385 lines
15 KiB
Protocol Buffer
385 lines
15 KiB
Protocol Buffer
// Copyright 2010-2025 Google LLC
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// Configures the behavior of a MathOpt solver.
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syntax = "proto3";
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package operations_research.math_opt;
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import "google/protobuf/duration.proto";
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import "ortools/pdlp/solvers.proto";
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import "ortools/glop/parameters.proto";
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import "ortools/math_opt/solvers/glpk.proto";
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import "ortools/math_opt/solvers/gscip/gscip.proto";
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import "ortools/math_opt/solvers/gurobi.proto";
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import "ortools/math_opt/solvers/highs.proto";
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import "ortools/math_opt/solvers/osqp.proto";
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import "ortools/math_opt/solvers/xpress.proto";
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import "ortools/sat/sat_parameters.proto";
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option java_package = "com.google.ortools.mathopt";
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option java_multiple_files = true;
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// The solvers supported by MathOpt.
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enum SolverTypeProto {
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SOLVER_TYPE_UNSPECIFIED = 0;
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// Solving Constraint Integer Programs (SCIP) solver (third party).
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//
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// Supports LP, MIP, and nonconvex integer quadratic problems. No dual data
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// for LPs is returned though. Prefer GLOP for LPs.
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SOLVER_TYPE_GSCIP = 1;
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// Gurobi solver (third party).
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//
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// Supports LP, MIP, and nonconvex integer quadratic problems. Generally the
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// fastest option, but has special licensing.
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SOLVER_TYPE_GUROBI = 2;
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// Google's Glop solver.
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//
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// Supports LP with primal and dual simplex methods.
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SOLVER_TYPE_GLOP = 3;
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// Google's CP-SAT solver.
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//
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// Supports problems where all variables are integer and bounded (or implied
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// to be after presolve). Experimental support to rescale and discretize
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// problems with continuous variables.
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SOLVER_TYPE_CP_SAT = 4;
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// Google's PDLP solver.
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//
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// Supports LP and convex diagonal quadratic objectives. Uses first order
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// methods rather than simplex. Can solve very large problems.
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SOLVER_TYPE_PDLP = 5;
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// GNU Linear Programming Kit (GLPK) (third party).
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//
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// Supports MIP and LP.
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//
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// Thread-safety: GLPK use thread-local storage for memory allocations. As a
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// consequence Solver instances must be destroyed on the same thread as they
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// are created or GLPK will crash. It seems OK to call Solver::Solve() from
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// another thread than the one used to create the Solver but it is not
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// documented by GLPK and should be avoided.
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//
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// When solving a LP with the presolver, a solution (and the unbound rays) are
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// only returned if an optimal solution has been found. Else nothing is
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// returned. See glpk-5.0/doc/glpk.pdf page #40 available from glpk-5.0.tar.gz
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// for details.
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SOLVER_TYPE_GLPK = 6;
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// The Operator Splitting Quadratic Program (OSQP) solver (third party).
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//
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// Supports continuous problems with linear constraints and linear or convex
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// quadratic objectives. Uses a first-order method.
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SOLVER_TYPE_OSQP = 7;
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// The Embedded Conic Solver (ECOS) (third party).
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//
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// Supports LP and SOCP problems. Uses interior point methods (barrier).
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SOLVER_TYPE_ECOS = 8;
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// The Splitting Conic Solver (SCS) (third party).
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//
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// Supports LP and SOCP problems. Uses a first-order method.
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SOLVER_TYPE_SCS = 9;
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// The HiGHS Solver (third party).
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//
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// Supports LP and MIP problems (convex QPs are unimplemented).
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SOLVER_TYPE_HIGHS = 10;
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// MathOpt's reference implementation of a MIP solver.
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//
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// Slow/not recommended for production. Not an LP solver (no dual information
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// returned).
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SOLVER_TYPE_SANTORINI = 11;
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reserved 12;
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// Fico XPRESS solver (third party).
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//
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// Supports LP, MIP, and nonconvex integer quadratic problems.
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// A fast option, but has special licensing.
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SOLVER_TYPE_XPRESS = 13;
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}
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// Selects an algorithm for solving linear programs.
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enum LPAlgorithmProto {
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LP_ALGORITHM_UNSPECIFIED = 0;
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// The (primal) simplex method. Typically can provide primal and dual
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// solutions, primal/dual rays on primal/dual unbounded problems, and a basis.
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LP_ALGORITHM_PRIMAL_SIMPLEX = 1;
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// The dual simplex method. Typically can provide primal and dual
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// solutions, primal/dual rays on primal/dual unbounded problems, and a basis.
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LP_ALGORITHM_DUAL_SIMPLEX = 2;
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// The barrier method, also commonly called an interior point method (IPM).
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// Can typically give both primal and dual solutions. Some implementations can
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// also produce rays on unbounded/infeasible problems. A basis is not given
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// unless the underlying solver does "crossover" and finishes with simplex.
