Detailed Description

This mathematical programming (MP) solver class is the main class though which users build and solve problems.

Definition at line 174 of file linear_solver.h.

Public Types
enum	OptimizationProblemType { CLP_LINEAR_PROGRAMMING = 0, GLOP_LINEAR_PROGRAMMING = 2, SCIP_MIXED_INTEGER_PROGRAMMING = 3, CBC_MIXED_INTEGER_PROGRAMMING = 5, BOP_INTEGER_PROGRAMMING = 12 }
	The type of problems (LP or MIP) that will be solved and the underlying solver (GLOP, GLPK, CLP, CBC or SCIP) that will solve them. More...

enum	ResultStatus { OPTIMAL, FEASIBLE, INFEASIBLE, UNBOUNDED, ABNORMAL, MODEL_INVALID, NOT_SOLVED = 6 }
	The status of solving the problem. More...

enum	BasisStatus { FREE = 0, AT_LOWER_BOUND, AT_UPPER_BOUND, FIXED_VALUE, BASIC }
	Advanced usage: possible basis status values for a variable and the slack variable of a linear constraint. More...

Public Member Functions
	MPSolver (const std::string &name, OptimizationProblemType problem_type)
	Create a solver with the given name and underlying solver backend. More...

virtual	~MPSolver ()

bool	IsMIP () const

const std::string &	Name () const
	Returns the name of the model set at construction. More...

virtual OptimizationProblemType	ProblemType () const
	Returns the optimization problem type set at construction. More...

void	Clear ()
	Clears the objective (including the optimization direction), all variables and constraints. More...

int	NumVariables () const
	Returns the number of variables. More...

const std::vector< MPVariable * > &	variables () const
	Returns the array of variables handled by the MPSolver. More...

MPVariable *	LookupVariableOrNull (const std::string &var_name) const
	Looks up a variable by name, and returns nullptr if it does not exist. More...

MPVariable *	MakeVar (double lb, double ub, bool integer, const std::string &name)
	Creates a variable with the given bounds, integrality requirement and name. More...

MPVariable *	MakeNumVar (double lb, double ub, const std::string &name)
	Creates a continuous variable. More...

MPVariable *	MakeIntVar (double lb, double ub, const std::string &name)
	Creates an integer variable. More...

MPVariable *	MakeBoolVar (const std::string &name)
	Creates a boolean variable. More...

void	MakeVarArray (int nb, double lb, double ub, bool integer, const std::string &name_prefix, std::vector< MPVariable * > *vars)
	Creates an array of variables. More...

void	MakeNumVarArray (int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
	Creates an array of continuous variables. More...

void	MakeIntVarArray (int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
	Creates an array of integer variables. More...

void	MakeBoolVarArray (int nb, const std::string &name, std::vector< MPVariable * > *vars)
	Creates an array of boolean variables. More...

int	NumConstraints () const
	Returns the number of constraints. More...

const std::vector< MPConstraint * > &	constraints () const
	Returns the array of constraints handled by the MPSolver. More...

MPConstraint *	LookupConstraintOrNull (const std::string &constraint_name) const
	Looks up a constraint by name, and returns nullptr if it does not exist. More...

MPConstraint *	MakeRowConstraint (double lb, double ub)
	Creates a linear constraint with given bounds. More...

MPConstraint *	MakeRowConstraint ()
	Creates a constraint with -infinity and +infinity bounds. More...

MPConstraint *	MakeRowConstraint (double lb, double ub, const std::string &name)
	Creates a named constraint with given bounds. More...

MPConstraint *	MakeRowConstraint (const std::string &name)
	Creates a named constraint with -infinity and +infinity bounds. More...

MPConstraint *	MakeRowConstraint (const LinearRange &range)
	Creates a constraint owned by MPSolver enforcing: range.lower_bound() <= range.linear_expr() <= range.upper_bound() More...

MPConstraint *	MakeRowConstraint (const LinearRange &range, const std::string &name)
	As above, but also names the constraint. More...

const MPObjective &	Objective () const
	Returns the objective object. More...

MPObjective *	MutableObjective ()
	Returns the mutable objective object. More...

ResultStatus	Solve ()
	Solves the problem using default parameter values. More...

