OR-Tools  9.2
linear_programming_constraint.cc
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13 
15 
16 #include <algorithm>
17 #include <cmath>
18 #include <cstdint>
19 #include <iterator>
20 #include <limits>
21 #include <string>
22 #include <utility>
23 #include <vector>
24 
25 #include "absl/container/flat_hash_map.h"
26 #include "absl/numeric/int128.h"
29 #include "ortools/base/logging.h"
30 #include "ortools/base/map_util.h"
31 #include "ortools/base/mathutil.h"
32 #include "ortools/base/stl_util.h"
36 #include "ortools/glop/status.h"
40 #include "ortools/sat/integer.h"
43 
44 namespace operations_research {
45 namespace sat {
46 
47 using glop::ColIndex;
48 using glop::Fractional;
49 using glop::RowIndex;
50 
52  if (is_sparse_) {
53  for (const glop::ColIndex col : non_zeros_) {
54  dense_vector_[col] = IntegerValue(0);
55  }
56  dense_vector_.resize(size, IntegerValue(0));
57  } else {
58  dense_vector_.assign(size, IntegerValue(0));
59  }
60  for (const glop::ColIndex col : non_zeros_) {
61  is_zeros_[col] = true;
62  }
63  is_zeros_.resize(size, true);
64  non_zeros_.clear();
65  is_sparse_ = true;
66 }
67 
68 bool ScatteredIntegerVector::Add(glop::ColIndex col, IntegerValue value) {
69  const int64_t add = CapAdd(value.value(), dense_vector_[col].value());
70  if (add == std::numeric_limits<int64_t>::min() ||
72  return false;
73  dense_vector_[col] = IntegerValue(add);
74  if (is_sparse_ && is_zeros_[col]) {
75  is_zeros_[col] = false;
76  non_zeros_.push_back(col);
77  }
78  return true;
79 }
80 
82  IntegerValue multiplier,
83  const std::vector<std::pair<glop::ColIndex, IntegerValue>>& terms) {
84  const double threshold = 0.1 * static_cast<double>(dense_vector_.size());
85  if (is_sparse_ && static_cast<double>(terms.size()) < threshold) {
86  for (const std::pair<glop::ColIndex, IntegerValue> term : terms) {
87  if (is_zeros_[term.first]) {
88  is_zeros_[term.first] = false;
89  non_zeros_.push_back(term.first);
90  }
91  if (!AddProductTo(multiplier, term.second, &dense_vector_[term.first])) {
92  return false;
93  }
94  }
95  if (static_cast<double>(non_zeros_.size()) > threshold) {
96  is_sparse_ = false;
97  }
98  } else {
99  is_sparse_ = false;
100  for (const std::pair<glop::ColIndex, IntegerValue> term : terms) {
101  if (!AddProductTo(multiplier, term.second, &dense_vector_[term.first])) {
102  return false;
103  }
104  }
105  }
106  return true;
107 }
108 
110  const std::vector<IntegerVariable>& integer_variables,
111  IntegerValue upper_bound, LinearConstraint* result) {
112  result->vars.clear();
113  result->coeffs.clear();
114  if (is_sparse_) {
115  std::sort(non_zeros_.begin(), non_zeros_.end());
116  for (const glop::ColIndex col : non_zeros_) {
117  const IntegerValue coeff = dense_vector_[col];
118  if (coeff == 0) continue;
119  result->vars.push_back(integer_variables[col.value()]);
120  result->coeffs.push_back(coeff);
121  }
122  } else {
123  const int size = dense_vector_.size();
124  for (glop::ColIndex col(0); col < size; ++col) {
125  const IntegerValue coeff = dense_vector_[col];
126  if (coeff == 0) continue;
127  result->vars.push_back(integer_variables[col.value()]);
128  result->coeffs.push_back(coeff);
129  }
130  }
131  result->lb = kMinIntegerValue;
132  result->ub = upper_bound;
133 }
134 
135 std::vector<std::pair<glop::ColIndex, IntegerValue>>
137  std::vector<std::pair<glop::ColIndex, IntegerValue>> result;
138  if (is_sparse_) {
139  std::sort(non_zeros_.begin(), non_zeros_.end());
140  for (const glop::ColIndex col : non_zeros_) {
141  const IntegerValue coeff = dense_vector_[col];
142  if (coeff != 0) result.push_back({col, coeff});
143  }
144  } else {
145  const int size = dense_vector_.size();
146  for (glop::ColIndex col(0); col < size; ++col) {
147  const IntegerValue coeff = dense_vector_[col];
148  if (coeff != 0) result.push_back({col, coeff});
149  }
150  }
151  return result;
152 }
153 
154 // TODO(user): make SatParameters singleton too, otherwise changing them after
155 // a constraint was added will have no effect on this class.
157  : constraint_manager_(model),
158  parameters_(*(model->GetOrCreate<SatParameters>())),
159  model_(model),
160  time_limit_(model->GetOrCreate<TimeLimit>()),
161  integer_trail_(model->GetOrCreate<IntegerTrail>()),
162  trail_(model->GetOrCreate<Trail>()),
163  integer_encoder_(model->GetOrCreate<IntegerEncoder>()),
164  random_(model->GetOrCreate<ModelRandomGenerator>()),
165  implied_bounds_processor_({}, integer_trail_,
166  model->GetOrCreate<ImpliedBounds>()),
167  dispatcher_(model->GetOrCreate<LinearProgrammingDispatcher>()),
168  expanded_lp_solution_(
169  *model->GetOrCreate<LinearProgrammingConstraintLpSolution>()) {
170  // Tweak the default parameters to make the solve incremental.
172  parameters.set_use_dual_simplex(true);
173  simplex_.SetParameters(parameters);
174  if (parameters_.use_branching_in_lp() ||
175  parameters_.search_branching() == SatParameters::LP_SEARCH) {
176  compute_reduced_cost_averages_ = true;
177  }
178 
179  // Register our local rev int repository.
180  integer_trail_->RegisterReversibleClass(&rc_rev_int_repository_);
181 }
182 
184  const LinearConstraint& ct) {
185  DCHECK(!lp_constraint_is_registered_);
186  constraint_manager_.Add(ct);
187 
188  // We still create the mirror variable right away though.
189  //
190  // TODO(user): clean this up? Note that it is important that the variable
191  // in lp_data_ never changes though, so we can restart from the current
192  // lp solution and be incremental (even if the constraints changed).
193  for (const IntegerVariable var : ct.vars) {
194  GetOrCreateMirrorVariable(PositiveVariable(var));
195  }
196 }
197 
198 glop::ColIndex LinearProgrammingConstraint::GetOrCreateMirrorVariable(
199  IntegerVariable positive_variable) {
200  DCHECK(VariableIsPositive(positive_variable));
201  const auto it = mirror_lp_variable_.find(positive_variable);
202  if (it == mirror_lp_variable_.end()) {
203  const glop::ColIndex col(integer_variables_.size());
204  implied_bounds_processor_.AddLpVariable(positive_variable);
205  mirror_lp_variable_[positive_variable] = col;
206  integer_variables_.push_back(positive_variable);
207  lp_solution_.push_back(std::numeric_limits<double>::infinity());
208  lp_reduced_cost_.push_back(0.0);
209  (*dispatcher_)[positive_variable] = this;
210 
211  const int index = std::max(positive_variable.value(),
212  NegationOf(positive_variable).value());
213  if (index >= expanded_lp_solution_.size()) {
214  expanded_lp_solution_.resize(index + 1, 0.0);
215  }
216  return col;
217  }
218  return it->second;
219 }
220 
222  IntegerValue coeff) {
223  CHECK(!lp_constraint_is_registered_);
224  objective_is_defined_ = true;
225  IntegerVariable pos_var = VariableIsPositive(ivar) ? ivar : NegationOf(ivar);
226  if (ivar != pos_var) coeff = -coeff;
227 
228  constraint_manager_.SetObjectiveCoefficient(pos_var, coeff);
229  const glop::ColIndex col = GetOrCreateMirrorVariable(pos_var);
230  integer_objective_.push_back({col, coeff});
231  objective_infinity_norm_ =
232  std::max(objective_infinity_norm_, IntTypeAbs(coeff));
233 }
234 
235 // TODO(user): As the search progress, some variables might get fixed. Exploit
236 // this to reduce the number of variables in the LP and in the
237 // ConstraintManager? We might also detect during the search that two variable
238 // are equivalent.
239 //
240 // TODO(user): On TSP/VRP with a lot of cuts, this can take 20% of the overall
241 // running time. We should be able to almost remove most of this from the
242 // profile by being more incremental (modulo LP scaling).
243 //
244 // TODO(user): A longer term idea for LP with a lot of variables is to not
245 // add all variables to each LP solve and do some "sifting". That can be useful
246 // for TSP for instance where the number of edges is large, but only a small
247 // fraction will be used in the optimal solution.
248 bool LinearProgrammingConstraint::CreateLpFromConstraintManager() {
249  // Fill integer_lp_.
250  integer_lp_.clear();
251  infinity_norms_.clear();
252  const auto& all_constraints = constraint_manager_.AllConstraints();
253  for (const auto index : constraint_manager_.LpConstraints()) {
254  const LinearConstraint& ct = all_constraints[index].constraint;
255 
256  integer_lp_.push_back(LinearConstraintInternal());
257  LinearConstraintInternal& new_ct = integer_lp_.back();
258  new_ct.lb = ct.lb;
259  new_ct.ub = ct.ub;
260  const int size = ct.vars.size();
261  IntegerValue infinity_norm(0);
262  if (ct.lb > ct.ub) {
263  VLOG(1) << "Trivial infeasible bound in an LP constraint";
264  return false;
265  }
266  if (ct.lb > kMinIntegerValue) {
267  infinity_norm = std::max(infinity_norm, IntTypeAbs(ct.lb));
268  }
269  if (ct.ub < kMaxIntegerValue) {
270  infinity_norm = std::max(infinity_norm, IntTypeAbs(ct.ub));
271  }
272  for (int i = 0; i < size; ++i) {
273  // We only use positive variable inside this class.
274  IntegerVariable var = ct.vars[i];
275  IntegerValue coeff = ct.coeffs[i];
276  if (!VariableIsPositive(var)) {
277  var = NegationOf(var);
278  coeff = -coeff;
279  }
280  infinity_norm = std::max(infinity_norm, IntTypeAbs(coeff));
281  new_ct.terms.push_back({GetOrCreateMirrorVariable(var), coeff});
282  }
283  infinity_norms_.push_back(infinity_norm);
284 
285  // Important to keep lp_data_ "clean".
286  std::sort(new_ct.terms.begin(), new_ct.terms.end());
287  }
288 
289  // Copy the integer_lp_ into lp_data_.
290  lp_data_.Clear();
291  for (int i = 0; i < integer_variables_.size(); ++i) {
292  CHECK_EQ(glop::ColIndex(i), lp_data_.CreateNewVariable());
293  }
294 
295  // We remove fixed variables from the objective. This should help the LP
296  // scaling, but also our integer reason computation.
297  int new_size = 0;
298  objective_infinity_norm_ = 0;
299  for (const auto entry : integer_objective_) {
300  const IntegerVariable var = integer_variables_[entry.first.value()];
301  if (integer_trail_->IsFixedAtLevelZero(var)) {
302  integer_objective_offset_ +=
303  entry.second * integer_trail_->LevelZeroLowerBound(var);
304  continue;
305  }
306  objective_infinity_norm_ =
307  std::max(objective_infinity_norm_, IntTypeAbs(entry.second));
308  integer_objective_[new_size++] = entry;
309  lp_data_.SetObjectiveCoefficient(entry.first, ToDouble(entry.second));
310  }
311  objective_infinity_norm_ =
312  std::max(objective_infinity_norm_, IntTypeAbs(integer_objective_offset_));
313  integer_objective_.resize(new_size);
314  lp_data_.SetObjectiveOffset(ToDouble(integer_objective_offset_));
315 
316  for (const LinearConstraintInternal& ct : integer_lp_) {
317  const ConstraintIndex row = lp_data_.CreateNewConstraint();
318  lp_data_.SetConstraintBounds(row, ToDouble(ct.lb), ToDouble(ct.ub));
319  for (const auto& term : ct.terms) {
320  lp_data_.SetCoefficient(row, term.first, ToDouble(term.second));
321  }
322  }
323  lp_data_.NotifyThatColumnsAreClean();
324 
325  // We scale the LP using the level zero bounds that we later override
326  // with the current ones.
327  //
328  // TODO(user): As part of the scaling, we may also want to shift the initial
329  // variable bounds so that each variable contain the value zero in their
330  // domain. Maybe just once and for all at the beginning.
331  const int num_vars = integer_variables_.size();
332  for (int i = 0; i < num_vars; i++) {
333  const IntegerVariable cp_var = integer_variables_[i];
334  const double lb = ToDouble(integer_trail_->LevelZeroLowerBound(cp_var));
335  const double ub = ToDouble(integer_trail_->LevelZeroUpperBound(cp_var));
336  lp_data_.SetVariableBounds(glop::ColIndex(i), lb, ub);
337  }
338 
339  // TODO(user): As we have an idea of the LP optimal after the first solves,
340  // maybe we can adapt the scaling accordingly.
341  glop::GlopParameters params;
342  params.set_cost_scaling(glop::GlopParameters::MEAN_COST_SCALING);
343  scaler_.Scale(params, &lp_data_);
344  UpdateBoundsOfLpVariables();
345 
346  // Set the information for the step to polish the LP basis. All our variables
347  // are integer, but for now, we just try to minimize the fractionality of the
348  // binary variables.
349  if (parameters_.polish_lp_solution()) {
350  simplex_.ClearIntegralityScales();
351  for (int i = 0; i < num_vars; ++i) {
352  const IntegerVariable cp_var = integer_variables_[i];
353  const IntegerValue lb = integer_trail_->LevelZeroLowerBound(cp_var);
354  const IntegerValue ub = integer_trail_->LevelZeroUpperBound(cp_var);
355  if (lb != 0 || ub != 1) continue;
356  simplex_.SetIntegralityScale(
357  glop::ColIndex(i),
358  1.0 / scaler_.VariableScalingFactor(glop::ColIndex(i)));
359  }
360  }
361 
362  lp_data_.NotifyThatColumnsAreClean();
363  VLOG(1) << "LP relaxation: " << lp_data_.GetDimensionString() << ". "
364  << constraint_manager_.AllConstraints().size()
365  << " Managed constraints.";
366  return true;
367 }
368 
369 LPSolveInfo LinearProgrammingConstraint::SolveLpForBranching() {
370  LPSolveInfo info;
371  glop::BasisState basis_state = simplex_.GetState();
372 
373  const glop::Status status = simplex_.Solve(lp_data_, time_limit_);
374  total_num_simplex_iterations_ += simplex_.GetNumberOfIterations();
375  simplex_.LoadStateForNextSolve(basis_state);
376  if (!status.ok()) {
377  VLOG(1) << "The LP solver encountered an error: " << status.error_message();
378  info.status = glop::ProblemStatus::ABNORMAL;
379  return info;
380  }
381  info.status = simplex_.GetProblemStatus();
382  if (info.status == glop::ProblemStatus::OPTIMAL ||
383  info.status == glop::ProblemStatus::DUAL_FEASIBLE) {
384  // Record the objective bound.
385  info.lp_objective = simplex_.GetObjectiveValue();
386  info.new_obj_bound = IntegerValue(
387  static_cast<int64_t>(std::ceil(info.lp_objective - kCpEpsilon)));
388  }
389  return info;
390 }
391 
392 void LinearProgrammingConstraint::FillReducedCostReasonIn(
393  const glop::DenseRow& reduced_costs,
394  std::vector<IntegerLiteral>* integer_reason) {
395  integer_reason->clear();
396  const int num_vars = integer_variables_.size();
397  for (int i = 0; i < num_vars; i++) {
398  const double rc = reduced_costs[glop::ColIndex(i)];
399  if (rc > kLpEpsilon) {
400  integer_reason->push_back(
401  integer_trail_->LowerBoundAsLiteral(integer_variables_[i]));
402  } else if (rc < -kLpEpsilon) {
403  integer_reason->push_back(
404  integer_trail_->UpperBoundAsLiteral(integer_variables_[i]));
405  }
406  }
407 
408  integer_trail_->RemoveLevelZeroBounds(integer_reason);
409 }
410 
411 bool LinearProgrammingConstraint::BranchOnVar(IntegerVariable positive_var) {
412  // From the current LP solution, branch on the given var if fractional.
413  DCHECK(lp_solution_is_set_);
414  const double current_value = GetSolutionValue(positive_var);
415  DCHECK_GT(std::abs(current_value - std::round(current_value)), kCpEpsilon);
416 
417  // Used as empty reason in this method.
418  integer_reason_.clear();
419 
420  bool deductions_were_made = false;
421 
422  UpdateBoundsOfLpVariables();
423 
424  const IntegerValue current_obj_lb = integer_trail_->LowerBound(objective_cp_);
425  // This will try to branch in both direction around the LP value of the
426  // given variable and push any deduction done this way.
