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ortools-clone/ortools/linear_solver/glop_interface.cc
Corentin Le Molgat a66a6daac7 Bump Copyright to 2025
2025-01-10 11:35:44 +01:00

447 lines
15 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_GLOP)
#include <atomic>
#include <cstdint>
#include <memory>
#include <string>
#include <utility>
#include <vector>
#include "absl/base/attributes.h"
#include "absl/log/check.h"
#include "ortools/base/logging.h"
#include "ortools/glop/lp_solver.h"
#include "ortools/glop/parameters.pb.h"
#include "ortools/linear_solver/glop_utils.h"
#include "ortools/linear_solver/linear_solver.h"
#include "ortools/linear_solver/proto_solver/glop_proto_solver.h"
#include "ortools/lp_data/lp_data.h"
#include "ortools/lp_data/lp_types.h"
#include "ortools/port/proto_utils.h"
#include "ortools/util/lazy_mutable_copy.h"
#include "ortools/util/time_limit.h"
namespace operations_research {
namespace {} // Anonymous namespace
class GLOPInterface : public MPSolverInterface {
public:
explicit GLOPInterface(MPSolver* solver);
~GLOPInterface() override;
// ----- Solve -----
MPSolver::ResultStatus Solve(const MPSolverParameters& param) override;
bool InterruptSolve() override;
// ----- Directly solve proto is supported ---
bool SupportsDirectlySolveProto(std::atomic<bool>* interrupt) const override {
return true;
}
MPSolutionResponse DirectlySolveProto(LazyMutableCopy<MPModelRequest> request,
std::atomic<bool>* interrupt) override {
return GlopSolveProto(std::move(request), 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;
void ExtractNewVariables() override;
void ExtractNewConstraints() override;
void ExtractObjective() override;
void SetStartingLpBasis(
const std::vector<MPSolver::BasisStatus>& variable_statuses,
const std::vector<MPSolver::BasisStatus>& constraint_statuses) 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;
private:
void NonIncrementalChange();
glop::LinearProgram linear_program_;
glop::LPSolver lp_solver_;
std::vector<MPSolver::BasisStatus> column_status_;
std::vector<MPSolver::BasisStatus> row_status_;
glop::GlopParameters parameters_;
std::atomic<bool> interrupt_solver_;
};
GLOPInterface::GLOPInterface(MPSolver* const solver)
: MPSolverInterface(solver),
linear_program_(),
lp_solver_(),
column_status_(),
row_status_(),
parameters_(),
interrupt_solver_(false) {}
GLOPInterface::~GLOPInterface() {}
MPSolver::ResultStatus GLOPInterface::Solve(const MPSolverParameters& param) {
// Re-extract the problem from scratch. We don't support modifying the
// LinearProgram in sync with changes done in the MPSolver.
ResetExtractionInformation();
linear_program_.Clear();
interrupt_solver_ = false;
ExtractModel();
SetParameters(param);
linear_program_.SetMaximizationProblem(maximize_);
linear_program_.CleanUp();
// Time limit.
if (solver_->time_limit()) {
VLOG(1) << "Setting time limit = " << solver_->time_limit() << " ms.";
parameters_.set_max_time_in_seconds(
static_cast<double>(solver_->time_limit()) / 1000.0);
}
solver_->SetSolverSpecificParametersAsString(
solver_->solver_specific_parameter_string_);
lp_solver_.SetParameters(parameters_);
std::unique_ptr<TimeLimit> time_limit =
TimeLimit::FromParameters(lp_solver_.GetParameters());
time_limit->RegisterExternalBooleanAsLimit(&interrupt_solver_);
const glop::ProblemStatus status =
lp_solver_.SolveWithTimeLimit(linear_program_, time_limit.get());
// The solution must be marked as synchronized even when no solution exists.