ResultStatus	Solve (const MPSolverParameters &param)
	Solves the problem using the specified parameter values. More...

void	Write (const std::string &file_name)
	Writes the model using the solver internal write function. More...

std::vector< double >	ComputeConstraintActivities () const
	Advanced usage: compute the "activities" of all constraints, which are the sums of their linear terms. More...

bool	VerifySolution (double tolerance, bool log_errors) const
	Advanced usage: Verifies the correctness of the solution. More...

void	Reset ()
	Advanced usage: resets extracted model to solve from scratch. More...

bool	InterruptSolve ()
	Interrupts the Solve() execution to terminate processing if possible. More...

MPSolverResponseStatus	LoadModelFromProto (const MPModelProto &input_model, std::string *error_message)
	Loads model from protocol buffer. More...

MPSolverResponseStatus	LoadModelFromProtoWithUniqueNamesOrDie (const MPModelProto &input_model, std::string *error_message)
	Loads model from protocol buffer. More...

void	FillSolutionResponseProto (MPSolutionResponse *response) const
	Encodes the current solution in a solution response protocol buffer. More...

void	ExportModelToProto (MPModelProto *output_model) const
	Exports model to protocol buffer. More...

util::Status	LoadSolutionFromProto (const MPSolutionResponse &response, double tolerance=kDefaultPrimalTolerance)
	Load a solution encoded in a protocol buffer onto this solver for easy access via the MPSolver interface. More...

util::Status	ClampSolutionWithinBounds ()
	Resets values of out of bound variables to the corresponding bound and returns an error if any of the variables have NaN value. More...

bool	ExportModelAsLpFormat (bool obfuscate, std::string *model_str) const
	Shortcuts to the homonymous MPModelProtoExporter methods, via exporting to a MPModelProto with ExportModelToProto() (see above). More...

bool	ExportModelAsMpsFormat (bool fixed_format, bool obfuscate, std::string *model_str) const

util::Status	SetNumThreads (int num_threads)
	Sets the number of threads to use by the underlying solver. More...

int	GetNumThreads () const
	Returns the number of threads to be used during solve. More...

bool	SetSolverSpecificParametersAsString (const std::string &parameters)
	Advanced usage: pass solver specific parameters in text format. More...

std::string	GetSolverSpecificParametersAsString () const

void	SetHint (std::vector< std::pair< const MPVariable *, double > > hint)
	Sets a hint for solution. More...

void	SetStartingLpBasis (const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
	Advanced usage: Incrementality. More...

bool	OutputIsEnabled () const
	Controls (or queries) the amount of output produced by the underlying solver. More...

void	EnableOutput ()

void	SuppressOutput ()
	Suppress output. More...

absl::Duration	TimeLimit () const

void	SetTimeLimit (absl::Duration time_limit)

absl::Duration	DurationSinceConstruction () const

int64	iterations () const
	Returns the number of simplex iterations. More...

int64	nodes () const
	Returns the number of branch-and-bound nodes evaluated during the solve. More...

std::string	SolverVersion () const
	Returns a std::string describing the underlying solver and its version. More...

void *	underlying_solver ()
	Advanced usage: returns the underlying solver. More...

double	ComputeExactConditionNumber () const
	Advanced usage: computes the exact condition number of the current scaled basis: L1norm(B) * L1norm(inverse(B)), where B is the scaled basis. More...

ABSL_MUST_USE_RESULT bool	NextSolution ()
	Some solvers (MIP only, not LP) can produce multiple solutions to the problem. More...

int64	time_limit () const

void	set_time_limit (int64 time_limit_milliseconds)

double	time_limit_in_secs () const

int64	wall_time () const

bool	OwnsVariable (const MPVariable *var) const

Static Public Member Functions
static bool	SupportsProblemType (OptimizationProblemType problem_type)
	Whether the given problem type is supported (this will depend on the targets that you linked). More...

static bool	ParseSolverType (absl::string_view solver, OptimizationProblemType *type)
	Parses the name of the solver. More...

static void	SolveWithProto (const MPModelRequest &model_request, MPSolutionResponse *response)
	Solves the model encoded by a MPModelRequest protocol buffer and fills the solution encoded as a MPSolutionResponse. More...

static double	infinity ()
	Infinity. More...

Friends
class	GLPKInterface

class	CLPInterface

class	CBCInterface

class	SCIPInterface

class	GurobiInterface

class	CplexInterface

class	SLMInterface

class	MPSolverInterface

class	GLOPInterface

class	BopInterface

class	SatInterface

class	KnapsackInterface

Member Enumeration Documentation

◆ BasisStatus

enum operations_research::MPSolver::BasisStatus

Advanced usage: possible basis status values for a variable and the slack variable of a linear constraint.