427 
428  const glop::ColIndex lp_var = GetOrCreateMirrorVariable(positive_var);
429  const double current_lb = ToDouble(integer_trail_->LowerBound(positive_var));
430  const double current_ub = ToDouble(integer_trail_->UpperBound(positive_var));
431  const double factor = scaler_.VariableScalingFactor(lp_var);
432  if (current_value < current_lb || current_value > current_ub) {
433  return false;
434  }
435 
436  // Form LP1 var <= floor(current_value)
437  const double new_ub = std::floor(current_value);
438  lp_data_.SetVariableBounds(lp_var, current_lb * factor, new_ub * factor);
439 
440  LPSolveInfo lower_branch_info = SolveLpForBranching();
441  if (lower_branch_info.status != glop::ProblemStatus::OPTIMAL &&
442  lower_branch_info.status != glop::ProblemStatus::DUAL_FEASIBLE &&
443  lower_branch_info.status != glop::ProblemStatus::DUAL_UNBOUNDED) {
444  return false;
445  }
446 
447  if (lower_branch_info.status == glop::ProblemStatus::DUAL_UNBOUNDED) {
448  // Push the other branch.
449  const IntegerLiteral deduction = IntegerLiteral::GreaterOrEqual(
450  positive_var, IntegerValue(std::ceil(current_value)));
451  if (!integer_trail_->Enqueue(deduction, {}, integer_reason_)) {
452  return false;
453  }
454  deductions_were_made = true;
455  } else if (lower_branch_info.new_obj_bound <= current_obj_lb) {
456  return false;
457  }
458 
459  // Form LP2 var >= ceil(current_value)
460  const double new_lb = std::ceil(current_value);
461  lp_data_.SetVariableBounds(lp_var, new_lb * factor, current_ub * factor);
462 
463  LPSolveInfo upper_branch_info = SolveLpForBranching();
464  if (upper_branch_info.status != glop::ProblemStatus::OPTIMAL &&
465  upper_branch_info.status != glop::ProblemStatus::DUAL_FEASIBLE &&
466  upper_branch_info.status != glop::ProblemStatus::DUAL_UNBOUNDED) {
467  return deductions_were_made;
468  }
469 
470  if (upper_branch_info.status == glop::ProblemStatus::DUAL_UNBOUNDED) {
471  // Push the other branch if not infeasible.
472  if (lower_branch_info.status != glop::ProblemStatus::DUAL_UNBOUNDED) {
473  const IntegerLiteral deduction = IntegerLiteral::LowerOrEqual(
474  positive_var, IntegerValue(std::floor(current_value)));
475  if (!integer_trail_->Enqueue(deduction, {}, integer_reason_)) {
476  return deductions_were_made;
477  }
478  deductions_were_made = true;
479  }
480  } else if (upper_branch_info.new_obj_bound <= current_obj_lb) {
481  return deductions_were_made;
482  }
483 
484  IntegerValue approximate_obj_lb = kMinIntegerValue;
485 
486  if (lower_branch_info.status == glop::ProblemStatus::DUAL_UNBOUNDED &&
487  upper_branch_info.status == glop::ProblemStatus::DUAL_UNBOUNDED) {
488  return integer_trail_->ReportConflict(integer_reason_);
489  } else if (lower_branch_info.status == glop::ProblemStatus::DUAL_UNBOUNDED) {
490  approximate_obj_lb = upper_branch_info.new_obj_bound;
491  } else if (upper_branch_info.status == glop::ProblemStatus::DUAL_UNBOUNDED) {
492  approximate_obj_lb = lower_branch_info.new_obj_bound;
493  } else {
494  approximate_obj_lb = std::min(lower_branch_info.new_obj_bound,
495  upper_branch_info.new_obj_bound);
496  }
497 
498  // NOTE: On some problems, the approximate_obj_lb could be inexact which add
499  // some tolerance to CP-SAT where currently there is none.
500  if (approximate_obj_lb <= current_obj_lb) return deductions_were_made;
501 
502  // Push the bound to the trail.
503  const IntegerLiteral deduction =
504  IntegerLiteral::GreaterOrEqual(objective_cp_, approximate_obj_lb);
505  if (!integer_trail_->Enqueue(deduction, {}, integer_reason_)) {
506  return deductions_were_made;
507  }
508 
509  return true;
510 }
511 
513  DCHECK(!lp_constraint_is_registered_);
514  lp_constraint_is_registered_ = true;
515  model->GetOrCreate<LinearProgrammingConstraintCollection>()->push_back(this);
516 
517  // Note fdid, this is not really needed by should lead to better cache
518  // locality.
519  std::sort(integer_objective_.begin(), integer_objective_.end());
520 
521  // Set the LP to its initial content.
522  if (!parameters_.add_lp_constraints_lazily()) {
523  constraint_manager_.AddAllConstraintsToLp();
524  }
525  if (!CreateLpFromConstraintManager()) {
526  model->GetOrCreate<SatSolver>()->NotifyThatModelIsUnsat();
527  return;
528  }
529 
530  GenericLiteralWatcher* watcher = model->GetOrCreate<GenericLiteralWatcher>();
531  const int watcher_id = watcher->Register(this);
532  const int num_vars = integer_variables_.size();
533  for (int i = 0; i < num_vars; i++) {
534  watcher->WatchIntegerVariable(integer_variables_[i], watcher_id, i);
535  }
536  if (objective_is_defined_) {
537  watcher->WatchUpperBound(objective_cp_, watcher_id);
538  }
539  watcher->SetPropagatorPriority(watcher_id, 2);
540  watcher->AlwaysCallAtLevelZero(watcher_id);
541 
542  // Registering it with the trail make sure this class is always in sync when
543  // it is used in the decision heuristics.
544  integer_trail_->RegisterReversibleClass(this);
545  watcher->RegisterReversibleInt(watcher_id, &rev_optimal_constraints_size_);
546 }
547 
549  optimal_constraints_.resize(rev_optimal_constraints_size_);
550  if (lp_solution_is_set_ && level < lp_solution_level_) {
551  lp_solution_is_set_ = false;
552  }
553 
554  // Special case for level zero, we "reload" any previously known optimal
555  // solution from that level.
556  //
557  // TODO(user): Keep all optimal solution in the current branch?
558  // TODO(user): Still try to add cuts/constraints though!
559  if (level == 0 && !level_zero_lp_solution_.empty()) {
560  lp_solution_is_set_ = true;
561  lp_solution_ = level_zero_lp_solution_;
562  lp_solution_level_ = 0;
563  for (int i = 0; i < lp_solution_.size(); i++) {
564  expanded_lp_solution_[integer_variables_[i]] = lp_solution_[i];
565  expanded_lp_solution_[NegationOf(integer_variables_[i])] =
566  -lp_solution_[i];
567  }
568  }
569 }
570 
572  for (const IntegerVariable var : generator.vars) {
573  GetOrCreateMirrorVariable(VariableIsPositive(var) ? var : NegationOf(var));
574  }
575  cut_generators_.push_back(std::move(generator));
576 }
577 
579  const std::vector<int>& watch_indices) {
580  if (!lp_solution_is_set_) return Propagate();
581 
582  // At level zero, if there is still a chance to add cuts or lazy constraints,
583  // we re-run the LP.
584  if (trail_->CurrentDecisionLevel() == 0 && !lp_at_level_zero_is_final_) {
585  return Propagate();
586  }
587 
588  // Check whether the change breaks the current LP solution. If it does, call
589  // Propagate() on the current LP.
590  for (const int index : watch_indices) {
591  const double lb =
592  ToDouble(integer_trail_->LowerBound(integer_variables_[index]));
593  const double ub =
594  ToDouble(integer_trail_->UpperBound(integer_variables_[index]));
595  const double value = lp_solution_[index];
596  if (value < lb - kCpEpsilon || value > ub + kCpEpsilon) return Propagate();
597  }
598 
599  // TODO(user): The saved lp solution is still valid given the current variable
600  // bounds, so the LP optimal didn't change. However we might still want to add
601  // new cuts or new lazy constraints?
602  //
603  // TODO(user): Propagate the last optimal_constraint? Note that we need
604  // to be careful since the reversible int in IntegerSumLE are not registered.
605  // However, because we delete "optimalconstraints" on backtrack, we might not
606  // care.
607  return true;
608 }
609 
610 glop::Fractional LinearProgrammingConstraint::GetVariableValueAtCpScale(
611  glop::ColIndex var) {
612  return scaler_.UnscaleVariableValue(var, simplex_.GetVariableValue(var));
613 }
614 
616  IntegerVariable variable) const {
617  return lp_solution_[gtl::FindOrDie(mirror_lp_variable_, variable).value()];
618 }
619 
621  IntegerVariable variable) const {
622  return lp_reduced_cost_[gtl::FindOrDie(mirror_lp_variable_, variable)
623  .value()];
624 }
625 
626 void LinearProgrammingConstraint::UpdateBoundsOfLpVariables() {
627  const int num_vars = integer_variables_.size();
628  for (int i = 0; i < num_vars; i++) {
629  const IntegerVariable cp_var = integer_variables_[i];
630  const double lb = ToDouble(integer_trail_->LowerBound(cp_var));
631  const double ub = ToDouble(integer_trail_->UpperBound(cp_var));
632  const double factor = scaler_.VariableScalingFactor(glop::ColIndex(i));
633  lp_data_.SetVariableBounds(glop::ColIndex(i), lb * factor, ub * factor);
634  }
635 }
636 
637 bool LinearProgrammingConstraint::SolveLp() {
638  if (trail_->CurrentDecisionLevel() == 0) {
639  lp_at_level_zero_is_final_ = false;
640  }
641 
642  const auto status = simplex_.Solve(lp_data_, time_limit_);
643  total_num_simplex_iterations_ += simplex_.GetNumberOfIterations();
644  if (!status.ok()) {
645  VLOG(1) << "The LP solver encountered an error: " << status.error_message();
646  simplex_.ClearStateForNextSolve();
647  return false;
648  }
649  average_degeneracy_.AddData(CalculateDegeneracy());
650  if (average_degeneracy_.CurrentAverage() >= 1000.0) {
651  VLOG(2) << "High average degeneracy: "
652  << average_degeneracy_.CurrentAverage();
653  }
654 
655  const int status_as_int = static_cast<int>(simplex_.GetProblemStatus());
656  if (status_as_int >= num_solves_by_status_.size()) {
657  num_solves_by_status_.resize(status_as_int + 1);
658  }
659  num_solves_++;
660  num_solves_by_status_[status_as_int]++;
661  VLOG(2) << "lvl:" << trail_->CurrentDecisionLevel() << " "
662  << simplex_.GetProblemStatus()
663  << " iter:" << simplex_.GetNumberOfIterations()
664  << " obj:" << simplex_.GetObjectiveValue();
665 
667  lp_solution_is_set_ = true;
668  lp_solution_level_ = trail_->CurrentDecisionLevel();
669  const int num_vars = integer_variables_.size();
670  for (int i = 0; i < num_vars; i++) {
671  const glop::Fractional value =
672  GetVariableValueAtCpScale(glop::ColIndex(i));
673  lp_solution_[i] = value;
674  expanded_lp_solution_[integer_variables_[i]] = value;
675  expanded_lp_solution_[NegationOf(integer_variables_[i])] = -value;
676  }
677 
678  if (lp_solution_level_ == 0) {
679  level_zero_lp_solution_ = lp_solution_;
680  }
681  }
682  return true;
683 }
684 
685 bool LinearProgrammingConstraint::AddCutFromConstraints(
686  const std::string& name,
687  const std::vector<std::pair<RowIndex, IntegerValue>>& integer_multipliers) {
688  // This is initialized to a valid linear constraint (by taking linear
689  // combination of the LP rows) and will be transformed into a cut if
690  // possible.
691  //
692  // TODO(user): For CG cuts, Ideally this linear combination should have only
693  // one fractional variable (basis_col). But because of imprecision, we get a
694  // bunch of fractional entry with small coefficient (relative to the one of
695  // basis_col). We try to handle that in IntegerRoundingCut(), but it might be
696  // better to add small multiple of the involved rows to get rid of them.
697  IntegerValue cut_ub;
698  if (!ComputeNewLinearConstraint(integer_multipliers, &tmp_scattered_vector_,
699  &cut_ub)) {
700  VLOG(1) << "Issue, overflow!";
701  return false;
702  }
703 
704  // Important: because we use integer_multipliers below, we cannot just
705  // divide by GCD or call PreventOverflow() here.
706  //
707  // TODO(user): the conversion col_index -> IntegerVariable is slow and could
708  // in principle be removed. Easy for cuts, but not so much for
709  // implied_bounds_processor_. Note that in theory this could allow us to
710  // use Literal directly without the need to have an IntegerVariable for them.
711  tmp_scattered_vector_.ConvertToLinearConstraint(integer_variables_, cut_ub,
712  &cut_);
713 
714  // Note that the base constraint we use are currently always tight.
715  // It is not a requirement though.
716  if (DEBUG_MODE) {
717  const double norm = ToDouble(ComputeInfinityNorm(cut_));
718  const double activity = ComputeActivity(cut_, expanded_lp_solution_);
719  if (std::abs(activity - ToDouble(cut_.ub)) / norm > 1e-4) {
720  VLOG(1) << "Cut not tight " << activity << " <= " << ToDouble(cut_.ub);
721  return false;
722  }
723  }
724  CHECK(constraint_manager_.DebugCheckConstraint(cut_));
725 
726  // We will create "artificial" variables after this index that will be
727  // substitued back into LP variables afterwards. Also not that we only use
728  // positive variable indices for these new variables, so that algorithm that
729  // take their negation will not mess up the indexing.
730  const IntegerVariable first_new_var(expanded_lp_solution_.size());
731  CHECK_EQ(first_new_var.value() % 2, 0);
732 
733  LinearConstraint copy_in_debug;
734  if (DEBUG_MODE) {
735  copy_in_debug = cut_;
736  }
737 
738  // Unlike for the knapsack cuts, it might not be always beneficial to
739  // process the implied bounds even though it seems to be better in average.
740  //
741  // TODO(user): Perform more experiments, in particular with which bound we use
742  // and if we complement or not before the MIR rounding. Other solvers seems
743  // to try different complementation strategies in a "potprocessing" and we
744  // don't. Try this too.
745  std::vector<ImpliedBoundsProcessor::SlackInfo> ib_slack_infos;
746  implied_bounds_processor_.ProcessUpperBoundedConstraintWithSlackCreation(
747  /*substitute_only_inner_variables=*/false, first_new_var,
748  expanded_lp_solution_, &cut_, &ib_slack_infos);
749  DCHECK(implied_bounds_processor_.DebugSlack(first_new_var, copy_in_debug,
750  cut_, ib_slack_infos));
751 
752  // Fills data for IntegerRoundingCut().
753  //
754  // Note(user): we use the current bound here, so the reasonement will only
755  // produce locally valid cut if we call this at a non-root node. We could
756  // use the level zero bounds if we wanted to generate a globally valid cut
757  // at another level. For now this is only called at level zero anyway.
758  tmp_lp_values_.clear();
759  tmp_var_lbs_.clear();
760  tmp_var_ubs_.clear();
761  for (const IntegerVariable var : cut_.vars) {
762  if (var >= first_new_var) {
764  const auto& info =
765  ib_slack_infos[(var.value() - first_new_var.value()) / 2];
766  tmp_lp_values_.push_back(info.lp_value);
767  tmp_var_lbs_.push_back(info.lb);
768  tmp_var_ubs_.push_back(info.ub);
769  } else {
770  tmp_lp_values_.push_back(expanded_lp_solution_[var]);
771  tmp_var_lbs_.push_back(integer_trail_->LevelZeroLowerBound(var));
772  tmp_var_ubs_.push_back(integer_trail_->LevelZeroUpperBound(var));
773  }
774  }
775 
776  // Add slack.
777  // definition: integer_lp_[row] + slack_row == bound;
778  const IntegerVariable first_slack(first_new_var +
779  IntegerVariable(2 * ib_slack_infos.size()));
780  tmp_slack_rows_.clear();
781  tmp_slack_bounds_.clear();
782  for (const auto pair : integer_multipliers) {
783  const RowIndex row = pair.first;
784  const IntegerValue coeff = pair.second;
785  const auto status = simplex_.GetConstraintStatus(row);
786  if (status == glop::ConstraintStatus::FIXED_VALUE) continue;
787 
788  tmp_lp_values_.push_back(0.0);
789  cut_.vars.push_back(first_slack +
790  2 * IntegerVariable(tmp_slack_rows_.size()));
791  tmp_slack_rows_.push_back(row);
792  cut_.coeffs.push_back(coeff);
793 
794  const IntegerValue diff(
795  CapSub(integer_lp_[row].ub.value(), integer_lp_[row].lb.value()));
796  if (coeff > 0) {
797  tmp_slack_bounds_.push_back(integer_lp_[row].ub);
798  tmp_var_lbs_.push_back(IntegerValue(0));
799  tmp_var_ubs_.push_back(diff);
800  } else {
801  tmp_slack_bounds_.push_back(integer_lp_[row].lb);
802  tmp_var_lbs_.push_back(-diff);
803  tmp_var_ubs_.push_back(IntegerValue(0));
804  }
805  }
806 
807  bool at_least_one_added = false;
808 
809  // Try cover approach to find cut.
810  {
811  if (cover_cut_helper_.TrySimpleKnapsack(cut_, tmp_lp_values_, tmp_var_lbs_,
812  tmp_var_ubs_)) {
813  at_least_one_added |= PostprocessAndAddCut(
814  absl::StrCat(name, "_K"), cover_cut_helper_.Info(), first_new_var,
815  first_slack, ib_slack_infos, cover_cut_helper_.mutable_cut());
816  }
817  }
818 
819  // Try integer rounding heuristic to find cut.
