetConstraintBounds(int index, double lb, double ub) override; void AddRowConstraint(MPConstraint* ct) override; void AddVariable(MPVariable* var) override; void SetCoefficient(MPConstraint* constraint, const MPVariable* variable, double new_value, double old_value) override; void ClearConstraint(MPConstraint* constraint) override; void SetObjectiveCoefficient(const MPVariable* variable, double coefficient) override; void SetObjectiveOffset(double value) override; void ClearObjective() override; // ------ Query statistics on the solution and the solve ------ int64_t iterations() const override; int64_t nodes() const override; MPSolver::BasisStatus row_status(int constraint_index) const override; MPSolver::BasisStatus column_status(int variable_index) const override; // ----- Misc ----- bool IsContinuous() const override; bool IsLP() const override; bool IsMIP() const override; std::string SolverVersion() const override; void* underlying_solver() override; void ExtractNewVariables() override; void ExtractNewConstraints() override; void ExtractObjective() override; void SetParameters(const MPSolverParameters& param) override; void SetRelativeMipGap(double value) override; void SetPrimalTolerance(double value) override; void SetDualTolerance(double value) override; void SetPresolveMode(int value) override; void SetScalingMode(int value) override; void SetLpAlgorithm(int value) override; bool SetSolverSpecificParametersAsString( const std::string& parameters) override; absl::Status SetNumThreads(int num_threads) override; private: void NonIncrementalChange(); const bool solve_as_a_mip_; }; HighsInterface::HighsInterface(MPSolver* const solver, bool solve_as_a_mip) : MPSolverInterface(solver), solve_as_a_mip_(solve_as_a_mip) {} HighsInterface::~HighsInterface() {} MPSolver::ResultStatus HighsInterface::Solve(const MPSolverParameters& param) { // Reset extraction as this interface is not incremental yet. Reset(); ExtractModel(); // Mark variables and constraints as extracted. for (int i = 0; i < solver_->variables_.size(); ++i) { set_variable_as_extracted(i, true); } for (int i = 0; i < solver_->constraints_.size(); ++i) { set_constraint_as_extracted(i, true); } MPModelProto model_proto; solver_->ExportModelToProto(&model_proto); MPModelRequest request; *request.mutable_model() = std::move(model_proto); request.set_solver_type(solve_as_a_mip_ ? MPModelRequest::HIGHS_MIXED_INTEGER_PROGRAMMING : MPModelRequest::HIGHS_LINEAR_PROGRAMMING); SetParameters(param); request.set_enable_internal_solver_output(!quiet_); request.set_solver_specific_parameters( solver_->solver_specific_parameter_string_); if (solver_->time_limit()) { request.set_solver_time_limit_seconds( static_cast(solver_->time_limit()) / 1000.0); } // Set parameters. absl::StatusOr response = HighsSolveProto(std::move(request)); if (!response.ok()) { LOG(ERROR) << "Unexpected error solving with Highs: " << response.status(); return MPSolver::ABNORMAL; } // The solution must be marked as synchronized even when no solution exists. sync_status_ = SOLUTION_SYNCHRONIZED; result_status_ = static_cast(response->status()); if (response->status() == MPSOLVER_FEASIBLE || response->status() == MPSOLVER_OPTIMAL) { const absl::Status result = solver_->LoadSolutionFromProto(*response); if (!result.ok()) { LOG(ERROR) << "LoadSolutionFromProto failed: " << result; } } return result_status_; } void HighsInterface::Reset() { ResetExtractionInformation(); } void HighsInterface::SetOptimizationDirection(bool maximize) { NonIncrementalChange(); } void HighsInterface::SetVariableBounds(int index, double lb, double ub) { NonIncrementalChange(); } void HighsInterface::SetVariableInteger(int index, bool integer) { NonIncrementalChange(); } void HighsInterface::SetConstraintBounds(int index, double lb, double ub) { NonIncrementalChange(); } void HighsInterface::AddRowConstraint(MPConstraint* const ct) { NonIncrementalChange(); } void HighsInterface::AddVariable(MPVariable* const var) { NonIncrementalChange(); } void HighsInterface::SetCoefficient(MPConstraint* const constraint, const MPVariable* const variable, double new_value, double old_value) { NonIncrementalChange(); } void HighsInterface::ClearConstraint(MPConstraint* const constraint) { NonIncrementalChange(); } void HighsInterface::SetObjectiveCoefficient(const MPVariable* const variable, double coefficient) { NonIncrementalChange(); } void HighsInterface::SetObjectiveOffset(double value) { NonIncrementalChange(); } void HighsInterface::ClearObjective() { NonIncrementalChange(); } int64_t HighsInterface::iterations() const { return 0; // FIXME. } int64_t HighsInterface::nodes() const { LOG(DFATAL) << "Number of nodes only available for discrete problems"; return MPSolverInterface::kUnknownNumberOfNodes; } MPSolver::BasisStatus HighsInterface::row_status(int constraint_index) const { // TODO(user): While basis status isn't well defined for PDLP, we could // guess statuses that might be useful. return MPSolver::BasisStatus::FREE; } MPSolver::BasisStatus HighsInterface::column_status(int variable_index) const { // TODO(user): While basis status isn't well defined for PDLP, we could // guess statuses that might be useful. return MPSolver::BasisStatus::FREE; } bool HighsInterface::IsContinuous() const { return true; } bool HighsInterface::IsLP() const { return true; } bool HighsInterface::IsMIP() const { return solve_as_a_mip_; } std::string HighsInterface::SolverVersion() const { return "PDLP Solver"; } // TODO(user): Consider returning the SolveLog here, as it could be essential // for interpreting the PDLP solution. void* HighsInterface::underlying_solver() { return nullptr; } void HighsInterface::ExtractNewVariables() { NonIncrementalChange(); } void HighsInterface::ExtractNewConstraints() { NonIncrementalChange(); } void HighsInterface::ExtractObjective() { NonIncrementalChange(); } void HighsInterface::SetParameters(const MPSolverParameters& param) { SetCommonParameters(param); } absl::Status HighsInterface::SetNumThreads(int num_threads) { if (num_threads < 1) { return absl::InvalidArgumentError( absl::StrCat("Invalid number of threads: ", num_threads)); } // parameters_.set_num_threads(num_threads); return absl::OkStatus(); } // These have no effect. Use SetSolverSpecificParametersAsString instead. void HighsInterface::SetPrimalTolerance(double value) {} void HighsInterface::SetDualTolerance(double value) {} void HighsInterface::SetScalingMode(int value) {} void HighsInterface::SetLpAlgorithm(int value) {} void HighsInterface::SetRelativeMipGap(double value) {} void HighsInterface::SetPresolveMode(int value) {} bool HighsInterface::SetSolverSpecificParametersAsString( const std::string& parameters) { // return ProtobufTextFormatMergeFromString(parameters, ¶meters_); return false; } void HighsInterface::NonIncrementalChange() { // The current implementation is not incremental. sync_status_ = MUST_RELOAD; } // Register PDLP in the global linear solver factory. MPSolverInterface* BuildHighsInterface(bool mip, MPSolver* const solver) { return new HighsInterface(solver, mip); } } // namespace operations_research #endif // #if defined(USE_HIGHS)