sync_status_ = SOLUTION_SYNCHRONIZED;
result_status_ = GlopToMPSolverResultStatus(status);
objective_value_ = lp_solver_.GetObjectiveValue();
const int num_vars = solver_->variables_.size();
column_status_.resize(num_vars, MPSolver::FREE);
for (int var_id = 0; var_id < num_vars; ++var_id) {
MPVariable* const var = solver_->variables_[var_id];
const glop::ColIndex lp_solver_var_id(var->index());
const glop::Fractional solution_value =
lp_solver_.variable_values()[lp_solver_var_id];
var->set_solution_value(static_cast<double>(solution_value));
const glop::Fractional reduced_cost =
lp_solver_.reduced_costs()[lp_solver_var_id];
var->set_reduced_cost(static_cast<double>(reduced_cost));
const glop::VariableStatus variable_status =
lp_solver_.variable_statuses()[lp_solver_var_id];
column_status_.at(var_id) = GlopToMPSolverVariableStatus(variable_status);
}
const int num_constraints = solver_->constraints_.size();
row_status_.resize(num_constraints, MPSolver::FREE);
for (int ct_id = 0; ct_id < num_constraints; ++ct_id) {
MPConstraint* const ct = solver_->constraints_[ct_id];
const glop::RowIndex lp_solver_ct_id(ct->index());
const glop::Fractional dual_value =
lp_solver_.dual_values()[lp_solver_ct_id];
ct->set_dual_value(static_cast<double>(dual_value));
const glop::ConstraintStatus constraint_status =
lp_solver_.constraint_statuses()[lp_solver_ct_id];
row_status_.at(ct_id) = GlopToMPSolverConstraintStatus(constraint_status);
}
return result_status_;
}
bool GLOPInterface::InterruptSolve() {
interrupt_solver_ = true;
return true;
}
void GLOPInterface::Reset() {
// Ignore any incremental info for the next solve. Note that the parameters
// will not be reset as we re-read them on each Solve().
lp_solver_.Clear();
}
void GLOPInterface::SetOptimizationDirection(bool maximize) {
NonIncrementalChange();
}
void GLOPInterface::SetVariableBounds(int index, double lb, double ub) {
NonIncrementalChange();
}
void GLOPInterface::SetVariableInteger(int index, bool integer) {
LOG(WARNING) << "Glop doesn't deal with integer variables.";
}
void GLOPInterface::SetConstraintBounds(int index, double lb, double ub) {
NonIncrementalChange();
}
void GLOPInterface::AddRowConstraint(MPConstraint* const ct) {
NonIncrementalChange();
}
void GLOPInterface::AddVariable(MPVariable* const var) {
NonIncrementalChange();
}
void GLOPInterface::SetCoefficient(MPConstraint* const constraint,
const MPVariable* const variable,
double new_value, double old_value) {
NonIncrementalChange();
}
void GLOPInterface::ClearConstraint(MPConstraint* const constraint) {
NonIncrementalChange();
}
void GLOPInterface::SetObjectiveCoefficient(const MPVariable* const variable,
double coefficient) {
NonIncrementalChange();
}
void GLOPInterface::SetObjectiveOffset(double value) { NonIncrementalChange(); }
void GLOPInterface::ClearObjective() { NonIncrementalChange(); }
int64_t GLOPInterface::iterations() const {
return lp_solver_.GetNumberOfSimplexIterations();
}
int64_t GLOPInterface::nodes() const {
LOG(DFATAL) << "Number of nodes only available for discrete problems";
return kUnknownNumberOfNodes;
}
MPSolver::BasisStatus GLOPInterface::row_status(int constraint_index) const {
return row_status_[constraint_index];
}
MPSolver::BasisStatus GLOPInterface::column_status(int variable_index) const {
return column_status_[variable_index];
}
bool GLOPInterface::IsContinuous() const { return true; }
bool GLOPInterface::IsLP() const { return true; }
bool GLOPInterface::IsMIP() const { return false; }
std::string GLOPInterface::SolverVersion() const {
return glop::LPSolver::GlopVersion();
}
void* GLOPInterface::underlying_solver() { return &lp_solver_; }
void GLOPInterface::ExtractNewVariables() {
DCHECK_EQ(0, last_variable_index_);
DCHECK_EQ(0, last_constraint_index_);
const glop::ColIndex num_cols(solver_->variables_.size());
for (glop::ColIndex col(last_variable_index_); col < num_cols; ++col) {
MPVariable* const var = solver_->variables_[col.value()];
const glop::ColIndex new_col = linear_program_.CreateNewVariable();
DCHECK_EQ(new_col, col);
set_variable_as_extracted(col.value(), true);
linear_program_.SetVariableBounds(col, var->lb(), var->ub());
}
}
void GLOPInterface::ExtractNewConstraints() {
DCHECK_EQ(0, last_constraint_index_);
const glop::RowIndex num_rows(solver_->constraints_.size());
for (glop::RowIndex row(0); row < num_rows; ++row) {
MPConstraint* const ct = solver_->constraints_[row.value()];
set_constraint_as_extracted(row.value(), true);
const double lb = ct->lb();
const double ub = ct->ub();