820  {
821  RoundingOptions options;
822  options.max_scaling = parameters_.max_integer_rounding_scaling();
823  integer_rounding_cut_helper_.ComputeCut(options, tmp_lp_values_,
824  tmp_var_lbs_, tmp_var_ubs_,
825  &implied_bounds_processor_, &cut_);
826  at_least_one_added |= PostprocessAndAddCut(
827  name,
828  absl::StrCat("num_lifted_booleans=",
829  integer_rounding_cut_helper_.NumLiftedBooleans()),
830  first_new_var, first_slack, ib_slack_infos, &cut_);
831  }
832  return at_least_one_added;
833 }
834 
835 bool LinearProgrammingConstraint::PostprocessAndAddCut(
836  const std::string& name, const std::string& info,
837  IntegerVariable first_new_var, IntegerVariable first_slack,
838  const std::vector<ImpliedBoundsProcessor::SlackInfo>& ib_slack_infos,
839  LinearConstraint* cut) {
840  // Compute the activity. Warning: the cut no longer have the same size so we
841  // cannot use tmp_lp_values_. Note that the substitution below shouldn't
842  // change the activity by definition.
843  double activity = 0.0;
844  for (int i = 0; i < cut->vars.size(); ++i) {
845  if (cut->vars[i] < first_new_var) {
846  activity +=
847  ToDouble(cut->coeffs[i]) * expanded_lp_solution_[cut->vars[i]];
848  }
849  }
850  const double kMinViolation = 1e-4;
851  const double violation = activity - ToDouble(cut->ub);
852  if (violation < kMinViolation) {
853  VLOG(3) << "Bad cut " << activity << " <= " << ToDouble(cut->ub);
854  return false;
855  }
856 
857  // Substitute any slack left.
858  {
859  int num_slack = 0;
860  tmp_scattered_vector_.ClearAndResize(integer_variables_.size());
861  IntegerValue cut_ub = cut->ub;
862  bool overflow = false;
863  for (int i = 0; i < cut->vars.size(); ++i) {
864  const IntegerVariable var = cut->vars[i];
865 
866  // Simple copy for non-slack variables.
867  if (var < first_new_var) {
868  const glop::ColIndex col =
869  gtl::FindOrDie(mirror_lp_variable_, PositiveVariable(var));
870  if (VariableIsPositive(var)) {
871  tmp_scattered_vector_.Add(col, cut->coeffs[i]);
872  } else {
873  tmp_scattered_vector_.Add(col, -cut->coeffs[i]);
874  }
875  continue;
876  }
877 
878  // Replace slack from bound substitution.
879  if (var < first_slack) {
880  const IntegerValue multiplier = cut->coeffs[i];
881  const int index = (var.value() - first_new_var.value()) / 2;
882  CHECK_LT(index, ib_slack_infos.size());
883 
884  std::vector<std::pair<ColIndex, IntegerValue>> terms;
885  for (const std::pair<IntegerVariable, IntegerValue>& term :
886  ib_slack_infos[index].terms) {
887  terms.push_back(
888  {gtl::FindOrDie(mirror_lp_variable_,
889  PositiveVariable(term.first)),
890  VariableIsPositive(term.first) ? term.second : -term.second});
891  }
892  if (!tmp_scattered_vector_.AddLinearExpressionMultiple(multiplier,
893  terms)) {
894  overflow = true;
895  break;
896  }
897  if (!AddProductTo(multiplier, -ib_slack_infos[index].offset, &cut_ub)) {
898  overflow = true;
899  break;
900  }
901  continue;
902  }
903 
904  // Replace slack from LP constraints.
905  ++num_slack;
906  const int slack_index = (var.value() - first_slack.value()) / 2;
907  const glop::RowIndex row = tmp_slack_rows_[slack_index];
908  const IntegerValue multiplier = -cut->coeffs[i];
909  if (!tmp_scattered_vector_.AddLinearExpressionMultiple(
910  multiplier, integer_lp_[row].terms)) {
911  overflow = true;
912  break;
913  }
914 
915  // Update rhs.
916  if (!AddProductTo(multiplier, tmp_slack_bounds_[slack_index], &cut_ub)) {
917  overflow = true;
918  break;
919  }
920  }
921 
922  if (overflow) {
923  VLOG(1) << "Overflow in slack removal.";
924  return false;
925  }
926 
927  VLOG(3) << " num_slack: " << num_slack;
928  tmp_scattered_vector_.ConvertToLinearConstraint(integer_variables_, cut_ub,
929  cut);
930  }
931 
932  // Display some stats used for investigation of cut generation.
933  const std::string extra_info =
934  absl::StrCat(info, " num_ib_substitutions=", ib_slack_infos.size());
935 
936  const double new_violation =
937  ComputeActivity(*cut, expanded_lp_solution_) - ToDouble(cut_.ub);
938  if (std::abs(violation - new_violation) >= 1e-4) {
939  VLOG(1) << "Violation discrepancy after slack removal. "
940  << " before = " << violation << " after = " << new_violation;
941  }
942 
943  DivideByGCD(cut);
944  return constraint_manager_.AddCut(*cut, name, expanded_lp_solution_,
945  extra_info);
946 }
947 
948 // TODO(user): This can be still too slow on some problems like
949 // 30_70_45_05_100.mps.gz. Not this actual function, but the set of computation
950 // it triggers. We should add heuristics to abort earlier if a cut is not
951 // promising. Or only test a few positions and not all rows.
952 void LinearProgrammingConstraint::AddCGCuts() {
953  const RowIndex num_rows = lp_data_.num_constraints();
954  std::vector<std::pair<RowIndex, double>> lp_multipliers;
955  std::vector<std::pair<RowIndex, IntegerValue>> integer_multipliers;
956  for (RowIndex row(0); row < num_rows; ++row) {
957  ColIndex basis_col = simplex_.GetBasis(row);
958  const Fractional lp_value = GetVariableValueAtCpScale(basis_col);
959 
960  // Only consider fractional basis element. We ignore element that are close
961  // to an integer to reduce the amount of positions we try.
962  //
963  // TODO(user): We could just look at the diff with std::floor() in the hope
964  // that when we are just under an integer, the exact computation below will
965  // also be just under it.
966  if (std::abs(lp_value - std::round(lp_value)) < 0.01) continue;
967 
968  // If this variable is a slack, we ignore it. This is because the
969  // corresponding row is not tight under the given lp values.
970  if (basis_col >= integer_variables_.size()) continue;
971 
972  if (time_limit_->LimitReached()) break;
973 
974  // TODO(user): Avoid code duplication between the sparse/dense path.
975  double magnitude = 0.0;
976  lp_multipliers.clear();
977  const glop::ScatteredRow& lambda = simplex_.GetUnitRowLeftInverse(row);
978  if (lambda.non_zeros.empty()) {
979  for (RowIndex row(0); row < num_rows; ++row) {
980  const double value = lambda.values[glop::RowToColIndex(row)];
981  if (std::abs(value) < kZeroTolerance) continue;
982 
983  // There should be no BASIC status, but they could be imprecision
984  // in the GetUnitRowLeftInverse() code? not sure, so better be safe.
985  const auto status = simplex_.GetConstraintStatus(row);
986  if (status == glop::ConstraintStatus::BASIC) {
987  VLOG(1) << "BASIC row not expected! " << value;
988  continue;
989  }
990 
991  magnitude = std::max(magnitude, std::abs(value));
992  lp_multipliers.push_back({row, value});
993  }
994  } else {
995  for (const ColIndex col : lambda.non_zeros) {
996  const RowIndex row = glop::ColToRowIndex(col);
997  const double value = lambda.values[col];
998  if (std::abs(value) < kZeroTolerance) continue;
999 
1000  const auto status = simplex_.GetConstraintStatus(row);
1001  if (status == glop::ConstraintStatus::BASIC) {
1002  VLOG(1) << "BASIC row not expected! " << value;
1003  continue;
1004  }
1005 
1006  magnitude = std::max(magnitude, std::abs(value));
1007  lp_multipliers.push_back({row, value});
1008  }
1009  }
1010  if (lp_multipliers.empty()) continue;
1011 
1012  Fractional scaling;
1013  for (int i = 0; i < 2; ++i) {
1014  if (i == 1) {
1015  // Try other sign.
1016  //
1017  // TODO(user): Maybe add an heuristic to know beforehand which sign to
1018  // use?
1019  for (std::pair<RowIndex, double>& p : lp_multipliers) {
1020  p.second = -p.second;
1021  }
1022  }
1023 
1024  // TODO(user): We use a lower value here otherwise we might run into
1025  // overflow while computing the cut. This should be fixable.
1026  integer_multipliers =
1027  ScaleLpMultiplier(/*take_objective_into_account=*/false,
1028  lp_multipliers, &scaling, /*max_pow=*/52);
1029  AddCutFromConstraints("CG", integer_multipliers);
1030  }
1031  }
1032 }
1033 
1034 namespace {
1035 
1036 // For each element of a, adds a random one in b and append the pair to output.
1037 void RandomPick(const std::vector<RowIndex>& a, const std::vector<RowIndex>& b,
1038  ModelRandomGenerator* random,
1039  std::vector<std::pair<RowIndex, RowIndex>>* output) {
1040  if (a.empty() || b.empty()) return;
1041  for (const RowIndex row : a) {
1042  const RowIndex other = b[absl::Uniform<int>(*random, 0, b.size())];
1043  if (other != row) {
1044  output->push_back({row, other});
1045  }
1046  }
1047 }
1048 
1049 template <class ListOfTerms>
1050 IntegerValue GetCoeff(ColIndex col, const ListOfTerms& terms) {
1051  for (const auto& term : terms) {
1052  if (term.first == col) return term.second;
1053  }
1054  return IntegerValue(0);
1055 }
1056 
1057 } // namespace
1058 
1059 // Because we know the objective is integer, the constraint objective >= lb can
1060 // sometime cut the current lp optimal, and it can make a big difference to add
1061 // it. Or at least use it when constructing more advanced cuts. See
1062 // 'multisetcover_batch_0_case_115_instance_0_small_subset_elements_3_sumreqs
1063 // _1295_candidates_41.fzn'
1064 //
1065 // TODO(user): It might be better to just integrate this with the MIR code so
1066 // that we not only consider MIR1 involving the objective but we also consider
1067 // combining it with other constraints.
1068 void LinearProgrammingConstraint::AddObjectiveCut() {
1069  if (integer_objective_.size() <= 1) return;
1070 
1071  // Clear temp data.
1072  tmp_lp_values_.clear();
1073  tmp_var_lbs_.clear();
1074  tmp_var_ubs_.clear();
1075  cut_.Clear();
1076 
1077  // We negate everything to have a <= base constraint.
1078  cut_.lb = kMinIntegerValue;
1079  cut_.ub = integer_objective_offset_ -
1080  integer_trail_->LevelZeroLowerBound(objective_cp_);
1081  for (const auto& [col, coeff] : integer_objective_) {
1082  const IntegerVariable var = integer_variables_[col.value()];
1083  cut_.vars.push_back(var);
1084  tmp_lp_values_.push_back(expanded_lp_solution_[var]);
1085  tmp_var_lbs_.push_back(integer_trail_->LevelZeroLowerBound(var));
1086  tmp_var_ubs_.push_back(integer_trail_->LevelZeroUpperBound(var));
1087  cut_.coeffs.push_back(-coeff);
1088  }
1089 
1090  // Because the objective has often large coefficient, we always try a MIR1
1091  // like heuristic to round it to reasonable values.
1092  RoundingOptions options;
1093  options.max_scaling = parameters_.max_integer_rounding_scaling();
1094  integer_rounding_cut_helper_.ComputeCut(options, tmp_lp_values_, tmp_var_lbs_,
1095  tmp_var_ubs_,
1096  &implied_bounds_processor_, &cut_);
1097 
1098  // Note that the cut will not be added if it is not good enough.
1099  constraint_manager_.AddCut(cut_, "Objective", expanded_lp_solution_);
1100 }
1101 
1102 void LinearProgrammingConstraint::AddMirCuts() {
1103  // Heuristic to generate MIR_n cuts by combining a small number of rows. This
1104  // works greedily and follow more or less the MIR cut description in the
1105  // literature. We have a current cut, and we add one more row to it while
1106  // eliminating a variable of the current cut whose LP value is far from its
1107  // bound.
1108  //
1109  // A notable difference is that we randomize the variable we eliminate and
1110  // the row we use to do so. We still have weights to indicate our preferred
1111  // choices. This allows to generate different cuts when called again and
1112  // again.
1113  //
1114  // TODO(user): We could combine n rows to make sure we eliminate n variables
1115  // far away from their bounds by solving exactly in integer small linear
1116  // system.
1118  integer_variables_.size(), IntegerValue(0));
1119  SparseBitset<ColIndex> non_zeros_(ColIndex(integer_variables_.size()));
1120 
1121  // We compute all the rows that are tight, these will be used as the base row
1122  // for the MIR_n procedure below.
1123  const RowIndex num_rows = lp_data_.num_constraints();
1124  std::vector<std::pair<RowIndex, IntegerValue>> base_rows;
1125  absl::StrongVector<RowIndex, double> row_weights(num_rows.value(), 0.0);
1126  for (RowIndex row(0); row < num_rows; ++row) {
1127  const auto status = simplex_.GetConstraintStatus(row);
1128  if (status == glop::ConstraintStatus::BASIC) continue;
1129  if (status == glop::ConstraintStatus::FREE) continue;
1130 
1133  base_rows.push_back({row, IntegerValue(1)});
1134  }
1137  base_rows.push_back({row, IntegerValue(-1)});
1138  }
1139 
1140  // For now, we use the dual values for the row "weights".
1141  //
1142  // Note that we use the dual at LP scale so that it make more sense when we
1143  // compare different rows since the LP has been scaled.
1144  //
1145  // TODO(user): In Kati Wolter PhD "Implementation of Cutting Plane
1146  // Separators for Mixed Integer Programs" which describe SCIP's MIR cuts
1147  // implementation (or at least an early version of it), a more complex score
1148  // is used.
1149  //
1150  // Note(user): Because we only consider tight rows under the current lp
1151  // solution (i.e. non-basic rows), most should have a non-zero dual values.
1152  // But there is some degenerate problem where these rows have a really low
1153  // weight (or even zero), and having only weight of exactly zero in
1154  // std::discrete_distribution will result in a crash.
1155  row_weights[row] = std::max(1e-8, std::abs(simplex_.GetDualValue(row)));
1156  }
1157 
1158  std::vector<double> weights;
1160  std::vector<std::pair<RowIndex, IntegerValue>> integer_multipliers;
1161  for (const std::pair<RowIndex, IntegerValue>& entry : base_rows) {
1162  if (time_limit_->LimitReached()) break;
1163 
1164  // First try to generate a cut directly from this base row (MIR1).
1165  //
1166  // Note(user): We abort on success like it seems to be done in the
1167  // literature. Note that we don't succeed that often in generating an
1168  // efficient cut, so I am not sure aborting will make a big difference
1169  // speedwise. We might generate similar cuts though, but hopefully the cut
1170  // management can deal with that.
1171  integer_multipliers = {entry};
1172  if (AddCutFromConstraints("MIR_1", integer_multipliers)) {
1173  continue;
1174  }
1175 
1176  // Cleanup.
1177  for (const ColIndex col : non_zeros_.PositionsSetAtLeastOnce()) {
1178  dense_cut[col] = IntegerValue(0);
1179  }
1180  non_zeros_.SparseClearAll();
1181 
1182  // Copy cut.
1183  const IntegerValue multiplier = entry.second;
1184  for (const std::pair<ColIndex, IntegerValue> term :
1185  integer_lp_[entry.first].terms) {
1186  const ColIndex col = term.first;
1187  const IntegerValue coeff = term.second;
1188  non_zeros_.Set(col);
1189  dense_cut[col] += coeff * multiplier;
1190  }
1191 
1192  used_rows.assign(num_rows.value(), false);
1193  used_rows[entry.first] = true;
1194 
1195  // We will aggregate at most kMaxAggregation more rows.
1196  //
1197  // TODO(user): optim + tune.
1198  const int kMaxAggregation = 5;
1199  for (int i = 0; i < kMaxAggregation; ++i) {
1200  // First pick a variable to eliminate. We currently pick a random one with
1201  // a weight that depend on how far it is from its closest bound.
1202  IntegerValue max_magnitude(0);
1203  weights.clear();
1204  std::vector<ColIndex> col_candidates;
1205  for (const ColIndex col : non_zeros_.PositionsSetAtLeastOnce()) {
1206  if (dense_cut[col] == 0) continue;
1207 
1208  max_magnitude = std::max(max_magnitude, IntTypeAbs(dense_cut[col]));
1209  const int col_degree =
1210  lp_data_.GetSparseColumn(col).num_entries().value();
1211  if (col_degree <= 1) continue;
1213  continue;
1214  }
1215 
1216  const IntegerVariable var = integer_variables_[col.value()];
1217  const double lp_value = expanded_lp_solution_[var];
1218  const double lb = ToDouble(integer_trail_->LevelZeroLowerBound(var));
1219  const double ub = ToDouble(integer_trail_->LevelZeroUpperBound(var));
1220  const double bound_distance = std::min(ub - lp_value, lp_value - lb);
1221  if (bound_distance > 1e-2) {
1222  weights.push_back(bound_distance);
1223  col_candidates.push_back(col);
1224  }
1225  }
1226  if (col_candidates.empty()) break;
1227 
1228  const ColIndex var_to_eliminate =
1229  col_candidates[std::discrete_distribution<>(weights.begin(),
1230  weights.end())(*random_)];
1231 
1232  // What rows can we add to eliminate var_to_eliminate?
