Files
ortools-clone/ortools/linear_solver/pdlp_interface.cc
Corentin Le Molgat c34026b101 Bump copyright to 2025
note: done using
```sh
git grep -l "2010-2024 Google" | xargs sed -i 's/2010-2024 Google/2010-2025 Google/'
```
2025-01-10 11:33:35 +01:00

320 lines
11 KiB
C++

// Copyright 2010-2025 Google LLC
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#if defined(USE_PDLP)
#include <atomic>
#include <cstdint>
#include <optional>
#include <string>
#include <utility>
#include <vector>
#include "absl/base/attributes.h"
#include "absl/status/status.h"
#include "absl/status/statusor.h"
#include "absl/strings/str_cat.h"
#include "absl/types/optional.h"
#include "ortools/base/logging.h"
#include "ortools/linear_solver/linear_solver.h"
#include "ortools/linear_solver/linear_solver.pb.h"
#include "ortools/linear_solver/proto_solver/pdlp_proto_solver.h"
#include "ortools/linear_solver/proto_solver/proto_utils.h"
#include "ortools/pdlp/solve_log.pb.h"
#include "ortools/pdlp/solvers.pb.h"
#include "ortools/port/proto_utils.h"
#include "ortools/util/lazy_mutable_copy.h"
namespace operations_research {
class PdlpInterface : public MPSolverInterface {
public:
explicit PdlpInterface(MPSolver* solver);
~PdlpInterface() override;
// ----- Solve -----
MPSolver::ResultStatus Solve(const MPSolverParameters& param) override;
bool SupportsDirectlySolveProto(std::atomic<bool>* interrupt) const override {
return true;
}
MPSolutionResponse DirectlySolveProto(LazyMutableCopy<MPModelRequest> request,
std::atomic<bool>* interrupt) override {
const bool log_error = request->enable_internal_solver_output();
return ConvertStatusOrMPSolutionResponse(
log_error, PdlpSolveProto(std::move(request),
/*relax_integer_variables=*/true, interrupt));
}
// ----- Model modifications and extraction -----
void Reset() override;
void SetOptimizationDirection(bool maximize) override;
void SetVariableBounds(int index, double lb, double ub) override;
void SetVariableInteger(int index, bool integer) override;
void SetConstraintBounds(int index, double lb, double ub) override;
void AddRowConstraint(MPConstraint* ct) override;
void AddVariable(MPVariable* var) override;
void SetCoefficient(MPConstraint* constraint, const MPVariable* variable,
double new_value, double old_value) override;
void ClearConstraint(MPConstraint* constraint) override;
void SetObjectiveCoefficient(const MPVariable* variable,
double coefficient) override;
void SetObjectiveOffset(double value) override;
void ClearObjective() override;
// ------ Query statistics on the solution and the solve ------
int64_t iterations() const override;
int64_t nodes() const override;
MPSolver::BasisStatus row_status(int constraint_index) const override;
MPSolver::BasisStatus column_status(int variable_index) const override;
// ----- Misc -----
bool IsContinuous() const override;
bool IsLP() const override;
bool IsMIP() const override;
std::string SolverVersion() const override;
void* underlying_solver() override;
bool InterruptSolve() override;
void ExtractNewVariables() override;
void ExtractNewConstraints() override;
void ExtractObjective() override;
void SetParameters(const MPSolverParameters& param) override;
void SetRelativeMipGap(double value) override;
void SetPrimalTolerance(double value) override;
void SetDualTolerance(double value) override;
void SetPresolveMode(int value) override;
void SetScalingMode(int value) override;
void SetLpAlgorithm(int value) override;
bool SetSolverSpecificParametersAsString(
const std::string& parameters) override;
absl::Status SetNumThreads(int num_threads) override;
private:
void NonIncrementalChange();
pdlp::PrimalDualHybridGradientParams parameters_;
pdlp::SolveLog solve_log_;
std::atomic<bool> interrupt_solver_;
};
PdlpInterface::PdlpInterface(MPSolver* const solver)
: MPSolverInterface(solver), interrupt_solver_(false) {}
PdlpInterface::~PdlpInterface() {}
MPSolver::ResultStatus PdlpInterface::Solve(const MPSolverParameters& param) {
// Reset extraction as this interface is not incremental yet.
Reset();
interrupt_solver_ = false;
ExtractModel();
SetParameters(param);
if (quiet_) {
parameters_.set_verbosity_level(0);
} else {
parameters_.set_verbosity_level(3);
}
solver_->SetSolverSpecificParametersAsString(
solver_->solver_specific_parameter_string_);
// Time limit.
if (solver_->time_limit()) {
VLOG(1) << "Setting time limit = " << solver_->time_limit() << " ms.";
parameters_.mutable_termination_criteria()->set_time_sec_limit(
static_cast<double>(solver_->time_limit()) / 1000.0);
}
// Mark variables and constraints as extracted.
for (int i = 0; i < solver_->variables_.size(); ++i) {
set_variable_as_extracted(i, true);
}
for (int i = 0; i < solver_->constraints_.size(); ++i) {
set_constraint_as_extracted(i, true);
}
MPModelProto model_proto;
solver_->ExportModelToProto(&model_proto);
MPModelRequest request;
*request.mutable_model() = std::move(model_proto);
if (!google::protobuf::TextFormat::PrintToString(
parameters_, request.mutable_solver_specific_parameters())) {
LOG(QFATAL) << "Error converting parameters to text format: "
<< ProtobufDebugString(parameters_);
}
absl::StatusOr<MPSolutionResponse> response = PdlpSolveProto(
std::move(request), /*relax_integer_variables=*/true, &interrupt_solver_);
if (!response.ok()) {
LOG(ERROR) << "Unexpected error solving with PDLP: " << response.status();
return MPSolver::ABNORMAL;
}
// The solution must be marked as synchronized even when no solution exists.