const glop::RowIndex new_row = linear_program_.CreateNewConstraint();
DCHECK_EQ(new_row, row);
linear_program_.SetConstraintBounds(row, lb, ub);
for (const auto& entry : ct->coefficients_) {
const int var_index = entry.first->index();
DCHECK(variable_is_extracted(var_index));
const glop::ColIndex col(var_index);
const double coeff = entry.second;
linear_program_.SetCoefficient(row, col, coeff);
}
}
}
void GLOPInterface::ExtractObjective() {
linear_program_.SetObjectiveOffset(solver_->Objective().offset());
for (const auto& entry : solver_->objective_->coefficients_) {
const int var_index = entry.first->index();
const glop::ColIndex col(var_index);
const double coeff = entry.second;
linear_program_.SetObjectiveCoefficient(col, coeff);
}
}
void GLOPInterface::SetStartingLpBasis(
const std::vector<MPSolver::BasisStatus>& variable_statuses,
const std::vector<MPSolver::BasisStatus>& constraint_statuses) {
glop::VariableStatusRow glop_variable_statuses;
glop::ConstraintStatusColumn glop_constraint_statuses;
for (const MPSolver::BasisStatus& status : variable_statuses) {
glop_variable_statuses.push_back(MPSolverToGlopVariableStatus(status));
}
for (const MPSolver::BasisStatus& status : constraint_statuses) {
glop_constraint_statuses.push_back(MPSolverToGlopConstraintStatus(status));
}
lp_solver_.SetInitialBasis(glop_variable_statuses, glop_constraint_statuses);
}
void GLOPInterface::SetParameters(const MPSolverParameters& param) {
parameters_.Clear();
parameters_.set_log_search_progress(!quiet_);
SetCommonParameters(param);
SetScalingMode(param.GetIntegerParam(MPSolverParameters::SCALING));
}
void GLOPInterface::SetRelativeMipGap(double value) {
if (value != MPSolverParameters::kDefaultDoubleParamValue) {
SetDoubleParamToUnsupportedValue(MPSolverParameters::RELATIVE_MIP_GAP,
value);
}
}
void GLOPInterface::SetPrimalTolerance(double value) {
// TODO(user): Modify parameters_ with the correct value.
// The problem is that this is set by default by the wrapper to 1e-7 and for
// now we want to use higher default tolerances in Glop.
if (value != MPSolverParameters::kDefaultDoubleParamValue) {
SetDoubleParamToUnsupportedValue(MPSolverParameters::PRIMAL_TOLERANCE,
value);
}
}
void GLOPInterface::SetDualTolerance(double value) {
// TODO(user): Modify parameters_ with the correct value.
// The problem is that this is set by default by the wrapper to 1e-7 and for
// now we want to use higher default tolerances in Glop.
if (value != MPSolverParameters::kDefaultDoubleParamValue) {
SetDoubleParamToUnsupportedValue(MPSolverParameters::DUAL_TOLERANCE, value);
}
}
void GLOPInterface::SetPresolveMode(int value) {
switch (value) {
case MPSolverParameters::PRESOLVE_OFF:
parameters_.set_use_preprocessing(false);
break;
case MPSolverParameters::PRESOLVE_ON:
parameters_.set_use_preprocessing(true);
break;
default:
if (value != MPSolverParameters::kDefaultIntegerParamValue) {
SetIntegerParamToUnsupportedValue(MPSolverParameters::PRESOLVE, value);
}
}
}
void GLOPInterface::SetScalingMode(int value) {
switch (value) {
case MPSolverParameters::SCALING_OFF:
parameters_.set_use_scaling(false);
break;
case MPSolverParameters::SCALING_ON:
parameters_.set_use_scaling(true);
break;
default:
if (value != MPSolverParameters::kDefaultIntegerParamValue) {
SetIntegerParamToUnsupportedValue(MPSolverParameters::SCALING, value);
}
}
}
void GLOPInterface::SetLpAlgorithm(int value) {
switch (value) {
case MPSolverParameters::DUAL:
parameters_.set_use_dual_simplex(true);
break;
case MPSolverParameters::PRIMAL:
parameters_.set_use_dual_simplex(false);
break;
default:
if (value != MPSolverParameters::kDefaultIntegerParamValue) {
SetIntegerParamToUnsupportedValue(MPSolverParameters::LP_ALGORITHM,
value);
}
}
}
bool GLOPInterface::SetSolverSpecificParametersAsString(
const std::string& parameters) {
// NOTE(user): Android build uses protocol buffers in lite mode, and
// parsing data from text format is not supported there. To allow solver
// specific parameters from string on Android, we first need to switch to
// non-lite version of protocol buffers.
if (ProtobufTextFormatMergeFromString(parameters, &parameters_)) {
lp_solver_.SetParameters(parameters_);
return true;
}
return false;
}
void GLOPInterface::NonIncrementalChange() {
// The current implementation is not incremental.
sync_status_ = MUST_RELOAD;
}
// Register GLOP in the global linear solver factory.
MPSolverInterface* BuildGLOPInterface(MPSolver* const solver) {
return new GLOPInterface(solver);
}
} // namespace operations_research
#endif // #if defined(USE_GLOP)