1233  std::vector<RowIndex> possible_rows;
1234  weights.clear();
1235  for (const auto entry : lp_data_.GetSparseColumn(var_to_eliminate)) {
1236  const RowIndex row = entry.row();
1237  const auto status = simplex_.GetConstraintStatus(row);
1238  if (status == glop::ConstraintStatus::BASIC) continue;
1239  if (status == glop::ConstraintStatus::FREE) continue;
1240 
1241  // We disallow all the rows that contain a variable that we already
1242  // eliminated (or are about to). This mean that we choose rows that
1243  // form a "triangular" matrix on the position we choose to eliminate.
1244  if (used_rows[row]) continue;
1245  used_rows[row] = true;
1246 
1247  // TODO(user): Instead of using FIXED_VALUE consider also both direction
1248  // when we almost have an equality? that is if the LP constraints bounds
1249  // are close from each others (<1e-6 ?). Initial experiments shows it
1250  // doesn't change much, so I kept this version for now. Note that it
1251  // might just be better to use the side that constrain the current lp
1252  // optimal solution (that we get from the status).
1253  bool add_row = false;
1254  if (status == glop::ConstraintStatus::FIXED_VALUE ||
1256  if (entry.coefficient() > 0.0) {
1257  if (dense_cut[var_to_eliminate] < 0) add_row = true;
1258  } else {
1259  if (dense_cut[var_to_eliminate] > 0) add_row = true;
1260  }
1261  }
1262  if (status == glop::ConstraintStatus::FIXED_VALUE ||
1264  if (entry.coefficient() > 0.0) {
1265  if (dense_cut[var_to_eliminate] > 0) add_row = true;
1266  } else {
1267  if (dense_cut[var_to_eliminate] < 0) add_row = true;
1268  }
1269  }
1270  if (add_row) {
1271  possible_rows.push_back(row);
1272  weights.push_back(row_weights[row]);
1273  }
1274  }
1275  if (possible_rows.empty()) break;
1276 
1277  const RowIndex row_to_combine =
1278  possible_rows[std::discrete_distribution<>(weights.begin(),
1279  weights.end())(*random_)];
1280  const IntegerValue to_combine_coeff =
1281  GetCoeff(var_to_eliminate, integer_lp_[row_to_combine].terms);
1282  CHECK_NE(to_combine_coeff, 0);
1283 
1284  IntegerValue mult1 = -to_combine_coeff;
1285  IntegerValue mult2 = dense_cut[var_to_eliminate];
1286  CHECK_NE(mult2, 0);
1287  if (mult1 < 0) {
1288  mult1 = -mult1;
1289  mult2 = -mult2;
1290  }
1291 
1292  const IntegerValue gcd = IntegerValue(
1293  MathUtil::GCD64(std::abs(mult1.value()), std::abs(mult2.value())));
1294  CHECK_NE(gcd, 0);
1295  mult1 /= gcd;
1296  mult2 /= gcd;
1297 
1298  // Overflow detection.
1299  //
1300  // TODO(user): do that in the possible_rows selection? only problem is
1301  // that we do not have the integer coefficient there...
1302  for (std::pair<RowIndex, IntegerValue>& entry : integer_multipliers) {
1303  max_magnitude = std::max(max_magnitude, IntTypeAbs(entry.second));
1304  }
1305  if (CapAdd(CapProd(max_magnitude.value(), std::abs(mult1.value())),
1306  CapProd(infinity_norms_[row_to_combine].value(),
1307  std::abs(mult2.value()))) ==
1309  break;
1310  }
1311 
1312  for (std::pair<RowIndex, IntegerValue>& entry : integer_multipliers) {
1313  entry.second *= mult1;
1314  }
1315  integer_multipliers.push_back({row_to_combine, mult2});
1316 
1317  // TODO(user): Not supper efficient to recombine the rows.
1318  if (AddCutFromConstraints(absl::StrCat("MIR_", i + 2),
1319  integer_multipliers)) {
1320  break;
1321  }
1322 
1323  // Minor optim: the computation below is only needed if we do one more
1324  // iteration.
1325  if (i + 1 == kMaxAggregation) break;
1326 
1327  for (ColIndex col : non_zeros_.PositionsSetAtLeastOnce()) {
1328  dense_cut[col] *= mult1;
1329  }
1330  for (const std::pair<ColIndex, IntegerValue> term :
1331  integer_lp_[row_to_combine].terms) {
1332  const ColIndex col = term.first;
1333  const IntegerValue coeff = term.second;
1334  non_zeros_.Set(col);
1335  dense_cut[col] += coeff * mult2;
1336  }
1337  }
1338  }
1339 }
1340 
1341 void LinearProgrammingConstraint::AddZeroHalfCuts() {
1342  if (time_limit_->LimitReached()) return;
1343 
1344  tmp_lp_values_.clear();
1345  tmp_var_lbs_.clear();
1346  tmp_var_ubs_.clear();
1347  for (const IntegerVariable var : integer_variables_) {
1348  tmp_lp_values_.push_back(expanded_lp_solution_[var]);
1349  tmp_var_lbs_.push_back(integer_trail_->LevelZeroLowerBound(var));
1350  tmp_var_ubs_.push_back(integer_trail_->LevelZeroUpperBound(var));
1351  }
1352 
1353  // TODO(user): See if it make sense to try to use implied bounds there.
1354  zero_half_cut_helper_.ProcessVariables(tmp_lp_values_, tmp_var_lbs_,
1355  tmp_var_ubs_);
1356  for (glop::RowIndex row(0); row < integer_lp_.size(); ++row) {
1357  // Even though we could use non-tight row, for now we prefer to use tight
1358  // ones.
1359  const auto status = simplex_.GetConstraintStatus(row);
1360  if (status == glop::ConstraintStatus::BASIC) continue;
1361  if (status == glop::ConstraintStatus::FREE) continue;
1362 
1363  zero_half_cut_helper_.AddOneConstraint(
1364  row, integer_lp_[row].terms, integer_lp_[row].lb, integer_lp_[row].ub);
1365  }
1366  for (const std::vector<std::pair<RowIndex, IntegerValue>>& multipliers :
1367  zero_half_cut_helper_.InterestingCandidates(random_)) {
1368  if (time_limit_->LimitReached()) break;
1369 
1370  // TODO(user): Make sure that if the resulting linear coefficients are not
1371  // too high, we do try a "divisor" of two and thus try a true zero-half cut
1372  // instead of just using our best MIR heuristic (which might still be better
1373  // though).
1374  AddCutFromConstraints("ZERO_HALF", multipliers);
1375  }
1376 }
1377 
1378 void LinearProgrammingConstraint::UpdateSimplexIterationLimit(
1379  const int64_t min_iter, const int64_t max_iter) {
1380  if (parameters_.linearization_level() < 2) return;
1381  const int64_t num_degenerate_columns = CalculateDegeneracy();
1382  const int64_t num_cols = simplex_.GetProblemNumCols().value();
1383  if (num_cols <= 0) {
1384  return;
1385  }
1386  CHECK_GT(num_cols, 0);
1387  const int64_t decrease_factor = (10 * num_degenerate_columns) / num_cols;
1389  // We reached here probably because we predicted wrong. We use this as a
1390  // signal to increase the iterations or punish less for degeneracy compare
1391  // to the other part.
1392  if (is_degenerate_) {
1393  next_simplex_iter_ /= std::max(int64_t{1}, decrease_factor);
1394  } else {
1395  next_simplex_iter_ *= 2;
1396  }
1397  } else if (simplex_.GetProblemStatus() == glop::ProblemStatus::OPTIMAL) {
1398  if (is_degenerate_) {
1399  next_simplex_iter_ /= std::max(int64_t{1}, 2 * decrease_factor);
1400  } else {
1401  // This is the most common case. We use the size of the problem to
1402  // determine the limit and ignore the previous limit.
1403  next_simplex_iter_ = num_cols / 40;
1404  }
1405  }
1406  next_simplex_iter_ =
1407  std::max(min_iter, std::min(max_iter, next_simplex_iter_));
1408 }
1409 
1411  UpdateBoundsOfLpVariables();
1412 
1413  // TODO(user): It seems the time we loose by not stopping early might be worth
1414  // it because we end up with a better explanation at optimality.
1416  if (/* DISABLES CODE */ (false) && objective_is_defined_) {
1417  // We put a limit on the dual objective since there is no point increasing
1418  // it past our current objective upper-bound (we will already fail as soon
1419  // as we pass it). Note that this limit is properly transformed using the
1420  // objective scaling factor and offset stored in lp_data_.
1421  //
1422  // Note that we use a bigger epsilon here to be sure that if we abort
1423  // because of this, we will report a conflict.
1424  parameters.set_objective_upper_limit(
1425  static_cast<double>(integer_trail_->UpperBound(objective_cp_).value() +
1426  100.0 * kCpEpsilon));
1427  }
1428 
1429  // Put an iteration limit on the work we do in the simplex for this call. Note
1430  // that because we are "incremental", even if we don't solve it this time we
1431  // will make progress towards a solve in the lower node of the tree search.
1432  if (trail_->CurrentDecisionLevel() == 0) {
1433  // TODO(user): Dynamically change the iteration limit for root node as
1434  // well.
1435  parameters.set_max_number_of_iterations(2000);
1436  } else {
1437  parameters.set_max_number_of_iterations(next_simplex_iter_);
1438  }
1439  if (parameters_.use_exact_lp_reason()) {
1440  parameters.set_change_status_to_imprecise(false);
1441  parameters.set_primal_feasibility_tolerance(1e-7);
1442  parameters.set_dual_feasibility_tolerance(1e-7);
1443  }
1444 
1445  simplex_.SetParameters(parameters);
1447  if (!SolveLp()) return true;
1448 
1449  // Add new constraints to the LP and resolve?
1450  const int max_cuts_rounds =
1451  parameters_.cut_level() <= 0
1452  ? 0
1453  : (trail_->CurrentDecisionLevel() == 0
1454  ? parameters_.max_cut_rounds_at_level_zero()
1455  : 1);
1456  int cuts_round = 0;
1457  while (simplex_.GetProblemStatus() == glop::ProblemStatus::OPTIMAL &&
1458  cuts_round < max_cuts_rounds) {
1459  // We wait for the first batch of problem constraints to be added before we
1460  // begin to generate cuts. Note that we rely on num_solves_ since on some
1461  // problems there is no other constriants than the cuts.
1462  cuts_round++;
1463  if (num_solves_ > 1) {
1464  // This must be called first.
1465  implied_bounds_processor_.RecomputeCacheAndSeparateSomeImpliedBoundCuts(
1466  expanded_lp_solution_);
1467 
1468  // The "generic" cuts are currently part of this class as they are using
1469  // data from the current LP.
1470  //
1471  // TODO(user): Refactor so that they are just normal cut generators?
1472  if (trail_->CurrentDecisionLevel() == 0) {
1473  if (parameters_.add_objective_cut()) AddObjectiveCut();
1474  if (parameters_.add_mir_cuts()) AddMirCuts();
1475  if (parameters_.add_cg_cuts()) AddCGCuts();
1476  if (parameters_.add_zero_half_cuts()) AddZeroHalfCuts();
1477  }
1478 
1479  // Try to add cuts.
1480  if (!cut_generators_.empty() &&
1481  (trail_->CurrentDecisionLevel() == 0 ||
1482  !parameters_.only_add_cuts_at_level_zero())) {
1483  for (const CutGenerator& generator : cut_generators_) {
1484  if (!generator.generate_cuts(expanded_lp_solution_,
1485  &constraint_manager_)) {
1486  return false;
1487  }
1488  }
1489  }
1490 
1491  implied_bounds_processor_.IbCutPool().TransferToManager(
1492  expanded_lp_solution_, &constraint_manager_);
1493  }
1494 
1495  glop::BasisState state = simplex_.GetState();
1496  if (constraint_manager_.ChangeLp(expanded_lp_solution_, &state)) {
1497  simplex_.LoadStateForNextSolve(state);
1498  if (!CreateLpFromConstraintManager()) {
1499  return integer_trail_->ReportConflict({});
1500  }
1501  const double old_obj = simplex_.GetObjectiveValue();
1502  if (!SolveLp()) return true;
1503  if (simplex_.GetProblemStatus() == glop::ProblemStatus::OPTIMAL) {
1504  VLOG(1) << "Relaxation improvement " << old_obj << " -> "
1505  << simplex_.GetObjectiveValue()
1506  << " diff: " << simplex_.GetObjectiveValue() - old_obj
1507  << " level: " << trail_->CurrentDecisionLevel();
1508  }
1509  } else {
1510  if (trail_->CurrentDecisionLevel() == 0) {
1511  lp_at_level_zero_is_final_ = true;
1512  }
1513  break;
1514  }
1515  }
1516 
1517  // A dual-unbounded problem is infeasible. We use the dual ray reason.
1519  if (parameters_.use_exact_lp_reason()) {
1520  if (!FillExactDualRayReason()) return true;
1521  } else {
1522  FillReducedCostReasonIn(simplex_.GetDualRayRowCombination(),
1523  &integer_reason_);
1524  }
1525  return integer_trail_->ReportConflict(integer_reason_);
1526  }
1527 
1528  // TODO(user): Update limits for DUAL_UNBOUNDED status as well.
1529  UpdateSimplexIterationLimit(/*min_iter=*/10, /*max_iter=*/1000);
1530 
1531  // Optimality deductions if problem has an objective.
1532  if (objective_is_defined_ &&
1535  // TODO(user): Maybe do a bit less computation when we cannot propagate
1536  // anything.
1537  if (parameters_.use_exact_lp_reason()) {
1538  if (!ExactLpReasonning()) return false;
1539 
1540  // Display when the inexact bound would have propagated more.
1541  if (VLOG_IS_ON(2)) {
1542  const double relaxed_optimal_objective = simplex_.GetObjectiveValue();
1543  const IntegerValue approximate_new_lb(static_cast<int64_t>(
1544  std::ceil(relaxed_optimal_objective - kCpEpsilon)));
1545  const IntegerValue propagated_lb =
1546  integer_trail_->LowerBound(objective_cp_);
1547  if (approximate_new_lb > propagated_lb) {
1548  VLOG(2) << "LP objective [ " << ToDouble(propagated_lb) << ", "
1549  << ToDouble(integer_trail_->UpperBound(objective_cp_))
1550  << " ] approx_lb += "
1551  << ToDouble(approximate_new_lb - propagated_lb) << " gap: "
1552  << integer_trail_->UpperBound(objective_cp_) - propagated_lb;
1553  }
1554  }
1555  } else {
1556  // Try to filter optimal objective value. Note that GetObjectiveValue()
1557  // already take care of the scaling so that it returns an objective in the
1558  // CP world.
1559  FillReducedCostReasonIn(simplex_.GetReducedCosts(), &integer_reason_);
1560  const double objective_cp_ub =
1561  ToDouble(integer_trail_->UpperBound(objective_cp_));
1562  const double relaxed_optimal_objective = simplex_.GetObjectiveValue();
1563  ReducedCostStrengtheningDeductions(objective_cp_ub -
1564  relaxed_optimal_objective);
1565  if (!deductions_.empty()) {
1566  deductions_reason_ = integer_reason_;
1567  deductions_reason_.push_back(
1568  integer_trail_->UpperBoundAsLiteral(objective_cp_));
1569  }
1570 
1571  // Push new objective lb.
1572  const IntegerValue approximate_new_lb(static_cast<int64_t>(
1573  std::ceil(relaxed_optimal_objective - kCpEpsilon)));
1574  if (approximate_new_lb > integer_trail_->LowerBound(objective_cp_)) {
1575  const IntegerLiteral deduction =
1576  IntegerLiteral::GreaterOrEqual(objective_cp_, approximate_new_lb);
1577  if (!integer_trail_->Enqueue(deduction, {}, integer_reason_)) {
1578  return false;
1579  }
1580  }
1581 
1582  // Push reduced cost strengthening bounds.
1583  if (!deductions_.empty()) {
1584  const int trail_index_with_same_reason = integer_trail_->Index();
1585  for (const IntegerLiteral deduction : deductions_) {
1586  if (!integer_trail_->Enqueue(deduction, {}, deductions_reason_,
1587  trail_index_with_same_reason)) {
1588  return false;
1589  }
1590  }
1591  }
1592  }
1593  }
1594 
1595  // Copy more info about the current solution.
1596  if (simplex_.GetProblemStatus() == glop::ProblemStatus::OPTIMAL) {
1597  CHECK(lp_solution_is_set_);
1598 
1599  lp_objective_ = simplex_.GetObjectiveValue();
1600  lp_solution_is_integer_ = true;
1601  const int num_vars = integer_variables_.size();
1602  for (int i = 0; i < num_vars; i++) {
1603  lp_reduced_cost_[i] = scaler_.UnscaleReducedCost(
1604  glop::ColIndex(i), simplex_.GetReducedCost(glop::ColIndex(i)));
1605  if (std::abs(lp_solution_[i] - std::round(lp_solution_[i])) >
1606  kCpEpsilon) {
1607  lp_solution_is_integer_ = false;
1608  }
1609  }
1610 
1611  if (compute_reduced_cost_averages_) {
1612  UpdateAverageReducedCosts();
1613  }
1614  }
1615 
1616  if (parameters_.use_branching_in_lp() && objective_is_defined_ &&
1617  trail_->CurrentDecisionLevel() == 0 && !is_degenerate_ &&
1618  lp_solution_is_set_ && !lp_solution_is_integer_ &&
1619  parameters_.linearization_level() >= 2 &&
1620  compute_reduced_cost_averages_ &&
1622  count_since_last_branching_++;
1623  if (count_since_last_branching_ < branching_frequency_) {
1624  return true;
1625  }
1626  count_since_last_branching_ = 0;
1627  bool branching_successful = false;
1628 
1629  // Strong branching on top max_num_branches variable.