Enumerator
FREE
AT_LOWER_BOUND
AT_UPPER_BOUND
FIXED_VALUE
BASIC

Definition at line 612 of file linear_solver.h.

◆ OptimizationProblemType

enum operations_research::MPSolver::OptimizationProblemType

The type of problems (LP or MIP) that will be solved and the underlying solver (GLOP, GLPK, CLP, CBC or SCIP) that will solve them.

This must remain consistent with MPModelRequest::OptimizationProblemType (take particular care of the open-source version).

Enumerator
CLP_LINEAR_PROGRAMMING	Linear Programming solver using Coin CBC.
GLOP_LINEAR_PROGRAMMING	Linear Programming solver using GLOP (Recommended solver).
SCIP_MIXED_INTEGER_PROGRAMMING	Mixed integer Programming Solver using SCIP.
CBC_MIXED_INTEGER_PROGRAMMING	Mixed integer Programming Solver using Coin CBC.
BOP_INTEGER_PROGRAMMING	Linear Boolean Programming Solver.

Definition at line 182 of file linear_solver.h.

◆ ResultStatus

enum operations_research::MPSolver::ResultStatus

The status of solving the problem.

The straightforward translation to homonymous enum values of MPSolverResponseStatus (see ./linear_solver.proto) is guaranteed by ./enum_consistency_test.cc, you may rely on it.

Enumerator
OPTIMAL	optimal.
FEASIBLE	feasible, or stopped by limit.
INFEASIBLE	proven infeasible.
UNBOUNDED	proven unbounded.
ABNORMAL	abnormal, i.e., error of some kind.
MODEL_INVALID	the model is trivially invalid (NaN coefficients, etc).
NOT_SOLVED	not been solved yet.

Definition at line 399 of file linear_solver.h.

Constructor & Destructor Documentation

◆ MPSolver()

operations_research::MPSolver::MPSolver	(	const std::string &	name,
		OptimizationProblemType	problem_type
	)

Create a solver with the given name and underlying solver backend.

◆ ~MPSolver()

virtual operations_research::MPSolver::~MPSolver ( )

virtual

Member Function Documentation

◆ ClampSolutionWithinBounds()

util::Status operations_research::MPSolver::ClampSolutionWithinBounds ( )

Resets values of out of bound variables to the corresponding bound and returns an error if any of the variables have NaN value.

◆ Clear()

void operations_research::MPSolver::Clear ( )

Clears the objective (including the optimization direction), all variables and constraints.

All the other properties of the MPSolver (like the time limit) are kept untouched.

◆ ComputeConstraintActivities()

std::vector<double> operations_research::MPSolver::ComputeConstraintActivities ( ) const

Advanced usage: compute the "activities" of all constraints, which are the sums of their linear terms.

The activities are returned in the same order as constraints(), which is the order in which constraints were added; but you can also use MPConstraint::index() to get a constraint's index.

◆ ComputeExactConditionNumber()

double operations_research::MPSolver::ComputeExactConditionNumber ( ) const

Advanced usage: computes the exact condition number of the current scaled basis: L1norm(B) * L1norm(inverse(B)), where B is the scaled basis.

This method requires that a basis exists: it should be called after Solve. It is only available for continuous problems. It is implemented for GLPK but not CLP because CLP does not provide the API for doing it.

The condition number measures how well the constraint matrix is conditioned and can be used to predict whether numerical issues will arise during the solve: the model is declared infeasible whereas it is feasible (or vice-versa), the solution obtained is not optimal or violates some constraints, the resolution is slow because of repeated singularities.

The rule of thumb to interpret the condition number kappa is:

o kappa <= 1e7: virtually no chance of numerical issues
o 1e7 < kappa <= 1e10: small chance of numerical issues
o 1e10 < kappa <= 1e13: medium chance of numerical issues
o kappa > 1e13: high chance of numerical issues

The computation of the condition number depends on the quality of the LU decomposition, so it is not very accurate when the matrix is ill conditioned.

◆ constraints()

const std::vector<MPConstraint*>& operations_research::MPSolver::constraints ( ) const

inline

Returns the array of constraints handled by the MPSolver.

