pdlp_interface.cc

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// Copyright 2010-2021 Google LLC
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
 
#include <atomic>
#include <cstdint>
#include <string>
#include <utility>
#include <vector>
 
#include "absl/base/attributes.h"
#include "absl/status/status.h"
#include "absl/status/statusor.h"
#include "absl/strings/str_cat.h"
#include "absl/types/optional.h"
#include "google/protobuf/text_format.h"
#include "ortools/base/logging.h"
#include "ortools/linear_solver/linear_solver.h"
#include "ortools/linear_solver/linear_solver.pb.h"
#include "ortools/linear_solver/pdlp_proto_solver.h"
#include "ortools/pdlp/solve_log.pb.h"
#include "ortools/pdlp/solvers.pb.h"
#include "ortools/port/proto_utils.h"
 
namespace operations_research {
 
class PdlpInterface : public MPSolverInterface {
 public:
  explicit PdlpInterface(MPSolver* const solver);
  ~PdlpInterface() override;
 
  // ----- Solve -----
  MPSolver::ResultStatus Solve(const MPSolverParameters& param) override;
  absl::optional<MPSolutionResponse> DirectlySolveProto(
      const MPModelRequest& request, std::atomic<bool>* interrupt) override;
 
  // ----- Model modifications and extraction -----
  void Reset() override;
  void SetOptimizationDirection(bool maximize) override;
  void SetVariableBounds(int index, double lb, double ub) override;
  void SetVariableInteger(int index, bool integer) override;
  void SetConstraintBounds(int index, double lb, double ub) override;
  void AddRowConstraint(MPConstraint* const ct) override;
  void AddVariable(MPVariable* const var) override;
  void SetCoefficient(MPConstraint* const constraint,
                      const MPVariable* const variable, double new_value,
                      double old_value) override;
  void ClearConstraint(MPConstraint* const constraint) override;
  void SetObjectiveCoefficient(const MPVariable* const variable,
                               double coefficient) override;
  void SetObjectiveOffset(double value) override;
  void ClearObjective() override;
 
  // ------ Query statistics on the solution and the solve ------
  int64_t iterations() const override;
  int64_t nodes() const override;
  MPSolver::BasisStatus row_status(int constraint_index) const override;
  MPSolver::BasisStatus column_status(int variable_index) const override;
 
  // ----- Misc -----
  bool IsContinuous() const override;
  bool IsLP() const override;
  bool IsMIP() const override;
 
  std::string SolverVersion() const override;
  void* underlying_solver() override;
 
  void ExtractNewVariables() override;
  void ExtractNewConstraints() override;
  void ExtractObjective() override;
 
  void SetParameters(const MPSolverParameters& param) override;
  void SetRelativeMipGap(double value) override;
  void SetPrimalTolerance(double value) override;
  void SetDualTolerance(double value) override;
  void SetPresolveMode(int value) override;
  void SetScalingMode(int value) override;
  void SetLpAlgorithm(int value) override;
  bool SetSolverSpecificParametersAsString(
      const std::string& parameters) override;
  absl::Status SetNumThreads(int num_threads) override;
 
 private:
  void NonIncrementalChange();
 
  pdlp::PrimalDualHybridGradientParams parameters_;
  pdlp::SolveLog solve_log_;
};
 
PdlpInterface::PdlpInterface(MPSolver* const solver)
    : MPSolverInterface(solver) {}
 
PdlpInterface::~PdlpInterface() {}
 
MPSolver::ResultStatus PdlpInterface::Solve(const MPSolverParameters& param) {
  // Reset extraction as this interface is not incremental yet.
  Reset();
  ExtractModel();
 
  SetParameters(param);
  if (quiet_) {
    parameters_.set_verbosity_level(0);
  } else {
    parameters_.set_verbosity_level(3);
  }
 
  solver_->SetSolverSpecificParametersAsString(
      solver_->solver_specific_parameter_string_);
 
  // Time limit.
  if (solver_->time_limit()) {
    VLOG(1) << "Setting time limit = " << solver_->time_limit() << " ms.";
    parameters_.mutable_termination_criteria()->set_time_sec_limit(
        static_cast<double>(solver_->time_limit()) / 1000.0);
  }
 
  // Mark variables and constraints as extracted.
  for (int i = 0; i < solver_->variables_.size(); ++i) {
    set_variable_as_extracted(i, true);
  }
  for (int i = 0; i < solver_->constraints_.size(); ++i) {
    set_constraint_as_extracted(i, true);
  }
 
  MPModelProto model_proto;
  solver_->ExportModelToProto(&model_proto);
  MPModelRequest request;
  *request.mutable_model() = std::move(model_proto);
  if (!google::protobuf::TextFormat::PrintToString(
          parameters_, request.mutable_solver_specific_parameters())) {
    LOG(QFATAL) << "Error converting parameters to text format: "
                << parameters_.DebugString();
  }
  absl::StatusOr<MPSolutionResponse> response =
      PdlpSolveProto(request, /*relax_integer_variables=*/true);
 
  if (!response.ok()) {
    LOG(ERROR) << "Unexpected error solving with PDLP: " << response.status();
    return MPSolver::ABNORMAL;
  }
 