1630  const int max_num_branches = 3;
1631  const int num_vars = integer_variables_.size();
1632  std::vector<std::pair<double, IntegerVariable>> branching_vars;
1633  for (int i = 0; i < num_vars; ++i) {
1634  const IntegerVariable var = integer_variables_[i];
1635  const IntegerVariable positive_var = PositiveVariable(var);
1636 
1637  // Skip non fractional variables.
1638  const double current_value = GetSolutionValue(positive_var);
1639  if (std::abs(current_value - std::round(current_value)) <= kCpEpsilon) {
1640  continue;
1641  }
1642 
1643  // Skip ignored variables.
1644  if (integer_trail_->IsCurrentlyIgnored(var)) continue;
1645 
1646  // We can use any metric to select a variable to branch on. Reduced cost
1647  // average is one of the most promissing metric. It captures the history
1648  // of the objective bound improvement in LP due to changes in the given
1649  // variable bounds.
1650  //
1651  // NOTE: We also experimented using PseudoCosts and most recent reduced
1652  // cost as metrics but it doesn't give better results on benchmarks.
1653  const double cost_i = rc_scores_[i];
1654  std::pair<double, IntegerVariable> branching_var =
1655  std::make_pair(-cost_i, positive_var);
1656  auto iterator = std::lower_bound(branching_vars.begin(),
1657  branching_vars.end(), branching_var);
1658 
1659  branching_vars.insert(iterator, branching_var);
1660  if (branching_vars.size() > max_num_branches) {
1661  branching_vars.resize(max_num_branches);
1662  }
1663  }
1664 
1665  for (const std::pair<double, IntegerVariable>& branching_var :
1666  branching_vars) {
1667  const IntegerVariable positive_var = branching_var.second;
1668  VLOG(2) << "Branching on: " << positive_var;
1669  if (BranchOnVar(positive_var)) {
1670  VLOG(2) << "Branching successful.";
1671  branching_successful = true;
1672  } else {
1673  break;
1674  }
1675  }
1676  if (!branching_successful) {
1677  branching_frequency_ *= 2;
1678  }
1679  }
1680  return true;
1681 }
1682 
1683 // Returns kMinIntegerValue in case of overflow.
1684 //
1685 // TODO(user): Because of PreventOverflow(), this should actually never happen.
1686 IntegerValue LinearProgrammingConstraint::GetImpliedLowerBound(
1687  const LinearConstraint& terms) const {
1688  IntegerValue lower_bound(0);
1689  const int size = terms.vars.size();
1690  for (int i = 0; i < size; ++i) {
1691  const IntegerVariable var = terms.vars[i];
1692  const IntegerValue coeff = terms.coeffs[i];
1693  CHECK_NE(coeff, 0);
1694  const IntegerValue bound = coeff > 0 ? integer_trail_->LowerBound(var)
1695  : integer_trail_->UpperBound(var);
1696  if (!AddProductTo(bound, coeff, &lower_bound)) return kMinIntegerValue;
1697  }
1698  return lower_bound;
1699 }
1700 
1701 bool LinearProgrammingConstraint::PossibleOverflow(
1702  const LinearConstraint& constraint) {
1703  IntegerValue lower_bound(0);
1704  const int size = constraint.vars.size();
1705  for (int i = 0; i < size; ++i) {
1706  const IntegerVariable var = constraint.vars[i];
1707  const IntegerValue coeff = constraint.coeffs[i];
1708  CHECK_NE(coeff, 0);
1709  const IntegerValue bound = coeff > 0
1710  ? integer_trail_->LevelZeroLowerBound(var)
1711  : integer_trail_->LevelZeroUpperBound(var);
1712  if (!AddProductTo(bound, coeff, &lower_bound)) {
1713  return true;
1714  }
1715  }
1716  const int64_t slack = CapAdd(lower_bound.value(), -constraint.ub.value());
1717  if (slack == std::numeric_limits<int64_t>::min() ||
1718  slack == std::numeric_limits<int64_t>::max()) {
1719  return true;
1720  }
1721  return false;
1722 }
1723 
1724 namespace {
1725 
1726 absl::int128 FloorRatio128(absl::int128 x, IntegerValue positive_div) {
1727  absl::int128 div128(positive_div.value());
1728  absl::int128 result = x / div128;
1729  if (result * div128 > x) return result - 1;
1730  return result;
1731 }
1732 
1733 } // namespace
1734 
1735 void LinearProgrammingConstraint::PreventOverflow(LinearConstraint* constraint,
1736  int max_pow) {
1737  // First, make all coefficient positive.
1738  MakeAllCoefficientsPositive(constraint);
1739 
1740  // Compute the min/max possible partial sum. Note that we need to use the
1741  // level zero bounds here since we might use this cut after backtrack.
1742  double sum_min = std::min(0.0, ToDouble(-constraint->ub));
1743  double sum_max = std::max(0.0, ToDouble(-constraint->ub));
1744  const int size = constraint->vars.size();
1745  for (int i = 0; i < size; ++i) {
1746  const IntegerVariable var = constraint->vars[i];
1747  const double coeff = ToDouble(constraint->coeffs[i]);
1748  sum_min +=
1749  coeff *
1750  std::min(0.0, ToDouble(integer_trail_->LevelZeroLowerBound(var)));
1751  sum_max +=
1752  coeff *
1753  std::max(0.0, ToDouble(integer_trail_->LevelZeroUpperBound(var)));
1754  }
1755  const double max_value = std::max({sum_max, -sum_min, sum_max - sum_min});
1756 
1757  const IntegerValue divisor(std::ceil(std::ldexp(max_value, -max_pow)));
1758  if (divisor <= 1) return;
1759 
1760  // To be correct, we need to shift all variable so that they are positive.
1761  //
1762  // Important: One might be tempted to think that using the current variable
1763  // bounds is okay here since we only use this to derive cut/constraint that
1764  // only needs to be locally valid. However, in some corner cases (like when
1765  // one term become zero), we might loose the fact that we used one of the
1766  // variable bound to derive the new constraint, so we will miss it in the
1767  // explanation !!
1768  //
1769  // TODO(user): This code is tricky and similar to the one to generate cuts.
1770  // Test and may reduce the duplication? note however that here we use int128
1771  // to deal with potential overflow.
1772  int new_size = 0;
1773  absl::int128 adjust = 0;
1774  for (int i = 0; i < size; ++i) {
1775  const IntegerValue old_coeff = constraint->coeffs[i];
1776  const IntegerValue new_coeff = FloorRatio(old_coeff, divisor);
1777 
1778  // Compute the rhs adjustement.
1779  const absl::int128 remainder =
1780  absl::int128(old_coeff.value()) -
1781  absl::int128(new_coeff.value()) * absl::int128(divisor.value());
1782  adjust +=
1783  remainder *
1784  absl::int128(
1785  integer_trail_->LevelZeroLowerBound(constraint->vars[i]).value());
1786 
1787  if (new_coeff == 0) continue;
1788  constraint->vars[new_size] = constraint->vars[i];
1789  constraint->coeffs[new_size] = new_coeff;
1790  ++new_size;
1791  }
1792  constraint->vars.resize(new_size);
1793  constraint->coeffs.resize(new_size);
1794 
1795  constraint->ub = IntegerValue(static_cast<int64_t>(
1796  FloorRatio128(absl::int128(constraint->ub.value()) - adjust, divisor)));
1797 }
1798 
1799 // TODO(user): combine this with RelaxLinearReason() to avoid the extra
1800 // magnitude vector and the weird precondition of RelaxLinearReason().
1801 void LinearProgrammingConstraint::SetImpliedLowerBoundReason(
1802  const LinearConstraint& terms, IntegerValue slack) {
1803  integer_reason_.clear();
1804  std::vector<IntegerValue> magnitudes;
1805  const int size = terms.vars.size();
1806  for (int i = 0; i < size; ++i) {
1807  const IntegerVariable var = terms.vars[i];
1808  const IntegerValue coeff = terms.coeffs[i];
1809  CHECK_NE(coeff, 0);
1810  if (coeff > 0) {
1811  magnitudes.push_back(coeff);
1812  integer_reason_.push_back(integer_trail_->LowerBoundAsLiteral(var));
1813  } else {
1814  magnitudes.push_back(-coeff);
1815  integer_reason_.push_back(integer_trail_->UpperBoundAsLiteral(var));
1816  }
1817  }
1818  CHECK_GE(slack, 0);
1819  if (slack > 0) {
1820  integer_trail_->RelaxLinearReason(slack, magnitudes, &integer_reason_);
1821  }
1822  integer_trail_->RemoveLevelZeroBounds(&integer_reason_);
1823 }
1824 
1825 std::vector<std::pair<RowIndex, IntegerValue>>
1826 LinearProgrammingConstraint::ScaleLpMultiplier(
1827  bool take_objective_into_account,
1828  const std::vector<std::pair<RowIndex, double>>& lp_multipliers,
1829  Fractional* scaling, int max_pow) const {
1830  double max_sum = 0.0;
1831  tmp_cp_multipliers_.clear();
1832  for (const std::pair<RowIndex, double>& p : lp_multipliers) {
1833  const RowIndex row = p.first;
1834  const Fractional lp_multi = p.second;
1835 
1836  // We ignore small values since these are likely errors and will not
1837  // contribute much to the new lp constraint anyway.
1838  if (std::abs(lp_multi) < kZeroTolerance) continue;
1839 
1840  // Remove trivial bad cases.
1841  //
1842  // TODO(user): It might be better (when possible) to use the OPTIMAL row
1843  // status since in most situation we do want the constraint we add to be
1844  // tight under the current LP solution. Only for infeasible problem we might
1845  // not have access to the status.
1846  if (lp_multi > 0.0 && integer_lp_[row].ub >= kMaxIntegerValue) {
1847  continue;
1848  }
1849  if (lp_multi < 0.0 && integer_lp_[row].lb <= kMinIntegerValue) {
1850  continue;
1851  }
1852 
1853  const Fractional cp_multi = scaler_.UnscaleDualValue(row, lp_multi);
1854  tmp_cp_multipliers_.push_back({row, cp_multi});
1855  max_sum += ToDouble(infinity_norms_[row]) * std::abs(cp_multi);
1856  }
1857 
1858  // This behave exactly like if we had another "objective" constraint with
1859  // an lp_multi of 1.0 and a cp_multi of 1.0.
1860  if (take_objective_into_account) {
1861  max_sum += ToDouble(objective_infinity_norm_);
1862  }
1863 
1864  *scaling = 1.0;
1865  std::vector<std::pair<RowIndex, IntegerValue>> integer_multipliers;
1866  if (max_sum == 0.0) {
1867  // Empty linear combinaison.
1868  return integer_multipliers;
1869  }
1870 
1871  // We want max_sum * scaling to be <= 2 ^ max_pow and fit on an int64_t.
1872  // We use a power of 2 as this seems to work better.
1873  const double threshold = std::ldexp(1, max_pow) / max_sum;
1874  if (threshold < 1.0) {
1875  // TODO(user): we currently do not support scaling down, so we just abort
1876  // in this case.
1877  return integer_multipliers;
1878  }
1879  while (2 * *scaling <= threshold) *scaling *= 2;
1880 
1881  // Scale the multipliers by *scaling.
1882  //
1883  // TODO(user): Maybe use int128 to avoid overflow?
1884  for (const auto entry : tmp_cp_multipliers_) {
1885  const IntegerValue coeff(std::round(entry.second * (*scaling)));
1886  if (coeff != 0) integer_multipliers.push_back({entry.first, coeff});
1887  }
1888  return integer_multipliers;
1889 }
1890 
1891 bool LinearProgrammingConstraint::ComputeNewLinearConstraint(
1892  const std::vector<std::pair<RowIndex, IntegerValue>>& integer_multipliers,
1893  ScatteredIntegerVector* scattered_vector, IntegerValue* upper_bound) const {
1894  // Initialize the new constraint.
1895  *upper_bound = 0;
1896  scattered_vector->ClearAndResize(integer_variables_.size());
1897 
1898  // Compute the new constraint by taking the linear combination given by
1899  // integer_multipliers of the integer constraints in integer_lp_.
1900  for (const std::pair<RowIndex, IntegerValue> term : integer_multipliers) {
1901  const RowIndex row = term.first;
1902  const IntegerValue multiplier = term.second;
1903  CHECK_LT(row, integer_lp_.size());
1904 
1905  // Update the constraint.
1906  if (!scattered_vector->AddLinearExpressionMultiple(
1907  multiplier, integer_lp_[row].terms)) {
1908  return false;
1909  }
1910 
1911  // Update the upper bound.
1912  const IntegerValue bound =
1913  multiplier > 0 ? integer_lp_[row].ub : integer_lp_[row].lb;
1914  if (!AddProductTo(multiplier, bound, upper_bound)) return false;
1915  }
1916 
1917  return true;
1918 }
1919 
1920 // TODO(user): no need to update the multipliers.
1921 void LinearProgrammingConstraint::AdjustNewLinearConstraint(
1922  std::vector<std::pair<glop::RowIndex, IntegerValue>>* integer_multipliers,
1923  ScatteredIntegerVector* scattered_vector, IntegerValue* upper_bound) const {
1924  const IntegerValue kMaxWantedCoeff(1e18);
1925  for (std::pair<RowIndex, IntegerValue>& term : *integer_multipliers) {
1926  const RowIndex row = term.first;
1927  const IntegerValue multiplier = term.second;
1928  if (multiplier == 0) continue;
1929 
1930  // We will only allow change of the form "multiplier += to_add" with to_add
1931  // in [-negative_limit, positive_limit].
1932  IntegerValue negative_limit = kMaxWantedCoeff;
1933  IntegerValue positive_limit = kMaxWantedCoeff;
1934 
1935  // Make sure we never change the sign of the multiplier, except if the
1936  // row is an equality in which case we don't care.
1937  if (integer_lp_[row].ub != integer_lp_[row].lb) {
1938  if (multiplier > 0) {
1939  negative_limit = std::min(negative_limit, multiplier);
1940  } else {
1941  positive_limit = std::min(positive_limit, -multiplier);
1942  }
1943  }
1944 
1945  // Make sure upper_bound + to_add * row_bound never overflow.
1946  const IntegerValue row_bound =
1947  multiplier > 0 ? integer_lp_[row].ub : integer_lp_[row].lb;
1948  if (row_bound != 0) {
1949  const IntegerValue limit1 = FloorRatio(
1950  std::max(IntegerValue(0), kMaxWantedCoeff - IntTypeAbs(*upper_bound)),
1951  IntTypeAbs(row_bound));
1952  const IntegerValue limit2 =
1953  FloorRatio(kMaxWantedCoeff, IntTypeAbs(row_bound));
1954  if ((*upper_bound > 0) == (row_bound > 0)) { // Same sign.
1955  positive_limit = std::min(positive_limit, limit1);
1956  negative_limit = std::min(negative_limit, limit2);
1957  } else {
1958  negative_limit = std::min(negative_limit, limit1);
1959  positive_limit = std::min(positive_limit, limit2);
1960  }
1961  }
1962 
1963  // If we add the row to the scattered_vector, diff will indicate by how much
1964  // |upper_bound - ImpliedLB(scattered_vector)| will change. That correspond
1965  // to increasing the multiplier by 1.
1966  //
1967  // At this stage, we are not sure computing sum coeff * bound will not
1968  // overflow, so we use floating point numbers. It is fine to do so since
1969  // this is not directly involved in the actual exact constraint generation:
1970  // these variables are just used in an heuristic.
1971  double positive_diff = ToDouble(row_bound);
1972  double negative_diff = ToDouble(row_bound);
1973 
1974  // TODO(user): we could relax a bit some of the condition and allow a sign
1975  // change. It is just trickier to compute the diff when we allow such
1976  // changes.
1977  for (const auto entry : integer_lp_[row].terms) {
1978  const ColIndex col = entry.first;
1979  const IntegerValue coeff = entry.second;
1980  const IntegerValue abs_coef = IntTypeAbs(coeff);
1981  CHECK_NE(coeff, 0);
1982 
1983  const IntegerVariable var = integer_variables_[col.value()];
1984  const IntegerValue lb = integer_trail_->LowerBound(var);
1985  const IntegerValue ub = integer_trail_->UpperBound(var);
1986 
1987  // Moving a variable away from zero seems to improve the bound even
1988  // if it reduces the number of non-zero. Note that this is because of
1989  // this that positive_diff and negative_diff are not the same.
1990  const IntegerValue current = (*scattered_vector)[col];
1991  if (current == 0) {
1992  const IntegerValue overflow_limit(
1993  FloorRatio(kMaxWantedCoeff, abs_coef));
1994  positive_limit = std::min(positive_limit, overflow_limit);
1995  negative_limit = std::min(negative_limit, overflow_limit);
1996  if (coeff > 0) {
1997  positive_diff -= ToDouble(coeff) * ToDouble(lb);
1998  negative_diff -= ToDouble(coeff) * ToDouble(ub);
1999  } else {
2000  positive_diff -= ToDouble(coeff) * ToDouble(ub);
2001  negative_diff -= ToDouble(coeff) * ToDouble(lb);
2002  }
2003  continue;
2004  }
2005 
2006  // We don't want to change the sign of current (except if the variable is
2007  // fixed) or to have an overflow.
2008  //
2009  // Corner case:
2010  // - IntTypeAbs(current) can be larger than kMaxWantedCoeff!
2011  // - The code assumes that 2 * kMaxWantedCoeff do not overflow.
