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294 lines
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<a href="pywrap__model__builder__helper_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="comment">// A pybind11 wrapper for model_builder_helper.</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span><span class="comment">// Use the pure python wrapper model_builder_helper.py instead of this</span></div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="comment">// interface.</span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span> </div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <stdexcept></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <string></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span> </div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include "absl/strings/str_cat.h"</span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "Eigen/Core"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "Eigen/SparseCore"</span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include "pybind11/eigen.h"</span></div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "pybind11/pybind11.h"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "pybind11/pytypes.h"</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "ortools/linear_solver/linear_solver.pb.h"</span></div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="preprocessor">#include "<a class="code" href="model__exporter_8h.html">ortools/linear_solver/model_exporter.h</a>"</span></div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "<a class="code" href="model__builder__helper_8h.html">ortools/model_builder/wrappers/model_builder_helper.h</a>"</span></div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span> </div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span>using ::Eigen::SparseMatrix;</div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span>using ::Eigen::VectorXd;</div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span>using ::operations_research::ModelBuilderHelper;</div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span>using ::operations_research::ModelSolverHelper;</div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span>using ::operations_research::MPConstraintProto;</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span>using ::operations_research::MPModelExportOptions;</div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span>using ::operations_research::MPModelProto;</div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span>using ::operations_research::MPVariableProto;</div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span>using ::pybind11::arg;</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> </div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span><span class="comment">// TODO(user): The interface uses serialized protos because of issues building</span></div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span><span class="comment">// pybind11_protobuf. See</span></div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span><span class="comment">// https://github.com/protocolbuffers/protobuf/issues/9464. After</span></div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span><span class="comment">// pybind11_protobuf is working, this workaround can be removed.</span></div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> </div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"><a class="line" href="pywrap__model__builder__helper_8cc.html#a8b4964596e288ed968a42c828fff351f"> 46</a></span>pybind11::bytes <a class="code hl_function" href="pywrap__model__builder__helper_8cc.html#a8b4964596e288ed968a42c828fff351f">BuildModel</a>(</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> <span class="keyword">const</span> Eigen::Ref<const VectorXd>& <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>,</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> <span class="keyword">const</span> Eigen::Ref<const VectorXd>& <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>,</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> <span class="keyword">const</span> Eigen::Ref<const VectorXd>& objective_coefficients,</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span> <span class="keyword">const</span> Eigen::Ref<const VectorXd>& constraint_lower_bounds,</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="keyword">const</span> Eigen::Ref<const VectorXd>& constraint_upper_bounds,</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <span class="keyword">const</span> SparseMatrix<double, Eigen::RowMajor>& constraint_matrix) {</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_variables = <a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>.size();</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_constraints = constraint_lower_bounds.size();</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> </div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>.size() != num_variables) {</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> <span class="keywordflow">throw</span> std::invalid_argument(</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> absl::StrCat(<span class="stringliteral">"Invalid size "</span>, <a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>.size(),</div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> <span class="stringliteral">" for variable_upper_bounds. Expected: "</span>, num_variables));</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> }</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keywordflow">if</span> (objective_coefficients.size() != num_variables) {</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> <span class="keywordflow">throw</span> std::invalid_argument(absl::StrCat(</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> <span class="stringliteral">"Invalid size "</span>, objective_coefficients.size(),</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> <span class="stringliteral">" for linear_objective_coefficients. Expected: "</span>, num_variables));</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> }</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> <span class="keywordflow">if</span> (constraint_upper_bounds.size() != num_constraints) {</div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> <span class="keywordflow">throw</span> std::invalid_argument(absl::StrCat(</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> <span class="stringliteral">"Invalid size "</span>, constraint_upper_bounds.size(),</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> <span class="stringliteral">" for constraint_upper_bounds. Expected: "</span>, num_constraints));</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> }</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <span class="keywordflow">if</span> (constraint_matrix.cols() != num_variables) {</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> <span class="keywordflow">throw</span> std::invalid_argument(</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> absl::StrCat(<span class="stringliteral">"Invalid number of columns "</span>, constraint_matrix.cols(),</div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> <span class="stringliteral">" in constraint_matrix. Expected: "</span>, num_variables));</div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> }</div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> <span class="keywordflow">if</span> (constraint_matrix.rows() != num_constraints) {</div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> <span class="keywordflow">throw</span> std::invalid_argument(</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> absl::StrCat(<span class="stringliteral">"Invalid number of rows "</span>, constraint_matrix.rows(),</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <span class="stringliteral">" in constraint_matrix. Expected: "</span>, num_constraints));</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> }</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> </div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> MPModelProto <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>;</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_variables; ++i) {</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> MPVariableProto* variable = <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.add_variable();</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> variable->set_lower_bound(<a class="code hl_variable" href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a>[i]);</div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> variable->set_upper_bound(<a class="code hl_variable" href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a>[i]);</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> variable->set_objective_coefficient(objective_coefficients[i]);</div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> }</div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> </div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = 0; <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_constraints; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> MPConstraintProto* constraint = <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.add_constraint();</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> constraint->set_lower_bound(constraint_lower_bounds[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> constraint->set_upper_bound(constraint_upper_bounds[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> <span class="keywordflow">for</span> (SparseMatrix<double, Eigen::RowMajor>::InnerIterator it(</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> constraint_matrix, <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> it; ++it) {</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> constraint->add_coefficient(it.value());</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> constraint->add_var_index(it.col());</div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> }</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> }</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> </div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.SerializeAsString();</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span>}</div>
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> </div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"><a class="line" href="pywrap__model__builder__helper_8cc.html#a88ba466ede494ffa29adbd867bdcd80c"> 105</a></span><a class="code hl_function" href="pywrap__model__builder__helper_8cc.html#a88ba466ede494ffa29adbd867bdcd80c">PYBIND11_MODULE</a>(pywrap_model_builder_helper, m) {</div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> m.def(<span class="stringliteral">"BuildModel"</span>, <a class="code hl_function" href="pywrap__model__builder__helper_8cc.html#a8b4964596e288ed968a42c828fff351f">BuildModel</a>, arg(<span class="stringliteral">"variable_lower_bounds"</span>),</div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> arg(<span class="stringliteral">"variable_upper_bounds"</span>), arg(<span class="stringliteral">"objective_coefficients"</span>),</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> arg(<span class="stringliteral">"constraint_lower_bounds"</span>), arg(<span class="stringliteral">"constraint_upper_bounds"</span>),</div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> arg(<span class="stringliteral">"constraint_matrix"</span>));</div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> </div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> pybind11::class_<MPModelExportOptions>(m, <span class="stringliteral">"MPModelExportOptions"</span>)</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> .def(pybind11::init<>())</div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> .def_readwrite(<span class="stringliteral">"obfuscate"</span>, &MPModelExportOptions::obfuscate)</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> .def_readwrite(<span class="stringliteral">"log_invalid_names"</span>,</div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> &MPModelExportOptions::log_invalid_names)</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> .def_readwrite(<span class="stringliteral">"show_unused_variables"</span>,</div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> &MPModelExportOptions::show_unused_variables)</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> .def_readwrite(<span class="stringliteral">"max_line_length"</span>, &MPModelExportOptions::max_line_length);</div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> </div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> m.def(</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> <span class="stringliteral">"ExportModelProtoToMpsString"</span>,</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> [](<span class="keyword">const</span> std::string& input_model, <span class="keyword">const</span> MPModelExportOptions& options) {</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> MPModelProto <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>;</div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.ParseFromString(input_model)) {</div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> throw std::invalid_argument(</div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="stringliteral">"Unable to parse input_model as MPModelProto."</span>);</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> }</div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> <span class="keywordflow">return</span> ModelBuilderHelper::ExportModelProtoToMpsString(<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>, options);</div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> },</div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> arg(<span class="stringliteral">"input_model"</span>), arg(<span class="stringliteral">"options"</span>) = MPModelExportOptions());</div>
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|
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> m.def(</div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <span class="stringliteral">"ExportModelProtoToLpString"</span>,</div>
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|
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> [](<span class="keyword">const</span> std::string& input_model, <span class="keyword">const</span> MPModelExportOptions& options) {</div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> MPModelProto <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>;</div>
|
|
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.ParseFromString(input_model)) {</div>
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|
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> <span class="keywordflow">throw</span> std::invalid_argument(</div>
|
|
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> <span class="stringliteral">"Unable to parse input_model as MPModelProto."</span>);</div>
|
|
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> }</div>
|
|
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="keywordflow">return</span> ModelBuilderHelper::ExportModelProtoToLpString(<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>, options);</div>
|
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> },</div>
|
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> arg(<span class="stringliteral">"input_model"</span>), arg(<span class="stringliteral">"options"</span>) = MPModelExportOptions());</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> </div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> m.def(<span class="stringliteral">"ImportFromMpsString"</span>, [](<span class="keyword">const</span> std::string& str) {</div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> MPModelProto <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a> = ModelBuilderHelper::ImportFromMpsString(str);</div>
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|