They are listed in the order in which they were created.

Definition at line 340 of file linear_solver.h.

◆ DurationSinceConstruction()

absl::Duration operations_research::MPSolver::DurationSinceConstruction ( ) const

inline

Definition at line 663 of file linear_solver.h.

◆ EnableOutput()

void operations_research::MPSolver::EnableOutput ( )

◆ ExportModelAsLpFormat()

bool operations_research::MPSolver::ExportModelAsLpFormat	(	bool	obfuscate,
		std::string *	model_str
	)		const

Shortcuts to the homonymous MPModelProtoExporter methods, via exporting to a MPModelProto with ExportModelToProto() (see above).

Produces empty std::string on portable platforms (e.g. android, ios).

◆ ExportModelAsMpsFormat()

bool operations_research::MPSolver::ExportModelAsMpsFormat	(	bool	fixed_format,
		bool	obfuscate,
		std::string *	model_str
	)		const

◆ ExportModelToProto()

void operations_research::MPSolver::ExportModelToProto ( MPModelProto * output_model ) const

Exports model to protocol buffer.

◆ FillSolutionResponseProto()

void operations_research::MPSolver::FillSolutionResponseProto ( MPSolutionResponse * response ) const

Encodes the current solution in a solution response protocol buffer.

◆ GetNumThreads()

int operations_research::MPSolver::GetNumThreads ( ) const

inline

Returns the number of threads to be used during solve.

Definition at line 576 of file linear_solver.h.

◆ GetSolverSpecificParametersAsString()

std::string operations_research::MPSolver::GetSolverSpecificParametersAsString ( ) const

inline

Definition at line 589 of file linear_solver.h.

◆ infinity()

static double operations_research::MPSolver::infinity ( )

inlinestatic

Infinity.

You can use -MPSolver::infinity() for negative infinity.

Definition at line 640 of file linear_solver.h.

◆ InterruptSolve()

bool operations_research::MPSolver::InterruptSolve ( )

Interrupts the Solve() execution to terminate processing if possible.

If the underlying interface supports interruption; it does that and returns true regardless of whether there's an ongoing Solve() or not. The Solve() call may still linger for a while depending on the conditions. If interruption is not supported; returns false and does nothing.

◆ IsMIP()

bool operations_research::MPSolver::IsMIP ( ) const

◆ iterations()

int64 operations_research::MPSolver::iterations ( ) const

Returns the number of simplex iterations.

◆ LoadModelFromProto()

MPSolverResponseStatus operations_research::MPSolver::LoadModelFromProto	(	const MPModelProto &	input_model,
		std::string *	error_message
	)

Loads model from protocol buffer.

Returns MPSOLVER_MODEL_IS_VALID if the model is valid, and another status otherwise (currently only MPSOLVER_MODEL_INVALID and MPSOLVER_INFEASIBLE). If the model isn't valid, populates "error_message".

◆ LoadModelFromProtoWithUniqueNamesOrDie()

MPSolverResponseStatus operations_research::MPSolver::LoadModelFromProtoWithUniqueNamesOrDie	(	const MPModelProto &	input_model,
		std::string *	error_message
	)

Loads model from protocol buffer.

The same as above, except that the loading keeps original variable and constraint names. Caller should make sure that all variable names and constraint names are unique, respectively.

◆ LoadSolutionFromProto()

util::Status operations_research::MPSolver::LoadSolutionFromProto	(	const MPSolutionResponse &	response,
		double	tolerance = `kDefaultPrimalTolerance`
	)

Load a solution encoded in a protocol buffer onto this solver for easy access via the MPSolver interface.

IMPORTANT: This may only be used in conjunction with ExportModel(), following this example:

MPSolver my_solver;
... add variables and constraints ...
MPModelProto model_proto;
my_solver.ExportModelToProto(&model_proto);
MPSolutionResponse solver_response;
MPSolver::SolveWithProto(model_proto, &solver_response);
if (solver_response.result_status() == MPSolutionResponse::OPTIMAL) {
  CHECK_OK(my_solver.LoadSolutionFromProto(solver_response));
  ... inspect the solution using the usual API: solution_value(), etc...
}

The response must be in OPTIMAL or FEASIBLE status.

Returns a non-OK status if a problem arised (typically, if it wasn't used like it should be):

loading a solution whose variables don't correspond to the solver's current variables
loading a solution with a status other than OPTIMAL / FEASIBLE.