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LP_ALGORITHM_BARRIER = 3;
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// An algorithm based around a first-order method. These will typically
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// produce both primal and dual solutions, and potentially also certificates
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// of primal and/or dual infeasibility. First-order methods typically will
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// provide solutions with lower accuracy, so users should take care to set
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// solution quality parameters (e.g., tolerances) and to validate solutions.
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LP_ALGORITHM_FIRST_ORDER = 4;
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}
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// Effort level applied to an optional task while solving (see
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// SolveParametersProto for use).
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//
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// Emphasis is used to configure a solver feature as follows:
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// * If a solver doesn't support the feature, only UNSPECIFIED will always be
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// valid, any other setting will typically an invalid argument error (some
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// solvers may also accept OFF).
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// * If the solver supports the feature:
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// - When set to UNSPECIFIED, the underlying default is used.
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// - When the feature cannot be turned off, OFF will return an error.
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// - If the feature is enabled by default, the solver default is typically
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// mapped to MEDIUM.
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// - If the feature is supported, LOW, MEDIUM, HIGH, and VERY HIGH will never
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// give an error, and will map onto their best match.
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enum EmphasisProto {
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EMPHASIS_UNSPECIFIED = 0;
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EMPHASIS_OFF = 1;
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EMPHASIS_LOW = 2;
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EMPHASIS_MEDIUM = 3;
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EMPHASIS_HIGH = 4;
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EMPHASIS_VERY_HIGH = 5;
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}
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// Configures if potentially bad solver input is a warning or an error.
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//
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// TODO(b/196132970): implement this feature.
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message StrictnessProto {
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bool bad_parameter = 1;
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}
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// This message contains solver specific data that are used when the solver is
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// instantiated.
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message SolverInitializerProto {
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GurobiInitializerProto gurobi = 1;
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reserved 2;
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XpressInitializerProto xpress = 3;
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}
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// Parameters to control a single solve.
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//
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// Contains both parameters common to all solvers e.g. time_limit, and
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// parameters for a specific solver, e.g. gscip. If a value is set in both
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// common and solver specific field, the solver specific setting is used.
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//
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// The common parameters that are optional and unset or an enum with value
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// unspecified indicate that the solver default is used.
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//
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// Solver specific parameters for solvers other than the one in use are ignored.
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//
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// Parameters that depends on the model (e.g. branching priority is set for
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// each variable) are passed in ModelSolveParametersProto.
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message SolveParametersProto {
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//////////////////////////////////////////////////////////////////////////////
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// Parameters common to all solvers.
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//////////////////////////////////////////////////////////////////////////////
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// Maximum time a solver should spend on the problem (or infinite if not set).
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//
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// This value is not a hard limit, solve time may slightly exceed this value.
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// This parameter is always passed to the underlying solver, the solver
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// default is not used.
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google.protobuf.Duration time_limit = 1;
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// Limit on the iterations of the underlying algorithm (e.g. simplex pivots).
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// The specific behavior is dependent on the solver and algorithm used, but
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// often can give a deterministic solve limit (further configuration may be
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// needed, e.g. one thread).
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//
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// Typically supported by LP, QP, and MIP solvers, but for MIP solvers see
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// also node_limit.
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optional int64 iteration_limit = 2;
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// Limit on the number of subproblems solved in enumerative search (e.g.
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// branch and bound). For many solvers this can be used to deterministically
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// limit computation (further configuration may be needed, e.g. one thread).
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//
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// Typically for MIP solvers, see also iteration_limit.
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optional int64 node_limit = 24;
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// The solver stops early if it can prove there are no primal solutions at
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// least as good as cutoff.
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//
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// On an early stop, the solver returns termination reason NO_SOLUTION_FOUND
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// and with limit CUTOFF and is not required to give any extra solution
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// information. Has no effect on the return value if there is no early stop.
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//
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// It is recommended that you use a tolerance if you want solutions with
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// objective exactly equal to cutoff to be returned.
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//
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// See the user guide for more details and a comparison with best_bound_limit.
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optional double cutoff_limit = 20;
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// The solver stops early as soon as it finds a solution at least this good,
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// with termination reason FEASIBLE and limit OBJECTIVE.
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optional double objective_limit = 21;
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// The solver stops early as soon as it proves the best bound is at least this
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// good, with termination reason FEASIBLE or NO_SOLUTION_FOUND and limit
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// OBJECTIVE.
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//
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// See the user guide for more details and a comparison with cutoff_limit.
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optional double best_bound_limit = 22;
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// The solver stops early after finding this many feasible solutions, with
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// termination reason FEASIBLE and limit SOLUTION. Must be greater than zero
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// if set. It is often used get the solver to stop on the first feasible
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// solution found. Note that there is no guarantee on the objective value for
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// any of the returned solutions.
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//
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// Solvers will typically not return more solutions than the solution limit,
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// but this is not enforced by MathOpt, see also b/214041169.
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//
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// Currently supported for Gurobi and SCIP, and for CP-SAT only with value 1.
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optional int32 solution_limit = 23;
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// Enables printing the solver implementation traces. The location of those
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// traces depend on the solver. For SCIP and Gurobi this will be the standard
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// output streams. For Glop and CP-SAT this will LOG(INFO).