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> <span class="keywordflow">return</span> pybind11::bytes(<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.SerializeAsString());</div>
|
|
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> });</div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> m.def(<span class="stringliteral">"ImportFromMpsFile"</span>, [](<span class="keyword">const</span> std::string& str) {</div>
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|
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> MPModelProto <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a> = ModelBuilderHelper::ImportFromMpsFile(str);</div>
|
|
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="keywordflow">return</span> pybind11::bytes(<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.SerializeAsString());</div>
|
|
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> });</div>
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|
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> m.def(<span class="stringliteral">"ImportFromLpString"</span>, [](<span class="keyword">const</span> std::string& str) {</div>
|
|
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> MPModelProto <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a> = ModelBuilderHelper::ImportFromLpString(str);</div>
|
|
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> <span class="keywordflow">return</span> pybind11::bytes(<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.SerializeAsString());</div>
|
|
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> });</div>
|
|
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> m.def(<span class="stringliteral">"ImportFromLpFile"</span>, [](<span class="keyword">const</span> std::string& str) {</div>
|
|
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> MPModelProto <a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a> = ModelBuilderHelper::ImportFromLpFile(str);</div>
|
|
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> <span class="keywordflow">return</span> pybind11::bytes(<a class="code hl_variable" href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a>.SerializeAsString());</div>
|
|
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> });</div>
|
|
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> </div>
|
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> pybind11::class_<ModelSolverHelper>(m, <span class="stringliteral">"ModelSolverHelper"</span>)</div>
|
|
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> .def(pybind11::init<>())</div>
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|
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> .def(</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> <span class="stringliteral">"Solve"</span>,</div>
|
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> [](ModelSolverHelper* solver_helper, <span class="keyword">const</span> std::string& request_str) {</div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> operations_research::MPModelRequest request;</div>
|
|
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> <span class="keywordflow">if</span> (!request.ParseFromString(request_str)) {</div>
|
|
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> throw std::invalid_argument(</div>
|
|
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> <span class="stringliteral">"Unable to parse request as MPModelRequest."</span>);</div>
|
|
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> }</div>
|
|
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> <span class="keywordflow">return</span> pybind11::bytes(</div>
|
|
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> solver_helper->Solve(request).SerializeAsString());</div>
|
|
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> },</div>
|
|
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <span class="comment">// The GIL is released during the solve to allow Python threads to do</span></div>
|
|
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> <span class="comment">// other things in parallel, e.g., log and interrupt.</span></div>
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|
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> pybind11::call_guard<pybind11::gil_scoped_release>())</div>
|
|
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> .def(<span class="stringliteral">"InterruptSolve"</span>, &ModelSolverHelper::InterruptSolve,</div>
|
|
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> <span class="stringliteral">"Returns true if the interrupt signal was correctly sent, that is, "</span></div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> <span class="stringliteral">"if the underlying solver supports it."</span>)</div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> .def(<span class="stringliteral">"SetLogCallback"</span>, &ModelSolverHelper::SetLogCallback);</div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span>}</div>
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<div class="ttc" id="agurobi__interface_8cc_html_a0728f23c9a47655d38e0bf1a2f200bcf"><div class="ttname"><a href="gurobi__interface_8cc.html#a0728f23c9a47655d38e0bf1a2f200bcf">model</a></div><div class="ttdeci">GRBmodel * model</div><div class="ttdef"><b>Definition:</b> <a href="gurobi__interface_8cc_source.html#l00274">gurobi_interface.cc:274</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00182">markowitz.cc:182</a></div></div>
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<div class="ttc" id="amodel__builder__helper_8h_html"><div class="ttname"><a href="model__builder__helper_8h.html">model_builder_helper.h</a></div></div>
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<div class="ttc" id="amodel__exporter_8h_html"><div class="ttname"><a href="model__exporter_8h.html">model_exporter.h</a></div></div>
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<div class="ttc" id="apywrap__model__builder__helper_8cc_html_a88ba466ede494ffa29adbd867bdcd80c"><div class="ttname"><a href="pywrap__model__builder__helper_8cc.html#a88ba466ede494ffa29adbd867bdcd80c">PYBIND11_MODULE</a></div><div class="ttdeci">PYBIND11_MODULE(pywrap_model_builder_helper, m)</div><div class="ttdef"><b>Definition:</b> <a href="pywrap__model__builder__helper_8cc_source.html#l00105">pywrap_model_builder_helper.cc:105</a></div></div>
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<div class="ttc" id="apywrap__model__builder__helper_8cc_html_a8b4964596e288ed968a42c828fff351f"><div class="ttname"><a href="pywrap__model__builder__helper_8cc.html#a8b4964596e288ed968a42c828fff351f">BuildModel</a></div><div class="ttdeci">pybind11::bytes BuildModel(const Eigen::Ref< const VectorXd > &variable_lower_bounds, const Eigen::Ref< const VectorXd > &variable_upper_bounds, const Eigen::Ref< const VectorXd > &objective_coefficients, const Eigen::Ref< const VectorXd > &constraint_lower_bounds, const Eigen::Ref< const VectorXd > &constraint_upper_bounds, const SparseMatrix< double, Eigen::RowMajor > &constraint_matrix)</div><div class="ttdef"><b>Definition:</b> <a href="pywrap__model__builder__helper_8cc_source.html#l00046">pywrap_model_builder_helper.cc:46</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_a16346c4c462dec8f0cf38493c5e0358c"><div class="ttname"><a href="trust__region__test_8cc.html#a16346c4c462dec8f0cf38493c5e0358c">variable_lower_bounds</a></div><div class="ttdeci">VectorXd variable_lower_bounds</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00863">trust_region_test.cc:863</a></div></div>
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<div class="ttc" id="atrust__region__test_8cc_html_a868af74445e29f368ccf4a9e053f9267"><div class="ttname"><a href="trust__region__test_8cc.html#a868af74445e29f368ccf4a9e053f9267">variable_upper_bounds</a></div><div class="ttdeci">VectorXd variable_upper_bounds</div><div class="ttdef"><b>Definition:</b> <a href="trust__region__test_8cc_source.html#l00864">trust_region_test.cc:864</a></div></div>
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