2012  const IntegerValue current_magnitude = IntTypeAbs(current);
2013  const IntegerValue other_direction_limit = FloorRatio(
2014  lb == ub
2015  ? kMaxWantedCoeff + std::min(current_magnitude,
2016  kMaxIntegerValue - kMaxWantedCoeff)
2017  : current_magnitude,
2018  abs_coef);
2019  const IntegerValue same_direction_limit(FloorRatio(
2020  std::max(IntegerValue(0), kMaxWantedCoeff - current_magnitude),
2021  abs_coef));
2022  if ((current > 0) == (coeff > 0)) { // Same sign.
2023  negative_limit = std::min(negative_limit, other_direction_limit);
2024  positive_limit = std::min(positive_limit, same_direction_limit);
2025  } else {
2026  negative_limit = std::min(negative_limit, same_direction_limit);
2027  positive_limit = std::min(positive_limit, other_direction_limit);
2028  }
2029 
2030  // This is how diff change.
2031  const IntegerValue implied = current > 0 ? lb : ub;
2032  if (implied != 0) {
2033  positive_diff -= ToDouble(coeff) * ToDouble(implied);
2034  negative_diff -= ToDouble(coeff) * ToDouble(implied);
2035  }
2036  }
2037 
2038  // Only add a multiple of this row if it tighten the final constraint.
2039  // The positive_diff/negative_diff are supposed to be integer modulo the
2040  // double precision, so we only add a multiple if they seems far away from
2041  // zero.
2042  IntegerValue to_add(0);
2043  if (positive_diff <= -1.0 && positive_limit > 0) {
2044  to_add = positive_limit;
2045  }
2046  if (negative_diff >= 1.0 && negative_limit > 0) {
2047  // Pick this if it is better than the positive sign.
2048  if (to_add == 0 ||
2049  std::abs(ToDouble(negative_limit) * negative_diff) >
2050  std::abs(ToDouble(positive_limit) * positive_diff)) {
2051  to_add = -negative_limit;
2052  }
2053  }
2054  if (to_add != 0) {
2055  term.second += to_add;
2056  *upper_bound += to_add * row_bound;
2057 
2058  // TODO(user): we could avoid checking overflow here, but this is likely
2059  // not in the hot loop.
2060  CHECK(scattered_vector->AddLinearExpressionMultiple(
2061  to_add, integer_lp_[row].terms));
2062  }
2063  }
2064 }
2065 
2066 // The "exact" computation go as follow:
2067 //
2068 // Given any INTEGER linear combination of the LP constraints, we can create a
2069 // new integer constraint that is valid (its computation must not overflow
2070 // though). Lets call this "linear_combination <= ub". We can then always add to
2071 // it the inequality "objective_terms <= objective_var", so we get:
2072 // ImpliedLB(objective_terms + linear_combination) - ub <= objective_var.
2073 // where ImpliedLB() is computed from the variable current bounds.
2074 //
2075 // Now, if we use for the linear combination and approximation of the optimal
2076 // negated dual LP values (by scaling them and rounding them to integer), we
2077 // will get an EXACT objective lower bound that is more or less the same as the
2078 // inexact bound given by the LP relaxation. This allows to derive exact reasons
2079 // for any propagation done by this constraint.
2080 bool LinearProgrammingConstraint::ExactLpReasonning() {
2081  // Clear old reason and deductions.
2082  integer_reason_.clear();
2083  deductions_.clear();
2084  deductions_reason_.clear();
2085 
2086  // The row multipliers will be the negation of the LP duals.
2087  //
2088  // TODO(user): Provide and use a sparse API in Glop to get the duals.
2089  const RowIndex num_rows = simplex_.GetProblemNumRows();
2090  std::vector<std::pair<RowIndex, double>> lp_multipliers;
2091  for (RowIndex row(0); row < num_rows; ++row) {
2092  const double value = -simplex_.GetDualValue(row);
2093  if (std::abs(value) < kZeroTolerance) continue;
2094  lp_multipliers.push_back({row, value});
2095  }
2096 
2097  Fractional scaling;
2098  std::vector<std::pair<RowIndex, IntegerValue>> integer_multipliers =
2099  ScaleLpMultiplier(/*take_objective_into_account=*/true, lp_multipliers,
2100  &scaling);
2101 
2102  IntegerValue rc_ub;
2103  if (!ComputeNewLinearConstraint(integer_multipliers, &tmp_scattered_vector_,
2104  &rc_ub)) {
2105  VLOG(1) << "Issue while computing the exact LP reason. Aborting.";
2106  return true;
2107  }
2108 
2109  // The "objective constraint" behave like if the unscaled cp multiplier was
2110  // 1.0, so we will multiply it by this number and add it to reduced_costs.
2111  const IntegerValue obj_scale(std::round(scaling));
2112  if (obj_scale == 0) {
2113  VLOG(1) << "Overflow during exact LP reasoning. scaling=" << scaling;
2114  return true;
2115  }
2116  CHECK(tmp_scattered_vector_.AddLinearExpressionMultiple(obj_scale,
2117  integer_objective_));
2118  CHECK(AddProductTo(-obj_scale, integer_objective_offset_, &rc_ub));
2119  AdjustNewLinearConstraint(&integer_multipliers, &tmp_scattered_vector_,
2120  &rc_ub);
2121 
2122  // Create the IntegerSumLE that will allow to propagate the objective and more
2123  // generally do the reduced cost fixing.
2124  LinearConstraint new_constraint;
2125  tmp_scattered_vector_.ConvertToLinearConstraint(integer_variables_, rc_ub,
2126  &new_constraint);
2127  new_constraint.vars.push_back(objective_cp_);
2128  new_constraint.coeffs.push_back(-obj_scale);
2129  DivideByGCD(&new_constraint);
2130  PreventOverflow(&new_constraint);
2131  DCHECK(!PossibleOverflow(new_constraint));
2132  DCHECK(constraint_manager_.DebugCheckConstraint(new_constraint));
2133 
2134  // Corner case where prevent overflow removed all terms.
2135  if (new_constraint.vars.empty()) {
2136  trail_->MutableConflict()->clear();
2137  return new_constraint.ub >= 0;
2138  }
2139 
2140  IntegerSumLE* cp_constraint =
2141  new IntegerSumLE({}, new_constraint.vars, new_constraint.coeffs,
2142  new_constraint.ub, model_);
2143  if (trail_->CurrentDecisionLevel() == 0) {
2144  // Since we will never ask the reason for a constraint at level 0, we just
2145  // keep the last one.
2146  optimal_constraints_.clear();
2147  }
2148  optimal_constraints_.emplace_back(cp_constraint);
2149  rev_optimal_constraints_size_ = optimal_constraints_.size();
2150  if (!cp_constraint->PropagateAtLevelZero()) return false;
2151  return cp_constraint->Propagate();
2152 }
2153 
2154 bool LinearProgrammingConstraint::FillExactDualRayReason() {
2155  Fractional scaling;
2156  const glop::DenseColumn ray = simplex_.GetDualRay();
2157  std::vector<std::pair<RowIndex, double>> lp_multipliers;
2158  for (RowIndex row(0); row < ray.size(); ++row) {
2159  const double value = ray[row];
2160  if (std::abs(value) < kZeroTolerance) continue;
2161  lp_multipliers.push_back({row, value});
2162  }
2163  std::vector<std::pair<RowIndex, IntegerValue>> integer_multipliers =
2164  ScaleLpMultiplier(/*take_objective_into_account=*/false, lp_multipliers,
2165  &scaling);
2166 
2167  IntegerValue new_constraint_ub;
2168  if (!ComputeNewLinearConstraint(integer_multipliers, &tmp_scattered_vector_,
2169  &new_constraint_ub)) {
2170  VLOG(1) << "Isse while computing the exact dual ray reason. Aborting.";
2171  return false;
2172  }
2173 
2174  AdjustNewLinearConstraint(&integer_multipliers, &tmp_scattered_vector_,
2175  &new_constraint_ub);
2176 
2177  LinearConstraint new_constraint;
2178  tmp_scattered_vector_.ConvertToLinearConstraint(
2179  integer_variables_, new_constraint_ub, &new_constraint);
2180  DivideByGCD(&new_constraint);
2181  PreventOverflow(&new_constraint);
2182  DCHECK(!PossibleOverflow(new_constraint));
2183  DCHECK(constraint_manager_.DebugCheckConstraint(new_constraint));
2184 
2185  const IntegerValue implied_lb = GetImpliedLowerBound(new_constraint);
2186  if (implied_lb <= new_constraint.ub) {
2187  VLOG(1) << "LP exact dual ray not infeasible,"
2188  << " implied_lb: " << implied_lb.value() / scaling
2189  << " ub: " << new_constraint.ub.value() / scaling;
2190  return false;
2191  }
2192  const IntegerValue slack = (implied_lb - new_constraint.ub) - 1;
2193  SetImpliedLowerBoundReason(new_constraint, slack);
2194  return true;
2195 }
2196 
2197 int64_t LinearProgrammingConstraint::CalculateDegeneracy() {
2198  const glop::ColIndex num_vars = simplex_.GetProblemNumCols();
2199  int num_non_basic_with_zero_rc = 0;
2200  for (glop::ColIndex i(0); i < num_vars; ++i) {
2201  const double rc = simplex_.GetReducedCost(i);
2202  if (rc != 0.0) continue;
2203  if (simplex_.GetVariableStatus(i) == glop::VariableStatus::BASIC) {
2204  continue;
2205  }
2206  num_non_basic_with_zero_rc++;
2207  }
2208  const int64_t num_cols = simplex_.GetProblemNumCols().value();
2209  is_degenerate_ = num_non_basic_with_zero_rc >= 0.3 * num_cols;
2210  return num_non_basic_with_zero_rc;
2211 }
2212 
2213 void LinearProgrammingConstraint::ReducedCostStrengtheningDeductions(
2214  double cp_objective_delta) {
2215  deductions_.clear();
2216 
2217  // TRICKY: while simplex_.GetObjectiveValue() use the objective scaling factor
2218  // stored in the lp_data_, all the other functions like GetReducedCost() or
2219  // GetVariableValue() do not.
2220  const double lp_objective_delta =
2221  cp_objective_delta / lp_data_.objective_scaling_factor();
2222  const int num_vars = integer_variables_.size();
2223  for (int i = 0; i < num_vars; i++) {
2224  const IntegerVariable cp_var = integer_variables_[i];
2225  const glop::ColIndex lp_var = glop::ColIndex(i);
2226  const double rc = simplex_.GetReducedCost(lp_var);
2227  const double value = simplex_.GetVariableValue(lp_var);
2228 
2229  if (rc == 0.0) continue;
2230  const double lp_other_bound = value + lp_objective_delta / rc;
2231  const double cp_other_bound =
2232  scaler_.UnscaleVariableValue(lp_var, lp_other_bound);
2233 
2234  if (rc > kLpEpsilon) {
2235  const double ub = ToDouble(integer_trail_->UpperBound(cp_var));
2236  const double new_ub = std::floor(cp_other_bound + kCpEpsilon);
2237  if (new_ub < ub) {
2238  // TODO(user): Because rc > kLpEpsilon, the lower_bound of cp_var
2239  // will be part of the reason returned by FillReducedCostsReason(), but
2240  // we actually do not need it here. Same below.
2241  const IntegerValue new_ub_int(static_cast<IntegerValue>(new_ub));
2242  deductions_.push_back(IntegerLiteral::LowerOrEqual(cp_var, new_ub_int));
2243  }
2244  } else if (rc < -kLpEpsilon) {
2245  const double lb = ToDouble(integer_trail_->LowerBound(cp_var));
2246  const double new_lb = std::ceil(cp_other_bound - kCpEpsilon);
2247  if (new_lb > lb) {
2248  const IntegerValue new_lb_int(static_cast<IntegerValue>(new_lb));
2249  deductions_.push_back(
2250  IntegerLiteral::GreaterOrEqual(cp_var, new_lb_int));
2251  }
2252  }
2253  }
2254 }
2255 
2256 namespace {
2257 
2258 // Add a cut of the form Sum_{outgoing arcs from S} lp >= rhs_lower_bound.
2259 //
2260 // Note that we used to also add the same cut for the incoming arcs, but because
2261 // of flow conservation on these problems, the outgoing flow is always the same
2262 // as the incoming flow, so adding this extra cut doesn't seem relevant.
2263 void AddOutgoingCut(
2264  int num_nodes, int subset_size, const std::vector<bool>& in_subset,
2265  const std::vector<int>& tails, const std::vector<int>& heads,
2266  const std::vector<Literal>& literals,
2267  const std::vector<double>& literal_lp_values, int64_t rhs_lower_bound,
2269  LinearConstraintManager* manager, Model* model) {
2270  // A node is said to be optional if it can be excluded from the subcircuit,
2271  // in which case there is a self-loop on that node.
2272  // If there are optional nodes, use extended formula:
2273  // sum(cut) >= 1 - optional_loop_in - optional_loop_out
2274  // where optional_loop_in's node is in subset, optional_loop_out's is out.
2275  // TODO(user): Favor optional loops fixed to zero at root.
2276  int num_optional_nodes_in = 0;
2277  int num_optional_nodes_out = 0;
2278  int optional_loop_in = -1;
2279  int optional_loop_out = -1;
2280  for (int i = 0; i < tails.size(); ++i) {
2281  if (tails[i] != heads[i]) continue;
2282  if (in_subset[tails[i]]) {
2283  num_optional_nodes_in++;
2284  if (optional_loop_in == -1 ||
2285  literal_lp_values[i] < literal_lp_values[optional_loop_in]) {
2286  optional_loop_in = i;
2287  }
2288  } else {
2289  num_optional_nodes_out++;
2290  if (optional_loop_out == -1 ||
2291  literal_lp_values[i] < literal_lp_values[optional_loop_out]) {
2292  optional_loop_out = i;
2293  }
2294  }
2295  }
2296 
2297  // TODO(user): The lower bound for CVRP is computed assuming all nodes must be
2298  // served, if it is > 1 we lower it to one in the presence of optional nodes.
2299  if (num_optional_nodes_in + num_optional_nodes_out > 0) {
2300  CHECK_GE(rhs_lower_bound, 1);
2301  rhs_lower_bound = 1;
2302  }
2303 
2304  LinearConstraintBuilder outgoing(model, IntegerValue(rhs_lower_bound),
2306  double sum_outgoing = 0.0;
2307 
2308  // Add outgoing arcs, compute outgoing flow.
2309  for (int i = 0; i < tails.size(); ++i) {
2310  if (in_subset[tails[i]] && !in_subset[heads[i]]) {
2311  sum_outgoing += literal_lp_values[i];
2312  CHECK(outgoing.AddLiteralTerm(literals[i], IntegerValue(1)));
2313  }
2314  }
2315 
2316  // Support optional nodes if any.
2317  if (num_optional_nodes_in + num_optional_nodes_out > 0) {
2318  // When all optionals of one side are excluded in lp solution, no cut.
2319  if (num_optional_nodes_in == subset_size &&
2320  (optional_loop_in == -1 ||
2321  literal_lp_values[optional_loop_in] > 1.0 - 1e-6)) {
2322  return;
2323  }
2324  if (num_optional_nodes_out == num_nodes - subset_size &&
2325  (optional_loop_out == -1 ||
2326  literal_lp_values[optional_loop_out] > 1.0 - 1e-6)) {
2327  return;
2328  }
2329 
2330  // There is no mandatory node in subset, add optional_loop_in.
2331  if (num_optional_nodes_in == subset_size) {
2332  CHECK(
2333  outgoing.AddLiteralTerm(literals[optional_loop_in], IntegerValue(1)));
2334  sum_outgoing += literal_lp_values[optional_loop_in];
2335  }
2336 
2337  // There is no mandatory node out of subset, add optional_loop_out.
2338  if (num_optional_nodes_out == num_nodes - subset_size) {
2339  CHECK(outgoing.AddLiteralTerm(literals[optional_loop_out],
2340  IntegerValue(1)));
2341  sum_outgoing += literal_lp_values[optional_loop_out];
2342  }
2343  }
2344 
2345  if (sum_outgoing < rhs_lower_bound - 1e-6) {
2346  manager->AddCut(outgoing.Build(), "Circuit", lp_values);
2347  }
2348 }
2349 
2350 } // namespace
2351 
2352 // We roughly follow the algorithm described in section 6 of "The Traveling
2353 // Salesman Problem, A computational Study", David L. Applegate, Robert E.
2354 // Bixby, Vasek Chvatal, William J. Cook.
2355 //
2356 // Note that this is mainly a "symmetric" case algo, but it does still work for
2357 // the asymmetric case.
2359  int num_nodes, const std::vector<int>& tails, const std::vector<int>& heads,
2360  const std::vector<Literal>& literals,
2362  absl::Span<const int64_t> demands, int64_t capacity,
2363  LinearConstraintManager* manager, Model* model) {
2364  if (num_nodes <= 2) return;
2365 
2366  // We will collect only the arcs with a positive lp_values to speed up some
2367  // computation below.
2368  struct Arc {
2369  int tail;
2370  int head;
2371  double lp_value;
2372  };
2373  std::vector<Arc> relevant_arcs;
2374 
2375  // Sort the arcs by non-increasing lp_values.