Note: the objective value isn't checked. You can use VerifySolution() for that.

◆ LookupConstraintOrNull()

MPConstraint* operations_research::MPSolver::LookupConstraintOrNull ( const std::string & constraint_name ) const

Looks up a constraint by name, and returns nullptr if it does not exist.

The first call has a O(n) complexity, as the constraint name index is lazily created upon first use. Will crash if constraint names are not unique.

◆ LookupVariableOrNull()

MPVariable* operations_research::MPSolver::LookupVariableOrNull ( const std::string & var_name ) const

Looks up a variable by name, and returns nullptr if it does not exist.

The first call has a O(n) complexity, as the variable name index is lazily created upon first use. Will crash if variable names are not unique.

◆ MakeBoolVar()

MPVariable* operations_research::MPSolver::MakeBoolVar ( const std::string & name )

Creates a boolean variable.

◆ MakeBoolVarArray()

void operations_research::MPSolver::MakeBoolVarArray	(	int	nb,
		const std::string &	name,
		std::vector< MPVariable * > *	vars
	)

Creates an array of boolean variables.

◆ MakeIntVar()

MPVariable* operations_research::MPSolver::MakeIntVar	(	double	lb,
		double	ub,
		const std::string &	name
	)

Creates an integer variable.

◆ MakeIntVarArray()

void operations_research::MPSolver::MakeIntVarArray	(	int	nb,
		double	lb,
		double	ub,
		const std::string &	name,
		std::vector< MPVariable * > *	vars
	)

Creates an array of integer variables.

◆ MakeNumVar()

MPVariable* operations_research::MPSolver::MakeNumVar	(	double	lb,
		double	ub,
		const std::string &	name
	)

Creates a continuous variable.

◆ MakeNumVarArray()

void operations_research::MPSolver::MakeNumVarArray	(	int	nb,
		double	lb,
		double	ub,
		const std::string &	name,
		std::vector< MPVariable * > *	vars
	)

Creates an array of continuous variables.

◆ MakeRowConstraint() [1/6]

MPConstraint* operations_research::MPSolver::MakeRowConstraint	(	double	lb,
		double	ub
	)

Creates a linear constraint with given bounds.

Bounds can be finite or +/- MPSolver::infinity(). The MPSolver class assumes ownership of the constraint.

Returns: a pointer to the newly created constraint.

◆ MakeRowConstraint() [2/6]

MPConstraint* operations_research::MPSolver::MakeRowConstraint ( )

Creates a constraint with -infinity and +infinity bounds.

◆ MakeRowConstraint() [3/6]

MPConstraint* operations_research::MPSolver::MakeRowConstraint	(	double	lb,
		double	ub,
		const std::string &	name
	)

Creates a named constraint with given bounds.

◆ MakeRowConstraint() [4/6]

MPConstraint* operations_research::MPSolver::MakeRowConstraint ( const std::string & name )

Creates a named constraint with -infinity and +infinity bounds.

◆ MakeRowConstraint() [5/6]

MPConstraint* operations_research::MPSolver::MakeRowConstraint ( const LinearRange & range )

Creates a constraint owned by MPSolver enforcing: range.lower_bound() <= range.linear_expr() <= range.upper_bound()

◆ MakeRowConstraint() [6/6]

MPConstraint* operations_research::MPSolver::MakeRowConstraint	(	const LinearRange &	range,
		const std::string &	name
	)

As above, but also names the constraint.

◆ MakeVar()

MPVariable* operations_research::MPSolver::MakeVar	(	double	lb,
		double	ub,
		bool	integer,
		const std::string &	name
	)

Creates a variable with the given bounds, integrality requirement and name.

Bounds can be finite or +/- MPSolver::infinity(). The MPSolver owns the variable (i.e. the returned pointer is borrowed). Variable names are optional. If you give an empty name, name() will auto-generate one for you upon request.

◆ MakeVarArray()

void operations_research::MPSolver::MakeVarArray	(	int	nb,
		double	lb,
		double	ub,
		bool	integer,
		const std::string &	name_prefix,
		std::vector< MPVariable * > *	vars
	)

Creates an array of variables.

All variables created have the same bounds and integrality requirement. If nb <= 0, no variables are created, the function crashes in non-opt mode.