  // The solution must be marked as synchronized even when no solution exists.
  sync_status_ = SOLUTION_SYNCHRONIZED;
  result_status_ = static_cast<MPSolver::ResultStatus>(response->status());
  LOG_IF(DFATAL, !response->has_solver_specific_info())
      << response->DebugString();
  if (!solve_log_.ParseFromString(response->solver_specific_info())) {
    LOG(DFATAL) << "Unable to parse PDLP's SolveLog from solver_specific_info";
  }
 
  if (response->status() == MPSOLVER_FEASIBLE ||
      response->status() == MPSOLVER_OPTIMAL) {
    const absl::Status result = solver_->LoadSolutionFromProto(*response);
    if (!result.ok()) {
      LOG(ERROR) << "LoadSolutionFromProto failed: " << result;
    }
  }
 
  return result_status_;
}
 
absl::optional<MPSolutionResponse> PdlpInterface::DirectlySolveProto(
    const MPModelRequest& request, std::atomic<bool>* interrupt) {
  absl::StatusOr<MPSolutionResponse> response =
      PdlpSolveProto(request, /*relax_integer_variables=*/true, interrupt);
 
  if (!response.ok()) {
    LOG(ERROR) << "Unexpected error solving with PDLP: " << response.status();
    MPSolutionResponse error_response;
    error_response.set_status(MPSolverResponseStatus::MPSOLVER_ABNORMAL);
    error_response.set_status_str(response.status().ToString());
    return error_response;
  }
 
  return *response;
}
 
void PdlpInterface::Reset() { ResetExtractionInformation(); }
 
void PdlpInterface::SetOptimizationDirection(bool maximize) {
  NonIncrementalChange();
}
 
void PdlpInterface::SetVariableBounds(int index, double lb, double ub) {
  NonIncrementalChange();
}
 
void PdlpInterface::SetVariableInteger(int index, bool integer) {
  NonIncrementalChange();
}
 
void PdlpInterface::SetConstraintBounds(int index, double lb, double ub) {
  NonIncrementalChange();
}
 
void PdlpInterface::AddRowConstraint(MPConstraint* const ct) {
  NonIncrementalChange();
}
 
void PdlpInterface::AddVariable(MPVariable* const var) {
  NonIncrementalChange();
}
 
void PdlpInterface::SetCoefficient(MPConstraint* const constraint,
                                   const MPVariable* const variable,
                                   double new_value, double old_value) {
  NonIncrementalChange();
}
 
void PdlpInterface::ClearConstraint(MPConstraint* const constraint) {
  NonIncrementalChange();
}
 
void PdlpInterface::SetObjectiveCoefficient(const MPVariable* const variable,
                                            double coefficient) {
  NonIncrementalChange();
}
 
void PdlpInterface::SetObjectiveOffset(double value) { NonIncrementalChange(); }
 
void PdlpInterface::ClearObjective() { NonIncrementalChange(); }
 
int64_t PdlpInterface::iterations() const {
  return solve_log_.iteration_count();
}
 
int64_t PdlpInterface::nodes() const {
  LOG(DFATAL) << "Number of nodes only available for discrete problems";
  return MPSolverInterface::kUnknownNumberOfNodes;
}
 
MPSolver::BasisStatus PdlpInterface::row_status(int constraint_index) const {
  // TODO(user): While basis status isn't well defined for PDLP, we could
  // guess statuses that might be useful.
  return MPSolver::BasisStatus::FREE;
}
 
MPSolver::BasisStatus PdlpInterface::column_status(int variable_index) const {
  // TODO(user): While basis status isn't well defined for PDLP, we could
  // guess statuses that might be useful.
  return MPSolver::BasisStatus::FREE;
}
 
bool PdlpInterface::IsContinuous() const { return true; }
 
bool PdlpInterface::IsLP() const { return true; }
 
bool PdlpInterface::IsMIP() const { return false; }
 
std::string PdlpInterface::SolverVersion() const { return "PDLP Solver"; }
 
// TODO(user): Consider returning the SolveLog here, as it could be essential
// for interpreting the PDLP solution.
void* PdlpInterface::underlying_solver() { return nullptr; }
 
void PdlpInterface::ExtractNewVariables() { NonIncrementalChange(); }
 
void PdlpInterface::ExtractNewConstraints() { NonIncrementalChange(); }
 
void PdlpInterface::ExtractObjective() { NonIncrementalChange(); }
 
void PdlpInterface::SetParameters(const MPSolverParameters& param) {
  SetCommonParameters(param);
}
 
absl::Status PdlpInterface::SetNumThreads(int num_threads) {
  if (num_threads < 1) {
    return absl::InvalidArgumentError(
        absl::StrCat("Invalid number of threads: ", num_threads));
  }
  parameters_.set_num_threads(num_threads);
  return absl::OkStatus();
}
 
// These have no effect. Use SetSolverSpecificParametersAsString instead.
void PdlpInterface::SetPrimalTolerance(double value) {}
void PdlpInterface::SetDualTolerance(double value) {}
void PdlpInterface::SetScalingMode(int value) {}
void PdlpInterface::SetLpAlgorithm(int value) {}
void PdlpInterface::SetRelativeMipGap(double value) {}
void PdlpInterface::SetPresolveMode(int value) {}
 
bool PdlpInterface::SetSolverSpecificParametersAsString(
    const std::string& parameters) {
  return ProtobufTextFormatMergeFromString(parameters, &parameters_);
}
 
void PdlpInterface::NonIncrementalChange() {
  // The current implementation is not incremental.
  sync_status_ = MUST_RELOAD;
}
 
// Register PDLP in the global linear solver factory.
MPSolverInterface* BuildPdlpInterface(MPSolver* const solver) {
  return new PdlpInterface(solver);
}
 
}  // namespace operations_research