2376  std::vector<double> literal_lp_values(literals.size());
2377  std::vector<std::pair<double, int>> arc_by_decreasing_lp_values;
2378  auto* encoder = model->GetOrCreate<IntegerEncoder>();
2379  for (int i = 0; i < literals.size(); ++i) {
2380  double lp_value;
2381  const IntegerVariable direct_view = encoder->GetLiteralView(literals[i]);
2382  if (direct_view != kNoIntegerVariable) {
2383  lp_value = lp_values[direct_view];
2384  } else {
2385  lp_value =
2386  1.0 - lp_values[encoder->GetLiteralView(literals[i].Negated())];
2387  }
2388  literal_lp_values[i] = lp_value;
2389 
2390  if (lp_value < 1e-6) continue;
2391  relevant_arcs.push_back({tails[i], heads[i], lp_value});
2392  arc_by_decreasing_lp_values.push_back({lp_value, i});
2393  }
2394  std::sort(arc_by_decreasing_lp_values.begin(),
2395  arc_by_decreasing_lp_values.end(),
2396  std::greater<std::pair<double, int>>());
2397 
2398  // We will do a union-find by adding one by one the arc of the lp solution
2399  // in the order above. Every intermediate set during this construction will
2400  // be a candidate for a cut.
2401  //
2402  // In parallel to the union-find, to efficiently reconstruct these sets (at
2403  // most num_nodes), we construct a "decomposition forest" of the different
2404  // connected components. Note that we don't exploit any asymmetric nature of
2405  // the graph here. This is exactly the algo 6.3 in the book above.
2406  int num_components = num_nodes;
2407  std::vector<int> parent(num_nodes);
2408  std::vector<int> root(num_nodes);
2409  for (int i = 0; i < num_nodes; ++i) {
2410  parent[i] = i;
2411  root[i] = i;
2412  }
2413  auto get_root_and_compress_path = [&root](int node) {
2414  int r = node;
2415  while (root[r] != r) r = root[r];
2416  while (root[node] != r) {
2417  const int next = root[node];
2418  root[node] = r;
2419  node = next;
2420  }
2421  return r;
2422  };
2423  for (const auto pair : arc_by_decreasing_lp_values) {
2424  if (num_components == 2) break;
2425  const int tail = get_root_and_compress_path(tails[pair.second]);
2426  const int head = get_root_and_compress_path(heads[pair.second]);
2427  if (tail != head) {
2428  // Update the decomposition forest, note that the number of nodes is
2429  // growing.
2430  const int new_node = parent.size();
2431  parent.push_back(new_node);
2432  parent[head] = new_node;
2433  parent[tail] = new_node;
2434  --num_components;
2435 
2436  // It is important that the union-find representative is the same node.
2437  root.push_back(new_node);
2438  root[head] = new_node;
2439  root[tail] = new_node;
2440  }
2441  }
2442 
2443  // For each node in the decomposition forest, try to add a cut for the set
2444  // formed by the nodes and its children. To do that efficiently, we first
2445  // order the nodes so that for each node in a tree, the set of children forms
2446  // a consecutive span in the pre_order vector. This vector just lists the
2447  // nodes in the "pre-order" graph traversal order. The Spans will point inside
2448  // the pre_order vector, it is why we initialize it once and for all.
2449  int new_size = 0;
2450  std::vector<int> pre_order(num_nodes);
2451  std::vector<absl::Span<const int>> subsets;
2452  {
2453  std::vector<absl::InlinedVector<int, 2>> graph(parent.size());
2454  for (int i = 0; i < parent.size(); ++i) {
2455  if (parent[i] != i) graph[parent[i]].push_back(i);
2456  }
2457  std::vector<int> queue;
2458  std::vector<bool> seen(graph.size(), false);
2459  std::vector<int> start_index(parent.size());
2460  for (int i = num_nodes; i < parent.size(); ++i) {
2461  // Note that because of the way we constructed 'parent', the graph is a
2462  // binary tree. This is not required for the correctness of the algorithm
2463  // here though.
2464  CHECK(graph[i].empty() || graph[i].size() == 2);
2465  if (parent[i] != i) continue;
2466 
2467  // Explore the subtree rooted at node i.
2468  CHECK(!seen[i]);
2469  queue.push_back(i);
2470  while (!queue.empty()) {
2471  const int node = queue.back();
2472  if (seen[node]) {
2473  queue.pop_back();
2474  // All the children of node are in the span [start, end) of the
2475  // pre_order vector.
2476  const int start = start_index[node];
2477  if (new_size - start > 1) {
2478  subsets.emplace_back(&pre_order[start], new_size - start);
2479  }
2480  continue;
2481  }
2482  seen[node] = true;
2483  start_index[node] = new_size;
2484  if (node < num_nodes) pre_order[new_size++] = node;
2485  for (const int child : graph[node]) {
2486  if (!seen[child]) queue.push_back(child);
2487  }
2488  }
2489  }
2490  }
2491 
2492  // Compute the total demands in order to know the minimum incoming/outgoing
2493  // flow.
2494  int64_t total_demands = 0;
2495  if (!demands.empty()) {
2496  for (const int64_t demand : demands) total_demands += demand;
2497  }
2498 
2499  // Process each subsets and add any violated cut.
2500  CHECK_EQ(pre_order.size(), num_nodes);
2501  std::vector<bool> in_subset(num_nodes, false);
2502  for (const absl::Span<const int> subset : subsets) {
2503  CHECK_GT(subset.size(), 1);
2504  CHECK_LT(subset.size(), num_nodes);
2505 
2506  // These fields will be left untouched if demands.empty().
2507  bool contain_depot = false;
2508  int64_t subset_demand = 0;
2509 
2510  // Initialize "in_subset" and the subset demands.
2511  for (const int n : subset) {
2512  in_subset[n] = true;
2513  if (!demands.empty()) {
2514  if (n == 0) contain_depot = true;
2515  subset_demand += demands[n];
2516  }
2517  }
2518 
2519  // Compute a lower bound on the outgoing flow.
2520  //
2521  // TODO(user): This lower bound assume all nodes in subset must be served,
2522  // which is not the case. For TSP we do the correct thing in
2523  // AddOutgoingCut() but not for CVRP... Fix!!
2524  //
2525  // TODO(user): It could be very interesting to see if this "min outgoing
2526  // flow" cannot be automatically infered from the constraint in the
2527  // precedence graph. This might work if we assume that any kind of path
2528  // cumul constraint is encoded with constraints:
2529  // [edge => value_head >= value_tail + edge_weight].
2530  // We could take the minimum incoming edge weight per node in the set, and
2531  // use the cumul variable domain to infer some capacity.
2532  int64_t min_outgoing_flow = 1;
2533  if (!demands.empty()) {
2534  min_outgoing_flow =
2535  contain_depot
2536  ? (total_demands - subset_demand + capacity - 1) / capacity
2537  : (subset_demand + capacity - 1) / capacity;
2538  }
2539 
2540  // We still need to serve nodes with a demand of zero, and in the corner
2541  // case where all node in subset have a zero demand, the formula above
2542  // result in a min_outgoing_flow of zero.
2543  min_outgoing_flow = std::max(min_outgoing_flow, int64_t{1});
2544 
2545  // Compute the current outgoing flow out of the subset.
2546  //
2547  // This can take a significant portion of the running time, it is why it is
2548  // faster to do it only on arcs with non-zero lp values which should be in
2549  // linear number rather than the total number of arc which can be quadratic.
2550  //
2551  // TODO(user): For the symmetric case there is an even faster algo. See if
2552  // it can be generalized to the asymmetric one if become needed.
2553  // Reference is algo 6.4 of the "The Traveling Salesman Problem" book
2554  // mentionned above.
2555  double outgoing_flow = 0.0;
2556  for (const auto arc : relevant_arcs) {
2557  if (in_subset[arc.tail] && !in_subset[arc.head]) {
2558  outgoing_flow += arc.lp_value;
2559  }
2560  }
2561 
2562  // Add a cut if the current outgoing flow is not enough.
2563  if (outgoing_flow < min_outgoing_flow - 1e-6) {
2564  AddOutgoingCut(num_nodes, subset.size(), in_subset, tails, heads,
2565  literals, literal_lp_values,
2566  /*rhs_lower_bound=*/min_outgoing_flow, lp_values, manager,
2567  model);
2568  }
2569 
2570  // Sparse clean up.
2571  for (const int n : subset) in_subset[n] = false;
2572  }
2573 }
2574 
2575 namespace {
2576 
2577 // Returns for each literal its integer view, or the view of its negation.
2578 std::vector<IntegerVariable> GetAssociatedVariables(
2579  const std::vector<Literal>& literals, Model* model) {
2580  auto* encoder = model->GetOrCreate<IntegerEncoder>();
2581  std::vector<IntegerVariable> result;
2582  for (const Literal l : literals) {
2583  const IntegerVariable direct_view = encoder->GetLiteralView(l);
2584  if (direct_view != kNoIntegerVariable) {
2585  result.push_back(direct_view);
2586  } else {
2587  result.push_back(encoder->GetLiteralView(l.Negated()));
2588  DCHECK_NE(result.back(), kNoIntegerVariable);
2589  }
2590  }
2591  return result;
2592 }
2593 
2594 } // namespace
2595 
2596 // We use a basic algorithm to detect components that are not connected to the
2597 // rest of the graph in the LP solution, and add cuts to force some arcs to
2598 // enter and leave this component from outside.
2600  int num_nodes, const std::vector<int>& tails, const std::vector<int>& heads,
2601  const std::vector<Literal>& literals, Model* model) {
2602  CutGenerator result;
2603  result.vars = GetAssociatedVariables(literals, model);
2604  result.generate_cuts =
2605  [num_nodes, tails, heads, literals, model](
2607  LinearConstraintManager* manager) {
2609  num_nodes, tails, heads, literals, lp_values,
2610  /*demands=*/{}, /*capacity=*/0, manager, model);
2611  return true;
2612  };
2613  return result;
2614 }
2615 
2617  const std::vector<int>& tails,
2618  const std::vector<int>& heads,
2619  const std::vector<Literal>& literals,
2620  const std::vector<int64_t>& demands,
2621  int64_t capacity, Model* model) {
2622  CutGenerator result;
2623  result.vars = GetAssociatedVariables(literals, model);
2624  result.generate_cuts =
2625  [num_nodes, tails, heads, demands, capacity, literals, model](
2627  LinearConstraintManager* manager) {
2628  SeparateSubtourInequalities(num_nodes, tails, heads, literals,
2629  lp_values, demands, capacity, manager,
2630  model);
2631  return true;
2632  };
2633  return result;
2634 }
2635 
2636 std::function<IntegerLiteral()>
2638  // Gather all 0-1 variables that appear in this LP.
2639  std::vector<IntegerVariable> variables;
2640  for (IntegerVariable var : integer_variables_) {
2641  if (integer_trail_->LowerBound(var) == 0 &&
2642  integer_trail_->UpperBound(var) == 1) {
2643  variables.push_back(var);
2644  }
2645  }
2646  VLOG(1) << "HeuristicLPMostInfeasibleBinary has " << variables.size()
2647  << " variables.";
2648 
2649  return [this, variables]() {
2650  const double kEpsilon = 1e-6;
2651  // Find most fractional value.
2652  IntegerVariable fractional_var = kNoIntegerVariable;
2653  double fractional_distance_best = -1.0;
2654  for (const IntegerVariable var : variables) {
2655  // Skip ignored and fixed variables.
2656  if (integer_trail_->IsCurrentlyIgnored(var)) continue;
2657  const IntegerValue lb = integer_trail_->LowerBound(var);
2658  const IntegerValue ub = integer_trail_->UpperBound(var);
2659  if (lb == ub) continue;
2660 
2661  // Check variable's support is fractional.
2662  const double lp_value = this->GetSolutionValue(var);
2663  const double fractional_distance =
2664  std::min(std::ceil(lp_value - kEpsilon) - lp_value,
2665  lp_value - std::floor(lp_value + kEpsilon));
2666  if (fractional_distance < kEpsilon) continue;
2667 
2668  // Keep variable if it is farther from integrality than the previous.
2669  if (fractional_distance > fractional_distance_best) {
2670  fractional_var = var;
2671  fractional_distance_best = fractional_distance;
2672  }
2673  }
2674 
2675  if (fractional_var != kNoIntegerVariable) {
2676  IntegerLiteral::GreaterOrEqual(fractional_var, IntegerValue(1));
2677  }
2678  return IntegerLiteral();
2679  };
2680 }
2681 
2682 std::function<IntegerLiteral()>
2684  // Gather all 0-1 variables that appear in this LP.
2685  std::vector<IntegerVariable> variables;
2686  for (IntegerVariable var : integer_variables_) {
2687  if (integer_trail_->LowerBound(var) == 0 &&
2688  integer_trail_->UpperBound(var) == 1) {
2689  variables.push_back(var);
2690  }
2691  }
2692  VLOG(1) << "HeuristicLpReducedCostBinary has " << variables.size()
2693  << " variables.";
2694 
2695  // Store average of reduced cost from 1 to 0. The best heuristic only sets
2696  // variables to one and cares about cost to zero, even though classic
2697  // pseudocost will use max_var min(cost_to_one[var], cost_to_zero[var]).
2698  const int num_vars = variables.size();
2699  std::vector<double> cost_to_zero(num_vars, 0.0);
2700  std::vector<int> num_cost_to_zero(num_vars);
2701  int num_calls = 0;
2702 
2703  return [=]() mutable {
2704  const double kEpsilon = 1e-6;
2705 
2706  // Every 10000 calls, decay pseudocosts.
2707  num_calls++;
2708  if (num_calls == 10000) {
2709  for (int i = 0; i < num_vars; i++) {
2710  cost_to_zero[i] /= 2;
2711  num_cost_to_zero[i] /= 2;
2712  }
2713  num_calls = 0;
2714  }
2715 
2716  // Accumulate pseudo-costs of all unassigned variables.
2717  for (int i = 0; i < num_vars; i++) {
2718  const IntegerVariable var = variables[i];
2719  // Skip ignored and fixed variables.
2720  if (integer_trail_->IsCurrentlyIgnored(var)) continue;
2721  const IntegerValue lb = integer_trail_->LowerBound(var);
2722  const IntegerValue ub = integer_trail_->UpperBound(var);
2723  if (lb == ub) continue;
2724 
2725  const double rc = this->GetSolutionReducedCost(var);
2726  // Skip reduced costs that are nonzero because of numerical issues.
2727  if (std::abs(rc) < kEpsilon) continue;
2728 
2729  const double value = std::round(this->GetSolutionValue(var));
2730  if (value == 1.0 && rc < 0.0) {
2731  cost_to_zero[i] -= rc;
2732  num_cost_to_zero[i]++;
2733  }
2734  }
2735 
2736  // Select noninstantiated variable with highest pseudo-cost.
2737  int selected_index = -1;
2738  double best_cost = 0.0;
2739  for (int i = 0; i < num_vars; i++) {
2740  const IntegerVariable var = variables[i];
2741  // Skip ignored and fixed variables.
2742  if (integer_trail_->IsCurrentlyIgnored(var)) continue;
2743  if (integer_trail_->IsFixed(var)) continue;
2744 
2745  if (num_cost_to_zero[i] > 0 &&
2746  best_cost < cost_to_zero[i] / num_cost_to_zero[i]) {
2747  best_cost = cost_to_zero[i] / num_cost_to_zero[i];
2748  selected_index = i;
2749  }
2750  }
2751 
2752  if (selected_index >= 0) {
2753  return IntegerLiteral::GreaterOrEqual(variables[selected_index],
2754  IntegerValue(1));
2755  }
2756  return IntegerLiteral();
2757  };
2758 }
2759 
2760 void LinearProgrammingConstraint::UpdateAverageReducedCosts() {
2761  const int num_vars = integer_variables_.size();
2762  if (sum_cost_down_.size() < num_vars) {
2763  sum_cost_down_.resize(num_vars, 0.0);
2764  num_cost_down_.resize(num_vars, 0);
2765  sum_cost_up_.resize(num_vars, 0.0);
2766  num_cost_up_.resize(num_vars, 0);
2767  rc_scores_.resize(num_vars, 0.0);
2768  }
2769 
2770  // Decay averages.
2771  num_calls_since_reduced_cost_averages_reset_++;
2772  if (num_calls_since_reduced_cost_averages_reset_ == 10000) {
2773  for (int i = 0; i < num_vars; i++) {
2774  sum_cost_up_[i] /= 2;
2775  num_cost_up_[i] /= 2;
2776  sum_cost_down_[i] /= 2;
2777  num_cost_down_[i] /= 2;
2778  }
2779  num_calls_since_reduced_cost_averages_reset_ = 0;
2780  }
2781 
2782  // Accumulate reduced costs of all unassigned variables.
2783  for (int i = 0; i < num_vars; i++) {
2784  const IntegerVariable var = integer_variables_[i];
2785 
2786  // Skip ignored and fixed variables.
2787  if (integer_trail_->IsCurrentlyIgnored(var)) continue;
2788  if (integer_trail_->IsFixed(var)) continue;
2789 
2790  // Skip reduced costs that are zero or close.
2791  const double rc = lp_reduced_cost_[i];
2792  if (std::abs(rc) < kCpEpsilon) continue;
2793 
2794  if (rc < 0.0) {
2795  sum_cost_down_[i] -= rc;
2796  num_cost_down_[i]++;
2797  } else {
2798  sum_cost_up_[i] += rc;
2799  num_cost_up_[i]++;
2800  }
2801  }
2802 
2803  // Tricky, we artificially reset the rc_rev_int_repository_ to level zero
2804  // so that the rev_rc_start_ is zero.
2805  rc_rev_int_repository_.SetLevel(0);
2806  rc_rev_int_repository_.SetLevel(trail_->CurrentDecisionLevel());
2807  rev_rc_start_ = 0;
2808 
2809  // Cache the new score (higher is better) using the average reduced costs
2810  // as a signal.
