pdlp_solver.h

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// Copyright 2010-2021 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.
 
#ifndef OR_TOOLS_MATH_OPT_SOLVERS_PDLP_SOLVER_H_
#define OR_TOOLS_MATH_OPT_SOLVERS_PDLP_SOLVER_H_
 
#include <memory>
#include <string>
#include <vector>
 
#include "absl/status/status.h"
#include "absl/status/statusor.h"
#include "ortools/pdlp/primal_dual_hybrid_gradient.h"
#include "ortools/pdlp/quadratic_program.h"
#include "ortools/pdlp/solvers.pb.h"
#include "ortools/math_opt/callback.pb.h"
#include "ortools/math_opt/core/solve_interrupter.h"
#include "ortools/math_opt/core/solver_interface.h"
#include "ortools/math_opt/model.pb.h"
#include "ortools/math_opt/model_parameters.pb.h"
#include "ortools/math_opt/model_update.pb.h"
#include "ortools/math_opt/parameters.pb.h"
#include "ortools/math_opt/result.pb.h"
#include "ortools/math_opt/solvers/pdlp_bridge.h"
 
namespace operations_research {
namespace math_opt {
 
class PdlpSolver : public SolverInterface {
 public:
  static absl::StatusOr<std::unique_ptr<SolverInterface>> New(
      const ModelProto& model, const InitArgs& init_args);
 
  absl::StatusOr<SolveResultProto> Solve(
      const SolveParametersProto& parameters,
      const ModelSolveParametersProto& model_parameters,
      MessageCallback message_cb,
      const CallbackRegistrationProto& callback_registration, Callback cb,
      SolveInterrupter* interrupter) override;
  absl::Status Update(const ModelUpdateProto& model_update) override;
  bool CanUpdate(const ModelUpdateProto& model_update) override;
 
  // Returns the merged parameters and a list of warnings.
  static std::pair<pdlp::PrimalDualHybridGradientParams,
                   std::vector<std::string>>
  MergeParameters(const SolveParametersProto& parameters);
 
 private:
  PdlpSolver() = default;
 
  absl::Status FillSolveResult(const pdlp::SolverResult& pdlp_result,
                               const ModelSolveParametersProto& model_params,
                               SolveResultProto& result);
 
  PdlpBridge pdlp_bridge_;
};
 
}  // namespace math_opt
}  // namespace operations_research
 
#endif  // OR_TOOLS_MATH_OPT_SOLVERS_PDLP_SOLVER_H_