sync_status_ = SOLUTION_SYNCHRONIZED;
if (response->status() == MPSOLVER_CANCELLED_BY_USER) {
// MPSOLVER_CANCELLED_BY_USER is only for when the solver didn't have time
// to return a proper status, and is not convertible to an MPSolver status.
result_status_ = MPSolver::NOT_SOLVED;
} else {
result_status_ = static_cast<MPSolver::ResultStatus>(response->status());
}
if (response->has_solver_specific_info()) {
if (!solve_log_.ParseFromString(response->solver_specific_info())) {
LOG(DFATAL)
<< "Unable to parse PDLP's SolveLog from solver_specific_info";
}
}
if (response->status() == MPSOLVER_FEASIBLE ||
response->status() == MPSOLVER_OPTIMAL) {
const absl::Status result = solver_->LoadSolutionFromProto(*response);
if (!result.ok()) {
LOG(ERROR) << "LoadSolutionFromProto failed: " << result;
}
}
return result_status_;
}
void PdlpInterface::Reset() { ResetExtractionInformation(); }
void PdlpInterface::SetOptimizationDirection(bool maximize) {
NonIncrementalChange();
}
void PdlpInterface::SetVariableBounds(int index, double lb, double ub) {
NonIncrementalChange();
}
void PdlpInterface::SetVariableInteger(int index, bool integer) {
NonIncrementalChange();
}
void PdlpInterface::SetConstraintBounds(int index, double lb, double ub) {
NonIncrementalChange();
}
void PdlpInterface::AddRowConstraint(MPConstraint* const ct) {
NonIncrementalChange();
}
void PdlpInterface::AddVariable(MPVariable* const var) {
NonIncrementalChange();
}
void PdlpInterface::SetCoefficient(MPConstraint* const constraint,
const MPVariable* const variable,
double new_value, double old_value) {
NonIncrementalChange();
}
void PdlpInterface::ClearConstraint(MPConstraint* const constraint) {
NonIncrementalChange();
}
void PdlpInterface::SetObjectiveCoefficient(const MPVariable* const variable,
double coefficient) {
NonIncrementalChange();
}
void PdlpInterface::SetObjectiveOffset(double value) { NonIncrementalChange(); }
void PdlpInterface::ClearObjective() { NonIncrementalChange(); }
int64_t PdlpInterface::iterations() const {
return solve_log_.iteration_count();
}
int64_t PdlpInterface::nodes() const {
LOG(DFATAL) << "Number of nodes only available for discrete problems";
return MPSolverInterface::kUnknownNumberOfNodes;
}
MPSolver::BasisStatus PdlpInterface::row_status(int constraint_index) const {
// TODO(user): While basis status isn't well defined for PDLP, we could
// guess statuses that might be useful.
return MPSolver::BasisStatus::FREE;
}
MPSolver::BasisStatus PdlpInterface::column_status(int variable_index) const {
// TODO(user): While basis status isn't well defined for PDLP, we could
// guess statuses that might be useful.
return MPSolver::BasisStatus::FREE;
}
bool PdlpInterface::IsContinuous() const { return true; }
bool PdlpInterface::IsLP() const { return true; }
bool PdlpInterface::IsMIP() const { return false; }
std::string PdlpInterface::SolverVersion() const { return "PDLP Solver"; }
// TODO(user): Consider returning the SolveLog here, as it could be essential
// for interpreting the PDLP solution.
void* PdlpInterface::underlying_solver() { return nullptr; }
bool PdlpInterface::InterruptSolve() {
interrupt_solver_ = true;
return true;
}
void PdlpInterface::ExtractNewVariables() { NonIncrementalChange(); }
void PdlpInterface::ExtractNewConstraints() { NonIncrementalChange(); }
void PdlpInterface::ExtractObjective() { NonIncrementalChange(); }
void PdlpInterface::SetParameters(const MPSolverParameters& param) {
SetCommonParameters(param);
}
absl::Status PdlpInterface::SetNumThreads(int num_threads) {
if (num_threads < 1) {
return absl::InvalidArgumentError(
absl::StrCat("Invalid number of threads: ", num_threads));
}
parameters_.set_num_threads(num_threads);
return absl::OkStatus();
}
// These have no effect. Use SetSolverSpecificParametersAsString instead.
void PdlpInterface::SetPrimalTolerance(double value) {}
void PdlpInterface::SetDualTolerance(double value) {}
void PdlpInterface::SetScalingMode(int value) {}
void PdlpInterface::SetLpAlgorithm(int value) {}
void PdlpInterface::SetRelativeMipGap(double value) {}
void PdlpInterface::SetPresolveMode(int value) {}
bool PdlpInterface::SetSolverSpecificParametersAsString(
const std::string& parameters) {
return ProtobufTextFormatMergeFromString(parameters, &parameters_);
}
void PdlpInterface::NonIncrementalChange() {
// The current implementation is not incremental.
sync_status_ = MUST_RELOAD;
}
// Register PDLP in the global linear solver factory.
MPSolverInterface* BuildPdlpInterface(MPSolver* const solver) {
return new PdlpInterface(solver);
}
} // namespace operations_research
#endif // #if defined(USE_PDLP)