Parameters

	nb	the number of variables to create.
	lb	the lower bound of created variables
	ub	the upper bound of created variables
	integer	controls whether the created variables are continuous or integral.
	name_prefix	the prefix of the variable names. Variables are named name_prefix0, name_prefix1, ...
[out]	vars	the vector of variables to fill with variables.

◆ MutableObjective()

MPObjective* operations_research::MPSolver::MutableObjective ( )

inline

Returns the mutable objective object.

Definition at line 391 of file linear_solver.h.

◆ Name()

const std::string& operations_research::MPSolver::Name ( ) const

inline

Returns the name of the model set at construction.

Definition at line 251 of file linear_solver.h.

◆ NextSolution()

ABSL_MUST_USE_RESULT bool operations_research::MPSolver::NextSolution ( )

Some solvers (MIP only, not LP) can produce multiple solutions to the problem.

Returns true when another solution is available, and updates the MPVariable* objects to make the new solution queryable. Call only after calling solve.

The optimality properties of the additional solutions found, and whether or not the solver computes them ahead of time or when NextSolution() is called is solver specific.

As of 2018-08-09, only Gurobi supports NextSolution(), see linear_solver_underlying_gurobi_test for an example of how to configure Gurobi for this purpose. The other solvers return false unconditionally.

◆ nodes()

int64 operations_research::MPSolver::nodes ( ) const

Returns the number of branch-and-bound nodes evaluated during the solve.

Only available for discrete problems.

◆ NumConstraints()

int operations_research::MPSolver::NumConstraints ( ) const

inline

Returns the number of constraints.

Definition at line 333 of file linear_solver.h.

◆ NumVariables()

int operations_research::MPSolver::NumVariables ( ) const

inline

Returns the number of variables.

Definition at line 268 of file linear_solver.h.

◆ Objective()

const MPObjective& operations_research::MPSolver::Objective ( ) const

inline

Returns the objective object.

Note that the objective is owned by the solver, and is initialized to its default value (see the MPObjective class below) at construction.

Definition at line 388 of file linear_solver.h.

◆ OutputIsEnabled()

bool operations_research::MPSolver::OutputIsEnabled ( ) const

Controls (or queries) the amount of output produced by the underlying solver.

The output can surface to LOGs, or to stdout or stderr, depending on the implementation. The amount of output will greatly vary with each implementation and each problem.

Output is suppressed by default.

◆ OwnsVariable()

bool operations_research::MPSolver::OwnsVariable ( const MPVariable * var ) const

◆ ParseSolverType()

static bool operations_research::MPSolver::ParseSolverType	(	absl::string_view	solver,
		OptimizationProblemType *	type
	)

static

Parses the name of the solver.

Returns true if the solver type is successfully parsed as one of the OptimizationProblemType.

◆ ProblemType()

virtual OptimizationProblemType operations_research::MPSolver::ProblemType ( ) const

inlinevirtual

Returns the optimization problem type set at construction.

Definition at line 256 of file linear_solver.h.

◆ Reset()

void operations_research::MPSolver::Reset ( )

Advanced usage: resets extracted model to solve from scratch.

This won't reset the parameters that were set with SetSolverSpecificParametersAsString() or set_time_limit() or even clear the linear program. It will just make sure that next Solve() will be as if everything was reconstructed from scratch.

◆ set_time_limit()

void operations_research::MPSolver::set_time_limit ( int64 time_limit_milliseconds )

inline

Definition at line 744 of file linear_solver.h.

◆ SetHint()

void operations_research::MPSolver::SetHint ( std::vector< std::pair< const MPVariable *, double > > hint )

Sets a hint for solution.

If a feasible or almost-feasible solution to the problem is already known, it may be helpful to pass it to the solver so that it can be used. A solver that supports this feature will try to use this information to create its initial feasible solution.

Note: It may not always be faster to give a hint like this to the solver. There is also no guarantee that the solver will use this hint or try to return a solution "close" to this assignment in case of multiple optimal solutions.

◆ SetNumThreads()

util::Status operations_research::MPSolver::SetNumThreads ( int num_threads )

Sets the number of threads to use by the underlying solver.

Returns OkStatus if the operation was successful. num_threads must be equal to or greater than 1. Note that the behaviour of this call depends on the underlying solver. E.g., it may set the exact number of threads or the max number of threads (check the solver's interface implementation for details). Also, some solvers may not (yet) support this function, but still enable multi-threading via SetSolverSpecificParametersAsString().