2811  positions_by_decreasing_rc_score_.clear();
2812  for (int i = 0; i < num_vars; i++) {
2813  // If only one direction exist, we takes its value divided by 2, so that
2814  // such variable should have a smaller cost than the min of the two side
2815  // except if one direction have a really high reduced costs.
2816  const double a_up =
2817  num_cost_up_[i] > 0 ? sum_cost_up_[i] / num_cost_up_[i] : 0.0;
2818  const double a_down =
2819  num_cost_down_[i] > 0 ? sum_cost_down_[i] / num_cost_down_[i] : 0.0;
2820  if (num_cost_down_[i] > 0 && num_cost_up_[i] > 0) {
2821  rc_scores_[i] = std::min(a_up, a_down);
2822  } else {
2823  rc_scores_[i] = 0.5 * (a_down + a_up);
2824  }
2825 
2826  // We ignore scores of zero (i.e. no data) and will follow the default
2827  // search heuristic if all variables are like this.
2828  if (rc_scores_[i] > 0.0) {
2829  positions_by_decreasing_rc_score_.push_back({-rc_scores_[i], i});
2830  }
2831  }
2832  std::sort(positions_by_decreasing_rc_score_.begin(),
2833  positions_by_decreasing_rc_score_.end());
2834 }
2835 
2836 // TODO(user): Remove duplication with HeuristicLpReducedCostBinary().
2837 std::function<IntegerLiteral()>
2839  return [this]() { return this->LPReducedCostAverageDecision(); };
2840 }
2841 
2842 IntegerLiteral LinearProgrammingConstraint::LPReducedCostAverageDecision() {
2843  // Select noninstantiated variable with highest positive average reduced cost.
2844  int selected_index = -1;
2845  const int size = positions_by_decreasing_rc_score_.size();
2846  rc_rev_int_repository_.SaveState(&rev_rc_start_);
2847  for (int i = rev_rc_start_; i < size; ++i) {
2848  const int index = positions_by_decreasing_rc_score_[i].second;
2849  const IntegerVariable var = integer_variables_[index];
2850  if (integer_trail_->IsCurrentlyIgnored(var)) continue;
2851  if (integer_trail_->IsFixed(var)) continue;
2852  selected_index = index;
2853  rev_rc_start_ = i;
2854  break;
2855  }
2856 
2857  if (selected_index == -1) return IntegerLiteral();
2858  const IntegerVariable var = integer_variables_[selected_index];
2859 
2860  // If ceil(value) is current upper bound, try var == upper bound first.
2861  // Guarding with >= prevents numerical problems.
2862  // With 0/1 variables, this will tend to try setting to 1 first,
2863  // which produces more shallow trees.
2864  const IntegerValue ub = integer_trail_->UpperBound(var);
2865  const IntegerValue value_ceil(
2866  std::ceil(this->GetSolutionValue(var) - kCpEpsilon));
2867  if (value_ceil >= ub) {
2868  return IntegerLiteral::GreaterOrEqual(var, ub);
2869  }
2870 
2871  // If floor(value) is current lower bound, try var == lower bound first.
2872  // Guarding with <= prevents numerical problems.
2873  const IntegerValue lb = integer_trail_->LowerBound(var);
2874  const IntegerValue value_floor(
2875  std::floor(this->GetSolutionValue(var) + kCpEpsilon));
2876  if (value_floor <= lb) {
2877  return IntegerLiteral::LowerOrEqual(var, lb);
2878  }
2879 
2880  // Here lb < value_floor <= value_ceil < ub.
2881  // Try the most promising split between var <= floor or var >= ceil.
2882  const double a_up =
2883  num_cost_up_[selected_index] > 0
2884  ? sum_cost_up_[selected_index] / num_cost_up_[selected_index]
2885  : 0.0;
2886  const double a_down =
2887  num_cost_down_[selected_index] > 0
2888  ? sum_cost_down_[selected_index] / num_cost_down_[selected_index]
2889  : 0.0;
2890  if (a_down < a_up) {
2891  return IntegerLiteral::LowerOrEqual(var, value_floor);
2892  } else {
2893  return IntegerLiteral::GreaterOrEqual(var, value_ceil);
2894  }
2895 }
2896 
2898  std::string result = "LP statistics:\n";
2899  absl::StrAppend(&result, " final dimension: ", DimensionString(), "\n");
2900  absl::StrAppend(&result, " total number of simplex iterations: ",
2901  total_num_simplex_iterations_, "\n");
2902  absl::StrAppend(&result, " num solves: \n");
2903  for (int i = 0; i < num_solves_by_status_.size(); ++i) {
2904  if (num_solves_by_status_[i] == 0) continue;
2905  absl::StrAppend(&result, " - #",
2907  num_solves_by_status_[i], "\n");
2908  }
2909  absl::StrAppend(&result, constraint_manager_.Statistics());
2910  return result;
2911 }
2912 
2913 } // namespace sat
2914 } // namespace operations_research
int64_t head
#define CHECK(condition)
Definition: base/logging.h:495
ColIndex RowToColIndex(RowIndex row)
Definition: lp_types.h:49
A simple class to enforce both an elapsed time limit and a deterministic time limit in the same threa...
Definition: time_limit.h:106
int64_t bound
int64_t CapSub(int64_t x, int64_t y)
const bool DEBUG_MODE
Definition: macros.h:24
int64_t min
Definition: alldiff_cst.cc:139
static constexpr SearchBranching LP_SEARCH
void SetObjectiveCoefficient(ColIndex col, Fractional value)
Definition: lp_data.cc:326
#define CHECK_GE(val1, val2)
Definition: base/logging.h:706
Class that owns everything related to a particular optimization model.
Definition: sat/model.h:38
void LoadStateForNextSolve(const BasisState &state)
constexpr IntegerValue kMinIntegerValue(-kMaxIntegerValue)
IntegerLiteral UpperBoundAsLiteral(IntegerVariable i) const
Definition: integer.h:1472
#define CHECK_GT(val1, val2)
Definition: base/logging.h:707
static IntegerLiteral LowerOrEqual(IntegerVariable i, IntegerValue bound)
Definition: integer.h:1383
std::vector< Literal > * MutableConflict()
Definition: sat_base.h:363
#define VLOG(verboselevel)
Definition: base/logging.h:983
const std::string name
Fractional GetVariableValue(ColIndex col) const
bool ReportConflict(absl::Span< const Literal > literal_reason, absl::Span< const IntegerLiteral > integer_reason)
Definition: integer.h:917
Fractional UnscaleDualValue(RowIndex row, Fractional value) const
std::vector< IntegerVariable > vars
Definition: cuts.h:43
IntegerValue LowerBound(IntegerVariable i) const
Definition: integer.h:1435
const std::vector< ConstraintIndex > & LpConstraints() const
std::function< IntegerLiteral()> HeuristicLpMostInfeasibleBinary(Model *model)
void SetLevel(int level) final
Definition: rev.h:134
std::string GetProblemStatusString(ProblemStatus problem_status)
Definition: lp_types.cc:19
ColIndex col
Definition: markowitz.cc:183
GRBmodel * model
const absl::StrongVector< ConstraintIndex, ConstraintInfo > & AllConstraints() const
int64_t CapProd(int64_t x, int64_t y)
ABSL_MUST_USE_RESULT Status Solve(const LinearProgram &lp, TimeLimit *time_limit)
void SetConstraintBounds(RowIndex row, Fractional lower_bound, Fractional upper_bound)
Definition: lp_data.cc:309
#define DCHECK_GT(val1, val2)
Definition: base/logging.h:895
void SetObjectiveOffset(Fractional objective_offset)
Definition: lp_data.cc:331
void MakeAllCoefficientsPositive(LinearConstraint *constraint)
void ComputeCut(RoundingOptions options, const std::vector< double > &lp_values, const std::vector< IntegerValue > &lower_bounds, const std::vector< IntegerValue > &upper_bounds, ImpliedBoundsProcessor *ib_processor, LinearConstraint *cut)
Definition: cuts.cc:721
RowIndex row
Definition: markowitz.cc:182
void RemoveLevelZeroBounds(std::vector< IntegerLiteral > *reason) const
Definition: integer.cc:939
CutGenerator CreateCVRPCutGenerator(int num_nodes, const std::vector< int > &tails, const std::vector< int > &heads, const std::vector< Literal > &literals, const std::vector< int64_t > &demands, int64_t capacity, Model *model)
constexpr IntegerValue kMaxIntegerValue(std::numeric_limits< IntegerValue::ValueType >::max() - 1)
int64_t tail
IntegerLiteral LowerBoundAsLiteral(IntegerVariable i) const
Definition: integer.h:1467
int64_t b
ABSL_MUST_USE_RESULT bool Enqueue(IntegerLiteral i_lit, absl::Span< const Literal > literal_reason, absl::Span< const IntegerLiteral > integer_reason)
Definition: integer.cc:1027
const IntegerVariable GetLiteralView(Literal lit) const
Definition: integer.h:493
double ComputeActivity(const LinearConstraint &constraint, const absl::StrongVector< IntegerVariable, double > &values)
bool AddProductTo(IntegerValue a, IntegerValue b, IntegerValue *result)
Definition: integer.h:115
void SetObjectiveCoefficient(IntegerVariable var, IntegerValue coeff)
#define CHECK_LT(val1, val2)
Definition: base/logging.h:705
Fractional GetReducedCost(ColIndex col) const
double ToDouble(IntegerValue value)
Definition: integer.h:71
IntegerVariable PositiveVariable(IntegerVariable i)
Definition: integer.h:143
static constexpr CostScalingAlgorithm MEAN_COST_SCALING
std::vector< std::pair< glop::ColIndex, IntegerValue > > GetTerms()
void DivideByGCD(LinearConstraint *constraint)
int64_t max
Definition: alldiff_cst.cc:140
Block * next
Fractional objective_scaling_factor() const
Definition: lp_data.h:261
double upper_bound
void resize(size_type new_size)
std::string GetDimensionString() const
Definition: lp_data.cc:425
StrictITIVector< RowIndex, Fractional > DenseColumn
Definition: lp_types.h:332
void SeparateSubtourInequalities(int num_nodes, const std::vector< int > &tails, const std::vector< int > &heads, const std::vector< Literal > &literals, const absl::StrongVector< IntegerVariable, double > &lp_values, absl::Span< const int64_t > demands, int64_t capacity, LinearConstraintManager *manager, Model *model)
Fractional VariableScalingFactor(ColIndex col) const
int64_t CapAdd(int64_t x, int64_t y)
Fractional UnscaleVariableValue(ColIndex col, Fractional value) const
#define DCHECK_NE(val1, val2)
Definition: base/logging.h:891
IntegerValue ComputeInfinityNorm(const LinearConstraint &constraint)
void AddOneConstraint(glop::RowIndex, const std::vector< std::pair< glop::ColIndex, IntegerValue >> &terms, IntegerValue lb, IntegerValue ub)
CutGenerator CreateStronglyConnectedGraphCutGenerator(int num_nodes, const std::vector< int > &tails, const std::vector< int > &heads, const std::vector< Literal > &literals, Model *model)
void SetParameters(const GlopParameters &parameters)
VariableStatus GetVariableStatus(ColIndex col) const
void SetIntegralityScale(ColIndex col, Fractional scale)
double lower_bound
IntegerValue LevelZeroUpperBound(IntegerVariable var) const
Definition: integer.h:1524
int64_t demand
Definition: resource.cc:125
static int64_t GCD64(int64_t x, int64_t y)
Definition: mathutil.h:107
const Collection::value_type::second_type & FindOrDie(const Collection &collection, const typename Collection::value_type::first_type &key)
Definition: map_util.h:206
bool DebugSlack(IntegerVariable first_slack, const LinearConstraint &initial_cut, const LinearConstraint &cut, const std::vector< SlackInfo > &info)
Definition: cuts.cc:1731
void SetPropagatorPriority(int id, int priority)
Definition: integer.cc:2018
void TransferToManager(const absl::StrongVector< IntegerVariable, double > &lp_solution, LinearConstraintManager *manager)
void ProcessVariables(const std::vector< double > &lp_values, const std::vector< IntegerValue > &lower_bounds, const std::vector< IntegerValue > &upper_bounds)
std::function< IntegerLiteral()> HeuristicLpReducedCostBinary(Model *model)
void push_back(const value_type &x)
int64_t capacity
bool IsFixedAtLevelZero(IntegerVariable var) const
Definition: integer.h:1529
int index
Definition: pack.cc:509
bool ChangeLp(const absl::StrongVector< IntegerVariable, double > &lp_solution, glop::BasisState *solution_state)
bool VariableIsPositive(IntegerVariable i)
Definition: integer.h:139
RowIndex ColToRowIndex(ColIndex col)
Definition: lp_types.h:52
void RelaxLinearReason(IntegerValue slack, absl::Span< const IntegerValue > coeffs, std::vector< IntegerLiteral > *reason) const
Definition: integer.cc:805
const DenseColumn & GetDualRay() const
void ProcessUpperBoundedConstraintWithSlackCreation(bool substitute_only_inner_variables, IntegerVariable first_slack, const absl::StrongVector< IntegerVariable, double > &lp_values, LinearConstraint *cut, std::vector< SlackInfo > *slack_infos)
Definition: cuts.cc:1598
void RecomputeCacheAndSeparateSomeImpliedBoundCuts(const absl::StrongVector< IntegerVariable, double > &lp_values)
Definition: cuts.cc:1588
#define CHECK_EQ(val1, val2)
Definition: base/logging.h:702
std::vector< std::vector< std::pair< glop::RowIndex, IntegerValue > > > InterestingCandidates(ModelRandomGenerator *random)
LinearConstraint * mutable_cut()
Definition: cuts.h:254
const ScatteredRow & GetUnitRowLeftInverse(RowIndex row)
size_type size() const
ConstraintIndex Add(LinearConstraint ct, bool *added=nullptr)
bool IncrementalPropagate(const std::vector< int > &watch_indices) override
std::vector< IntegerVariable > NegationOf(const std::vector< IntegerVariable > &vars)
Definition: integer.cc:30
void SetObjectiveCoefficient(IntegerVariable ivar, IntegerValue coeff)
#define DCHECK(condition)
Definition: base/logging.h:889
const GlopParameters & GetParameters() const
ConstraintStatus GetConstraintStatus(RowIndex row) const
IntegerValue FloorRatio(IntegerValue dividend, IntegerValue positive_divisor)
Definition: integer.h:92
void RegisterReversibleClass(ReversibleInterface *rev)
Definition: integer.h:940
bool LimitReached()
Returns true when the external limit is true, or the deterministic time is over the deterministic lim...
Definition: time_limit.h:534
void SetVariableBounds(ColIndex col, Fractional lower_bound, Fractional upper_bound)
Definition: lp_data.cc:249
bool IsCurrentlyIgnored(IntegerVariable i) const
Definition: integer.h:698
const DenseRow & GetDualRayRowCombination() const
std::pair< int64_t, int64_t > Arc
Definition: search.cc:3434
void WatchIntegerVariable(IntegerVariable i, int id, int watch_index=-1)
Definition: integer.h:1583
int Register(PropagatorInterface *propagator)
Definition: integer.cc:1995
IntegerValue UpperBound(IntegerVariable i) const
Definition: integer.h:1439
void AddLpVariable(IntegerVariable var)
Definition: cuts.h:113
Collection of objects used to extend the Constraint Solver library.
const IntegerVariable kNoIntegerVariable(-1)
static IntegerLiteral GreaterOrEqual(IntegerVariable i, IntegerValue bound)
Definition: integer.h:1377
const double kEpsilon
Definition: lp_types.h:87
void assign(size_type n, const value_type &val)
SatParameters parameters
Fractional UnscaleReducedCost(ColIndex col, Fractional value) const
Fractional GetDualValue(RowIndex row) const
void WatchUpperBound(IntegerVariable var, int id, int watch_index=-1)
Definition: integer.h:1577
void SaveState(T *object)
Definition: rev.h:61
bool Add(glop::ColIndex col, IntegerValue value)
IntVar * var
Definition: expr_array.cc:1874
bool AddCut(LinearConstraint ct, std::string type_name, const absl::StrongVector< IntegerVariable, double > &lp_solution, std::string extra_info="")
std::function< bool(const absl::StrongVector< IntegerVariable, double > &lp_values, LinearConstraintManager *manager)> generate_cuts
Definition: cuts.h:47
#define VLOG_IS_ON(verboselevel)
Definition: vlog_is_on.h:44
void ConvertToLinearConstraint(const std::vector< IntegerVariable > &integer_variables, IntegerValue upper_bound, LinearConstraint *result)
IntType IntTypeAbs(IntType t)
Definition: integer.h:79
void SetCoefficient(RowIndex row, ColIndex col, Fractional value)
Definition: lp_data.cc:317
StrictITIVector< ColIndex, Fractional > DenseRow
Definition: lp_types.h:303
bool AddLinearExpressionMultiple(IntegerValue multiplier, const std::vector< std::pair< glop::ColIndex, IntegerValue >> &terms)
IntegerValue LevelZeroLowerBound(IntegerVariable var) const
Definition: integer.h:1519
bool TrySimpleKnapsack(const LinearConstraint base_ct, const std::vector< double > &lp_values, const std::vector< IntegerValue > &lower_bounds, const std::vector< IntegerValue > &upper_bounds)
Definition: cuts.cc:1175
int64_t value
#define CHECK_NE(val1, val2)
Definition: base/logging.h:703
bool IsFixed(IntegerVariable i) const
Definition: integer.h:1443
const Constraint * ct
ColIndex GetBasis(RowIndex row) const
const SparseColumn & GetSparseColumn(ColIndex col) const
Definition: lp_data.cc:409
int64_t a