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//
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// Note that if the solver supports message callback and the user registers a
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// callback for it, then this parameter value is ignored and no traces are
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// printed.
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bool enable_output = 3;
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// If set, it must be >= 1.
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optional int32 threads = 4;
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// Seed for the pseudo-random number generator in the underlying
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// solver. Note that all solvers use pseudo-random numbers to select things
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// such as perturbation in the LP algorithm, for tie-break-up rules, and for
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// heuristic fixings. Varying this can have a noticeable impact on solver
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// behavior.
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//
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// Although all solvers have a concept of seeds, note that valid values
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// depend on the actual solver.
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// - Gurobi: [0:GRB_MAXINT] (which as of Gurobi 9.0 is 2x10^9).
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// - GSCIP: [0:2147483647] (which is MAX_INT or kint32max or 2^31-1).
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// - GLOP: [0:2147483647] (same as above)
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// In all cases, the solver will receive a value equal to:
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// MAX(0, MIN(MAX_VALID_VALUE_FOR_SOLVER, random_seed)).
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optional int32 random_seed = 5;
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// An absolute optimality tolerance (primarily) for MIP solvers.
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//
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// The absolute GAP is the absolute value of the difference between:
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// * the objective value of the best feasible solution found,
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// * the dual bound produced by the search.
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// The solver can stop once the absolute GAP is at most absolute_gap_tolerance
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// (when set), and return TERMINATION_REASON_OPTIMAL.
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//
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// Must be >= 0 if set.
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//
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// See also relative_gap_tolerance.
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optional double absolute_gap_tolerance = 18;
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// A relative optimality tolerance (primarily) for MIP solvers.
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//
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// The relative GAP is a normalized version of the absolute GAP (defined on
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// absolute_gap_tolerance), where the normalization is solver-dependent, e.g.
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// the absolute GAP divided by the objective value of the best feasible
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// solution found.
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//
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// The solver can stop once the relative GAP is at most relative_gap_tolerance
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// (when set), and return TERMINATION_REASON_OPTIMAL.
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//
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// Must be >= 0 if set.
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//
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// See also absolute_gap_tolerance.
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optional double relative_gap_tolerance = 17;
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// Maintain up to `solution_pool_size` solutions while searching. The solution
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// pool generally has two functions:
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// (1) For solvers that can return more than one solution, this limits how
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// many solutions will be returned.
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// (2) Some solvers may run heuristics using solutions from the solution
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// pool, so changing this value may affect the algorithm's path.
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// To force the solver to fill the solution pool, e.g. with the n best
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// solutions, requires further, solver specific configuration.
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optional int32 solution_pool_size = 25;
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// The algorithm for solving a linear program. If LP_ALGORITHM_UNSPECIFIED,
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// use the solver default algorithm.
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//
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// For problems that are not linear programs but where linear programming is
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// a subroutine, solvers may use this value. E.g. MIP solvers will typically
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// use this for the root LP solve only (and use dual simplex otherwise).
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LPAlgorithmProto lp_algorithm = 6;
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// Effort on simplifying the problem before starting the main algorithm, or
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// the solver default effort level if EMPHASIS_UNSPECIFIED.
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EmphasisProto presolve = 7;
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// Effort on getting a stronger LP relaxation (MIP only), or the solver
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// default effort level if EMPHASIS_UNSPECIFIED.
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//
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// NOTE: disabling cuts may prevent callbacks from having a chance to add cuts
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// at MIP_NODE, this behavior is solver specific.
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EmphasisProto cuts = 8;
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// Effort in finding feasible solutions beyond those encountered in the
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// complete search procedure (MIP only), or the solver default effort level if
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// EMPHASIS_UNSPECIFIED.
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EmphasisProto heuristics = 9;
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// Effort in rescaling the problem to improve numerical stability, or the
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// solver default effort level if EMPHASIS_UNSPECIFIED.
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EmphasisProto scaling = 10;
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//////////////////////////////////////////////////////////////////////////////
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// Solver specific parameters
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//////////////////////////////////////////////////////////////////////////////
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GScipParameters gscip = 12;
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GurobiParametersProto gurobi = 13;
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glop.GlopParameters glop = 14;
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sat.SatParameters cp_sat = 15;
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pdlp.PrimalDualHybridGradientParams pdlp = 16;
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// Users should prefer the generic MathOpt parameters over OSQP-level
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// parameters, when available:
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// * Prefer SolveParametersProto.enable_output to OsqpSettingsProto.verbose.
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// * Prefer SolveParametersProto.time_limit to OsqpSettingsProto.time_limit.
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// * Prefer SolveParametersProto.iteration_limit to
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// OsqpSettingsProto.iteration_limit.
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// * If a less granular configuration is acceptable, prefer
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// SolveParametersProto.scaling to OsqpSettingsProto.
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OsqpSettingsProto osqp = 19;
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GlpkParametersProto glpk = 26;
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HighsOptionsProto highs = 27;
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XpressParametersProto xpress = 28;
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reserved 11; // Deleted
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}
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