◆ SetSolverSpecificParametersAsString()

bool operations_research::MPSolver::SetSolverSpecificParametersAsString ( const std::string & parameters )

Advanced usage: pass solver specific parameters in text format.

The format is solver-specific and is the same as the corresponding solver configuration file format. Returns true if the operation was successful.

TODO(user): Currently SCIP will always return true even if the format is wrong (you can check the log if you suspect an issue there). This seems to be a bug in SCIP though.

◆ SetStartingLpBasis()

void operations_research::MPSolver::SetStartingLpBasis	(	const std::vector< MPSolver::BasisStatus > &	variable_statuses,
		const std::vector< MPSolver::BasisStatus > &	constraint_statuses
	)

Advanced usage: Incrementality.

This function takes a starting basis to be used in the next LP Solve() call. The statuses of a current solution can be retrieved via the basis_status() function of a MPVariable or a MPConstraint.

WARNING: With Glop, you should disable presolve when using this because this information will not be modified in sync with the presolve and will likely not mean much on the presolved problem.

◆ SetTimeLimit()

void operations_research::MPSolver::SetTimeLimit ( absl::Duration time_limit )

inline

Definition at line 658 of file linear_solver.h.

◆ Solve() [1/2]

ResultStatus operations_research::MPSolver::Solve ( )

Solves the problem using default parameter values.

◆ Solve() [2/2]

ResultStatus operations_research::MPSolver::Solve ( const MPSolverParameters & param )

Solves the problem using the specified parameter values.

◆ SolverVersion()

std::string operations_research::MPSolver::SolverVersion ( ) const

Returns a std::string describing the underlying solver and its version.

◆ SolveWithProto()

static void operations_research::MPSolver::SolveWithProto	(	const MPModelRequest &	model_request,
		MPSolutionResponse *	response
	)

static

Solves the model encoded by a MPModelRequest protocol buffer and fills the solution encoded as a MPSolutionResponse.

Note(user): This creates a temporary MPSolver and destroys it at the end. If you want to keep the MPSolver alive (for debugging, or for incremental solving), you should write another version of this function that creates the MPSolver object on the heap and returns it.

◆ SupportsProblemType()

static bool operations_research::MPSolver::SupportsProblemType ( OptimizationProblemType problem_type )

static

Whether the given problem type is supported (this will depend on the targets that you linked).

◆ SuppressOutput()

void operations_research::MPSolver::SuppressOutput ( )

Suppress output.

◆ time_limit()

int64 operations_research::MPSolver::time_limit ( ) const

inline

Definition at line 739 of file linear_solver.h.

◆ time_limit_in_secs()

double operations_research::MPSolver::time_limit_in_secs ( ) const

inline

Definition at line 749 of file linear_solver.h.

◆ TimeLimit()

absl::Duration operations_research::MPSolver::TimeLimit ( ) const

inline

Definition at line 657 of file linear_solver.h.

◆ underlying_solver()

void* operations_research::MPSolver::underlying_solver ( )

Advanced usage: returns the underlying solver.

Returns the underlying solver so that the user can use solver-specific features or features that are not exposed in the simple API of MPSolver. This method is for advanced users, use at your own risk! In particular, if you modify the model or the solution by accessing the underlying solver directly, then the underlying solver will be out of sync with the information kept in the wrapper (MPSolver, MPVariable, MPConstraint, MPObjective). You need to cast the void* returned back to its original type that depends on the interface (CBC: OsiClpSolverInterface*, CLP: ClpSimplex*, GLPK: glp_prob*, SCIP: SCIP*).

◆ variables()

const std::vector<MPVariable*>& operations_research::MPSolver::variables ( ) const

inline

Returns the array of variables handled by the MPSolver.

(They are listed in the order in which they were created.)

Definition at line 274 of file linear_solver.h.

◆ VerifySolution()

bool operations_research::MPSolver::VerifySolution	(	double	tolerance,
		bool	log_errors
	)		const

Advanced usage: Verifies the correctness of the solution.

It verifies that all variables must be within their domains, all constraints must be satisfied, and the reported objective value must be accurate.

Usage:

This can only be called after Solve() was called.
"tolerance" is interpreted as an absolute error threshold.
For the objective value only, if the absolute error is too large, the tolerance is interpreted as a relative error threshold instead.
If "log_errors" is true, every single violation will be logged.
If "tolerance" is negative, it will be set to infinity().

Most users should just set the –verify_solution flag and not bother using this method directly.

◆ wall_time()

int64 operations_research::MPSolver::wall_time ( ) const

inline

Definition at line 754 of file linear_solver.h.

◆ Write()

void operations_research::MPSolver::Write ( const std::string & file_name )

Writes the model using the solver internal write function.

Currently only available for Gurobi.

Friends And Related Function Documentation

◆ BopInterface

friend class BopInterface

friend

Definition at line 767 of file linear_solver.h.

◆ CBCInterface

friend class CBCInterface

friend

Definition at line 760 of file linear_solver.h.

◆ CLPInterface

friend class CLPInterface

friend

Definition at line 759 of file linear_solver.h.

◆ CplexInterface

friend class CplexInterface

friend

Definition at line 763 of file linear_solver.h.

◆ GLOPInterface

friend class GLOPInterface

friend

Definition at line 766 of file linear_solver.h.

◆ GLPKInterface

friend class GLPKInterface

friend

Definition at line 758 of file linear_solver.h.

◆ GurobiInterface

friend class GurobiInterface

friend

Definition at line 762 of file linear_solver.h.

◆ KnapsackInterface

friend class KnapsackInterface

friend

Definition at line 769 of file linear_solver.h.

◆ MPSolverInterface

friend class MPSolverInterface

friend

Definition at line 765 of file linear_solver.h.

◆ SatInterface

friend class SatInterface

friend

Definition at line 768 of file linear_solver.h.

◆ SCIPInterface

friend class SCIPInterface

friend

Definition at line 761 of file linear_solver.h.

◆ SLMInterface

friend class SLMInterface

friend

Definition at line 764 of file linear_solver.h.

The documentation for this class was generated from the following file:

linear_solver.h

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Friends

Member Enumeration Documentation

◆ BasisStatus

◆ OptimizationProblemType

◆ ResultStatus

Constructor & Destructor Documentation

◆ MPSolver()

◆ ~MPSolver()

Member Function Documentation

◆ ClampSolutionWithinBounds()

◆ Clear()

◆ ComputeConstraintActivities()

◆ ComputeExactConditionNumber()

◆ constraints()

◆ DurationSinceConstruction()

◆ EnableOutput()

◆ ExportModelAsLpFormat()

◆ ExportModelAsMpsFormat()

◆ ExportModelToProto()

◆ FillSolutionResponseProto()

◆ GetNumThreads()

◆ GetSolverSpecificParametersAsString()

◆ infinity()

◆ InterruptSolve()

◆ IsMIP()

◆ iterations()

◆ LoadModelFromProto()

◆ LoadModelFromProtoWithUniqueNamesOrDie()

◆ LoadSolutionFromProto()

◆ LookupConstraintOrNull()

◆ LookupVariableOrNull()

◆ MakeBoolVar()

◆ MakeBoolVarArray()

◆ MakeIntVar()

◆ MakeIntVarArray()

◆ MakeNumVar()

◆ MakeNumVarArray()

◆ MakeRowConstraint() [1/6]

◆ MakeRowConstraint() [2/6]

◆ MakeRowConstraint() [3/6]

◆ MakeRowConstraint() [4/6]

◆ MakeRowConstraint() [5/6]

◆ MakeRowConstraint() [6/6]

◆ MakeVar()

◆ MakeVarArray()

◆ MutableObjective()

◆ Name()

◆ NextSolution()

◆ nodes()

◆ NumConstraints()

◆ NumVariables()

◆ Objective()

◆ OutputIsEnabled()

◆ OwnsVariable()

◆ ParseSolverType()

◆ ProblemType()

◆ Reset()

◆ set_time_limit()

◆ SetHint()

◆ SetNumThreads()

◆ SetSolverSpecificParametersAsString()

◆ SetStartingLpBasis()

◆ SetTimeLimit()

◆ Solve() [1/2]

◆ Solve() [2/2]

◆ SolverVersion()

◆ SolveWithProto()

◆ SupportsProblemType()

◆ SuppressOutput()

◆ time_limit()

◆ time_limit_in_secs()

◆ TimeLimit()

◆ underlying_solver()

◆ variables()

◆ VerifySolution()

◆ wall_time()